Research classified by Journal of Economic Literature (JEL) codes

2022

• Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2022, "Scheduled macroeconomic news announcements and intraday market sentiment," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101739.
• Caporin, Massimiliano & Poli, Francesco, 2022, "News and intraday jumps: Evidence from regularization and class imbalance," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101743.
• Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai, 2022, "IPO performance and the size effect: Evidence for the US and Canada," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101744.
• Dong, Zibing & Li, Yanshuang & Zhuang, Xintian & Wang, Jian, 2022, "Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101753.
• Hu, May & Tuilautala, Mataiasi & Yang, Jingjing & Zhong, Qian, 2022, "Asymmetric information and inside management trading in the Chinese market," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101756.
• Huang, Shuyang & Zeng, Ming, 2022, "Political sentiment and MAX effect," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101760.
• Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101773.
• Zhao, Wandi & Gao, Yang & Wang, Mingjin, 2022, "Measuring liquidity with return volatility: An analytical approach based on heavy-tailed Censored-GARCH model," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101774.
• Maitra, Debasish & Ur Rehman, Mobeen & Ranjan Dash, Saumya & Hoon Kang, Sang, 2022, "Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101776.
• Pérez-Rodríguez, Jorge V. & Sosvilla-Rivero, Simón & Andrada-Felix, Julián & Gómez-Déniz, Emilio, 2022, "Searching for informed traders in stock markets: The case of Banco Popular," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101791.
• Li, Jinfang, 2022, "The sentiment pricing dynamics with short-term and long-term learning," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101812.
• Fasanya, Ismail & Adekoya, Oluwasegun & Oyewole, Oluwatomisin & Adegboyega, Soliu, 2022, "Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101830.
• Yi, Biao & Guo, Shuxin, 2022, "Common analyst links and predictable returns: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101832.
• He, Feng & Feng, Yaqian & Hao, Jing, 2022, "Information disclosure source, investors’ searching and stock price crash risk," Economics Letters, Elsevier, volume 210, issue C, DOI: 10.1016/j.econlet.2021.110202.
• Anand, Abhinav & Pathak, Jalaj, 2022, "The role of Reddit in the GameStop short squeeze," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110249.
• Li, Jianhui & Ruan, Xinfeng & Zhang, Jin E., 2022, "The price of COVID-19-induced uncertainty in the options market," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110265.
• Liu, Sha & Gaskell, Paul & McGroarty, Frank, 2022, "Where and about what? Price relevant narratives depend on topic and media type," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110363.
• Shi, Ning & Wang, Ying & Chen, Wenzhe, 2022, "Many hands make light work: Evidence from China’s anti-epidemic bonds," Economics Letters, Elsevier, volume 214, issue C, DOI: 10.1016/j.econlet.2022.110426.
• Neto, David, 2022, "Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story," Economics Letters, Elsevier, volume 214, issue C, DOI: 10.1016/j.econlet.2022.110460.
• Ho, Ken C. & Gao, Yibo & Gu, Qiying & Yang, Da, 2022, "Covid-19 vaccine approvals and stock market returns: The case of Chinese stocks," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110466.
• Wan, Xiaoyuan & Zhang, Jiachen, 2022, "The effect of relaxing daily price limit: Evidence from the ChiNext market of China," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110509.
• Boungou, Whelsy & Yatié, Alhonita, 2022, "The impact of the Ukraine–Russia war on world stock market returns," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110516.
• Mohamad, Azhar, 2022, "Safe flight to which haven when Russia invades Ukraine? A 48-hour story," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110558.
• Basnet, Anup & Blomkvist, Magnus & Galariotis, Emilios, 2022, "The role of ESG in the decision to stay or leave the market of an invading country: The case of Russia," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110636.
• Caiazza, Stefano & Fiordelisi, Franco & Galloppo, Giuseppe & Ricci, Ornella, 2022, "Informal central bank communication: The role of investor memories," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110632.
• Glambosky, Mina & Peterburgsky, Stanley, 2022, "Corporate activism during the 2022 Russian invasion of Ukraine," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110650.
• Wan, Zhao & Tian, Haowen, 2022, "The effect of the COVID-19 pandemic on information disclosure: Evidence from China," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110678.
• Jansen, Ivo Ph. & Nikiforov, Andrei L., 2022, "Intertemporal variation in abnormal volume around earnings announcements: “Distraction” or “flocking-and-dispersing”?," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110722.
• Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022, "Valuation of European firms during the Russia–Ukraine war," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110750.
• Velásquez, Jorge Sepúlveda & Griñen, Pablo Tapia & Henríquez, Boris Pastén, 2022, "Emerging market dynamics in H1N1 and COVID-19 pandemics," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110766.
• Adra, Samer & Barbopoulos, Leonidas G., 2022, "Monetary shocks and the analyst coverage of the firm," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110776.
• Lee, Eugenia Y. & Ha, Wonsuk, 2022, "Electronic voting and strategic disclosure before shareholder meetings," Economics Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.econlet.2022.110839.
• Borghesi, Richard & Naranjo, Andy & Ryngaert, Michael, 2022, "What are the odds? Underdog brands are consumer favorites," Economics Letters, Elsevier, volume 221, issue C, DOI: 10.1016/j.econlet.2022.110914.
• Bada, O. & Kneip, A. & Liebl, D. & Mensinger, T. & Gualtieri, J. & Sickles, R.C., 2022, "A wavelet method for panel models with jump discontinuities in the parameters," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 399-422, DOI: 10.1016/j.jeconom.2021.09.006.
• Zhang, Congshan & Li, Jia & Bollerslev, Tim, 2022, "Occupation density estimation for noisy high-frequency data," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 189-211, DOI: 10.1016/j.jeconom.2020.05.013.
• Andersen, Torben G. & Archakov, Ilya & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2022, "Local mispricing and microstructural noise: A parametric perspective," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 510-534, DOI: 10.1016/j.jeconom.2021.06.006.
• Hantzsche, Arno, 2022, "Fiscal uncertainty and sovereign credit risk," European Economic Review, Elsevier, volume 148, issue C, DOI: 10.1016/j.euroecorev.2022.104245.
• Ryu, Doojin & Yang, Heejin & Yu, Jinyoung, 2022, "Insider trading and information asymmetry: Evidence from the Korea Exchange," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100847.
• Jin, Xiaoye, 2022, "Testing technical trading strategies on China's equity ETFs: A skewness perspective," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100864.
• Eraslan, Veysel & Omole, John & Sensoy, Ahmet & Ozdamar, Melisa, 2022, "Other people's money: A comparison of institutional investors," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100914.
• Cong, Yunyu & Sun, Fangfang & Wang, Fusheng & Ye, Qiang, 2022, "Information assimilation and stock return synchronicity: Evidence from an investor relations management platform," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100937.
• Yang, Baohua & Zhou, Yingluo & Zhou, Zhong-Guo, 2022, "Strategic behavior of insiders in initial underpricing and long-run underperformance," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100940.
• Bian, Jiangze & Su, Tie & Wang, Jun, 2022, "Non-marketability and one-day selling lockup," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 1-23, DOI: 10.1016/j.jempfin.2021.10.006.
• Cenesizoglu, Tolga & Dionne, Georges & Zhou, Xiaozhou, 2022, "Asymmetric effects of the limit order book on price dynamics," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 77-98, DOI: 10.1016/j.jempfin.2021.11.002.
• Ismailescu, Iuliana & Col, Burcin, 2022, "Cross-border M&As and credit risk: Evidence from the CDS market," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 51-73, DOI: 10.1016/j.jempfin.2021.12.002.
• Tsang, Kwok Ping & Yang, Zichao, 2022, "Do connections pay off in the bitcoin market?," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2022.02.001.
• Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik, 2022, "The anatomy of a fee change — evidence from cryptocurrency markets," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 152-167, DOI: 10.1016/j.jempfin.2022.03.003.
• Brøgger, Søren Bundgaard, 2022, "Dynamic risk management and asset comovement," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 60-77, DOI: 10.1016/j.jempfin.2022.01.003.
• Hao, Rubin & Liao, Guanmin & Ding, Wenhong & Guan, Wei, 2022, "The informativeness of regional GDP announcements: Evidence from China," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 78-99, DOI: 10.1016/j.jempfin.2022.03.001.
• Jiao, Yawen, 2022, "Decision-based trades: An analysis of institutional investors’ information advantages," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 104-115, DOI: 10.1016/j.jempfin.2022.07.009.
• Gu, Chen & Chen, Denghui & Stan, Raluca & Shen, Aizhong, 2022, "It is not just What you say, but How you say it: Why tonality matters in central bank communication," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 216-231, DOI: 10.1016/j.jempfin.2022.07.008.
• Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik, 2022, "Bitcoin unchained: Determinants of cryptocurrency exchange liquidity," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 106-122, DOI: 10.1016/j.jempfin.2022.08.004.
• Kwon, Kyung Yoon & Min, Byoung-Kyu & Sun, Chenfei, 2022, "Enhancing the profitability of lottery strategies," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 166-184, DOI: 10.1016/j.jempfin.2022.09.003.
• Lin, Tse-Chun & Liu, Jinyu & Ni, Xiaoran, 2022, "Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 185-207, DOI: 10.1016/j.jempfin.2022.09.005.
• Liu, Chang & Liu, Yuan & Zhang, Dayong & Xie, Chunping, 2022, "The capital market responses to new energy vehicle (NEV) subsidies: An event study on China," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105677.
• Clerides, Sofronis & Krokida, Styliani-Iris & Lambertides, Neophytos & Tsouknidis, Dimitris, 2022, "What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105743.
• Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022, "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2021.105258.
• Akyildirim, Erdinc & Cepni, Oguzhan & Molnár, Peter & Uddin, Gazi Salah, 2022, "Connectedness of energy markets around the world during the COVID-19 pandemic," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105900.
• Wang, Jing & Rickman, Dan S. & Yu, Yihua, 2022, "Dynamics between global value chain participation, CO2 emissions, and economic growth: Evidence from a panel vector autoregression model," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105965.
• Sohag, Kazi & Hammoudeh, Shawkat & Elsayed, Ahmed H. & Mariev, Oleg & Safonova, Yulia, 2022, "Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106068.
• Zhang, Ziqi & Su, Zhi & Wang, Ke & Zhang, Yongji, 2022, "Corporate environmental information disclosure and stock price crash risk: Evidence from Chinese listed heavily polluting companies," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106116.
• Shao, Mingao & Hua, Yongjun, 2022, "Price discovery efficiency of China's crude oil futures: Evidence from the Shanghai crude oil futures market," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106172.
• Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022, "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106174.
• Zhu, Qi & Jin, Sisi & Huang, Yuxuan & Yan, Cheng, 2022, "Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106197.
• Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2022, "The growth of oil futures in China: Evidence of market maturity through global crises," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106243.
• Xie, Qichang & Tang, Guoqiang, 2022, "Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106250.
• Tian, Maoxi & Alshater, Muneer M. & Yoon, Seong-Min, 2022, "Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106341.
• Zhang, Xiqian & Wilson, Clevo, 2022, "Transition from brown to green: Analyst optimism, investor discount, and Paris Agreement," Energy Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.eneco.2022.106391.
• Borghesi, S. & Castellini, M. & Comincioli, N. & Donadelli, M. & Gufler, I. & Vergalli, S., 2022, "European green policy announcements and sectoral stock returns," Energy Policy, Elsevier, volume 166, issue C, DOI: 10.1016/j.enpol.2022.113004.
• Wang, Xiao-Qing & Su, Chi-Wei & Lobonţ, Oana-Ramona & Li, Hao & Nicoleta-Claudia, Moldovan, 2022, "Is China's carbon trading market efficient? Evidence from emissions trading scheme pilots," Energy, Elsevier, volume 245, issue C, DOI: 10.1016/j.energy.2022.123240.
• Wang, Jianli & Qiu, Shushu & Yick, Ho Yin, 2022, "The influence of the Shanghai crude oil futures on the global and domestic oil markets," Energy, Elsevier, volume 245, issue C, DOI: 10.1016/j.energy.2022.123271.
• Ren, Xiaohang & Li, Yiying & Qi, Yinshu & Duan, Kun, 2022, "Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics," Energy, Elsevier, volume 254, issue PB, DOI: 10.1016/j.energy.2022.124172.
• Khan, Khalid & Su, Chi-Wei & Khurshid, Adnan & Umar, Muhammad, 2022, "COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis," Energy, Elsevier, volume 256, issue C, DOI: 10.1016/j.energy.2022.124607.
• Tampakoudis, Ioannis & Nerantzidis, Michail & Artikis, Panagiotis & Kiosses, Nikolaos, 2022, "The effect of board size on shareholder value: Evidence from bank mergers and acquisitions," European Management Journal, Elsevier, volume 40, issue 6, pages 883-894, DOI: 10.1016/j.emj.2022.09.002.
• Ismail, Ahmad & Mavis, Christos P., 2022, "A new method for measuring CEO overconfidence: Evidence from acquisitions," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101964.
• Zhang, Qiyu & Zhang, Xiaoxiang & Chen, Ding & Strange, Roger, 2022, "Market discipline or rent extraction: Impacts of share trading by foreign institutional investors in different corporate governance and investor protection environments," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101965.
• Dzhambova, Krastina & Tao, Ran & Yuan, Yuan, 2022, "Price leadership and asynchronous movements of multi-market listed stocks," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101970.
• Smales, L.A., 2022, "Investor attention in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101972.
• Ahmad, Fawad & Oriani, Raffaele, 2022, "Investor attention, information acquisition, and value premium: A mispricing perspective," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101976.
• Kadıoğlu, Eyüp & Frömmel, Michael, 2022, "Manipulation in the bond market and the role of investment funds: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102000.
• Shi, Jinyan & Liu, Xu & Li, Yanxi & Yu, Conghui & Han, Yushan, 2022, "Does supply chain network centrality affect stock price crash risk? Evidence from Chinese listed manufacturing companies," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102040.
• Asif, Raheel & Frömmel, Michael & Mende, Alexander, 2022, "The crisis alpha of managed futures: Myth or reality?," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102045.
• Meshcheryakov, Artem & Winters, Drew B., 2022, "Retail investor attention and the limit order book: Intraday analysis of attention-based trading," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2020.101627.
• Vidal-Tomás, David, 2022, "Which cryptocurrency data sources should scholars use?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102061.
• Eierle, Brigitte & Klamer, Sebastian & Muck, Matthias, 2022, "Does it really pay off for investors to consider information from social media?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102074.
• Su, Zhi & Lyu, Tongtong & Yin, Libo, 2022, "Are conditional illiquidity risks priced in China? A cross-sectional test," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102077.
• Dong, Bingbing & Jiang, Lei & Liu, Jinyu & Zhu, Yifeng, 2022, "Liquidity in the cryptocurrency market and commonalities across anomalies," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102097.
• Choi, Young Mok & Park, Kunsu, 2022, "Zero-leverage policy and stock price crash risk: Evidence from Korea," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102102.
• Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2022, "Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102125.
• Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2022, "Mutual fund performance persistence: Factor models and portfolio size," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102133.
• Lambe, Brendan & Li, Zhiyong & Qin, Weiping, 2022, "Uncertain times and the insider perspective," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102138.
• Lehnert, Thorsten, 2022, "Flight-to-safety and retail investor behavior," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102142.
• Chelley-Steeley, Patricia L. & Lambertides, Neophytos, 2022, "Trading activity around chapter 11 filing," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102130.
• Guo, Shuxin & Yuan, Yue & Ma, Feng, 2022, "Cross-sectional seasonalities and seasonal reversals: Evidence from China," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102162.
• Aman, Hiroyuki & Moriyasu, Hiroshi, 2022, "Effect of corporate disclosure and press media on market liquidity: Evidence from Japan," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102167.
• Zakamulin, Valeriy & Giner, Javier, 2022, "Time series momentum in the US stock market: Empirical evidence and theoretical analysis," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102173.
• Ngene, Geoffrey M. & Mungai, Ann Nduati, 2022, "Stock returns, trading volume, and volatility: The case of African stock markets," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102176.
• Sapkota, Niranjan, 2022, "News-based sentiment and bitcoin volatility," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102183.
• Ballinari, Daniele & Audrino, Francesco & Sigrist, Fabio, 2022, "When does attention matter? The effect of investor attention on stock market volatility around news releases," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102185.
• Monaco, Eleonora & Ibikunle, Gbenga & Palumbo, Riccardo & Zhang, Zeyu, 2022, "The liquidity and trading activity effects of acquisition payment methods: Evidence from the announcements of private firms' acquisitions," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102187.
• Zuo, Junqing & Zhang, Wei & Hu, Mingya & Feng, Xu & Zou, Gaofeng, 2022, "Employee relations and stock price crash risk: Evidence from employee lawsuits," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102188.
• Gu, Chen & Guo, Xu & Zhang, Chengping, 2022, "Analyst target price revisions and institutional herding," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102189.
• Geng, Yuedan & Ye, Qiang & Jin, Yu & Shi, Wen, 2022, "Crowd wisdom and internet searches: What happens when investors search for stocks?," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102208.
• Chen, Ka-Hin & Lai, Tze Leung & Liu, Qingfu & Wang, Chuanjie, 2022, "Beyond the blockchain announcement: Signaling credibility and market reaction," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102209.
• Li, Lu & Li, Yihang & Wang, Xueding & Xiao, Tusheng & Zhu, Hongjun, 2022, "Hedge fund networks, information dissemination, and stock price comovement: Evidence from China," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102224.
• Ham, Hyuna & Ryu, Doojin & Webb, Robert I., 2022, "The effects of overnight events on daytime trading sessions," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102228.
• Wu, Chen-Hui, 2022, "The informativeness of brokerage reports: Privately-circulated versus publicly-disseminated news," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102229.
• Hutchinson, Mark C. & Kyziropoulos, Panagiotis E. & O'Brien, John & O'Reilly, Philip & Sharma, Tripti, 2022, "Are carry, momentum and value still there in currencies?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102245.
• Ellington, Michael & Stamatogiannis, Michalis P. & Zheng, Yawen, 2022, "A study of cross-industry return predictability in the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102249.
• Bessler, Wolfgang & Vendrasco, Marco, 2022, "Corporate control and shareholder activism in Germany: An empirical analysis of hedge fund strategies," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102254.
• Liu, Jie & Wu, Chonglin & Yuan, Lin & Liu, Jia, 2022, "Opening price manipulation and its value influences," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102256.
• Reboredo, Juan C. & Ugolini, Andrea, 2022, "Climate transition risk, profitability and stock prices," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102271.
• Kong, Dongmin & Ji, Mianmian & Liu, Shasha, 2022, "Does the mandatory disclosure of audit information affect analysts' information acquisition?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102281.
• Wang, Yizhi, 2022, "Volatility spillovers across NFTs news attention and financial markets," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102313.
• Yousaf, Imran & Youssef, Manel & Goodell, John W., 2022, "Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102322.
• Liao, Yixin & Coakley, Jerry & Kellard, Neil, 2022, "Index tracking and beta arbitrage effects in comovement," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102330.
• Zhu, Qi & Jin, Sisi & Huang, Yuxuan & Yan, Cheng & Chen, Chuanglian, 2022, "Oil price uncertainty and stock price informativeness: Evidence from investment-price sensitivity in China," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102377.
• Kim, Hee-Eun & Jo, Hoje & Ahn, Tae-Wook & Yi, Junesuh, 2022, "Corporate misconduct, media coverage, and stock returns," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102381.
• Amaya, Diego & Filbien, Jean-Yves & Kooli, Maher, 2022, "Media coverage and the decision to withdraw an IPO," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102388.
• Sattarhoff, Cristina & Gronwald, Marc, 2022, "Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102403.
• Xu, Yingying & Lien, Donald, 2022, "Which affects stock performances more, words or deeds of the key person?," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102414.
• Pham, Man Duy (Marty), 2022, "Management friendship and insider opportunism," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102415.
• Li, Tao, 2022, "Analyst's stock views and revision actions," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102033.
• Huynh, Toan Luu Duc & Foglia, Matteo & Doukas, John A., 2022, "COVID-19 and Tail-event Driven Network Risk in the Eurozone," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102070.
• Naffa, Helena & Fain, Máté, 2022, "A factor approach to the performance of ESG leaders and laggards," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102073.
• Dowling, Michael, 2022, "Fertile LAND: Pricing non-fungible tokens," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102096.
• Dowling, Michael, 2022, "Is non-fungible token pricing driven by cryptocurrencies?," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102097.
• Anselmi, Giulio & Nimalendran, Mahendrarajah & Petrella, Giovanni, 2022, "Order flow fragmentation and flight-to-transparency during stressed market conditions: Evidence from COVID-19," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102101.
• Drake, Pamela Peterson, 2022, "The gold-stock market relationship during COVID-19," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102111.
• Biktimirov, Ernest N. & Afego, Pyemo N., 2022, "Do investors value environmental sustainability? Evidence from the FTSE Environmental Opportunities 100 index," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102112.
• Hattori, Takahiro, 2022, "Information content and market liquidity in the fixed income market: Evidence from the swaption market," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102117.
• Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Lee, Ming-Chih, 2022, "The determinants of positive feedback trading behaviors in Bitcoin markets," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102120.
• Maruyama, Hiroyuki & Tabata, Tomoaki, 2022, "Timing of tick size reduction: Threshold and smooth transition model analysis," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102142.
• Huang, Wei & Luo, Yan & Zhang, Chenyang, 2022, "Accounting-based downside risk and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102152.
• Carlini, Federico & Del Gaudio, Belinda Laura & Porzio, Claudio & Previtali, Daniele, 2022, "Banks, FinTech and stock returns," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102252.
• Coën, Alain & Desfleurs, Aurélie, 2022, "The relative performance of green REITs: Evidence from financial analysts’ forecasts and abnormal returns," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102163.
• Qadan, Mahmoud & Shuval, Kerem, 2022, "Variance risk and the idiosyncratic volatility puzzle," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102176.
• Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis A., 2022, "Persistence in US Treasury bonds," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102189.
• Okoroafor, Ugochi Chibuzor & Leirvik, Thomas, 2022, "Time varying market efficiency in the Brent and WTI crude market," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102191.
• Scherf, Matthias & Matschke, Xenia & Rieger, Marc Oliver, 2022, "Stock market reactions to COVID-19 lockdown: A global analysis," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102245.
• Chen, Yan & Mo, Dongxu & Xu, Zezhou, 2022, "A study of interconnections and contagion among Chinese financial institutions using a ΔCoV aR network," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102395.
• Lee, Sangki & Lee, Dongyoup & Hong, Chunghun & Park, Myung-Ho, 2022, "Performance of socially responsible firms during the COVID-19 crisis and trading behavior by investor type: Evidence from the Korean stock market," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102660.
• Afik, Zvika & Cohen, Tehila R. & Lahav, Yaron, 2022, "Getting high on cannabis stock returns an event study," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102226.
• Klein, Tony, 2022, "A note on GameStop, short squeezes, and autodidactic herding: An evolution in financial literacy?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102229.
• Liu, Hong & Li, Zaili, 2022, "Inside trading with public information and market regulation," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102234.
• Baek, Seungjun, 2022, "Information acquisition and asset price volatility," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102236.
• Gerritsen, Dirk F. & Lugtigheid, Rick A.C. & Walther, Thomas, 2022, "Can Bitcoin Investors Profit from Predictions by Crypto Experts?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102266.
• Al Guindy, Mohamed, 2022, "Fear and hope in financial social networks: Evidence from COVID-19," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102271.
• Simeth, Nagihan, 2022, "The value of external reviews in the secondary green bond market," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102306.
• Yamada, Masahiro, 2022, "Profitability and liquidity provision of HFTs during large price shocks: Does relative tick size matter?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102308.
• Taussig, Roi D., 2022, "Market prices, analysts' predictions, and Covid19," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102343.
• Lin, Yongjia & Wang, Yizhi & Fu, Xiaoqing (Maggie), 2022, "Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102351.
• Qadan, Mahmoud & Aharon, David Y. & Eichel, Ron, 2022, "Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102354.
• JEBABLI, Ikram & KOUAISSAH, Noureddine & AROURI, Mohamed, 2022, "Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102363.
• Benlagha, Noureddine & Omari, Salaheddine El, 2022, "Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102373.
• Goto, Shingo & Kalesnik, Vitali, 2022, "Exploiting the persistence in managerial market timing," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102377.
• Shen, YuJan & Shen, KuanFu, 2022, "Short-term contrarian profits and the disposition effect," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102380.
• Evrim Mandaci, Pinar & Cagli, Efe Caglar, 2022, "Herding intensity and volatility in cryptocurrency markets during the COVID-19," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102382.
• Liu, Yen-Yu & Lee, Pin-Sheng, 2022, "Market responses to cash dividends distributed from capital reserves," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102389.
• Phung, Quang Thanh & Van Vu, Huong & Tran, Huy Phuoc, 2022, "Do non-performing loans impact bank efficiency?," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102393.
• González-Sánchez, Mariano, 2022, "Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102394.
• Obrimah, Oghenovo A., 2022, "Refining the general equilibrium relation that subsists between stock returns, and each of investors’ risk preferences and information sets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102420.
• Chen, Conghui & Liu, Lanlan, 2022, "How effective is China's cryptocurrency trading ban?," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102429.
• Hartwell, Christopher A., 2022, "Populism and financial markets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102479.
• Ran, Rong & Li, Cheng & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2022, "State-dependent psychological anchors and momentum," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102436.
• Feng, Jingwen & Goodell, John W. & Shen, Dehua, 2022, "ESG rating and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102476.
• Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas, 2022, "Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102499.
• Białkowski, Jędrzej & Hong, Sanghyun & Wagner, Moritz, 2022, "From upstairs to downstairs trading: Evidence from a highly segmented market," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102518.
• Lee, Eun Jung & Lee, Yu Kyung & Kim, Ryumi, 2022, "Investor attention and the risk-return trade-off," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102524.
• Feng, Qingchen & Tao, Qizhi & Sun, Yicheng & Susai, Masayuki, 2022, "Fresh look or false advertising: Modeling of investor attention based on corporate name changes," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102526.
• Biktimirov, Ernest N. & Afego, Pyemo N., 2022, "Does investors’ valuation of corporate environmental activities vary between developed and emerging market firms?," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102528.
• Choi, Jaehyuk & Lu, Lei & Park, Heungju & Sohn, Sungbin, 2022, "The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102552.
• Wu, Di & Gao, Shenghao & Chan, Kam C. & Cheng, Xiaoke, 2022, "Do firms strategically respond to retail investors on the online interactive information disclosure platform?," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102631.
• Shanaev, Savva & Shuraeva, Arina & Fedorova, Svetlana, 2022, "The Groundhog Day stock market anomaly," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102641.
• Grobys, Klaus & Huynh, Toan Luu Duc, 2022, "When Tether says “JUMP!” Bitcoin asks “How low?”," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102644.
• Aslanidis, Nektarios & Bariviera, Aurelio F. & López, Óscar G., 2022, "The link between cryptocurrencies and Google Trends attention," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102654.
• Shu, Yaruo & Sohn, Sungbin, 2022, "Idiosyncratic return variation: Firm-specific information or noise?," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102789.
• Wang, Man & Yang, Qiuping, 2022, "The heterogeneous treatment effect of low-carbon city pilot policy on stock return: A generalized random forests approach," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102808.
• Pathak, Rajesh & Gupta, Ranjan Das, 2022, "Environmental, social and governance performance and earnings management – The moderating role of law code and creditor's rights," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102849.
• Annaert, Jan & De Ceuster, Marc & Van Doninck, Freek, 2022, "Decomposing the idiosyncratic volatility anomaly among euro area stocks," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102672.
• Strych, Jan-Oliver, 2022, "The impact of margin trading and short selling by retail investors on market price efficiency: Empirical evidence from bitcoin exchanges," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102689.
• Wang, Heng Emily & Wang, Qin Emma & Wu, Wentao, 2022, "Short selling surrounding data breach announcements," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102690.
• Phin, Andrew & Prono, Todd & Reeves, Jonathan J. & Saxena, Konark, 2022, "Shifts in beta and the TARP announcement," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102704.
• Tee, Chwee-Ming & Wong, Wai-Yan & Hooy, Chee-Wooi, 2022, "Government power and the value of political connections: Evidence from Covid-19 economic lockdowns," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102706.
• Goodell, John W. & Li, Mingsheng & Liu, Desheng & Peng, Hongfeng, 2022, "Depoliticization and market efficiency: Evidence from China," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102712.
• Kumar, Sonal & Zbib, Leila, 2022, "Firm performance during the Covid-19 crisis: Does managerial ability matter?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102720.
• Bessler, Wolfgang & Vendrasco, Marco, 2022, "Why do companies become hedge fund targets? Evidence from shareholder activism in Germany," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102748.
• Hanedar, Avni Önder & Yaldız Hanedar, Elmas & Göktan, Mehmet Gökhan, 2022, "Insider trading on Ottoman sovereign default: The Ottoman General Debt Bond at European and İstanbul financial markets," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102767.
• Zhang, Chuanhai & Chen, Haicui & Peng, Zhe, 2022, "Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? Evidence from GARCH-jump models," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102777.
• Jin, Justin & Liu, Yi & Zhang, Zehua & Zhao, Ran, 2022, "Voluntary disclosure of pandemic exposure and stock price crash risk," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102799.
• Quiroga-Garcia, Raquel & Pariente-Martinez, Natalia & Arenas-Parra, Mar, 2022, "Evidence for round number effects in cryptocurrencies prices," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102811.
• Cao, Zhiqi & Wu, Wenfeng, 2022, "Ownership breadth: Investor recognition or short-sale constraints?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102847.
• Hanauer, Matthias X. & Kononova, Marina & Rapp, Marc Steffen, 2022, "Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102856.
• Mensi, Walid & Nekhili, Ramzi & Kang, Sang Hoon, 2022, "Quantile connectedness and spillovers analysis between oil and international REIT markets," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102895.
• Dang, Man & Puwanenthiren, Premkanth & Nguyen, Manh Toan & Hoang, Viet Anh & Mazur, Mieszko & Henry, Darren, 2022, "Does managerial tone matter for stock liquidity? Evidence from textual disclosures," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102917.
• Boubaker, Sabri & Goodell, John W. & Pandey, Dharen Kumar & Kumari, Vineeta, 2022, "Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102934.
• Lu, Jing & Yang, Nien-Tzu & Ho, Keng-Yu & Ko, Kuan-Cheng, 2022, "Lottery demand and the asset growth anomaly," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102988.
• He, Feng & Qin, Shuqi & Liu, Yuanyuan & Wu, Ji (George), 2022, "CSR and idiosyncratic risk: Evidence from ESG information disclosure," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.102936.
• Gao, Haoyu & Wen, Huiyu & Yu, Shujiaming, 2022, "Weathering information disruption: Typhoon strikes and analysts’ forecast dispersion," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103053.
• Saggu, Aman, 2022, "The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103096.