Research classified by Journal of Economic Literature (JEL) codes

2021

• Schmeling, Maik & Medhat, Mamdouh, 2021, "Short-term Momentum," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15857, Feb.
• Laeven, Luc & Baron, Matthew & Penasse, Julien & Usenko, Yevhenii, 2021, "Investing in Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15858, Feb.
• Bianchi, Francesco & Kung, Howard & Gomez Cram, Roberto, 2022, "Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16034, Jan.
• Sarno, Lucio & Cespa, Giovanni & Gargano, Antonio & Riddiough, Steven, 2021, "Foreign Exchange Volume," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16128, May.
• Mele, Antonio & Sangiorgi, Francesco, 2021, "Insider Trading Regulation and Market Quality Tradeoffs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16179, May.
• Wagner, Alexander F. & Barth, Andreas & Laturnus, Valerie & Mansouri, Sasan, 2021, "Conflicted Analysts and Initial Coin Offerings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16200, May.
• Rey, Hélène & Jamilov, Rustam & Tahoun, Ahmed, 2021, "The Anatomy of Cyber Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16217, Jun.
• Kosowski, Robert & Della Corte, Pasquale & Rapanos, Nikolaos, 2021, "Best Short," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16319, Jul.
• Rossi, Stefano & Yun, Hayong & Liu, Yubo, 2021, "Insurance Companies and the Propagation of Liquidity Shocks to the Real Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16322, Jul.
• Becht, Marco & Franks, Julian & Wagner, Hannes, 2021, "The Benefits of Access: Evidence from Private Meetings with Portfolio Firms," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16337, Jul.
• Johannesen, Niels & Andersen, Asger Lau & Sheridan, Adam, 2021, "Dynamic Spending Responses to Wealth Shocks: Evidence from Quasi-lotteries on the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16338, Jul.
• Pástor, LuboÅ¡ & Stambaugh, Robert F. & Taylor, Lucian & Zhu, Min, 2021, "Diseconomies of Scale in Active Management: Robust Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16376, Jul.
• Balasubramaniam, Vimal & Campbell, John Y & Ranish, Benjamin, 2021, "Who Owns What? A Factor Model for Direct Stockholding," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16378, Jul.
• Taylor, Mark & Filippou, Ilias, 2021, "Pricing Ethics in the Foreign Exchange Market: Environmental, Social and Governance Ratings and Currency Premia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16392, Jul.
• Schürhoff, Norman & Livdan, Dmitry & Hendershott, Terrence, 2021, "Do we need dealers in OTC markets?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16437, Aug.
• Bergemann, Dirk & Ottaviani, Marco, 2021, "Information Markets and Nonmarkets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16459, Aug.
• Baumeister, Christiane, 2021, "Measuring Market Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16520, Sep.
• Ströbel, Johannes & Wurgler, Jeffrey, 2021, "What do you think about climate finance?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16622, Oct.
• Banerjee, Shantanu & Dasgupta, Sudipto & Shi, Rui, 2022, "The Dark Side of Stakeholder Influence: The Surprising Effect of Customer Fraud on Suppliers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16701, Feb.
• Pagano, Marco & mengoli, stefano & Pattitoni, Pierpaolo, 2021, "The Geography of Investor Attention," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16747, Nov.
• Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16751, Nov.
• Grennan, Jillian & Michaely, Roni, 2021, "FinTechs and the Market for Financial Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 6, pages 1877-1907, September.
• Dong, Ming & Hirshleifer, David & Teoh, Siew Hong, 2021, "Misvaluation and Corporate Inventiveness," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 8, pages 2605-2633, December.
• Doan, Minh Phuong & Sercu, Piet, 2021, "Merging One's Way to the Top: AB Inbev versus Heineken," Journal of Wine Economics, Cambridge University Press, volume 16, issue 1, pages 32-55, February.
• Erl, Ludwig & Kiesel, Florian, 2021, "Divestiture and Its Market Reaction in a Consolidating Industry: The Global Brewing Industry," Journal of Wine Economics, Cambridge University Press, volume 16, issue 3, pages 239-259, August.
• Dirk Bergemann & Marco Ottaviani, 2021, "Information Markets and Nonmarkets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2296, Aug.
• Kiesel, F. & Kolaric, S. & Norden, L. & Schiereck, D., 2021, "To change or not to change? The CDS market response of firms on credit watch," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 125502, Apr.
• Kolaric, S. & Kiesel, F. & Ongena, S., 2021, "Market Discipline through Credit Ratings and Too‐Big‐to‐Fail in Banking," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 125503, Feb.
• Flore, C. & Degryse, H. & Kolaric, S. & Schiereck, D., 2021, "Forgive me all my sins: How penalties imposed on banks travel through markets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 125507, Feb.
• Tanja Artiga Gonzalez & Teodor Dyakov & Justus Inhoffen & Evert Wipplinger, 2021, "Crowding of International Mutual Funds," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1937.
• Madelaine, Alexandre & Paugam, Luc & Stolowy, Hervé & Zhao, Wuyang, 2021, "Pessimistic Target Prices by Short Sellers," HEC Research Papers Series, HEC Paris, number 1445, Dec, DOI: 10.2139/ssrn.3978136.
• Jung, Alexander & Kühl, Patrick, 2021, "Can central bank communication help to stabilise inflation expectations?," Working Paper Series, European Central Bank, number 2547, May.
• Baron, Matthew & Laeven, Luc & Pénasse, Julien & Usenko, Yevhenii, 2021, "Investing in crises," Working Paper Series, European Central Bank, number 2548, May.
• Fernandes, Cecilia Melo, 2021, "ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty," Working Paper Series, European Central Bank, number 2582, Aug.
• Ben-David, Itzhak & Franzoni, Francesco A. & Kim, Byungwook & Moussawi, Rabih, 2021, "Competition for Attention in the ETF Space," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-01, Mar.
• Gokkaya, Sinan & Liu, Xi & Stulz, Rene M., 2021, "Do Firms with Specialized M&A Staff Make Better Acquisitions?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-06, Apr.
• Bennett, Benjamin & Stulz, Rene M. & Wang, Zexi, 2021, "Keeping Up with the Joneses and the Real Effects of S&P 500 Inclusion," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-07, May.
• Ben-David, Itzhak & Kim, Byungwook & Moussawi, Hala & Roulstone, Darren T., 2021, "Corporate Transactions in Hard-to-Value Stocks," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-16, Sep.
• Sanz, Leandro, 2021, "Cross-Border Activities as a Source of Information: Evidence from Insider Trading during the COVID-19 Crisis," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-20, Dec.
• Copeland, Adam & Duffie, Darrell & Yang, Yilin (David), 2021, "Reserves Were Not So Ample after All," Research Papers, Stanford University, Graduate School of Business, number 3974, Jul.
• Kepler, John D. & Nikolaev, Valeri V. & Scott-Hearn, Nicholas, 2021, "Quality Transparency and Healthcare Competition," Research Papers, Stanford University, Graduate School of Business, number 4007, Nov.
• Qian Chen & Xiang Gao & Gangchen Liu, 2021, "Limited Attention and Post-Earnings Announcement Drift: Evidence from China s Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 1, pages 1-17.
• Mai Ahmed Abdelzaher, 2021, "Study the Efficiency Hypothesis in the Egyptian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 1, pages 18-25.
• Dilesha Nawadali Rathnayake & Jiang Dan & Pierre Axel Louemb & Otek Ntsama Ursule Yvanna, 2021, "How Does Internet Finance Influence the Monetary Policy? Evidence from China," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 1, pages 94-100.
• Garrison Hongyu Song & Ajeet Jain, 2021, "Revisit Closed-End Fund Puzzles via Dynamic Capital Mobility," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 4, pages 1-10.
• Levon Goukasian & Emily Jian Huang & Qingzhong Ma & Wei Zhang, 2021, "Anchoring and Risk Factors," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 4, pages 82-96.
• Sanjeeta Shirodkar & Guntur Anjana Raju, 2021, "Futures Trading, Spot Price Volatility and Structural Breaks: Evidence from Energy Sector," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 230-239.
• Bilal Ahmed Memon & Rabia Tahir, 2021, "Examining Network Structures and Dynamics of World Energy Companies in Stock Markets: A Complex Network Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 329-344.
• Eiler, Lisa A. & Filzen, Joshua J. & Jackson, Mark & Tama-Sweet, Isho, 2021, "Real earnings management and the properties of analysts' forecasts," Advances in accounting, Elsevier, volume 55, issue C, DOI: 10.1016/j.adiac.2021.100566.
• Xu, Xiaohui & Wang, Fang & Chen, Xiaohua & Yang, Gaoju, 2021, "Does managerial ability matter for cross-border M&As: Evidence from Chinese listed firms," Journal of Asian Economics, Elsevier, volume 74, issue C, DOI: 10.1016/j.asieco.2021.101302.
• Manger, Mark S. & Matthews, J. Scott, 2021, "Knowing when to splurge: Precautionary saving and Chinese-Canadians," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101367.
• Li, Miao & Xiong, Tao, 2021, "Dynamic price discovery in Chinese agricultural futures markets," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101370.
• Nguyen, Hung T. & Pham, Mia Hang, 2021, "Air pollution and behavioral biases: Evidence from stock market anomalies," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100441.
• Fink, Josef, 2021, "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100446.
• Truong, Quang-Thai & Tran, Quynh-Nhu & Bakry, Walid & Nguyen, Duc Nguyen & Al-Mohamad, Somar, 2021, "Football sentiment and stock market returns: Evidence from a frontier market," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100472.
• Białkowski, Jędrzej & Yaghoubi, Mona, 2021, "The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100480.
• Arumugam, Devika & Krishna Prasanna, P., 2021, "Commonality and contrarian trading among algorithmic traders," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100495.
• Umar, Zaghum & Gubareva, Mariya & Yousaf, Imran & Ali, Shoaib, 2021, "A tale of company fundamentals vs sentiment driven pricing: The case of GameStop," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100501.
• Eom, Yunsung & Hahn, Jaehoon & Sohn, Wook, 2021, "Short sales restrictions and market quality: Evidence from Korea," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100504.
• Prasad, Mason & Bakry, Walid & Varua, Maria Estela, 2021, "Abnormal volatility in seasoned equity offerings during economic disruptions," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100509.
• Chen, Zhongdong & Schmidt, Adam & Wang, Jin’ai, 2021, "Retail investor risk-seeking, attention, and the January effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100511.
• Zhang, Wei & Wang, Pengfei & Li, Yi, 2021, "Bond intraday momentum," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100515.
• Grobys, Klaus & Junttila, Juha, 2021, "Speculation and lottery-like demand in cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101289.
• Baur, Dirk G. & Prange, Philipp & Schweikert, Karsten, 2021, "Flight to quality – Gold mining shares versus gold bullion," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101296.
• Vink, Dennis & Nawas, Mike & van Breemen, Vivian, 2021, "Security design and credit rating risk in the CLO market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101305.
• Gao, Ya & Liao, Chi & Zhang, Ying & Zhang, Zixu, 2021, "The role of investor protections on the value of investment banking relationships: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101313.
• Nguyen, Justin Hung & Shi, Jing, 2021, "Are banks really special? Evidence from a natural experiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101336.
• Battaglia, Francesca & Buchanan, Bonnie G. & Fiordelisi, Franco & Ricci, Ornella, 2021, "Securitization and crash risk: Evidence from large European banks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101339.
• Ly, Kim Cuong & Shimizu, Katsutoshi, 2021, "Did Basel regulation cause a significant procyclicality?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101365.
• Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2021, "Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101377.
• Azmat, Saad & Kabir Hassan, M. & Ali, Haiqa & Sohel Azad, A.S.M., 2021, "Religiosity, neglected risk and asset returns: Theory and evidence from Islamic finance industry," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101294.
• Ferriani, Fabrizio, 2021, "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101391.
• Sapkota, Niranjan & Grobys, Klaus, 2021, "Asset market equilibria in cryptocurrency markets: Evidence from a study of privacy and non-privacy coins," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101402.
• Hou, Xiaohui & Yang, Rui, 2021, "Policy signaling and stock price synchronicity: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101355.
• Tsalavoutas, Ioannis & Tsoligkas, Fanis, 2021, "Uncertainty avoidance and stock price informativeness of future earnings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101410.
• Venmans, Frank, 2021, "The leverage anomaly in U.S. bank stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101425.
• Ibikunle, Gbenga & Li, Youwei & Mare, Davide & Sun, Yuxin, 2021, "Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101435.
• Ligot, Stephanie & Gillet, Roland & Veryzhenko, Iryna, 2021, "Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101437.
• Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat & Young, Martin, 2021, "Do climate risks matter for green investment?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101438.
• Mensi, Walid & Hammoudeh, Shawkat & Vinh Vo, Xuan & Hoon Kang, Sang, 2021, "Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101457.
• Mazza, Paolo & Wang, Shiyu, 2021, "Corporate legal insider trading in China: Performance and determinants," International Review of Law and Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.irle.2021.106024.
• Reiter, Nayana, 2021, "Investor communication and the benefits of cross-listing," Journal of Accounting and Economics, Elsevier, volume 71, issue 1, DOI: 10.1016/j.jacceco.2020.101356.
• Xue, Hao & Zheng, Ronghuo, 2021, "Word-of-mouth communication, noise-driven volatility, and public disclosure," Journal of Accounting and Economics, Elsevier, volume 71, issue 1, DOI: 10.1016/j.jacceco.2020.101363.
• Balakrishnan, Karthik & Shivakumar, Lakshmanan & Taori, Peeyush, 2021, "Analysts’ estimates of the cost of equity capital," Journal of Accounting and Economics, Elsevier, volume 71, issue 2, DOI: 10.1016/j.jacceco.2020.101367.
• Kepler, John D., 2021, "Private communication among competitors and public disclosure," Journal of Accounting and Economics, Elsevier, volume 71, issue 2, DOI: 10.1016/j.jacceco.2021.101387.
• Stephan, Andrew P. & Walther, Beverly R. & Wellman, Laura A., 2021, "Profiting from connections: Do politicians receive stock tips from brokerage houses?," Journal of Accounting and Economics, Elsevier, volume 72, issue 1, DOI: 10.1016/j.jacceco.2021.101401.
• Allee, Kristian D. & Do, Chuong & Sterin, Mikhail, 2021, "Product market competition, disclosure framing, and casting in earnings conference calls," Journal of Accounting and Economics, Elsevier, volume 72, issue 1, DOI: 10.1016/j.jacceco.2021.101405.
• Dyer, Travis A., 2021, "The demand for public information by local and nonlocal investors: Evidence from investor-level data," Journal of Accounting and Economics, Elsevier, volume 72, issue 1, DOI: 10.1016/j.jacceco.2021.101417.
• Ho, Chun-Yu & McCarthy, Patrick & Wang, Yanhao, 2021, "Competition and countervailing power: Evidence from the China Eastern and Shanghai Airlines merger," Journal of Air Transport Management, Elsevier, volume 91, issue C, DOI: 10.1016/j.jairtraman.2020.101990.
• Jain, Pawan & Upadhyay, Arun, 2021, "Are REITs more resilient than non-REITs? Evidence from natural experiments," Japan and the World Economy, Elsevier, volume 58, issue C, DOI: 10.1016/j.japwor.2021.101069.
• Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021, "Country governance and international equity returns," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105986.
• Chen, Zhihua & Wang, Zhen, 2021, "Do firms obtain multiple ratings to hedge against downgrade risk?," Journal of Banking & Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jbankfin.2020.106006.
• Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2021, "The FOMC announcement returns on long-term US and German bond futures," Journal of Banking & Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jbankfin.2020.106027.
• Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik, 2021, "How to measure the liquidity of cryptocurrency markets?," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2020.106041.
• Chen, Jingjing & Jiang, George J. & Yuan, Chaowen & Zhu, Dongming, 2021, "Breaking VIX at open: Evidence of uncertainty creation and resolution," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2021.106060.
• Griffin, Jim & Oberoi, Jaideep & Oduro, Samuel D., 2021, "Estimating the probability of informed trading: A Bayesian approach," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106045.
• Mohrschladt, Hannes, 2021, "The ordering of historical returns and the cross-section of subsequent returns," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106064.
• Kiesel, Florian & Kolaric, Sascha & Norden, Lars & Schiereck, Dirk, 2021, "To change or not to change? The CDS market response of firms on credit watch," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106067.
• Upson, James & McInish, Thomas & IV, B. Hardy Johnson, 2021, "Order based versus level book trade reporting: An empirical analysis," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106074.
• Anghel, Dan Gabriel, 2021, "Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106113.
• Jiang, Chao & Wintoki, M. Babajide & Xi, Yaoyi, 2021, "Insider trading and the legal expertise of corporate executives," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106114.
• Chen, Tsung-Yu & Chou, Pin-Huang & Hsieh, Chia-Hsun & Ghon Rhee, S., 2021, "Momentum life cycle, revisited," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106119.
• Chen, Yu-Lun & Xu, Ke, 2021, "The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106124.
• Bergbrant, Mikael & Kassa, Haimanot, 2021, "Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106126.
• Bianchi, Robert J. & Fan, John Hua & Zhang, Tingxi, 2021, "Investable commodity premia in China," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106127.
• Gkionis, Konstantinos & Kostakis, Alexandros & Skiadopoulos, George & Stilger, Przemyslaw S., 2021, "Positive stock information in out-of-the-money option prices," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106112.
• Broer, Tobias & Kero, Afroditi, 2021, "Collateralization and asset price bubbles when investors disagree about risk," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106137.
• Bodilsen, Simon & Eriksen, Jonas N. & Grønborg, Niels S., 2021, "Asset pricing and FOMC press conferences," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106163.
• Chaboud, Alain & Hjalmarsson, Erik & Zikes, Filip, 2021, "The evolution of price discovery in an electronic market," Journal of Banking & Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jbankfin.2021.106171.
• Schertler, Andrea & Moch, Nils, 2021, "Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices," Journal of Banking & Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jbankfin.2021.106187.
• Van Ness, Bonnie & Van Ness, Robert & Yildiz, Serhat, 2021, "Private information in trades, R2, and large stock price movements," Journal of Banking & Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jbankfin.2021.106194.
• Joenväärä, Juha & Kauppila, Mikko & Kahra, Hannu, 2021, "Hedge fund portfolio selection with fund characteristics," Journal of Banking & Finance, Elsevier, volume 132, issue C, DOI: 10.1016/j.jbankfin.2021.106232.
• Boni, Leslie & Leach, J. Chris & White, Reilly S., 2021, "Crisis and non-crisis short selling and bank enforcement actions," Journal of Banking & Finance, Elsevier, volume 132, issue C, DOI: 10.1016/j.jbankfin.2021.106235.
• Zaremba, Adam & Bianchi, Robert J. & Mikutowski, Mateusz, 2021, "Long-run reversal in commodity returns: Insights from seven centuries of evidence," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106238.
• Chiah, Mardy & Zhong, Angel, 2021, "Tuesday Blues and the day-of-the-week effect in stock returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106243.
• Lin, Hai & Lo, Ingrid & Qiao, Rui, 2021, "Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106252.
• Löffler, Gunter & Norden, Lars & Rieber, Alexander, 2021, "Negative news and the stock market impact of tone in rating reports," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106256.
• Brøgger, Søren Bundgaard, 2021, "The market impact of predictable flows: Evidence from leveraged VIX products," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106280.
• Ruiz-Buforn, Alba & Camacho-Cuena, Eva & Morone, Andrea & Alfarano, Simone, 2021, "Overweighting of public information in financial markets: A lesson from the lab," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106298.
• Demirgüç-Kunt, Asli & Pedraza, Alvaro & Ruiz-Ortega, Claudia, 2021, "Banking sector performance during the COVID-19 crisis," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106305.
• Nnadi, Modestus I. & Sorwar, Ghulam & Eskandari, Rasol & Chizema, Amon, 2021, "Political connections and seasoned equity offerings," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106312.
• Kanungo, Rama Prasad, 2021, "Uncertainty of M&As under asymmetric estimation," Journal of Business Research, Elsevier, volume 122, issue C, pages 774-793, DOI: 10.1016/j.jbusres.2020.07.029.
• Choi, Sanghak & Jung, Hail, 2021, "Does early-life war exposure of a CEO enhance corporate information transparency?," Journal of Business Research, Elsevier, volume 136, issue C, pages 198-208, DOI: 10.1016/j.jbusres.2021.07.019.
• Momtaz, Paul P., 2021, "Entrepreneurial Finance and Moral Hazard: Evidence from Token Offerings," Journal of Business Venturing, Elsevier, volume 36, issue 5, DOI: 10.1016/j.jbusvent.2020.106001.
• Prat, Georges & Uctum, Remzi, 2021, "Term structure of interest rates: Modelling the risk premium using a two horizons framework," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 421-436, DOI: 10.1016/j.jebo.2019.09.006.
• Montone, Maurizio, 2021, "Optimal pricing in the online betting market," Journal of Economic Behavior & Organization, Elsevier, volume 186, issue C, pages 344-363, DOI: 10.1016/j.jebo.2021.04.007.
• Omar, Ayman M.A. & Lambe, Brendan J & Wisniewski, Tomasz Piotr, 2021, "Perceptions of the threat to national security and the stock market," Journal of Economic Behavior & Organization, Elsevier, volume 186, issue C, pages 504-522, DOI: 10.1016/j.jebo.2021.04.010.
• Garz, Marcel & Maaß, Sabrina, 2021, "Cartels in the European Union, antitrust action, and public attention," Journal of Economic Behavior & Organization, Elsevier, volume 186, issue C, pages 533-547, DOI: 10.1016/j.jebo.2021.04.008.
• Duffy, John & Rabanal, Jean Paul & Rud, Olga A., 2021, "The impact of ETFs in secondary asset markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 674-696, DOI: 10.1016/j.jebo.2021.06.003.
• Lennon, Conor & Shohfi, Tom, 2021, "Unbridled spirit: Illicit markets for bourbon whiskey," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 1025-1045, DOI: 10.1016/j.jebo.2021.09.045.
• Philippas, Dionisis & Dragomirescu-Gaina, Catalin & Goutte, Stéphane & Nguyen, Duc Khuong, 2021, "Investors’ attention and information losses under market stress," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 1112-1127, DOI: 10.1016/j.jebo.2021.09.040.
• Zhou, Tong, 2021, "Ambiguity, asset illiquidity, and price variability," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 280-292, DOI: 10.1016/j.jebo.2021.08.034.
• Wang, Wenzhao & Duxbury, Darren, 2021, "Institutional investor sentiment and the mean-variance relationship: Global evidence," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 415-441, DOI: 10.1016/j.jebo.2021.08.029.
• Filippou, Ilias & Taylor, Mark P., 2021, "Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 66-77, DOI: 10.1016/j.jebo.2021.08.037.
• Baars, Maren & Mohrschladt, Hannes, 2021, "An alternative behavioral explanation for the MAX effect," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 868-886, DOI: 10.1016/j.jebo.2021.09.027.
• Vo, Minh T., 2021, "Capital structure and cost of capital when prices affect real investments," Journal of Economics and Business, Elsevier, volume 113, issue C, DOI: 10.1016/j.jeconbus.2020.105944.
• Harjoto, Maretno Agus & Rossi, Fabrizio & Lee, Robert & Sergi, Bruno S., 2021, "How do equity markets react to COVID-19? Evidence from emerging and developed countries," Journal of Economics and Business, Elsevier, volume 115, issue C, DOI: 10.1016/j.jeconbus.2020.105966.
• Zhang, Si Ying, 2021, "Using equity market reactions and network analysis to infer global supply chain interdependencies in the context of COVID-19," Journal of Economics and Business, Elsevier, volume 115, issue C, DOI: 10.1016/j.jeconbus.2020.105974.
• Williams, Kamilah & Brown, Leanora, 2021, "Does information sharing matter? Cross-country evidence on foreign bank presence," Journal of Economics and Business, Elsevier, volume 116, issue C, DOI: 10.1016/j.jeconbus.2020.105977.
• Hiraki, Takato & Honda, Toshiki & Ito, Akitoshi & Liu, Ming, 2021, "Banks, IPO underwriting, and allocation in Japan," Journal of Economics and Business, Elsevier, volume 116, issue C, DOI: 10.1016/j.jeconbus.2021.106005.
• Asriyan, Vladimir & Fuchs, William & Green, Brett, 2021, "Aggregation and design of information in asset markets with adverse selection," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105124.
• Rossi, Stefano & Tinn, Katrin, 2021, "Rational quantitative trading in efficient markets," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105127.
• Rahi, Rohit, 2021, "Information acquisition with heterogeneous valuations," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105155.
• Heumann, Tibor, 2021, "Efficiency in trading markets with multi-dimensional signals," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105156.
• Sadzik, Tomasz & Woolnough, Chris, 2021, "Rational destabilization in a frictionless market," Journal of Economic Theory, Elsevier, volume 192, issue C, DOI: 10.1016/j.jet.2020.105169.
• Xiong, Yan & Yang, Liyan, 2021, "Disclosure, competition, and learning from asset prices," Journal of Economic Theory, Elsevier, volume 197, issue C, DOI: 10.1016/j.jet.2021.105331.
• Calcagno, Riccardo & Heider, Florian, 2021, "Stock-based pay, liquidity, and the role of market making," Journal of Economic Theory, Elsevier, volume 197, issue C, DOI: 10.1016/j.jet.2021.105332.
• Sadzik, Tomasz & Woolnough, Chris, 2021, "Snowballing private information," Journal of Economic Theory, Elsevier, volume 198, issue C, DOI: 10.1016/j.jet.2021.105333.
• Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2021, "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 209-233, DOI: 10.1016/j.jfineco.2020.07.010.
• Bartram, Söhnke M. & Grinblatt, Mark, 2021, "Global market inefficiencies," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 234-259, DOI: 10.1016/j.jfineco.2020.07.011.
• Chalmers, John & Liu, Yu (Steve) & Wang, Z. Jay, 2021, "The difference a day makes: Timely disclosure and trading efficiency in the muni market," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 313-335, DOI: 10.1016/j.jfineco.2020.07.015.
• Wang, Xinjie & Wu, Yangru & Yan, Hongjun & Zhong, Zhaodong (Ken), 2021, "Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 545-560, DOI: 10.1016/j.jfineco.2020.08.004.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2021, "The real value of China’s stock market," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 679-696, DOI: 10.1016/j.jfineco.2020.08.012.
• Kamiya, Shinichi & Kang, Jun-Koo & Kim, Jungmin & Milidonis, Andreas & Stulz, René M., 2021, "Risk management, firm reputation, and the impact of successful cyberattacks on target firms," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 719-749, DOI: 10.1016/j.jfineco.2019.05.019.
• Faccio, Mara & Morck, Randall & Deniz Yavuz, M., 2021, "Business groups and the incorporation of firm-specific shocks into stock prices," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 852-871, DOI: 10.1016/j.jfineco.2020.09.005.
• Aghamolla, Cyrus & An, Byeong-Je, 2021, "Voluntary disclosure with evolving news," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 21-53, DOI: 10.1016/j.jfineco.2020.11.004.
• Bongaerts, Dion & Achter, Mark Van, 2021, "Competition among liquidity providers with access to high-frequency trading technology," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 220-249, DOI: 10.1016/j.jfineco.2020.11.002.
• O'Hara, Maureen & Alex Zhou, Xing, 2021, "The electronic evolution of corporate bond dealers," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 368-390, DOI: 10.1016/j.jfineco.2021.01.001.
• Child, Travers Barclay & Massoud, Nadia & Schabus, Mario & Zhou, Yifan, 2021, "Surprise election for Trump connections," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 676-697, DOI: 10.1016/j.jfineco.2020.12.004.
• Barroso, Pedro & Detzel, Andrew, 2021, "Do limits to arbitrage explain the benefits of volatility-managed portfolios?," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 744-767, DOI: 10.1016/j.jfineco.2021.02.009.
• Cao, Sean Shun & Fang, Vivian W. & (Gillian) Lei, Lijun, 2021, "Negative peer disclosure," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 815-837, DOI: 10.1016/j.jfineco.2021.02.007.
• Noh, Suzie & So, Eric C. & Verdi, Rodrigo S., 2021, "Calendar rotations: A new approach for studying the impact of timing using earnings announcements," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 865-893, DOI: 10.1016/j.jfineco.2021.01.009.
• Armstrong, Will J. & Cardella, Laura & Sabah, Nasim, 2021, "Information shocks, disagreement, and drift," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 916-940, DOI: 10.1016/j.jfineco.2021.02.002.
• Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun, 2021, "Learning from noise: Evidence from India’s IPO lotteries," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 965-986, DOI: 10.1016/j.jfineco.2021.02.003.
• Bogousslavsky, Vincent, 2021, "The cross-section of intraday and overnight returns," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 172-194, DOI: 10.1016/j.jfineco.2020.07.020.
• Mukherjee, Abhiroop & Panayotov, George & Shon, Janghoon, 2021, "Eye in the sky: Private satellites and government macro data," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 234-254, DOI: 10.1016/j.jfineco.2021.03.002.
• Xu, Yongxin & Xuan, Yuhao & Zheng, Gaoping, 2021, "Internet searching and stock price crash risk: Evidence from a quasi-natural experiment," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 255-275, DOI: 10.1016/j.jfineco.2021.03.003.
• Ramachandran, Lakshmi Shankar & Tayal, Jitendra, 2021, "Mispricing, short-sale constraints, and the cross-section of option returns," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 297-321, DOI: 10.1016/j.jfineco.2021.03.006.
• Huang, Dashan & Li, Jiangyuan & Wang, Liyao, 2021, "Are disagreements agreeable? Evidence from information aggregation," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 83-101, DOI: 10.1016/j.jfineco.2021.02.006.
• Harvey, Campbell R. & Liu, Yan, 2021, "Lucky factors," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 413-435, DOI: 10.1016/j.jfineco.2021.04.014.
• Huang, Shiyang & Hwang, Byoung-Hyoun & Lou, Dong, 2021, "The rate of communication," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 533-550, DOI: 10.1016/j.jfineco.2021.03.013.
• Jiang, Hao & Li, Sophia Zhengzi & Wang, Hao, 2021, "Pervasive underreaction: Evidence from high-frequency data," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 573-599, DOI: 10.1016/j.jfineco.2021.04.003.
• Bordalo, Pedro & Gennaioli, Nicola & Kwon, Spencer Yongwook & Shleifer, Andrei, 2021, "Diagnostic bubbles," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1060-1077, DOI: 10.1016/j.jfineco.2020.06.019.
• Box, Travis & Davis, Ryan & Evans, Richard & Lynch, Andrew, 2021, "Intraday arbitrage between ETFs and their underlying portfolios," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1078-1095, DOI: 10.1016/j.jfineco.2021.04.023.
• Sharifkhani, Ali & Simutin, Mikhail, 2021, "Feedback loops in industry trade networks and the term structure of momentum profits," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1171-1187, DOI: 10.1016/j.jfineco.2021.04.028.
• Li, Sida & Wang, Xin & Ye, Mao, 2021, "Who provides liquidity, and when?," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 968-980, DOI: 10.1016/j.jfineco.2021.04.020.
• Bai, Hang, 2021, "Unemployment and credit risk," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 127-145, DOI: 10.1016/j.jfineco.2021.05.046.
• Allen, Franklin & Haas, Marlene D. & Nowak, Eric & Tengulov, Angel, 2021, "Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 166-194, DOI: 10.1016/j.jfineco.2021.05.015.
• Rösch, Dominik, 2021, "The impact of arbitrage on market liquidity," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 195-213, DOI: 10.1016/j.jfineco.2021.04.034.
• Huang, Shiyang & Lin, Tse-Chun & Xiang, Hong, 2021, "Psychological barrier and cross-firm return predictability," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 338-356, DOI: 10.1016/j.jfineco.2021.06.006.
• O'Hara, Maureen & Zhou, Xing (Alex), 2021, "Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 46-68, DOI: 10.1016/j.jfineco.2021.05.052.
• Guo, Yifeng & Mota, Lira, 2021, "Should information be sold separately? Evidence from MiFID II," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 97-126, DOI: 10.1016/j.jfineco.2021.05.037.
• Flammer, Caroline, 2021, "Corporate green bonds," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 499-516, DOI: 10.1016/j.jfineco.2021.01.010.
• Vokata, Petra, 2021, "Engineering lemons," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 737-755, DOI: 10.1016/j.jfineco.2021.04.035.
• Duffie, Darrell & Dworczak, Piotr, 2021, "Robust benchmark design," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 775-802, DOI: 10.1016/j.jfineco.2021.06.024.
• Cieslak, Anna & Pang, Hao, 2021, "Common shocks in stocks and bonds," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 880-904, DOI: 10.1016/j.jfineco.2021.06.008.
• Bond, Philip & Dow, James, 2021, "Failing to forecast rare events," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1001-1016, DOI: 10.1016/j.jfineco.2021.06.028.
• Suk, Inho & Wang, Mengmeng, 2021, "Does target firm insider trading signal the target's synergy potential in mergers and acquisitions?," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1155-1185, DOI: 10.1016/j.jfineco.2021.05.038.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021, "Informed trading in government bond markets," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1253-1274, DOI: 10.1016/j.jfineco.2021.05.049.
• Alperovych, Yan & Cumming, Douglas & Czellar, Veronika & Groh, Alexander, 2021, "M&A rumors about unlisted firms," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1324-1339, DOI: 10.1016/j.jfineco.2021.05.012.
• Wang, Liying, 2021, "Lifting the veil: The price formation of corporate bond offerings," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1340-1358, DOI: 10.1016/j.jfineco.2021.06.037.
• Chantziaras, Antonios & Koulikidou, Kleopatra & Leventis, Stergios, 2021, "The power of words in capital markets: SEC comment letters on foreign issuers and the impact of home country enforcement," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 42, issue C, DOI: 10.1016/j.intaccaudtax.2020.100359.
• Chen, Tao, 2021, "Informed trading and earnings announcement driven disagreement in global markets," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 43, issue C, DOI: 10.1016/j.intaccaudtax.2021.100379.
• Nikbakht, Ehsan & Sarkar, Sayan & Smith, Garrett C. & Spieler, Andrew C., 2021, "Pre-IPO earnings management: Evidence from India," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 44, issue C, DOI: 10.1016/j.intaccaudtax.2021.100400.
• Adhikari, Ajay & Bansal, Manish & Kumar, Ashish, 2021, "IFRS convergence and accounting quality: India a case study," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 45, issue C, DOI: 10.1016/j.intaccaudtax.2021.100430.
• Ivanova, Yuliya & Neely, Christopher J. & Weller, Paul & Famiglietti, Matthew T., 2021, "Can risk explain the profitability of technical trading in currency markets?," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102285.
• Luna Santos, Francisco, 2021, "Comparing the impact of discretionary and pre-announced central bank interventions," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102307.
• Duygun, Meryem & Tunaru, Radu & Vioto, Davide, 2021, "Herding by corporates in the US and the Eurozone through different market conditions," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102311.
• Hwang, Soosung & Rubesam, Alexandre & Salmon, Mark, 2021, "Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly," Journal of International Money and Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jimonfin.2020.102318.
• Dong, Feng & Doukas, John A., 2021, "Managerial ability premium factor and fund performance," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102353.