Research classified by Journal of Economic Literature (JEL) codes

2025

• Gans, Joshua S., 2025, "The efficient market hypothesis when time travel is possible," Economics Letters, Elsevier, volume 248, issue C, DOI: 10.1016/j.econlet.2025.112209.
• Martos, Blake DeBruin & Sekkel, Rodrigo & Stern, Henry & Zhang, Xu, 2025, "Is anyone surprised? The high-frequency impact of U.S. and domestic macro data announcements on Canadian asset prices," Economics Letters, Elsevier, volume 248, issue C, DOI: 10.1016/j.econlet.2025.112232.
• Cosma, Simona & Cosma, Stefano & Gambarelli, Luca & Pennetta, Daniela & Rimo, Giuseppe, 2025, "Political elections and market reactions: The ‘Trump effect’ on green stocks," Economics Letters, Elsevier, volume 249, issue C, DOI: 10.1016/j.econlet.2025.112261.
• Hwang, Hyoseok David & Nam, Hocheol, 2025, "Political corruption and local mutual fund performance," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112258.
• Myeong, Jaeho & Kim, Donghoon, 2025, "Market reactions to Crypto-Specific announcements: Analyzing behaviors in coins and tokens," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112305.
• Wang, Kebin & Zhang, Jing, 2025, "Tax information sharing, financing frictions, and firms’ investment–financing maturity mismatch," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112373.
• Nochebuena-Evans, Leiza & Evans, Robert D. & Tarkom, Augustine, 2025, "The role of social capital on corporate social anti-activism and firm stock price: Evidence from DEI program elimination," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112376.
• Piserà, Stefano & Paltrinieri, Andrea & Galletta, Simona & Pichler, Flavio, 2025, "Trump’s tariffs: Unpacking the EU’s market reaction," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112380.
• Huynh, Anh Ngoc Quang, 2025, "Research and development fund allocation, high technology law, and firm investment choices," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112379.
• Galati, Luca & Perdichizzi, Salvatore, 2025, "From zero to hero: Memecoins’ spillover effects in cryptocurrency markets," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112381.
• Vadhava, Charu, 2025, "Role of ECX futures in carbon pricing: Intraday evidence from EU-ETS," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112401.
• Kamate, Vidya & Ranjan, Abhishek, 2025, "When less is not always more: Issue frequency and borrowing costs in commercial paper market," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112459.
• Koh, Byungwan & Park, James L. & Kim, Jaehwan, 2025, "Music royalty shares: Investment or fandom?," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112526.
• Comincioli, Nicola & Donadelli, Michael & Rizzati, Massimiliano, 2025, "Weapons and wealth: Market reaction to Europe’s defense push," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112538.
• Panetsidou, Styliani & Synapis, Angelos, 2025, "Do markets react to weather? Stock price reactions to weather alerts," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112551.
• Cirulli, Antonello & Walker, Patrick S., 2025, "Outperforming equal weighting," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112552.
• Gupta, Shreekant & Goldar, Bishwanath & Dang, Shubham & Baris, Omer F., 2025, "Environmental backsliders, repeat offenders and capital markets: Evidence from India," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112603.
• Cocozza, Rosa & Gallo, Serena, 2025, "Firm-level reactions to trade policy risk: Evidence from the S&P 500," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112647.
• Godin, Nathan & Horvath, Akos & Ma, Xingliang & Sagi, Jacob S., 2025, "Skin in the game and securitized commercial mortgage pricing before the Global Financial Crisis," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112653.
• Johnson, William C. & Scharnowski, Stefan, 2025, "Price discovery through wrapped tokens," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112703.
• Ahrens, Maximilian & Erdemlioglu, Deniz & McMahon, Michael & Neely, Christopher J. & Yang, Xiye, 2025, "Mind your language: Market responses to central bank speeches," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105921.
• Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan, 2025, "Realized candlestick wicks," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106014.
• Kayani, Umar & Iqbal, Umer & Aysan, Ahmet Faruk & Fianto, Bayu Arie & Rabbani, Mustafa Raza & Hasan, Fakhrul, 2025, "Revealing the secrets of working capital: A comparison between sharia-compliant and conventional firms," Economic Systems, Elsevier, volume 49, issue 2, DOI: 10.1016/j.ecosys.2024.101278.
• Bauer, Michael D. & Offner, Eric A. & Rudebusch, Glenn D., 2025, "Green stocks and monetary policy shocks: Evidence from Europe," European Economic Review, Elsevier, volume 177, issue C, DOI: 10.1016/j.euroecorev.2025.105044.
• Ouzan, Samuel & Six, Pierre, 2025, "The demand for hedging of oil producers: A tale of risk and regret," European Journal of Operational Research, Elsevier, volume 321, issue 1, pages 330-343, DOI: 10.1016/j.ejor.2024.09.036.
• Xu, Zhiwei & Hua, Xia & Zhang, Teng, 2025, "Does official media sentiment matter for the stock market? Evidence from China," Emerging Markets Review, Elsevier, volume 64, issue C, DOI: 10.1016/j.ememar.2024.101234.
• Abad, David & Massot, Magdalena & Nawn, Samarpan & Pascual, Roberto & Yagüe, José, 2025, "Message traffic and short-term illiquidity in high-speed markets," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2024.101251.
• Jin, Yanbo & Wei, Siqi & Xu, Jian, 2025, "Share pledging and stock price synchronicity: Evidence from China," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2025.101258.
• Shrimali, Suruchi & Ahmad, Wasim, 2025, "On the communication efforts of the central banks in emerging economies: The case of India," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2025.101259.
• Jin, Xianzhe & Si, Haitao & Zhu, Dandan & Li, Yuyan, 2025, "Spillover effects of short selling on corporate bond financing costs: Evidence from Chinese listed firms," Emerging Markets Review, Elsevier, volume 66, issue C, DOI: 10.1016/j.ememar.2025.101285.
• Han, Qian & Zhao, Chengzhi & Chen, Jing & Guo, Qian, 2025, "Does asynchronous market update matter? Re-examining the price discovery of stock index and futures in China," Emerging Markets Review, Elsevier, volume 67, issue C, DOI: 10.1016/j.ememar.2025.101307.
• Huang, Rui & Chen, Xing & Wu, Chongfeng, 2025, "The textual similarity of news content and stock return synchronicity," Emerging Markets Review, Elsevier, volume 67, issue C, DOI: 10.1016/j.ememar.2025.101309.
• Alsabah, Humoud & Alsabah, Khaled, 2025, "Kuwait Stock Exchange: A re-examination of seasonal anomalies," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101317.
• Luo, Runmei & Ye, Yong & Li, Manman & Li, Jingxin, 2025, "Pooling wisdom: The impact of investors' private information transmission on corporate investment efficiency," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101342.
• Schwarz, Patrick, 2025, "On the performance of volatility-managed equity factors — International and further evidence," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101560.
• Xu, Ke-Li, 2025, "A revisit to bias-adjusted predictive regression," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101578.
• Duan, Rui & Larkin, Yelena, 2025, "Short-term institutional investors and the diffusion of supply chain information," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101581.
• Zhang, Renbin & Zhang, Tongbin, 2025, "The AH premium: A tale of “siamese twin” stocks," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101599.
• Chen, Chen & Cohen, Andrew & Liang, Qiqi & Sun, Licheng, 2025, "Maxing out short-term reversals in weekly stock returns," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101608.
• Kale, Devendra & Nanda, Vikram & Rupp, Anin, 2025, "Strategic implications of corporate disclosure via Twitter," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101635.
• Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand, 2025, "Behavioral biases, information frictions and interest rate expectations," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101637.
• Chen, Yangyang & Ng, Jeffrey & Ofosu, Emmanuel & Yang, Xin, 2025, "Tick size and firm financing decisions: Evidence from a natural experiment," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101651.
• Rao, Amar & Lucey, Brian & Kumar, Satish, 2025, "Temporal dynamics of geopolitical risk: An empirical study on energy commodity interest-adjusted spreads," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108066.
• Hanif, Waqas & El Khoury, Rim & Arfaoui, Nadia & Hammoudeh, Shawkat, 2025, "Are interconnectedness and spillover alike across green sectors during the COVID-19 and the Russia–Ukraine conflict?," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108293.
• Liao, Ling & Diaz-Rainey, Ivan & Kuruppuarachchi, Duminda, 2025, "The interplay of carbon offset, renewable energy certificate and electricity markets in Australia," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108343.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri, 2025, "Government intervention and green innovation in renewable energy," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108185.
• Dimic, Nebojsa & Tinoco, Mario Hernandez & Piljak, Vanja & Vulanovic, Milos, 2025, "Energy SPACs performance and governance," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108478.
• Goswami, Alankrita & Karali, Berna, 2025, "Effects of growing-season weather on the dynamic price relationships between biofuel feedstocks," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108581.
• Gaies, Brahim & Chaâbane, Najeh & Adeosun, Opeoluwa Adeniyi & Sahut, Jean-Michel, 2025, "Climate transition risks, ESG sentiment and market value: Insights from the European stock market," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108605.
• Turquet, Briac & Bajgrowicz, Pierre & Scaillet, Olivier, 2025, "Mean reversion trading on the naphtha crack," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108620.
• DeCoste, Joseph, 2025, "Does excess futures market demand affect the spot price of oil?," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108621.
• Smimou, K. & Abrokwah, M. & Drougas, A., 2025, "Corporate investment decisions and related commodities: International evidence from energy and mining industries," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108766.
• Das, Debojyoti & Saurav, Sumit & Dutta, Anupam, 2025, "Modelling for insight: Does oil price uncertainty have directional predictability for travel and leisure firms?," Energy Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.eneco.2025.108887.
• Ullah, Assad & Riaz, Adeel, 2025, "The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression," Energy, Elsevier, volume 320, issue C, DOI: 10.1016/j.energy.2025.135254.
• Birnstengel, Carolin & Süssmuth, Bernd, 2025, "An asymmetric volatility analysis of the negative oil price during the first COVID-19 wave," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103959.
• Wang, Chuyu & Zhang, Guanglong, 2025, "In the shadows of opacity: Firm information quality and latent factor model performance," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103970.
• Bao, Kun & Chen, Denghui & Gu, Chen & Papakroni, Erlina & Stan, Raluca & Wang, Muhan, 2025, "The informational role of forex option volume," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103978.
• Li, Yuhang & You, Jia & Huang, Hui & Sun, Yihan, 2025, "Text-based analysis of corporate nationalism and dividend policies in China," International Review of Financial Analysis, Elsevier, volume 101, issue C, DOI: 10.1016/j.irfa.2025.104006.
• Duan, Kun & Zhang, Liya & Chen, Shuyun & Urquhart, Andrew, 2025, "Heterogeneous housing bubbles and monetary policy," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104079.
• Jia, Junyi & Chen, Jingwei & Yang, Yao, 2025, "Bond default of super-large real estate company and government debt risk," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104158.
• Qian, Binsheng & Tan, Yusen & Power, Gabriel & Mandal, Anandadeep, 2025, "Economic policy uncertainty, information production, and transparency," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104203.
• Zheng, Jing & Zou, Mengqi, 2025, "Can industry-specific information disclosure regulation mitigate the bullwhip effect in supply chain? Evidence from Chinese listed companies," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104244.
• Orpiszewski, Tomasz & Thompson, Mark, 2025, "Beyond borders: Asset price reaction to ESG incidents at home and abroad," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104246.
• Malik, Ihtisham A. & Hodgson, Allan & Faff, Robert W. & Xiong, Zhengling, 2025, "Corporate insider trading and extreme weather events: Evidence from tropical storms in the US," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104283.
• Ling, Chuanqi & Dong, Dayong & Yang, Jinyu & Cao, Jiawei, 2025, "In government-supported academic institutions we trust: Enterprise postdoctoral programmes and stock liquidity," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104289.
• Cai, Wenwu & Zhao, Yuyang & Li, Haohua & Xue, Zhongyi, 2025, "In the swirl of rumors: Corporate rumors and analyst forecast dispersion," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104346.
• Dragotto, Massimo & Dufour, Alfonso & Varotto, Simone, 2025, "Greenium fluctuations and climate awareness in the corporate bond market," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104281.
• Ardia, David & Aymard, Clément & Cenesizoglu, Tolga, 2025, "Examining high-frequency patterns in Robinhood users’ trading behavior," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104369.
• Mensi, Walid & Belghouthi, Houssem Eddine & Al-Kharusi, Sami & Kang, Sang Hoon, 2025, "Tail risk contagion and connectedness between clean cryptocurrency, green assets and commodity markets," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104370.
• Chen, Qingchong & Xiong, Xiong & Gao, Ya & Zhang, Yumeng, 2025, "Birthplace bias, familiarity and portfolio choice," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104377.
• Sobti, Neharika, 2025, "What triggers intraday price jumps and co-jumps in gold?," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104380.
• McGee, Paraic & Sheenan, Lisa & Egan, Tom & O'Donohoe, Sheila, 2025, "Risk factor disclosure in green bond prospectuses and investor compensation," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104405.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2025, "2024 U.S. presidential elections: An event study for U.S. and non-U.S. fossil fuel and renewable listed firms," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104430.
• Jia, Qinmin & Song, Zhihui & Huang, Xiaohong & Xuan, Quansheng, 2025, "The stock price crash risk of central firms in business groups," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104433.
• Gardini, Laura & Radi, Davide & Schmitt, Noemi & Sushko, Iryna & Westerhoff, Frank, 2025, "On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104436.
• Yue, Tian & Li, Lu-Lu & Wu, Wenfeng, 2025, "Weekday variations in the Chinese crude oil futures market: Unveiling the influence of COVID-19 and EIA shocks," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104438.
• Yang, Jinyu & Dong, Dayong & Liang, Chao, 2025, "Sequential questioning and structured responses: Enhancing the information effectiveness of corporate site visits," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104467.
• Xiao, Jihong & Xu, Wen & Liu, Hong & Zhao, Yunning, 2025, "Spillovers from oil price uncertainty to Chinese sectoral stock returns: New insights from effective transfer entropy," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104554.
• Shen, Dongxiao & He, Guanming, 2025, "Restricting insider trading through increasing managerial risk aversion – A behavioral mechanism," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104555.
• Li, Xiaobo & Fung, Anna & Fung, Hung-Gay & Jin, Hongmin, 2025, "Enhancing firm resilience: A dual focus on value creation and risk mitigation," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104562.
• Dutordoir, Marie & Li, Shuyu & Neto, João Quariguasi Frota, 2025, "When green is no longer a win - new evidence on the shareholder value effects of green bond offerings11The authors would like to thank Konstantinos Bozos, Samit Gupta, Antony Potter, Hai-Anh Tran, and participants at the 2023 British Academy of Manag," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104520.
• Otchere, Isaac & Phan, Hanh Hong Thi, 2025, "Value effects of sovereign wealth funds' exclusionary policies: The case of the Norwegian government pension fund-global (NGPF-G)," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104573.
• Li, Wenyi & Li, Tang & Shi, Wenhao & Long, Yuqing & Liu, Wenyu, 2025, "A protective shield for banks: How fintech curbs earnings manipulation through information transparency and financing constraints," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104622.
• Hao, Jinxing & Zhang, Qi & Sun, Qian & Tian, Siyang, 2025, "The heart wants what it wants: Local bias and seasoned equity offerings bidding," International Review of Financial Analysis, Elsevier, volume 108, issue PA, DOI: 10.1016/j.irfa.2025.104692.
• Chen, Yu-Lun & Xu, Ke & Yang, J. Jimmy, 2025, "Market impact of the bitcoin ETF introduction on bitcoin futures," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103810.
• Agapova, Anna & King, Tatiana & Ranta, Mikko, 2025, "Navigating transparency: The interplay of ESG disclosure and voluntary earnings guidance," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103813.
• Li, Yilong & Qiao, Yuqi & Lei, Shaoxin, 2025, "Ripple effect of ESG sentiment: How news stirs the waves in China's A-share market," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103856.
• Díaz, Juan D. & Hansen, Erwin, 2025, "Price effects of asset forced sales during massive pension funds withdrawals," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103869.
• Fiordelisi, Franco & Ricci, Ornella & Santilli, Gianluca, 2025, "Spotlight on physical risk: Assessing the banks' stock reaction to the ECB climate stress test," International Review of Financial Analysis, Elsevier, volume 98, issue C, DOI: 10.1016/j.irfa.2024.103882.
• Ye, Xixi & Gao, Tao & Zhang, Meijia & Zheng, Zhanhao, 2025, "Concealment and detection: The influence of management tone on analyst forecast revisions," International Review of Financial Analysis, Elsevier, volume 99, issue C, DOI: 10.1016/j.irfa.2025.103958.
• Ha, JinGi, 2025, "Institutional trading and satellite data," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106341.
• Ji, Sunan & Zheng, Dazhi & Zhou, Kaiguo, 2025, "Financial risk contagion across markets in China under the impact of the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106373.
• Thompson, Linh, 2025, "Human capital disclosures and institutional ownership," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106384.
• Wellalage, Nirosha & Wallace, Damien & Reddy, Krishna, 2025, "Access to finance: The role of production level technology," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106460.
• Gong, Manning & Cao, Chunfang & Zhang, Yuheng, 2025, "Government disclosure specificity and stock price synchronicity: Evidence from local government work reports in China," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106463.
• Saggu, Aman & Ante, Lennart & Kopiec, Kaja, 2025, "Uncertain Regulations, Definite Impacts: The Impact of the U.S. Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106413.
• Albuquerque, Bruno & Martins, António Miguel & Moutinho, Nuno, 2025, "Stock market effects of corporate malpractices and misconduct: Evidence from the short-seller Hindenburg," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106495.
• Oenschläger, Eike & Möllenhoff, Steffen, 2025, "Insider filings as trading signals — Does it pay to be fast?," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106514.
• Chao, Wu & Yifei, Xing & Shuai, Yang, 2025, "Aggravating effect: ESG performance and reputational penalty," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106515.
• Box, Travis & Davis, Ryan, 2025, "Human vs. machine: The impact of information processing on trading in OTC markets," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106516.
• Wang, Qian & Wu, Sitong & Huang, Peng & Hueng, C. James, 2025, "The influence of market liquidity on the efficiency of China's pilot carbon markets," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106560.
• Choi, Hyung-Eun, 2025, "Transition to proof-of-stake and informed trading," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106570.
• Muck, Matthias & Schmidl, Thomas & Wolf, Julian, 2025, "Wish or reality? On the exploitability of triangular arbitrage in cryptocurrency markets," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106508.
• Fujiyama, Keishi & Fukaya, Yusuke & Hong, Philip Keejae & Moriwaki, Toshio, 2025, "Are employee decisions informative in the stock market? Evidence from employee downsizing in Japan," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106611.
• Louchez, Aniss, 2025, "How fake news effects spread in an oligopolistic market — Evidence from the insulin market," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106644.
• Aneesha, M A & Lukose, P J Jijo, 2025, "From frenzy to flip: Unpacking foreign investor behavior in the wake of regulatory change," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106645.
• Kamocsai, László & Ormos, Mihály, 2025, "Modeling gasoline price volatility," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106657.
• Singh, Vikram & Jain, Sonali & Singh, Shveta, 2025, "Identification and pricing of labelled green bonds," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106691.
• Alaminos, David, 2025, "Rising bubbles by margin calls," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2024.106733.
• Sharma, Rajat & Chawla, Sonia & Dagar, Vishal & Dagher, Leila, 2025, "Corporate SDG adoption, share price synchronicity, and the role of incentive-compatible contracts in India," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106739.
• Wang, Qishu, 2025, "Generative AI-assisted evaluation of ESG practices and information delays in ESG ratings," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106757.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2025, "Do AI incidents and hazards matter for AI-themed cryptocurrency returns?," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106777.
• Ha, JinGi, 2025, "Digital communication and informed trading: Evidence from social distancing orders," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106786.
• Corazza, Marco & di Tollo, Giacomo & Filograsso, Gianni, 2025, "The impact of rating announcements on stock returns: A nonlinear assessment," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106738.
• Yan, Yu & Tong, Yan & Wang, Yiming, 2025, "Is faster information transmission always better?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106751.
• Pathak, Jalaj, 2025, "Impact of judgment readability on financial crimes," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106779.
• Zhu, Yuxuan & Liu, Yike & Zhou, Ye & Xing, Xiaoyun & Wang, Xiuya, 2025, "Correlation among climate risk, climate policy uncertainty, and carbon-intensive stock markets in China," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106817.
• Zhang, Zhilin, 2025, "The impact of SOE defaults on municipal corporate bond spreads in China," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106819.
• Flynn, Matthew & Tarkom, Augustine, 2025, "How do financial markets price political uncertainty? Evidence from the 2024 United States presidential election," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106879.
• Er, Selahattin Tolga & Kantorowicz, Jaroslaw, 2025, "Financial market reaction to the end of the right-wing populist government: The case of Poland," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106906.
• Morales, Adriano Barasal & Laurini, Márcio Poletti & Vrieling, Anton, 2025, "Risk assessment from space: Integrating satellite-derived insights for ESG financial decisions," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106951.
• Graef, Frank & Hoechle, Daniel & Schmid, Markus, 2025, "Firm-specific versus systematic momentum," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106963.
• Zhang, Junyu & Ruan, Xinfeng, 2025, "Inferring jump dynamics from weekly options: A non-parametric method," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106965.
• Zhang, Ruichen & Wen, Lei & Xu, Ling, 2025, "Answering without being asked: The effect of voluntary disclosure of digital strategy on stock price synchronicity," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107023.
• Liu, Xiao & Zhang, Yabin & Wang, Zhenguo & Rao, Qiao & Yang, Mengmeng, 2025, "Does trade friction exacerbate stock price crash risk? Evidence from China," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107026.
• Costa, João & Cró, Susana & Moutinho, Nuno & Martins, António Miguel, 2025, "Airline stock market reaction to CrowdStrike IT outage: An event study analysis," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107145.
• Chiu, Ya-Ling & Gao, Xuechen & Liu, Hung-Chun & Zhai, Qiong, 2025, "Financial literacy of ChatGPT: Evidence through financial news," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107088.
• Alshammari, Saad & Mbarek, Marouene & Mrad, Fatma & Msolli, Badreddine, 2025, "Downside risk transmission between green cryptocurrencies and carbon efficient equities: Evidence from a frequency connectedness approach," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107149.
• Taussig, Roi D., 2025, "Cash duration, risk, and implications for stock returns," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.106787.
• Gao, Tao & Cui, Xiaolei & Xu, Longbing, 2025, "Does investor short-horizon affect stock mispricing? An empirical study based on higher order expectation theory," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107202.
• Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Sepúlveda-Velásquez, Jorge, 2025, "Gold and cryptocurrencies as safe-havens: Lessons from wartime," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107230.
• Faure, Cédric & Nys, Emmanuelle & Tarazi, Amine, 2025, "Subcategories of ESG controversies and firm value," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107260.
• Su, Xuan-Qi, 2025, "Cautious but effective: CEO elite education and the timeline of mergers and acquisitions," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107268.
• Wen, Conghua & Jiang, Rui & Lin, Xiao, 2025, "Convertible bond issuance and liquidity of small-cap listed companies," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107297.
• Ahmed, Neveen & Tanos, Barbara Abou & Farooq, Omar & Bouaddi, Mohammed, 2025, "Economic policy uncertainty and active management: Evidence from SRI funds," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107339.
• Kang, Grace Il-Joo & Yoo, G-Song, 2025, "Analysts' vs. investors' optimism bias in legal and normative CSR," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107350.
• Jin, Cheng-Xiao & Yu, Jia-Qi, 2025, "Does the popularization of artificial intelligence increase the risk of corporate digital responsibility?," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107375.
• Koo, Kang Mo & Song, Jeongseop, 2025, "Terrorism and acquisition decision: Evidence from real estate investment trusts," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107406.
• Yang, Xing, 2025, "AI competition and firm value: Evidence from DeepSeek’s disruption," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107447.
• Liu, Bin & Zhou, Xuemei, 2025, "CEO spin and the stock price crash," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107449.
• Wei, Haitian & Ooi, Chai-Aun & Mohd-Rashid, Rasidah, 2025, "Market responses to ESG amid signs of ESG De-institutionalization: evidence from the 2024 economic shock and Trump’s election victory," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107457.
• Zheng, Panpan & Li, Zhen, 2025, "Financial judicial specialization and corporate information interaction: Evidence from the establishment of financial courts in China," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107483.
• Kaya, Orçun & Çatak, Çiydem, 2025, "Do pre-market notifications and stock volatility trigger circuit breakers? Evidence from Turkish post-IPO stocks," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107509.
• Mensi, Walid & Khoury, Rim El & Kang, Sang Hoon, 2025, "Dynamic connectedness between oil shocks and BRICS stock markets," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107601.
• Salikhova, Tatiana, 2025, "The impact of wildfire smoke on carbon-intensive stocks," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107620.
• Reichenbach, Felix, 2025, "Skin in the game: The returns of digital assets from computer games," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107670.
• Pastushkov, Aleksei & Boulatov, Alexei, 2025, "Pseudo-collusion in a centralized algorithmic financial market," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107671.
• Huang, Rui & Wu, Chongfeng, 2025, "Tell less, get more? News topic concentration and stock market reaction," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107740.
• Yan, Guan & Li, Fanglin & Liu, Zhidong & Zhou, Lu Jolly, 2025, "Climate risk concern and green premium in the stock market: Evidence from China," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107741.
• Botta, Corrado & Sakariyahu, Rilwan, 2025, "Market volatility across asset classes during U.S. presidential and mid-term elections," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107754.
• Vashisht, Shailja & Mundi, Hardeep Singh, 2025, "Do well-connected bank CEOs mitigate the impact of geopolitical risk on bank stability? Evidence from an emerging market," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107777.
• Zhao, Ningru & Liu, Lanlan & Chen, Youyang & Yu, Xiaoyu, 2025, "Can corporate digitalization deter leverage manipulation? Evidence from China," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107796.
• Zhu, Haobo & Pan, Hongyu & Wu, Zhen-Xing & Huang, Guan-Ying, 2025, "Green Factory Certification, information asymmetry, and stock liquidity," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107816.
• Guo, Cunzhi & Ho, Kung-Cheng & Gong, Yujing & Yu, Jia-Qi, 2025, "Public opinion shaping: The impact of corporate digital transformation on analysts' optimistic forecast bias," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107855.
• Fang, Fei & Meng, Chong & Tang, Zhenyang & Veeren, Parianen, 2025, "Insider risk aversion and trade informativeness: evidence from pre-option-grant selling," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107887.
• Bonaparte, Yosef, 2025, "Global FOMO: The pulse of financial markets worldwide," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107920.
• Liu, Guangqiang & Zhang, Yifan & Liu, Chun, 2025, "How does governmental accounting and financial supervision affect the quality of analysts’ forecasts?," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107926.
• Ferriani, Fabrizio & Marchetti, Sabina, 2025, "The micro-determinants of portfolio allocation shifts in mutual funds: Evidence from machine learning models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107935.
• Jiang, Haiyang & Yang, Zeyu, 2025, "Green financial policies and executive opportunistic share reduction," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107945.
• Lee, Im Hyeon, 2025, "Calendar-based clustering of weekly extremes: Empirical failure of stochastic models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107992.
• Atanasova, Christina & Miao, Terrel & Segarra, Ignacio & Willeboordse, Frederick, 2025, "Aggregate illiquidity and crypto option returns," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108003.
• Cioli, Valentina & Giannozzi, Alessandro & Roggi, Oliviero, 2025, "SPACs in Europe: performance analysis and differences from the U.S," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108031.
• Liu, Yanlin & Yang, Jiaxin & Pham, Thu Phuong, 2025, "The hidden cost of firm-level political risk: Impairing liquidity in corporate bond markets," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108058.
• Sun, Wenjie & Mei, Jianhua & Chen, Kecun & Li, Zhaoqi, 2025, "Biodiversity risk and value creation in emerging markets," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108069.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2025, "Presidential elections and secretary appointment: an event study for us biotechnology and drugs," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108125.
• Zhang, Xueying & Bian, Haodong & Walker, Thomas & Barabanov, Sergey, 2025, "The impact of financial report comment letters on bond pricing: Evidence from China," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108140.
• Mao, Xiaodan & Hu, Cong & Xiong, Lin & Wang, Yebin, 2025, "Climate risk attention and financial markets: The time–frequency and quantile perspective," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108130.
• Sui, Yanjun & Tian, Xiao & Zhong, Angel & Chiah, Mardy, 2025, "Beyond the final whistle: AFL grand final and retail investor trading," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108137.
• Kim, Hyeonjun & Ryu, Doojin, 2025, "Short squeeze risk and price impact," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108147.
• Sheng, Xiaohan & Yang, Lin, 2025, "From headlines to earnings: Do biodiversity disclosures tighten analyst forecasts?," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108158.
• Ye, Xixi & Guo, Fanyong & Liu, Yuxuan & Qin, Shan & Zheng, Zhanhao, 2025, "Mitigating financialization through oversight: The impact of investor site visits on Chinese listed firms," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108179.
• Ding, Zhiguo & Liu, Xinmiao & Ding, Yuyang, 2025, "How information structure shapes insider valuation bias: Evidence from insider selling in China," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108206.
• Lee, Yu Kyung & Lee, Eun Jung & Kim, Ryumi, 2025, "Factor-loading uncertainty and expected return: Value vs. growth stocks," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108171.
• Gu, Zhenhua & Gu, Chen & Zhang, Chengping, 2025, "Analyst forecast behavior under trade uncertainty: Evidence from China," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108245.
• Bonaparte, Yosef, 2025, "From innovation to valuation: The role of quantum technologies in asset pricing," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108281.
• Afik, Zvika & Lahav, Yaron & Zaguri, Bat-El, 2025, "Long-term market reactions to FDA Phase III clinical trials announcements," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108139.
• Conlon, Thomas & Corbet, Shaen, 2025, "Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108264.
• Nie, Chun-Xiao, 2025, "Trump tariff policies shock information flows across major global equity markets," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108319.
• Mugaloglu, Erhan & Kocak, Emrah & Bulut, Umit, 2025, "News intensity and volatility dynamics in large- and small-cap stocks: A non-gaussian SVAR approach," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108359.
• Miwa, Kotaro, 2025, "Range of analyst target prices," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108440.
• Li, Huicong & Liu, Jiayi & Wu, Chao, 2025, "Nip in the bud:Spillover effect of customer earnings pressure on supplier audit fees," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108469.
• Sifat, Imtiaz, 2025, "Ethereum’s proof-of-stake transition: Inflation dynamics and market structure changes," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108237.
• Bahcivan, Hulusi, 2025, "Day and night expected returns under overnight information shocks: New tug-of-war pattern," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108591.
• Chaturvedula, Chakrapani & Reddy, K.Sriharsha & Babu, A.Sarath, 2025, "Regulatory reforms, share buyback and institutional monitoring of insider trading: Evidence from India," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108594.
• Zirk-Sadowski, Jan & Hryckiewicz, Aneta, 2025, "Intraday and overnight return anomalies: Evidence from 11.6 million price observations," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108638.
• Mourey, Mathis & Shahrour, Mohamad H. & Şoiman, Florentina, 2025, "A crypto-stock weekend effect: Predicting Monday stock returns using weekend cryptocurrency returns," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108661.
• Iwanaga, Yasuhiro, 2025, "Auction timing anomaly in the Japanese bond futures market," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108675.
• Barros, Victor & Gonçalves, Tiago Cruz, 2025, "Stock liquidity and price‑to‑book discounts: non‑linear evidence from European‑listed firms," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108750.
• Kim, Hyeonjun & Ryu, Doojin, 2025, "Decomposing momentum: Fundamentals versus persistent mispricing," Finance Research Letters, Elsevier, volume 86, issue PF, DOI: 10.1016/j.frl.2025.108752.
• Zhang, Hao & Zhang, Lu & Zhao, Hua, 2025, "Intraday variation of systematic risk in China," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108903.
• Su, Lixin (Nancy) & Wong, Sonia Man-Lai & Xue, Yuan & Zhao, Xiaofeng, 2025, "Do short-sale constraints inhibit information acquisition? Evidence from regulation SHO," Journal of Financial Markets, Elsevier, volume 72, issue C, DOI: 10.1016/j.finmar.2024.100945.
• Galindo Gil, Hamilton & Lazo-Paz, Renato, 2025, "An ETF-based measure of stock price fragility," Journal of Financial Markets, Elsevier, volume 72, issue C, DOI: 10.1016/j.finmar.2024.100946.
• Tsujimoto, Yusuke, 2025, "Coarse pricing in QE auctions," Journal of Financial Markets, Elsevier, volume 73, issue C, DOI: 10.1016/j.finmar.2024.100959.
• Katagiri, Mitsuru & Shino, Junnosuke & Takahashi, Koji, 2025, "Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation," Journal of Financial Markets, Elsevier, volume 73, issue C, DOI: 10.1016/j.finmar.2025.100961.
• Jiang, Hao & Ma, Yong & Wang, Tianyang, 2025, "Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency," Journal of Financial Markets, Elsevier, volume 73, issue C, DOI: 10.1016/j.finmar.2025.100969.
• Barardehi, Yashar H. & Bernhardt, Dan, 2025, "Revisiting the ∪-shaped patterns in volatility and price impacts: Novel results using trade-time estimates," Journal of Financial Markets, Elsevier, volume 74, issue C, DOI: 10.1016/j.finmar.2025.100971.
• He, Xue-Zhong & Kang, Junqing, 2025, "Speed competition and strategic trading," Journal of Financial Markets, Elsevier, volume 74, issue C, DOI: 10.1016/j.finmar.2025.100972.
• Garriott, Corey & van Kervel, Vincent & Zoican, Marius, 2025, "Queuing and inventories in limit order markets," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100982.
• Comerton-Forde, Carole & Marta, Thomas, 2025, "ETF effects: The role of primary versus secondary market activities," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100983.
• Choi, Youngmin & Lee, Suzanne S., 2025, "On the efficiency contributions of analyst recommendations to financial markets," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100985.