Research classified by Journal of Economic Literature (JEL) codes

2021

• Rossi, Stefano & Tinn, Katrin, 2021, "Rational quantitative trading in efficient markets," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105127.
• Rahi, Rohit, 2021, "Information acquisition with heterogeneous valuations," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105155.
• Heumann, Tibor, 2021, "Efficiency in trading markets with multi-dimensional signals," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105156.
• Sadzik, Tomasz & Woolnough, Chris, 2021, "Rational destabilization in a frictionless market," Journal of Economic Theory, Elsevier, volume 192, issue C, DOI: 10.1016/j.jet.2020.105169.
• Xiong, Yan & Yang, Liyan, 2021, "Disclosure, competition, and learning from asset prices," Journal of Economic Theory, Elsevier, volume 197, issue C, DOI: 10.1016/j.jet.2021.105331.
• Calcagno, Riccardo & Heider, Florian, 2021, "Stock-based pay, liquidity, and the role of market making," Journal of Economic Theory, Elsevier, volume 197, issue C, DOI: 10.1016/j.jet.2021.105332.
• Sadzik, Tomasz & Woolnough, Chris, 2021, "Snowballing private information," Journal of Economic Theory, Elsevier, volume 198, issue C, DOI: 10.1016/j.jet.2021.105333.
• Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2021, "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 209-233, DOI: 10.1016/j.jfineco.2020.07.010.
• Bartram, Söhnke M. & Grinblatt, Mark, 2021, "Global market inefficiencies," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 234-259, DOI: 10.1016/j.jfineco.2020.07.011.
• Chalmers, John & Liu, Yu (Steve) & Wang, Z. Jay, 2021, "The difference a day makes: Timely disclosure and trading efficiency in the muni market," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 313-335, DOI: 10.1016/j.jfineco.2020.07.015.
• Wang, Xinjie & Wu, Yangru & Yan, Hongjun & Zhong, Zhaodong (Ken), 2021, "Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 545-560, DOI: 10.1016/j.jfineco.2020.08.004.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2021, "The real value of China’s stock market," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 679-696, DOI: 10.1016/j.jfineco.2020.08.012.
• Kamiya, Shinichi & Kang, Jun-Koo & Kim, Jungmin & Milidonis, Andreas & Stulz, René M., 2021, "Risk management, firm reputation, and the impact of successful cyberattacks on target firms," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 719-749, DOI: 10.1016/j.jfineco.2019.05.019.
• Faccio, Mara & Morck, Randall & Deniz Yavuz, M., 2021, "Business groups and the incorporation of firm-specific shocks into stock prices," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 852-871, DOI: 10.1016/j.jfineco.2020.09.005.
• Aghamolla, Cyrus & An, Byeong-Je, 2021, "Voluntary disclosure with evolving news," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 21-53, DOI: 10.1016/j.jfineco.2020.11.004.
• Bongaerts, Dion & Achter, Mark Van, 2021, "Competition among liquidity providers with access to high-frequency trading technology," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 220-249, DOI: 10.1016/j.jfineco.2020.11.002.
• O'Hara, Maureen & Alex Zhou, Xing, 2021, "The electronic evolution of corporate bond dealers," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 368-390, DOI: 10.1016/j.jfineco.2021.01.001.
• Child, Travers Barclay & Massoud, Nadia & Schabus, Mario & Zhou, Yifan, 2021, "Surprise election for Trump connections," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 676-697, DOI: 10.1016/j.jfineco.2020.12.004.
• Barroso, Pedro & Detzel, Andrew, 2021, "Do limits to arbitrage explain the benefits of volatility-managed portfolios?," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 744-767, DOI: 10.1016/j.jfineco.2021.02.009.
• Cao, Sean Shun & Fang, Vivian W. & (Gillian) Lei, Lijun, 2021, "Negative peer disclosure," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 815-837, DOI: 10.1016/j.jfineco.2021.02.007.
• Noh, Suzie & So, Eric C. & Verdi, Rodrigo S., 2021, "Calendar rotations: A new approach for studying the impact of timing using earnings announcements," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 865-893, DOI: 10.1016/j.jfineco.2021.01.009.
• Armstrong, Will J. & Cardella, Laura & Sabah, Nasim, 2021, "Information shocks, disagreement, and drift," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 916-940, DOI: 10.1016/j.jfineco.2021.02.002.
• Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun, 2021, "Learning from noise: Evidence from India’s IPO lotteries," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 965-986, DOI: 10.1016/j.jfineco.2021.02.003.
• Bogousslavsky, Vincent, 2021, "The cross-section of intraday and overnight returns," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 172-194, DOI: 10.1016/j.jfineco.2020.07.020.
• Mukherjee, Abhiroop & Panayotov, George & Shon, Janghoon, 2021, "Eye in the sky: Private satellites and government macro data," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 234-254, DOI: 10.1016/j.jfineco.2021.03.002.
• Xu, Yongxin & Xuan, Yuhao & Zheng, Gaoping, 2021, "Internet searching and stock price crash risk: Evidence from a quasi-natural experiment," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 255-275, DOI: 10.1016/j.jfineco.2021.03.003.
• Ramachandran, Lakshmi Shankar & Tayal, Jitendra, 2021, "Mispricing, short-sale constraints, and the cross-section of option returns," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 297-321, DOI: 10.1016/j.jfineco.2021.03.006.
• Huang, Dashan & Li, Jiangyuan & Wang, Liyao, 2021, "Are disagreements agreeable? Evidence from information aggregation," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 83-101, DOI: 10.1016/j.jfineco.2021.02.006.
• Harvey, Campbell R. & Liu, Yan, 2021, "Lucky factors," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 413-435, DOI: 10.1016/j.jfineco.2021.04.014.
• Huang, Shiyang & Hwang, Byoung-Hyoun & Lou, Dong, 2021, "The rate of communication," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 533-550, DOI: 10.1016/j.jfineco.2021.03.013.
• Jiang, Hao & Li, Sophia Zhengzi & Wang, Hao, 2021, "Pervasive underreaction: Evidence from high-frequency data," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 573-599, DOI: 10.1016/j.jfineco.2021.04.003.
• Bordalo, Pedro & Gennaioli, Nicola & Kwon, Spencer Yongwook & Shleifer, Andrei, 2021, "Diagnostic bubbles," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1060-1077, DOI: 10.1016/j.jfineco.2020.06.019.
• Box, Travis & Davis, Ryan & Evans, Richard & Lynch, Andrew, 2021, "Intraday arbitrage between ETFs and their underlying portfolios," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1078-1095, DOI: 10.1016/j.jfineco.2021.04.023.
• Sharifkhani, Ali & Simutin, Mikhail, 2021, "Feedback loops in industry trade networks and the term structure of momentum profits," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1171-1187, DOI: 10.1016/j.jfineco.2021.04.028.
• Li, Sida & Wang, Xin & Ye, Mao, 2021, "Who provides liquidity, and when?," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 968-980, DOI: 10.1016/j.jfineco.2021.04.020.
• Bai, Hang, 2021, "Unemployment and credit risk," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 127-145, DOI: 10.1016/j.jfineco.2021.05.046.
• Allen, Franklin & Haas, Marlene D. & Nowak, Eric & Tengulov, Angel, 2021, "Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 166-194, DOI: 10.1016/j.jfineco.2021.05.015.
• Rösch, Dominik, 2021, "The impact of arbitrage on market liquidity," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 195-213, DOI: 10.1016/j.jfineco.2021.04.034.
• Huang, Shiyang & Lin, Tse-Chun & Xiang, Hong, 2021, "Psychological barrier and cross-firm return predictability," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 338-356, DOI: 10.1016/j.jfineco.2021.06.006.
• O'Hara, Maureen & Zhou, Xing (Alex), 2021, "Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 46-68, DOI: 10.1016/j.jfineco.2021.05.052.
• Guo, Yifeng & Mota, Lira, 2021, "Should information be sold separately? Evidence from MiFID II," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 97-126, DOI: 10.1016/j.jfineco.2021.05.037.
• Flammer, Caroline, 2021, "Corporate green bonds," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 499-516, DOI: 10.1016/j.jfineco.2021.01.010.
• Vokata, Petra, 2021, "Engineering lemons," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 737-755, DOI: 10.1016/j.jfineco.2021.04.035.
• Duffie, Darrell & Dworczak, Piotr, 2021, "Robust benchmark design," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 775-802, DOI: 10.1016/j.jfineco.2021.06.024.
• Cieslak, Anna & Pang, Hao, 2021, "Common shocks in stocks and bonds," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 880-904, DOI: 10.1016/j.jfineco.2021.06.008.
• Bond, Philip & Dow, James, 2021, "Failing to forecast rare events," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1001-1016, DOI: 10.1016/j.jfineco.2021.06.028.
• Suk, Inho & Wang, Mengmeng, 2021, "Does target firm insider trading signal the target's synergy potential in mergers and acquisitions?," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1155-1185, DOI: 10.1016/j.jfineco.2021.05.038.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021, "Informed trading in government bond markets," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1253-1274, DOI: 10.1016/j.jfineco.2021.05.049.
• Alperovych, Yan & Cumming, Douglas & Czellar, Veronika & Groh, Alexander, 2021, "M&A rumors about unlisted firms," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1324-1339, DOI: 10.1016/j.jfineco.2021.05.012.
• Wang, Liying, 2021, "Lifting the veil: The price formation of corporate bond offerings," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1340-1358, DOI: 10.1016/j.jfineco.2021.06.037.
• Chantziaras, Antonios & Koulikidou, Kleopatra & Leventis, Stergios, 2021, "The power of words in capital markets: SEC comment letters on foreign issuers and the impact of home country enforcement," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 42, issue C, DOI: 10.1016/j.intaccaudtax.2020.100359.
• Chen, Tao, 2021, "Informed trading and earnings announcement driven disagreement in global markets," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 43, issue C, DOI: 10.1016/j.intaccaudtax.2021.100379.
• Nikbakht, Ehsan & Sarkar, Sayan & Smith, Garrett C. & Spieler, Andrew C., 2021, "Pre-IPO earnings management: Evidence from India," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 44, issue C, DOI: 10.1016/j.intaccaudtax.2021.100400.
• Adhikari, Ajay & Bansal, Manish & Kumar, Ashish, 2021, "IFRS convergence and accounting quality: India a case study," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 45, issue C, DOI: 10.1016/j.intaccaudtax.2021.100430.
• Ivanova, Yuliya & Neely, Christopher J. & Weller, Paul & Famiglietti, Matthew T., 2021, "Can risk explain the profitability of technical trading in currency markets?," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102285.
• Luna Santos, Francisco, 2021, "Comparing the impact of discretionary and pre-announced central bank interventions," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102307.
• Duygun, Meryem & Tunaru, Radu & Vioto, Davide, 2021, "Herding by corporates in the US and the Eurozone through different market conditions," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102311.
• Hwang, Soosung & Rubesam, Alexandre & Salmon, Mark, 2021, "Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly," Journal of International Money and Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jimonfin.2020.102318.
• Dong, Feng & Doukas, John A., 2021, "Managerial ability premium factor and fund performance," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102353.
• Bonnier, Jean-Baptiste, 2021, "Speculation and informational efficiency in commodity futures markets," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102457.
• Lakdawala, Aeimit, 2021, "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102478.
• Ota, Koji & Lau, David, 2021, "Share repurchases on the Tokyo Stock Exchange Trading Network," Journal of the Japanese and International Economies, Elsevier, volume 61, issue C, DOI: 10.1016/j.jjie.2021.101148.
• Rahman, Dewan & Malik, Ihtisham & Ali, Searat & Iqbal, Jamshed, 2021, "Do co-opted boards increase insider profitability?," Journal of Contemporary Accounting and Economics, Elsevier, volume 17, issue 3, DOI: 10.1016/j.jcae.2021.100265.
• Jiang, Yan & Luo, Le & Xu, JianFeng & Shao, XiaoRui, 2021, "The value relevance of corporate voluntary carbon disclosure: Evidence from the United States and BRIC countries," Journal of Contemporary Accounting and Economics, Elsevier, volume 17, issue 3, DOI: 10.1016/j.jcae.2021.100279.
• Emm, Ekaterina E. & Gay, Gerald D. & Ma, Han & Ren, Honglin, 2021, "The rise and breakup of the commodity exchange membership: An analysis of CBOT seat prices," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100173.
• Singh, Vikkram & Roca, Eduardo & Li, Bin, 2021, "Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic," Journal of Policy Modeling, Elsevier, volume 43, issue 2, pages 253-277, DOI: 10.1016/j.jpolmod.2021.01.004.
• Borgards, Oliver & Czudaj, Robert L. & Hoang, Thi Hong Van, 2021, "Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101966.
• Qadan, Mahmoud & Idilbi-Bayaa, Yasmeen, 2021, "The day-of-the-week-effect on the volatility of commodities," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101980.
• Mensi, Walid & Rehman, Mobeen Ur & Hammoudeh, Shawkat & Vo, Xuan Vinh, 2021, "Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101983.
• Mensi, Walid & Shafiullah, Muhammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2021.102002.
• Shaikh, Imlak, 2021, "On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102025.
• Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102054.
• Mensi, Walid & Rehman, Mobeen Ur & Maitra, Debasish & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2021, "Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102062.
• Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021, "Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102132.
• Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021, "Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102172.
• Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea, 2021, "Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102217.
• Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102221.
• Mokni, Khaled & Al-Shboul, Mohammed & Assaf, Ata, 2021, "Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102238.
• Nekhili, Ramzi & Mensi, Walid & Vo, Xuan Vinh, 2021, "Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102263.
• Piccoli, Pedro & de Castro, Jessica, 2021, "Attention-return relation in the gold market and market states," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102333.
• Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102375.
• Borkowski, Bolesław & Krawiec, Monika & Karwański, Marek & Szczesny, Wiesław & Shachmurove, Yochanan, 2021, "Modeling garch processes in base metals returns using panel data," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102411.
• Nekhili, Ramzi & Sultan, Jahangir & Mensi, Walid, 2021, "Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102419.
• Mensi, Walid & Lee, Yun-Jung & Vo, Xuan Vinh & Yoon, Seong-Min, 2021, "Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102450.
• Shen, Lily & Ross, Stephen, 2021, "Information value of property description: A Machine learning approach," Journal of Urban Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.jue.2020.103299.
• Kurlat, Pablo, 2021, "Investment externalities in models of fire sales," Journal of Monetary Economics, Elsevier, volume 122, issue C, pages 102-118, DOI: 10.1016/j.jmoneco.2021.07.005.
• Ghadhab, Imen, 2021, "Cross-listing and the alignment between short and long-run performance," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100702.
• Akyildirim, Erdinc & Sensoy, Ahmet & Gulay, Guzhan & Corbet, Shaen & Salari, Hajar Novin, 2021, "Big data analytics, order imbalance and the predictability of stock returns," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100717.
• Darby, Julia & Zhang, Hai & Zhang, Jinkai, 2021, "Institutional trading in volatile markets: Evidence from Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101484.
• Zhang, Bing & Chen, Wei & Yeh, Chung-Ying, 2021, "Turnover premia in China's stock markets," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101487.
• Hsieh, Wen-liang Gideon & Lee, Chin-Shen, 2021, "Who reacts to what information in securities analyst reports? Direct evidence from the investor trade imbalance," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101492.
• Ho, Tu & Lv, Jin Roc & Schultz, Emma, 2021, "Market intraday momentum in Australia," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2021.101499.
• Iwatsubo, Kentaro & Watkins, Clinton, 2021, "The changing role of foreign investors in Tokyo stock price formation," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101548.
• Huang, Yin-Siang & Chuang, Hui-Ching & Hasan, Iftekhar & Lin, Chih-Yung, 2021, "The effect of language on investing: Evidence from searches in Chinese versus English," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101553.
• Zhou, Xi & Chen, Shou, 2021, "FinTech innovation regulation based on reputation theory with the participation of new media," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101565.
• Chen, Rong & Geng, Heng (Griffin) & Lin, Hai & Nguyen, Phuong Thi Ly, 2021, "Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101567.
• Gong, Qiang & Jacoby, Gady & Li, Shi & Lu, Lei, 2021, "Commonality in disagreement," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101573.
• Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Kang, Sang Hoon, 2021, "Quantile relationship between Islamic and non-Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101586.
• Bian, Shibo & Jia, Dekui & Li, Ruihai & Sun, Wujun & Yan, Zhipeng & Zheng, Yingfei, 2021, "Can management tone predict IPO performance? – Evidence from mandatory online roadshows in China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101588.
• Ahn, Yongkil & Tsai, Shih-Chuan, 2021, "What factors are associated with stock price jumps in high frequency?," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101602.
• Zhang, Chris H. & Kalev, Petko S., 2021, "How noise trading affects informational efficiency: Evidence from an order-driven market," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101605.
• Zhang, Wei & Wang, Pengfei & Li, Yi, 2021, "Do messages on online stock forums spur firm productivity?," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101609.
• Tsai, Chia-Fen & Chang, Jung-Hsien & Tsai, Feng-Tse, 2021, "Lottery preferences and retail short selling," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101611.
• Jun, Xiao & Ren, He & Sun, Ping-Wen, 2021, "Deriving managerial skills by dissecting holding changes of mutual funds: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101612.
• Gu, Xin & Zhang, Weiqiang & Cheng, Sang, 2021, "How do investors in Chinese stock market react to external uncertainty? An event study to the Sino-US disputes," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101614.
• Lou, Xu & Qian, Aimin & Zhang, Chenyu, 2021, "Do CEO's political promotion incentives influence the value of cash holdings: Evidence from state-owned enterprises in China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101617.
• Yue, Tian & Gehricke, Sebastian A. & Zhang, Jin E. & Pan, Zheyao, 2021, "The implied volatility smirk in the Chinese equity options market," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101624.
• Chen, Kuan-Hau & Su, Xuan-Qi & Lin, Li-Feng & Shih, Yi-Cheng, 2021, "Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101633.
• Wang, Hua & Xu, Liao & Sharma, Susan Sunila, 2021, "Does investor attention increase stock market volatility during the COVID-19 pandemic?," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101638.
• Huang, Yong & Uchida, Konari & Yu, Xuanying & Zha, Daolin, 2021, "Market timing in private equity placements: Empirical evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101642.
• Charoenwong, Ben & Nettayanun, Sampan & Saengchote, Kanis, 2021, "Digesting anomalies: A q-factor approach for the Thai market," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101647.
• Rahman, Md Lutfur & Al Mamun, Mohammed Abdullah, 2021, "How resilient are the Asia Pacific financial markets against a global pandemic?," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101656.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021, "Beta estimation in New Zealand," Pacific-Basin Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.pacfin.2021.101671.
• Cakici, Nusret & Zaremba, Adam & Bianchi, Robert J. & Pham, Nga, 2021, "False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987)," Pacific-Basin Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.pacfin.2021.101675.
• Naeem, Muhammad Abubakr & Bouri, Elie & Peng, Zhe & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh, 2021, "Asymmetric efficiency of cryptocurrencies during COVID19," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 565, issue C, DOI: 10.1016/j.physa.2020.125562.
• Pérez-Rodríguez, Jorge V. & Gómez-Déniz, Emilio & Sosvilla-Rivero, Simón, 2021, "Testing unobserved market heterogeneity in financial markets: The case of Banco Popular," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 151-160, DOI: 10.1016/j.qref.2020.05.016.
• Mittal, Amit & Garg, Ajay Kumar, 2021, "Bank stocks inform higher growth—A System GMM analysis of ten emerging markets in Asia," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 210-220, DOI: 10.1016/j.qref.2020.06.002.
• Fassas, Athanasios P. & Siriopoulos, Costas, 2021, "Implied volatility indices – A review," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 303-329, DOI: 10.1016/j.qref.2020.07.004.
• Yamani, Ehab, 2021, "Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 74-89, DOI: 10.1016/j.qref.2020.05.009.
• Previati, Daniele Angelo & Galloppo, Giuseppe & Aliano, Mauro & Paimanova, Viktoria, 2021, "Why do banks react differently to short-selling bans? Evidence from the Asia-Pacific area and the United States," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 144-158, DOI: 10.1016/j.qref.2021.01.015.
• Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2021, "Dynamic impact of the U.S. monetary policy on oil market returns and volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 159-169, DOI: 10.1016/j.qref.2021.02.002.
• Teplova, Tamara & Tomtosov, Aleksandr, 2021, "Can high trading volume and volatility switch boost momentum to show greater inefficiency and avoid crashes in emerging markets? The economic relationship in factor investing in emerging markets," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 210-223, DOI: 10.1016/j.qref.2021.01.018.
• Borgards, Oliver & Czudaj, Robert L., 2021, "Features of overreactions in the cryptocurrency market," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 31-48, DOI: 10.1016/j.qref.2021.01.010.
• Smales, L.A., 2021, "Geopolitical risk and volatility spillovers in oil and stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 358-366, DOI: 10.1016/j.qref.2021.03.008.
• Jain, Pankaj K. & Linna, Jared A. & McInish, Thomas H., 2021, "An examination of the NYSE’s retail liquidity program," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 367-373, DOI: 10.1016/j.qref.2021.03.009.
• Chamizo, Álvaro & Novales, Alfonso, 2021, "Evaluation of market risk associated with hedging a credit derivative portfolio," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 411-430, DOI: 10.1016/j.qref.2021.03.006.
• Murad Samsudin, Najmi Ismail & Mohamad, Azhar & Sifat, Imtiaz Mohammad, 2021, "Implied volatility of structured warrants: Emerging market evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 464-479, DOI: 10.1016/j.qref.2021.03.016.
• Marmora, Paul, 2021, "Individual investor ownership and the news coverage premium," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 494-507, DOI: 10.1016/j.qref.2021.03.010.
• Kenourgios, Dimitris & Samios, Yiannis, 2021, "Halloween effect and active fund management," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 534-544, DOI: 10.1016/j.qref.2021.04.006.
• Möller, Rouven & Reichmann, Doron, 2021, "ECB language and stock returns – A textual analysis of ECB press conferences," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 590-604, DOI: 10.1016/j.qref.2021.04.003.
• Zhang, Sijia & Gregoriou, Andros, 2021, "The impact of order flow on event study returns: New evidence from zero-leverage firms," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 627-634, DOI: 10.1016/j.qref.2021.04.014.
• Herold, Michael & Kanz, Andreas & Muck, Matthias, 2021, "Do opinion polls move stock prices? Evidence from the US presidential election in 2016," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 665-690, DOI: 10.1016/j.qref.2021.03.013.
• Rif, Alexandru & Utz, Sebastian, 2021, "Short-term stock price reversals after extreme downward price movements," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 123-133, DOI: 10.1016/j.qref.2021.05.004.
• Chokor, Ahmad & Alfieri, Elise, 2021, "Long and short-term impacts of regulation in the cryptocurrency market," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 157-173, DOI: 10.1016/j.qref.2021.05.005.
• Jurich, Stephen N., 2021, "Does off-exchange trading decrease in the presence of uncertainty?," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 201-213, DOI: 10.1016/j.qref.2021.05.007.
• Sequeira, John M., 2021, "Monetary policy surprises, stock returns, and financial and liquidity constraints, in an exchange rate monetary policy system," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 226-236, DOI: 10.1016/j.qref.2021.06.005.
• Kolari, James W. & Pynnonen, Seppo & Tuncez, Ahmet M., 2021, "Further evidence on long-run abnormal returns after corporate events," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 421-439, DOI: 10.1016/j.qref.2020.10.011.
• Zainudin, Ahmad Danial & Mohamad, Azhar, 2021, "Cross hedging with stock index futures," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 128-144, DOI: 10.1016/j.qref.2021.08.005.
• Ulze, Markus & Stadler, Johannes & Rathgeber, Andreas W., 2021, "No country for old distributions? On the comparison of implied option parameters between the Brownian motion and variance gamma process," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 163-184, DOI: 10.1016/j.qref.2021.08.004.
• Das, Somnath & King, Alexander Z., 2021, "Measuring the informativeness of earnings announcements: The role of event windows," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 350-367, DOI: 10.1016/j.qref.2021.09.006.
• López, Raquel & Esparcia, Carlos, 2021, "Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 32-54, DOI: 10.1016/j.iref.2020.08.019.
• Mughal, Azhar & Tao, Qizhi & Sun, Yicheng & Xiang, Xueman, 2021, "Earnings management at target firms and the acquirers’ performance," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 384-404, DOI: 10.1016/j.iref.2020.12.011.
• Efthymiou, Vassilis A. & Episcopos, Athanasios & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2021, "Intraday analysis of the limit order bias on the ex-dividend day of U.S. common stocks," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 405-421, DOI: 10.1016/j.iref.2020.11.017.
• Bai, Min & Qin, Yafeng & Zhang, Huiping, 2021, "Stock price crashes in emerging markets," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 466-482, DOI: 10.1016/j.iref.2020.12.007.
• Kuvvet, Emre, 2021, "Anti-corruption courts and foreign direct investments," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 573-582, DOI: 10.1016/j.iref.2020.12.019.
• Ballester, Laura & González-Urteaga, Ana, 2021, "Do sovereign ratings cause instability in cross-border emerging CDS markets?," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 643-663, DOI: 10.1016/j.iref.2020.12.014.
• Wang, Xin & Song, Di, 2021, "Does local corruption affect IPO underpricing? Evidence from China," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 127-138, DOI: 10.1016/j.iref.2021.01.007.
• Mamun, Abdullah & Tannous, George & Zhang, Sicong, 2021, "Do regulatory bank mergers improve operating performance?," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 152-174, DOI: 10.1016/j.iref.2020.12.036.
• Yao, Shouyu & Wang, Chunfeng & Fang, Zhenming & Chiao, Chaoshin, 2021, "MAX is not the max under the interference of daily price limits: Evidence from China," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 348-369, DOI: 10.1016/j.iref.2021.01.014.
• Hu, Cui & Li, Ben G., 2021, "Chinese lexicography and stock trading," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 44-59, DOI: 10.1016/j.iref.2020.12.032.
• Wang, Lanfang & Wang, Susheng, 2021, "Unusual investor behavior under tacit and endogenous market signals," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 76-97, DOI: 10.1016/j.iref.2020.12.029.
• Tripathi, Abhinava & Pandey, Ashish, 2021, "Information dissemination across global markets during the spread of COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 103-115, DOI: 10.1016/j.iref.2021.02.004.
• Xu, Liang, 2021, "Stock price informativeness and managerial inefficiency," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 348-364, DOI: 10.1016/j.iref.2021.03.006.
• Boucher, Carène & Kooli, Maher, 2021, "SEOs: Friendly or threatening game for rivals?," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 130-144, DOI: 10.1016/j.iref.2021.04.004.
• Anand, Abhinav & Basu, Sankarshan & Pathak, Jalaj & Thampy, Ashok, 2021, "The impact of sentiment on emerging stock markets," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 161-177, DOI: 10.1016/j.iref.2021.04.005.
• Yang, Haijun & Xue, Feng, 2021, "Analysis of stock market volatility: Adjusted VPIN with high-frequency data," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 210-222, DOI: 10.1016/j.iref.2021.04.003.
• Miwa, Kotaro, 2021, "Language barriers in analyst reports," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 223-236, DOI: 10.1016/j.iref.2021.03.004.
• Efremidze, Levan & Stanley, Darrol J. & Kownatzki, Clemens, 2021, "Entropy trading strategies reveal inefficiencies in Japanese stock market," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 464-477, DOI: 10.1016/j.iref.2021.04.021.
• Ahmad, Wasim & Kutan, Ali M. & Gupta, Smarth, 2021, "Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 546-557, DOI: 10.1016/j.iref.2021.04.007.
• Tan, Xiaoyu & Zhang, Zili & Zhao, Xuejun & Wang, Chengxiang, 2021, "Investor sentiment and limits of arbitrage: Evidence from Chinese stock market," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 577-595, DOI: 10.1016/j.iref.2021.04.009.
• Chen, Binbin & Liu, Shancun & (John) Liu, Zhiyong, 2021, "The more myopic, the more chaos? How the degree of traders’ short-termism affects the financial market equilibrium," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 596-608, DOI: 10.1016/j.iref.2021.04.031.
• Bush, Georgia & López Noria, Gabriela, 2021, "Uncertainty and exchange rate volatility: Evidence from Mexico," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 704-722, DOI: 10.1016/j.iref.2021.04.029.
• Li, Yue & Goodell, John W. & Shen, Dehua, 2021, "Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 723-746, DOI: 10.1016/j.iref.2021.05.003.
• Oehler, Andreas & Schmitz, Jonas Tobias, 2021, "Does intensified communication of hedge funds with letters affect abnormal returns?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 127-142, DOI: 10.1016/j.iref.2021.05.004.
• Cheng, Louis T.W. & Wang, Jacqueline Wenjie, 2021, "Equity ownership and corporate transparency: International evidence," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 143-165, DOI: 10.1016/j.iref.2021.03.005.
• Huang, Ying Sophie & Liang, Bing & Wu, Kai, 2021, "Are mutual fund manager skills transferable to private funds?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 614-638, DOI: 10.1016/j.iref.2021.06.016.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Wanas Al-Jarrah, Idries Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 96-113, DOI: 10.1016/j.iref.2021.05.009.
• Su, Fei, 2021, "Conditional volatility persistence and volatility spillovers in the foreign exchange market," Research in International Business and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.ribaf.2020.101312.
• Tang, Chia-Hsien & Chin, Chih-Yu & Lee, Yen-Hsien, 2021, "Coronavirus disease outbreak and supply chain disruption: Evidence from Taiwanese firms in China," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101355.
• Kim, Karam & Ryu, Doojin & Yu, Jinyoung, 2021, "Do sentiment trades explain investor overconfidence around analyst recommendation revisions?," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101376.
• Mumtaz, Muhammad Zubair & Yoshino, Naoyuki, 2021, "Greenness index: IPO performance and portfolio allocation," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101398.
• Laborda, Ricardo & Olmo, Jose, 2021, "Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101402.
• Tiwari, Aviral Kumar & Umar, Zaghum & Alqahtani, Faisal, 2021, "Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101403.
• Zhao, Chengguo & Li, Meng & Wang, Jun & Ma, Shujian, 2021, "The mechanism of credit risk contagion among internet P2P lending platforms based on a SEIR model with time-lag," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101407.
• Nerger, Gian-Luca & Huynh, Toan Luu Duc & Wang, Mei, 2021, "Which industries benefited from Trump environmental policy news? Evidence from industrial stock market reactions," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101418.
• Vo, Thi Thuy Anh & Dang, Tung Lam & Dang, Man & Hoang, Viet Anh, 2021, "Institutional ownership and commonality in liquidity," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101422.
• Ozkan, Oktay, 2021, "Impact of COVID-19 on stock market efficiency: Evidence from developed countries," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101445.
• Umar, Zaghum & Yousaf, Imran & Zaremba, Adam, 2021, "Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101453.
• Li, Yi & Zhang, Wei & Wang, Pengfei, 2021, "Working online or offline: Which is more effective?," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101456.
• Rao, Purnima & Goyal, Nisha & Kumar, Satish & Hassan, M. Kabir & Shahimi, Shahida, 2021, "Vulnerability of financial markets in India: The contagious effect of COVID-19," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101462.
• Shuxin Guo, 2021, "Do futures lead the index under stress? Evidence from the 2015 Chinese market turmoil and its aftermath," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 1, pages 91-110, January, DOI: 10.1007/s11156-020-00887-9.
• Kevin H. Kim & Derek K. Oler & Juan Manuel Sanchez, 2021, "Examining the stock performance of acquirers where the acquirer or target hold patents," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 1, pages 185-217, January, DOI: 10.1007/s11156-020-00890-0.
• Nancy L. Harp & Kevin H. Kim & Derek K. Oler, 2021, "A bold move or biting off more than they can chew: examining the performance of small acquirers," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 393-422, February, DOI: 10.1007/s11156-020-00893-x.
• Yonghong Jia & Xinghua Gao, 2021, "Is managerial rent extraction associated with tax aggressiveness? Evidence from informed insider trading," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 423-452, February, DOI: 10.1007/s11156-020-00898-6.
• Shaomeng Li & Guy S. Liu & Andros Gregoriou, 2021, "Do more mergers and acquisitions create value for shareholders?," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 755-787, February, DOI: 10.1007/s11156-020-00908-7.
• Peter M. Johnson & Thomas J. Lopez & Trevor L. Sorensen, 2021, "Did SFAS 141/142 improve the market’s understanding of net assets, goodwill, or other intangible assets?," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 891-915, April, DOI: 10.1007/s11156-020-00912-x.
• Yun Meng & Christos Pantzalis, 2021, "Lottery-type stocks and corporate strategies at the turn of the month," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 1027-1055, April, DOI: 10.1007/s11156-020-00917-6.
• Mohamed S. Ahmed & John A. Doukas, 2021, "Revisiting disposition effect and momentum: a quantile regression perspective," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 1087-1128, April, DOI: 10.1007/s11156-020-00919-4.
• Guanming He & Helen Mengbing Ren & Richard Taffler, 2021, "Do corporate insiders trade on future stock price crash risk?," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1561-1591, May, DOI: 10.1007/s11156-020-00936-3.
• Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2021, "Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1593-1621, May, DOI: 10.1007/s11156-020-00937-2.
• Mamdouh Abdulaziz Saleh Al-Faryan & Everton Dockery, 2021, "Testing for efficiency in the Saudi stock market: does corporate governance change matter?," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 61-90, July, DOI: 10.1007/s11156-020-00939-0.
• Yang Hou & Steven Li & Fenghua Wen, 2021, "Time-varying information share and autoregressive loading factors: evidence from S&P 500 cash and E-mini futures markets," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 91-110, July, DOI: 10.1007/s11156-020-00940-7.
• O. Miguel Villanueva & Steven Feinstein, 2021, "Stock price reactivity to earnings announcements: the role of the Cammer/Krogman factors," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 203-234, July, DOI: 10.1007/s11156-020-00943-4.
• Jeffrey Hobbs & Vivek Singh & Madhumita Chakraborty, 2021, "Institutional underperformance: Should managers listen to the sell-side before trading?," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 389-410, July, DOI: 10.1007/s11156-020-00948-z.
• Yashu Dong & Danqing Young & Yinglei Zhang, 2021, "Familiarity bias and earnings-based equity valuation," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 2, pages 795-818, August, DOI: 10.1007/s11156-020-00949-y.
• Antonio Figueiredo & Shahid S. Hamid & Richard Holowczak, 2021, "Stock market signals and consequences of securities class actions lawsuits: a microstructure perspective," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 2, pages 629-655, August, DOI: 10.1007/s11156-021-00957-6.
• Emily Lin & Chu-Lan Michael Kao & Natasha Sonia Adityarini, 2021, "Data-driven tree structure for PIN models," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 2, pages 411-427, August, DOI: 10.1007/s11156-021-00961-w.
• Wenbo Ma & Xinjie Wang & Yuan Wang & Ge Wu, 2021, "Measuring misleading information in IPO prospectuses," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 3, pages 819-843, October, DOI: 10.1007/s11156-021-00964-7.
• Qingjing Zhang & Taufiq Choudhry & Jing-Ming Kuo & Xiaoquan Liu, 2021, "Does liquidity drive stock market returns? The role of investor risk aversion," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 3, pages 929-958, October, DOI: 10.1007/s11156-021-00966-5.
• Ramzi Benkraiem & Mondher Bouattour & Emilios Galariotis & Anthony Miloudi, 2021, "Do investors in SMEs herd? Evidence from French and UK equity markets," Small Business Economics, Springer, volume 56, issue 4, pages 1619-1637, April, DOI: 10.1007/s11187-019-00284-0.