Research classified by Journal of Economic Literature (JEL) codes

2022

• Azhar Mughal & Abdul Haque & Zohaib Zahid & Furman Ali & Zheng Li, 2022, "Does Target Firm’s Earnings Management Affect Shareholder’s Gains? Evidence from China," Credit and Capital Markets – Kredit und Kapital, Duncker & Humblot, Berlin, volume 55, issue 2, pages 203-226, DOI: 10.3790/ccm.55.2.203.
• Du Wang & Xiang Li & Hui Tang & Yicheng Sun, 2022, "Insider Trading and Fraudulent Share Repurchase," Credit and Capital Markets – Kredit und Kapital, Duncker & Humblot, Berlin, volume 55, issue 2, pages 227-259, DOI: 10.3790/ccm.55.2.227.
• Jinzhong Wang & Hong Zhong & Zhenjie Yu, 2022, "Inter-Variety Equilibrium of Chinese Treasury Futures," Credit and Capital Markets – Kredit und Kapital, Duncker & Humblot, Berlin, volume 55, issue 2, pages 261-289, DOI: 10.3790/ccm.55.2.261.
• Qingchen Feng & Dengyun Ning & Wan Zhang & Rui Zhou, 2022, "Investor’s Inattention and Earnings Announcement Effects on Tomb-Sweeping Day in China," Credit and Capital Markets – Kredit und Kapital, Duncker & Humblot, Berlin, volume 55, issue 2, pages 291-319, DOI: 10.3790/ccm.55.2.291.
• Franziska Bremus & Pia Hüttl, 2022, "Sanctions against Russian Oligarchs also Affect Their Companies," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 12, issue 21, pages 142-147.
• Franziska Bremus & Pia Hüttl, 2022, "Sanktionen gegen russische OligarchInnen treffen auch von ihnen geleitete Unternehmen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 89, issue 21, pages 299-305.
• Massimo Giuliodori & Jan Kakes & Dimitris Mokas, 2022, "Banks’ Seasoned Equity Offerings Announcements and Central Bank Lending Operations," Working Papers, DNB, number 748, Jul.
• Spyros Galanis, 2025, "No Trade Under Verifiable Information," Department of Economics Working Papers, Durham University, Department of Economics, number 2025_01, May.
• Lovo, Stefano & Raimbourg, Philippe & Salvadè, Federica, 2022, "Credit Rating Agencies, Information Asymmetry and US Bond Liquidity," HEC Research Papers Series, HEC Paris, number 1456, Apr, DOI: 10.2139/ssrn.4056558.
• Colliard, Jean-Edouard & Foucault, Thierry & Lovo, Stefano, 2022, "Algorithmic Pricing and Liquidity in Securities Markets," HEC Research Papers Series, HEC Paris, number 1459, Oct, DOI: 10.2139/ssrn.4252858.
• Dessaint, Olivier & Foucault, Thierry & Frésard, Laurent, 2022, "The Horizon of Investors' Information and Corporate Investment," HEC Research Papers Series, HEC Paris, number 1462, Nov, DOI: 10.2139/ssrn.4276832.
• Chiţu, Livia & Grothe, Magdalena & Schulze, Tatjana, 2022, "The role of credit risk in recent global corporate bond valuations," Economic Bulletin Boxes, European Central Bank, volume 2.
• Ampudia, Miguel & Bua, Giovanna & Kapp, Daniel & Salakhova, Dilyara, 2022, "The role of speculation during the recent increase in EU emissions allowance prices," Economic Bulletin Boxes, European Central Bank, volume 3.
• Budnik, Katarzyna, 2022, "Using regulatory stress tests to support prudential policy-making," Macroprudential Bulletin, European Central Bank, volume 17.
• Durrani, Agha & Ponte Marques, Aurea & Giraldo, Giacomo & Pancaro, Cosimo & Panos, Jiri & Zaharia, Alina, 2022, "Does the disclosure of stress test results affect market behaviour?," Macroprudential Bulletin, European Central Bank, volume 17.
• Motto, Roberto & Özen, Kadir, 2022, "Market-stabilization QE," Working Paper Series, European Central Bank, number 2640, Feb.
• Bua, Giovanna & Kapp, Daniel & Ramella, Federico & Rognone, Lavinia, 2022, "Transition versus physical climate risk pricing in European financial markets: a text-based approach," Working Paper Series, European Central Bank, number 2677, Jul.
• Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2022, "The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?," Working Paper Series, European Central Bank, number 2711, Aug.
• Pietsch, Allegra & Salakhova, Dilyara, 2022, "Pricing of green bonds: drivers and dynamics of the greenium," Working Paper Series, European Central Bank, number 2728, Sep.
• Fornari, Fabio & Zaghini, Andrea, 2022, "It’s not time to make a change: sovereign fragility and the corporate credit risk," Working Paper Series, European Central Bank, number 2740, Oct.
• Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2022, "Diving into Dark Pools," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-01, Feb.
• Cao, Sean & Green, T. Clifton & Lei, Lijun (Gillian) & Zhang, Shaojun, 2022, "Expert Network Calls," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-13, Nov.
• Prashant Sharma & Prashant Gupta & Dinesh Kumar Sharma & Gaurav Agarwal, 2022, "Investigating the Efficiency of Bitcoin Futures in Price Discovery," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 3, pages 104-109, May.
• Jyothi Chittineni, 2022, "A Study on Cryptocurrency Investors Purchase Intentions: Revisiting the Brand Personality Theory," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 4, pages 28-33, July.
• Zaheda Daruwala, 2022, "Reactive or Immune: Stock Market Behaviour During Subsequent Waves of the COVID-19 Pandemic," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 6, pages 92-106, November.
• Salma Damak & Hend Guermazi & Adel Beldi, 2022, "The Stock Market Reaction to Securities Class Action Filings," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 6, pages 127-132, November.
• Thonifho Pollen Muridili & Ruschelle Sgammini & Sune Ferreira-Schenk & John George Jansen van Rensburg & Daniel Mokatsanyane, 2022, "The Impact of Covid-19 on the Performance of Hedge Funds Compared to Mutual Funds in South Africa," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 6, pages 133-144, November.
• Annika Fischer & Noel Opala & Svend Reuse & Martin Svoboda, 2022, "The Impact of the Corona Crisis on the Worldwide Stock Markets: An Empirical Analysis with Cross National Event Study Approach," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 6, pages 162-172, November.
• Bai, Yiyi & Dang, Tri Vi & He, Qing & Lu, Liping, 2022, "Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100889.
• Zaremba, Adam & Cakici, Nusret & Demir, Ender & Long, Huaigang, 2022, "When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100964.
• Agoraki, Maria-Eleni K. & Gounopoulos, Dimitrios & Kouretas, Georgios P., 2022, "U.S. banks’ IPOs and political money contributions," Journal of Financial Stability, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfs.2022.101058.
• Sabbaghi, Omid, 2022, "The impact of news on the volatility of ESG firms," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2020.100570.
• Smales, Lee A., 2022, "Spreading the fear: The central role of CBOE VIX in global stock market uncertainty," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2021.100679.
• Li, Wei-Xuan & Chen, Clara Chia-Sheng & Nguyen, James, 2022, "Which market dominates the price discovery in currency futures? The case of the Chicago Mercantile Exchange and the Intercontinental Exchange," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2020.100593.
• Michael, Michael & Ali, Muhammad Jahangir & Atawnah, Nader & Muniandy, Balachandran, 2022, "Fiduciary or loyalty? Evidence from top management counsel and stock liquidity," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2022.100709.
• Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P., 2022, "Multinationals and stock return comovement," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2022.100714.
• Carneiro, Livia Mendes & Eid Junior, William & Yoshinaga, Claudia Emiko, 2022, "The implications of passive investments for active fund management: International evidence," Global Finance Journal, Elsevier, volume 53, issue C, DOI: 10.1016/j.gfj.2021.100623.
• Yousaf, Imran & Yarovaya, Larisa, 2022, "Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication," Global Finance Journal, Elsevier, volume 53, issue C, DOI: 10.1016/j.gfj.2022.100719.
• Lockwood, Jimmy & Lockwood, Larry & Miao, Hong & Ramchander, Sanjay & Yang, Dongxiao, 2022, "The information content of ETF options," Global Finance Journal, Elsevier, volume 53, issue C, DOI: 10.1016/j.gfj.2022.100725.
• Cox, Justin S., 2022, "The impact of reporting changes on hidden liquidity: Evidence from the Chicago stock exchange," Global Finance Journal, Elsevier, volume 53, issue C, DOI: 10.1016/j.gfj.2022.100740.
• Hu, May & Park, Jason & Chen, Jane & Verhoevenc, Peter, 2022, "Cross-market informed trading in the CDS and option markets," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2021.100646.
• Kuvvet, Emre, 2022, "Robinhood investors and corporate misconduct," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2022.100752.
• Hammoudeh, Shawkat & Mensi, Walid & Cho, Jin Seo, 2022, "Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model," International Economics, Elsevier, volume 170, issue C, pages 66-78, DOI: 10.1016/j.inteco.2022.01.007.
• Guo, Jiaqi & Holmes, Phil, 2022, "Does market openness mitigate the impact of culture? An examination of international momentum profits and post-earnings-announcement drift," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101464.
• Lin, Qi, 2022, "Understanding idiosyncratic momentum in the Chinese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101469.
• Jin, Xiaoye, 2022, "Performance of intraday technical trading in China’s gold market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101481.
• Mensi, Walid & Yousaf, Imran & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101487.
• Marmora, Paul, 2022, "Does monetary policy fuel bitcoin demand? Event-study evidence from emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101489.
• Dong, Dayong & Wu, Keke & Fang, Jianchun & Gozgor, Giray & Yan, Cheng, 2022, "Investor attention factors and stock returns: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101499.
• Wanidwaranan, Phasin & Padungsaksawasdi, Chaiyuth, 2022, "Unintentional herd behavior via the Google search volume index in international equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101503.
• Grobys, Klaus & Dufitinema, Josephine & Sapkota, Niranjan & Kolari, James W., 2022, "What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101534.
• Luo, Di, 2022, "ESG, liquidity, and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101526.
• Wu, Zhen-Xing & Gau, Yin-Feng, 2022, "Informativeness of trades around macroeconomic announcements in the foreign exchange market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101533.
• Xu, Weidong & Gao, Xin & Li, Donghui & Zhuang, Mingming & Yang, Shijie, 2022, "Serial acquirers and stock price crash risk: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101538.
• Suardi, Sandy & Xu, Caihong & Zhou, Z. Ivy, 2022, "COVID-19 pandemic and liquidity commonality," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101572.
• Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco, 2022, "Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101589.
• Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2022, "The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101598.
• Svogun, Daniel & Bazán-Palomino, Walter, 2022, "Technical analysis in cryptocurrency markets: Do transaction costs and bubbles matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101601.
• Bessler, Wolfgang & Vendrasco, Marco, 2022, "Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101612.
• Aziz Simsir, Serif & Simsek, Koray D., 2022, "The market impact of private information before corporate Announcements: Evidence from Turkey," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101624.
• Fu, Chengbo & Huang, Qiping & Tang, Hongfei, 2022, "Do ETFs affect ADRs and U.S. domestic stocks differently?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101643.
• Caglayan, Mustafa & Talavera, Oleksandr & Xiong, Lin, 2022, "Female small business owners in China: Discouraged, not discriminated," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101649.
• Tang, Chun & Liu, Xiaoxing & Zhou, Donghai, 2022, "Financial market resilience and financial development: A global perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101650.
• Su, Kun & Zhang, Miaomiao & Liu, Chengyun, 2022, "Financial derivatives, analyst forecasts, and stock price synchronicity: Evidence from an emerging market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101671.
• Benkraiem, Ramzi & Goutte, Stéphane & Saadi, Samir & Zhu, Hui & Zhu, Steven, 2022, "Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101690.
• Angelini, Giovanni & De Angelis, Luca & Singleton, Carl, 2022, "Informational efficiency and behaviour within in-play prediction markets," International Journal of Forecasting, Elsevier, volume 38, issue 1, pages 282-299, DOI: 10.1016/j.ijforecast.2021.05.012.
• Zhang, Bobo & Zhang, Zhou, 2022, "Shining light on corporate political spending: Evidence from shareholder engagements," International Review of Law and Economics, Elsevier, volume 70, issue C, DOI: 10.1016/j.irle.2022.106047.
• Mazza, Paolo & Ruh, Benjamin, 2022, "The performance of corporate legal insider trading in the Korean market," International Review of Law and Economics, Elsevier, volume 71, issue C, DOI: 10.1016/j.irle.2022.106076.
• Umar, Tarik, 2022, "Complexity aversion when SeekingAlpha," Journal of Accounting and Economics, Elsevier, volume 73, issue 2, DOI: 10.1016/j.jacceco.2021.101477.
• Chen, Gary & Tian, Xiaoli (Shaolee) & Yu, Miaomiao, 2022, "Redact to protect? Customers' incentive to protect information and suppliers’ disclosure strategies," Journal of Accounting and Economics, Elsevier, volume 74, issue 1, DOI: 10.1016/j.jacceco.2022.101490.
• Stoffman, Noah & Woeppel, Michael & Yavuz, M. Deniz, 2022, "Small innovators: No risk, No return," Journal of Accounting and Economics, Elsevier, volume 74, issue 1, DOI: 10.1016/j.jacceco.2022.101492.
• Dichev, Ilia D. & Qian, Jingyi, 2022, "The benefits of transaction-level data: The case of NielsenIQ scanner data," Journal of Accounting and Economics, Elsevier, volume 74, issue 1, DOI: 10.1016/j.jacceco.2022.101495.
• Yost, Benjamin P. & Shu, Susan, 2022, "Does tax enforcement deter managers' self-dealing?," Journal of Accounting and Economics, Elsevier, volume 74, issue 1, DOI: 10.1016/j.jacceco.2022.101512.
• Neilson, Jed J., 2022, "Investor information gathering and the resolution of uncertainty," Journal of Accounting and Economics, Elsevier, volume 74, issue 1, DOI: 10.1016/j.jacceco.2022.101513.
• Blankespoor, Elizabeth, 2022, "Understanding investor interaction with firm information: A discussion of Lee and Zhong (2022)," Journal of Accounting and Economics, Elsevier, volume 74, issue 2, DOI: 10.1016/j.jacceco.2022.101523.
• Lee, Charles M.C. & Zhong, Qinlin, 2022, "Shall we talk? The role of interactive investor platforms in corporate communication," Journal of Accounting and Economics, Elsevier, volume 74, issue 2, DOI: 10.1016/j.jacceco.2022.101524.
• Kemme, David M. & McInish, Thomas H. & Zhang, Jiang, 2022, "Market fairness and efficiency: Evidence from the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106309.
• Bofinger, Yannik & Heyden, Kim J. & Rock, Björn, 2022, "Corporate social responsibility and market efficiency: Evidence from ESG and misvaluation measures," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106322.
• Borochin, Paul & Rush, Stephen, 2022, "Information networks in the financial sector and systemic risk," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106327.
• Du, Qianqian & Liang, Dawei & Chen, Zilin & Tu, Jun, 2022, "Concept links and return momentum," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106329.
• Rohleder, Martin & Wilkens, Marco & Zink, Jonas, 2022, "The effects of mutual fund decarbonization on stock prices and carbon emissions," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106352.
• Wang, Xinjie & (Ken) Zhong, Zhaodong, 2022, "Post-crisis regulations, market making, and liquidity in over-the-counter markets," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106354.
• Delis, Manthos D. & Iosifidi, Maria & Kazakis, Pantelis & Ongena, Steven & Tsionas, Mike G., 2022, "Management practices and M&A success," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106355.
• Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2022, "U.S. bank M&As in the post-Dodd–Frank Act era: Do they create value?," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2019.06.008.
• Chen, Honghui & Kumar, Alok & Lu, Yan & Singh, Ajai, 2022, "Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106371.
• Jang, In Ji & Kang, Namho & Yezegel, Ari, 2022, "Common ownership, price informativeness, and corporate investment," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106373.
• Osler, Carol & Savaser, Tanseli, 2022, "Shrouding and the FX trades of global custody bank," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2022.106414.
• Abudy, Menachem (Meni) & Mugerman, Yevgeny & Shust, Efrat, 2022, "The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106432.
• van Zundert, Jeroen & Driessen, Joost, 2022, "Stocks versus corporate bonds: A cross-sectional puzzle," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106447.
• Liu, Mengxi (Maggie) & Chan, Kam Fong & Faff, Robert, 2022, "What can we learn from firm-level jump-induced tail risk around earnings announcements?," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106409.
• Nezafat, Mahdi & Shen, Tao & Wang, Qinghai & Wu, Julie, 2022, "Longs, shorts, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106410.
• Silaghi, Florina & Martín-Oliver, Alfredo & Sewaid, Ahmed, 2022, "The CDS market reaction to loan renegotiation announcements," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106431.
• Paudel, Shishir & Silveri, Sabatino (Dino) & Wu, Mark, 2022, "Investor sentiment and asset prices: Evidence from the ex-day," Journal of Banking & Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jbankfin.2022.106492.
• Lyu, Huaili & Wang, Wenming & Xu, Si & Zhou, Jingting, 2022, "Individual investment bankers’ reputation concerns and bond yield spreads: Evidence from China," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106508.
• Chen, Catherine Huirong & Choy, Siu Kai & Tan, Yongxian, 2022, "The cash conversion cycle spread: International evidence," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106517.
• Liu, Beibei & Tan, Keqi & Wong, Sonia M.L. & Yip, Rita W.Y., 2022, "Intra-industry information transfer in emerging markets: Evidence from China," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106518.
• Hung, Weifeng & Lin, Ching-Ting & Yang, J. Jimmy, 2022, "Aggregate 52-week high, limited attention, and time-varying momentum profits," Journal of Banking & Finance, Elsevier, volume 141, issue C, DOI: 10.1016/j.jbankfin.2022.106531.
• Wang, Xinru & Kim, Maria H. & Suardi, Sandy, 2022, "Herding and China's market-wide circuit breaker," Journal of Banking & Finance, Elsevier, volume 141, issue C, DOI: 10.1016/j.jbankfin.2022.106533.
• Liu, Xia (Summer) & Megginson, William L. & Xia, Junjie, 2022, "Industrial policy and asset prices: Evidence from the Made in China 2025 policy," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106554.
• Kurov, Alexander & Olson, Eric & Zaynutdinova, Gulnara R., 2022, "When does the fed care about stock prices?," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106556.
• Ota, Koji & Lau, David & Kawase, Hironori, 2022, "Signal strength adjustment behavior: Evidence from share repurchases," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106545.
• Choi, Hae Mi & Gupta-Mukherjee, Swasti, 2022, "Analysts’ reliance on industry-level versus firm-specific information: Implications for information production," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106555.
• Dong, Ming & Tremblay, Andréanne, 2022, "Global weather-based trading strategies," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106558.
• Elfers, Ferdinand & Koenraadt, Jeroen, 2022, "What you don’t know won’t hurt you: Market monitoring and bank supervisors’ preference for private information," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106572.
• Konstantinidi, Theodosia, 2022, "Firm life cycle, expectation errors and future stock returns," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106591.
• Cenesizoglu, Tolga, 2022, "Return decomposition over the business cycle," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106592.
• De Rossi, Giuliano & Steliaros, Michael, 2022, "The Shift from Active to Passive and its Effect on Intraday Stock Dynamics," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106595.
• Ghoul, Sadok El & Karoui, Aymen, 2022, "Fund performance and social responsibility: New evidence using social active share and social tracking error," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106598.
• Wagner, Moritz & Lee, John Byong-Tek & Margaritis, Dimitris, 2022, "Mutual fund flows and seasonalities in stock returns," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106623.
• Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid, 2022, "Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106627.
• Lauter, Tobias & Prokopczuk, Marcel, 2022, "Measuring commodity market quality," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106658.
• Baker, H. Kent & Dutta, Shantanu & Saadi, Samir & Zhong, Ligang, 2022, "Does media coverage affect credit rating change decisions?," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106667.
• Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022, "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, volume 193, issue C, pages 19-48, DOI: 10.1016/j.jebo.2021.11.019.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Bonsu, Christiana Osei & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022, "The effects of public sentiments and feelings on stock market behavior: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, volume 193, issue C, pages 443-472, DOI: 10.1016/j.jebo.2021.11.026.
• Kim, Hayoung, 2022, "Heterogeneous effects of information disclosure: Evidence from housing markets," Journal of Economic Behavior & Organization, Elsevier, volume 195, issue C, pages 359-380, DOI: 10.1016/j.jebo.2022.01.017.
• Nishiwaki, Takashi, 2022, "Impact of different investment horizons in heterogeneous agent models: Do long-term traders bring market stability?," Journal of Economic Behavior & Organization, Elsevier, volume 196, issue C, pages 393-401, DOI: 10.1016/j.jebo.2022.02.005.
• Do, Hung X. & Nguyen, Lily & Nguyen, Nhut H. & Nguyen, Quan M.P., 2022, "LGBT policy, investor trading behavior, and return comovement," Journal of Economic Behavior & Organization, Elsevier, volume 196, issue C, pages 457-483, DOI: 10.1016/j.jebo.2022.02.013.
• Agoraki, Maria-Eleni K. & Aslanidis, Nektarios & Kouretas, Georgios P., 2022, "U.S. banks’ lending, financial stability, and text-based sentiment analysis," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 73-90, DOI: 10.1016/j.jebo.2022.02.025.
• Galasso, Vincenzo, 2022, "The cost of political uncertainty: Evidence from Catalonia," Journal of Economic Behavior & Organization, Elsevier, volume 201, issue C, pages 250-259, DOI: 10.1016/j.jebo.2022.07.024.
• Berardi, Michele, 2022, "Uncertainty and sentiments in asset prices," Journal of Economic Behavior & Organization, Elsevier, volume 202, issue C, pages 498-516, DOI: 10.1016/j.jebo.2022.08.023.
• Cashmore, Vanessa & Coster, Neil & Forrest, David & McHale, Ian & Buraimo, Babatunde, 2022, "Female jockeys - what are the odds?," Journal of Economic Behavior & Organization, Elsevier, volume 202, issue C, pages 703-713, DOI: 10.1016/j.jebo.2022.08.012.
• He, Xue-Zhong & Li, Kai & Santi, Caterina & Shi, Lei, 2022, "Social interaction, volatility clustering, and momentum," Journal of Economic Behavior & Organization, Elsevier, volume 203, issue C, pages 125-149, DOI: 10.1016/j.jebo.2022.05.029.
• Basse, Tobias & Wegener, Christoph, 2022, "Inflation expectations: Australian consumer survey data versus the bond market," Journal of Economic Behavior & Organization, Elsevier, volume 203, issue C, pages 416-430, DOI: 10.1016/j.jebo.2022.09.013.
• Tadle, Raul Cruz, 2022, "FOMC minutes sentiments and their impact on financial markets," Journal of Economics and Business, Elsevier, volume 118, issue C, DOI: 10.1016/j.jeconbus.2021.106021.
• Gehrig, Thomas & Ritzberger, Klaus, 2022, "Intermediation and price volatility," Journal of Economic Theory, Elsevier, volume 201, issue C, DOI: 10.1016/j.jet.2022.105442.
• Carré, Sylvain & Collin-Dufresne, Pierre & Gabriel, Franck, 2022, "Insider trading with penalties," Journal of Economic Theory, Elsevier, volume 203, issue C, DOI: 10.1016/j.jet.2022.105461.
• Kumar, Alok & Rantala, Ville & Xu, Rosy, 2022, "Social learning and analyst behavior," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 434-461, DOI: 10.1016/j.jfineco.2021.06.011.
• Cereda, Fábio & Chague, Fernando & De-Losso, Rodrigo & Genaro, Alan & Giovannetti, Bruno, 2022, "Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 569-592, DOI: 10.1016/j.jfineco.2021.05.033.
• Chen, Deqiu & Ma, Yujing & Martin, Xiumin & Michaely, Roni, 2022, "On the fast track: Information acquisition costs and information production," Journal of Financial Economics, Elsevier, volume 143, issue 2, pages 794-823, DOI: 10.1016/j.jfineco.2021.06.025.
• Bai, Hang & Zhang, Lu, 2022, "Searching for the equity premium," Journal of Financial Economics, Elsevier, volume 143, issue 2, pages 897-926, DOI: 10.1016/j.jfineco.2021.05.024.
• Shu, Tao & Tian, Xuan & Zhan, Xintong, 2022, "Patent quality, firm value, and investor underreaction: Evidence from patent examiner busyness," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1043-1069, DOI: 10.1016/j.jfineco.2021.10.013.
• Guernsey, Scott & Sepe, Simone M. & Serfling, Matthew, 2022, "Blood in the water: The value of antitakeover provisions during market shocks," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1070-1096, DOI: 10.1016/j.jfineco.2021.12.009.
• Jegadeesh, Narasimhan & Wu, Yanbin, 2022, "Closing auctions: Nasdaq versus NYSE," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1120-1139, DOI: 10.1016/j.jfineco.2021.12.003.
• Akey, Pat & Grégoire, Vincent & Martineau, Charles, 2022, "Price revelation from insider trading: Evidence from hacked earnings news," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1162-1184, DOI: 10.1016/j.jfineco.2021.12.006.
• Han, Yufeng & Huang, Dashan & Huang, Dayong & Zhou, Guofu, 2022, "Expected return, volume, and mispricing," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1295-1315, DOI: 10.1016/j.jfineco.2021.05.014.
• Zhang, Shaojun, 2022, "Dissecting currency momentum," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 154-173, DOI: 10.1016/j.jfineco.2021.05.035.
• Aghamolla, Cyrus & Thakor, Richard T., 2022, "IPO peer effects," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 206-226, DOI: 10.1016/j.jfineco.2021.05.055.
• Ding, Yi & Xiong, Wei & Zhang, Jinfan, 2022, "Issuance overpricing of China's corporate debt securities," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 328-346, DOI: 10.1016/j.jfineco.2021.06.010.
• Chan, Kam Fong & Marsh, Terry, 2022, "Asset pricing on earnings announcement days," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 1022-1042, DOI: 10.1016/j.jfineco.2021.06.022.
• Busaba, Walid Y. & Restrepo, Felipe, 2022, "The “7% solution” and IPO (under)pricing," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 953-971, DOI: 10.1016/j.jfineco.2021.06.041.
• Martin, Ian W.R. & Nagel, Stefan, 2022, "Market efficiency in the age of big data," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 154-177, DOI: 10.1016/j.jfineco.2021.10.006.
• Bond, Philip & Zeng, Yao, 2022, "Silence is safest: Information disclosure when the audience’s preferences are uncertain," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 178-193, DOI: 10.1016/j.jfineco.2021.08.012.
• Goldman, Eitan & Martel, Jordan & Schneemeier, Jan, 2022, "A theory of financial media," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 239-258, DOI: 10.1016/j.jfineco.2021.06.038.
• Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2022, "Democracy and the pricing of initial public offerings around the world," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 322-341, DOI: 10.1016/j.jfineco.2021.07.010.
• Liu, Hong & Tang, Xiaoxiao & Zhou, Guofu, 2022, "Recovering the FOMC risk premium," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 45-68, DOI: 10.1016/j.jfineco.2022.04.005.
• Haddad, Valentin & Ho, Paul & Loualiche, Erik, 2022, "Bubbles and the value of innovation," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 69-84, DOI: 10.1016/j.jfineco.2022.04.006.
• Jeon, Yoontae & McCurdy, Thomas H. & Zhao, Xiaofei, 2022, "News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 1-17, DOI: 10.1016/j.jfineco.2021.08.002.
• Di Giuli, Alberta & Laux, Paul A., 2022, "The effect of media-linked directors on financing and external governance," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 103-131, DOI: 10.1016/j.jfineco.2021.07.017.
• Albuquerque, Rui & Fos, Vyacheslav & Schroth, Enrique, 2022, "Value creation in shareholder activism," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 153-178, DOI: 10.1016/j.jfineco.2021.09.007.
• Edmans, Alex & Fernandez-Perez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2022, "Music sentiment and stock returns around the world," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 234-254, DOI: 10.1016/j.jfineco.2021.08.014.
• Choi, Jaewon & Kronlund, Mathias & Oh, Ji Yeol Jimmy, 2022, "Sitting bucks: Stale pricing in fixed income funds," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 296-317, DOI: 10.1016/j.jfineco.2021.08.013.
• Chen, Hailiang & Hwang, Byoung-Hyoun, 2022, "Listening in on investors’ thoughts and conversations," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 426-444, DOI: 10.1016/j.jfineco.2021.09.004.
• Li, Jiacui, 2022, "Endogenous inattention and risk-specific price underreaction in corporate bonds," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 595-615, DOI: 10.1016/j.jfineco.2021.09.025.
• Huang, Shiyang & Lee, Charles M.C. & Song, Yang & Xiang, Hong, 2022, "A frog in every pan: Information discreteness and the lead-lag returns puzzle," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 83-102, DOI: 10.1016/j.jfineco.2021.10.011.
• Hirshleifer, David & Sheng, Jinfei, 2022, "Macro news and micro news: Complements or substitutes?," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 1006-1024, DOI: 10.1016/j.jfineco.2021.09.012.
• Coles, Jeffrey L. & Heath, Davidson & Ringgenberg, Matthew C., 2022, "On index investing," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 665-683, DOI: 10.1016/j.jfineco.2022.05.007.
• Titman, Sheridan & Wei, Chishen & Zhao, Bin, 2022, "Corporate actions and the manipulation of retail investors in China: An analysis of stock splits," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 762-787, DOI: 10.1016/j.jfineco.2021.09.018.
• Akbas, Ferhat & Boehmer, Ekkehart & Jiang, Chao & Koch, Paul D., 2022, "Overnight returns, daytime reversals, and future stock returns," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 850-875, DOI: 10.1016/j.jfineco.2021.09.019.
• Hu, Grace Xing & Pan, Jun & Wang, Jiang & Zhu, Haoxiang, 2022, "Premium for heightened uncertainty: Explaining pre-announcement market returns," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 909-936, DOI: 10.1016/j.jfineco.2021.09.015.
• Gredil, Oleg R. & Kapadia, Nishad & Lee, Jung Hoon, 2022, "On the information content of credit ratings and market-based measures of default risk," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 172-204, DOI: 10.1016/j.jfineco.2022.07.005.
• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2022, "Dissecting green returns," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 403-424, DOI: 10.1016/j.jfineco.2022.07.007.
• Reichenbacher, Michael & Schuster, Philipp, 2022, "Size-adapted bond liquidity measures and their asset pricing implications," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 425-443, DOI: 10.1016/j.jfineco.2022.07.010.
• Bessembinder, Hendrik & Jacobsen, Stacey & Maxwell, William & Venkataraman, Kumar, 2022, "Overallocation and secondary market outcomes in corporate bond offerings," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 444-474, DOI: 10.1016/j.jfineco.2022.08.001.
• Eaton, Gregory W. & Green, T. Clifton & Roseman, Brian S. & Wu, Yanbin, 2022, "Retail trader sophistication and stock market quality: Evidence from brokerage outages," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 502-528, DOI: 10.1016/j.jfineco.2022.08.002.
• Gormley, Todd A. & Kaplan, Zachary & Verma, Aadhaar, 2022, "More informative disclosures, less informative prices? Portfolio and price formation around quarter-ends," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 665-688, DOI: 10.1016/j.jfineco.2021.10.004.
• Cakici, Nusret & Zaremba, Adam, 2022, "Salience theory and the cross-section of stock returns: International and further evidence," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 689-725, DOI: 10.1016/j.jfineco.2021.10.010.
• Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022, "Financial transaction taxes and the informational efficiency of financial markets: A structural estimation," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 1044-1072, DOI: 10.1016/j.jfineco.2022.04.007.
• Pedersen, Lasse Heje, 2022, "Game on: Social networks and markets," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 1097-1119, DOI: 10.1016/j.jfineco.2022.05.002.
• Birru, Justin & Young, Trevor, 2022, "Sentiment and uncertainty," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 1148-1169, DOI: 10.1016/j.jfineco.2022.05.005.
• James, Robert & Jarnecic, Elvis & Leung, Henry, 2022, "Who Values Economist Forecasts? Evidence From Trading in Treasury Markets," Journal of Financial Intermediation, Elsevier, volume 49, issue C, DOI: 10.1016/j.jfi.2021.100934.
• Goswami, Alankrita & Adjemian, Michael K. & Karali, Berna, 2022, "The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets," Food Policy, Elsevier, volume 111, issue C, DOI: 10.1016/j.foodpol.2022.102301.
• Ben-Shahar, Danny & Golan, Roni, 2022, "Price dispersion and time-on-market in the housing market," Journal of Housing Economics, Elsevier, volume 58, issue PB, DOI: 10.1016/j.jhe.2022.101875.
• Georgakopoulos, Georgios & Gounopoulos, Dimitrios & Huang, Chen & Patsika, Victoria, 2022, "The impact of IFRS adoption on IPOs management earnings forecasts in Australia," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 48, issue C, DOI: 10.1016/j.intaccaudtax.2022.100490.
• Haga, Jesper & Högholm, Kenneth & Sundvik, Dennis, 2022, "Peer firms’ reporting frequency and stock price synchronicity: European evidence," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 49, issue C, DOI: 10.1016/j.intaccaudtax.2022.100505.
• Yamada, Masahiro & Ito, Takatoshi, 2022, "Price discovery and liquidity recovery: Forex market reactions to macro announcements," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102502.
• Spiegel, Mark M., 2022, "Monetary policy spillovers under COVID-19: Evidence from lending by U.S. foreign bank subsidiaries," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102550.
• Ferreira, Eurico & Serra, Ana Paula, 2022, "Price effects of unconventional monetary policy announcements on European securities markets," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102558.
• Brož, Václav & Kočenda, Evžen, 2022, "Mortgage-related bank penalties and systemic risk among U.S. banks," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102575.
• Carlomagno, Guillermo & Albagli, Elías, 2022, "Trade wars and asset prices," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102631.
• Glocker, Christian & Url, Thomas, 2022, "Financial sector rescue programs: Domestic and cross border effects," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102694.
• Guo, Haifeng & Hung, Chi-Hsiou D. & Kontonikas, Alexandros, 2022, "The Fed and the stock market: A tale of sentiment states," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102707.
• Heil, Thomas L.A. & Peter, Franziska J. & Prange, Philipp, 2022, "Measuring 25 years of global equity market co-movement using a time-varying spatial model," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102708.
• Hayo, Bernd & Henseler, Kai & Steffen Rapp, Marc & Zahner, Johannes, 2022, "Complexity of ECB communication and financial market trading," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102709.
• Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova, 2022, "Drift Begone! Release policies and preannouncement informed trading," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102718.
• Múnera, Daimer J. & Agudelo, Diego A., 2022, "Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty," Journal of International Money and Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jimonfin.2022.102723.
• Sun, Li & Johnson, Grace & Bradley, Wray, 2022, "CEO power and annual report reading difficulty," Journal of Contemporary Accounting and Economics, Elsevier, volume 18, issue 2, DOI: 10.1016/j.jcae.2022.100315.
• Fan, John Hua & Mo, Di & Zhang, Tingxi, 2022, "The “necessary evil” in Chinese commodity markets," Journal of Commodity Markets, Elsevier, volume 25, issue C, DOI: 10.1016/j.jcomm.2021.100186.
• Yan, Lei & Irwin, Scott H. & Sanders, Dwight R., 2022, "Sunshine vs. predatory trading effects in commodity futures markets: New evidence from index rebalancing," Journal of Commodity Markets, Elsevier, volume 26, issue C, DOI: 10.1016/j.jcomm.2021.100195.
• Yang, Yao & Karali, Berna, 2022, "How far is too far for volatility transmission?," Journal of Commodity Markets, Elsevier, volume 26, issue C, DOI: 10.1016/j.jcomm.2021.100198.
• Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2022, "The strategic allocation to style-integrated portfolios of commodity futures," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100259.
• Baur, Dirk G. & Trench, Allan, 2022, "Not all gold shines in crisis times — Gold firms, gold bullion and the COVID-19 shock," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100260.
• Chortane, Sana Gaied & Pandey, Dharen Kumar, 2022, "Does the Russia-Ukraine war lead to currency asymmetries? A US dollar tale," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00265.
• Neto, David, 2022, "Revisiting spillovers between investor attention and cryptocurrency markets using noisy independent component analysis and transfer entropy," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00269.
• Tuna, Gülfen & Tuna, Vedat Ender, 2022, "Are effects of COVID-19 pandemic on financial markets permanent or temporary? Evidence from gold, oil and stock markets," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102637.
• Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102645.
• Mensi, Walid & Shafiullah, Muhammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102678.
• Mensi, Walid & Ali, Syed Riaz Mahmood & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102752.
• Umar, Muhammad & Ji, Xiangfeng & Mirza, Nawazish & Li, Haiping, 2022, "Crypto swings and the performance of carbon-intensive equity funds in China," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102786.
• Lazzarino, Marco & Berrill, Jenny & Šević, Aleksandar, 2022, "The importance of distinguishing between precious and industrial metals when investing in mining stocks," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102802.