Research classified by Journal of Economic Literature (JEL) codes

2026

• Chen, Xiaoqi & Cheng, C.S. Agnes & Jiang, Liangliang & Li, Zhi, 2026, "The spillover effect of natural disaster on analyst forecast inaccuracy: Evidence from shared analyst coverage," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2025.101577.
• Ibikunle, Gbenga & Mollica, Vito & Sun, Qiao, 2026, "Why so many coins? Examining the demand for privacy-preserving cryptocurrencies," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2025.101637.
• Guo, Weiwei & Jahanshahloo, Hossein & Spokeviciute, Laima & Wang, Qingwei, 2026, "The dual impact of on-chain and off-chain factors on Bitcoin market efficiency," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2025.101641.
• Hoang, Lai Trung & Yang, Joey Wenling, 2026, "Playing the market: Lottery stock and bitcoin comovement," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2025.101683.
• Aspris, Angelo & Svec, Jiri, 2026, "Locked in, levered up: Risk, return, and ruin in DeFi lending," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2025.101691.
• Drivas, Kyriakos & Economidou, Claire & Gounopoulos, Dimitrios & Konstantios, Dimitrios & Tsiritakis, Emmanuel, 2026, "The role of trademarks in going public," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2025.101734.
• Waris, Muhammad & Younis, Ijaz & Naveed, Rana Tahir & Shahid, Muhammad Sadiq & Abbas, Muhammad, 2026, "Dynamic co-movement of stock market and risk management by hedging strategies in diverse portfolios: A wavelet-multivariate GARCH," Chaos, Solitons & Fractals, Elsevier, volume 202, issue P2, DOI: 10.1016/j.chaos.2025.117512.
• Xi, Xunzhuo & Chen, Yangyang & Tang, Feng & Yuen, Desmond Chun Yip, 2026, "It's all about timing: Analyst forecasts during weekday non-trading hours," Journal of Corporate Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.jcorpfin.2025.102931.
• Vacca, Matteo, 2026, "Insider trading with options: Evidence from rank-and-file employees," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2026.102963.
• Huang, Xuesong & Lin, Jianhao & Zhang, Yifan, 2026, "The social value of strategic public information," Journal of Economic Dynamics and Control, Elsevier, volume 183, issue C, DOI: 10.1016/j.jedc.2025.105250.
• Liu, Feng, 2026, "A simple higher-order rational email-game bubble model," Journal of Economic Dynamics and Control, Elsevier, volume 185, issue C, DOI: 10.1016/j.jedc.2026.105284.
• Chen, Xingyu & Chen, Zilin & Tu, Jun & Wang, Liyao & Wang, Luying, 2026, "Proximity to the 52-week high and the risk-return trade-off," Journal of Economic Dynamics and Control, Elsevier, volume 185, issue C, DOI: 10.1016/j.jedc.2026.105286.
• Wang, Ting & Wang, Jiangyuan, 2026, "Information spillover effects of corporate digital transformation," Economic Analysis and Policy, Elsevier, volume 89, issue C, pages 274-286, DOI: 10.1016/j.eap.2025.12.011.
• Huang, XiaoHong & Ni, Jian & Xu, Yue, 2026, "Information diversity, collusion of informed traders and asset prices," Economic Modelling, Elsevier, volume 154, issue C, DOI: 10.1016/j.econmod.2025.107321.
• Boccaletti, Simone & Maranzano, Paolo & Morelli, Caterina & Ossola, Elisa, 2026, "ESG performance and stock market responses to geopolitical turmoil: evidence from the Russia-Ukraine war," Economic Modelling, Elsevier, volume 154, issue C, DOI: 10.1016/j.econmod.2025.107380.
• Deng, Guoying & Deng, Qiyun & Yan, Jingzhou, 2026, "Media ESG sentiment and the cost of debt: Evidence from China," Economic Modelling, Elsevier, volume 155, issue C, DOI: 10.1016/j.econmod.2025.107398.
• Hsieh, Yi-Shan & Yang, Chien-Wen, 2026, "Effect of information disclosure reform on market stability: Evidence from the housing market in Taiwan," Economic Modelling, Elsevier, volume 155, issue C, DOI: 10.1016/j.econmod.2025.107450.
• Ardakani, Omid M., 2026, "Central bank signals, behavioral biases, and information flow," Economic Modelling, Elsevier, volume 158, issue C, DOI: 10.1016/j.econmod.2026.107550.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2026, "Short-Term market impact of 2024 US President elections and Trump-Zelensky meeting in defence industry," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102569.
• Comincioli, Nicola & Donadelli, Michael, 2026, "2024 US election: The climate for green and brown portfolios," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102593.
• Neel, Joshua & Charifzadeh, Michel & Herberger, Tim A., 2026, "Rival wealth effects in M&A: rethinking the competitive impact of horizontal transactions in the U.S. TMT sector," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102595.
• Lim, Sanghoon & Ha, Mijin & Park, Jongkyu & Yoon, Ji-Hun & Lee, Hyojung, 2026, "Detecting endogenous structural breaks in the KOSPI200: A change-point detection and event study analysis of the COVID-19 crisis," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102609.
• Yildirim, Canan & Vanwalleghem, Dieter, 2026, "The rise and demise of the Net-Zero Banking Alliance: Did the markets care?," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112721.
• Andreou, Panayiotis C. & Lambertides, Neophytos & Magidou, Marina, 2026, "The role of agency theory in stock price crashes during the COVID-19 crisis," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112730.
• Glavas, Dejan, 2026, "Green bond certification inflation under competition: Reputation free-riding and regulatory design," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112755.
• Xia, Fan Dora & Zhu, Xingyu Sonya, 2026, "Macroeconomic news and repricing of monetary policy expectations," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112779.
• Gil, Thiago Dalmédico & Mendes-Da-Silva, Wesley, 2026, "The COP Effect: Repricing and re-coupling in ESG ETFs," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112780.
• Hu, Wenyao & Wang, Heng Emily & Han, Yue, 2026, "Tariff exposure and liberation day reactions: Initial evidence from corporate filings," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112787.
• Filip, Angela-Maria & Negrea, Bogdan, 2026, "Hedge fund strategies performance: The edge of Omega ratio over conventional metrics," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112804.
• Cao, Min & Schaberl, Philipp D., 2026, "Yielding to relevance: How treasury yields impact accounting relevance," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2026.112807.
• Ma, Yong & Yu, Yiwei, 2026, "Government interventions in hybrid information markets," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2026.112819.
• Albori, Marco & Ferriani, Fabrizio & Ristuccia, Livia, 2026, "Beyond military sales: The market premium on dual-use R&D in the defence sector," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2026.112820.
• Lu, Shiyi & Qian, Cheng & Wu, Yiyin, 2026, "Technological linkage and commonality in liquidity," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2026.112821.
• Kwon, Heeyoung & Choi, Jin Hyuk, 2026, "On the structure and existence of linear equilibria with a constrained trader," Economics Letters, Elsevier, volume 261, issue C, DOI: 10.1016/j.econlet.2026.112853.
• Hofmann, Daniel & Keiber, Karl Ludwig & Scholle, Jan-Christopher, 2026, "Generalized momentum," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112878.
• Karoubi, Bruno & Seeballack, Parvesh, 2026, "When politics turn volatile: Equity market responses to the Trump–Zelensky confrontation," Economics Letters, Elsevier, volume 263, issue C, DOI: 10.1016/j.econlet.2026.112900.
• Asencio, Felipe & Bernales, Alejandro & González, Daniel & Holowczak, Richard & Verousis, Thanos, 2026, "Decomposing informed trading in equity options," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106131.
• Li, Yu-Ning & Chen, Jia & Linton, Oliver, 2026, "Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2022.12.005.
• Theising, Etienne & Wied, Dominik, 2026, "Monitoring cointegration in systems of cointegrating relationships," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 61-86, DOI: 10.1016/j.ecosta.2023.01.001.
• Ehrmann, Michael & Hubert, Paul, 2026, "Information acquisition ahead of monetary policy announcements," European Economic Review, Elsevier, volume 184, issue C, DOI: 10.1016/j.euroecorev.2025.105241.
• Zhang, Honghui & Hu, Yuanyuan & Zhang, Linyi, 2026, "Tax authority independence and earnings management," Emerging Markets Review, Elsevier, volume 71, issue C, DOI: 10.1016/j.ememar.2025.101412.
• Cao, Wencheng & Shan, Yuan George & Yang, Joey Wenling, 2026, "Asymmetric impact of compliance management reform on opportunistic insider trading: Evidence from Chinese state-owned enterprises," Emerging Markets Review, Elsevier, volume 72, issue C, DOI: 10.1016/j.ememar.2026.101438.
• Boubakri, Narjess & Cotelioglu, Efe & Samet, Anis, 2026, "Government ownership and stock price crash risk in banks: International evidence," Emerging Markets Review, Elsevier, volume 72, issue C, DOI: 10.1016/j.ememar.2026.101439.
• Gao, Ya & Song, Jian & Wen, Jun & Zhou, Xiaozhou, 2026, "Buckle-up and accelerate: Insider's private effort during M&A," Emerging Markets Review, Elsevier, volume 72, issue C, DOI: 10.1016/j.ememar.2026.101449.
• Wei, Yanlin & Zhang, Junrui & Liu, Tingting & Wang, Fanghua & Yin, Xingqiang, 2026, "Are more disclosures always better? Data asset information disclosure and cost of debt in China," Emerging Markets Review, Elsevier, volume 72, issue C, DOI: 10.1016/j.ememar.2026.101455.
• Chen, Zhenshan & Li, Zhibing & Liu, Jie & Liu, Xiaoyu, 2026, "Information salience, investor attention, and stock price crash risk," Journal of Empirical Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jempfin.2025.101670.
• Hounyo, Ulrich & Lin, Jiahao, 2026, "Can mutual fund “stars” really pick stocks? New evidence from a wild bootstrap analysis," Journal of Empirical Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jempfin.2025.101673.
• Liu, Zhou & Shi, Lina & Yang, Yaxian & Zhang, Shunming, 2026, "Unlocking stability: Corporate site visits and information disclosure," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101689.
• Chen, Xi & Wang, Junbo & Wei, K.C.John & Wu, Chunchi & Zhang, Linti, 2026, "Salience theory and cross-sectional corporate bond returns," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101692.
• Chen, Jingjing & Jiang, George J. & Liu, Chenye & Zhu, Dongming, 2026, "Positivity and long-lasting momentum," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101694.
• Jiang, Danyang & Li, Haoyuan & Tian, Xiaoli, 2026, "IPO underwriting incentives and macroeconomic forecast optimism," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101704.
• Li, Gang & Wang, Shuqi & Wei, K.C. John, 2026, "What drives retail investors’ overconfidence? The role of information acquisition costs," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101709.
• Liu, Qianqiu & Shou, Ming, 2026, "Trust and momentum: International evidence," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101710.
• Xu, Zhihao, 2026, "Soaring in rationality: Bonds as a partial hedge against hyperinflation," Explorations in Economic History, Elsevier, volume 99, issue C, DOI: 10.1016/j.eeh.2025.101720.
• Esteves, Rui & Mesevage, Gabriel Geisler, 2026, "Missing markets. Microstructure and liquidity on the London Stock Exchange," Explorations in Economic History, Elsevier, volume 99, issue C, DOI: 10.1016/j.eeh.2025.101736.
• Ali, Muhammad Jahangir & Azam, Md Saiful & Baghdadi, Ghasan & Hasan, Mostafa Monzur & Puwanenthiren, Premkanth, 2026, "Analyst career concerns and stock price crash risk," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104785.
• Deng, Guoying & Deng, Qiyun & Yan, Jingzhou & Li, Xinyuan, 2026, "ESG sentiment, investor behavior, and corporate cost of equity capital," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104800.
• Liu, Jie & Chen, Zhenshan & Lin, Gengyan & Ye, Yajing & Liu, Jia, 2026, "Never waste a crisis: Do stock market manipulators exploit geopolitical risks?," International Review of Financial Analysis, Elsevier, volume 111, issue C, DOI: 10.1016/j.irfa.2026.105103.
• Sun, Xuchu & Na, Jinling & Li, Tangrong, 2026, "Microstructure-based private information and institutional return predictability," International Review of Financial Analysis, Elsevier, volume 111, issue C, DOI: 10.1016/j.irfa.2026.105113.
• Wang, Zijun, 2026, "Monetary policy surprises and the cross sectional stock return predictability in volume sorted portfolios," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105134.
• Zhang, Yu & Kappou, Konstantina & Urquhart, Andrew, 2026, "Conditional demand for lottery-type stocks: Information spillovers and asset prices comovement," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105145.
• Benkraiem, Ramzi & Kedidi, Islem & Mbarek, Marouene, 2026, "Interlinkages between cryptocurrency classes and the hydrogen economy: New diversification insights from a partial correlation-based connectedness approach," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105153.
• Wingender, John & Lucey, Brian, 2026, "Does the market value CEO climate activism? Evidence from the we mean business letter," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.108929.
• Biktimirov, Ernest N. & Afego, Pyemo N., 2026, "America first, markets last? Stock market effects of 2025 U.S. tariffs in middle-income countries," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.108942.
• Galloppo, Giuseppe & Guida, Roberto & Paimanova, Viktoriia & Urbani, Roberto, 2026, "Green innovation is the need of the hour: the role of regional-level framework and institutional investor types," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109029.
• Vinogradova, Veronika & Gubareva, Mariya, 2026, "Are impact crypto assets a new emerging asset class for sustainable and impact investors?," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109114.
• Yang, Jerry T. & Lin, Meng-Ying & Chang, Jow-Ran, 2026, "Profit from analysts’ earnings forecasts consensus? Evidence from Taiwan stock market," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109164.
• Galema, Rients & Gerritsen, Dirk, 2026, "Environmental ratings and stock returns: The dominant role of climate change," Finance Research Letters, Elsevier, volume 89, issue C, DOI: 10.1016/j.frl.2025.108238.
• He, Yanan & Wu, Yifan & Zheng, Kai, 2026, "Enterprise digital transformation and IPO pricing efficiency: Evidence from IPO primary and secondary markets," Finance Research Letters, Elsevier, volume 89, issue C, DOI: 10.1016/j.frl.2025.109355.
• Yang, Junhua & He, Xing & Zhang, Menghao & Gao, Xinxiang & Gou, Congcong & Chen, Xilong, 2026, "Registration system reform and risk of stock price collapse: the mediating effect based on auditor reputation," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109321.
• Liu, Jialin & Shi, Xinyi & Li, Shujie & Yu, Zaishui, 2026, "Managerial aggressiveness, internal green governance, and asset pricing efficiency," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109341.
• Jeong, Giho & Goh, Jihoon & Kim, Donghoon, 2026, "Speculation around celebration: Holiday, January, and lottery stocks in Korea," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109351.
• Kim, Hyeonjun & Ryu, Doojin, 2026, "Investor disagreement and short-squeeze risk," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109409.
• Lin, Tiantian & Wang, Liying, 2026, "Stability breeds clarity? Top management team stability and analyst forecast accuracy," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109411.
• Lo, Wen-Chi & Ko, Kuan-Cheng, 2026, "Recency biases and the idiosyncratic volatility puzzle," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109468.
• Bajpai, Shweta & Pathak, Jalaj & Yadav, Kartik, 2026, "Cyber risk, 10-K report and audit fees," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2026.109496.
• Karoui, Ali Trabelsi & Nammouri, Hela & Béjaoui, Azza & Jeribi, Ahmed, 2026, "Untangling the impact of Donald Trump’s speeches on AI-related cryptocurrency markets," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2026.109522.
• Grobys, Klaus & Sandretto, Davide & Äijö, Janne, 2026, "On survivor cryptocurrency momentum," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109602.
• Kwan, Alan & Onuk, Cagri Berk & Volkova, Ekaterina, 2026, "When deregulation wins: Cross-sectional evidence from the 2024 Trump election," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109597.
• Wang, Meng & Duan, Yixue & Yang, Guang-Zhao, 2026, "Weather alerts and stock market reactions: Evidence from China," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109628.
• Neururer, Thaddeus & Papadakis, George, 2026, "Bundled guidance types and changes in expected volatility," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109632.
• Dong, Haiyan & Shen, Yu, 2026, "The monitoring effect of CSI 300 inclusion: Evidence from enterprise risk management adoption," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109634.
• Ozocak, Onem, 2026, "Adjustment of U.S. Treasury yields to the cointegrating relationship amid high intrapersonal uncertainty," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109681.
• Song, Xiapeng & Hou, Wenxuan & Ouyang, Zizhou & Hao, Fangmin, 2026, "AI washing: Strategic disclosure and backlash," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109684.
• Hong, Gayeon, 2026, "Anchoring in calm, crumbling in crisis: The paradox of taming the long end," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109722.
• Huang, Bihong & Zhu, Kaiying, 2026, "Regulatory transparency and cost of ESG debt: Evidence from Latin America and Caribbean," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109736.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2026, "Sustainability uncertainty and cryptocurrency returns: Evidence from green and brown assets," Finance Research Letters, Elsevier, volume 96, issue C, DOI: 10.1016/j.frl.2026.109770.
• Hwang, Jinah & Moon, Doocheol & Kim, Grace Goun, 2026, "Rank-and-file stock options and stock price crash risk," Finance Research Letters, Elsevier, volume 97, issue C, DOI: 10.1016/j.frl.2026.109832.
• Liu, Crocker H. & Trzcinka, Charles & Zhao, Ziwei, 2026, "The Chinese trading halt puzzle," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101007.
• Zhan, Yaosong & Zhang, Wenwen & Liu, Zhenya, 2026, "Extreme fund performance and investor divergence in beliefs about manager skill," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101009.
• Kausar, Asad & Kumar, Alok & Taffler, Richard J., 2026, "Do investors gamble with going-concern firms?," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101011.
• Yang, Yaqing & Kang, Junqing & Lou, Youcheng, 2026, "Can institutional investors always beat individual investors?," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101018.
• Ashraf, Adnan & Saleem, Muhammad & Qi, Baolei & Shakill, Ayesha, 2026, "Tick size increase and default risk of small-cap U.S. firms: Evidence from a natural experiment," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101022.
• Barardehi, Yashar H. & Dixon, Peter & Liu, Qiyu & Lohr, Ariel, 2026, "When does the tick size help or harm market quality? Evidence from the Tick Size Pilot," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101024.
• Chang, Eric C. & Ge, Li & Lin, Tse-Chun & Ma, Xiaorong, 2026, "The effect of stock market indexing on option market conditions," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101026.
• Chen, Shaoling & Wu, Xi & Yang, Haisheng & Zhong, Jiaying, 2026, "Incentives matter: Domestic funds and price informativeness improvement," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101027.
• Ravi Anshuman, V. & Deuskar, Prachi & Subramanian, Krishnamurthy V. & Thirumalai, Ramabhadran S., 2026, "Intraday proprietary traders and short-term mispricing," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101028.
• Shy, Oz, 2026, "Whistleblowers and financial fraud," Journal of Financial Stability, Elsevier, volume 82, issue C, DOI: 10.1016/j.jfs.2025.101494.
• Shiblu, Kawser Ahmed & Toscano, Francesca, 2026, "Culture as a catalyst: The impact of corporate culture on strategic alliances and equity market response," Journal of Financial Stability, Elsevier, volume 82, issue C, DOI: 10.1016/j.jfs.2025.101496.
• Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2026, "Social capital and stock price crash risk: cross-country evidence," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101499.
• Bobiceanu, Andreea Maura & Nistor, Simona & Ongena, Steven, 2026, "Banks’ stock market reaction to prudential policy announcements: The role of central bank independence and financial stability sentiment," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101512.

2025

• Kim, Taehyun & Kim, Yongjun, 2025, "Does corporate environmental responsibility create value?: Evidence from supreme Court rulings," Journal of Behavioral and Experimental Finance, Elsevier, volume 45, issue C, DOI: 10.1016/j.jbef.2024.101006.
• Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2025, "Examining psychological barriers in exchange rates across various regimes and FX intervention," Journal of Behavioral and Experimental Finance, Elsevier, volume 45, issue C, DOI: 10.1016/j.jbef.2025.101020.
• Pantzalis, Christos & Park, Jung Chul & Wang, Pinshuo, 2025, "Noise trader clusters and market efficiency," Journal of Behavioral and Experimental Finance, Elsevier, volume 45, issue C, DOI: 10.1016/j.jbef.2025.101021.
• Antico, Andrea & Bottazzi, Giulio & Giachini, Daniele, 2025, "Pricing anomalies in a general equilibrium model with biased learning," Journal of Behavioral and Experimental Finance, Elsevier, volume 45, issue C, DOI: 10.1016/j.jbef.2025.101027.
• Mbarek, Marouene & Msolli, Badreddine, 2025, "Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101029.
• Dumrongwong, Konpanas & Papangkorn, Suwongrat, 2025, "Happiness and IPO performance," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101044.
• Rieder, Markus J., 2025, "How heterogeneous information induces market inefficiencies," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101052.
• Below, Scott & Harris, Oneil & Linton, Charmaine & Ngo, Thanh, 2025, "Negative peer disclosures, crash risk, and strategic change," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101063.
• Yang, Liu & Lee, Eunmi Tatum, 2025, "Why does good news increase stock price crash risk: An explanation based on the gambling channel," Journal of Behavioral and Experimental Finance, Elsevier, volume 47, issue C, DOI: 10.1016/j.jbef.2025.101089.
• Liu, Jie & Zhang, Jingru & Chen, Zhenshan, 2025, "The effect of stock market manipulation on investor behavioral bias," Journal of Behavioral and Experimental Finance, Elsevier, volume 47, issue C, DOI: 10.1016/j.jbef.2025.101090.
• Jurkšas, Linas & Kaminskas, Rokas, 2025, "Communication of ECB Governing Council members: Impact on intraday financial markets from media messages," Journal of Behavioral and Experimental Finance, Elsevier, volume 48, issue C, DOI: 10.1016/j.jbef.2025.101117.
• Su, Hengyi & Huang, Jianbo & Chen, Lingyun, 2025, "Historical business traditions and stock price crash risk: Evidence from merchant guilds’ influence in China," Journal of Behavioral and Experimental Finance, Elsevier, volume 48, issue C, DOI: 10.1016/j.jbef.2025.101120.
• Rezaee, Zabihollah & Homayoun, Saeid, 2025, "Reprint of: Key audit matters disclosures and informed traders," The British Accounting Review, Elsevier, volume 57, issue 1, DOI: 10.1016/j.bar.2025.101554.
• Griffin, Paul A. & Lont, David H. & Lubberink, Martien J.P., 2025, "The effects of extreme high temperature spells on financial performance," The British Accounting Review, Elsevier, volume 57, issue 2, DOI: 10.1016/j.bar.2024.101383.
• Jiang, Yan & Luo, Le & Tsang, Albert & Zhang, Yueheng, 2025, "Carbon emission trading scheme and carbon performance: The role of carbon management system," The British Accounting Review, Elsevier, volume 57, issue 3, DOI: 10.1016/j.bar.2024.101492.
• Cumming, Douglas & Nguyen, My, 2025, "The impact of asset specificity on corporate tax avoidance: Do financial constraints and product market power matter?," The British Accounting Review, Elsevier, volume 57, issue 3, DOI: 10.1016/j.bar.2024.101515.
• Kopita, Anastasia & Petrou, Zacharias, 2025, "Does analyst ESG experience matter?," The British Accounting Review, Elsevier, volume 57, issue 5, DOI: 10.1016/j.bar.2024.101438.
• Ha, Wonsuk & Han, Seung-youb & Lee, Woo-Jong & Lim, Youngdeok, 2025, "Discretionary reporting and analyst forecasts of operating income under IFRS," The British Accounting Review, Elsevier, volume 57, issue 6, DOI: 10.1016/j.bar.2025.101634.
• Shan, Yimin & Chen, Yang, 2025, "Valuing reform: How China's stock connect programs correct firm mispricing," China Economic Review, Elsevier, volume 94, issue PA, DOI: 10.1016/j.chieco.2025.102518.
• Hua, Sheng & Ji, Zheng, 2025, "Ownership structure, power separation and the supervisory effectiveness of independent director system," China Economic Review, Elsevier, volume 94, issue PB, DOI: 10.1016/j.chieco.2025.102560.
• Shackleton, Mark & Yao, Yaqiong & Zuo, Ziran, 2025, "Corporate social responsibility and insider horizon," Journal of Corporate Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.jcorpfin.2024.102696.
• Jiang, Cheng & John, Kose & Kim, J.H. John & Zhang, Jingyu, 2025, "CEOs' narcissism and opportunistic insider trading," Journal of Corporate Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.jcorpfin.2024.102695.
• Bhattacharya, Utpal & Shon, Janghoon & Zhang, Yu, 2025, "Rating on a behavioral curve," Journal of Corporate Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.jcorpfin.2024.102708.
• Liu, Xiaohui & Luo, Juan & Yawson, Alfred, 2025, "Equity offering following cyberattacks," Journal of Corporate Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.jcorpfin.2024.102710.
• Charitou, Andreas & Karamanou, Irene & Kopita, Anastasia, 2025, "Discontinuing analyst coverage due to resource reallocation: Euphemism for unfavorable firm outlook?," Journal of Corporate Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.jcorpfin.2024.102725.
• He, Guanming & Li, Zhichao & Yu, Ling & Zhou, Zhanqiang, 2025, "Does commercial reform embracing digital technologies mitigate stock price crash risk?," Journal of Corporate Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.jcorpfin.2025.102741.
• Grossmann, Axel & Ngo, Thanh, 2025, "The stock market reaction to bond refinancing issues with and without senior debt," Journal of Corporate Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.jcorpfin.2025.102746.
• Cui, Xinyu & Kolokolova, Olga, 2025, "Do hedge funds still manipulate stock prices?," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102765.
• Bindal, Shradha & Joseph, Kissan & Meschke, Felix, 2025, "Corporate shutdowns in the time of Covid-19," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102766.
• Matta, Rafael & Rocha, Sergio H. & Vaz, Paulo, 2025, "Predation by stock price manipulation," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102770.
• Cheng, Zhuo & Fang, Jing, 2025, "Financial distress and return: A finite mixture approach," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102779.
• Schwenkler, G. & Zheng, H., 2025, "News-driven peer co-movement in crypto markets," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102772.
• Chen, Yangfa & Jiang, Ji & Liu, Jie & Liu, Xiao & Wu, Weili, 2025, "Registration system reform, information environment, and market manipulation," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102797.
• Deng, Kaihua & Fu, Qilong & Huang, Dongxia, 2025, "Soft going-concern capital buffer? CoCo non-calls and revealed bank distress," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102802.
• Campbell, John L. & Zheng, Xin & Zhou, Dexin, 2025, "Number of numbers: Does a greater proportion of quantitative textual disclosure reduce information risk?," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102813.
• Flor, Christian Riis & Grell, Kevin Berg, 2025, "Subsidizing uncertain investments: The role of production technology and imprecise learning," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102829.
• Imerman, Michael B. & Ye, Xiaoxia & Zhao, Ran, 2025, "Voluntary disclosures and climate change uncertainty: Evidence from CDS premiums," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102831.
• Tian, Zhifan & Zeng, Cheng (Colin) & Li, Chaofan & Wu, Yi, 2025, "Peer effects of star-analysts' departure: New evidence from China," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102844.
• Rzayev, Khaladdin & Savaser, Tanseli & Sisli-Ciamarra, Elif, 2025, "Dark Trading and Stock-based CEO Pay," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102848.
• Eckbo, B. Espen & Ødegaard, Bernt Arne, 2025, "Director informativeness following board gender balancing: Evidence from insider trading," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102851.
• Wang, Congcong & Wang, Chong & Long, Huaigang & Zaremba, Adam, 2025, "Does green bond issuance reduce the cost of bank loans? Evidence from China," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102859.
• Busaba, Walid Y. & Liu, Zheng & Restrepo, Felipe, 2025, "Reputation acquisition and abnormal performance in IPO underwriting," Journal of Corporate Finance, Elsevier, volume 95, issue C, DOI: 10.1016/j.jcorpfin.2025.102883.
• Jiang, Hao & Li, Sophia Zhengzi & Yuan, Peixuan, 2025, "Granular information and sectoral movements," Journal of Economic Dynamics and Control, Elsevier, volume 171, issue C, DOI: 10.1016/j.jedc.2024.105018.
• Zhou, Xuan & Lin, Shen & He, Xue-Zhong, 2025, "Reinforcement learning and rational expectations equilibrium in limit order markets," Journal of Economic Dynamics and Control, Elsevier, volume 172, issue C, DOI: 10.1016/j.jedc.2024.104991.
• Frijns, Bart & Huynh, Thanh & Zwinkels, Remco C.J., 2025, "Expectation formation in financial markets: Heterogeneity and sentiment," Journal of Economic Dynamics and Control, Elsevier, volume 177, issue C, DOI: 10.1016/j.jedc.2025.105133.
• Bernales, Alejandro & Ladley, Daniel & Litos, Evangelos & Valenzuela, Marcela, 2025, "Execution risk and price improvement under dark pools," Journal of Economic Dynamics and Control, Elsevier, volume 179, issue C, DOI: 10.1016/j.jedc.2025.105163.
• Aliyev, Nihad, 2025, "Ambiguity and information tradeoffs," Journal of Economic Dynamics and Control, Elsevier, volume 179, issue C, DOI: 10.1016/j.jedc.2025.105180.
• Carvajal, A. & Zhou, H., 2025, "Learning to bet (rationally) with logs," Journal of Economic Dynamics and Control, Elsevier, volume 180, issue C, DOI: 10.1016/j.jedc.2025.105181.
• Cartellier, Fanny & Tankov, Peter & Zerbib, Olivier David, 2025, "Can investors curb greenwashing?," Journal of Economic Dynamics and Control, Elsevier, volume 180, issue C, DOI: 10.1016/j.jedc.2025.105195.
• Duan, Xinrui & Guo, Li & Li, Frank Weikai & Tu, Jun, 2025, "Do factor models capture both sentiment and limited attention?," Journal of Economic Dynamics and Control, Elsevier, volume 181, issue C, DOI: 10.1016/j.jedc.2025.105203.
• Hu, Yi & Jin, Shuchang & Xiong, Zhitao, 2025, "Regulator as a minority shareholder: How does public-plus-private enforcement affect investment-to-price sensitivity?," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1790-1815, DOI: 10.1016/j.eap.2025.02.025.
• Nagy, Olivér & Neszveda, Gábor, 2025, "Assessing geopolitical risk: Sovereign CDS insights from the Russo-Ukrainian War," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1995-2006, DOI: 10.1016/j.eap.2025.02.027.
• Nie, Li & Wang, Yulong & Shi, Kai, 2025, "Financial market responses to the policy language of forward guidance: Evidence from China," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 317-335, DOI: 10.1016/j.eap.2024.12.003.
• Liu, Mengxun & Lin, Faqin & Feng, Fan & Xiong, Guang, 2025, "Sino-US trade friction and the firm value: Evidence from listed firms in China," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 978-987, DOI: 10.1016/j.eap.2025.04.016.
• Wang, Ziqiao & Zhang, Wei & Hao, Jing & Zhang, Xiaotao, 2025, "The State as a Catalyst: How Government-Initiated Social Program Boosts Firm Performance?," Economic Analysis and Policy, Elsevier, volume 87, issue C, pages 1501-1521, DOI: 10.1016/j.eap.2025.07.009.
• Wu, Zheng & Cheng, Moyi & Wang, Bing & Zhao, Yi, 2025, "Does tax avoidance information disclosure promote capital market pricing efficiency? Evidence from a quasi-natural experiment in China," Economic Analysis and Policy, Elsevier, volume 87, issue C, pages 1612-1629, DOI: 10.1016/j.eap.2025.07.021.
• Tu, Hao & Yang, Shenggang & Dong, Minyi & Dai, Pengyi, 2025, "Judicial Independence and Corporate Total Factor Productivity: Evidence from provincial court centralization," Economic Analysis and Policy, Elsevier, volume 87, issue C, pages 1946-1961, DOI: 10.1016/j.eap.2025.07.020.
• Zhang, Yan & Li, Xiang & Huang, Qiyu & Mu, Xiangning, 2025, "The blur phraseology in ESG reports and firm value: textual analysis evidence from Chinese listed companies," Economic Analysis and Policy, Elsevier, volume 87, issue C, pages 281-296, DOI: 10.1016/j.eap.2025.05.059.
• Wang, Shaolin & Cheng, Ho Cheung & Wang, Jianli & Yick, Ho Yin, 2025, "The performance of ESG portfolios: Evidence from the Chinese market under COVID-19," Economic Modelling, Elsevier, volume 143, issue C, DOI: 10.1016/j.econmod.2024.106958.
• Li, Xiao-Lin & Yang, Miao & Ge, Xinyu & Zhao, Chen, 2025, "Monetary policy uncertainty and corporate credit financing in China: The role of accounting information quality," Economic Modelling, Elsevier, volume 144, issue C, DOI: 10.1016/j.econmod.2024.106990.
• Huang, Chenghao & Luo, Chenyu & Kuang, Xuewen, 2025, "Share repurchases under economic policy uncertainty: Evidence from China," Economic Modelling, Elsevier, volume 144, issue C, DOI: 10.1016/j.econmod.2024.106991.
• Li, Lanyu & Liu, Hong & Yang, Qingshan, 2025, "Non-fundamental information disclosure and discretionary liquidity trading," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107038.
• Gebka, Bartosz, 2025, "Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?," Economic Modelling, Elsevier, volume 148, issue C, DOI: 10.1016/j.econmod.2025.107077.
• Berdiev, Urol, 2025, "What shapes greenium in bond markets? Evidence from Japan," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107159.
• Figuerola-Ferretti, Isabel & Cueto, José Manuel & Márquez, Javier & Bermejo, Ramón, 2025, "Firm-level analysis of bubble formation in Chinese real estate equities," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107226.
• Gabanatlhong, Bathusi, 2025, "Market reaction to private Country-by-Country Reporting," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107246.
• Long, Yongguang & Zhang, Xiaoru & Wang, Long, 2025, "How does government data openness affect cross-regional capital flow? Evidence from Chinese-listed firms’ off-site investment," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107289.
• Zhu, Lin & Zang, Wenjiao, 2025, "Effect of operating leverage on stock price crash risk: Evidence from China," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107320.
• Yan, Yu & Tong, Yan & Wang, Yiming, 2025, "Momentum mechanisms under heterogeneous beliefs," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102262.
• Xu, Zhixiang & Liu, Dehong & Li, Yushu & Guo, Fanyu, 2025, "ESG and Stock Price Volatility Risk: Evidence from Chinese A-share Market," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102277.
• Cordoni, Francesco, 2025, "Multi-asset bubbles equilibrium price dynamics," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102281.
• Xiang, Youtao & Borjigin, Sumuya, 2025, "Hedge funds network and stock price crash risk," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102288.
• Wen, Limin & Li, Junxue & Sheng, Jiliang & Zhang, Yi, 2025, "Active portfolio management in the face of ESG uncertainty: An agile framework for adaptive investment strategies," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102295.
• Li, Jinfang, 2025, "Higher order expectations, learning, and sentiment pricing dynamics," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102298.
• Akyildirim, Erdinc & Corbet, Shaen & Coskun, Ali & Ercan, Metin, 2025, "Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102344.
• Ozocak, Onem, 2025, "Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102357.
• Gao, Bin & Qin, Mimi & Xie, Jun, 2025, "Does corporate digital transformation improve capital market transparency? Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102363.
• Yang, Sharon S. & Huang, Jr-Wei & Chen, Hong-Yi & Tsay, Min-Hung, 2025, "Detecting corporate ESG performance: The role of ESG materiality in corporate financial performance and risks," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102370.
• Ouyang, Zisheng & Chen, Zhen & Zhou, Xuewei & Ouyang, Zhongzhe, 2025, "Imported risk in global financial markets: Evidence from cross-market connectedness," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102374.
• Alex, Fabian, 2025, "Project risk neutrality in the context of asymmetric information," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102383.
• Márquez-de-la-Cruz, Elena & Martínez-Cañete, Ana R. & Nieto, Belén, 2025, "Stock and corporate bond liquidity: When having the same issuer induces commonality," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102384.
• Naifar, Nader, 2025, "Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102389.
• Fernandez-Perez, Adrián & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2025, "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102407.
• Li, Yuanling & Xiao, Zhongyi & Shen, Fei & Zou, Hanbing & Li, Weiping, 2025, "Financing the firm or fueling risk? how share-pledged loans for corporate use shape corporate performance," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102421.
• Chen, Shaowei & Wu, Zhiliang, 2025, "Corporate ESG performance and stock pricing efficiency," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102440.
• Ardakani, Omid M., 2025, "Strategic information asymmetry in tail-risk markets," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102460.
• Zheng, Huike & Gao, Chiyuan & Deng, Jing, 2025, "Tail risk spillover and systemic importance among fossil energy markets: Evidence from china," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102461.
• Herger, Nils, 2025, "A runs test for stock-market prices with an unobserved trend," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102469.
• Grobys, Klaus, 2025, "Is energy risk scale Invariant? evidence from crude oil futures," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102476.
• Wanidwaranan, Phasin & Wongkantarakorn, Jutamas & Padungsaksawasdi, Chaiyuth, 2025, "Geopolitical risk, herd behavior, and cryptocurrency market," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102487.
• Monteux, Manou & Arcuri, Maria Cristina & Gandolfi, Gino & Caselli, Stefano, 2025, "Can extreme weather forecasts lead to a risk premium? Evidence of a non-linear response in U.S. natural gas futures," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102494.
• Mensi, Walid & Nabli, Mohamed Amine & Guesmi, Mouna & Belghouthi, Houssem Eddine & Kang, Sang Hoon, 2025, "Quantile on quantile connectedness between safe-haven assets and stock markets: a portfolio risk perspective," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102496.
• Luo, Ronghua & Huang, Zeyu & Liu, Yangyi, 2025, "Enhanced index tracking: A relative downside risk approach," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102501.
• Kim, Young-Sung & Kim, Dong-Jun & Choi, Sun-Yong, 2025, "Dynamic spillover analysis between FX and cryptocurrency markets across different market conditions: A quantile VAR approach," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102503.
• Xin, Wei & Grant, Lewis & Groom, Ben & Zhang, Chendi, 2025, "Noisy biodiversity: The impact of ESG biodiversity ratings on asset prices," Ecological Economics, Elsevier, volume 236, issue C, DOI: 10.1016/j.ecolecon.2025.108662.
• Boungou, Whelsy & Urom, Christian, 2025, "Geopolitical tensions and banks’ stock market performance," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112093.
• Wang, Jun & Chen, Xing, 2025, "Measuring inconsistency in analyst reports," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112152.
• Ferriani, Fabrizio & Gazzani, Andrea & Taboga, Marco, 2025, "The impact of Trump’s victory on equity markets: The power of proximity," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112199.
• Liu, Bin & Prodromou, Tina & Suardi, Sandy & Xu, Caihong, 2025, "Ethereum's Merge: Market liquidity, efficiency and volatility in the Proof of Stake Era," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112202.