Research classified by Journal of Economic Literature (JEL) codes

2022

• Antonin Bergeaud & Jean-Benoît Eymeoud & Thomas Garcia & Dorian Henricot, 2022, "Working From Home and Corporate Real Estate," Sciences Po Economics Publications (main), HAL, number hal-03548889, Jan.
• 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," Sciences Po Economics Publications (main), HAL, number halshs-03815575, Oct.
• Antonin Bergeaud & Jean-Benoît Eymeoud & Thomas Garcia & Dorian Henricot, 2022, "Working From Home and Corporate Real Estate," Working Papers, HAL, number hal-03548889, Jan.
• Whelsy Boungou & Alhonita Yatié, 2022, "The impact of the Ukraine-Russia war on world stock market returns," Working Papers, HAL, number hal-03610963, Mar.
• Whelsy Boungou & Alhonita Yatie, 2022, "The impact of the Ukraine-Russia war on world stock market returns," Working Papers, HAL, number hal-03623580, Mar.
• Whelsy Boungou & Alhonita Yatie, 2022, "The impact of the Ukraine-Russia war on world stock market returns," Working Papers, HAL, number hal-03624985, Mar.
• Hamza Bennani & Matthias Neuenkirch, 2022, "Too Complex to Digest ? Federal Tax Bills and Their Processing in US Financial Markets," Working Papers, HAL, number hal-03827870, Oct.
• Jean-Edouard Colliard & Thierry Foucault & Stefano Lovo, 2022, "Algorithmic Pricing and Liquidity in Securities Markets," Working Papers, HAL, number hal-03890671, Oct, DOI: 10.2139/ssrn.4252858.
• Olivier Dessaint & Thierry Foucault & Laurent Frésard, 2022, "The Horizon of Investors' Information and Corporate Investment," Working Papers, HAL, number hal-03890720, Nov, DOI: 10.2139/ssrn.4276832.
• Bao-We-Wal Bambe & Jeans-Louis Combes & Kabinet Kaba & Alexandru Minea, 2022, "Inflation Targeting and Developing countries' Performance: Evidence from Firm-Level Data," Working Papers, HAL, number hal-04638825, Aug, DOI: 10.5281/zenodo.12683797.
• Stéphane Benveniste & Renaud Coulomb & Marc Sangnier, 2022, "The (Market) Value of State Honors," Working Papers, HAL, number halshs-03558566, Jan.
• Catalin Dragomirescu-Gaina & Dionisis Philippas & Stéphane Goutte, 2022, "How to 'Trump' the energy market: evidence from the WTI-Brent spread," Working Papers, HAL, number halshs-03843257, Nov.
• Dzieliński, Michał & Eugster, Florian & Sjöström, Emma & Wagner, Alexander F., 2022, "Climate Talk in Corporate Earnings Calls," HoSS Working Paper Series, Stockholm School of Economics, House of Sustainable Society (HoSS), number 2022-6, Jan.
• Matsumoto, Ryo & Morita, Hiroshi & Ono, Taiki, 2022, "Central Bank Information Effects in Japan : The Role of Uncertainty Channel," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-126, Nov.
• Alejandro Vargas Sanchez & Mauro Delboy Céspedes, 2022, "Análisis y agrupación de índices bursátiles," Investigación & Desarrollo, Universidad Privada Boliviana, number 0122, DOI: 10.23881/idupbo.022.2-1e.
• Adam Lai & Lan Liu, California, 2022, "Seasonal Variations In Treasury Notes Yields," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 16, issue 1, pages 47-58.
• Gabriel Montiel Morales & Rufina Georgina Hernandez Contreras & Jose Maria Ruiz Rendon & Hector Barrientos Rodriguez, 2022, "The Practice Of Code Of Conduct In Public Accounting Relevancia De La Practica Del Codigo De Conducta En El Contador Publico: Evidencia En Mexico," Revista Global de Negocios, The Institute for Business and Finance Research, volume 10, issue 1, pages 25-36.
• Syed Aun R. Rizvi & Mohsin Ali, 2022, "Do Islamic Cryptocurrencies Provide Diversification Opportunities To Indonesian Islamic Investors?," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 8, issue 3, pages 441-454, August, DOI: https://doi.org/10.21098/jimf.v8i3..
• Nur Hidayah & Putri Swastika, 2022, "Performance Of Conventional, Islamic, And Social Responsible Investment (Sri) Indices During Covid-19: A Study Of Indonesian Stock Market," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 8, issue 4, pages 517-534, December, DOI: https://doi.org/10.21098/jimf.v8i4..
• Ranajoy Bhattacharyya & Ripudaman Bhardwaj, 2022, "The Effect of Coronavirus Pandemic on the Rupee Dollar Exchange Rate," Working Papers, Indian Institute of Foreign Trade, number 2264.
• Eli Remolona & James Yetman, 2022, "De jure Benchmark Bonds," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 3, pages 89-124, September.
• Laurent Millischer & Tatiana Evdokimova & Oscar Fernandez, 2022, "The Carrot and the Stock: In Search of Stock-Market Incentives for Decarbonization," IMF Working Papers, International Monetary Fund, number 2022/231, Nov.
• Montserrat Reyna Miranda & Ricardo Massa Roldán & Vicente Gómez Salcido, 2022, "Neuro-wavelet Model for price prediction in high-frequency data in the Mexican Stock market," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 1, pages 1-23, Enero - M.
• Aakriti Mathur & Rajeswari Sengupta & Bhanu Pratap, 2022, "Saved by the bell? Equity market responses to surprise Covid-19 lockdowns and central bank interventions," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2022-001, Mar.
• Doron Israeli & Ron Kaniel & Suhas A. Sridharan, 2022, "The Real Side of the High-Volume Return Premium," Management Science, INFORMS, volume 68, issue 2, pages 1426-1449, February, DOI: 10.1287/mnsc.2020.3886.
• Senay Agca & Volodymyr Babich & John R. Birge & Jing Wu, 2022, "Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market," Management Science, INFORMS, volume 68, issue 9, pages 6506-6538, September, DOI: 10.1287/mnsc.2021.4174.
• Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2022, "Manipulation and (Mis)trust in Prediction Markets," Management Science, INFORMS, volume 68, issue 9, pages 6716-6732, September, DOI: 10.1287/mnsc.2021.4213.
• Sirio Aramonte & Mohammad R. Jahan-Parvar & Samuel Rosen & John W. Schindler, 2022, "Firm-Specific Risk-Neutral Distributions with Options and CDS," Management Science, INFORMS, volume 68, issue 9, pages 7018-7033, September, DOI: 10.1287/mnsc.2021.4170.
• Utz Weitzel & Michael Kirchler, 2022, "The Banker's Oath And Financial Advice," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2022-13.
• Marta Gómez-Puig & Mary Pieterse-Bloem & Simón Sosvilla-Rivero, 2022, ""Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202217, Oct, revised Oct 2022.
• Elmar Lang & Ferdinand Mager & Kerstin Hennig, 2022, "Office Property Pricing and Macroeconomic Shocks: European Regions through the Real Estate Cycle," International Real Estate Review, Global Social Science Institute, volume 25, issue 2, pages 217-236.
• Md. Bokhtiar Hasan & Md. Abdur Rashed Kabir & Md. Ruhul Amin & Masnun Mahi, 2022, "Effect of Macroeconomic Variables on Islamic and Conventional Stock Indices - Fresh Evidence from Bangladesh," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 2, pages 197-220, April–Jun.
• Adefemi A. Obalade & Rethabile Nhlapho & Paul-Francois Muzindutsi, 2022, "Cyclical Efficiency vis-à-vis Market Conditions: A Case of Casablanca Stock Exchange," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 3, pages 1-15, July–Sept.
• Sunday Adewale Olaleye & Olayemi Olawumi & Richard Agjei & Ismaila Temitayo Sanusi, 2022, "Mobile Banking App as a Medium of Engagement For Customers in a Developing Country," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 3, pages 309-339, July–Sept.
• Mohamed CHIKHI & Claude DIEBOLT, 2022, "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, volume 13, pages 228-253, June, DOI: https://doi.org/10.47743/ejes-2022-.
• Ricardo T. Fernholz & Robert Fernholz, 2022, "Permutation-weighted portfolios and the efficiency of commodity futures markets," Annals of Finance, Springer, volume 18, issue 1, pages 81-108, March, DOI: 10.1007/s10436-021-00401-8.
• Max Schreder & Pawel Bilinski, 2022, "Information Quality and the Expected Rate of Return: A Structural Equation Modelling Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 2, pages 139-170, June, DOI: 10.1007/s10690-021-09342-8.
• Mu-Shun Wang, 2022, "Shareholder Disputes and Commonality in Liquidity: Evidence from the Equity Markets in China," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 2, pages 291-325, June, DOI: 10.1007/s10690-021-09350-8.
• Ritesh Kumar Dubey & A. Sarath Babu & Rajneesh Ranjan Jha & Urvashi Varma, 2022, "Algorithmic Trading Efficiency and its Impact on Market-Quality," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 3, pages 381-409, September, DOI: 10.1007/s10690-021-09353-5.
• Paramita Mukherjee & Sweta Tiwari, 2022, "Trading Behaviour of Foreign Institutional Investors: Evidence from Indian Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 4, pages 605-629, December, DOI: 10.1007/s10690-022-09361-z.
• Peter Sinka & Peter J. Zeitsch, 2022, "Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis," Computational Economics, Springer;Society for Computational Economics, volume 60, issue 4, pages 1375-1412, December, DOI: 10.1007/s10614-021-10185-8.
• Imlak Shaikh, 2022, "Impact of COVID-19 pandemic on the energy markets," Economic Change and Restructuring, Springer, volume 55, issue 1, pages 433-484, February, DOI: 10.1007/s10644-021-09320-0.
• Muhammad Niaz Khan & Suzanne G. M. Fifield & Nongnuch Tantisantiwong & David M. Power, 2022, "Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 1, pages 87-117, March, DOI: 10.1007/s11408-021-00386-4.
• Thomas Paul & Thomas Walther & André Küster-Simic, 2022, "Empirical analysis of the illiquidity premia of German real estate securities," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 2, pages 203-260, June, DOI: 10.1007/s11408-021-00398-0.
• André Betzer & Jan Philipp Harries, 2022, "How online discussion board activity affects stock trading: the case of GameStop," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 4, pages 443-472, December, DOI: 10.1007/s11408-022-00407-w.
• Padma Kadiyala, 2022, "Response of ETF flows and long-run returns to investor sentiment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 4, pages 489-531, December, DOI: 10.1007/s11408-022-00410-1.
• Ayben Koy, 2022, "Regime Switching Mechanism during Energy Futures Price Bubbles," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 1, pages 373-382.
• Caner Ozdurak & Alican Umut & Tugba Ozay, 2022, "The Interaction of Major Crypto-assets, Clean Energy, and Technology Indices in Diversified Portfolios," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 2, pages 480-490, March.
• Nurkhodzha Akbulaev & Elshan Mammadli & Gadir Bayramli, 2022, "The Effect of Energy Prices on Stock Indices in the Period of COVID-19: Evidence from Russia, Turkey, Brazil, and India," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 3, pages 262-269, May.
• Ikhlaas Gurrib & Firuz Kamalov & Elgilani E. Alshareif, 2022, "High Frequency Return and Risk Patterns in U.S. Sector ETFs during COVID-19," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 5, pages 441-456, September.
• Wakil, Gulraze & Petruska, Karin A., 2022, "Does mandatory IFRS adoption affect large and small public firms' accounting quality differently? Evidence from Canada," Advances in accounting, Elsevier, volume 57, issue C, DOI: 10.1016/j.adiac.2022.100598.
• Nguyen, Lan Thi Mai & Cheong, Chee Seng & Zurbruegg, Ralf, 2022, "The heterogeneous impact of industry concentration on analyst performance," Advances in accounting, Elsevier, volume 59, issue C, DOI: 10.1016/j.adiac.2022.100629.
• Kim, Myeong Hyeon & Kim, Young Min & Yang, Kisung, 2022, "Understanding BOXPI — Industry portfolio perspectives," Journal of Asian Economics, Elsevier, volume 81, issue C, DOI: 10.1016/j.asieco.2022.101500.
• Machus, Tobias & Mestel, Roland & Theissen, Erik, 2022, "Heroes, just for one day: The impact of Donald Trump’s tweets on stock prices," Journal of Behavioral and Experimental Finance, Elsevier, volume 33, issue C, DOI: 10.1016/j.jbef.2021.100594.
• Goutte, Maud-Rose, 2022, "Do actions speak louder than words? Evidence from microblogs," Journal of Behavioral and Experimental Finance, Elsevier, volume 33, issue C, DOI: 10.1016/j.jbef.2021.100619.
• Chang, Yen-Cheng & Shao, Ran & Wang, Na, 2022, "Can stock message board sentiment predict future returns? Local versus nonlocal posts," Journal of Behavioral and Experimental Finance, Elsevier, volume 34, issue C, DOI: 10.1016/j.jbef.2022.100625.
• Peng, Zhe & Yang, Yahui & Wu, Renshui, 2022, "The Luckin Coffee scandal and short selling attacks," Journal of Behavioral and Experimental Finance, Elsevier, volume 34, issue C, DOI: 10.1016/j.jbef.2022.100629.
• Pham, Man Duy (Marty), 2022, "Management connection and firm performance: Evidence from Global Financial Crisis," Journal of Behavioral and Experimental Finance, Elsevier, volume 34, issue C, DOI: 10.1016/j.jbef.2022.100636.
• Brown, Anna Bergman & Lin, Guoyu & Zhou, Aner, 2022, "Analysts’ forecast optimism: The effects of managers’ incentives on analysts’ forecasts," Journal of Behavioral and Experimental Finance, Elsevier, volume 35, issue C, DOI: 10.1016/j.jbef.2022.100708.
• Yousaf, Imran & Patel, Ritesh & Yarovaya, Larisa, 2022, "The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 35, issue C, DOI: 10.1016/j.jbef.2022.100723.
• Nagula, Pavan Kumar & Alexakis, Christos, 2022, "A new hybrid machine learning model for predicting the bitcoin (BTC-USD) price," Journal of Behavioral and Experimental Finance, Elsevier, volume 36, issue C, DOI: 10.1016/j.jbef.2022.100741.
• Chen, Xiaomeng Charlene & Hellmann, Andreas & Sood, Suresh, 2022, "A framework for analyst economic incentives and cognitive biases: Origination of the walk-down in earnings forecasts," Journal of Behavioral and Experimental Finance, Elsevier, volume 36, issue C, DOI: 10.1016/j.jbef.2022.100759.
• Alexandridis, George & Hoepner, Andreas G.F. & Huang, Zhenyi & Oikonomou, Ioannis, 2022, "Corporate social responsibility culture and international M&As," The British Accounting Review, Elsevier, volume 54, issue 1, DOI: 10.1016/j.bar.2021.101035.
• Wong, Jin Boon & Zhang, Qin, 2022, "Stock market reactions to adverse ESG disclosure via media channels," The British Accounting Review, Elsevier, volume 54, issue 1, DOI: 10.1016/j.bar.2021.101045.
• Zhao, Chen & Li, Yubin & Govindaraj, Suresh & Zhong, Zhaodong (Ken), 2022, "CDS trading and analyst optimism," The British Accounting Review, Elsevier, volume 54, issue 4, DOI: 10.1016/j.bar.2022.101109.
• Liu, Wei & Tian, Gary Gang, 2022, "Controlling shareholder share pledging and the cost of equity capital: Evidence from China," The British Accounting Review, Elsevier, volume 54, issue 6, DOI: 10.1016/j.bar.2021.101057.
• He, Wen & Zhang, Feida, 2022, "Languages and dividends," The British Accounting Review, Elsevier, volume 54, issue 6, DOI: 10.1016/j.bar.2022.101132.
• Nguyen, Phuong L. & Galpin, Neal & Twite, Garry, 2022, "New active blockholders and adjustment of CEO relative incentive ratios," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102127.
• Dang, Viet Anh & Lee, Edward & Liu, Yangke & Zeng, Cheng, 2022, "Bank deregulation and stock price crash risk," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102148.
• Onali, Enrico & Mascia, Danilo V., 2022, "Corporate diversification and stock risk: Evidence from a global shock," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102150.
• Roy, Partha P. & Rao, Sandeep & Zhu, Min, 2022, "Mandatory CSR expenditure and stock market liquidity," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2022.102158.
• Dumitrescu, Ariadna & Zakriya, Mohammed, 2022, "Governance, information flow, and stock returns," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2022.102168.
• Artikis, Panagiotis G. & Diamantopoulou, Lydia & Papanastasopoulos, Georgios A. & Sorros, John N., 2022, "Asset growth and stock returns in european equity markets: Implications of investment and accounting distortions," Journal of Corporate Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.jcorpfin.2022.102193.
• Blomkvist, Magnus & Korkeamäki, Timo & Takalo, Tuomas, 2022, "Learning and staged equity financing," Journal of Corporate Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jcorpfin.2022.102217.
• Betton, Sandra & El Meslmani, Nabil & Switzer, Lorne N., 2022, "Volatility of implied volatility and mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jcorpfin.2022.102243.
• Bao, Yangming, 2022, "Peer information in loan pricing," Journal of Corporate Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jcorpfin.2022.102248.
• Li, Donghui & Xing, Lu & Zhao, Yang, 2022, "Does extended auditor disclosure deter managerial bad-news hoarding? Evidence from crash risk," Journal of Corporate Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jcorpfin.2022.102256.
• Hou, Qingsong & Li, Weifang & Teng, Min & Hu, May, 2022, "Just a short-lived glory?The effect of China's anti-corruption on the accuracy of analyst earnings forecasts," Journal of Corporate Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jcorpfin.2022.102279.
• Hao, (Grace) Qing & Li, Keming, 2022, "Options trading and earnings management: Evidence from the penny pilot program," Journal of Corporate Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jcorpfin.2022.102290.
• Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2022, "Media-expressed tone, option characteristics, and stock return predictability," Journal of Economic Dynamics and Control, Elsevier, volume 134, issue C, DOI: 10.1016/j.jedc.2021.104290.
• Kang, Junqing & Lin, Shen & Xiong, Xiong, 2022, "What drives intraday reversal? illiquidity or liquidity oversupply?," Journal of Economic Dynamics and Control, Elsevier, volume 136, issue C, DOI: 10.1016/j.jedc.2022.104313.
• Chen, Zilin & Chu, Liya & Liang, Dawei & Tu, Jun, 2022, "Far away from home: Investors’ underreaction to geographically dispersed information," Journal of Economic Dynamics and Control, Elsevier, volume 136, issue C, DOI: 10.1016/j.jedc.2022.104325.
• Strobl, Günter, 2022, "A theory of procyclical market liquidity," Journal of Economic Dynamics and Control, Elsevier, volume 138, issue C, DOI: 10.1016/j.jedc.2022.104326.
• Basso, Henrique S., 2022, "Asset holdings, information aggregation in secondary markets and credit cycles," Journal of Economic Dynamics and Control, Elsevier, volume 138, issue C, DOI: 10.1016/j.jedc.2022.104361.
• Zema, Sebastiano Michele, 2022, "Directed acyclic graph based information shares for price discovery," Journal of Economic Dynamics and Control, Elsevier, volume 139, issue C, DOI: 10.1016/j.jedc.2022.104434.
• Arifovic, Jasmina & He, Xue-zhong & Wei, Lijian, 2022, "Machine learning and speed in high-frequency trading," Journal of Economic Dynamics and Control, Elsevier, volume 139, issue C, DOI: 10.1016/j.jedc.2022.104438.
• Choi, Jae Hoon & Munro, David, 2022, "Market liquidity and excess volatility: Theory and experiment," Journal of Economic Dynamics and Control, Elsevier, volume 139, issue C, DOI: 10.1016/j.jedc.2022.104442.
• Li, Frank Weikai & Sun, Chengzhu, 2022, "Information acquisition and expected returns: Evidence from EDGAR search traffic," Journal of Economic Dynamics and Control, Elsevier, volume 141, issue C, DOI: 10.1016/j.jedc.2022.104384.
• He, Xue-Zhong & Lin, Shen, 2022, "Reinforcement Learning Equilibrium in Limit Order Markets," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104497.
• Xu, Liao & Pu, Wenyan, 2022, "ETFs, arbitrage activity, and stock market efficiency: Evidence from Chinese CSI 300 ETFs," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 1-9, DOI: 10.1016/j.eap.2021.10.015.
• Mensi, Walid & Naeem, Muhammad Abubakr & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 331-344, DOI: 10.1016/j.eap.2021.11.015.
• Ali, Syed Riaz Mahmood & Mensi, Walid & Anik, Kaysul Islam & Rahman, Mishkatur & Kang, Sang Hoon, 2022, "The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 345-372, DOI: 10.1016/j.eap.2021.11.009.
• Prodromou, Tina & Westerholm, P. Joakim, 2022, "Are high frequency traders responsible for extreme price movements?," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 94-111, DOI: 10.1016/j.eap.2021.11.001.
• Ho, Kung-Cheng & Yao, Chia-ling & Zhao, Chenfang & Pan, Zikui, 2022, "Modern health pandemic crises and stock price crash risk," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 448-463, DOI: 10.1016/j.eap.2022.03.010.
• Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 702-715, DOI: 10.1016/j.eap.2022.04.001.
• Maeda, Kou & Shino, Junnosuke & Takahashi, Koji, 2022, "Counteracting large-scale asset purchase program: The Bank of Japan’s ETF purchases and securities lending," Economic Analysis and Policy, Elsevier, volume 75, issue C, pages 563-576, DOI: 10.1016/j.eap.2022.06.007.
• Baek, Seungjun, 2022, "Optimal policy in lemon markets with flexible information acquisition," Economic Modelling, Elsevier, volume 106, issue C, DOI: 10.1016/j.econmod.2021.105669.
• Pal, Debdatta, 2022, "Does hospitality industry stock volatility react asymmetrically to health and economic crises?," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2021.105739.
• Shi, Yang & Chen, Shu & Liu, Ruiming & Kang, Yankun, 2022, "Fund renaming and fund flows: Evidence from China's stock market crash in 2015," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105771.
• He, Jingbin & Ma, Xinru & Wei, Qu, 2022, "Firm-level short selling and the local COVID-19 pandemic: Evidence from China," Economic Modelling, Elsevier, volume 113, issue C, DOI: 10.1016/j.econmod.2022.105896.
• Li, Zhiyong & Rao, Xiao, 2022, "Evaluating asset pricing models: A revised factor model for China," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106001.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Ghardallou, Wafa & Umar, Zaghum, 2022, "Is greenness an optimal hedge for sectoral stock indices?," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106030.
• Richardson, Grant & Obaydin, Ivan & Liu, Chelsea, 2022, "The effect of accounting fraud on future stock price crash risk," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106072.
• Goebel, Joseph M. & Kemper, Kristopher J., 2022, "Credit rating changes and debt structure," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101558.
• Chao, Ching-Hsiang & Huang, Chih-Jen & Ho, Ruey-Jenn & Huang, Hsin-Yi, 2022, "Catering to investors through capital expenditures: Testing assets substitution problem around financing," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101561.
• Bruzgė, Rasa & Šapkauskienė, Alfreda, 2022, "Network analysis on Bitcoin arbitrage opportunities," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101562.
• Li, Zijian & Meng, Qiaoyu, 2022, "Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101565.
• Kamada, Koichiro & Kurosaki, Tetsuo & Miura, Ko & Yamada, Tetsuya, 2022, "Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101569.
• Ho, Kung-Cheng & Lee, Shih-Cheng & Sun, Ping-Wen, 2022, "Disclosure quality, price efficiency, and expected returns," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101573.
• Aloui, Chaker & Asadov, Alam & Al-kayed, Lama & Hkiri, Besma & Danila, Nevi, 2022, "Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101585.
• Pan, Qunxing & Mei, Xiaowen & Gao, Tianqing, 2022, "Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101591.
• Yan, Meng & Chen, Jian & Song, Victor & Xu, Ke, 2022, "Trade friction and price discovery in the USD–CAD spot and forward markets," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101628.
• Jiang, Ying & Liu, Hong, 2022, "Insider trading, overconfidence, and private information flow," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101664.
• Chang, Meng-Shiuh & Ju, Peijie & Liu, Yilei & Hsueh, Shao-Chieh, 2022, "Determining hedges and safe havens for stocks using interval analysis," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101671.
• Wu, Xinyu & Xie, Haibin & Zhang, Huanming, 2022, "Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101703.
• Dash, Saumya Ranjan & Maitra, Debasish, 2022, "The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101712.
• Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2022, "Scheduled macroeconomic news announcements and intraday market sentiment," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101739.
• Caporin, Massimiliano & Poli, Francesco, 2022, "News and intraday jumps: Evidence from regularization and class imbalance," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101743.
• Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai, 2022, "IPO performance and the size effect: Evidence for the US and Canada," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101744.
• Dong, Zibing & Li, Yanshuang & Zhuang, Xintian & Wang, Jian, 2022, "Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101753.
• Hu, May & Tuilautala, Mataiasi & Yang, Jingjing & Zhong, Qian, 2022, "Asymmetric information and inside management trading in the Chinese market," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101756.
• Huang, Shuyang & Zeng, Ming, 2022, "Political sentiment and MAX effect," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101760.
• Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101773.
• Zhao, Wandi & Gao, Yang & Wang, Mingjin, 2022, "Measuring liquidity with return volatility: An analytical approach based on heavy-tailed Censored-GARCH model," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101774.
• Maitra, Debasish & Ur Rehman, Mobeen & Ranjan Dash, Saumya & Hoon Kang, Sang, 2022, "Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101776.
• Pérez-Rodríguez, Jorge V. & Sosvilla-Rivero, Simón & Andrada-Felix, Julián & Gómez-Déniz, Emilio, 2022, "Searching for informed traders in stock markets: The case of Banco Popular," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101791.
• Li, Jinfang, 2022, "The sentiment pricing dynamics with short-term and long-term learning," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101812.
• Fasanya, Ismail & Adekoya, Oluwasegun & Oyewole, Oluwatomisin & Adegboyega, Soliu, 2022, "Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101830.
• Yi, Biao & Guo, Shuxin, 2022, "Common analyst links and predictable returns: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101832.
• He, Feng & Feng, Yaqian & Hao, Jing, 2022, "Information disclosure source, investors’ searching and stock price crash risk," Economics Letters, Elsevier, volume 210, issue C, DOI: 10.1016/j.econlet.2021.110202.
• Anand, Abhinav & Pathak, Jalaj, 2022, "The role of Reddit in the GameStop short squeeze," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110249.
• Li, Jianhui & Ruan, Xinfeng & Zhang, Jin E., 2022, "The price of COVID-19-induced uncertainty in the options market," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110265.
• Liu, Sha & Gaskell, Paul & McGroarty, Frank, 2022, "Where and about what? Price relevant narratives depend on topic and media type," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110363.
• Shi, Ning & Wang, Ying & Chen, Wenzhe, 2022, "Many hands make light work: Evidence from China’s anti-epidemic bonds," Economics Letters, Elsevier, volume 214, issue C, DOI: 10.1016/j.econlet.2022.110426.
• Neto, David, 2022, "Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story," Economics Letters, Elsevier, volume 214, issue C, DOI: 10.1016/j.econlet.2022.110460.
• Ho, Ken C. & Gao, Yibo & Gu, Qiying & Yang, Da, 2022, "Covid-19 vaccine approvals and stock market returns: The case of Chinese stocks," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110466.
• Wan, Xiaoyuan & Zhang, Jiachen, 2022, "The effect of relaxing daily price limit: Evidence from the ChiNext market of China," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110509.
• Boungou, Whelsy & Yatié, Alhonita, 2022, "The impact of the Ukraine–Russia war on world stock market returns," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110516.
• Mohamad, Azhar, 2022, "Safe flight to which haven when Russia invades Ukraine? A 48-hour story," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110558.
• Basnet, Anup & Blomkvist, Magnus & Galariotis, Emilios, 2022, "The role of ESG in the decision to stay or leave the market of an invading country: The case of Russia," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110636.
• Caiazza, Stefano & Fiordelisi, Franco & Galloppo, Giuseppe & Ricci, Ornella, 2022, "Informal central bank communication: The role of investor memories," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110632.
• Glambosky, Mina & Peterburgsky, Stanley, 2022, "Corporate activism during the 2022 Russian invasion of Ukraine," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110650.
• Wan, Zhao & Tian, Haowen, 2022, "The effect of the COVID-19 pandemic on information disclosure: Evidence from China," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110678.
• Jansen, Ivo Ph. & Nikiforov, Andrei L., 2022, "Intertemporal variation in abnormal volume around earnings announcements: “Distraction” or “flocking-and-dispersing”?," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110722.
• Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022, "Valuation of European firms during the Russia–Ukraine war," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110750.
• Velásquez, Jorge Sepúlveda & Griñen, Pablo Tapia & Henríquez, Boris Pastén, 2022, "Emerging market dynamics in H1N1 and COVID-19 pandemics," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110766.
• Adra, Samer & Barbopoulos, Leonidas G., 2022, "Monetary shocks and the analyst coverage of the firm," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110776.
• Lee, Eugenia Y. & Ha, Wonsuk, 2022, "Electronic voting and strategic disclosure before shareholder meetings," Economics Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.econlet.2022.110839.
• Borghesi, Richard & Naranjo, Andy & Ryngaert, Michael, 2022, "What are the odds? Underdog brands are consumer favorites," Economics Letters, Elsevier, volume 221, issue C, DOI: 10.1016/j.econlet.2022.110914.
• Bada, O. & Kneip, A. & Liebl, D. & Mensinger, T. & Gualtieri, J. & Sickles, R.C., 2022, "A wavelet method for panel models with jump discontinuities in the parameters," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 399-422, DOI: 10.1016/j.jeconom.2021.09.006.
• Zhang, Congshan & Li, Jia & Bollerslev, Tim, 2022, "Occupation density estimation for noisy high-frequency data," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 189-211, DOI: 10.1016/j.jeconom.2020.05.013.
• Andersen, Torben G. & Archakov, Ilya & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2022, "Local mispricing and microstructural noise: A parametric perspective," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 510-534, DOI: 10.1016/j.jeconom.2021.06.006.
• Hantzsche, Arno, 2022, "Fiscal uncertainty and sovereign credit risk," European Economic Review, Elsevier, volume 148, issue C, DOI: 10.1016/j.euroecorev.2022.104245.
• Ryu, Doojin & Yang, Heejin & Yu, Jinyoung, 2022, "Insider trading and information asymmetry: Evidence from the Korea Exchange," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100847.
• Jin, Xiaoye, 2022, "Testing technical trading strategies on China's equity ETFs: A skewness perspective," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100864.
• Eraslan, Veysel & Omole, John & Sensoy, Ahmet & Ozdamar, Melisa, 2022, "Other people's money: A comparison of institutional investors," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100914.
• Cong, Yunyu & Sun, Fangfang & Wang, Fusheng & Ye, Qiang, 2022, "Information assimilation and stock return synchronicity: Evidence from an investor relations management platform," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100937.
• Yang, Baohua & Zhou, Yingluo & Zhou, Zhong-Guo, 2022, "Strategic behavior of insiders in initial underpricing and long-run underperformance," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100940.
• Bian, Jiangze & Su, Tie & Wang, Jun, 2022, "Non-marketability and one-day selling lockup," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 1-23, DOI: 10.1016/j.jempfin.2021.10.006.
• Cenesizoglu, Tolga & Dionne, Georges & Zhou, Xiaozhou, 2022, "Asymmetric effects of the limit order book on price dynamics," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 77-98, DOI: 10.1016/j.jempfin.2021.11.002.
• Ismailescu, Iuliana & Col, Burcin, 2022, "Cross-border M&As and credit risk: Evidence from the CDS market," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 51-73, DOI: 10.1016/j.jempfin.2021.12.002.
• Tsang, Kwok Ping & Yang, Zichao, 2022, "Do connections pay off in the bitcoin market?," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2022.02.001.
• Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik, 2022, "The anatomy of a fee change — evidence from cryptocurrency markets," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 152-167, DOI: 10.1016/j.jempfin.2022.03.003.
• Brøgger, Søren Bundgaard, 2022, "Dynamic risk management and asset comovement," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 60-77, DOI: 10.1016/j.jempfin.2022.01.003.
• Hao, Rubin & Liao, Guanmin & Ding, Wenhong & Guan, Wei, 2022, "The informativeness of regional GDP announcements: Evidence from China," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 78-99, DOI: 10.1016/j.jempfin.2022.03.001.
• Jiao, Yawen, 2022, "Decision-based trades: An analysis of institutional investors’ information advantages," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 104-115, DOI: 10.1016/j.jempfin.2022.07.009.
• Gu, Chen & Chen, Denghui & Stan, Raluca & Shen, Aizhong, 2022, "It is not just What you say, but How you say it: Why tonality matters in central bank communication," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 216-231, DOI: 10.1016/j.jempfin.2022.07.008.
• Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik, 2022, "Bitcoin unchained: Determinants of cryptocurrency exchange liquidity," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 106-122, DOI: 10.1016/j.jempfin.2022.08.004.
• Kwon, Kyung Yoon & Min, Byoung-Kyu & Sun, Chenfei, 2022, "Enhancing the profitability of lottery strategies," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 166-184, DOI: 10.1016/j.jempfin.2022.09.003.
• Lin, Tse-Chun & Liu, Jinyu & Ni, Xiaoran, 2022, "Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 185-207, DOI: 10.1016/j.jempfin.2022.09.005.
• Liu, Chang & Liu, Yuan & Zhang, Dayong & Xie, Chunping, 2022, "The capital market responses to new energy vehicle (NEV) subsidies: An event study on China," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105677.
• Clerides, Sofronis & Krokida, Styliani-Iris & Lambertides, Neophytos & Tsouknidis, Dimitris, 2022, "What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105743.
• Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022, "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2021.105258.
• Akyildirim, Erdinc & Cepni, Oguzhan & Molnár, Peter & Uddin, Gazi Salah, 2022, "Connectedness of energy markets around the world during the COVID-19 pandemic," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105900.
• Wang, Jing & Rickman, Dan S. & Yu, Yihua, 2022, "Dynamics between global value chain participation, CO2 emissions, and economic growth: Evidence from a panel vector autoregression model," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105965.
• Sohag, Kazi & Hammoudeh, Shawkat & Elsayed, Ahmed H. & Mariev, Oleg & Safonova, Yulia, 2022, "Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106068.
• Zhang, Ziqi & Su, Zhi & Wang, Ke & Zhang, Yongji, 2022, "Corporate environmental information disclosure and stock price crash risk: Evidence from Chinese listed heavily polluting companies," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106116.
• Shao, Mingao & Hua, Yongjun, 2022, "Price discovery efficiency of China's crude oil futures: Evidence from the Shanghai crude oil futures market," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106172.
• Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022, "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106174.
• Zhu, Qi & Jin, Sisi & Huang, Yuxuan & Yan, Cheng, 2022, "Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106197.
• Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2022, "The growth of oil futures in China: Evidence of market maturity through global crises," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106243.
• Xie, Qichang & Tang, Guoqiang, 2022, "Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106250.
• Tian, Maoxi & Alshater, Muneer M. & Yoon, Seong-Min, 2022, "Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106341.
• Zhang, Xiqian & Wilson, Clevo, 2022, "Transition from brown to green: Analyst optimism, investor discount, and Paris Agreement," Energy Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.eneco.2022.106391.
• Borghesi, S. & Castellini, M. & Comincioli, N. & Donadelli, M. & Gufler, I. & Vergalli, S., 2022, "European green policy announcements and sectoral stock returns," Energy Policy, Elsevier, volume 166, issue C, DOI: 10.1016/j.enpol.2022.113004.
• Wang, Xiao-Qing & Su, Chi-Wei & Lobonţ, Oana-Ramona & Li, Hao & Nicoleta-Claudia, Moldovan, 2022, "Is China's carbon trading market efficient? Evidence from emissions trading scheme pilots," Energy, Elsevier, volume 245, issue C, DOI: 10.1016/j.energy.2022.123240.
• Wang, Jianli & Qiu, Shushu & Yick, Ho Yin, 2022, "The influence of the Shanghai crude oil futures on the global and domestic oil markets," Energy, Elsevier, volume 245, issue C, DOI: 10.1016/j.energy.2022.123271.
• Ren, Xiaohang & Li, Yiying & Qi, Yinshu & Duan, Kun, 2022, "Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics," Energy, Elsevier, volume 254, issue PB, DOI: 10.1016/j.energy.2022.124172.
• Khan, Khalid & Su, Chi-Wei & Khurshid, Adnan & Umar, Muhammad, 2022, "COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis," Energy, Elsevier, volume 256, issue C, DOI: 10.1016/j.energy.2022.124607.
• Tampakoudis, Ioannis & Nerantzidis, Michail & Artikis, Panagiotis & Kiosses, Nikolaos, 2022, "The effect of board size on shareholder value: Evidence from bank mergers and acquisitions," European Management Journal, Elsevier, volume 40, issue 6, pages 883-894, DOI: 10.1016/j.emj.2022.09.002.
• Ismail, Ahmad & Mavis, Christos P., 2022, "A new method for measuring CEO overconfidence: Evidence from acquisitions," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101964.
• Zhang, Qiyu & Zhang, Xiaoxiang & Chen, Ding & Strange, Roger, 2022, "Market discipline or rent extraction: Impacts of share trading by foreign institutional investors in different corporate governance and investor protection environments," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101965.
• Dzhambova, Krastina & Tao, Ran & Yuan, Yuan, 2022, "Price leadership and asynchronous movements of multi-market listed stocks," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101970.
• Smales, L.A., 2022, "Investor attention in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101972.
• Ahmad, Fawad & Oriani, Raffaele, 2022, "Investor attention, information acquisition, and value premium: A mispricing perspective," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101976.
• Kadıoğlu, Eyüp & Frömmel, Michael, 2022, "Manipulation in the bond market and the role of investment funds: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102000.