Research classified by Journal of Economic Literature (JEL) codes

2022

• Edinson Cornejo-Saavedra & Luis Améstica-Rivas, 2022, "Uso de Información Privilegiada y Retornos Anormales: Casos en Chile," Revista Ciencias Administrativas (CADM), IIA, Universidad Nacional de La Plata, Instituto de Investigaciones Administrativas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, issue 19, pages 1-15, January-J, DOI: 10.24215/23143738e097.
• Maxime MERLI & Antoine PARENT, 2022, "Portfolio Diversification During the Belle Époque: When the Actual Portfolios of French Individual Investors Met Behavioral Finance," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2022-01.
• Sirnes Espen, 2022, "Estimating the Effect of Transaction Costs Using the Tick Size as a Proxy," Review of Economics, De Gruyter, volume 73, issue 1, pages 57-77, April, DOI: 10.1515/roe-2021-0015.
• Arin K. Peren & Elmassah Suzanna & Kaplan Samuel & Spagnolo Nicola, 2022, "Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility," Review of Economics, De Gruyter, volume 73, issue 3, pages 211-221, November, DOI: 10.1515/roe-2022-0039.
• Kwaku Boafo Baidoo, 2022, "Time-Varying Effect of Short Selling on Market Volatility During Crisis: Evidence from COVID-19 and War in Ukraine," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 8, issue 2, pages 233-243, DOI: 10.11118/ejobsat.2022.013.
• Daniel Pastorek & Michal Drabek & Peter Albrecht, 2022, "Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2022-81, Sep.
• Saw Imm Song & Jennifer Tunga Janang & Erimalida Yazi & Fareiny Morni, 2022, "The Effects of Market Strength, Information Asymmetry, and Industrial Characteristics on Malaysian Firms’ CAR During COVID-19 Pandemic," Capital Markets Review, Malaysian Finance Association, volume 30, issue 1, pages 1-15.
• Costanza Torricelli & Fabio Ferrari, 2022, "Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0086, May.
• De Blasis, Riccardo & Galati, Luca & Webb, Alexander & Webb, Robert I., 2022, "Intelligent design: Stablecoins (in)stability and collateral during market turbulence," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp22088, Sep.
• Antoine Parent & Pierre-Charles Pradier, 2022, "A la Recherche du Temps Perdu : Legal and Quantitative Analysis of the First Documented Option Market - Paris 1844-1939," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 22018, Oct.
• Artur A. Trzebiński, 2022, "Assessing the performance of mutual funds with multifactor asset pricing models," Bank i Kredyt, Narodowy Bank Polski, volume 53, issue 1, pages 79-106.
• Stephen J. Terry & Toni M. Whited & Anastasia A. Zakolyukina, 2022, "Information versus Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 29636, Jan.
• Oliver Binz & John Graham, 2022, "The Information Content of Corporate Earnings: Evidence from the Securities Exchange Act of 1934," NBER Working Papers, National Bureau of Economic Research, Inc, number 29747, Feb.
• Robin Greenwood & Toomas Laarits & Jeffrey Wurgler, 2022, "Stock Market Stimulus," NBER Working Papers, National Bureau of Economic Research, Inc, number 29827, Mar.
• Itay Goldstein & Alexandr Kopytov & Lin Shen & Haotian Xiang, 2022, "On ESG Investing: Heterogeneous Preferences, Information, and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 29839, Apr.
• Maryam Farboodi & Dhruv Singal & Laura Veldkamp & Venky Venkateswaran, 2022, "Valuing Financial Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 29894, Mar.
• David Lucca & Jonathan H. Wright, 2022, "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," NBER Working Papers, National Bureau of Economic Research, Inc, number 29971, Apr.
• Lee H. Seltzer & Laura Starks & Qifei Zhu, 2022, "Climate Regulatory Risk and Corporate Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 29994, Apr.
• David Hirshleifer & Yushui Shi & Weili Wu, 2022, "Do Sell-Side Analysts Say “Buy” While Whispering “Sell”?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30032, May.
• Randall Morck & Bernard Yeung & Lu Y. Zhang, 2022, "Idiosyncrasy as a Leading Indicator," NBER Working Papers, National Bureau of Economic Research, Inc, number 30071, May.
• Jun Kyung Auh & Jaewon Choi & Tatyana Deryugina & Tim Park, 2022, "Natural Disasters and Municipal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 30280, Jul.
• Nicolas Chatelais & Arthur Stalla-Bourdillon & Menzie D. Chinn, 2022, "Macroeconomic Forecasting using Filtered Signals from a Stock Market Cross Section," NBER Working Papers, National Bureau of Economic Research, Inc, number 30305, Jul.
• Yacine Aït-Sahalia & Jianqing Fan & Lirong Xue & Yifeng Zhou, 2022, "How and When are High-Frequency Stock Returns Predictable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30366, Aug.
• Rainer Haselmann & Christian Leuz & Sebastian Schreiber, 2022, "Conflicts of Interest in Banks: Evidence from Proprietary Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 30521, Sep.
• Derek Lemoine, 2022, "Informationally Efficient Climate Policy: Designing Markets to Measure and Price Externalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 30535, Oct.
• Samuel M. Hartzmark & David H. Solomon, 2022, "Predictable Price Pressure," NBER Working Papers, National Bureau of Economic Research, Inc, number 30688, Nov.
• Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel, 2022, "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 30703, Dec.
• Robin Greenwood & Marco C. Sammon, 2022, "The Disappearing Index Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 30748, Dec.
• Harrison Hong & Edward P. Shore, 2022, "Corporate Social Responsibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 30771, Dec.
• Danilov, Yu., 2022, "Financial sector efficiency: Present concepts and the estimation problem," Journal of the New Economic Association, New Economic Association, volume 57, issue 5, pages 72-92, DOI: 10.31737/2221-2264-2022-57-5-5.
• James W. Kolari & Seppo Pynnonen & Ahmet M. Tuncez, 2022, "On Long-Run Stock Returns After Corporate Events," Critical Finance Review, now publishers, volume 11, issue 1, pages 117-167, February, DOI: 10.1561/104.00000049.
• Hendrik Bessembinder & Feng Zhang, 2022, "Long Run Stock Returns after Corporate Events Revisited," Critical Finance Review, now publishers, volume 11, issue 1, pages 169-183, February, DOI: 10.1561/104.00000070.
• Bryan Kelly & Seth Pruitt, 2022, "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios: A Comment," Critical Finance Review, now publishers, volume 11, issue 2, pages 375-381, May, DOI: 10.1561/104.00000114.
• Thiago de Oliveira Souza, 2022, "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios," Critical Finance Review, now publishers, volume 11, issue 2, pages 361-373, May, DOI: 10.1561/104.00000116.
• Charles Martineau, 2022, "Rest in Peace Post-Earnings Announcement Drift," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 613-646, August, DOI: 10.1561/104.00000122.
• Rajib Chowdhury & John A. Doukas, 2022, "Are CEOs to Blame for Corporate Failure? Evidence from Chapter 11 Filings," Review of Corporate Finance, now publishers, volume 2, issue 1, pages 1-63, March, DOI: 10.1561/114.00000011.
• Shaen Corbet & Yang (Greg) Hou & Yang Hu & Les Oxley, 2022, "We Reddit in a Forum: The Influence of Message Boards on Firm Stability," Review of Corporate Finance, now publishers, volume 2, issue 1, pages 151-190, March, DOI: 10.1561/114.00000014.
• Matthias Neuenkirch & Maria Repko & Enzo Weber, 2022, "Hawks and Doves: Financial Market Perception of Western Support for Ukraine," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 398, Jan.
• Ravi Jagannathan, 2022, "On Frequent Batch Auctions for Stocks
  [Tail Expectation and Imperfect Competition in Limit Order Book Markets]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 1-17.
• Matteo Aquilina & Eric Budish & Peter O’Neill, 2022, "Quantifying the High-Frequency Trading “Arms Race”," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 137, issue 1, pages 493-564.
• Andrea Frazzini & Lasse Heje Pedersen, 2022, "Embedded Leverage
  [Asset pricing with liquidity risk]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 1-52.
• Sangmin S Oh & Jessica A Wachter, 2022, "Cross-Sectional Skewness
  [Endogenous information flows and the clustering of announcements]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 155-198.
• Bastian von Beschwitz & Sandro Lunghi & Daniel Schmidt, 2022, "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data
  [Leverage, moral hazard, and liquidity]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 199-242.
• Steffen Windmüller, 2022, "Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model
  [Illiquidity and stock returns: Cross-section and time-series effects]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 2, pages 447-499.
• Sudheer Chava & Soohun Kim & Daniel Weagley, 2022, "Revealed Heuristics: Evidence from Investment Consultants’ Search Behavior
  [Which factors matter to investors? Evidence from mutual fund flows]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 2, pages 543-592.
• Pekka Honkanen & Daniel Schmidt, 2022, "Learning from Noise? Price and Liquidity Spillovers around Mutual Fund Fire Sales
  [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 2, pages 593-637.
• Nicola Borri & Kirill Shakhnov, 2022, "The Cross-Section of Cryptocurrency Returns
  [A simple estimation of bid-ask spreads from daily close, high, and low prices]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 3, pages 667-705.
• Yao-Tsung Chen & Chunchi Wu & Chung-Ying Yeh, 2022, "Asset Pricing Tests of Infrequently Traded Securities: The Case of Municipal Bonds
  [Liquidity risk of corporate bond returns: A conditional approach]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 3, pages 754-807.
• José Afonso Faias & Juan Arismendi Zambrano, 2022, "Equity Risk Premium Predictability from Cross-Sectoral Downturns
  [International asset allocation with regime shifts]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 3, pages 808-842.
• Tze Chuan (Chewie) Ang & Tarun Chordia & Vivian Van-Anh Mai & Harminder Singh, 2022, "The Marketing Capability Premium
  [Formulation and estimation of stochastic frontier production function models]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 4, pages 918-959.
• Frank Weikai Li & Qifei Zhu, 2022, "Short Selling ETFs
  [The effect of price tests on trader behavior and market quality: An analysis of Reg SHO]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 4, pages 960-998.
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2022, "An Information-based Theory of Financial Intermediation," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 5, pages 2381-2444.
• Georgy Chabakauri & Kathy Yuan & Konstantinos E Zachariadis, 2022, "Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 5, pages 2445-2490.
• Markus K Brunnermeier & Michael Sockin & Wei Xiong, 2022, "China’s Model of Managing the Financial System," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 6, pages 3115-3153.
• James Brugler & Carole Comerton-Forde & J Spencer Martin, 2022, "Secondary Market Transparency and Corporate Bond Issuing Costs
  [Asset pricing and the bid–ask spread]," Review of Finance, European Finance Association, volume 26, issue 1, pages 43-77.
• Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2022, "Momentum, Reversals, and Investor Clientele
  [Illiquidity and stock returns: Cross-section and time-series effects]," Review of Finance, European Finance Association, volume 26, issue 2, pages 217-255.
• Doron Avramov & Tarun Chordia & Gergana Jostova & Alexander Philipov, 2022, "The Distress Anomaly is Deeper than You Think: Evidence from Stocks and Bonds
  [The prediction of corporate bankruptcy: a discriminant analysis]," Review of Finance, European Finance Association, volume 26, issue 2, pages 355-405.
• Zijia Du & Alan Guoming Huang & Russ Wermers & Wenfeng Wu, 2022, "Language and Domain Specificity: A Chinese Financial Sentiment Dictionary
  [The effects of analyst-country institutions on biased research: Evidence from target prices]," Review of Finance, European Finance Association, volume 26, issue 3, pages 673-719.
• Markus Leippold & Felix Matthys, 2022, "Economic Policy Uncertainty and the Yield Curve
  [Pricing the term structure with linear regressions]," Review of Finance, European Finance Association, volume 26, issue 4, pages 751-797.
• Sergey Kovbasyuk & Marco Pagano, 2022, "Advertising Arbitrage
  [Synchronization risk and delayed arbitrage]," Review of Finance, European Finance Association, volume 26, issue 4, pages 799-827.
• Mark J Ready & Robert C Ready, 2022, "Order Flows and Financial Investor Impacts in Commodity Futures Markets," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 10, pages 4712-4755.
• Andrew J Patton & Brian M Weller, 2022, "Risk Price Variation: The Missing Half of Empirical Asset Pricing," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 11, pages 5127-5184.
• Andrew Ellul & Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T Lundblad & Wolf Wagner, 2022, "Insurers as Asset Managers and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 12, pages 5483-5534.
• Gerard Hoberg & Nitin Kumar & Nagpurnanand Prabhala, 2022, "Buy-Side Competition and Momentum Profits," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 254-298.
• Samuel M Hartzmark & David H Solomon, 2022, "Reconsidering Returns," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 343-393.
• Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew C Ringgenberg, 2022, "Do Index Funds Monitor?," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 91-131.
• Snehal Banerjee & Bradyn Breon-Drish, 2022, "Dynamics of Research and Strategic Trading," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 908-961.
• Terrence Hendershott & Albert J Menkveld & Rémy Praz & Mark Seasholes, 2022, "Asset Price Dynamics with Limited Attention," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 962-1008.
• Benjamin Golez & Ruslan Goyenko, 2022, "Disagreement in the Equity Options Market and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1443-1479.
• Mamdouh Medhat & Maik Schmeling, 2022, "Short-term Momentum," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1480-1526.
• Sophia Zhengzi Li & Ernst Maug & Miriam Schwartz-Ziv, 2022, "When Shareholders Disagree: Trading after Shareholder Meetings," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 4, pages 1813-1867.
• Kimberly Cornaggia & John Hund & Giang Nguyen & Zihan Ye, 2022, "Opioid Crisis Effects on Municipal Finance," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 4, pages 2019-2066.
• Jessica A Wachter & Yicheng Zhu, 2022, "A Model of Two Days: Discrete News and Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2246-2307.
• Giovanni Cespa & Antonio Gargano & Steven J Riddiough & Lucio Sarno, 2022, "Foreign Exchange Volume," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2386-2427.
• Ekkehart Boehmer & Zsuzsa R Huszár & Yanchu Wang & Xiaoyan Zhang & Xinran Zhang, 2022, "Can Shorts Predict Returns? A Global Perspective," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2428-2463.
• Giovanni Cespa & Xavier Vives, 2022, "Exchange Competition, Entry, and Welfare," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2570-2624.
• Jonathan Brogaard & Jing Pan, 2022, "Dark Pool Trading and Information Acquisition," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2625-2666.
• Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2022, "Where Has All the Data Gone?," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 7, pages 3101-3138.
• Philip Bond & Diego García, 2022, "The Equilibrium Consequences of Indexing," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 7, pages 3175-3230.
• Simon Huang, 2022, "The Momentum Gap and Return Predictability," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 7, pages 3303-3336.
• Assaf Eisdorfer & Kenneth Froot & Gideon Ozik & Ronnie Sadka, 2022, "Competition Links and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 9, pages 4300-4340.
• Jonathan Brogaard & Thanh Huong Nguyen & Talis J Putnins & Eliza Wu, 2022, "What Moves Stock Prices? The Roles of News, Noise, and Information," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 9, pages 4341-4386.
• Mădălina Sperlea (Popescu Bordeni), 2022, "The Genesis of Economic and Financial Criminality," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 440-449, Decembrie.
• Siri Tronslien Sagbakken & Dan Zhang, 2022, "European sin stocks," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 1, pages 1-18, February, DOI: 10.1057/s41260-021-00247-9.
• Mayank Patel & Vinodh Madhavan & Supratim Gupta, 2022, "Selection ability, timing ability, and performance persistence of Indian fixed income mutual funds," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 1, pages 46-61, February, DOI: 10.1057/s41260-021-00253-x.
• Klaus Grobys & James W. Kolari & Jere Rutanen, 2022, "Factor momentum, option-implied volatility scaling, and investor sentiment," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 2, pages 138-155, March, DOI: 10.1057/s41260-021-00229-x.
• Seungho Lee, 2022, "The COVID-19 pandemic, short-sale ban, and market efficiency: empirical evidence from the European equity markets," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 2, pages 156-171, March, DOI: 10.1057/s41260-021-00254-w.
• Yanan Li & Wenjun Wang, 2022, "Company visits and mutual fund performance: new evidence on managerial skills," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 6, pages 504-521, October, DOI: 10.1057/s41260-022-00273-1.
• Tirthank Shah & Narayan Baser, 2022, "Global mutual fund market: the turn of the month effect and investment strategy," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 6, pages 466-476, October, DOI: 10.1057/s41260-022-00282-0.
• Elsa Allman, 2022, "Pricing climate change risk in corporate bonds," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 7, pages 596-618, December, DOI: 10.1057/s41260-022-00294-w.
• Mario Bellia & Sara Maccaferri & Sebastian Schich, 2022, "Limiting too-big-to-fail: market reactions to policy announcements and actions," Journal of Banking Regulation, Palgrave Macmillan, volume 23, issue 4, pages 368-389, December, DOI: 10.1057/s41261-021-00176-y.
• Alexis Stenfors & Lilian Muchimba, 2022, "The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2022-08, Dec.
• Katarzyna Perez & £ukasz Szymczyk, 2022, "Actual rate of the management fee in mutual funds of different styles," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 17, issue 4, pages 969-1014, December, DOI: 10.24136/eq.2022.033.
• Ebenezer Boateng & Emmanuel Asafo-Adjei & John Gartchie Gatsi & ªtefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2022, "Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 3, pages 699-743, September, DOI: 10.24136/oc.2022.021.
• José Luis Miralles-Quirós & María Mar Miralles-Quirós, 2022, "A new perspective of the day-of-the-week effect on Bitcoin returns: evidence from an event study hourly approach," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 3, pages 745-782, September, DOI: 10.24136/oc.2022.022.
• Czeczeli, Vivien & Vilonya, Martin, 2022, "Exchange Rate Developments of Cryptocurrencies Based on Event Study Analysis," Public Finance Quarterly, Corvinus University of Budapest, volume 67, issue 2, pages 231-247, DOI: https://doi.org/10.35551/PFQ_2022_2.
• Halim, Edward & Riyanto, Yohanes E. & Roy, Nilanjan & Wang, Yan, 2022, "The Bright Side of Dark Markets: Experiments," MPRA Paper, University Library of Munich, Germany, number 111803, Feb.
• Tapia, Pablo & Pastén, Boris & Sepulveda Velasquez, Jorge, 2022, "Performance of the Chinese energy market in times of Russian military interventions," MPRA Paper, University Library of Munich, Germany, number 112747, Apr.
• Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022, "Valuation of European firms during the Russia-Ukraine war," MPRA Paper, University Library of Munich, Germany, number 113791, Jul.
• Barrera, Carlos, 2022, "Characterizing the Anchoring Effects of Official Forecasts on Private Expectations," MPRA Paper, University Library of Munich, Germany, number 114258, Aug.
• Shah, Anand & Bahri, Anu, 2022, "Metanomics: Adaptive market and volatility behaviour in Metaverse," MPRA Paper, University Library of Munich, Germany, number 114442, Sep.
• NEIFAR, MALIKA & HACHICHA, Fatma, 2022, "GFH validity for Canada, UK, and Suisse stock markets: Evidence ‎from univariate and panel ARDL models," MPRA Paper, University Library of Munich, Germany, number 114613, Sep.
• Maran, Raluca, 2022, "Reaction of the Philippine stock market to domestic monetary policy surprises: an event study approach," MPRA Paper, University Library of Munich, Germany, number 114855, Oct.
• Guo, Qi & Huang, Shao'an & Wang, Gaowang, 2022, "Stabilizing the Financial Markets through Informed Trading," MPRA Paper, University Library of Munich, Germany, number 115470, Nov.
• Pitterle, Claudia, 2022, "Home- Market- Bias! Investment behavior from the perspective of behavioral economics in the Germany stock market," MPRA Paper, University Library of Munich, Germany, number 117698.
• Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022, "On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal," Working Papers, University of Pretoria, Department of Economics, number 202239, Sep.
• Jitka Veselá & Alžběta Zíková, 2022, "Are the Czech, Polish, German and Dutch markets taking a random walk?
  [Konají český, polský, německý a nizozemský trh náhodnou procházku?]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2022, issue 2, pages 19-38, DOI: 10.18267/j.cfuc.575.
• Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2022, "The bond market impact of the South African Reserve Bank bond purchase programme," Working Papers, South African Reserve Bank, number 11024, Mar.
• Marius Ötting & Christian Deutscher & Carl Singleton & Luca De Angelis, 2022, "Gambling on Momentum," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2022-10, Nov.
• Viral V. Acharya & V. Ravi Anshuman & K. Kiran Kumar, 2022, "Foreign Fund Flows and Equity Prices during the COVID-19 Pandemic: Evidence from India," ADBI Working Papers, Asian Development Bank Institute, number 1333, Jul.
• Valentina Galvani & Vita Faychuk, 2022, "The Mean-Variance Core of Cryptocurrencies: When More is Not Better," Working Papers, University of Alberta, Department of Economics, number 2022-04, Mar.
• Panos Fousekis & Dimitra Tzaferi, 2022, "Price multifractality and informational efficiency in the futures markets of the US soybean complex," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 66, pages 68-84.
• Deniz Ikizlerli, 2022, "The Relation Between Trading Volume and Return Volatility: Evidence from Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 13, issue 4, pages 607-623.
• Cédric Poutré & Georges Dionne & Gabriel Yergeau, 2022, "The Profitability of Lead-Lag Arbitrage at High-Frequency," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 22-5, Sep.
• Yuri Bragancini Giacometti & Tabajara Pimenta Junior & Marcelo Augusto Ambrozini & Luiz Eduardo Gaio, 2022, "The Influence of the Destination of IPO Capital Resources on the Shares Return," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 6, issue 2, pages 87-99.
• Farshid Efati & Yazdan Naghdi & Mahmood Mahmoodzadeh & Maryam Lashkarizadeh, 2022, "INVESTING THE RISK Of STOCK TRADINF ON THE TEHRAN STOCK EXCHANGE USING THE CRITERION Of LIQUIDITY," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 2, pages 35-58.
• Amirhossein Asadollahzadeh & Mohammad Ali Keramati & Jalal Haghighat Monfared, 2022, "The Relationship Between Economic Preferences, Personality Traits and Financial Iiteracy:An Experimental Study in Tehran City," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 3, pages 59-86.
• Emrah BALKAN & Umut UYAR, 2022, "The Fractal Structure of CDS Spreads: Evidence from the OECD Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 106-121, April.
• Huihui WU & Chunpeng YANG, 2022, "Investor Sentiment, Extrapolation and Asset Pricing," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 182-205, December.
• Andrea TKACOVA & Beata GAVUROVA & Jaroslav BELAS & Peter TOTH & Gabriel DEMETER, 2022, "Public Procurement Efficiency In The Slovak Republic: Nuts 3 Level," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, volume 2022, issue 39, pages 97-110.
• Shiv Kumar Sharma & Dr. Jutimala Bora, 2022, "An investigative analysis of the impact of Covid 19 on the Indian share market," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 24, issue 2, pages 165-173, December.
• Dewan Rahman & Barry Oliver, 2022, "The readability of 10-K reports and insider trading profitability," Australian Journal of Management, Australian School of Business, volume 47, issue 3, pages 558-578, August, DOI: 10.1177/03128962211025118.
• Joxe Maria Barrutiabengoa & Pilar Corredor & Luis Muga, 2022, "Does The Betting Industry Price Gender? Evidence from Professional Tennis," Journal of Sports Economics, , volume 23, issue 7, pages 881-906, October, DOI: 10.1177/15270025211071026.
• Soham Banerjee & Diganta Mukherjee, 2022, "Short Term Stock Price Prediction in Indian Market: A Neural Network Perspective," Studies in Microeconomics, , volume 10, issue 1, pages 23-49, June, DOI: 10.1177/2321022220980537.
• Chong-Meng Chee & Nazrul Hisyam bin Ab Razak & Bany Ariffin bin Amin Noordin, 2022, "Do Share Repurchases Distort Stock Prices? Evidence from the United States and Malaysia," Studies in Microeconomics, , volume 10, issue 2, pages 131-154, December, DOI: 10.1177/23210222211024380.
• Shekar Bose & Hafizur Rahman, 2022, "Are News Effects Necessarily Asymmetric? Evidence from Bangladesh Stock Market," SAGE Open, , volume 12, issue 4, pages 21582440221, October, DOI: 10.1177/21582440221127157.
• Lobão, Júlio & Costa, Ana, 2022, "The week-of-the-year effect and the Adaptive Markets Hypothesis: Evidence from a new database," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 31, issue 3, pages 1-17.
• Dominika Hadro & Marek Pauka & Kamil Gemra & Szymon Okon & Justyna Fijalkowska, 2022, "Voluntary Disclosure and Relational Connectivity – The Case of the Polish Bond Market," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 18, pages 30-48, November.
• Bing Anderson, 2022, "How Do the Lengths of the Lead Lag Time between Stocks Evolve? Tick-by-tick Level Measurements across Two Decades," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 18, pages 49-59, November.
• Jacek Karasinski, 2022, "The Impact of the COVID-19 Outbreak on the Weak-Form Informational Efficiency of the Warsaw Stock Exchange (Wplyw wybuchu epidemii COVID-19 na efektywnosc informacyjna Gieldy Papierow Wartosciowych w Warszawie w formie slabej)," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 37, pages 15-28.
• Ellie Papavasiliou & Nikolas Topaloglou & Georgios Tsomidis, 2022, "Investors’ Behavior in Alternative Asset Classes," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 72, issue 3-4, pages 3-55, July-Dece.
• Fabio Bellini & Edit Rroji & Carlo Sala, 2022, "Implicit quantiles and expectiles," Annals of Operations Research, Springer, volume 313, issue 2, pages 733-753, June, DOI: 10.1007/s10479-021-04054-8.
• Michael Heinrich Baumann, 2022, "Beating the market? A mathematical puzzle for market efficiency," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 279-325, June, DOI: 10.1007/s10203-021-00361-8.
• Rupel Nargunam & Ananya Lahiri, 2022, "Persistence in daily returns of stocks with highest market capitalization in the Indian market," Digital Finance, Springer, volume 4, issue 4, pages 341-374, December, DOI: 10.1007/s42521-022-00066-6.
• Sepideh Ebrahimi & Kamran Eshghi, 2022, "A meta-analysis of the factors influencing the impact of security breach announcements on stock returns of firms," Electronic Markets, Springer;IIM University of St. Gallen, volume 32, issue 4, pages 2357-2380, December, DOI: 10.1007/s12525-022-00550-2.
• Yimiao Gu & Zhenxi Chen & Qingyang Gu, 2022, "Determinants and international influences of the Chinese freight market," Empirical Economics, Springer, volume 62, issue 5, pages 2601-2618, May, DOI: 10.1007/s00181-021-02089-1.
• Reinhold Heinlein & Gabriele M. Lepori, 2022, "Do financial markets respond to macroeconomic surprises? Evidence from the UK," Empirical Economics, Springer, volume 62, issue 5, pages 2329-2371, May, DOI: 10.1007/s00181-021-02108-1.
• Tao Chen, 2022, "Are individuals informed in global markets?," Empirical Economics, Springer, volume 63, issue 1, pages 243-263, July, DOI: 10.1007/s00181-021-02141-0.
• Ahmed Bouteska & Mehdi Mili, 2022, "Does corporate governance affect financial analysts’ stock recommendations, target prices accuracy and earnings forecast characteristics? An empirical investigation of US companies," Empirical Economics, Springer, volume 63, issue 4, pages 2125-2171, October, DOI: 10.1007/s00181-022-02297-3.
• Budi Wahyono, 2022, "The value of political connections and Sharia compliance during the COVID-19 pandemic," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 1, pages 1-28, March, DOI: 10.1007/s40822-021-00197-y.
• Faheem Aslam & Paulo Ferreira & Haider Ali & Sumera Kauser, 2022, "Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 2, pages 333-359, June, DOI: 10.1007/s40822-021-00191-4.
• Donglian Ma & Hisashi Tanizaki, 2022, "Intraday patterns of price clustering in Bitcoin," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00307-4.
• Iryna Veryzhenko & Arthur Jonath & Etienne Harb, 2022, "Non-Value-Added Tax to improve market fairness and quality," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-30, December, DOI: 10.1186/s40854-021-00327-0.
• Qiuyun Wang & Lu Liu, 2022, "Pandemic or panic? A firm-level study on the psychological and industrial impacts of COVID-19 on the Chinese stock market," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-38, December, DOI: 10.1186/s40854-022-00335-8.
• Thorsten Lehnert, 2022, "Corporate managers, price noise and the investment factor," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-18, December, DOI: 10.1186/s40854-022-00365-2.
• Gianluca P. M. Virgilio, 2022, "A theory of very short-time price change: security price drivers in times of high-frequency trading," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-34, December, DOI: 10.1186/s40854-022-00371-4.
• Emre Cevik & Buket Kirci Altinkeski & Emrah Ismail Cevik & Sel Dibooglu, 2022, "Investor sentiments and stock markets during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-34, December, DOI: 10.1186/s40854-022-00375-0.
• Yang Gao & Chengjie Zhao & Bianxia Sun & Wandi Zhao, 2022, "Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-30, December, DOI: 10.1186/s40854-022-00381-2.
• Tahir Choulli & Sina Yansori, 2022, "Log-optimal and numéraire portfolios for market models stopped at a random time," Finance and Stochastics, Springer, volume 26, issue 3, pages 535-585, July, DOI: 10.1007/s00780-022-00477-8.
• Doron Reichmann & Rouven Möller & Tobias Hertel, 2022, "Nothing but good intentions: the search for equity and stock price crash risk," Journal of Business Economics, Springer, volume 92, issue 9, pages 1455-1489, November, DOI: 10.1007/s11573-022-01085-w.
• Marc Zenzius & Christian Flore & Dirk Schiereck, 2022, "Tough times for seasoned equity offerings: performance during the COVID pandemic," Journal of Business Economics, Springer, volume 92, issue 9, pages 1491-1510, November, DOI: 10.1007/s11573-022-01089-6.
• A. Can Inci & Andres Ramirez & Hakan Saraoglu, 2022, "Anatomy of intraday volatility at the Chilean stock exchange," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 1, pages 68-98, January, DOI: 10.1007/s12197-021-09556-6.
• Hiroyuki Kubota & Mototsugu Shintani, 2022, "High-frequency identification of monetary policy shocks in Japan," The Japanese Economic Review, Springer, volume 73, issue 3, pages 483-513, July, DOI: 10.1007/s42973-021-00110-x.
• Subhamitra Patra & Gourishankar S. Hiremath, 2022, "An Entropy Approach to Measure the Dynamic Stock Market Efficiency," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 20, issue 2, pages 337-377, June, DOI: 10.1007/s40953-022-00295-x.
• Jiasha Fu & Hui Qiao, 2022, "The Time-Varying Connectedness Between China’s Crude Oil Futures and International Oil Markets: A Return and Volatility Spillover Analysis," Letters in Spatial and Resource Sciences, Springer, volume 15, issue 3, pages 341-376, December, DOI: 10.1007/s12076-021-00288-z.
• Simarjeet Singh & Nidhi Walia, 2022, "Momentum investing: a systematic literature review and bibliometric analysis," Management Review Quarterly, Springer, volume 72, issue 1, pages 87-113, February, DOI: 10.1007/s11301-020-00205-6.
• Puput Tri Komalasari & Marwan Asri & Bernardinus M. Purwanto & Bowo Setiyono, 2022, "Herding behaviour in the capital market: What do we know and what is next?," Management Review Quarterly, Springer, volume 72, issue 3, pages 745-787, September, DOI: 10.1007/s11301-021-00212-1.
• Si Chen, 2022, "Information and dynamic trading with the Gambler’s fallacy," Mathematics and Financial Economics, Springer, number 1, March, DOI: 10.1007/s11579-021-00305-1.
• Doron Israeli & Ron Kasznik & Suhas A. Sridharan, 2022, "Unexpected distractions and investor attention to corporate announcements," Review of Accounting Studies, Springer, volume 27, issue 2, pages 477-518, June, DOI: 10.1007/s11142-021-09618-4.
• Paul Fischer & Chongho Kim & Frank Zhou, 2022, "Disagreement about fundamentals: measurement and consequences," Review of Accounting Studies, Springer, volume 27, issue 4, pages 1423-1456, December, DOI: 10.1007/s11142-021-09627-3.
• David Vidal-Tomás & Rocco Caferra & Gabriele Tedeschi, 2022, "The day after tomorrow: financial repercussions of COVID-19 on systemic risk," Review of Evolutionary Political Economy, Springer, volume 3, issue 1, pages 169-192, April, DOI: 10.1007/s43253-021-00059-y.
• Michael Klitzka & Jianan He & Dirk Schiereck, 2022, "The rationality of M&A targets in the choice of payment methods," Review of Managerial Science, Springer, volume 16, issue 4, pages 933-967, May, DOI: 10.1007/s11846-021-00469-6.
• Florian Barth & Christian Eckert & Nadine Gatzert & Hendrik Scholz, 2022, "Spillover Effects from the Volkswagen Emissions Scandal: An Analysis of Stock and Corporate Bond Markets," Schmalenbach Journal of Business Research, Springer, volume 74, issue 1, pages 37-76, March, DOI: 10.1007/s41471-021-00121-9.
• Agya Atabani Adi & Samuel Paabu Adda & Amadi Kingsley Wobilor, 2022, "Shocks and volatility transmission between oil price and Nigeria’s exchange rate," SN Business & Economics, Springer, volume 2, issue 6, pages 1-17, June, DOI: 10.1007/s43546-022-00228-z.
• Daniel Ofori-Sasu & John Kuwornu & Gloria Clarissa Dzeha & Baah Aye Kusi, 2022, "Risk behaviour and insurance efficiency: the role of ownership and regulations from an emerging economies," SN Business & Economics, Springer, volume 2, issue 7, pages 1-30, July, DOI: 10.1007/s43546-022-00254-x.
• Richard E. Kihlstrom, 2022, "Risk Aversion and the Value of Information for Investors," Springer Books, Springer, chapter 108, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_111.
• Michael T. Chng & Gerard L. Gannon, 2022, "The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects," Springer Books, Springer, chapter 61, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_61.
• Han-Ching Huang & Shan-He Huang, 2022, "The Difference Between Conditional and Unconditional Insider Silence Effect: Evidence from China," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 12, issue 3, pages 1-5.
• Cheng-Wen Lee & Wei-Jui Chen, 2022, "Nonlinear Short-Run Adjustments between REITs and Stock Markets in the USA and Australia," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 1, pages 1-3.
• Jacob H. Schmidt PhD & Charlie McCann, 2022, "ESG Challenges in the Construction of UK Balanced Portfolios for Private Investors: An Analysis of the Availability and Performance of ESG Funds Across Various Asset Classes," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 1, pages 1-6.
• Ioannis N. Kallianiotis, 2022, "Trade Balance and Exchange Rate: The J-Curve," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 2, pages 1-3.
• Han-Ching Huang & William Indajang, 2022, "The Information Content of Indirect Insider Trading: Empirical Evidence from Vietnam Security Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 3, pages 1-2.
• Cheng-Wen Lee & Taufiqquddin Ande, 2022, "Pharmaceutical and Telecommunications Sector Weak Form Market Efficiency Study in Indonesian Capital Market 2017-2020," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 6, pages 1-9.
• Michele Anelli & Michele Patanè, 2022, "The Role of CDS Market in the Price Discovery Process of the “PIIGS†Countries Sovereign Credit Risk During the Recent Decade of Monetary Easing," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 11, issue 1, pages 1-1.
• Damonte Marco & Cardullo Gabriele, 2022, "The end of the Equity Premium Puzzle? An analysis of the European Financial Markets," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 11, issue 2, pages 1-2.
• Gergely Hudecz & Elisabetta Vangelista & Robert Blotevogel, 2022, "Asset purchases and sovereign risk premia in the euro area during the pandemic," Working Papers, European Stability Mechanism, number 55, Sep, revised 12 Sep 2022.
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• Alba Ruiz-Buforn & Simone Alfarano & Eva Camacho-Cuena & Andrea Morone, 2022, "Single vs. multiple disclosures in an experimental asset market with information acquisition," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 13-15, pages 1513-1539, October, DOI: 10.1080/1351847X.2021.1911822.
• Mustafa Caglayan & Oleksandr Talavera & Lin Xiong & Jing Zhang, 2022, "What does not kill us makes us stronger: the story of repetitive consumer loan applications," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 1, pages 46-65, January, DOI: 10.1080/1351847X.2020.1793792.
• Michael Mark & Jan Sila & Thomas A. Weber, 2022, "Quantifying endogeneity of cryptocurrency markets," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 7, pages 784-799, May, DOI: 10.1080/1351847X.2020.1791925.
• Oliver Borgards & Robert L. Czudaj, 2022, "Long-short speculator sentiment in agricultural commodity markets," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 055, Jan, revised Jan 2022.
• Catherine Georgiou, 2022, "Modifications on Book-Valued Ratios," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 3, pages 24-37, December.
• Antinolfi, Gaetano & Carapella, Francesca & Carli, Francesco, 2022, "Transparency and collateral: central versus bilateral clearing," Theoretical Economics, Econometric Society, volume 17, issue 1, January.
• Ingolf Dittmann & Amy Yazhu Li & Stefan Obernberger & Jiaqi Zheng, 2022, "The corporate calendar and the timing of share repurchases and equity compensation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-101/IV, Apr.
• Kim Ristolainen, 2022, "Narrative Triggers of Information Sensitivity," Discussion Papers, Aboa Centre for Economics, number 156, Dec.
• Adefemi A. OBALADE & Akona TSHUTSHA & Lungelo MVUYANA & Nothando NDLOVU & Paul-Francois MUZINDUTSI, 2022, "Are Frontier African Markets Inefficient or Adaptive? Application of Rolling GARCH Models," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 6, issue 1, pages 19-35, DOI: 10.1991/jefa.v6i1.a49.
• Hamza Bennani & Matthias Neuenkirch, 2022, "Too Complex to Digest? Federal Tax Bills and Their Processing in US Financial Markets," Research Papers in Economics, University of Trier, Department of Economics, number 2022-05.
• Chenglu Jin & Thomas Conlon & John Cotter, 2022, "Co-skewness across Return Horizons," Working Papers, Geary Institute, University College Dublin, number 202210, Nov.
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• Carlos Maquieira & Christian Espinosa-Méndez, 2022, "Herding behavior in the Chinese stock market and the impact of COVID-19," Estudios de Economia, University of Chile, Department of Economics, volume 49, issue 2 Year 20, pages 199-229, December.
• Urom, C. & Ndubuisi, Gideon & Guesmi, K., 2022, "Quantile return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional asset," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-017, May.
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• Stefano Colonnello & Michael Koetter & Alex Sclip & Konstantin Wagner, 2022, "The Reverse Revolving Door in the Supervision of European Banks," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2022:12, revised 2023.
• Aleksandrina Pancheva, 2022, "Bank performance on the stock market during Covid-19," Scientific Conference of the Department of General Economic Theory, University of Economics - Varna, issue 1, pages 287-295.