Research classified by Journal of Economic Literature (JEL) codes

2022

• Smales, L.A., 2022, "Investor attention in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101972.
• Ahmad, Fawad & Oriani, Raffaele, 2022, "Investor attention, information acquisition, and value premium: A mispricing perspective," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101976.
• Kadıoğlu, Eyüp & Frömmel, Michael, 2022, "Manipulation in the bond market and the role of investment funds: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102000.
• Shi, Jinyan & Liu, Xu & Li, Yanxi & Yu, Conghui & Han, Yushan, 2022, "Does supply chain network centrality affect stock price crash risk? Evidence from Chinese listed manufacturing companies," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102040.
• Asif, Raheel & Frömmel, Michael & Mende, Alexander, 2022, "The crisis alpha of managed futures: Myth or reality?," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102045.
• Meshcheryakov, Artem & Winters, Drew B., 2022, "Retail investor attention and the limit order book: Intraday analysis of attention-based trading," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2020.101627.
• Vidal-Tomás, David, 2022, "Which cryptocurrency data sources should scholars use?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102061.
• Eierle, Brigitte & Klamer, Sebastian & Muck, Matthias, 2022, "Does it really pay off for investors to consider information from social media?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102074.
• Su, Zhi & Lyu, Tongtong & Yin, Libo, 2022, "Are conditional illiquidity risks priced in China? A cross-sectional test," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102077.
• Dong, Bingbing & Jiang, Lei & Liu, Jinyu & Zhu, Yifeng, 2022, "Liquidity in the cryptocurrency market and commonalities across anomalies," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102097.
• Choi, Young Mok & Park, Kunsu, 2022, "Zero-leverage policy and stock price crash risk: Evidence from Korea," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102102.
• Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2022, "Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102125.
• Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2022, "Mutual fund performance persistence: Factor models and portfolio size," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102133.
• Lambe, Brendan & Li, Zhiyong & Qin, Weiping, 2022, "Uncertain times and the insider perspective," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102138.
• Lehnert, Thorsten, 2022, "Flight-to-safety and retail investor behavior," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102142.
• Chelley-Steeley, Patricia L. & Lambertides, Neophytos, 2022, "Trading activity around chapter 11 filing," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102130.
• Guo, Shuxin & Yuan, Yue & Ma, Feng, 2022, "Cross-sectional seasonalities and seasonal reversals: Evidence from China," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102162.
• Aman, Hiroyuki & Moriyasu, Hiroshi, 2022, "Effect of corporate disclosure and press media on market liquidity: Evidence from Japan," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102167.
• Zakamulin, Valeriy & Giner, Javier, 2022, "Time series momentum in the US stock market: Empirical evidence and theoretical analysis," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102173.
• Ngene, Geoffrey M. & Mungai, Ann Nduati, 2022, "Stock returns, trading volume, and volatility: The case of African stock markets," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102176.
• Sapkota, Niranjan, 2022, "News-based sentiment and bitcoin volatility," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102183.
• Ballinari, Daniele & Audrino, Francesco & Sigrist, Fabio, 2022, "When does attention matter? The effect of investor attention on stock market volatility around news releases," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102185.
• Monaco, Eleonora & Ibikunle, Gbenga & Palumbo, Riccardo & Zhang, Zeyu, 2022, "The liquidity and trading activity effects of acquisition payment methods: Evidence from the announcements of private firms' acquisitions," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102187.
• Zuo, Junqing & Zhang, Wei & Hu, Mingya & Feng, Xu & Zou, Gaofeng, 2022, "Employee relations and stock price crash risk: Evidence from employee lawsuits," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102188.
• Gu, Chen & Guo, Xu & Zhang, Chengping, 2022, "Analyst target price revisions and institutional herding," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102189.
• Geng, Yuedan & Ye, Qiang & Jin, Yu & Shi, Wen, 2022, "Crowd wisdom and internet searches: What happens when investors search for stocks?," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102208.
• Chen, Ka-Hin & Lai, Tze Leung & Liu, Qingfu & Wang, Chuanjie, 2022, "Beyond the blockchain announcement: Signaling credibility and market reaction," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102209.
• Li, Lu & Li, Yihang & Wang, Xueding & Xiao, Tusheng & Zhu, Hongjun, 2022, "Hedge fund networks, information dissemination, and stock price comovement: Evidence from China," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102224.
• Ham, Hyuna & Ryu, Doojin & Webb, Robert I., 2022, "The effects of overnight events on daytime trading sessions," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102228.
• Wu, Chen-Hui, 2022, "The informativeness of brokerage reports: Privately-circulated versus publicly-disseminated news," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102229.
• Hutchinson, Mark C. & Kyziropoulos, Panagiotis E. & O'Brien, John & O'Reilly, Philip & Sharma, Tripti, 2022, "Are carry, momentum and value still there in currencies?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102245.
• Ellington, Michael & Stamatogiannis, Michalis P. & Zheng, Yawen, 2022, "A study of cross-industry return predictability in the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102249.
• Bessler, Wolfgang & Vendrasco, Marco, 2022, "Corporate control and shareholder activism in Germany: An empirical analysis of hedge fund strategies," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102254.
• Liu, Jie & Wu, Chonglin & Yuan, Lin & Liu, Jia, 2022, "Opening price manipulation and its value influences," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102256.
• Reboredo, Juan C. & Ugolini, Andrea, 2022, "Climate transition risk, profitability and stock prices," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102271.
• Kong, Dongmin & Ji, Mianmian & Liu, Shasha, 2022, "Does the mandatory disclosure of audit information affect analysts' information acquisition?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102281.
• Wang, Yizhi, 2022, "Volatility spillovers across NFTs news attention and financial markets," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102313.
• Yousaf, Imran & Youssef, Manel & Goodell, John W., 2022, "Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102322.
• Liao, Yixin & Coakley, Jerry & Kellard, Neil, 2022, "Index tracking and beta arbitrage effects in comovement," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102330.
• Zhu, Qi & Jin, Sisi & Huang, Yuxuan & Yan, Cheng & Chen, Chuanglian, 2022, "Oil price uncertainty and stock price informativeness: Evidence from investment-price sensitivity in China," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102377.
• Kim, Hee-Eun & Jo, Hoje & Ahn, Tae-Wook & Yi, Junesuh, 2022, "Corporate misconduct, media coverage, and stock returns," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102381.
• Amaya, Diego & Filbien, Jean-Yves & Kooli, Maher, 2022, "Media coverage and the decision to withdraw an IPO," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102388.
• Sattarhoff, Cristina & Gronwald, Marc, 2022, "Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102403.
• Xu, Yingying & Lien, Donald, 2022, "Which affects stock performances more, words or deeds of the key person?," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102414.
• Pham, Man Duy (Marty), 2022, "Management friendship and insider opportunism," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102415.
• Li, Tao, 2022, "Analyst's stock views and revision actions," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102033.
• Huynh, Toan Luu Duc & Foglia, Matteo & Doukas, John A., 2022, "COVID-19 and Tail-event Driven Network Risk in the Eurozone," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102070.
• Naffa, Helena & Fain, Máté, 2022, "A factor approach to the performance of ESG leaders and laggards," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102073.
• Dowling, Michael, 2022, "Fertile LAND: Pricing non-fungible tokens," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102096.
• Dowling, Michael, 2022, "Is non-fungible token pricing driven by cryptocurrencies?," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102097.
• Anselmi, Giulio & Nimalendran, Mahendrarajah & Petrella, Giovanni, 2022, "Order flow fragmentation and flight-to-transparency during stressed market conditions: Evidence from COVID-19," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102101.
• Drake, Pamela Peterson, 2022, "The gold-stock market relationship during COVID-19," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102111.
• Biktimirov, Ernest N. & Afego, Pyemo N., 2022, "Do investors value environmental sustainability? Evidence from the FTSE Environmental Opportunities 100 index," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102112.
• Hattori, Takahiro, 2022, "Information content and market liquidity in the fixed income market: Evidence from the swaption market," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102117.
• Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Lee, Ming-Chih, 2022, "The determinants of positive feedback trading behaviors in Bitcoin markets," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102120.
• Maruyama, Hiroyuki & Tabata, Tomoaki, 2022, "Timing of tick size reduction: Threshold and smooth transition model analysis," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102142.
• Huang, Wei & Luo, Yan & Zhang, Chenyang, 2022, "Accounting-based downside risk and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102152.
• Carlini, Federico & Del Gaudio, Belinda Laura & Porzio, Claudio & Previtali, Daniele, 2022, "Banks, FinTech and stock returns," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102252.
• Coën, Alain & Desfleurs, Aurélie, 2022, "The relative performance of green REITs: Evidence from financial analysts’ forecasts and abnormal returns," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102163.
• Qadan, Mahmoud & Shuval, Kerem, 2022, "Variance risk and the idiosyncratic volatility puzzle," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102176.
• Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis A., 2022, "Persistence in US Treasury bonds," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102189.
• Okoroafor, Ugochi Chibuzor & Leirvik, Thomas, 2022, "Time varying market efficiency in the Brent and WTI crude market," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102191.
• Scherf, Matthias & Matschke, Xenia & Rieger, Marc Oliver, 2022, "Stock market reactions to COVID-19 lockdown: A global analysis," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102245.
• Chen, Yan & Mo, Dongxu & Xu, Zezhou, 2022, "A study of interconnections and contagion among Chinese financial institutions using a ΔCoV aR network," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102395.
• Lee, Sangki & Lee, Dongyoup & Hong, Chunghun & Park, Myung-Ho, 2022, "Performance of socially responsible firms during the COVID-19 crisis and trading behavior by investor type: Evidence from the Korean stock market," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102660.
• Afik, Zvika & Cohen, Tehila R. & Lahav, Yaron, 2022, "Getting high on cannabis stock returns an event study," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102226.
• Klein, Tony, 2022, "A note on GameStop, short squeezes, and autodidactic herding: An evolution in financial literacy?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102229.
• Liu, Hong & Li, Zaili, 2022, "Inside trading with public information and market regulation," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102234.
• Baek, Seungjun, 2022, "Information acquisition and asset price volatility," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102236.
• Gerritsen, Dirk F. & Lugtigheid, Rick A.C. & Walther, Thomas, 2022, "Can Bitcoin Investors Profit from Predictions by Crypto Experts?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102266.
• Al Guindy, Mohamed, 2022, "Fear and hope in financial social networks: Evidence from COVID-19," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102271.
• Simeth, Nagihan, 2022, "The value of external reviews in the secondary green bond market," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102306.
• Yamada, Masahiro, 2022, "Profitability and liquidity provision of HFTs during large price shocks: Does relative tick size matter?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102308.
• Taussig, Roi D., 2022, "Market prices, analysts' predictions, and Covid19," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102343.
• Lin, Yongjia & Wang, Yizhi & Fu, Xiaoqing (Maggie), 2022, "Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102351.
• Qadan, Mahmoud & Aharon, David Y. & Eichel, Ron, 2022, "Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102354.
• JEBABLI, Ikram & KOUAISSAH, Noureddine & AROURI, Mohamed, 2022, "Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102363.
• Benlagha, Noureddine & Omari, Salaheddine El, 2022, "Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102373.
• Goto, Shingo & Kalesnik, Vitali, 2022, "Exploiting the persistence in managerial market timing," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102377.
• Shen, YuJan & Shen, KuanFu, 2022, "Short-term contrarian profits and the disposition effect," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102380.
• Evrim Mandaci, Pinar & Cagli, Efe Caglar, 2022, "Herding intensity and volatility in cryptocurrency markets during the COVID-19," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102382.
• Liu, Yen-Yu & Lee, Pin-Sheng, 2022, "Market responses to cash dividends distributed from capital reserves," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102389.
• Phung, Quang Thanh & Van Vu, Huong & Tran, Huy Phuoc, 2022, "Do non-performing loans impact bank efficiency?," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102393.
• González-Sánchez, Mariano, 2022, "Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102394.
• Obrimah, Oghenovo A., 2022, "Refining the general equilibrium relation that subsists between stock returns, and each of investors’ risk preferences and information sets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102420.
• Chen, Conghui & Liu, Lanlan, 2022, "How effective is China's cryptocurrency trading ban?," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102429.
• Hartwell, Christopher A., 2022, "Populism and financial markets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102479.
• Ran, Rong & Li, Cheng & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2022, "State-dependent psychological anchors and momentum," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102436.
• Feng, Jingwen & Goodell, John W. & Shen, Dehua, 2022, "ESG rating and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102476.
• Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas, 2022, "Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102499.
• Białkowski, Jędrzej & Hong, Sanghyun & Wagner, Moritz, 2022, "From upstairs to downstairs trading: Evidence from a highly segmented market," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102518.
• Lee, Eun Jung & Lee, Yu Kyung & Kim, Ryumi, 2022, "Investor attention and the risk-return trade-off," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102524.
• Feng, Qingchen & Tao, Qizhi & Sun, Yicheng & Susai, Masayuki, 2022, "Fresh look or false advertising: Modeling of investor attention based on corporate name changes," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102526.
• Biktimirov, Ernest N. & Afego, Pyemo N., 2022, "Does investors’ valuation of corporate environmental activities vary between developed and emerging market firms?," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102528.
• Choi, Jaehyuk & Lu, Lei & Park, Heungju & Sohn, Sungbin, 2022, "The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102552.
• Wu, Di & Gao, Shenghao & Chan, Kam C. & Cheng, Xiaoke, 2022, "Do firms strategically respond to retail investors on the online interactive information disclosure platform?," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102631.
• Shanaev, Savva & Shuraeva, Arina & Fedorova, Svetlana, 2022, "The Groundhog Day stock market anomaly," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102641.
• Grobys, Klaus & Huynh, Toan Luu Duc, 2022, "When Tether says “JUMP!” Bitcoin asks “How low?”," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102644.
• Aslanidis, Nektarios & Bariviera, Aurelio F. & López, Óscar G., 2022, "The link between cryptocurrencies and Google Trends attention," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102654.
• Shu, Yaruo & Sohn, Sungbin, 2022, "Idiosyncratic return variation: Firm-specific information or noise?," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102789.
• Wang, Man & Yang, Qiuping, 2022, "The heterogeneous treatment effect of low-carbon city pilot policy on stock return: A generalized random forests approach," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102808.
• Pathak, Rajesh & Gupta, Ranjan Das, 2022, "Environmental, social and governance performance and earnings management – The moderating role of law code and creditor's rights," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102849.
• Annaert, Jan & De Ceuster, Marc & Van Doninck, Freek, 2022, "Decomposing the idiosyncratic volatility anomaly among euro area stocks," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102672.
• Strych, Jan-Oliver, 2022, "The impact of margin trading and short selling by retail investors on market price efficiency: Empirical evidence from bitcoin exchanges," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102689.
• Wang, Heng Emily & Wang, Qin Emma & Wu, Wentao, 2022, "Short selling surrounding data breach announcements," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102690.
• Phin, Andrew & Prono, Todd & Reeves, Jonathan J. & Saxena, Konark, 2022, "Shifts in beta and the TARP announcement," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102704.
• Tee, Chwee-Ming & Wong, Wai-Yan & Hooy, Chee-Wooi, 2022, "Government power and the value of political connections: Evidence from Covid-19 economic lockdowns," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102706.
• Goodell, John W. & Li, Mingsheng & Liu, Desheng & Peng, Hongfeng, 2022, "Depoliticization and market efficiency: Evidence from China," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102712.
• Kumar, Sonal & Zbib, Leila, 2022, "Firm performance during the Covid-19 crisis: Does managerial ability matter?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102720.
• Bessler, Wolfgang & Vendrasco, Marco, 2022, "Why do companies become hedge fund targets? Evidence from shareholder activism in Germany," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102748.
• Hanedar, Avni Önder & Yaldız Hanedar, Elmas & Göktan, Mehmet Gökhan, 2022, "Insider trading on Ottoman sovereign default: The Ottoman General Debt Bond at European and İstanbul financial markets," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102767.
• Zhang, Chuanhai & Chen, Haicui & Peng, Zhe, 2022, "Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? Evidence from GARCH-jump models," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102777.
• Jin, Justin & Liu, Yi & Zhang, Zehua & Zhao, Ran, 2022, "Voluntary disclosure of pandemic exposure and stock price crash risk," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102799.
• Quiroga-Garcia, Raquel & Pariente-Martinez, Natalia & Arenas-Parra, Mar, 2022, "Evidence for round number effects in cryptocurrencies prices," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102811.
• Cao, Zhiqi & Wu, Wenfeng, 2022, "Ownership breadth: Investor recognition or short-sale constraints?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102847.
• Hanauer, Matthias X. & Kononova, Marina & Rapp, Marc Steffen, 2022, "Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102856.
• Mensi, Walid & Nekhili, Ramzi & Kang, Sang Hoon, 2022, "Quantile connectedness and spillovers analysis between oil and international REIT markets," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102895.
• Dang, Man & Puwanenthiren, Premkanth & Nguyen, Manh Toan & Hoang, Viet Anh & Mazur, Mieszko & Henry, Darren, 2022, "Does managerial tone matter for stock liquidity? Evidence from textual disclosures," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102917.
• Boubaker, Sabri & Goodell, John W. & Pandey, Dharen Kumar & Kumari, Vineeta, 2022, "Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102934.
• Lu, Jing & Yang, Nien-Tzu & Ho, Keng-Yu & Ko, Kuan-Cheng, 2022, "Lottery demand and the asset growth anomaly," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102988.
• He, Feng & Qin, Shuqi & Liu, Yuanyuan & Wu, Ji (George), 2022, "CSR and idiosyncratic risk: Evidence from ESG information disclosure," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.102936.
• Gao, Haoyu & Wen, Huiyu & Yu, Shujiaming, 2022, "Weathering information disruption: Typhoon strikes and analysts’ forecast dispersion," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103053.
• Saggu, Aman, 2022, "The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103096.
• Mensi, Walid & Shafiullah, Muhammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2022, "Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103120.
• Gu, Leilei & Li, Xiaoyu & Peng, Yuchao & Zhou, Junnan, 2022, "Voluntary CEO turnover, online information, and idiosyncratic volatility," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103128.
• Todea, Anita, 2022, "Ancestry barriers to the cross-border diffusion of global market information," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103151.
• Aloosh, Arash & Ouzan, Samuel & Shahzad, Syed Jawad Hussain, 2022, "Bubbles across Meme Stocks and Cryptocurrencies," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103155.
• Lo, Gaye-Del & Marcelin, Isaac & Bassène, Théophile & Sène, Babacar, 2022, "The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103194.
• Lee, Jangyoun & Oh, Taehee, 2022, "The Kimchi premium and bitcoin-cashing outlets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103200.
• Jin, Liwei & Yuan, Xianghui & Li, Xiang & Ma, Huanglong & Lian, Feng, 2022, "Would widening price limits improve the efficiency of price discovery?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103208.
• Katagiri, Mitsuru & Shino, Junnosuke & Takahashi, Koji, 2022, "The announcement effects of a change in the Bank of Japan’s ETF purchase program: An event study," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103230.
• Nerlinger, Martin & Utz, Sebastian, 2022, "The impact of the Russia-Ukraine conflict on energy firms: A capital market perspective," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103243.
• Chiou, Calvin J. & Zhou, Xiaozhou & Chan, Chang, 2022, "A taxonomy of individual liquidity provision: Evidence from the Taiwan stock exchange," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103246.
• Sim, Myounghwa & Kim, Hee-Eun, 2022, "Salience theory and enhancing momentum profits," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103274.
• Singh, Amanjot & Patel, Ritesh & Singh, Harminder, 2022, "Recalibration of priorities: Investor preference and Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103294.
• Yang, Liuyong & Long, Yijia & Long, Huaigang & Zaremba, Adam & Zhou, Wenyu, 2022, "Is tail risk priced in the cross-section of Chinese mutual fund returns?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103298.
• Yousaf, Imran & Yarovaya, Larisa, 2022, "Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103299.
• Hong, Weiting, 2022, "Trade momentum for alpha," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103300.
• Gaio, Luiz Eduardo & Stefanelli, Nelson Oliveira & Pimenta, Tabajara & Bonacim, Carlos Alberto Grespan & Gatsios, Rafael Confetti, 2022, "The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103302.
• Toraubally, Waseem A., 2022, "Price dispersion and vanilla options in a financial market game," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103305.
• Aslan, Aydin & Posch, Peter N., 2022, "Does carbon price volatility affect European stock market sectors? A connectedness network analysis," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103318.
• Li, Yan & Liang, Chao & Huynh, Toan Luu Duc, 2022, "Forecasting US stock market returns by the aggressive stock-selection opportunity," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103323.
• Zhang, Qin & Wong, Jin Boon, 2022, "ESG reputational risks and board monitoring committees," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103325.
• Ole Linnemann Nielsen & Anders Merrild Posselt, 2022, "Betting on mean reversion in the VIX? Evidence from ETP flows," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-06, Jan.
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• Süleyman Açıkalın & İlker Sakınç, 2022, "Weak Form Efficiency and Cryptocurrency Market," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 37, issue 117, pages 177-196, April, DOI: https://doi.org/10.33203/mfy.108465.
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• Yaqing Xiao & Hongjun Yan & Jinfan Zhang, 2022, "A Global Version of Samuelson's Dictum," American Economic Review: Insights, American Economic Association, volume 4, issue 2, pages 239-254, June, DOI: 10.1257/aeri.20210186.
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• Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2022, "Overreaction and Diagnostic Expectations in Macroeconomics," Journal of Economic Perspectives, American Economic Association, volume 36, issue 3, pages 223-244, Summer, DOI: 10.1257/jep.36.3.223.
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• Mehmet Altuntaş & Emre Kılıç & Şevket Pazarcı & Alican Umut, 2022, "Borsa İstanbul Alt Endekslerinde Etkin Piyasa Hipotezinin Test Edilmesi: Fourier Kırılmalı ve Doğrusal Olmayan Birim Kök Testlerinden Kanıtlar," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 1, pages 169-185, DOI: 10.30784/epfad.1041187.
• Gökhan Seçme, 2022, "Firma Performans Değerlendirmesine Çok Kriterli Yaklaşım: Bankacılık Sektörü Üzerine Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 2, pages 457-480, DOI: 10.30784/epfad.1109033.
• Seden Ercan & Özkan Haykır, 2022, "Birleşme ve Satın Alma Haberlerinin Borsa Getirisi Üzerine Etkisi: 2005-2017 Borsa İstanbul Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 3, pages 626-645, DOI: 10.30784/epfad.1092300.
• Barış Aksoy, 2022, "İçeriden Öğrenenlerin Ticaretine Maruz Kalan Şirketlere Ait Hisse Senedi Getirilerinin K-En Yakın Komşu Algoritması İle Tahmin Edilmesi: ABD Borsaları Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue SI, pages 61-80, DOI: 10.30784/epfad.1161781.
• Stéphane Benveniste & Renaud Coulomb & Marc Sangnier, 2022, "The (Market) Value of State Honors," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2201, Feb.
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• Grace Xing Hu & Jiang Wang, 2022, "A Review of China's Financial Markets," Annual Review of Financial Economics, Annual Reviews, volume 14, issue 1, pages 465-507, November, DOI: 10.1146/annurev-financial-111620-01.
• Serges Delon YOPA DJENGA & Simplice Gael TONMO & Laurent NDJANYOU, 2022, "A Semi-Strong Form Test of Emerging Market Efficiency: Evidence to An African Stock Market," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 3, issue 4-3, pages 21-41.
• Mustapha ZIKY & Nabil EL HAMIDI, 2022, "The performance of Moroccan IPOs: An analysis by event studies," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 3, issue 5-2, pages 731-754.
• Marek Szymański & Grzegorz Wojtalik, 2022, "Wpływ wyborów politycznych na ceny akcji na Giełdzie Papierów Wartościowych w Warszawie," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 3, pages 290-306.
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• Tetiana Voloshanivska & Liudmyla Yankova & Oleksandr Tarasenko, 2022, "About Data Protection Standards And Intellectual Property Regulation In The Digital Economy: Key Issues For Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 8, issue 4, DOI: 10.30525/2256-0742/2022-8-4-40-49.
• Igor Khanin & Volodimir Bilozubenko & Yevhen Sopin, 2022, "Improving The Level Of Economic Effectiveness Of Electronic Payment Services In A Global Digital Economy," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 8, issue 1, DOI: 10.30525/2256-0742/2022-8-1-148-158.
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