Research classified by Journal of Economic Literature (JEL) codes

2026

• Jiageng Huang & Fei Wang, 2026, "Past and future: measurement, characteristics, and early warning of risk spillover between Chinese industry markets," Risk Management, Palgrave Macmillan, volume 28, issue 3, pages 1-30, September, DOI: 10.1057/s41283-026-00224-9.
• Hyoungjoo Lim, 2026, "Financial capacity, within-run progression, and post-peak risk in stock price runs: evidence from Korea," Risk Management, Palgrave Macmillan, volume 28, issue 4, pages 1-32, December, DOI: 10.1057/s41283-026-00244-5.
• Gonzalo Hernández Soto & Jingzhu Chen, 2026, "Institutionalisation and market microstructure in cryptocurrency markets: price discovery, volatility regimes, and systematic risk pricing across the ETF approval cycle," Risk Management, Palgrave Macmillan, volume 28, issue 4, pages 1-26, December, DOI: 10.1057/s41283-026-00250-7.
• Julio Villavicencio Vásquez, 2026, "When Political Uncertainty Mimics Efficiency under the Adaptive Markets Hypothesis: Peru as a Rare Case Today, a Precedent for Tomorrow?," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2026-556, DOI: 10.18800/2079-8474.0556.
• Stephan Kaiser & Reeyarn Li & Sönke Sievers, 2026, "Topic-Level Narrative Novelty, Accruals Quality, and Market Liquidity: Evidence from German Annual Reports," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 187, Nov.
• Mátyás, Tímea Bernadett, 2026, "Muted market reactions: the impact of esg announcements on stock returns and risk in the energy sector," Public Finance Quarterly, Corvinus University of Budapest, volume 72, issue 1, pages 88-121, DOI: https://doi.org/10.35551/PFQ_2026_1.
• Mue, Kelvin, 2026, "The African Premium in Fixed Income Markets: An Empirical Analysis of Sovereign Bond Spreads and Money Market Dynamics," MPRA Paper, University Library of Munich, Germany, number 128017, Feb.
• Fang, Meng, 2026, "Reverse Rebalancing and the Volatility Tax: Why Chasing Winners Loses to 1/n Equal-Weight Rebalancing," MPRA Paper, University Library of Munich, Germany, number 128048, Feb.
• Fang, Meng, 2026, "Verbal humility, behavioral overconfidence, and the cost of ego: a Kelly-optimal consistency test for Form 13F strategy cloning," MPRA Paper, University Library of Munich, Germany, number 128050, Feb.
• Nag, Arindam, 2026, "Liquidity at the Speed of AI: Algorithmic Trading and Systemic Risk Amplification," MPRA Paper, University Library of Munich, Germany, number 128853.
• Kamat, Arati Uday, 2026, "Post-Rejection Follow-up Sampling: A Methodology for Counterfactual Outcome Measurement in Algorithmic DEX Trading," MPRA Paper, University Library of Munich, Germany, number 128870, Apr.
• Cruz, Lizelle Ann, 2026, "Sentiment as Early Warning: A Systemic Risk Index for the Philippines," MPRA Paper, University Library of Munich, Germany, number 128944, Mar, revised 06 Apr 2026.
• Rogers, Mike, 2026, "Multi-Regime Observations Across Fifteen Digital Asset Windows," MPRA Paper, University Library of Munich, Germany, number 129071, May.
• Di Criscio, Alessandro, 2026, "The Clock Risk: Precision Timing Infrastructure and the National Security Risk Financial Markets Have Never Priced," MPRA Paper, University Library of Munich, Germany, number 129300, May.
• Djouad, Djellal, 2026, "The China AI Disruption Thesis : Why the Sell-Side Is Six Months Late," MPRA Paper, University Library of Munich, Germany, number 129363, Jun.
• Djouad, Djellal, 2026, "FX Traders vs Brokers : Vanilla and Exotic Options, Forwards, and Other OTC Structures: What Retail Traders Never See," MPRA Paper, University Library of Munich, Germany, number 129364, Jun.
• Djouad, Djellal, 2026, "Beyond Gamma Exposure : Four-Lens Framework for Options Trader Who See What GEX Misses," MPRA Paper, University Library of Munich, Germany, number 129365, Jun.
• Kamat, Arati, 2026, "Hour-Aware Adaptive Risk Management for Autonomous Memecoin Trading: A Multi-Layer Intelligence Framework," MPRA Paper, University Library of Munich, Germany, number 129483, May.
• MUKADI MUKANDILA, Caleb Bonyi, 2026, "Le trading actif de détail comme mécanisme de revenu : une impossibilité statistique. Évidence réglementaire, littérature académique et simulations de ruine, avec une application aux marchés d'Afrique
  [Active retail trading as an income mechanism:," MPRA Paper, University Library of Munich, Germany, number 129950, Jun, revised 09 Jul 2026.
• Wang, Kaiwei, 2026, "Words Beyond the Rate Decision? FOMC Statement Innovations and the U.S. Treasury Yield Curve, 2000-2026," MPRA Paper, University Library of Munich, Germany, number 130358, Aug.
• Khder Alakkari & Bushra Ali & Petre Caraiani & Rangan Gupta, 2026, "The Impact of Monetary Policy and Central Bank Information Shocks on U.S. Stock Market Bubble Dynamics: The Role of Deregulation," Working Papers, University of Pretoria, Department of Economics, number 202634, Oct.
• Ondrej Cernik, 2026, "Co-opetition in Financial Markets - Rational Benchmarks, Behavioral Implementability, and Coordination," ACTA VSFS, University of Finance and Administration, volume 20, issue 1, pages 69-91.
• David Jukl & Eva Daniela Cvik, 2026, "Regulatory Effectiveness in Algorithmic and High-Frequency Trading: A Critical Assessment," ACTA VSFS, University of Finance and Administration, volume 20, issue 1, pages 7-35.
• Keith Hazen & Julapa Jagtiani & Loretta J. Mester, 2026, "How Do Large, Sophisticated Cryptocurrency Trades Impact Broader DeFi Market Dynamics?," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 358, Sep.
• James Brugler & Calebe de Roure & Marta Khomyn & Max Prakoso & Talis Putniņš, 2026, "Designing an Efficient Reference Rate: Lessons from SOFIA," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2026-03, Jun, DOI: 10.47688/rdp2026-03.
• Simone Alfarano & Omar Blanco-Arroyo, 2026, "Granular Stock Market," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2608, May.
• Singh, Atul & Kang, Sok-Hyon & Hosseini, Amin & Savickas, Robert, 2026, "Who's on and who's not? Technology diffusion and corporate social media adoption patterns," Advances in accounting, Elsevier, volume 70, issue C, DOI: 10.1016/j.adiac.2026.100866.
• Lewis, Hua Christine Xin, 2026, "Discussion of “work-life balance: Evidence from Muslim analysts during Ramadan”," Advances in accounting, Elsevier, volume 70, issue C, DOI: 10.1016/j.adiac.2026.100873.
• Yi, Jinbiao & Yang, Yang & Shi, Peihao, 2026, "Exit of the weak, expansion of the frontier? Forced delisting and rival firms’ innovation boundaries," Journal of Asian Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.asieco.2026.102244.
• Herrmann-Romero, Matthias & Liegl, Simon & Angerer, Martin & Stöckl, Thomas, 2026, "Golden eye — How traders focus on and select information in experimental asset markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2025.101138.
• Flynn, Matthew & Liu, Yifan, 2026, "Gambling on Bitcoin options?," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101142.
• Ning, Donglai & Yasuda, Yukihiro, 2026, "Biodiversity risk disclosures and stock price crash risk," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101146.
• Jiang, Min & Shi, Jichuan & Zheng, Yukai & Zhou, Wei, 2026, "The role of alternative data in micro-enterprises’ credit risk assessment in China — Empirical evidence based on machine learning," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101154.
• Ngo, Thanh & Grossmann, Axel, 2026, "Financial inclusion and stock price synchronicity: A cross-country study," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101156.
• Aiken, Adam L. & Lee, Choonsik, 2026, "Attention to detail: Learning about mergers," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101163.
• Natashekara, Karthik & Sampath, Aravind, 2026, "Herding, information cascades, and cryptocurrencies — New evidence using low frequency and high frequency data," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101167.
• Petrakis, Ioannis, 2026, "Networks, knowledge, and nudges: Determinants of retail investor compliance," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101168.
• Sun, Xuchu & Zhu, Jianchang & Chen, Fenggong & Li, Tangrong, 2026, "Exploring retail investor sophistication: Insights from pseudo T+0 trading activities," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101182.
• Huynh, Nhan, 2026, "Tuning into the news: Sentiment-driven high-frequency movements in cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101183.
• Chen, Zhongdong & Gao, Lei & Olsen, Brett, 2026, "The role of retail investors in the “numbers game”: Retail investor attention and earnings management," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101184.
• Kumari, Jyoti & Mattaparthi, Sanjana, 2026, "Sentiment-driven volatility and the idiosyncratic volatility puzzle: Evidence from an emerging market," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101189.
• Onishchenko, Olena, 2026, "Betting against Bitcoin: Evidence from spot Bitcoin ETFs," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101191.
• Garcia, John, 2026, "The attention economy of retail trading: Evidence from Robinhood and social media," Journal of Behavioral and Experimental Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.jbef.2026.101215.
• Bahcivan, Hulusi & Dam, Lammertjan & Gonenc, Halit, 2026, "Dark side of the day: Overnight price jumps and short-term return predictability," Journal of Behavioral and Experimental Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.jbef.2026.101220.
• Imezda, Yousra & Firano, Zakaria, 2026, "Ownership structure and the persistence of behavioral trading states: Evidence from the Moroccan stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.jbef.2026.101236.
• Cheng, Zhuo (June) & Fang, Jing & Zhang, Yinglei, 2026, "Idiosyncratic volatility and return: A finite mixture approach," The British Accounting Review, Elsevier, volume 58, issue 2, DOI: 10.1016/j.bar.2023.101261.
• Galati, Luca & De Blasis, Riccardo, 2026, "The information content of delayed block trades in cryptocurrency markets," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2024.101513.
• 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.
• Mohanty, Subhransu Sekhar & Mohanty, Odette, 2026, "Harmonic resonance in asset pricing: An ontological framework of market behavior," Chaos, Solitons & Fractals, Elsevier, volume 212, issue P2, DOI: 10.1016/j.chaos.2026.118973.
• Wu, Yili & Lyu, Changjiang & Ni, Chenkai, 2026, "Online voting and minority shareholders' information acquisition: Evidence from a mandatory reform in China," Journal of Corporate Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.jcorpfin.2026.103016.
• Bao, Yangming & Chen, Yun & Zhu, Feifei, 2026, "Social interactions in investment decisions: Evidence from fund managers' common site visits," Journal of Corporate Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.jcorpfin.2026.103032.
• Battalio, Robert & Loughran, Tim & McDonald, Bill, 2026, "How managers frame capital budgeting in investor communications," Journal of Corporate Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.jcorpfin.2026.103033.
• Zhai, Qifan & Chang, Yuyuan & Zhou, Qing (Clara), 2026, "Risky corporate savings and stock liquidity," Journal of Corporate Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.jcorpfin.2026.103035.
• Divakaruni, Anantha & Jones, Howard & Soonawalla, Kazbi, 2026, "How does relief from mandatory disclosure affect firm investment and growth?," Journal of Corporate Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.jcorpfin.2026.103059.
• Ho, Thang & Do, Duc Trung & Gozgor, Giray & Li, Jing, 2026, "When peers fail: Spillover effects of CSR incidents on real investment," Journal of Corporate Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.jcorpfin.2026.103061.
• Kang, Chang-Mo & Kim, Donghyun & Lim, Youngdeok, 2026, "Internal information asymmetry, external reporting, and insider trading: Theory and evidence," Journal of Corporate Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.jcorpfin.2026.103071.
• 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.
• Chen, Lin & Huang, Zhijian (James) & Li, Zhuo & Wen, Fenghua, 2026, "Manipulating expectations upward: Investor sentiment and managers’ range forecast strategy," Journal of Corporate Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jcorpfin.2026.102978.
• Memon, Husna & Rubin, Amir, 2026, "Consumer sentiment inequality, relative performance of firms, and the market," Journal of Corporate Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jcorpfin.2026.103004.
• Alldredge, Dallin M. & Biggerstaff, Lee E. & Blank, D. Brian, 2026, "Tell me you have a plan! Insider trade signals from firms undergoing corporate downsizing," Journal of Corporate Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jcorpfin.2026.103006.
• Chen, Wei & Gu, Xian & Hasan, Iftekhar & Zhao, Hao & Zhu, Yun, 2026, "Political network and muted insider trading," Journal of Corporate Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jcorpfin.2026.103007.
• 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.
• Altamimi, Hissah Abdullah & Hassan, M. Kabir & Rabbani, Mustafa Raza & Kiran, Madiha, 2026, "Navigating ESG risks in banking: The role of green finance, policy, and FinTech in Islamic and conventional banks," Economic Analysis and Policy, Elsevier, volume 91, issue C, pages 1537-1558, DOI: 10.1016/j.eap.2026.05.006.
• Liu, Xiao & Zhang, Yabin & Wang, Zhenguo & Rao, Qiao & Yang, Mengmeng, 2026, "Does innovative monetary policy drive stock market performance? Evidence from SFISF in China," Economic Analysis and Policy, Elsevier, volume 91, issue C, pages 1626-1652, DOI: 10.1016/j.eap.2026.05.017.
• Gu, Yurun & Kang, Yanling & Wang, Yilin, 2026, "Can a not-for-profit minority institutional shareholder make a difference in stock liquidity? A quasi-natural experiment," Economic Analysis and Policy, Elsevier, volume 93, issue C, pages 1032-1054, DOI: 10.1016/j.eap.2026.08.003.
• Su, Zhenxing & Xia, Yuanting, 2026, "The Non-linear Relationship between Investor Attention and Stock Index Return and Trading Strategies," Economic Analysis and Policy, Elsevier, volume 93, issue C, pages 125-135, DOI: 10.1016/j.eap.2026.07.010.
• Lian, Lishuai & Wang, Jianrong & Wang, Bo, 2026, "From voice to exit: The unintended governance consequences of China’s Stock Connect policy," Economic Analysis and Policy, Elsevier, volume 93, issue C, pages 363-381, DOI: 10.1016/j.eap.2026.07.039.
• 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.
• Shah, Syed Adnan & Nawaz, Ali & Du, Yuan & Su, Chi Wei, 2026, "Green bond performance under ESG uncertainty: Nonlinear Time–Frequency quantile analysis," Economic Modelling, Elsevier, volume 161, issue C, DOI: 10.1016/j.econmod.2026.107631.
• Chen, Kunhui & Huang, Zhigang & Chen, Yangfa, 2026, "Mandatory audit committee transparency and market manipulation," Economic Modelling, Elsevier, volume 163, issue C, DOI: 10.1016/j.econmod.2026.107757.
• Mensi, Walid & Kumar, Anoop S. & Rajesh, S.P. & Kang, Sang Hoon, 2026, "Tail risk connectedness and systemic volatility in the cryptocurrency market: Evidence from a value-at-risk framework," Economic Modelling, Elsevier, volume 164, issue C, DOI: 10.1016/j.econmod.2026.107779.
• Yao, Jing & Yang, Yiwen, 2026, "Positive feedback trading, the T+1 rule, and asymmetric return reversals in China," Economic Modelling, Elsevier, volume 164, issue C, DOI: 10.1016/j.econmod.2026.107783.
• Wu, Chen & Dong, Zhiyong, 2026, "Policy-induced AI Talk–Walk gaps and stock price crash risk: Evidence from China's AI pilot zones," Economic Modelling, Elsevier, volume 164, issue C, DOI: 10.1016/j.econmod.2026.107834.
• 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.
• Helmi, Mohamad Husam & Ahmed, Mohamed Shaker & Kumar, Satish & Muqattash, Riham, 2026, "On the lead-lag relationship in tourism and hospitality stocks," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102631.
• Berardi, Michele, 2026, "Uncertainty, sentiments and time-varying risk premia," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102635.
• Gregory, Richard Paul, 2026, "A parsimonious method of priced factor testing: the fraud index," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102639.
• Zakamulin, Valeriy, 2026, "Calendar anomalies: Real patterns or data-mining artifacts?," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102653.
• Wu, Aimin & Dong, Dayong & Cao, Jiawei & Yang, Jinyu & Ling, Chuanqi, 2026, "The collateral damage in IPO Pricing: Evidence from corporate bond default events of China," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102662.
• Alvarez, F.Xavier & Sala, Hector, 2026, "When volatility is not enough: classical and quantum behaviors in stock investment," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102667.
• Iwanaga, Yasuhiro & Sakemoto, Ryuta, 2026, "Does overnight return predict the first half-hour return for U.S. market indices?," The North American Journal of Economics and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.najef.2026.102707.
• 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.
• Andreou, Christoforos K. & Andreou, Panayiotis C. & Djouvas, Constantinos & Lambertides, Neophytos, 2026, "Tariff-risk disclosure in 10-Ks and stock market responses to the Liberation Day shock," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112947.
• Gaies, Brahim, 2026, "AI uncertainty and global stock market volatility: Any signals of a Dot-com 2.0?," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112954.
• Lau, Jin, 2026, "Economic sentiment shifts over weekends and their impact on stock returns," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112963.
• Ciganovic, Milos & Ragusa, Giuseppe & Sanna, Valentina, 2026, "The voice of monetary policy: Evidence from the European Central Bank," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112976.
• Chen, Li & Ma, Yong, 2026, "The AI frenemy: Investor reliance and welfare," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112981.
• He, Yi-Ting & Huang, Po-Chao & Ko, Kuan-Cheng & Lo, Wen-Chi, 2026, "Has the maturity premium attenuated over time?," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113009.
• Paltrinieri, Andrea & Perdichizzi, Salvatore & Piserà, Stefano, 2026, "Safe havens or war hedges? Asset behavior during the 2026 escalation of the Iran conflict," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113010.
• Wahyono, Budi & Trinugroho, Irwan & Boungou, Whelsy & Williams, Jonathan, 2026, "Is peace priced in? Defense stock reactions to the Board of Peace," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113018.
• Schertler, Andrea & Theissen, Erik, 2026, "Green acquisitions," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113055.
• Yang, Junjie & Wang, Liwen & Ma, Jing, 2026, "Blockchain adoption and corporate investment efficiency: Evidence from the blockchain-based electronic invoice system," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113056.
• Verdickt, Gertjan, 2026, "The economic cost of selection neglect in portfolio choice: evidence from Australian fine wine auctions," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113061.
• Chen, Ziwen, 2026, "State-dependent within-artist anchor reversal in ultra-contemporary art auctions," Economics Letters, Elsevier, volume 267, issue C, DOI: 10.1016/j.econlet.2026.113079.
• Willeboordse, Frederick H., 2026, "Seconds of price discovery: Evidence from short-dated options," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113112.
• Awijen, Haithem, 2026, "Weekday bias in daily Google Trends spike detection," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113114.
• Yue, Tian & Huang, Zhixian & Huang, Jiexiang, 2026, "Large Language Model, trade threats and stock markets," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113130.
• Kandikattu, Sainandan & Kotha, Kiran Kumar, 2026, "Investor fear, behavioural contagion, and the global dollar cycle: Evidence from BRICS currency markets," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113132.
• Cao, Ruinan & Zhang, Zongxin, 2026, "Generative AI-assisted investor communication and stock price crash risk," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113148.
• Bouattour, Mondher & Ben Amar, Amine & Galariotis, Emilios & Hachicha, Néjib, 2026, "Geopolitics and the strait of Hormuz: Evidence from Middle East stock markets," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113153.
• Botta, Corrado, 2026, "Do non-financial risks compound? Evidence from U.S. industry returns," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113158.
• Zeng, Lingteng, 2026, "Low-cost AI and the value of compute scarcity: Evidence from the DeepSeek shock," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113160.
• Wang, Guangzhe, 2026, "Do prediction markets price events or adjudication? Evidence from the disputed Polymarket markets," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113176.
• La Barbera, Salvatore, 2026, "Competitive shield or carbon burden? Evidence from equity market reactions to CBAM enforcement," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113185.
• Li, Xin & Sun, Zhenzhen, 2026, "Strategy uniqueness and stock price crash risk," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113189.
• Pastén-Henríquez, Boris & Maquieira, Carlos P., 2026, "Do stock markets price words or actions? President Donald Trump´s geopolitical signals and conflict risk," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113206.
• Liu, Feng & White, Joseph S., 2026, "A rational bubble model with momentum," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113228.
• Park, Jaehyeong & Bae, Euro & Cho, Daegon & Kim, Donghoon, 2026, "Cryptocurrency denomination and NFT pricing," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113233.
• Chen, Jiawei & Nguyen, Anh & Shum, Matthew, 2026, "The winner’s bliss in common-value auctions under horizontal differentiation," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113252.
• Lv, Guanchen & Li, Weidong & Zhou, Yaqiong, 2026, "Liquidity withdrawal before scheduled macroeconomic announcements," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113256.
• 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.
• Dias, Gustavo Fruet & Schweikert, Karsten, 2026, "Integrated variance estimation for assets traded in multiple venues," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106244.
• 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.
• Marmora, Paul, 2026, "Political polarization between foreign and local investment in emerging markets," Emerging Markets Review, Elsevier, volume 73, issue C, DOI: 10.1016/j.ememar.2026.101470.
• Li, Nanqi & Wei, Chishen & Zhang, Linti, 2026, "A four-factor model for the Indonesia stock market," Emerging Markets Review, Elsevier, volume 73, issue C, DOI: 10.1016/j.ememar.2026.101485.
• Zhang, Hejie & Fan, Hongzhong, 2026, "Signaling and FDI: Evidence from the international mega-events in China," Emerging Markets Review, Elsevier, volume 73, issue C, DOI: 10.1016/j.ememar.2026.101491.
• Shen, Yanyan & Zheng, Xiaojia & Jiang, Zhihong, 2026, "Does underwriter digitalization enhance IPO pricing efficiency?," Emerging Markets Review, Elsevier, volume 73, issue C, DOI: 10.1016/j.ememar.2026.101499.
• Li, Ying & Wu, Jiamin & Yuan, Tao, 2026, "Corporate strategic disclosure via WeChat after E&S reputation crises11Yuan gratefully acknowledges funding support from the National Natural Science Foundation of China (No.72572083; No.72132004; No.72272076), funding support from the National Socia," Emerging Markets Review, Elsevier, volume 74, issue C, DOI: 10.1016/j.ememar.2026.101487.
• de Boer, Jantke & Eichler, Stefan, 2026, "Protectionist U.S. trade policies and the cross-section of emerging market currency returns," Emerging Markets Review, Elsevier, volume 74, issue C, DOI: 10.1016/j.ememar.2026.101527.
• Adra, Samer & Piccoli, Pedro, 2026, "The informational role of trade imbalances across investor types: evidence from macroeconomic announcement days in an emerging market," Emerging Markets Review, Elsevier, volume 75, issue C, DOI: 10.1016/j.ememar.2026.101563.
• 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.
• Chen, Tsung-Yu & Chou, Pin-Huang & Ko, Kuan-Cheng & Rhee, S. Ghon, 2026, "Back to the future: Revival of behavioral explanations for long-term return reversals," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101728.
• Dichtl, Hubert & Drobetz, Wolfgang & Otto, Tizian & Puhan, Tatjana, 2026, "Don’t draw the downs apart: How to best simulate asset price drawdowns," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101738.
• Huang, Difang & Liang, Ying, 2026, "The asymmetric effects of monetary policy shocks: Evidence from credit default swap markets," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101746.
• Cao, Wenbin & Choi, Hyung-Eun & Duan, Xiaoman & Kim, Sora, 2026, "The origins and impacts of uncertainty: New evidence from a TVP-VAR extended joint connectedness approach," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101749.
• Mengoli, Stefano & Pattitoni, Pierpaolo, 2026, "Spotlight on the neighborhood: The spillover effect of IPOs on retail investor attention," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101752.
• Davtyan, Karen & Kalozdi, Adel R., 2026, "The power of words: Central bank green communication and performance of energy sectors," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109424.
• Kchaou, Oussama & Sassi, Salim Ben & Amar, Amine Ben, 2026, "Macroeconomic shocks and systemic risk in the US stock market," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109439.
• Shi, Haoyu & Zheng, Xu, 2026, "The impact of liquidity on volatility and price discovery: Evidence from China and international crude oil futures," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109468.
• Palao, Fernando & Pardo, Ángel & Roig, Marta, 2026, "When presidents make the news, do crude oil markets listen? An LLM-driven analysis," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109480.
• Behr, Patrick & Cosenza, Riccardo & Nowak, Eric & Orgen, Papa, 2026, "Are all COPs busted? The role of climate policy events for carbon pricing in compliance and voluntary markets," Energy Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.eneco.2026.109465.
• Li, Karl, 2026, "Battery storage cannibalization of price spreads in the Electric Reliability Council of Texas," Energy Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.eneco.2026.109588.
• Kaur, Ushmeet & Ahmad, Wasim, 2026, "Carbon emissions intensity and idiosyncratic volatility: Evidence from Indian firms," Energy Economics, Elsevier, volume 163, issue C, DOI: 10.1016/j.eneco.2026.109599.
• Li, Yaohua & Xiao, Yuhan, 2026, "Price discovery and long-distance market integration: Evidence from the Republican Chinese Cotton Goods Exchange," Explorations in Economic History, Elsevier, volume 101, issue C, DOI: 10.1016/j.eeh.2026.101754.
• 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.
• Wan, Xiaoyuan & Zhang, Jiachen, 2026, "(When) is beta priced in China?," International Review of Financial Analysis, Elsevier, volume 116, issue C, DOI: 10.1016/j.irfa.2026.105215.
• Grebe, Leonard Nils, 2026, "Beyond the replication crisis of weekly seasonality: Introducing the uncertainty structure hypothesis," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105238.
• Tosun, Aynur Dilan, 2026, "Memory and the cross-section of stock returns11We thank K. Ozgur Demirtas, Yigit Atilgan and A. Doruk Gunaydin for helpful comments and suggestions," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105256.
• Ruan, Xinfeng & Wei, Xiaopeng, 2026, "When fears diverge: Bond–equity relative uncertainty and stock market returns," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105291.
• Goel, Aditya, 2026, "Composition bias in derivatives-market regulation: evidence from India, Korea, and the United States," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105348.
• Holmes, Mark J. & Otero, Jesús, 2026, "Understanding psychological barriers in crude oil prices: The role of geopolitical tensions beyond policy uncertainty," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105356.
• Kolias, Georgios & Dasilas, Apostolos & Ganas, Ioannis & Gogos, Christos, 2026, "Robust solvency, identification, and capital structure under ambiguity," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105368.
• Iwanaga, Yasuhiro, 2026, "Conditional momentum and capital gains overhang: Evidence from Japan," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105384.
• Figuerola-Ferretti, Isabel & Paraskevopoulos, Ioannis & Tang, Tao, 2026, "Enhancing pairs trading performance through spread delta hedging," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105394.
• Frino, Alex & Gaudiosi, Robert & Mollica, Vito & Zhou, Z. Ivy, 2026, "Revealing the invisible: the role of delayed trader identity disclosure in information efficiency," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105412.
• Hafeez, Bilal & Tosun, Onur Kemal & Eshraghi, Arman, 2026, "The market value of political alignment: Recent U.S. evidence," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.109758.
• Lai, Chun-Chuan & Tsai, Wei-Hsuan & Lin, Yueh-Neng & Lin, Anchor Y., 2026, "Trading on record-breaking monthly revenue announcements," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.109911.
• Kim, Seongjin & Choi, Jin Hyuk, 2026, "Mandatory disclosure in oligopolistic market making," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.109994.