Research classified by Journal of Economic Literature (JEL) codes

2023

• Anderson, Warwick & Białkowski, Jędrzej & Wagner, Moritz, 2023, "Midterm elections and stock returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103825.
• Mueller, Lukas & Bartel, Merlin & Schiereck, Dirk, 2023, "Europe's gone “right” – A comparative study of stock market reactions to populist success in Sweden and Italy," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103829.
• Xu, Lingling & Huang, Xiaodi & Liu, Guanchun & Liu, Yuanyuan, 2023, "Tax authority enforcement and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103831.
• Du, Zhihui & Zheng, Xiaojia & Zhang, Chenye & Zhou, Rongxi, 2023, "Does the online interaction between retail investors and firm management affect capital structure?," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103835.
• Ryu, Doojin & Ryu, Doowon & Yang, Heejin, 2023, "Whose sentiment explains implied volatility change and smile?," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103838.
• Bouri, Elie & Nekhili, Ramzi & Kinateder, Harald & Choudhury, Tonmoy, 2023, "Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103845.
• Bai, Fan & Zhang, Yaqi & Chen, Zhonglu & Li, Yan, 2023, "The volatility of daily tug-of-war intensity and stock market returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103867.
• Li, Jianhua & Xu, Jianxiang, 2023, "Does the introduction of market maker improve market quality? Evidence from China's Sci-Tech innovation board," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103909.
• Yousaf, Imran & Goodell, John W., 2023, "Responses of US equity market sectors to the Silicon Valley Bank implosion," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103934.
• Mo, Kyoungwon & Ha, Wonsuk & Park, Kyung-Jin, 2023, "Market reaction to analyst forecasts by analysts with familyship: Evidence from South Korea," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103943.
• Yousaf, Imran & Riaz, Yasir & Goodell, John W., 2023, "The impact of the SVB collapse on global financial markets: Substantial but narrow," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103948.
• Yadav, Miklesh Prasad & Rao, Amar & Abedin, Mohammad Zoynul & Tabassum, Sabia & Lucey, Brian, 2023, "The domino effect: Analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103952.
• Chen, Yu-Lun & Chang, Yung Ting & Yang, J. Jimmy, 2023, "Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103955.
• Shan, Yimin & Chen, Yang & Xiao, Yajun, 2023, "Monetary policy as market stabilizer in the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103960.
• Zhu, Ying & Huang, Ke, 2023, "Customers’ litigation risk and suppliers’ cash holding decision: From the perspective of risk contagion," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103973.
• Liu, Huan & Tao, Yunqing & Zeng, Lin & Chen, Dong, 2023, "Investor-enterprise interactions and shadow banking of non-financial enterprises in China," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103979.
• Zhang, Yaojie & He, Mengxi & Liao, Cunfei & Wang, Yudong, 2023, "Climate risk exposure and the cross-section of Chinese stock returns," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103987.
• Chang, Danting & Li, Feng, 2023, "Uncovering the information content in abnormal institutional visits," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103988.
• Nguyen, Thu Ha & Lan, Yihui & Treepongkaruna, Sirimon & Zhong, Rui, 2023, "Credit rating downgrades and stock price crash risk: International evidence," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103989.
• Deng, Jing & Zheng, Huike & Xing, Xiaoyun, 2023, "Dynamic spillover and systemic importance analysis of global clean energy companies: A tail risk network perspective," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103990.
• Switzer, Lorne N., 2023, "Circumventing SEC Rule 201 short sale restrictions with options," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103991.
• Saggu, Aman & Ante, Lennart, 2023, "The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103993.
• Bouri, Elie & Nekhili, Ramzi & Todorova, Neda, 2023, "Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103996.
• Chen, Yongming & Li, Hui, 2023, "The dual purpose of insider trading: Signaling quality and battling shorts," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.104011.
• Okoroafor, Ugochi C. & Leirvik, Thomas, 2023, "Time-varying market efficiency of safe-haven assets," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104024.
• Stephens, John & Mehdian, Seyed & Gherghina, Ștefan Cristian & Stoica, Ovidiu, 2023, "The reaction of the financial market to the January 6 United States Capitol attack: An intraday study," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104048.
• Bazzana, Davide & Colturato, Michele & Savona, Roberto, 2023, "Learning about unprecedented events: Agent-based modelling and the stock market impact of COVID-19," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104085.
• Cho, Hyunkwon & Choi, Ga-Young & Lee, Joonil, 2023, "The impact of internet articles on investor trading decisions by investor types: Evidence from Korean stock market," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104110.
• Zhang, Xiaoqing, 2023, "The value of online investor relations under COVID-19: Evidence from investor interactive platforms in China," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104146.
• Nguyen, Khanh Quoc & Nguyen, Thanh Huong & Do, Bao Linh, 2023, "Narrative attention and related cryptocurrency returns," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104174.
• Ahn, Minkwan & Jung, Doowon & Kim, Jeong-Taek & Lee, Woo-Jong & Sunwoo, Hee-Yeon, 2023, "Do more readable sustainability reports provide more value-relevant information to shareholders?," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104154.
• Hou, Yunfei & Hu, Changsheng, 2023, "Understanding the role of aggregate analyst attention in resolving stock market uncertainty," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104183.
• Ferretti, Riccardo & Venturelli, Valeria & Azzaretto, Alessandro, 2023, "Does individual SREP results reveal real news?," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104184.
• Wen, Fenghua & Lin, Diyue & Hu, Lei & He, Shaoyi & Cao, Zhiling, 2023, "The spillover effect of corporate frauds and stock price crash risk," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104185.
• Bouteska, Ahmed & Cardillo, Giovanni & Harasheh, Murad, 2023, "Is it all about noise? Investor sentiment and risk nexus: evidence from China," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104197.
• Ok, Hyunmin & Kim, Jinyong & Kim, Yongsik, 2023, "Is the Kimchi premium a speculative bubble?," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104207.
• Kamal, Md Rajib & Wahlstrøm, Ranik Raaen, 2023, "Cryptocurrencies and the threat versus the act event of geopolitical risk," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104224.
• Chancharat, Surachai & Sinlapates, Parichat, 2023, "Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104249.
• Dunbar, Kwamie & Treku, Daniel & Sarnie, Robert & Hoover, Jack, 2023, "What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104262.
• Zhang, Lu & Hsieh, Pei-lin & Chen, Haiqiang, 2023, "COVID-19 and commodity pricing premium: Evidence from the Chinese market," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.103899.
• Bae, Jihun & Joo, Jeong Hwan & Yu, Jaeyoon, 2023, "CEO succession planning and market reactions to CEO turnover announcements," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.103946.
• Long, Suwan(Cheng) & Lucey, Brian & Zhang, Dayong & Zhang, Zhiwei, 2023, "Negative elements of cryptocurrencies: Exploring the drivers of Bitcoin carbon footprints," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104031.
• Mercik, Aleksander & Cupriak, Daniel & Zaremba, Adam, 2023, "Factor seasonalities: International and further evidence," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104293.
• Granát, Marcell P. & Lehmann, Kristóf & Nagy, Olivér & Neszveda, Gábor, 2023, "Expect the unexpected: Did the equity markets anticipate the Russo-Ukrainian war?," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104301.
• Dai, Yiming & Jiang, Yuexiang & Long, Huaigang & Wang, Hui & Zaremba, Adam, 2023, "Does realized skewness predict the cross-section of Chinese stock returns?," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104363.
• Tee, Chwee-Ming & Wong, Wai-Yan & Hooy, Chee-Wooi, 2023, "Financial sanctions and global stock market reaction: Evidence from the Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104398.
• Chung, Hanyong, 2023, "The differential effects of product market competition on individual analysts," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104455.
• Guo, Xueting & Ma, Weichun & Liu, Xiaotong & Mo, Yan, 2023, "Fund investor cliques and flow sensitivity—evidence from China," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104463.
• Ao, Zhiming & Ji, Xinru & Liang, Xinxin, 2023, "Can prospect theory explain anomalies in the Chinese stock market?," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104466.
• Liu, Jie & Wu, Chonglin & Zheng, Wanqing & Lin, Gengyan, 2023, "Monitor or manipulator? The effect of institutional ownership on market manipulation," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104471.
• Luo, Deqing & Yan, Jingzhou & Yan, Qianhui, 2023, "The duality of ESG: Impact of ratings and disagreement on stock crash risk in China," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104479.
• Bazrafshan, Ebrahim, 2023, "The role of ESG ranking in retail and institutional investors' attention and trading behavior," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104462.
• Wang, Bo & Hu, Tiantian & Zheng, Suli, 2023, "Earning inflation, real investment and self-fulfilling uncertainty," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104488.
• Jain, Archana & Jain, Chinmay & Krystyniak, Karolina, 2023, "Blockchain transaction fee and Ethereum Merge," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104507.
• Bajzik, Josef, 2023, "Is the role of shareholder activism in corporate governance overestimated?," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104508.
• Smales, Lee A., 2023, "Classification of RBA monetary policy announcements using ChatGPT," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104514.
• Kilic, Emre & Yavuz, Ersin & Pazarci, Sevket & Kar, Asim, 2023, "Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies: Insights from the Fourier non-linear quantile unit root approach," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104528.
• Ryu, Doojin & Ryu, Doowon & Yang, Heejin, 2023, "Investor sentiment and futures market mispricing," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104559.
• Wahyono, Budi & Rapih, Subroto & Boungou, Whelsy, 2023, "Unleashing the wordsmith: Analysing the stock market reactions to the launch of ChatGPT in the US Education sector," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104576.
• Yang, Jie & Feng, Yun, 2023, "Market inefficiency spillover network across different regimes," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104577.
• Lu, Jing & Chen, Rongze, 2023, "Do individual investors pay attention to the information acquisition activities of institutional investors?," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104579.
• Ferriani, Fabrizio & Gazzani, Andrea, 2023, "The invasion of Ukraine and the energy crisis: Comparative advantages in equity valuations," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104604.
• Yuan, Hong & Huang, Mengqi, 2023, "Pandemic public health interventions and corporate communications: Evidence from China," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104607.
• Zhang, Junyu & Ruan, Xinfeng & Zhang, Jin E., 2023, "Do short-term market swings improve realized volatility forecasts?," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104629.
• Ainsworth, Andrew & Lee, Adrian D., 2023, "Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100740.
• Kaplanski, Guy, 2023, "The race to exploit anomalies and the cost of slow trading," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100754.
• Ashour, Samar & Hao, Grace Qing & Harper, Adam, 2023, "Investor sentiment, style investing, and momentum," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100755.
• Bhagwat, Vineet & Shirley, Sara E. & Stark, Jeffrey R., 2023, "Gender, learning, and earnings estimate accuracy," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100756.
• Xu, Liao & Zhang, Xuan & Zhao, Jing, 2023, "Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100757.
• Aggarwal, Nidhi & Panchapagesan, Venkatesh & Thomas, Susan, 2023, "When is the order-to-trade ratio fee effective?," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100762.
• Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Orłowski, Piotr & Subrahmanyam, Marti G., 2023, "Informed options strategies before corporate events," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100766.
• Drummond, Philip A., 2023, "Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100768.
• Faias, José Afonso, 2023, "Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100769.
• El Kalak, Izidin & Leung, Woon Sau & Takahashi, Hidenori & Yamada, Kazuo, 2023, "The Bank of Japan's equity purchases and stock illiquidity," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100770.
• Brolley, Michael & Zoican, Marius, 2023, "Liquid speed: A micro-burst fee for low-latency exchanges," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100785.
• Ikeda, Naoshi, 2023, "Optimism, divergence of investors’ opinions, and the long-run underperformance of IPOs," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100800.
• Alexandridis, Antonios K. & Apergis, Iraklis & Panopoulou, Ekaterini & Voukelatos, Nikolaos, 2023, "Equity premium prediction: The role of information from the options market," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100801.
• Hoang, Lai T. & Wee, Marvin & Yang, Joey Wenling, 2023, "Strategic trading by insiders in the presence of institutional investors," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100802.
• Chung, Kee H. & Chuwonganant, Chairat, 2023, "COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100803.
• Davis, Ryan & Griffith, Todd & Van Ness, Bonnie & Van Ness, Robert, 2023, "Modern OTC market structure and liquidity: The tale of three tiers," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100815.
• Crépellière, Tommy & Pelster, Matthias & Zeisberger, Stefan, 2023, "Arbitrage in the market for cryptocurrencies," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100817.
• Geraci, Marco Valerio & Gnabo, Jean-Yves & Veredas, David, 2023, "Common short selling and excess comovement: Evidence from a sample of LSE stocks," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100833.
• Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide, 2023, "Options-based systemic risk, financial distress, and macroeconomic downturns," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100834.
• Khorram, Mehdi & Mo, Haitao & Sanger, Gary C., 2023, "Information flow and credit rating announcements," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100837.
• Saadon, Yossi & Schreiber, Ben Z., 2023, "Newspapers tone and the overnight-intraday stock return anomaly," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100838.
• Hanauer, Matthias X. & Lesnevski, Pavel & Smajlbegovic, Esad, 2023, "Surprise in short interest," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100841.
• Altieri, Michela & Schnitzler, Jan, 2023, "Quarterly investment spikes, stock returns, and the investment factor," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100835.
• Merl, Robert & Palan, Stefan & Schmidt, Dominik & Stöckl, Thomas, 2023, "Insider trading regulation and trader migration," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100839.
• van Kervel, Vincent & Kwan, Amy & Westerholm, P. Joakim, 2023, "Order splitting and interacting with a counterparty," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100850.
• Bogousslavsky, Vincent & Muravyev, Dmitriy, 2023, "Who trades at the close? Implications for price discovery and liquidity," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100852.
• Rzayev, Khaladdin & Ibikunle, Gbenga & Steffen, Tom, 2023, "The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100853.
• Dichtl, Hubert & Drobetz, Wolfgang & Otto, Tizian, 2023, "Forecasting Stock Market Crashes via Machine Learning," Journal of Financial Stability, Elsevier, volume 65, issue C, DOI: 10.1016/j.jfs.2022.101099.
• Wang, Bo & Zhou, Zhen, 2023, "Informational feedback between voting and speculative trading," Games and Economic Behavior, Elsevier, volume 138, issue C, pages 387-406, DOI: 10.1016/j.geb.2023.01.009.
• Wilkoff, Sean & Yildiz, Serhat, 2023, "The behavior and determinants of illiquidity in the non-fungible tokens (NFTs) market," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100782.
• Eugster, Nicolas & Wang, Qingxia, 2023, "Large blockholders and stock price crash risk: An international study," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100799.
• Chazi, Abdelaziz & Samet, Anis & Azad, A.S.M. Sohel, 2023, "Volatility and correlation of Islamic and conventional indices during crises," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100800.
• Malik, Ihtisham A. & Chowdhury, Hasibul & Alam, Md Samsul, 2023, "Equity market response to natural disasters: Does firm's corporate social responsibility make difference?," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100801.
• Vogt, Jan, 2023, "Managerial market timing under credit risk: How do timed buybacks and stock issuances influence the value of long-term shareholders?," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2023.100807.
• Ni, Yinan & Sun, Yanfei, 2023, "Environmental, social, and governance premium in Chinese stock markets," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2023.100811.
• Piccotti, Louis R. & Wang, Heng, 2023, "Informed trading in the options market surrounding data breaches," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100774.
• Bassiouny, Aliaa & Kiryakos, Mariam & Tooma, Eskandar, 2023, "Examining the adaptive market hypothesis with calendar effects: International evidence and the impact of COVID-19," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100777.
• Miwa, Kotaro, 2023, "Informational role of analyst and investor days," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2023.100812.
• Hoang, Khanh & Nguyen, Cuong & Nguyen, Harvey & Vo, Lai Van, 2023, "Disaster response: The COVID-19 pandemic and insider trading around the world," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2023.100814.
• Leite, Brian J. & Uysal, Vahap B., 2023, "Does ESG matter to investors? ESG scores and the stock price response to new information," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100851.
• Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza & Zhang, Hengbin, 2023, "The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100854.
• Miwa, Kotaro, 2023, "How quickly do investors react to analyst reports? Evidence from reports released outside trading hours," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100856.
• Haghighi, Afshin & Zhang, Lei & Oliver, Barry & Faff, Robert, 2023, "Information acquisition and market liquidity: Evidence from EDGAR search activity," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100865.
• Zirek, Duygu & Unsal, Omer, 2023, "Green bonds: Do investors benefit from third-party certification?," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100872.
• Chowdhury, Md Raihan Uddin & Xie, Feixue & Hasan, Md Mahmudul, 2023, "Powerful CEOs and investment efficiency," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100886.
• dos Santos Maciel, Leandro, 2023, "Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100887.
• Dammak, Wael & Hamad, Salah Ben & de Peretti, Christian & Eleuch, Hichem, 2023, "Pricing of European currency options considering the dynamic information costs," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100897.
• Uddin, Ajim & Tao, Xinyuan & Yu, Dantong, 2023, "Attention based dynamic graph neural network for asset pricing," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100900.
• Bergheimer, Stefan & Cantillon, Estelle & Reguant, Mar, 2023, "Price and quantity discovery without commitment," International Journal of Industrial Organization, Elsevier, volume 90, issue C, DOI: 10.1016/j.ijindorg.2023.102987.
• Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas, 2023, "Judgment day: Algorithmic trading around the Swiss franc cap removal," Journal of International Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.jinteco.2022.103713.
• Huang, Yi & Lin, Chen & Liu, Sibo & Tang, Heiwai, 2023, "Trade networks and firm value: Evidence from the U.S.-China trade war," Journal of International Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jinteco.2023.103811.
• Ferriani, Fabrizio & Gazzani, Andrea, 2023, "The impact of the war in Ukraine on energy prices: Consequences for firms’ financial performance," International Economics, Elsevier, volume 174, issue C, pages 221-230, DOI: 10.1016/j.inteco.2023.04.006.
• Nekhili, Ramzi & Ziadat, Salem Adel & Mensi, Walid, 2023, "Frequency interdependence and portfolio management between gold, oil and sustainability stock markets," International Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.inteco.2023.100461.
• Duan, Kun & Gao, Yang & Mishra, Tapas & Satchell, Stephen, 2023, "Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2023.101742.
• Griffith, Todd & Clancey-Shang, Danjue, 2023, "Cryptocurrency regulation and market quality," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 84, issue C, DOI: 10.1016/j.intfin.2023.101744.
• Bian, Jiangze & Chan, Kalok & Han, Bing & Shi, Donghui, 2023, "Cross-border equity flows and information transmission: Evidence from Chinese stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 84, issue C, DOI: 10.1016/j.intfin.2023.101755.
• Karkowska, Renata & Urjasz, Szczepan, 2023, "How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101768.
• Li, Zhiyong & Wan, Yifan & Wang, Tianyi & Yu, Mei, 2023, "Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101782.
• Tzomakas, Christos & Anastasiou, Dimitrios & Katsafados, Apostolos & Krokida, Styliani Iris, 2023, "Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 87, issue C, DOI: 10.1016/j.intfin.2023.101806.
• Wang, Jiaxin & Wu, Guilin & Huang, Xiang & Sun, Di & Song, Zilong, 2023, "Peer effects of corporate product quality information disclosure: Learning and competition," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101824.
• Fulgence, Samuel & Kwabi, Frank & Boateng, Agyenim & Hu, Wansu & Paudyal, Krishna, 2023, "Cross-country analysis of the effects of political uncertainty on stock price informativeness," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101829.
• Zhou, Dong-hai & Liu, Xiao-xing, 2023, "Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101843.
• Yuan, Li & Rao, Siqi & Yang, Shenggang & Dai, Pengyi, 2023, "Does equity market openness increase productivity? the dual effects of Shanghai-Hong Kong stock Connect program in China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101849.
• Liang, Chao & Huynh, Luu Duc Toan & Li, Yan, 2023, "Market momentum amplifies market volatility risk: Evidence from China’s equity market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101856.
• Li, Jinxian & Gong, Yujing & Ho, Kung-Cheng & Zhang, Cheng, 2023, "Trust and price efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101855.
• Caporale, Guglielmo Maria & Kyriacou, Kyriacos & Spagnolo, Nicola, 2023, "Aggregate insider trading and stock market volatility in the UK," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101861.
• Kiesel, Florian & Kolaric, Sascha, 2023, "Should I stay or should I go? Stock market reactions to companies' decisions in the wake of the Russia-Ukraine conflict," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101862.
• Abad, Pilar & Robles, M.-Dolores & Alonso Orts, Carlos, 2023, "Stress testing programs and credit risk opacity of banks: USA vs Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101876.
• He, Feng & Liu, Guanchun & Hao, Jing & Li, Youwei, 2023, "CSR performance and firm idiosyncratic risk in a data-rich environment: The role of retail investor attention," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101877.
• Afik, Zvika & Zabolotnyuk, Yuriy, 2023, "Information effect of credit rating announcements in transition economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101878.
• Scharnowski, Matthias & Scharnowski, Stefan & Zimmermann, Lukas, 2023, "Fan tokens: Sports and speculation on the blockchain," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101880.
• Sharpe, Steven A. & Sinha, Nitish R. & Hollrah, Christopher A., 2023, "The power of narrative sentiment in economic forecasts," International Journal of Forecasting, Elsevier, volume 39, issue 3, pages 1097-1121, DOI: 10.1016/j.ijforecast.2022.04.008.
• Ramirez, Philip & Reade, J. James & Singleton, Carl, 2023, "Betting on a buzz: Mispricing and inefficiency in online sportsbooks," International Journal of Forecasting, Elsevier, volume 39, issue 3, pages 1413-1423, DOI: 10.1016/j.ijforecast.2022.07.011.
• Assis, T.P. & Cordeiro, F.F. & Schiavon, L.C., 2023, "How stock market reacts to environmental disasters and judicial decisions: A case study of Mariana’s dam collapse in Brazil," International Review of Law and Economics, Elsevier, volume 73, issue C, DOI: 10.1016/j.irle.2022.106105.
• Lefebvre, Jérémie & Mazza, Paolo, 2023, "Advance disclosure of insider transactions: Empirical evidence from the Vietnamese stock market," International Review of Law and Economics, Elsevier, volume 74, issue C, DOI: 10.1016/j.irle.2023.106137.
• Chay, J.B. & Chong, Byung-Uk & Im, Hyun Joong, 2023, "Dividend taxes and investment efficiency: Evidence from the 2003 U.S. personal taxation reform," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101514.
• Ye, Mao & Zheng, Miles Y. & Zhu, Wei, 2023, "The effect of tick size on managerial learning from stock prices," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101515.
• Campbell, Brett & Drake, Michael & Thornock, Jacob & Twedt, Brady, 2023, "Earnings Virality," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101517.
• De Franco, Gus & Shohfi, Thomas & Xu, Da & Zhu, Zhiwei (Vivi), 2023, "Fixed income conference calls," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101518.
• Fee, C Edward & Li, Zhi & Peng, Qiyuan, 2023, "Hidden Gems: Do market participants respond to performance expectations revealed in compensation disclosures?," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101519.
• Pinto, Jedson, 2023, "Mandatory disclosure and learning from external market participants: Evidence from the JOBS act," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101528.
• Wu, Sang & Xue, Wenjie, 2023, "Accounting comparability and relative performance evaluation by capital markets," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101535.
• Chy, Mahfuz & Kyung, Hoyoun, 2023, "The effect of bond market transparency on bank loan contracting," Journal of Accounting and Economics, Elsevier, volume 75, issue 2, DOI: 10.1016/j.jacceco.2022.101536.
• Zhang, Rachel Xi, 2023, "Do Managers learn from institutional investors through direct interactions?," Journal of Accounting and Economics, Elsevier, volume 75, issue 2, DOI: 10.1016/j.jacceco.2022.101554.
• Chen, Jason V., 2023, "The wisdom of crowds and the market's response to earnings news: Evidence using the geographic dispersion of investors," Journal of Accounting and Economics, Elsevier, volume 75, issue 2, DOI: 10.1016/j.jacceco.2022.101567.
• Liu, Yukun & Wu, Xi, 2023, "How does shareholder governance affect the cost of borrowing? Evidence from the passage of anti-takeover provisions," Journal of Accounting and Economics, Elsevier, volume 75, issue 2, DOI: 10.1016/j.jacceco.2022.101569.
• Du, Kai & Huddart, Steven & Jiang, Xin Daniel, 2023, "Lost in standardization: Effects of financial statement database discrepancies on inference," Journal of Accounting and Economics, Elsevier, volume 76, issue 1, DOI: 10.1016/j.jacceco.2022.101573.
• deHaan, Ed & Li, Jiacui & Watts, Edward M., 2023, "Retail bond investors and credit ratings," Journal of Accounting and Economics, Elsevier, volume 76, issue 1, DOI: 10.1016/j.jacceco.2023.101587.
• Aghamolla, Cyrus & Smith, Kevin, 2023, "Strategic complexity in disclosure," Journal of Accounting and Economics, Elsevier, volume 76, issue 2, DOI: 10.1016/j.jacceco.2023.101635.
• Sani, Jalal & Shroff, Nemit & White, Hal, 2023, "Spillover effects of mandatory portfolio disclosures on corporate investment," Journal of Accounting and Economics, Elsevier, volume 76, issue 2, DOI: 10.1016/j.jacceco.2023.101641.
• Kostakis, Alexandros & Mu, Liangyi & Otsubo, Yoichi, 2023, "Detecting political event risk in the option market," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106624.
• Guo, Laite, 2023, "Two faces of the size effect," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106708.
• Shibata, Takashi & Nishihara, Michi, 2023, "Optimal financing and investment strategies under asymmetric information on liquidation value," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106709.
• Moore, David, 2023, "Strategic repurchases and equity sales: Evidence from equity vesting schedules," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106717.
• Cox, Justin & Woods, Donovan, 2023, "COVID-19 and market structure dynamics," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2021.106362.
• Berkman, Henk & Malloch, Hamish, 2023, "Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2021.106386.
• Chakrabarty, Bidisha & Pascual, Roberto, 2023, "Stock liquidity and algorithmic market making during the COVID-19 crisis," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2022.106415.
• Neukirchen, Daniel & Engelhardt, Nils & Krause, Miguel & Posch, Peter N., 2023, "The value of (private) investor relations during the COVID-19 crisis," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2022.106450.
• Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad, 2023, "On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2022.106652.
• Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid, 2023, "Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2022.106744.
• Hanauer, Matthias X. & Windmüller, Steffen, 2023, "Enhanced momentum strategies," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106712.
• Amin, Shehryar & Tédongap, Roméo, 2023, "The changing landscape of treasury auctions," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106714.
• James, Robert & Leung, Henry & Prokhorov, Artem, 2023, "A machine learning attack on illegal trading," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106735.
• Cao, Ji & Muhl, Stefan & Rieger, Marc Oliver & Chen, Hung-Ling, 2023, "Sign matters: Stock-movement-based trading decisions of individual investors," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106739.
• Bereskin, Fred & Hsu, Po-Hsuan & Latham, William & Wang, Huijun, 2023, "So Sue Me! The cross section of stock returns related to patent infringement allegations," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106740.
• Huang, Hong-Gia & Tsai, Wei-Che & Weng, Pei-Shih & Yang, J. Jimmy, 2023, "Intraday momentum in the VIX futures market," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106746.
• Weitzel, Utz & Kirchler, Michael, 2023, "The Banker’s oath and financial advice," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106750.
• Cakici, Nusret & Zaremba, Adam, 2023, "Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106760.
• Jaskowski, Marcin & Rettl, Daniel A., 2023, "Information acquisition costs and credit spreads," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106775.
• Contreras, Harold & Korczak, Adriana & Korczak, Piotr, 2023, "Religion and insider trading profits," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106778.
• Hsieh, Jim & Ng, Lilian & Wang, Qinghai, 2023, "How informative are insider trades and analyst recommendations?," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106787.
• Akyol, Ali C. & Qian, Yiming & Yu, Frank, 2023, "How do experienced analysts improve price efficiency?," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106798.
• Kuck, Konstantin & Schweikert, Karsten, 2023, "Price discovery in equity markets: A state-dependent analysis of spot and futures markets," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106808.
• Heusel, Nicola & Mager, Ferdinand, 2023, "Pension funding and the cross section of stock returns - The case of Germany," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106816.
• Chi, Yeguang & He, Jingbin & Ma, Xinru & Wu, Fei, 2023, "Institutional investor inattention bias in auctioned IPOs," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106831.
• Couaillier, Cyril & Henricot, Dorian, 2023, "How do markets react to tighter bank capital requirements?," Journal of Banking & Finance, Elsevier, volume 151, issue C, DOI: 10.1016/j.jbankfin.2023.106832.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2023, "Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates," Journal of Banking & Finance, Elsevier, volume 151, issue C, DOI: 10.1016/j.jbankfin.2023.106843.
• Dorn, Daniel & Strobl, Günter, 2023, "Rational disposition effects: Theory and evidence," Journal of Banking & Finance, Elsevier, volume 153, issue C, DOI: 10.1016/j.jbankfin.2023.106858.
• Akter, Maimuna & Cumming, Douglas & Ji, Shan, 2023, "Natural disasters and market manipulation," Journal of Banking & Finance, Elsevier, volume 153, issue C, DOI: 10.1016/j.jbankfin.2023.106883.
• Song, Keke & Wang, Jun, 2023, "When banks become shareholder activists," Journal of Banking & Finance, Elsevier, volume 153, issue C, DOI: 10.1016/j.jbankfin.2023.106895.
• Merl, Robert & Stöckl, Thomas & Palan, Stefan, 2023, "Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2022.106490.
• Do, Trung K. & Huang, Henry Hongren & Le, Anh-Tuan, 2023, "Customer concentration and stock liquidity," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106935.
• Li, Fengfei & Lin, Ji-Chai & Lin, Tse-Chun & Shang, Longfei, 2023, "Behavioral bias, distorted stock prices, and stock splits," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106939.
• Huang, Tao & Jiang, Liang & Li, Junye, 2023, "Downside variance premium, firm fundamentals, and expected corporate bond returns," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106946.
• Dimpfl, Thomas & Schweikert, Karsten, 2023, "Information shares for markets with partially overlapping trading hours," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106970.
• Kumar, Rajnish & Lawrence, Edward R. & Prakash, Arun & Rodríguez, Iván M., 2023, "Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106976.
• Cook, Douglas O. & Zhang, Weiwei, 2023, "CEO performance impact on medical leave outcomes," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106977.
• Egginton, Jared F. & McBrayer, Garrett A. & Watson, Ethan D., 2023, "Shades of trade: Dark trading and price efficiency," Journal of Banking & Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jbankfin.2023.107004.
• Kim, Taeyeon & Hwang, Hyoseok (David) & Kim, Hyun-Dong, 2023, "Do local investors know more? Evidence from securities class actions," Journal of Banking & Finance, Elsevier, volume 156, issue C, DOI: 10.1016/j.jbankfin.2023.107008.
• Balyuk, Tetyana & Fedyk, Anastassia, 2023, "Divesting under Pressure: U.S. firms’ exit in response to Russia’s war against Ukraine," Journal of Comparative Economics, Elsevier, volume 51, issue 4, pages 1253-1273, DOI: 10.1016/j.jce.2023.08.001.
• Fan, Sijia & Ge, Qi & Ho, Benjamin & Ma, Lirong, 2023, "Sorry Doesn't Cut It, or Does It? Insights from Stock Market Responses to Corporate Apologies," Journal of Economic Behavior & Organization, Elsevier, volume 205, issue C, pages 68-86, DOI: 10.1016/j.jebo.2022.11.004.
• Ali, Sara & Badshah, Ihsan & Demirer, Riza, 2023, "Anti-herding by hedge funds and its implications for expected returns," Journal of Economic Behavior & Organization, Elsevier, volume 211, issue C, pages 31-48, DOI: 10.1016/j.jebo.2023.04.029.
• Cao, Ji & Rieger, Marc Oliver & Zhao, Lei, 2023, "Safety first, loss probability, and the cross section of expected stock returns," Journal of Economic Behavior & Organization, Elsevier, volume 211, issue C, pages 345-369, DOI: 10.1016/j.jebo.2023.04.022.
• Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P. & Truong, Cameron, 2023, "Aerospace competition, investor attention, and stock return comovement," Journal of Economic Behavior & Organization, Elsevier, volume 215, issue C, pages 40-59, DOI: 10.1016/j.jebo.2023.09.005.
• Abudy, Menachem (Meni) & Shust, Efrat, 2023, "Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis," Journal of Economics and Business, Elsevier, volume 123, issue C, DOI: 10.1016/j.jeconbus.2022.106105.
• Cao, Wenbin & Duan, Xiaoman & Niu, Xu, 2023, "Access to finance, bureaucracy, and capital allocation efficiency," Journal of Economics and Business, Elsevier, volume 125, issue , DOI: 10.1016/j.jeconbus.2023.106125.