Research classified by Journal of Economic Literature (JEL) codes

2021

• Liang, Qi & Sun, Wenjia & Li, Wenyu & Yu, Fengyan, 2021, "Media effects matter: Macroeconomic announcements in the gold futures market," Economic Modelling, Elsevier, volume 96, issue C, pages 1-12, DOI: 10.1016/j.econmod.2020.12.018.
• Li, Pengshi & Xian, Aichuan & Lin, Yan, 2021, "What determines volatility smile in China?," Economic Modelling, Elsevier, volume 96, issue C, pages 326-335, DOI: 10.1016/j.econmod.2020.04.013.
• Li, Yan & Li, Weiping, 2021, "Firm-specific investor sentiment for the Chinese stock market," Economic Modelling, Elsevier, volume 97, issue C, pages 231-246, DOI: 10.1016/j.econmod.2021.01.006.
• Zhou, Deqing & Zhen, Fang, 2021, "Risk aversion, informative noise trading, and long-lived information," Economic Modelling, Elsevier, volume 97, issue C, pages 247-254, DOI: 10.1016/j.econmod.2021.02.001.
• Jiang, Shangwei & Jin, Xiu, 2021, "Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model," Economic Modelling, Elsevier, volume 97, issue C, pages 298-306, DOI: 10.1016/j.econmod.2020.04.002.
• Zaremba, Adam & Szyszka, Adam & Karathanasopoulos, Andreas & Mikutowski, Mateusz, 2021, "Herding for profits: Market breadth and the cross-section of global equity returns," Economic Modelling, Elsevier, volume 97, issue C, pages 348-364, DOI: 10.1016/j.econmod.2020.04.006.
• Cepoi, Cosmin-Octavian & Anghel, Dan-Gabriel & Pop, Ionuţ Daniel, 2021, "Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks," Economic Modelling, Elsevier, volume 98, issue C, pages 302-318, DOI: 10.1016/j.econmod.2020.11.010.
• Behrendt, Simon & Schmidt, Alexander, 2021, "Nonlinearity matters: The stock price – trading volume relation revisited," Economic Modelling, Elsevier, volume 98, issue C, pages 371-385, DOI: 10.1016/j.econmod.2020.11.004.
• Li, Shi & Wu, Chaopeng & Yang, Shijie, 2021, "Affiliated block shareholders and analyst optimism," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2019.101135.
• Kim, Byungoh & Suh, Sangwon, 2021, "Overnight stock returns, intraday returns, and firm-specific investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101287.
• Du, Brian & Serrano, Alejandro & Vianna, Andre, 2021, "Short-term institutions’ information advantage and overvaluation," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101299.
• Hattori, Takahiro & Ishida, Ryo, 2021, "Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101322.
• Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Suleman, Tahir & Kang, Sang Hoon, 2021, "Asymmetric volatility connectedness among U.S. stock sectors," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101327.
• Mensi, Walid & Hamed Al-Yahyaee, Khamis & Vinh Vo, Xuan & Hoon Kang, Sang, 2021, "Dynamic spillover and connectedness between oil futures and European bonds," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101342.
• Akari, Mohamed-Ali & Ben-Abdallah, Ramzi & Breton, Michèle & Dionne, Georges, 2021, "The impact of central clearing on the market for single-name credit default swaps," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101346.
• Tan, Zhengxun & Xiao, Binuo & Huang, Yilong & Zhou, Li, 2021, "Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101371.
• Li, Xingjian & Feng, Hongrui & Yan, Shu & Wang, Heng, 2021, "Dispersion in analysts’ target prices and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101385.
• He, Jingbin & Ma, Xinru & Liao, Jingchi, 2021, "Preference for bid time in hybrid auctioned IPOs: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101389.
• Okorie, David Iheke & Lin, Boqiang, 2021, "Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101397.
• Chin, Chang-Chiang & Paphakin, Warinthorn, 2021, "The daily relationship between U.S. asset prices and stock prices of American countries," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101399.
• Wang, Hu & Li, Shouwei & Ma, Yuyin, 2021, "Herding in Open-end Funds: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101417.
• Borgards, Oliver, 2021, "Dynamic time series momentum of cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101428.
• Yuan, Ying & Huang, Yizhao & Chen, Haoran, 2021, "Monthly-rebalanced leveraged exchange-traded products: Performance and mandatory rebalancing needs," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101431.
• Mensi, Walid & Lee, Yun-Jung & Vinh Vo, Xuan & Yoon, Seong-Min, 2021, "Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101446.
• Cao, Guangxi & Xie, Wenhao, 2021, "The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101514.
• Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2021, "Stock Market’s responses to intraday investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101516.
• Rehman, Mobeen Ur & Kang, Sang Hoon & Ahmad, Nasir & Vo, Xuan Vinh, 2021, "The impact of COVID-19 on the G7 stock markets: A time-frequency analysis," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101526.
• Andrieș, Alin Marius & Ongena, Steven & Sprincean, Nicu, 2021, "The COVID-19 Pandemic and Sovereign Bond Risk," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101527.
• Su, Fei & Wang, Xinyi, 2021, "Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101548.
• Cepni, Oguzhan & Gupta, Rangan, 2021, "Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101550.
• Abuelfadl, Moustafa & Yamani, Ehab, 2021, "Currency news and international bond markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101555.
• El Ouadghiri, Imane & Guesmi, Khaled & Peillex, Jonathan & Ziegler, Andreas, 2021, "Public Attention to Environmental Issues and Stock Market Returns," Ecological Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.ecolecon.2020.106836.
• Chenet, Hugues & Ryan-Collins, Josh & van Lerven, Frank, 2021, "Finance, climate-change and radical uncertainty: Towards a precautionary approach to financial policy," Ecological Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.ecolecon.2021.106957.
• Takahashi, Ryo, 2021, "How to stimulate environmentally friendly consumption: Evidence from a nationwide social experiment in Japan to promote eco-friendly coffee," Ecological Economics, Elsevier, volume 186, issue C, DOI: 10.1016/j.ecolecon.2021.107082.
• Baer, Moritz & Campiglio, Emanuele & Deyris, Jérôme, 2021, "It takes two to dance: Institutional dynamics and climate-related financial policies," Ecological Economics, Elsevier, volume 190, issue C, DOI: 10.1016/j.ecolecon.2021.107210.
• Aslanidis, Nektarios & Bariviera, Aurelio F. & Perez-Laborda, Alejandro, 2021, "Are cryptocurrencies becoming more interconnected?," Economics Letters, Elsevier, volume 199, issue C, DOI: 10.1016/j.econlet.2021.109725.
• Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2021, "Inflation and Bitcoin: A descriptive time-series analysis," Economics Letters, Elsevier, volume 203, issue C, DOI: 10.1016/j.econlet.2021.109848.
• Marinč, Matej & Massoud, Nadia & Ichev, Riste & Valentinčič, Aljoša, 2021, "Presidential candidates linguistic tone: The impact on the financial markets," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109876.
• Fassas, Athanasios P., 2021, "Price discovery in US money market benchmarks: LIBOR vs. SOFR," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109882.
• Bertelsen, Kristoffer Pons & Borup, Daniel & Jakobsen, Johan Stax, 2021, "Stock market volatility and public information flow: A non-linear perspective," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109905.
• Lee, Namhoon & Choi, Wonseok & Pae, Yuntaek, 2021, "Market efficiency in foreign exchange market," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109931.
• Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Darendeli, S. Pinar Ceyhan, 2021, "Do investor sentiments drive cryptocurrency prices?," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109980.
• Alvarez-Ramirez, Jose & Rodriguez, Eduardo, 2021, "A singular value decomposition approach for testing the efficiency of Bitcoin and Ethereum markets," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109997.
• Giannikos, Christos I. & Kyei-Fordjour, Richmond, 2021, "Computing posterior signals and endogenous parameters in a dealer trading network," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110000.
• Kim, Taejin, 2021, "Trust and trading volume," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110003.
• Adra, Samer & Menassa, Elie, 2021, "Monetary policy and information production in the secondary market," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110044.
• Wang, Wenzhao, 2021, "The mean–variance relation: A 24-hour story," Economics Letters, Elsevier, volume 208, issue C, DOI: 10.1016/j.econlet.2021.110053.
• Mahambare, Vidya & Pathak, Jalaj, 2021, "Differential impact of diversity in policy communication," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110142.
• Ma, Shujie & Linton, Oliver & Gao, Jiti, 2021, "Estimation and inference in semiparametric quantile factor models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 295-323, DOI: 10.1016/j.jeconom.2020.07.003.
• Chen, Shiyi & Chng, Michael T. & Liu, Qingfu, 2021, "The implied arbitrage mechanism in financial markets," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 468-483, DOI: 10.1016/j.jeconom.2020.07.011.
• Hryckiewicz, Aneta, 2021, "There is no smoke without a fire: The effect of government interventions in less advanced economies," Economic Systems, Elsevier, volume 45, issue 1, DOI: 10.1016/j.ecosys.2020.100776.
• Geromichalos, Athanasios & Jung, Kuk Mo & Lee, Seungduck & Carlos, Dillon, 2021, "A model of endogenous direct and indirect asset liquidity," European Economic Review, Elsevier, volume 132, issue C, DOI: 10.1016/j.euroecorev.2020.103627.
• Zigraiova, Diana & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2021, "How puzzling is the forward premium puzzle? A meta-analysis," European Economic Review, Elsevier, volume 134, issue C, DOI: 10.1016/j.euroecorev.2021.103714.
• Ersan, Oguz & Simsir, Serif Aziz & Simsek, Koray D. & Hasan, Afan, 2021, "The speed of stock price adjustment to corporate announcements: Insights from Turkey," Emerging Markets Review, Elsevier, volume 47, issue C, DOI: 10.1016/j.ememar.2020.100778.
• Zhou, Zhong-guo & Hussein, Monica & Deng, Qi, 2021, "ChiNext IPOs' initial returns before and after the 2013 stock market reform: What can we learn?," Emerging Markets Review, Elsevier, volume 48, issue C, DOI: 10.1016/j.ememar.2021.100817.
• Zhu, Hong-bing & Zhang, Bing & Yang, Li-hua, 2021, "The gambling preference and stock price: Evidence from China's stock market," Emerging Markets Review, Elsevier, volume 49, issue C, DOI: 10.1016/j.ememar.2021.100803.
• Cheng, Feiyang & Wang, Chunfeng & Chiao, Chaoshin & Yao, Shouyu & Fang, Zhenming, 2021, "Retail attention, retail trades, and stock price crash risk," Emerging Markets Review, Elsevier, volume 49, issue C, DOI: 10.1016/j.ememar.2021.100821.
• Clapham, Benjamin & Gomber, Peter & Lausen, Jens & Panz, Sven, 2021, "Liquidity provider incentives in fragmented securities markets," Journal of Empirical Finance, Elsevier, volume 60, issue C, pages 16-38, DOI: 10.1016/j.jempfin.2020.11.002.
• Chen, Tsung-Yu & Chou, Pin-Huang & Ko, Kuan-Cheng & Rhee, S. Ghon, 2021, "Non-parametric momentum based on ranks and signs," Journal of Empirical Finance, Elsevier, volume 60, issue C, pages 94-109, DOI: 10.1016/j.jempfin.2020.11.004.
• Gehricke, Sebastian A. & Zhang, Jin E., 2021, "Tracking performance of VIX futures ETPs," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 103-117, DOI: 10.1016/j.jempfin.2021.01.002.
• Hu, Conghui & Liu, Yu-Jane & Xu, Xin, 2021, "The valuation effect of stock dividends or splits: Evidence from a catering perspective," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 163-179, DOI: 10.1016/j.jempfin.2021.01.006.
• Parhizgari, A.M. & Padungsaksawasdi, Chaiyuth, 2021, "Global equity market leadership positions through implied volatility measures," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 180-205, DOI: 10.1016/j.jempfin.2021.01.001.
• Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2021, "Trading activity and price discovery in Bitcoin futures markets," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 107-120, DOI: 10.1016/j.jempfin.2021.03.001.
• Ibikunle, Gbenga & Aquilina, Matteo & Diaz-Rainey, Ivan & Sun, Yuxin, 2021, "City goes dark: Dark trading and adverse selection in aggregate markets," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 1-22, DOI: 10.1016/j.jempfin.2021.08.002.
• Lin, Chaonan & Chen, Hong-Yi & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2021, "Time-dependent lottery preference and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 272-294, DOI: 10.1016/j.jempfin.2021.09.005.
• Zheng, Zhigang & Tang, Ke & Liu, Yaodong & Guo, Jie Michael, 2021, "Gender and herding," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 379-400, DOI: 10.1016/j.jempfin.2021.10.005.
• Fung, Scott & Tsai, Shih-Chuan, 2021, "The price discovery role of day traders in futures market: Evidence from different types of day traders," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 53-77, DOI: 10.1016/j.jempfin.2021.08.001.
• Safiullah, Md & Kabir, Md. Nurul & Miah, Mohammad Dulal, 2021, "Carbon emissions and credit ratings," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105330.
• Joo, Young C. & Park, Sung Y., 2021, "The impact of oil price volatility on stock markets: Evidences from oil-importing countries," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105413.
• Chincarini, Ludwig B. & Moneta, Fabio, 2021, "The challenges of oil investing: Contango and the financialization of commodities," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105443.
• Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joelle, 2021, "The risk premia of energy futures," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105460.
• Maitra, Debasish & Rehman, Mobeen Ur & Dash, Saumya Ranjan & Kang, Sang Hoon, 2021, "Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105499.
• Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021, "An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105589.
• Zaremba, Adam & Mikutowski, Mateusz & Szczygielski, Jan Jakub & Karathanasopoulos, Andreas, 2021, "The alpha momentum effect in commodity markets," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2019.06.006.
• Mensi, Walid & Al Rababa'a, Abdel Razzaq & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105262.
• Dragomirescu-Gaina, Catalin & Galariotis, Emilios & Philippas, Dionisis, 2021, "Chasing the ‘green bandwagon’ in times of uncertainty," Energy Policy, Elsevier, volume 151, issue C, DOI: 10.1016/j.enpol.2021.112190.
• Long, Wen & Zhao, Manyi & Tang, Yeran, 2021, "Can the Chinese volatility index reflect investor sentiment?," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101612.
• Smales, L.A., 2021, "Investor attention and global market returns during the COVID-19 crisis," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101616.
• Nguyen, Lan Thi Mai & Cheong, Chee Seng & Zurbruegg, Ralf, 2021, "Brokerage M&As and the peer effect on analyst forecast accuracy," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101650.
• Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2021, "Investor heterogeneity and momentum-based trading strategies in China," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2020.101654.
• Erdős, Péter & Li, Youwei & Liu, Ruipeng & Mende, Alexander, 2021, "Same same but different – Stylized facts of CTA sub strategies," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101657.
• Mensi, Walid & Hernandez, Jose Arroeola & Yoon, Seong-Min & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101672.
• Bessler, Wolfgang & Beyenbach, Johannes & Rapp, Marc Steffen & Vendrasco, Marco, 2021, "The global financial crisis and stock market migrations: An analysis of family and non-family firms in Germany," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101692.
• Yin, Libo & Liao, Huiyi, 2021, "Big is brilliant: Understanding the Chinese size effect through profitability shocks," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101704.
• Alexakis, Christos & Pappas, Vasileios & Skarmeas, Emmanouil, 2021, "Market abuse under different close price determination mechanisms: A European case," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101707.
• Fuertes, Ana-Maria & Robles, Maria-Dolores, 2021, "Bank credit risk events and peers' equity value," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101668.
• González-Urteaga, Ana & Rubio, Gonzalo, 2021, "The quality premium with leverage and liquidity constraints," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101699.
• Duan, Kun & Li, Zeming & Urquhart, Andrew & Ye, Jinqiang, 2021, "Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101725.
• Akbari, Amir & Krystyniak, Karolina, 2021, "Government real estate interventions and the stock market," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101742.
• Liu, Hao & Zhang, Qun, 2021, "Firm age and realized idiosyncratic return volatility in China: The role of short-sales constraints," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101745.
• Diaz-Rainey, Ivan & Gehricke, Sebastian A. & Roberts, Helen & Zhang, Renzhu, 2021, "Trump vs. Paris: The impact of climate policy on U.S. listed oil and gas firm returns and volatility," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101746.
• Goodell, John W. & Goutte, Stephane, 2021, "Diversifying equity with cryptocurrencies during COVID-19," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101781.
• Goodell, John & Li, Mingsheng & Liu, Desheng, 2021, "Price informativeness and state-owned enterprises: Considering their heterogeneity," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101783.
• Kharma, Céline & Eugster, Nicolas, 2021, "Is competition beneficial? The case of exchange traded funds," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101789.
• Anselmi, Giulio & Petrella, Giovanni, 2021, "Regulation and stock market quality: The impact of MiFID II provision on research unbundling," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101788.
• Tosun, Onur Kemal, 2021, "Cyber-attacks and stock market activity," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101795.
• Bevilacqua, Mattia & Morelli, David & Uzan, Paola Sultana Renée, 2021, "Striking the implied volatility of US drone companies," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101832.
• Zhou, Jingting & Li, Wanli & Yan, Ziqiao & Lyu, Huaili, 2021, "Controlling shareholder share pledging and stock price crash risk: Evidence from China," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101839.
• Doan, Minh Phuong & Sercu, Piet, 2021, "Modelling multiperiod patterns in stock-market reactions to events, with an application to serial acquisitions," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101854.
• Fang, Hao & Chung, Chien-Ping & Lu, Yang-Cheng & Lee, Yen-Hsien & Wang, Wen-Hao, 2021, "The impacts of investors' sentiments on stock returns using fintech approaches," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101858.
• Liu, Siqi & Yin, Chao & Zeng, Yeqin, 2021, "Abnormal investment and firm performance," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101886.
• Grobys, Klaus, 2021, "What do we know about the second moment of financial markets?," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101891.
• Sobti, Neharika & Sehgal, Sanjay & Ilango, Balakrishnan, 2021, "How do macroeconomic news surprises affect round-the-clock price discovery of gold?," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101893.
• Wang, Xianjue, 2021, "Disclosure by firms under voting pressure," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101897.
• Al-Nasseri, Alya & Menla Ali, Faek & Tucker, Allan, 2021, "Investor sentiment and the dispersion of stock returns: Evidence based on the social network of investors," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101910.
• Luo, Yan & Wang, Xiaohuan & Zhang, Chenyang & Huang, Wei, 2021, "Accounting-based downside risk and expected stock returns: Evidence from China," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101920.
• Bajzik, Josef, 2021, "Trading volume and stock returns: A meta-analysis," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101923.
• Ang, Tze Chuan 'Chewie' & Azad, A.S.M. Sohel & Pham, Thu A.T. & Zhong, Angel, 2021, "Firm efficiency and stock returns: Australian evidence," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101935.
• Su, Fei & Feng, Xu & Tang, Songlian, 2021, "Do site visits mitigate corporate fraudulence? Evidence from China," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101940.
• Walker, Scott, 2021, "Post-split underreaction: The importance of prior split history," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101945.
• Eom, Yunsung, 2021, "Kimchi premium and speculative trading in bitcoin," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101505.
• Hussain, Syed Mujahid & Ben Omrane, Walid, 2021, "The effect of US macroeconomic news announcements on the Canadian stock market: Evidence using high-frequency data," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101450.
• Tripathi, Abhinava & Dixit, Alok & Vipul,, 2021, "Liquidity commonality in extreme quantiles: Indian evidence," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101448.
• Xiao, Yuewen & Zhao, Jing, 2021, "Price dynamics of individual stocks: Jumps and information," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101404.
• Liu, Jian & Jiang, Ting & Ye, Ze, 2021, "Information efficiency research of China's carbon markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101444.
• Guo, Haifeng & Hung, Chi-Hsiou D. & Kontonikas, Alexandros, 2021, "Investor sentiment and the pre-FOMC announcement drift," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101443.
• Klaus, Jürgen & Koser, Christoph, 2021, "Measuring Trump: The Volfefe Index and its impact on European financial markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101447.
• Guégan, Dominique & Renault, Thomas, 2021, "Does investor sentiment on social media provide robust information for Bitcoin returns predictability?," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101494.
• Amairi, Haifa & Zantour, Ahlem & Saadi, Samir, 2021, "Information dissemination and price discovery," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101482.
• Baig, Ahmed S. & Butt, Hassan Anjum & Haroon, Omair & Rizvi, Syed Aun R., 2021, "Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101701.
• Heyden, Kim J. & Heyden, Thomas, 2021, "Market reactions to the arrival and containment of COVID-19: An event study," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101745.
• Goodell, John W. & Goutte, Stephane, 2021, "Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101625.
• Papadamou, Stephanos & Fassas, Athanasios P. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2021, "Flight-to-quality between global stock and bond markets in the COVID era," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101852.
• Choi, Hyungeun, 2021, "Investor attention and bitcoin liquidity: Evidence from bitcoin tweets," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101555.
• Aktas, Osman Ulas & Kryzanowski, Lawrence & Zhang, Jie, 2021, "Volatility spillover around price limits in an emerging market," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101610.
• Rahman, Anisur & Talukdar, Bakhtear & Bhuyan, Rafiqul, 2021, "Board independence and short selling," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101616.
• Chau, Ching & Aspris, Angelo & Foley, Sean & Malloch, Hamish, 2021, "Quote-Based manipulation of illiquid securities," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101556.
• Nagy, Balint Zsolt & Benedek, Botond, 2021, "Higher co-moments and adjusted Sharpe ratios for cryptocurrencies," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101543.
• Brauneis, Alexander & Mestel, Roland & Theissen, Erik, 2021, "What drives the liquidity of cryptocurrencies? A long-term analysis," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101537.
• Lachance, Marie-Eve, 2021, "The new ETF Rule: Rethinking intraday indicative values," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101557.
• Jeon, Yoontae & Samarbakhsh, Laleh & Hewitt, Kenji, 2021, "Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101654.
• Bariviera, Aurelio F., 2021, "One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101649.
• ANGHEL, Dan-Gabriel, 2021, "A reality check on trading rule performance in the cryptocurrency market: Machine learning vs. technical analysis," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101655.
• Jin, XueJun & Shen, YiFan & Yu, Bin, 2021, "Stock name length and high visibility premium," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101595.
• Tsai, Yu Ling & Huang, Hua-Wei, 2021, "Does IFRS reduce IPO underpricing? evidence from China," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101673.
• Li, Zhaochu & Lytvynenko, Iryna P., 2021, "Currency fluctuations and the post-earnings announcement drift," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101742.
• Wu, Yu & Zhang, Tong, 2021, "Can credit ratings predict defaults in peer-to-peer online lending? Evidence from a Chinese platform," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101724.
• Apergis, Nicholas & Koutmos, Dimitrios & Payne, James E., 2021, "Convergence in cryptocurrency prices? the role of market microstructure," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101685.
• Xia, Chuanxin & Yang, Nien-Tzu & Lin, Chaonan & Ko, Kuan-Cheng, 2021, "Multi-market trading, price delay, and return predictability," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101730.
• Frei, Christoph & Mitra, Joshua, 2021, "Optimal closing benchmarks," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101674.
• Raimbourg, Philippe & Salvadè, Federica, 2021, "Rating Announcements, CDS Spread and Volatility During the European Sovereign Crisis," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101663.
• Lin, Zih-Ying, 2021, "Investor attention and cryptocurrency performance," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101702.
• Burggraf, Tobias & Rudolf, Markus, 2021, "Cryptocurrencies and the low volatility anomaly," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101683.
• Shynkevich, Andrei, 2021, "Bitcoin arbitrage," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101698.
• Abedifar, Pejman & Bouslah, Kais & Zheng, Yeliangzi, 2021, "Stock price synchronicity and price informativeness: Evidence from a regulatory change in the U.S. banking industry," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101678.
• Yao, Juan & Wu, Bochen & Gao, Yang, 2021, "Death and the life hereafter: A study of the subsequent hedge funds," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101704.
• Gan, Quan & Leung, Henry & Zhou, Zhou, 2021, "Do intra-day auctions improve market liquidity?," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101774.
• Kurov, Alexander & Wolfe, Marketa Halova & Gilbert, Thomas, 2021, "The disappearing pre-FOMC announcement drift," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101781.
• Hanif, Waqas & Mensi, Walid & Vo, Xuan Vinh, 2021, "Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2021.101922.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Ahmad, Tanveer & Naeem, Muhammad Abubakr & Vo, Xuan Vinh, 2021, "The pricing of bad contagion in cryptocurrencies: A four-factor pricing model," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101797.
• Yue, Wei & Zhang, Sijia & Zhang, Qiang, 2021, "Asymmetric News Effects on Cryptocurrency Liquidity: an Event Study Perspective," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101799.
• Ceylan, Özcan, 2021, "Time-varying risk aversion and its macroeconomic and financial determinants - A comparative analysis in the U.S. and French financial markets," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101804.
• Hyun, Suk & Park, Donghyun & Tian, Shu, 2021, "Pricing of Green Labeling: A Comparison of Labeled and Unlabeled Green Bonds," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101816.
• Lee, Sangho & Lee, Sejoong & Ryu, Ji Yeon, 2021, "Do Competent Managers Hoard Bad News? Self-regulation Theory and Korean Evidence," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101836.
• Taussig, Roi D., 2021, "Competition risk and expected stock returns," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101860.
• Ben Ammar, Imen & Hellara, Slaheddine, 2021, "Intraday interactions between high-frequency trading and price efficiency," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101862.
• Tripathi, Abhinava & Dixit, Alok & Vipul,, 2021, "Information content of order imbalance in an order-driven market: Indian Evidence," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101863.
• Ante, Lennart & Fiedler, Ingo & Strehle, Elias, 2021, "The influence of stablecoin issuances on cryptocurrency markets," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101867.
• Bassen, Alexander & Kaspereit, Thomas & Buchholz, Daniel, 2021, "The Capital Market Impact of Blackrock’s Thermal Coal Divestment Announcement," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101874.
• Bessler, Wolfgang & Vendrasco, Marco, 2021, "The 2020 European short-selling ban and the effects on market quality," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101886.
• Wang, Jingjing & Wang, Xiaoyang, 2021, "COVID-19 and financial market efficiency: Evidence from an entropy-based analysis," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101888.
• Bian, Timothy Yang & Wang, Tianyi & Zhou, Zipeng, 2021, "Measuring investors’ risk aversion in China’s stock market," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101891.
• Chang, Danting, 2021, "Fundamental anomalies and the size puzzle in China: A data mining approach," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101907.
• Ma, Yu & Qian, Wenyu & Luan, Zhiqian, 2021, "Could increasing price limits reduce up limit herding? Evidence from China's capital market reform," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101909.
• Arnold, Grace E. & Rhodes, Meredith E., 2021, "Information sensitivity of corporate bonds: Evidence from the COVID-19 crisis," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101911.
• Omura, Akihiro & Roca, Eduardo & Nakai, Miwa, 2021, "Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101914.
• Choi, Hyunjung & Cho, Jungeun, 2021, "Related-party transactions and post-earnings announcement drift: Evidence from the Korean stock market," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101915.
• Fendel, Ralf & Neugebauer, Frederik & Zimmermann, Lilli, 2021, "Reactions of euro area government yields to Covid-19 related policy measure announcements by the European Commission and the European Central Bank," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101917.
• Sergi, Bruno S. & Harjoto, Maretno Agus & Rossi, Fabrizio & Lee, Robert, 2021, "Do stock markets love misery? Evidence from the COVID-19," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101923.
• Li, Yong & Mu, Yuandong & Qin, Tianyu, 2021, "Economic uncertainty: A key factor to understanding idiosyncratic volatility puzzle," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101938.
• Chen, Hsuan-Chi & Yeh, Chia-Wei, 2021, "Global financial crisis and COVID-19: Industrial reactions," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101940.
• Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Emmanouel & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2021, "Using textual analysis to identify merger participants: Evidence from the U.S. banking industry," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101949.
• Pagano, Michael S. & Sedunov, John & Velthuis, Raisa, 2021, "How did retail investors respond to the COVID-19 pandemic? The effect of Robinhood brokerage customers on market quality," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101946.
• Tiniç, Murat & Tanyeri, Başak & Bodur, Mehmet, 2021, "Who to trust? Reactions to analyst recommendations of domestic versus foreign brokerage houses in a developing stock market," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101950.
• Ukpong, Idibekeabasi & Tan, Handy & Yarovaya, Larisa, 2021, "Determinants of industry herding in the US stock market," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101953.
• DIMA, Bogdan & DIMA, Ştefana Maria & IOAN, Roxana, 2021, "Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101967.
• Mazumder, Sharif & Saha, Pritam, 2021, "COVID-19: Fear of pandemic and short-term IPO performance," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101977.
• Contreras, Harold & Marcet, Francisco, 2021, "Arbitrageurs and overreaction to earnings surprises," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101994.
• Pham, Anh Viet & Adrian, Christofer & Garg, Mukesh & Phang, Soon-Yeow & Truong, Cameron, 2021, "State-level COVID-19 outbreak and stock returns," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102002.
• Zhao, Yuqian, 2021, "Validating intra-day risk premium in cross-sectional return curves," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102020.
• Huang, Hong-Gia & Tsai, Wei-Che & Weng, Pei-Shih & Wu, Ming-Hung, 2021, "Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100546.
• Liu, Xin & Yin, Chengxi & Zheng, Weinan, 2021, "The invisible burden," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100561.
• Lachance, Marie-Eve, 2021, "ETFs’ high overnight returns: The early liquidity provider gets the worm," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100563.
• Brolley, Michael & Malinova, Katya, 2021, "Informed liquidity provision in a limit order market," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100566.
• Cabrera, Juan & Gousgounis, Eleni, 2021, "The dynamics of short sales constraints and market quality: An experimental approach," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100549.
• Liu, Ming-Yu & Chuang, Wen-I & Lo, Chien-Ling, 2021, "Options-implied information and the momentum cycle," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100565.
• Wang, Yudong & Hao, Xianfeng & Wu, Chongfeng, 2021, "Forecasting stock returns: A time-dependent weighted least squares approach," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100568.
• Procasky, William J., 2021, "Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100581.
• Haas, Marlene & Khapko, Mariana & Zoican, Marius, 2021, "Speed and learning in high-frequency auctions," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100583.
• Dimpfl, Thomas & Peter, Franziska J., 2021, "Nothing but noise? Price discovery across cryptocurrency exchanges," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100584.
• Kim, Donghan & Kim, Hyun-Dong & Joe, Denis Yongmin & Oh, Ji Yeol Jimmy, 2021, "Institutional investor heterogeneity and market price dynamics: Evidence from investment horizon and portfolio concentration," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100604.
• Peress, Joel & Schmidt, Daniel, 2021, "Noise traders incarnate: Describing a realistic noise trading process," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100618.
• Scherrer, Cristina Mabel, 2021, "Information processing on equity prices and exchange rate for cross-listed stocks," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2021.100634.
• Nadarajah, Sivathaasan & Duong, Huu Nhan & Ali, Searat & Liu, Benjamin & Huang, Allen, 2021, "Stock liquidity and default risk around the world," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100597.
• Khapko, Mariana & Zoican, Marius, 2021, "Do speed bumps curb low-latency investment? Evidence from a laboratory market," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100601.
• Park, Heewoo & Kim, Tong Suk & Park, Yuen Jung, 2021, "Asymmetric information in the equity market and information flow from the equity market to the CDS market," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100607.
• Byoun, Soku & Han, Seung Hun & Shin, Yoon S., 2021, "Does the Nationally Recognized Statistical Rating Organization certification matter for Japanese credit rating agencies?," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100585.
• Vincent, Kendro & Hsu, Yu-Chin & Lin, Hsiou-Wei, 2021, "Investment styles and the multiple testing of cross-sectional stock return predictability," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100598.
• Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2021, "Financial oligopolies and parallel exclusion in the credit default swap markets," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100606.
• Kim, Hyonok & Yasuda, Yukihiro, 2021, "Economic policy uncertainty and earnings management: Evidence from Japan," Journal of Financial Stability, Elsevier, volume 56, issue C, DOI: 10.1016/j.jfs.2021.100925.