Research classified by Journal of Economic Literature (JEL) codes

2026

• Takahashi, Koji & Takaoka, Sumiko, 2026, "When bookbuilding uncertainty hits: Pricing and real effects of primary-market uncertainty," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.110028.
• Hoang, Lai Trung & Phan, Trang Thu, 2026, "Time-of-day effects in the Bitcoin options market," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110008.
• Chan, Chang & Chiou, Calvin J. & Wu, Chin-En, 2026, "Corporate social performance, retail investor trading, and stock price crash risk," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110055.
• Ziwen, Chen, 2026, "Ethereum risk states as a tail-risk switch for Art NFTs:Evidence from SuperRare," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110069.
• Yang, Manlu & Wang, Yufeng, 2026, "Scheduled FOMC statements and intraday macro event risk in cryptocurrency markets," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110073.
• Bonaparte, Yosef, 2026, "Independence under pressure: quantifying presidential influence on the federal Reserve," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110042.
• Weiberg, Alicia & Heldmann, Jan, 2026, "Music sentiment and stock returns: A structural break in sentiment dynamics," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110071.
• Chen, Binbin & Wang, Denghui & Zeng, Qingduo & Meng, Wenyu, 2026, "Does futures trading stabilize the underlying market with short-term traders?," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110113.
• Switzer, Lorne N. & El Meslmani, Nabil & Bajaj, Aman, 2026, "From trade agreement to trade war: USMCA, tariff uncertainty, and stock market spillovers," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110139.
• Galati, Luca & Russo, Carmine, 2026, "Guns’N Roses: Political assassination attempt and cryptocurrency markets," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110141.
• Mertzanis, Charilaos & Alsagr, Naif & Houcine, Asma, 2026, "Do economic projection meetings reduce the information effect of monetary policy announcements? Evidence from high-frequency FOMC event windows," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110145.
• Fodor, Andy & Onuk, Cagri Berk & Shank, Corey A., 2026, "Do economically meaningful quote differences convey private information?," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110193.
• Guo, Yanhong & Xiao, Xijuan & Zhu, Bingla & Ge, Xinyi, 2026, "How does stablecoin affect traditional sectors’ tail-risk contagion?," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110202.
• Essanaani, Yassine & Abdelsalam, Omneya & Ahelegbey, Daniel Felix, 2026, "The impact of crisis on sustainable European companies: A network approach to industry-specific vulnerabilities," Finance Research Letters, Elsevier, volume 105, issue C, DOI: 10.1016/j.frl.2026.110157.
• Borghesi, Richard & Salaga, Steven & Williams, Jared & Mondello, Michael, 2026, "Contract choice, parlay adoption, and sportsbook margins," Finance Research Letters, Elsevier, volume 105, issue C, DOI: 10.1016/j.frl.2026.110218.
• Ceresa, Tim & Wallmeier, Martin, 2026, "Explosive financing? Bank share price reactions to carbon bomb exposure," Finance Research Letters, Elsevier, volume 105, issue C, DOI: 10.1016/j.frl.2026.110228.
• Ding, Yue & Ma, Fanglin & Feng, Mengjun, 2026, "The impact of foreign investors on enterprise productivity," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110270.
• Doo, Seoyoung & Kim, Sehan & Kim, Jae-Young, 2026, "Audit committee election design and monitoring effectiveness: Evidence from Korea," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110290.
• Massa, M. & Mataigne, V. & Vermaelen, T., 2026, "When rights can’t be traded: Virtue or vice in governance?," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110292.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2026, "Artificial intelligence advancements and US nuclear energy deregulation are drivers of the short-term market returns of nuclear firms?," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110348.
• Clapham, Benjamin & Ewald, Florian & Jakobs, Jenny, 2026, "Wokeness on the line: AI-based analysis of the Trump effect on corporate ESG communication and market reaction," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110346.
• Huang, Junhui & Wu, Jianbin, 2026, "Do LLM-based overnight news indicators add value beyond A50 futures?," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110367.
• Yang, Qiurong & Bai, Gang, 2026, "The pricing of information sensitivity in the wealth management products: Evidence from China," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110382.
• ÜNLÜ, Ulaş & Bayram, Fatih, 2026, "Do dispersion-based tests capture herding? Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110397.
• Aktuğ, Emrehan & Torul, Orhan, 2026, "Informational inertia in a decentralized prediction market: Evidence from the May 2024 CPI leak," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110378.
• Kısacıkoğlu, Burçin, 2026, "Supply–Demand Ambiguity and asset prices: Evidence from stocks and bonds," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110420.
• Amatatsu, Yasuaki, 2026, "Assessing the greenium of transition bonds in japanese electric power bonds: evidence from Japan’s electric utilities," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110434.
• Wafi, Ahmed S. & El-Halaby, Sherif & Albitar, Khaldoon, 2026, "Stock return forecasting under climate policy uncertainty: A regime-dependent model comparison," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110456.
• Zhang, Meilin & Ouyang, Alice Y., 2026, "Underwriting partnerships and pricing efficiency of China’s LGFV bonds," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110473.
• Humann, Niklas & Kanelis, Dimitrios & Kranzmann, Lars H. & Siklos, Pierre L., 2026, "Financial market reactions to the novelty of information in FOMC minutes," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110475.
• Atilgan, Yigit & Ozgur Demirtas, K. & Doruk Gunaydin, A. & Tosun, Aynur Dilan, 2026, "Economic uncertainty and the beta anomaly in G10 Countries," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110484.
• Li, Binghong & Chen, Arthur Walter & Guo, Runzhi & Lou, Shuya, 2026, "Algorithmic window dressing? Section-level machine readability around Russell reconstitution," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110485.
• Rafizadeh, Nima, 2026, "Pricing scarcity: A machine learning test of water futures efficiency," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110486.
• Gao, Ruixue (Rachel) & Jiang, George J. & Reyes, Mario G., 2026, "Robinhood: Simple app simple stocks," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110446.
• Goel, Aditya, 2026, "Dealer-inventory frictions in SPX options: Evidence from LETF rebalancing," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110474.
• Shu, Ao, 2026, "Product retirement and delayed price discovery in a collectible asset market: evidence from LEGO sets," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110509.
• Shaw, Dan L. & Smith, Dallin O., 2026, "Delayed 10-K filings and discretionary revenue activity," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110512.
• Emanuel-Correia, Ricardo & Bentes, Sónia R., 2026, "Too much or too little? Financial and digital literacy and IPO underpricing in Europe," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110521.
• Hong, Zhenhan & Pan, Yue & Zhao, Xiangyang, 2026, "Seeing Is Believing? Visual–textual consistency in ESG reports and the cost of green bonds," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110522.
• Ji, Yinze & Zong, Lu & Cao, Yi, 2026, "Does sentiment lead prices? Evidence from individual stock price discovery," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110532.
• Hao, Lina & Li, Xiaofeng, 2026, "The influence mechanism of strategic aggressiveness on stock price crash risk: Moderation of working capital management efficiency and mediation of internal control quality," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110557.
• Berkovitch, Jonathan & Pierini, Lucia, 2026, "Does equity underpricing affect voluntary disclosure?," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110578.
• Ansarinasab, Moslem & Urom, Christian, 2026, "Navigating economic policy uncertainty with gold-backed and traditional cryptocurrencies: A wavelet quantile-based analysis," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110586.
• Choi, Hae Mi & Fu, Richard & Gupta-Mukherjee, Swasti, 2026, "Diversity and risk-taking in mutual fund teams," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110595.
• Kang, Hyoung-Goo & Kim, Junhwi & Ryu, Doojin, 2026, "AI exposure and the bet-trade wedge," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110437.
• Kaczmarek, Tomasz & Demir, Ender & Rouatbi, Wael & Zaremba, Adam, 2026, "When war moves oil: Energy dependence and global equity responses to the 2026 Iran conflict," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110577.
• Erez, Erce & Smirnov, Mikhail, 2026, "No-arbitrage bounds in decentralized perpetual markets," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110598.
• Rodriguez, Arturo & Stein, Roberto, 2026, "Autopilot alpha: Anomalies move, mutual funds follow," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110599.
• Kaplanski, Guy, 2026, "Market learning from sequential geopolitical escalations: Evidence from airline stocks," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110625.
• Imisiker, Serkan & Tas, Bedri Kamil Onur & Yildirim, Muhammed A., 2026, "Stuck on the road: Traffic congestion and stock returns," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110635.
• Xiang, Cheng & Qiu, Yuhang & Li, Zhuolei, 2026, "Generative AI adoption and information acquisition in capital markets: Evidence from a quasi-natural experiment in China," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110639.
• Wang, Lei & Zhao, Shuran & Duan, Chenggang, 2026, "Intraday tail risk dynamics under high-frequency trading regulatory rules: Evidence from tick-by-tick data," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110654.
• Chakrabarty, Bidisha & Nawn, Samarpan & Pascual, Roberto, 2026, "Financial market opacity and systemic liquidity risk," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110655.
• Aktuğ, Emrehan & Torul, Orhan, 2026, "When prediction markets disagree: Cross-platform dispersion and equity volatility in the 2024 U.S. election," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110664.
• Bhambhwani, Siddharth M., 2026, "DeFi interest rates and treasury yields," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110678.
• Sun, Jin, 2026, "Rents from restriction: Equity-market response to China’s october 2025 rare-earth export controls," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110725.
• Kang, Hojun & Hwang, Kyuyeon & Lee, Yong-Ki & Lee, Sang-Gun, 2026, "Did spot crypto ETFs reallocate venue liquidity? Fragile evidence," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110744.
• Zamorin, Vladimir & Suo, Yinan & Rech, Frederik, 2026, "ESG performance and stock price informativeness: Evidence from China," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110761.
• Wingender, John & Lucey, Brian, 2026, "Does the market value CEO climate activism? Evidence from the we mean business letter," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.108929.
• Biktimirov, Ernest N. & Afego, Pyemo N., 2026, "America first, markets last? Stock market effects of 2025 U.S. tariffs in middle-income countries," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.108942.
• Galloppo, Giuseppe & Guida, Roberto & Paimanova, Viktoriia & Urbani, Roberto, 2026, "Green innovation is the need of the hour: the role of regional-level framework and institutional investor types," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109029.
• Vinogradova, Veronika & Gubareva, Mariya, 2026, "Are impact crypto assets a new emerging asset class for sustainable and impact investors?," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109114.
• Yang, Jerry T. & Lin, Meng-Ying & Chang, Jow-Ran, 2026, "Profit from analysts’ earnings forecasts consensus? Evidence from Taiwan stock market," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109164.
• Galema, Rients & Gerritsen, Dirk, 2026, "Environmental ratings and stock returns: The dominant role of climate change," Finance Research Letters, Elsevier, volume 89, issue C, DOI: 10.1016/j.frl.2025.108238.
• He, Yanan & Wu, Yifan & Zheng, Kai, 2026, "Enterprise digital transformation and IPO pricing efficiency: Evidence from IPO primary and secondary markets," Finance Research Letters, Elsevier, volume 89, issue C, DOI: 10.1016/j.frl.2025.109355.
• Yang, Junhua & He, Xing & Zhang, Menghao & Gao, Xinxiang & Gou, Congcong & Chen, Xilong, 2026, "Registration system reform and risk of stock price collapse: the mediating effect based on auditor reputation," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109321.
• Liu, Jialin & Shi, Xinyi & Li, Shujie & Yu, Zaishui, 2026, "Managerial aggressiveness, internal green governance, and asset pricing efficiency," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109341.
• Jeong, Giho & Goh, Jihoon & Kim, Donghoon, 2026, "Speculation around celebration: Holiday, January, and lottery stocks in Korea," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109351.
• Kim, Hyeonjun & Ryu, Doojin, 2026, "Investor disagreement and short-squeeze risk," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109409.
• Lin, Tiantian & Wang, Liying, 2026, "Stability breeds clarity? Top management team stability and analyst forecast accuracy," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109411.
• Lo, Wen-Chi & Ko, Kuan-Cheng, 2026, "Recency biases and the idiosyncratic volatility puzzle," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109468.
• Bajpai, Shweta & Pathak, Jalaj & Yadav, Kartik, 2026, "Cyber risk, 10-K report and audit fees," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2026.109496.
• Karoui, Ali Trabelsi & Nammouri, Hela & Béjaoui, Azza & Jeribi, Ahmed, 2026, "Untangling the impact of Donald Trump’s speeches on AI-related cryptocurrency markets," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2026.109522.
• Grobys, Klaus & Sandretto, Davide & Äijö, Janne, 2026, "On survivor cryptocurrency momentum," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109602.
• Kwan, Alan & Onuk, Cagri Berk & Volkova, Ekaterina, 2026, "When deregulation wins: Cross-sectional evidence from the 2024 Trump election," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109597.
• Wang, Meng & Duan, Yixue & Yang, Guang-Zhao, 2026, "Weather alerts and stock market reactions: Evidence from China," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109628.
• Neururer, Thaddeus & Papadakis, George, 2026, "Bundled guidance types and changes in expected volatility," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109632.
• Dong, Haiyan & Shen, Yu, 2026, "The monitoring effect of CSI 300 inclusion: Evidence from enterprise risk management adoption," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109634.
• Ozocak, Onem, 2026, "Adjustment of U.S. Treasury yields to the cointegrating relationship amid high intrapersonal uncertainty," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109681.
• Song, Xiapeng & Hou, Wenxuan & Ouyang, Zizhou & Hao, Fangmin, 2026, "AI washing: Strategic disclosure and backlash," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109684.
• Hong, Gayeon, 2026, "Anchoring in calm, crumbling in crisis: The paradox of taming the long end," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109722.
• Huang, Bihong & Zhu, Kaiying, 2026, "Regulatory transparency and cost of ESG debt: Evidence from Latin America and Caribbean," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109736.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2026, "Sustainability uncertainty and cryptocurrency returns: Evidence from green and brown assets," Finance Research Letters, Elsevier, volume 96, issue C, DOI: 10.1016/j.frl.2026.109770.
• Hwang, Jinah & Moon, Doocheol & Kim, Grace Goun, 2026, "Rank-and-file stock options and stock price crash risk," Finance Research Letters, Elsevier, volume 97, issue C, DOI: 10.1016/j.frl.2026.109832.
• Liao, Yinchao & Yue, Qi, 2026, "Financing frictions and investment smoothing: Online governance of tax-induced spikes," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109848.
• Xu, Wen & Aschakulporn, Pakorn & Zhang, Jin E., 2026, "The economic value of forecasting and strategy gains in volatility timing," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109831.
• Lu, Yunzhi & Fu, Hang & Cai, Jinghan & Zhou, Kaiguo, 2026, "AI advancement and financial market spillover," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109912.
• Kar, Asim & Nazlioglu, Elif Hilal & Kilic, Emre & Gormus, Alper & Gozbasi, Onur, 2026, "Beyond the random walk: Asymmetric and cross-correlated dynamics in cryptocurrencies," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109913.
• Kim, Jinhwan & Cho, Hoon & Seok, Sangik, 2026, "How trading barriers in underlying markets impact ETF trading and characteristics," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103186.
• Yao, Kai & Chevapatrakul, Thanaset & Nguyen, Thach Vu Hong & Yin, Shiyan, 2026, "Uncertainty words and corporate information environment," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103194.
• Chen, Yugang & Lu, Shan & Shahab, Yasir & Zhu, Yuxuan, 2026, "Loud voices or reliable voices? Analyst influence on takeover decisions in China," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103213.
• Smales, Lee A., 2026, "When news travels: The role of sentiment in CME Nikkei futures returns," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103223.
• Jeong, Jin-Gyu & Byun, Suk-Joon & Kim, Donghoon, 2026, "Forecasting returns using image-based convolutional neural networks: Evidence from Korea," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103231.
• Chou, De-Wai & Chen, Chih-Chun & He, Tung-Lin, 2026, "OpenAI's technological announcements: Market reactions and implications," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103252.
• Yin, Pengfei & Li, Sicheng & Yue, Gabriel XG, 2026, "ESG rating adjustment disagreement and stock price synchronicity: Evidence from China," Research in International Business and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.ribaf.2025.103261.
• Liu, Chao & Liu, Xue J. & Faff, Robert, 2026, "Following the crowd: peer effects in corporate annual report tone," Research in International Business and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.ribaf.2026.103301.
• Li, Yilong & Chen, Xiaoqiu & Liu, Shucheng, 2026, "The impact of ESG news sentiment on green bond credit spreads: Signal transmission and market response," Research in International Business and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.ribaf.2026.103332.
• Devillard, Yohan & Weill, Laurent, 2026, "When banks borrow: Stock market reactions to loan announcements by financial vs. non-financial firms," Research in International Business and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.ribaf.2026.103361.
• Wang, Zaifeng & Xing, Tiancai, 2026, "Does corporate ESG information disclosure increase institutional ownership stability? Evidence from China," Research in International Business and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.ribaf.2026.103375.
• Tavor, Tchai, 2026, "Market responses to sentiment shocks: A machine learning approach to major sporting events," Research in International Business and Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.ribaf.2026.103412.
• Abideen, Zain Ul & Wu, Kai, 2026, "The value of words: Data asset disclosure and firm reputation," Research in International Business and Finance, Elsevier, volume 89, issue C, DOI: 10.1016/j.ribaf.2026.103491.
• Choi, Insu, 2026, "Strong clustering and weak barriers at round numbers in Bitcoin markets," Research in International Business and Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.ribaf.2026.103494.
• Castaño, Leticia & Farinós, José E. & Ibáñez, Ana M., 2026, "Regulatory asymmetry between the U.S. and the EU: climatic transition risk and the stock market reaction to Trump’s 2024 victory," Research in International Business and Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.ribaf.2026.103497.
• Sahoo, Gouri Sankar & Rajvanshi, Vivek & Syamala, Sudhakara Reddy, 2026, "Herding behaviour of institutional investors: Evidence from an emerging market," Research in International Business and Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.ribaf.2026.103515.
• Zhang, Ruohan, 2026, "Impact of category-specific equity market volatility on green and brown energy stocks," Research in International Business and Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.ribaf.2026.103526.
• Kim, Hyun Hak, 2026, "Measuring concentration risk with a herd sentiment index: Evidence from Korean financial markets," Research in International Business and Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.ribaf.2026.103543.
• Alsabah, Khaled & Alnahedh, Saad & Althaqeb, Saud Asaad, 2026, "Sharia compliance and strategic determinants of market maker engagement: Evidence from a segmented emerging market," Research in International Business and Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.ribaf.2026.103567.
• Zhang, Haiyang & Pan, Xiaoyuan & Chai, Guangjin, 2026, "Specialized financial regulation and banking risks: Evidence from China," Research in International Business and Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.ribaf.2026.103587.
• Zhou, Lei & Xu, Shun & Li, Haoran, 2026, "Confucianism and excessive control of family board seats," Research in International Business and Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.ribaf.2026.103595.
• Ding, Mingfa & Han, Yikai & He, Zhongda & Li, Donghui & Zhao, Yang, 2026, "Do carbon emissions encourage managerial information hoarding? Evidence from China’s stock market," Research in International Business and Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.ribaf.2026.103599.
• Jais, Tomas & White, Reilly, 2026, "Community, attention, and feedback trading in cryptocurrency markets: Evidence from memecoins," Research in International Business and Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.ribaf.2026.103619.
• Díaz, Antonio & Esparcia, Carlos & Fantini, Giulia, 2026, "One size doesn't fit all: Analysing the varied effects of anti-ESG ETFs on market risk," Research in International Business and Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.ribaf.2026.103628.
• Zhang, Pengcheng & Wang, Lei, 2026, "Does institutionalization reshape the cryptocurrency lifecycle premium? Evidence from the approval of U.S. spot Bitcoin ETFs," Research in International Business and Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.ribaf.2026.103632.
• Jang, Jaehee & Bae, Jehyun, 2026, "Rise of the Giants: Spillover effects of mega-cap firms on the stock market," Research in International Business and Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.ribaf.2026.103634.
• Zhang, Yifan & Sun, Yucheng & Lin, Jianhao, 2026, "The effect of macroeconomic analyst disagreement on stock market: Evidence from analyst report text," Research in International Business and Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.ribaf.2026.103641.
• Knapp, Boris & Stelzeneder, Dominik, 2026, "The impact of misinformation on consumer choices," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 122, issue C, DOI: 10.1016/j.socec.2026.102576.
• Khan, Talat Mehmood & Khan, Muhammad Awais & Popesko, Boris, 2026, "The strategic role of Artificial Intelligence in Attracting Foreign Institutional Investors: A comparative analysis of new and old firms," Technology in Society, Elsevier, volume 86, issue C, DOI: 10.1016/j.techsoc.2026.103293.
• Kaplanski, Guy & Shenhar, Yuval, 2026, "Turning adversity into opportunity: Market power, public policy, and financial market dynamics in times of war," Transportation Research Part A: Policy and Practice, Elsevier, volume 203, issue C, DOI: 10.1016/j.tra.2025.104753.
• Zhang, Shiruo & Chang, Yiqing & Jiao, Yuhan & Yin, Xiaoyan, 2026, "Shipping as a risk transmitter: Dynamic connectedness between freight markets and commodities under trade uncertainty," Transport Policy, Elsevier, volume 183, issue C, DOI: 10.1016/j.tranpol.2026.104141.
• James Morley & Jing Tian & Ben Zhe Wang, 2026, "Disagreement over the Nature of Macroeconomic Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-21, Mar.
• Jonathan Benchimol & Sathya Mellina, 2026, "Narratives and the Term Structure of Inflation Expectations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-29, May.
• Peter Hordahl & Burcin Kisacikoglu & Fan Dora Xia, 2026, "Bond Yield Responses to Macro News: The Role of Macro Forecast Disagreement and Monetary Policy Uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-45, Jun.
• Niklas Humann & Dimitrios Kanelis & Lars H. Kranzmann & Pierre L. Siklos, 2026, "Financial Market Reactions to the Novelty of Information in FOMC Minutes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-54, Jul.
• Ghosh, Anisha & Otsu, Taisuke, 2026, "Subjective beliefs estimators and their properties," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130027, Sep.
• Akyildirim, Erdinc & Corbet, Shaen & Muñiz, Jose Antonio & Scrimgeour, Frank, 2026, "Market perceptions of ESG reputational risk in the US pharmaceutical industry," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137054, May.
• Li, Yuxuan & Zhou, Yuqin & Huang, Jun & Xie, Lin & Huang, Hancheng, 2026, "Bitcoin ETFs and structural decoupling in the cryptocurrency market: evidence from altcoin correlation dynamics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137306, Feb.
• Conlon, Thomas & Corbet, Shaen & Larkin, Charles & Muñiz, Jose Antonio, 2026, "Systemic risk transmission to energy futures: weekend information gaps and the breakdown of pricing efficiency," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 140276, Sep.
• Błażej Kicior, 2026, "Obstawianie meczy jako forma zarobku na przykładzie Arki Gdynia, Cracovii i Lecha Poznań," Ekonomiczno-Ekonometryczne Roczniki Naukowe, Krzysztof Łuczka, volume 1, issue 1, pages 25-33, July, DOI: 10.67455/eern.2026.1.1.3.
• Arshi Firdous & Sarbapriya Ray, 2026, "Analysis of Month of the Year Effect: Evidence from GARCH Model in Indian Stock Market," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 210-232.
• Adel Necib & Anis Jarboui, 2026, "The Value of the Company is Influenced by Its Environmental, Social, and Governance Performance, with an Appropriate Evaluation Acting as a Moderating Variable," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 16, issue 3, pages 133-151.
• Konrad Salek, 2026, "Stock Market Reactions to Public Disclosures of Cyberattacks on European Union Companies in 2020-2025," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 1083-1099.
• Roshan Ghadamian, 2026, "A Market Without a Market: Architectural Absence in the Global Art Economy," IRSA Working Papers, Institute for Regenerative Systems Architecture, number art-market, Jan, DOI: 10.2139/ssrn.6066429.
• Roshan Ghadamian, 2026, "Formalising Value Without Institutions: NFTs as a Stress Test of Art Market Architecture," IRSA Working Papers, Institute for Regenerative Systems Architecture, number nfts, Jan, DOI: 10.2139/ssrn.6122386.
• Idorenyin J. Okon & Adeolu O. Adewuyi & Simplice A. Asongu, 2026, "Do Investors React Differently to GHG Emission in Stock Pricing Across Firms? Evidence from Commonwealth African Countries using a Novel Wavelet-Enhanced QQR Approach," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 26/021, Jan.
• Shahid Ali & Ali Fayyaz Munir & Mohd Edil Bin Abd Sukor & Deng Chune & Aamir Azeem, 2026, "What Drives the Profitability of Reversals in South Asian Emerging Markets? A Multilevel Approach to Firm, Industry, and Macroeconomic Factors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 76, issue 1, pages 2-27, June.
• Mujeeb-u-Rehman Bhayo & Naila Bibi & Ranjeeta Sadhwani, 2026, "Momentum and Disposition Effect in Different Market States," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 76, issue 1, pages 29-53, June.
• Hongjun Zeng & Ran Wu & Huifang Liu & Xusheng Fang & Shenglin Ma, 2026, "The Dynamic Relationship between China’s Carbon Emission Trading Market and Chinese Stock Market Sectors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 76, issue 1, pages 87-127, June.
• Kai Wang & Ladislav Kristoufek, 2026, "Gas Fees as Liquidity Risk Signals in Blockchain Token Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2026/16, Jun, revised Jun 2026.
• Indrajit Mitra & David E. Rapach, 2026, "Downside Risk to the Stock Market and Consumption," Policy Hub, Federal Reserve Bank of Atlanta, volume 2026, issue 6, pages 1-30, September, DOI: 10.29338/ph2026-06.
• Indrajit Mitra & David E. Rapach, 2026, "Downside Risk to the Stock Market and Consumption," Policy Hub, Federal Reserve Bank of Atlanta, volume 2026, issue 6, pages 1-30, September, DOI: 10.29338/ph2026-06.
• Friederike Niepmann, 2026, "How U.S. Bank Stock Prices Respond to Geopolitical Risk," Current Policy Perspectives, Federal Reserve Bank of Boston, number 26-4, Jun.
• Leslie Sheng Shen & Nancy R. Xu, 2026, "Cross-Policy Risk Pricing," Working Papers, Federal Reserve Bank of Boston, number 26-13, Aug, DOI: 10.29412/res.wp.2026.13.
• Eric Engstrom, 2026, "Anchored to the Dot Plot: Central Bank Projections and Interest Rate Expectations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-026, May, DOI: 10.17016/FEDS.2026.026.
• Friederike Niepmann & Leslie Sheng Shen & Joshua Walker, 2026, "How U.S. Bank Stock Prices Respond to Geopolitical Risk," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2026-06-02, Jun, DOI: 10.17016/2380-7172.4091.
• Cody Kallen, 2026, "Hidden Leverage in Nonfinancial Corporations," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1441, Jul, DOI: 10.17016/IFDP.2026.1441.
• Henry Dyer & Michael J. Fleming, 2026, "Treasury Market Liquidity Since April 2025," Liberty Street Economics, Federal Reserve Bank of New York, number 20260402, Apr, DOI: 10.59576/lse.20260402.
• Nina Boyarchenko & Lars C. Larsen & Paul Whelan, 2026, "The Disappearing Overnight Drift," Liberty Street Economics, Federal Reserve Bank of New York, number 20260701, Jul, DOI: 10.59576/lse.20260701.
• Michael J. Fleming & Weiling Liu & Giang Nguyen, 2026, "Intraday Price Pressure and Order Flow Around U.S. Treasury Auctions," Staff Reports, Federal Reserve Bank of New York, number 1188, Mar, DOI: 10.59576/sr.1188.
• Alan Chernoff & Julapa Jagtiani & Nathaniel Yoshida, 2026, "Flight to Safety: Evaluating Stablecoin’s Role as a Safe-Haven Asset in DeFi Markets," Working Papers, Federal Reserve Bank of Philadelphia, number 26-24, May, DOI: 10.21799/frbp.wp.2026.24.
• Mahyar Kargar & Benjamin Lester & Semih Üslü & Pierre-Olivier Weill, 2026, "The Evolution of the Corporate Bond Market: A Theoretical Analysis," Working Papers, Federal Reserve Bank of Philadelphia, number 26-27, May, DOI: 10.21799/frbp.wp.2026.27.
• Keith Hazen, 2026, "How Do Large, Sophisticated Cryptocurrency Trades Impact Broader DeFi Market Dynamics?," Working Papers, Federal Reserve Bank of Philadelphia, number 26-42, Sep, DOI: 10.21799/frbp.wp.2026.42.
• Giulo Cifarelli, 2026, "Gold and Oil in Periods of Financial Turmoil: A LSTAR GARCH Bivariate Copula Investigation," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2026_14.rdf.
• Lizelle Ann V. Cruz, 2026, "Sentiment as Early Warning: A Systemic Risk Index for the Philippines," JRFM, MDPI, volume 19, issue 5, pages 1-30, April.
• Joshua Ostry, 2026, "Chokepoint: the Financial Effects of Rare Earth Supply Disruptions," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 10-2026, Apr.
• Ugo Panizza & Francesco Tripoli & Beatrice Weder di Mauro, 2026, "An Autopsy of the Voluntary Carbon Market," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 21-2026, Aug.
• Constantin Burgi & Wanying Deng & Karl Whelan, 2026, "Makers and Takers: The Economics of the Kalshi Prediction Market," Working Papers, The George Washington University, The Center for Economic Research, number 2026-001, Feb.
• Dobrislav Dobrev & Ernst Schaumburg, 2026, "High-Frequency Cross-Market Trading: Model-Free Measurement and Testable Implications," Working Papers, The George Washington University, The Center for Economic Research, number 2026-011, Sep.
• Michael Ehrmann & Paul Hubert, 2026, "Information acquisition ahead of monetary policy announcements," Post-Print, HAL, number hal-05447152, Apr, DOI: 10.1016/j.euroecorev.2025.105241.
• Jean-Charles Rochet & Shema Mitali & Julien Xavier Daubanes, 2026, "Why do firms issue green bonds?," Post-Print, HAL, number hal-05476791, DOI: 10.1177/01956574251366200.
• Yohan Devillard & Laurent Weill, 2026, "When banks borrow: Stock market reactions to loan announcements by financial vs. non-financial firms," Post-Print, HAL, number hal-05615325, Mar, DOI: 10.1016/j.ribaf.2026.103361.
• Lorette Danilo & Fayssal Jamhamed & Franck Martin, 2026, "Pair trading strategies in the cryptoassets market: a cointegration framework with optimized thresholds using genetic algorithms," Post-Print, HAL, number hal-05654972, DOI: 10.1080/14697688.2026.2653663.
• Michael Ehrmann & Paul Hubert, 2026, "Information acquisition ahead of monetary policy announcements," Sciences Po Economics Publications (main), HAL, number hal-05447152, Apr, DOI: 10.1016/j.euroecorev.2025.105241.
• Anastasiia Kyrychenko & Olha Kovalenko, 2026, "The Efficiency of Infrastructural Support for Food E-Commerce in Ukraine at the Stage of Transition to Industry 5.0," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 185-199, March, DOI: 10.33146/2518-1181-2026-1(111)-185-.
• Ozair Siddiqui & Naveed Khan, 2026, "Resilience of Islamic Stock Indexes to Economic Uncertainty: Quantile-on-Quantile Insights," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 7-34, March, DOI: https://doi.org/10.21098/jimf.v12i1.
• Calebe de Roure & Emanuel Moench & Loriana Pelizzon & Michael Schneider, 2026, "OTC Discount," Management Science, INFORMS, volume 72, issue 6, pages 4633-4651, June, DOI: 10.1287/mnsc.2022.00194.
• Akshaya Jha & Stephen A. Karolyi & Nicholas Z. Muller, 2026, "Polluting Public Funds: The Effect of Environmental Regulations on Municipal Bonds," Management Science, INFORMS, volume 72, issue 6, pages 5048-5067, June, DOI: 10.1287/mnsc.2023.02340.
• Christian Leuz & Steffen Meyer & Maximilian Muhn & Eugene Soltes & Andreas Hackethal, 2026, "Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation," Management Science, INFORMS, volume 72, issue 8, pages 6603-6631, August, DOI: 10.1287/mnsc.2023.03181.
• Stefan Scharnowski & Yanghua Shi, 2026, "Bitcoin Blackout: Proof-of-Work and the Risks of Mining Centralization," Working Papers, Research Institute, International University of Japan, number EMS_2026_08, Jun.
• Hai Duong & Bart Taub, 2026, "The value of information flows in the stock market," Annals of Finance, Springer, volume 22, issue 1, pages 1-41, June, DOI: 10.1007/s10436-026-00479-y.
• Alexander Brauneis & Mehmet Sahiner, 2026, "Crypto Volatility Forecasting: Mounting a HAR, Sentiment, and Machine Learning Horserace," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 379-411, March, DOI: 10.1007/s10690-024-09510-6.
• Şahin Telli & Xufeng Zhao, 2026, "Price Clustering in Bitcoin Markets: The Role of Transaction Fees," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 2, pages 633-675, June, DOI: 10.1007/s10690-025-09515-9.
• Rashid Ameer & Peter Chan, 2026, "Investors’ Risk Aversion in a Tail Risk Event," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 2, pages 759-800, June, DOI: 10.1007/s10690-025-09520-y.
• Keming Li, 2026, "The Dark Side of Insider Trading," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 4, pages 1487-1526, December, DOI: 10.1007/s10690-025-09547-1.
• Müge Özdemir, 2026, "Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 555-608, February, DOI: 10.1007/s10614-025-10889-1.
• Wael Dammak & Ali Ben Mrad & Christian de Peretti & Salah Ben Hamad, 2026, "Enhancing Currency Option Pricing Models: Incorporating Dynamic Information Costs and Machine Learning Techniques," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 4, pages 2603-2642, April, DOI: 10.1007/s10614-025-10939-8.
• Dipshikha Podder & Rohan Mukherjee & Gourishankar S. Hiremath, 2026, "Can Deep-Learning Models Predict Behavior of Treasury Bond Yields," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 5, pages 4127-4148, May, DOI: 10.1007/s10614-025-10947-8.
• David Alaminos & M. Belén Salas-Compás & Estefanía Alaminos, 2026, "High-Frequency Trading, Short Squeeze and ARMA-GARCH-Fractal Neural Networks," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 2, pages 1097-1154, August, DOI: 10.1007/s10614-025-11026-8.
• Hitesh Kumar Sahu & Avishek Bhandari, 2026, "Crisis, Connectivity, and Market Efficiency: Dynamic Long-memory Networks of G7 and E7 Economies," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 3, pages 2261-2291, September, DOI: 10.1007/s10614-025-11116-7.
• Renata Karkowska & Szczepan Urjasz, 2026, "Volatility Spillovers and Hedging Effectiveness of Green Bonds: A Cross-Regional Analysis," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 5, pages 3871-3895, November, DOI: 10.1007/s10614-025-11177-8.
• Julián Andrada-Félix & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2026, "Britaly? Identifying Euro Area Historical Analogues to the UK’S 2022 Bond Market Shock," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 5, pages 4321-4360, November, DOI: 10.1007/s10614-025-11189-4.
• Marco I. Bonelli, 2026, "A multi-premium framework for Turkey’s equity market: sovereign, liquidity, volatility, and governance risk in regional context," Economic Change and Restructuring, Springer, volume 59, issue 5, pages 1-24, October, DOI: 10.1007/s10644-026-10061-1.
• Lucke, Konrad, 2026, "Transparency and dealer behavior: The case of MiFID II and the bund market," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 479.
• Fischer, Lukas & Hillert, Alexander & Ungeheuer, Michael & Müller, Sebastian, 2026, "Wiki-peers: A dynamic measure of global firm networks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 497.
• Liu, Crocker H. & Trzcinka, Charles & Zhao, Ziwei, 2026, "The Chinese trading halt puzzle," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101007.
• Zhan, Yaosong & Zhang, Wenwen & Liu, Zhenya, 2026, "Extreme fund performance and investor divergence in beliefs about manager skill," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101009.
• Kausar, Asad & Kumar, Alok & Taffler, Richard J., 2026, "Do investors gamble with going-concern firms?," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101011.
• Yang, Yaqing & Kang, Junqing & Lou, Youcheng, 2026, "Can institutional investors always beat individual investors?," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101018.
• Ashraf, Adnan & Saleem, Muhammad & Qi, Baolei & Shakill, Ayesha, 2026, "Tick size increase and default risk of small-cap U.S. firms: Evidence from a natural experiment," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101022.
• Barardehi, Yashar H. & Dixon, Peter & Liu, Qiyu & Lohr, Ariel, 2026, "When does the tick size help or harm market quality? Evidence from the Tick Size Pilot," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101024.
• Chang, Eric C. & Ge, Li & Lin, Tse-Chun & Ma, Xiaorong, 2026, "The effect of stock market indexing on option market conditions," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101026.
• Chen, Shaoling & Wu, Xi & Yang, Haisheng & Zhong, Jiaying, 2026, "Incentives matter: Domestic funds and price informativeness improvement," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101027.
• Ravi Anshuman, V. & Deuskar, Prachi & Subramanian, Krishnamurthy V. & Thirumalai, Ramabhadran S., 2026, "Intraday proprietary traders and short-term mispricing," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101028.
• Brown, William O. & Gao, Xiaoli & Han, Yufeng & Huang, Dayong & Wang, Fang, 2026, "Environmental sustainability and stock returns," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101006.
• Dai, Yuehao & Shi, Chao & Zhang, Ruixun, 2026, "Estimating market liquidity from daily data: Marrying microstructure models and machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101019.
• Chin, Jern Tat & Guo, Xu & Lin, Hai & Mei, Yi, 2026, "Technical indicators and the cross-section of corporate bond returns in a machine learning era," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101029.
• Ross, Landon J. & Horn, Jim & Pilanci, Mert & Luo, Kaihong & Zhou, Guofu, 2026, "Bottom up vs. top down: What does firm 10-K tell us?," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2026.101070.
• Manconi, Alberto & Massa, Massimo, 2026, "Informed securities lending: Evidence from structured finance," Journal of Financial Markets, Elsevier, volume 80, issue C, DOI: 10.1016/j.finmar.2025.101032.
• Wang, Chonglin & He, Jia, 2026, "Mandatory co-investment and lock-up in China: A case of inconsistency in gradualistic financial market reform," Journal of Financial Markets, Elsevier, volume 80, issue C, DOI: 10.1016/j.finmar.2025.101041.
• Shy, Oz, 2026, "Whistleblowers and financial fraud," Journal of Financial Stability, Elsevier, volume 82, issue C, DOI: 10.1016/j.jfs.2025.101494.
• Shiblu, Kawser Ahmed & Toscano, Francesca, 2026, "Culture as a catalyst: The impact of corporate culture on strategic alliances and equity market response," Journal of Financial Stability, Elsevier, volume 82, issue C, DOI: 10.1016/j.jfs.2025.101496.