Research classified by Journal of Economic Literature (JEL) codes

2024

• Fernando, Sandun & Onishchenko, Olena & Kuruppuarachchi, Duminda, 2024, "Do short sellers amplify extreme market declines?," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102498.
• Chao, Ching-Hsiang & Chang, Chuang-Chang & Chen, Tsung-Yu & Wu, Zhen-Xing, 2024, "Determinants of disposition effect in the real estate market: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102503.
• Lin, Zih-Ying & Lu, Jia-Wen, 2024, "The impact of COVID-19 on global investor attention," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102522.
• Zhou, Xuewei & Ouyang, Zisheng & Lu, Min & Ouyang, Zhongzhe, 2024, "Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102533.
• Ke, Dun-Yao & Su, Xuan-Qi, 2024, "How Do Elite-Educated CEOs Choose the M&A Payment Method? Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102535.
• Li, Haohua & Mei, Yuhe & Hao, Xianfeng & Chen, Zhuo, 2024, "Out-of-sample equity premium predictability: An EMD-denoising based model," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102536.
• Peng, Zhe & Xiong, Kainan & Yang, Yahui, 2024, "Microstructure of the Chinese stock market: A historical review," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102551.
• Cheema, Muhammad A. & Fianto, Bayu Arie, 2024, "Investor sentiment and stock market anomalies: Evidence from Islamic countries," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102557.
• Yue, Shuai & Anderson, Hamish D. & Liao, Jing, 2024, "Negative information hoarding in politically connected firms: The influence from the central environmental protection inspections," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102571.
• Wei, Zhihua & Wu, Deqian & Zeng, Aimin & Li, Bo, 2024, "Spillover effects of MSCI inclusion announcement: Evidence and implications from China," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102582.
• Petach, Luke & Weiler, Stephan & Totten, Greg, 2024, "Geography matters: The impact of geographic expansion on bank performance during the Great Recession," Papers in Regional Science, Elsevier, volume 103, issue 1, DOI: 10.1016/j.pirs.2024.100009.
• Aizenman, Joshua & Lindahl, Robert & Stenvall, David & Uddin, Gazi Salah, 2024, "Geopolitical shocks and commodity market dynamics: New evidence from the Russia-Ukraine conflict," European Journal of Political Economy, Elsevier, volume 85, issue C, DOI: 10.1016/j.ejpoleco.2024.102574.
• Mensi, Walid & Gubareva, Mariya & Kang, Sang Hoon, 2024, "Frequency connectedness between DeFi and cryptocurrency markets," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 12-27, DOI: 10.1016/j.qref.2023.11.001.
• Alomari, Mohammed & Selmi, Refk & Mensi, Walid & Ko, Hee-Un & Kang, Sang Hoon, 2024, "Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 210-228, DOI: 10.1016/j.qref.2023.12.009.
• Xiang, Youtao & Borjigin, Sumuya, 2024, "Investment network and stock’s systemic risk contribution: Evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 113-132, DOI: 10.1016/j.qref.2024.01.006.
• Mensi, Walid & Ziadat, Salem Adel & Rababa'a, Abdel Razzaq Al & Vo, Xuan Vinh & Kang, Sang Hoon, 2024, "Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 1-17, DOI: 10.1016/j.qref.2024.03.002.
• Okorie, David Iheke & Bouri, Elie & Mazur, Mieszko, 2024, "NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 126-151, DOI: 10.1016/j.qref.2024.03.001.
• Kallis, Linda & Corbet, Shaen, 2024, "Does soft shareholder activism hold hard consequences?," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 152-159, DOI: 10.1016/j.qref.2024.03.009.
• Elias, Nikolaos & Smyrnakis, Dimitris & Tzavalis, Elias, 2024, "The forward premium anomaly and the currency carry trade hypothesis," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 203-218, DOI: 10.1016/j.qref.2024.03.013.
• Hajiyev, Aghamehman & Keiber, Karl Ludwig & Luczak, Adalbert, 2024, "Tug of war with noise traders? Evidence from the G7 stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 234-243, DOI: 10.1016/j.qref.2024.03.011.
• Wang, Jying-Nan & Vigne, Samuel A. & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "Hacks and the price synchronicity of bitcoin and ether," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 294-299, DOI: 10.1016/j.qref.2024.04.008.
• Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2024, "Dual effects of investor sentiment and uncertainty in financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 300-315, DOI: 10.1016/j.qref.2024.04.006.
• Atance, David & Serna, Gregorio, 2024, "Time-varying expected returns, conditional skewness and Bitcoin return predictability," The Quarterly Review of Economics and Finance, Elsevier, volume 96, issue C, DOI: 10.1016/j.qref.2024.101868.
• Zhang, Rongrong, 2024, "Strategic interactions and the sensitivity of cash savings to stock price," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101867.
• Tomita, Yosuke, 2024, "Are bond markets and bank credits complementary or substitutable? Evidence based on the rule of law and countries’ legal origins," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101903.
• Hou, Xiaohui & Lu, Xiaonan, 2024, "Debtholder responses to controlling shareholders’ share pledging," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101928.
• Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2024, "Intraday analyses on weather-induced sentiment and stock market behavior," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101929.
• Mensi, Walid & Gubareva, Mariya & Adekoya, Oluwasegun B. & Kang, Sang Hoon, 2024, "Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets," Renewable Energy, Elsevier, volume 231, issue C, DOI: 10.1016/j.renene.2024.120943.

2023

• 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.
• Tran, Arthur M. & Griffiths, Mark D. & Winters, Drew B., 2023, "Small bank managers are prudent: A Benford’s Law approach to analyzing loan loss allowances," Journal of Economics and Business, Elsevier, volume 125, issue , DOI: 10.1016/j.jeconbus.2023.106128.
• Rahman, Anisur & Talukdar, Bakhtear & Fan, Zaifeng Steve, 2023, "Board independence and analysts' forecast accuracy: R&D perspective," Journal of Economics and Business, Elsevier, volume 127, issue C, DOI: 10.1016/j.jeconbus.2023.106136.
• Vo, Lai Van & Le, Huong Thi Thu, 2023, "From Hero to Zero: The case of Silicon Valley Bank," Journal of Economics and Business, Elsevier, volume 127, issue C, DOI: 10.1016/j.jeconbus.2023.106138.
• Andrei, Daniel & Carlin, Bruce I., 2023, "Schumpeterian competition in a Lucas economy," Journal of Economic Theory, Elsevier, volume 208, issue C, DOI: 10.1016/j.jet.2023.105613.
• Cai, Zhifeng & Dong, Feng, 2023, "Public disclosure and private information acquisition: A global game approach," Journal of Economic Theory, Elsevier, volume 210, issue C, DOI: 10.1016/j.jet.2023.105670.
• Lester, Benjamin & Shourideh, Ali & Venkateswaran, Venky & Zetlin-Jones, Ariel, 2023, "Market-making with search and information frictions," Journal of Economic Theory, Elsevier, volume 212, issue C, DOI: 10.1016/j.jet.2023.105714.
• Lou, Youcheng & Rahi, Rohit, 2023, "Information, market power and welfare," Journal of Economic Theory, Elsevier, volume 214, issue C, DOI: 10.1016/j.jet.2023.105756.
• Chen, Zilin & Da, Zhi & Huang, Dashan & Wang, Liyao, 2023, "Presidential economic approval rating and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 147, issue 1, pages 106-131, DOI: 10.1016/j.jfineco.2022.10.004.
• Derrien, François & Frésard, Laurent & Slabik, Victoria & Valta, Philip, 2023, "Industry asset revaluations around public and private acquisitions," Journal of Financial Economics, Elsevier, volume 147, issue 1, pages 243-269, DOI: 10.1016/j.jfineco.2021.10.003.
• Gokkaya, Sinan & Liu, Xi & Stulz, René M., 2023, "Do firms with specialized M&A staff make better acquisitions?," Journal of Financial Economics, Elsevier, volume 147, issue 1, pages 75-105, DOI: 10.1016/j.jfineco.2022.09.002.
• van Binsbergen, Jules H. & Boons, Martijn & Opp, Christian C. & Tamoni, Andrea, 2023, "Dynamic asset (mis)pricing: Build-up versus resolution anomalies," Journal of Financial Economics, Elsevier, volume 147, issue 2, pages 406-431, DOI: 10.1016/j.jfineco.2022.11.005.
• García, Diego & Hu, Xiaowen & Rohrer, Maximilian, 2023, "The colour of finance words," Journal of Financial Economics, Elsevier, volume 147, issue 3, pages 525-549, DOI: 10.1016/j.jfineco.2022.11.006.
• Dávila, Eduardo & Parlatore, Cecilia, 2023, "Volatility and informativeness," Journal of Financial Economics, Elsevier, volume 147, issue 3, pages 550-572, DOI: 10.1016/j.jfineco.2022.12.005.
• Lu, Zhongjin & Malliaris, Steven & Qin, Zhongling, 2023, "Heterogeneous liquidity providers and night-minus-day return predictability," Journal of Financial Economics, Elsevier, volume 148, issue 3, pages 175-200, DOI: 10.1016/j.jfineco.2023.03.002.
• Fich, Eliezer M. & Parrino, Robert & Tran, Anh L., 2023, "When and how are rule 10b5-1 plans used for insider stock sales?," Journal of Financial Economics, Elsevier, volume 149, issue 1, pages 1-26, DOI: 10.1016/j.jfineco.2023.04.009.
• Fedyk, Anastassia & Hodson, James, 2023, "When can the market identify old news?," Journal of Financial Economics, Elsevier, volume 149, issue 1, pages 92-113, DOI: 10.1016/j.jfineco.2023.04.008.
• Andrei, Daniel & Friedman, Henry & Ozel, N. Bugra, 2023, "Economic uncertainty and investor attention," Journal of Financial Economics, Elsevier, volume 149, issue 2, pages 179-217, DOI: 10.1016/j.jfineco.2023.05.003.
• Bao, Jack & Hou, Kewei & Zhang, Shaojun, 2023, "Systematic default and return predictability in the stock and bond markets," Journal of Financial Economics, Elsevier, volume 149, issue 3, pages 349-377, DOI: 10.1016/j.jfineco.2023.05.006.
• Addoum, Jawad M. & Ng, David T. & Ortiz-Bobea, Ariel, 2023, "Temperature shocks and industry earnings news," Journal of Financial Economics, Elsevier, volume 150, issue 1, pages 1-45, DOI: 10.1016/j.jfineco.2023.07.002.
• Glebkin, Sergei & Kuong, John Chi-Fong, 2023, "When large traders create noise," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103709.
• Pagano, Marco & Wagner, Christian & Zechner, Josef, 2023, "Disaster resilience and asset prices," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103712.
• Bali, Turan G. & Gunaydin, A. Doruk & Jansson, Thomas & Karabulut, Yigitcan, 2023, "Do the rich gamble in the stock market? Low risk anomalies and wealthy households," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103715.
• Yan, Jingda & Yu, Jialin, 2023, "Cross-stock momentum and factor momentum," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103716.
• Bakshi, Gurdip & Crosby, John & Gao, Xiaohui & Hansen, Jorge W., 2023, "Treasury option returns and models with unspanned risks," Journal of Financial Economics, Elsevier, volume 150, issue 3, DOI: 10.1016/j.jfineco.2023.103736.
• Sinclair, Andrew J., 2023, "Do prime brokers intermediate capital?," Journal of Financial Intermediation, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfi.2022.101004.
• Lopez, Jose A. & Spiegel, Mark M., 2023, "Small business lending under the PPP and PPPLF programs," Journal of Financial Intermediation, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfi.2022.101017.
• Tian, Shuairu & Gao, Xiang & Cai, Xiaojing, 2023, "The interactive CNY-CNH relationship: A wavelet analysis," Journal of International Money and Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jimonfin.2023.102829.
• Demirgüç-Kunt, Asli & Horváth, Bálint L. & Huizinga, Harry, 2023, "Corporate QE in Europe during the COVID-19 crisis and debt overhang," Journal of International Money and Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jimonfin.2023.102855.
• Egger, Peter H. & Li, Jie & Zhu, Jiaqing, 2023, "The network and own effects of global-systemically-important-bank designations," Journal of International Money and Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jimonfin.2023.102879.
• Cerasi, Vittoria & Galfrascoli, Paola, 2023, "Bail-in and bank funding costs," Journal of International Money and Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jimonfin.2023.102878.
• Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis N., 2023, "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Journal of International Money and Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jimonfin.2023.102902.
• Liu, Renliang & Sheng, Liugang & Wang, Jian, 2023, "Faking trade for capital control evasion: Evidence from dual exchange rate arbitrage in China," Journal of International Money and Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jimonfin.2023.102926.
• Breedon, Francis & Pétursson, Thórarinn G. & Vitale, Paolo, 2023, "The currency that came in from the cold: Capital controls and the information content of order flow," Journal of International Money and Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jimonfin.2023.102945.
• Borri, Nicola & Shakhnov, Kirill, 2023, "Cryptomarket discounts," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102963.
• Jung, Alexander, 2023, "Are monetary policy shocks causal to bank health? Evidence from the euro area," Journal of Macroeconomics, Elsevier, volume 75, issue C, DOI: 10.1016/j.jmacro.2022.103494.
• Solís, Pavel, 2023, "Do central bank words matter in emerging markets? Evidence from Mexico," Journal of Macroeconomics, Elsevier, volume 78, issue C, DOI: 10.1016/j.jmacro.2023.103570.