Research classified by Journal of Economic Literature (JEL) codes

2022

• 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.
• Mensi, Walid & Shafiullah, Muhammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103120.
• Gu, Leilei & Li, Xiaoyu & Peng, Yuchao & Zhou, Junnan, 2022, "Voluntary CEO turnover, online information, and idiosyncratic volatility," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103128.
• Todea, Anita, 2022, "Ancestry barriers to the cross-border diffusion of global market information," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103151.
• Aloosh, Arash & Ouzan, Samuel & Shahzad, Syed Jawad Hussain, 2022, "Bubbles across Meme Stocks and Cryptocurrencies," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103155.
• Lo, Gaye-Del & Marcelin, Isaac & Bassène, Théophile & Sène, Babacar, 2022, "The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103194.
• Lee, Jangyoun & Oh, Taehee, 2022, "The Kimchi premium and bitcoin-cashing outlets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103200.
• Jin, Liwei & Yuan, Xianghui & Li, Xiang & Ma, Huanglong & Lian, Feng, 2022, "Would widening price limits improve the efficiency of price discovery?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103208.
• Katagiri, Mitsuru & Shino, Junnosuke & Takahashi, Koji, 2022, "The announcement effects of a change in the Bank of Japan’s ETF purchase program: An event study," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103230.
• Nerlinger, Martin & Utz, Sebastian, 2022, "The impact of the Russia-Ukraine conflict on energy firms: A capital market perspective," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103243.
• Chiou, Calvin J. & Zhou, Xiaozhou & Chan, Chang, 2022, "A taxonomy of individual liquidity provision: Evidence from the Taiwan stock exchange," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103246.
• Sim, Myounghwa & Kim, Hee-Eun, 2022, "Salience theory and enhancing momentum profits," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103274.
• Singh, Amanjot & Patel, Ritesh & Singh, Harminder, 2022, "Recalibration of priorities: Investor preference and Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103294.
• Yang, Liuyong & Long, Yijia & Long, Huaigang & Zaremba, Adam & Zhou, Wenyu, 2022, "Is tail risk priced in the cross-section of Chinese mutual fund returns?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103298.
• Yousaf, Imran & Yarovaya, Larisa, 2022, "Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103299.
• Hong, Weiting, 2022, "Trade momentum for alpha," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103300.
• Gaio, Luiz Eduardo & Stefanelli, Nelson Oliveira & Pimenta, Tabajara & Bonacim, Carlos Alberto Grespan & Gatsios, Rafael Confetti, 2022, "The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103302.
• Toraubally, Waseem A., 2022, "Price dispersion and vanilla options in a financial market game," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103305.
• Aslan, Aydin & Posch, Peter N., 2022, "Does carbon price volatility affect European stock market sectors? A connectedness network analysis," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103318.
• Li, Yan & Liang, Chao & Huynh, Toan Luu Duc, 2022, "Forecasting US stock market returns by the aggressive stock-selection opportunity," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103323.
• Zhang, Qin & Wong, Jin Boon, 2022, "ESG reputational risks and board monitoring committees," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103325.
• Huang, Tao & Li, Junye & Wu, Fei & Zhu, Ning, 2022, "R&D information quality and stock returns," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100599.
• Blocher, Jesse & Zhang, Chi, 2022, "Who is buying and (not) lending when shorts are selling?," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100615.
• Lu, Yan & Mortal, Sandra & Ray, Sugata, 2022, "Hedge fund hold ’em," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100616.
• Li, Zeming & Sakkas, Athanasios & Urquhart, Andrew, 2022, "Intraday time series momentum: Global evidence and links to market characteristics," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2021.100619.
• Petkevich, Alex & Samdani, Taufique, 2022, "The equilibrium prices of auction IPO securities: Empirical evidence," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2021.100629.
• Chakrabarty, Bidisha & Moulton, Pamela C. & Wang, Xu (Frank), 2022, "Attention: How high-frequency trading improves price efficiency following earnings announcements," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2021.100690.
• Baldauf, Markus & Mollner, Joshua, 2022, "Fast traders make a quick buck: The role of speed in liquidity provision," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100621.
• Anderson, Lisa & Andrews, Emad & Devani, Baiju & Mueller, Michael & Walton, Adrian, 2022, "Speed segmentation on exchanges: Competition for slow flow," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100632.
• Jurkatis, Simon, 2022, "Inferring trade directions in fast markets," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100635.
• Zhou, Yi, 2022, "Option trading volume by moneyness, firm fundamentals, and expected stock returns," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100648.
• Park, Seongkyu “Gilbert” & Suen, Wing & Wan, Kam-Ming, 2022, "Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100700.
• Kaeck, Andreas & van Kervel, Vincent & Seeger, Norman J., 2022, "Price impact versus bid–ask spreads in the index option market," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100675.
• Park, Yang-Ho, 2022, "Spread position as a leading economic indicator," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100681.
• Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2022, "Contagious margin calls: How COVID-19 threatened global stock market liquidity," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100689.
• Hauser, Shmuel & Kedar-Levy, Haim & Milo, Orit, 2022, "Price discovery during parallel stocks and options preopening: Information distortion and hints of manipulation," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2022.100705.
• Daures-Lescourret, Laurence & Fulop, Andras, 2022, "Standardization, transparency initiatives, and liquidity in the CDS market," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2022.100718.
• Hendershott, Terrence & Wee, Marvin & Wen, Yuanji, 2022, "Transparency in fragmented markets: Experimental evidence," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2022.100732.
• Keßler, Andreas & Mählmann, Thomas, 2022, "Trading costs of private debt," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100644.
• Rösch, Dominik M. & Subrahmanyam, Avanidhar & van Dijk, Mathijs A., 2022, "Investor short-termism and real investment," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100645.
• Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Sherman, Mila Getmansky & Yuferova, Darya, 2022, "Recovery from fast crashes: Role of mutual funds," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100646.
• Han, Song & Huang, Alan Guoming & Kalimipalli, Madhu & Wang, Ke, 2022, "Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100655.
• Fang, Xuyun & Jiang, Zhiqian & Liu, Baixiao & McConnell, John J. & Zhou, Mingshan, 2022, "Ease-of-processing heuristics and asset prices: Evidence from the exchange-traded repo market in China," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100656.
• Chakrabarty, Bidisha & Cox, Justin & Upson, James E., 2022, "Tick Size Pilot Program and price discovery in U.S. stock markets," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100658.
• Guo, Xu & Lin, Hai & Wu, Chunchi & Zhou, Guofu, 2022, "Predictive information in corporate bond yields," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100687.
• Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P., 2022, "Financial leverage and stock return comovement," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2021.100699.
• de Jong, Abe & Kooijmans, Tim & Veld, Chris, 2022, "Legal risk and information spillover through private lender reports," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100706.
• O’Donoghue, Shawn M., 2022, "Transaction fees: Impact on institutional order types, commissions, and execution quality," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100717.
• Cornaggia, Kimberly & Hund, John & Nguyen, Giang, 2022, "Investor attention and municipal bond returns," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100738.
• Ardia, David & Bluteau, Keven & Boudt, Kris, 2022, "Media abnormal tone, earnings announcements, and the stock market," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2021.100683.
• Montone, Maurizio, 2022, "Does the U.S. president affect the stock market?," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2021.100704.
• Ma, Rui & Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2022, "Climate events and return comovement," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100731.
• Aquilina, Matteo & Ibikunle, Gbenga & Mollica, Vito & Steffen, Tom, 2022, "The visible hand: benchmarks, regulation, and liquidity," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100734.
• Jiang, George J. & Shimizu, Yoshiki & Strong, Cuyler, 2022, "Back to the futures: When short selling is banned," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100735.
• Long, Huaigang & Zaremba, Adam & Zhou, Wenyu & Bouri, Elie, 2022, "Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100736.
• Lee, Albert J. & Chung, Kee H., 2022, "Hidden liquidity, market quality, and order submission strategies," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100739.
• Kexing Ding & Bikki Jaggi, 2022, "CEO career concerns and the precision of management earnings forecasts," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 1, pages 69-100, January, DOI: 10.1007/s11156-021-00988-z.
• Jungshik Hur & Vivek Singh, 2022, "The role of investor attention in idiosyncratic volatility puzzle and new results," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 1, pages 409-434, January, DOI: 10.1007/s11156-021-00999-w.
• Cathy Xuying Cao & Chongyang Chen & Ekaterina E. Emm & Bo Han, 2022, "Corporate diversification and seasoned equity offering performance," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 581-614, February, DOI: 10.1007/s11156-021-01003-1.
• Ahmed S. Baig & Benjamin M. Blau & R. Jared DeLisle, 2022, "Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 615-647, February, DOI: 10.1007/s11156-021-01004-0.
• Md Miran Hossain & Babak Mammadov & Hamid Vakilzadeh, 2022, "Wisdom of the crowd and stock price crash risk: evidence from social media," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 709-742, February, DOI: 10.1007/s11156-021-01007-x.
• Nan Qin & Vijay Singal, 2022, "Equal-weighting and value-weighting: which one is better?," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 743-768, February, DOI: 10.1007/s11156-021-01008-w.
• Vijay S. Sampath & Arthur J. O’Connor & Calvester Legister, 2022, "Moral leadership and investor attention: An empirical assessment of the potus’s tweets on firms’ market returns," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 3, pages 881-910, April, DOI: 10.1007/s11156-021-01012-0.
• Linda H. Chen & Wei Huang & George J. Jiang & Kevin X. Zhu, 2022, "Why do investors discount earnings announced late?," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 3, pages 977-1014, April, DOI: 10.1007/s11156-021-01015-x.
• Jeffrey R. Black, 2022, "The impact of make-take fees on market efficiency," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 3, pages 1015-1035, April, DOI: 10.1007/s11156-021-01016-w.
• Yao Zheng & Peihwang Wei & Eric Osmer, 2022, "The relation between earnings and price momentum: Does it vary across regimes?," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 3, pages 1145-1213, April, DOI: 10.1007/s11156-021-01021-z.
• Aigbe Akhigbe & Melinda Newman & Ann Marie Whyte, 2022, "Localized sentiment trading in heterogeneous labor markets: evidence from free agent signings," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 3, pages 1249-1276, April, DOI: 10.1007/s11156-021-01023-x.
• In-Mu Haw & Wenming Wang & Wenlan Zhang & Xu Zhang, 2022, "Capturing the straw in the wind: do short sellers trade on customer information?," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 4, pages 1363-1394, May, DOI: 10.1007/s11156-021-01027-7.
• Irfan Safdar & Michael Neel & Babatunde Odusami, 2022, "Accounting information and left-tail risk," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 4, pages 1709-1740, May, DOI: 10.1007/s11156-021-01036-6.
• Nguyet T. M. Nguyen & Abdullah Iqbal & Radha K. Shiwakoti, 2022, "The context of earnings management and its ability to predict future stock returns," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 1, pages 123-169, July, DOI: 10.1007/s11156-022-01041-3.
• Zi-Mei Wang & Donald Lien, 2022, "Is maximum daily return a lottery? Evidence from monthly revenue announcements," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 2, pages 545-600, August, DOI: 10.1007/s11156-022-01051-1.
• Styliani Panetsidou & Angelos Synapis & Ioannis Tsalavoutas, 2022, "Price run-ups and insider trading laws under different regulatory environments," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 2, pages 601-639, August, DOI: 10.1007/s11156-022-01052-0.
• Marshall A. Geiger & Sami Keskek & Abdullah Kumas, 2022, "Trading concentration and industry-specific information: an analysis of auto complaints," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 3, pages 913-937, October, DOI: 10.1007/s11156-022-01063-x.
• Jongmoo Jay Choi & Ming Ju & Jose M. Plehn-Dujowich & Xiaotian Tina Zhang, 2022, "Outsourcing as a cooperative game between the CEO and labor: theory and evidence," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 3, pages 1095-1131, October, DOI: 10.1007/s11156-022-01071-x.
• Anna Agapova & Jagadison K. Aier & Zhanel DeVides, 2022, "Earnings patterns and managerial guidance," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 3, pages 1173-1213, October, DOI: 10.1007/s11156-022-01073-9.
• Longhao Xu & Zhijian James Huang & Fenghua Wen, 2022, "Comment letters and stock price synchronicity: evidence from China," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 4, pages 1387-1421, November, DOI: 10.1007/s11156-022-01078-4.
• Edinson Cornejo-Saavedra & Luis Améstica-Rivas, 2022, "Uso de Información Privilegiada y Retornos Anormales: Casos en Chile," Revista Ciencias Administrativas (CADM), IIA, Universidad Nacional de La Plata, Instituto de Investigaciones Administrativas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, issue 19, pages 1-15, January-J, DOI: 10.24215/23143738e097.
• Maxime MERLI & Antoine PARENT, 2022, "Portfolio Diversification During the Belle Époque: When the Actual Portfolios of French Individual Investors Met Behavioral Finance," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2022-01.
• Sirnes Espen, 2022, "Estimating the Effect of Transaction Costs Using the Tick Size as a Proxy," Review of Economics, De Gruyter, volume 73, issue 1, pages 57-77, April, DOI: 10.1515/roe-2021-0015.
• Arin K. Peren & Elmassah Suzanna & Kaplan Samuel & Spagnolo Nicola, 2022, "Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility," Review of Economics, De Gruyter, volume 73, issue 3, pages 211-221, November, DOI: 10.1515/roe-2022-0039.
• Kwaku Boafo Baidoo, 2022, "Time-Varying Effect of Short Selling on Market Volatility During Crisis: Evidence from COVID-19 and War in Ukraine," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 8, issue 2, pages 233-243, DOI: 10.11118/ejobsat.2022.013.
• Daniel Pastorek & Michal Drabek & Peter Albrecht, 2022, "Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2022-81, Sep.
• Saw Imm Song & Jennifer Tunga Janang & Erimalida Yazi & Fareiny Morni, 2022, "The Effects of Market Strength, Information Asymmetry, and Industrial Characteristics on Malaysian Firms’ CAR During COVID-19 Pandemic," Capital Markets Review, Malaysian Finance Association, volume 30, issue 1, pages 1-15.
• Costanza Torricelli & Fabio Ferrari, 2022, "Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0086, May.
• De Blasis, Riccardo & Galati, Luca & Webb, Alexander & Webb, Robert I., 2022, "Intelligent design: Stablecoins (in)stability and collateral during market turbulence," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp22088, Sep.
• Antoine Parent & Pierre-Charles Pradier, 2022, "A la Recherche du Temps Perdu : Legal and Quantitative Analysis of the First Documented Option Market - Paris 1844-1939," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 22018, Oct.
• Artur A. Trzebiński, 2022, "Assessing the performance of mutual funds with multifactor asset pricing models," Bank i Kredyt, Narodowy Bank Polski, volume 53, issue 1, pages 79-106.
• Stephen J. Terry & Toni M. Whited & Anastasia A. Zakolyukina, 2022, "Information versus Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 29636, Jan.
• Oliver Binz & John Graham, 2022, "The Information Content of Corporate Earnings: Evidence from the Securities Exchange Act of 1934," NBER Working Papers, National Bureau of Economic Research, Inc, number 29747, Feb.
• Robin Greenwood & Toomas Laarits & Jeffrey Wurgler, 2022, "Stock Market Stimulus," NBER Working Papers, National Bureau of Economic Research, Inc, number 29827, Mar.
• Itay Goldstein & Alexandr Kopytov & Lin Shen & Haotian Xiang, 2022, "On ESG Investing: Heterogeneous Preferences, Information, and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 29839, Apr.
• Maryam Farboodi & Dhruv Singal & Laura Veldkamp & Venky Venkateswaran, 2022, "Valuing Financial Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 29894, Mar.
• David Lucca & Jonathan H. Wright, 2022, "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," NBER Working Papers, National Bureau of Economic Research, Inc, number 29971, Apr.
• Lee H. Seltzer & Laura Starks & Qifei Zhu, 2022, "Climate Regulatory Risk and Corporate Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 29994, Apr.
• David Hirshleifer & Yushui Shi & Weili Wu, 2022, "Do Sell-Side Analysts Say “Buy” While Whispering “Sell”?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30032, May.
• Randall Morck & Bernard Yeung & Lu Y. Zhang, 2022, "Idiosyncrasy as a Leading Indicator," NBER Working Papers, National Bureau of Economic Research, Inc, number 30071, May.
• Jun Kyung Auh & Jaewon Choi & Tatyana Deryugina & Tim Park, 2022, "Natural Disasters and Municipal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 30280, Jul.
• Nicolas Chatelais & Arthur Stalla-Bourdillon & Menzie D. Chinn, 2022, "Macroeconomic Forecasting using Filtered Signals from a Stock Market Cross Section," NBER Working Papers, National Bureau of Economic Research, Inc, number 30305, Jul.
• Yacine Aït-Sahalia & Jianqing Fan & Lirong Xue & Yifeng Zhou, 2022, "How and When are High-Frequency Stock Returns Predictable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30366, Aug.
• Rainer Haselmann & Christian Leuz & Sebastian Schreiber, 2022, "Know Your Customer: Informed Trading by Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 30521, Sep.
• Derek Lemoine, 2022, "Informationally Efficient Climate Policy: Designing Markets to Measure and Price Externalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 30535, Oct.
• Samuel M. Hartzmark & David H. Solomon, 2022, "Predictable Price Pressure," NBER Working Papers, National Bureau of Economic Research, Inc, number 30688, Nov.
• Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel, 2022, "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 30703, Dec.
• Robin Greenwood & Marco C. Sammon, 2022, "The Disappearing Index Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 30748, Dec.
• Harrison Hong & Edward P. Shore, 2022, "Corporate Social Responsibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 30771, Dec.
• Danilov, Yu., 2022, "Financial sector efficiency: Present concepts and the estimation problem," Journal of the New Economic Association, New Economic Association, volume 57, issue 5, pages 72-92, DOI: 10.31737/2221-2264-2022-57-5-5.
• James W. Kolari & Seppo Pynnonen & Ahmet M. Tuncez, 2022, "On Long-Run Stock Returns After Corporate Events," Critical Finance Review, now publishers, volume 11, issue 1, pages 117-167, February, DOI: 10.1561/104.00000049.
• Hendrik Bessembinder & Feng Zhang, 2022, "Long Run Stock Returns after Corporate Events Revisited," Critical Finance Review, now publishers, volume 11, issue 1, pages 169-183, February, DOI: 10.1561/104.00000070.
• Bryan Kelly & Seth Pruitt, 2022, "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios: A Comment," Critical Finance Review, now publishers, volume 11, issue 2, pages 375-381, May, DOI: 10.1561/104.00000114.
• Thiago de Oliveira Souza, 2022, "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios," Critical Finance Review, now publishers, volume 11, issue 2, pages 361-373, May, DOI: 10.1561/104.00000116.
• Charles Martineau, 2022, "Rest in Peace Post-Earnings Announcement Drift," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 613-646, August, DOI: 10.1561/104.00000122.
• Rajib Chowdhury & John A. Doukas, 2022, "Are CEOs to Blame for Corporate Failure? Evidence from Chapter 11 Filings," Review of Corporate Finance, now publishers, volume 2, issue 1, pages 1-63, March, DOI: 10.1561/114.00000011.
• Shaen Corbet & Yang (Greg) Hou & Yang Hu & Les Oxley, 2022, "We Reddit in a Forum: The Influence of Message Boards on Firm Stability," Review of Corporate Finance, now publishers, volume 2, issue 1, pages 151-190, March, DOI: 10.1561/114.00000014.
• Matthias Neuenkirch & Maria Repko & Enzo Weber, 2022, "Hawks and Doves: Financial Market Perception of Western Support for Ukraine," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 398, Jan.
• Ravi Jagannathan, 2022, "On Frequent Batch Auctions for Stocks
  [Tail Expectation and Imperfect Competition in Limit Order Book Markets]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 1-17.
• Matteo Aquilina & Eric Budish & Peter O’Neill, 2022, "Quantifying the High-Frequency Trading “Arms Race”," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 137, issue 1, pages 493-564.
• Andrea Frazzini & Lasse Heje Pedersen, 2022, "Embedded Leverage
  [Asset pricing with liquidity risk]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 1-52.
• Sangmin S Oh & Jessica A Wachter, 2022, "Cross-Sectional Skewness
  [Endogenous information flows and the clustering of announcements]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 155-198.
• Bastian von Beschwitz & Sandro Lunghi & Daniel Schmidt, 2022, "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data
  [Leverage, moral hazard, and liquidity]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 199-242.
• Steffen Windmüller, 2022, "Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model
  [Illiquidity and stock returns: Cross-section and time-series effects]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 2, pages 447-499.
• Sudheer Chava & Soohun Kim & Daniel Weagley, 2022, "Revealed Heuristics: Evidence from Investment Consultants’ Search Behavior
  [Which factors matter to investors? Evidence from mutual fund flows]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 2, pages 543-592.
• Pekka Honkanen & Daniel Schmidt, 2022, "Learning from Noise? Price and Liquidity Spillovers around Mutual Fund Fire Sales
  [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 2, pages 593-637.
• Nicola Borri & Kirill Shakhnov, 2022, "The Cross-Section of Cryptocurrency Returns
  [A simple estimation of bid-ask spreads from daily close, high, and low prices]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 3, pages 667-705.
• Yao-Tsung Chen & Chunchi Wu & Chung-Ying Yeh, 2022, "Asset Pricing Tests of Infrequently Traded Securities: The Case of Municipal Bonds
  [Liquidity risk of corporate bond returns: A conditional approach]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 3, pages 754-807.
• José Afonso Faias & Juan Arismendi Zambrano, 2022, "Equity Risk Premium Predictability from Cross-Sectoral Downturns
  [International asset allocation with regime shifts]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 3, pages 808-842.
• Tze Chuan (Chewie) Ang & Tarun Chordia & Vivian Van-Anh Mai & Harminder Singh, 2022, "The Marketing Capability Premium
  [Formulation and estimation of stochastic frontier production function models]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 4, pages 918-959.
• Frank Weikai Li & Qifei Zhu, 2022, "Short Selling ETFs
  [The effect of price tests on trader behavior and market quality: An analysis of Reg SHO]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 4, pages 960-998.
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2022, "An Information-based Theory of Financial Intermediation," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 5, pages 2381-2444.
• Georgy Chabakauri & Kathy Yuan & Konstantinos E Zachariadis, 2022, "Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 5, pages 2445-2490.
• Markus K Brunnermeier & Michael Sockin & Wei Xiong, 2022, "China’s Model of Managing the Financial System," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 6, pages 3115-3153.
• James Brugler & Carole Comerton-Forde & J Spencer Martin, 2022, "Secondary Market Transparency and Corporate Bond Issuing Costs
  [Asset pricing and the bid–ask spread]," Review of Finance, European Finance Association, volume 26, issue 1, pages 43-77.
• Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2022, "Momentum, Reversals, and Investor Clientele
  [Illiquidity and stock returns: Cross-section and time-series effects]," Review of Finance, European Finance Association, volume 26, issue 2, pages 217-255.
• Doron Avramov & Tarun Chordia & Gergana Jostova & Alexander Philipov, 2022, "The Distress Anomaly is Deeper than You Think: Evidence from Stocks and Bonds
  [The prediction of corporate bankruptcy: a discriminant analysis]," Review of Finance, European Finance Association, volume 26, issue 2, pages 355-405.
• Zijia Du & Alan Guoming Huang & Russ Wermers & Wenfeng Wu, 2022, "Language and Domain Specificity: A Chinese Financial Sentiment Dictionary
  [The effects of analyst-country institutions on biased research: Evidence from target prices]," Review of Finance, European Finance Association, volume 26, issue 3, pages 673-719.
• Markus Leippold & Felix Matthys, 2022, "Economic Policy Uncertainty and the Yield Curve
  [Pricing the term structure with linear regressions]," Review of Finance, European Finance Association, volume 26, issue 4, pages 751-797.
• Sergey Kovbasyuk & Marco Pagano, 2022, "Advertising Arbitrage
  [Synchronization risk and delayed arbitrage]," Review of Finance, European Finance Association, volume 26, issue 4, pages 799-827.
• Mark J Ready & Robert C Ready, 2022, "Order Flows and Financial Investor Impacts in Commodity Futures Markets," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 10, pages 4712-4755.
• Andrew J Patton & Brian M Weller, 2022, "Risk Price Variation: The Missing Half of Empirical Asset Pricing," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 11, pages 5127-5184.
• Andrew Ellul & Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T Lundblad & Wolf Wagner, 2022, "Insurers as Asset Managers and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 12, pages 5483-5534.
• Gerard Hoberg & Nitin Kumar & Nagpurnanand Prabhala, 2022, "Buy-Side Competition and Momentum Profits," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 254-298.
• Samuel M Hartzmark & David H Solomon, 2022, "Reconsidering Returns," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 343-393.
• Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew C Ringgenberg, 2022, "Do Index Funds Monitor?," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 91-131.
• Snehal Banerjee & Bradyn Breon-Drish, 2022, "Dynamics of Research and Strategic Trading," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 908-961.
• Terrence Hendershott & Albert J Menkveld & Rémy Praz & Mark Seasholes, 2022, "Asset Price Dynamics with Limited Attention," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 962-1008.
• Benjamin Golez & Ruslan Goyenko, 2022, "Disagreement in the Equity Options Market and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1443-1479.
• Mamdouh Medhat & Maik Schmeling, 2022, "Short-term Momentum," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1480-1526.
• Sophia Zhengzi Li & Ernst Maug & Miriam Schwartz-Ziv, 2022, "When Shareholders Disagree: Trading after Shareholder Meetings," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 4, pages 1813-1867.
• Kimberly Cornaggia & John Hund & Giang Nguyen & Zihan Ye, 2022, "Opioid Crisis Effects on Municipal Finance," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 4, pages 2019-2066.
• Jessica A Wachter & Yicheng Zhu, 2022, "A Model of Two Days: Discrete News and Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2246-2307.
• Giovanni Cespa & Antonio Gargano & Steven J Riddiough & Lucio Sarno, 2022, "Foreign Exchange Volume," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2386-2427.
• Ekkehart Boehmer & Zsuzsa R Huszár & Yanchu Wang & Xiaoyan Zhang & Xinran Zhang, 2022, "Can Shorts Predict Returns? A Global Perspective," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2428-2463.
• Giovanni Cespa & Xavier Vives, 2022, "Exchange Competition, Entry, and Welfare," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2570-2624.
• Jonathan Brogaard & Jing Pan, 2022, "Dark Pool Trading and Information Acquisition," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2625-2666.
• Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2022, "Where Has All the Data Gone?," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 7, pages 3101-3138.
• Philip Bond & Diego García, 2022, "The Equilibrium Consequences of Indexing," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 7, pages 3175-3230.
• Simon Huang, 2022, "The Momentum Gap and Return Predictability," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 7, pages 3303-3336.
• Assaf Eisdorfer & Kenneth Froot & Gideon Ozik & Ronnie Sadka, 2022, "Competition Links and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 9, pages 4300-4340.
• Jonathan Brogaard & Thanh Huong Nguyen & Talis J Putnins & Eliza Wu, 2022, "What Moves Stock Prices? The Roles of News, Noise, and Information," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 9, pages 4341-4386.
• Mădălina Sperlea (Popescu Bordeni), 2022, "The Genesis of Economic and Financial Criminality," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 440-449, Decembrie.
• Siri Tronslien Sagbakken & Dan Zhang, 2022, "European sin stocks," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 1, pages 1-18, February, DOI: 10.1057/s41260-021-00247-9.
• Mayank Patel & Vinodh Madhavan & Supratim Gupta, 2022, "Selection ability, timing ability, and performance persistence of Indian fixed income mutual funds," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 1, pages 46-61, February, DOI: 10.1057/s41260-021-00253-x.
• Klaus Grobys & James W. Kolari & Jere Rutanen, 2022, "Factor momentum, option-implied volatility scaling, and investor sentiment," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 2, pages 138-155, March, DOI: 10.1057/s41260-021-00229-x.
• Seungho Lee, 2022, "The COVID-19 pandemic, short-sale ban, and market efficiency: empirical evidence from the European equity markets," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 2, pages 156-171, March, DOI: 10.1057/s41260-021-00254-w.
• Yanan Li & Wenjun Wang, 2022, "Company visits and mutual fund performance: new evidence on managerial skills," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 6, pages 504-521, October, DOI: 10.1057/s41260-022-00273-1.
• Tirthank Shah & Narayan Baser, 2022, "Global mutual fund market: the turn of the month effect and investment strategy," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 6, pages 466-476, October, DOI: 10.1057/s41260-022-00282-0.
• Elsa Allman, 2022, "Pricing climate change risk in corporate bonds," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 7, pages 596-618, December, DOI: 10.1057/s41260-022-00294-w.
• Mario Bellia & Sara Maccaferri & Sebastian Schich, 2022, "Limiting too-big-to-fail: market reactions to policy announcements and actions," Journal of Banking Regulation, Palgrave Macmillan, volume 23, issue 4, pages 368-389, December, DOI: 10.1057/s41261-021-00176-y.