Research classified by Journal of Economic Literature (JEL) codes

2023

• Kalaitzoglou, Iordanis Angelos & Ibrahim, Boulis Maher, 2023, "Market conditions and order-type preference," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102559.
• Ni, Juan & Jin, Shuchang & Hu, Yi & Zhang, Lei, 2023, "Informative or distracting: CSR disclosure of peer firms and analyst forecast accuracy," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102575.
• Agudelo, Diego A. & Múnera, Daimer J., 2023, "Who are the vectors of contagion? Evidence from emerging markets," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102599.
• del Río, Cristina & López-Arceiz, Francisco J. & Muga, Luis, 2023, "Do sustainability disclosure mechanisms reduce market myopia? Evidence from European sustainability companies," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102600.
• Xu, Liao & Xue, Mingqi & Zhang, Xuan & Zhao, Yang, 2023, "Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102608.
• Bao, Wei & Guo, Shijun & Peng, Diefeng & Rao, Yulei, 2023, "Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102616.
• Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Alam, Masud & Abedin, Mohammad Zoynul & Shi, Baofeng, 2023, "NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102642.
• Abad, David & Nieto, Belén & Pascual, Roberto & Rubio, Gonzalo, 2023, "Market-wide illiquidity and the distribution of non-parametric stochastic discount factors," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102650.
• Aharon, David Y. & Butt, Hassan Anjum & Jaffri, Ali & Nichols, Brian, 2023, "Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102651.
• Liu, Chao & Wang, FeiFei & Xue, Wenjun, 2023, "The annual report tone and return Comovement—Evidence from China's stock market," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102610.
• Ammari, Aymen & Chebbi, Kaouther & Ben Arfa, Nouha, 2023, "How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102633.
• Wang, Xiaoxiao, 2023, "Bank affiliation and mutual funds’ trading strategy distinctiveness," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102640.
• Rudkin, Wanling & Cai, Charlie X., 2023, "Information content of sustainability index recomposition: A synthetic portfolio approach," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102676.
• Cai, Wenwu & Quan, Xiaofeng & Zhu, Zhenmei (Judy), 2023, "Rumors in the sky: Corporate rumors and stock price synchronicity," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102683.
• Fiordelisi, Franco & Ricci, Ornella & Santilli, Gianluca, 2023, "Environmental engagement and stock price crash risk: Evidence from the European banking industry," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102689.
• Birindelli, Giuliana & Miazza, Aline & Paimanova, Viktoriia & Palea, Vera, 2023, "Just “blah blah blah”? Stock market expectations and reactions to COP26," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102699.
• Gao, Jun & Gao, Xiang & Gu, Chen, 2023, "Forecasting European stock volatility: The role of the UK," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102728.
• Zhang, Zeyu & Ibikunle, Gbenga, 2023, "The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102737.
• Hsin, Chin-Wen & Peng, Shu-Cing, 2023, "The role of social capital in price efficiency: International evidence," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102740.
• Tang, Siyuan, 2023, "Price limit performance: New evidence from a quasi-natural experiment in China's ChiNext market," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102747.
• Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2023, "International high-frequency arbitrage for cross-listed stocks," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102777.
• Benchimol, Jonathan & Saadon, Yossi & Segev, Nimrod, 2023, "Stock market reactions to monetary policy surprises under uncertainty," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102783.
• Grobys, Klaus, 2023, "A finite-time singularity in the dynamics of the US equity market: Will the US equity market eventually collapse?," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102787.
• Zhang, Qiyu & Ding, Rong & Chen, Ding & Zhang, Xiaoxiang, 2023, "The effects of mandatory ESG disclosure on price discovery efficiency around the world," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102811.
• Shrestha, Keshab & Naysary, Babak & Philip, Sheena Sara Suresh, 2023, "Price discovery in carbon exchange traded fund markets," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102814.
• Zhang, Liguang & Li, Zhuohao & Liao, Yunxiang & Wang, Yunchen & Hu, Ning, 2023, "Foreign investment and information quality – A quasi-experiment from China," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102796.
• Chen, Yu-Lun, 2023, "The crucial role of the five-year Treasury in the US yield curve," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102828.
• Clancey-Shang, Danjue, 2023, "COVID lockdown, Robinhood traders, and liquidity in stock and option markets," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102837.
• Ayed, Sabrine & Waxin, Timothée, 2023, "LGBT discrimination and harassment, firm value, and reputation repair," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102842.
• Xu, Ke & Chen, Yu-Lun & Yang, J. Jimmy, 2023, "Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102896.
• Zhao, Wandi & Gao, Yang, 2023, "Network connectedness and the contagion structure of informed trading: Evidence from the time and frequency domains," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102907.
• Wang, Meng & Goodell, John W. & Huang, Wei & Jiang, Ying, 2023, "Trade credit provision and stock price crash risk," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102908.
• Hong, Ziyang & Liu, Qingfu & Tse, Yiuman & Wang, Zilu, 2023, "Black mouth, investor attention, and stock return," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102921.
• Procasky, William J. & Yin, Anwen, 2023, "The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102926.
• Yousefi, Hamed & Yung, Kenneth & Najand, Mohammad, 2023, "From low resource slack to inflexibility: The share price effect of operational efficiency," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102927.
• Agapova, Anna & Kaprielyan, Margarita, 2023, "Diversification measures: Mutual fund family case," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102932.
• Kristoufek, Ladislav & Bouri, Elie, 2023, "Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103332.
• Tee, Chwee-Ming & Hooy, Chee-Wooi, 2023, "Political connections and economic policy uncertainty: A global evidence," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103340.
• Brolley, Michael & Zoican, Marius, 2023, "On-demand fast trading on decentralized exchanges," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103350.
• Duan, Lini & Li, Lingyi & Park, Kyung-Hye & Wu, Di, 2023, "Muddy the waters to conceal information? Evidence from firms' inconsistent answers during Q&As," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103415.
• Das, Kuntal K. & Yaghoubi, Mona, 2023, "Stock liquidity and firm-level political risk," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103419.
• Liu, Sha, 2023, "Do investors and managers of active ETFs react to social media activities?," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103454.
• Wang, Jin & Li, Rui, 2023, "Asymmetric information in peer-to-peer lending: empirical evidence from China," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103452.
• Wang, Bo & Zheng, Suli, 2023, "Public information manipulation in the financial market," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103463.
• Anselmi, Giulio & Petrella, Giovanni, 2023, "Non-fungible token artworks: More crypto than art?," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103473.
• Curi, Claudia & Murgia, Lucia Milena, 2023, "Forecast Targeting and Financial Stability: Evidence from the European Central Bank and Bank of England," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103486.
• Zhao, Jing & Huang, Jingchang & Dou, Huan, 2023, "Internet searching and investment sensitivity to stock price: Evidence from a quasi-natural experiment," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103492.
• Goodell, John W. & Li, Mingsheng & Liu, Desheng, 2023, "Causes and consequences of flocked resignations of independent directors: Inferences from firm impacts following Kangmei Pharmaceutical's scandal," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103496.
• D’Augusta, Carlo & Grossetti, Francesco, 2023, "How did Covid-19 affect investors’ interpretation of earnings news? The role of accounting conservatism," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103504.
• Contreras, Alfredo, 2023, "Learning specialists and market resilience," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103516.
• Feng, Lixuan & Xiang, Cheng, 2023, "Short-selling and mutual fund herding: The Chinese evidence," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103517.
• Liu, Lei & Jacoby, Gady & Song, Xiaoping & Zheng, Steven Xiaofan, 2023, "Cash shortfalls in IPO firms," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103520.
• Sepúlveda Velásquez, Jorge & Tapia Griñen, Pablo & Pastén Henríquez, Boris, 2023, "Mandatory dividends and economic policy uncertainty: A challenge for investment opportunities," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103523.
• Baranowski, Pawel & Bennani, Hamza & Doryń, Wirginia, 2023, "Stock price reaction to ECB communication: Introductory Statements vs. Questions & Answers," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103528.
• Kong, Dongmin & Yang, Yiwei & Wang, Qin, 2023, "Innovative efficiency and firm value: Evidence from China," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103557.
• Pan, Zhiyuan & Huang, Xiao & Liu, Li & Huang, Juan, 2023, "Geopolitical uncertainty and crude oil volatility: Evidence from oil-importing and oil-exporting countries," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103565.
• Wang, Jiazhen & Hu, Xiaolu & Zhong, Angel, 2023, "Stock market reaction to mandatory ESG disclosure," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103402.
• Yousaf, Imran & Abrar, Afsheen & Goodell, John W., 2023, "Connectedness between travel & tourism tokens, tourism equity, and other assets," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103595.
• Frömel, Pascal & Kolmeder, Severin & Wagner, Dominik, 2023, "Where prices are not lazy: Evidence from REITs and the financial sector," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103601.
• Soria, Jorge & Moya, Jorge & Mohazab, Amin, 2023, "Optimal mining in proof-of-work blockchain protocols," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103610.
• Li, Changgui & Liu, Xiaowen & Hou, Zhiping & Li, Yongyi, 2023, "Retail investor attention and equity mispricing: The mediating role of earnings management," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103621.
• Perote, Javier & Vicente-Lorente, José D. & Zuñiga-Vicente, Jose Angel, 2023, "How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103638.
• Xu, Weijun & Pan, Shiliang & Ji, Yucheng & Zhao, Qi, 2023, "Public disclosure with information sharing in financial market," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103652.
• Yousaf, Imran & Riaz, Yasir & Goodell, John W, 2023, "What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103661.
• Wang, Liang & Qi, Jiahan & Zhuang, Hongyu, 2023, "Monitoring or Collusion? Multiple Large Shareholders and Corporate ESG Performance: Evidence from China," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103673.
• Benkraiem, Ramzi & Ben-Nasr, Hamdi & Nechi, Salem & Rjiba, Hatem, 2023, "Stock price crash risk and leverage dynamics: Evidence from the GCC countries," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103688.
• Liu, Jiatong, 2023, "Time-frequency correlations and extreme spillover effects between carbon markets and NFTs: The roles of EPU and COVID-19," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103690.
• D’Augusta, Carlo & De Vito, Antonio & Grossetti, Francesco, 2023, "Words and numbers: A disagreement story from post-earnings announcement return and volume patterns," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103694.
• Yousaf, Imran & Goodell, John W., 2023, "Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103704.
• Guettler, Andre & Hable, Patrick & Launhardt, Patrick & Miebs, Felix, 2023, "Aggregate insider trading in the S&P 500 and the predictability of international equity premia," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103725.
• Karim, Sitara & Naeem, Muhammad Abubakr & Shafiullah, Muhammad & Lucey, Brian M. & Ashraf, Sania, 2023, "Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103728.
• Wilson, Linus, 2023, "Profitable timing of the stock market with the senior loan officer survey," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103733.
• Lu, Jing & Ho, Keng-Yu & Ho, Po-Hsin & Ko, Kuan-Cheng, 2023, "CEO overconfidence, lottery preference and the cross-section of stock returns," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103749.
• Bang, Jeongseok & Ryu, Doojin & Yu, Jinyoung, 2023, "ESG controversies and investor trading behavior in the Korean market," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103750.
• Nie, Chun-Xiao, 2023, "Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103771.
• Shrestha, Keshab & Naysary, Babak & Philip, Sheena Sara Suresh, 2023, "Fintech market efficiency: A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103775.
• Ham, Hyuna & Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2023, "How do investors react to overnight returns? Evidence from Korea," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103779.
• Allen, Kyle D. & Baig, Ahmed & Winters, Drew B., 2023, "The response of money market funds to the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103790.
• Mbengue, Mohamed Lamine & Ndiaye, Bara & Sy, Oumar, 2023, "Which factors explain African stock returns?," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103805.
• 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.