Research classified by Journal of Economic Literature (JEL) codes

2021

• 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.
• Shi, Yujie & Wang, Liming & Ke, Jian, 2021, "Does the US-China trade war affect co-movements between US and Chinese stock markets?," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101477.
• Umar, Zaghum & Gubareva, Mariya & Tran, Dang Khoa & Teplova, Tamara, 2021, "Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101493.
• Boubaker, Sabri & Liu, Zhenya & Zhai, Ling, 2021, "Big data, news diversity and financial market crash," Technological Forecasting and Social Change, Elsevier, volume 168, issue C, DOI: 10.1016/j.techfore.2021.120755.
• Huang, Shiyang & Hwang, Byoung-Hyoun & Lou, Dong, 2021, "The rate of communication," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105870, Aug.
• Rahi, Rohit, 2021, "Information acquisition with heterogeneous valuations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107152, Jan.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021, "Informed trading in government bond markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108504, Dec.
• Baer, Moritz & Campiglio, Emanuele & Deyris, Jérôme, 2021, "It takes two to dance: institutional dynamics and climate-related financial policies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111492, Apr.
• Venmans, Frank, 2021, "The leverage anomaly in U.S. bank stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111907, Nov.
• Chabakauri, Georgy & Yuan, Kathy & Zachariadis, Kostas, 2022, "Multi-asset noisy rational expectations equilibrium with contingent claims," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111974, Oct.
• Martin, Ian W.R. & Nagel, Stefan, 2022, "Market efficiency in the age of big data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112960, Jul.
• Bergeaud, Antonin & Malgouyres, Clement & Mazet-Sonilhac, Clement, 2021, "Technological change and domestic outsourcing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113919, Jul.
• Lou, Youcheng & Rahi, Rohit, 2021, "Information, market power and welfare," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118843, Sep.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021, "Informed trading in government bond markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118857, Jul.
• Bernales, Alejandro & Ladley, Daniel & Litos, Evangelos & Valenzuela, Marcela, 2021, "Dark trading and alternative execution priority rules," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118866, Jun.
• Cuñat, Vicente & Lu, Yiqing & Wu, Hong, 2021, "Managerial response to shareholder empowerment: evidence from majority- voting legislation changes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118896, Feb.
• Scherrer, Cristina Mabel, 2021, "Information processing on equity prices and exchange rate for cross-listed stocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125649, Jun.
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021, "The Geography of Investor Attention," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2114, revised Nov 2021.
• Varun Kumar Rai & Dharen Kumar Pandey, 2021, "Does privatization of public sector banks affect stock prices? An event study approach on the Indian banking sector stocks," Asian Journal of Accounting Research, Emerald Group Publishing Limited, volume 7, issue 1, pages 71-83, August, DOI: 10.1108/AJAR-06-2021-0078.
• Beibei Yan & Özgür Arslan-Ayaydin & James Thewissen & Wouter Torsin, 2021, "Does managerial ability affect disclosure? Evidence from earnings press releases," Asian Review of Accounting, Emerald Group Publishing Limited, volume 29, issue 2, pages 192-226, February, DOI: 10.1108/ARA-03-2020-0036.
• Omar Esqueda & Thanh Ngo & Daphne Wang, 2021, "The information content of managerial insider trading: evidence from analyst forecasts," Asian Review of Accounting, Emerald Group Publishing Limited, volume 29, issue 3, pages 332-361, June, DOI: 10.1108/ARA-04-2020-0062.
• Wray Bradley & Li Sun, 2021, "Proximity to broad bond rating change and annual report readability," Asian Review of Accounting, Emerald Group Publishing Limited, volume 29, issue 2, pages 227-250, February, DOI: 10.1108/ARA-06-2020-0096.
• Quang Thi Thieu Nguyen & Dao Le Trang Anh & Christopher Gan, 2021, "Epidemics and Chinese firms' stock returns: is COVID-19 different?," China Finance Review International, Emerald Group Publishing Limited, volume 11, issue 3, pages 302-321, July, DOI: 10.1108/CFRI-03-2021-0053.
• Lu Yang, 2021, "Last hour momentum in the Chinese stock market," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 1, pages 69-100, September, DOI: 10.1108/CFRI-06-2021-0106.
• Thomas C. Chiang, 2021, "Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets," China Finance Review International, Emerald Group Publishing Limited, volume 11, issue 4, pages 474-501, March, DOI: 10.1108/CFRI-08-2020-0115.
• Reyhan Can & H. Isın Dizdarlar, 2021, "Do Investors Overreact to Firm Merger and Acquisition Decisions?," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Social Science", DOI: 10.1108/S1569-375920210000106007.
• Mohamed Shaker Ahmed, 2021, "Momentum investing: evidence from the US tourism and hospitality," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 31, issue 3, pages 269-284, June, DOI: 10.1108/EJMBE-02-2021-0057.
• Olga Fullana & Mariano González & David Toscano, 2021, "IFRS adoption and unconditional conservatism: an accrual-based analysis," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 29, issue 5, pages 848-866, October, DOI: 10.1108/IJAIM-05-2021-0093.
• Jinglin Jiang & Weiwei Wang, 2021, "Individual investors' responses to mutual fund fire sales and sell-side analysts' price-correcting revisions," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 3, pages 510-533, July, DOI: 10.1108/IJMF-01-2021-0054.
• Qingxia Wang & Robert Faff & Min Zhu, 2021, "Informational content of options around analyst recommendations," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 3, pages 445-465, July, DOI: 10.1108/IJMF-04-2021-0168.
• Jiunn-Shyan Khong & Chee-Wooi Hooy & Chun-Teck Lye, 2021, "Board independence and private information-based trading: evidence from Malaysia," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 3, pages 466-487, July, DOI: 10.1108/IJMF-09-2020-0469.
• Muhammad Munir Ahmad & Ahmed Imran Hunjra & Faridul Islam & Qasim Zureigat, 2021, "Does asymmetric information affect firm's financing decisions?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 9, pages 2718-2734, August, DOI: 10.1108/IJOEM-01-2021-0086.
• Mohamed Fakhfekh & Ahmed Jeribi & Ahmed Ghorbel & Nejib Hachicha, 2021, "Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: a comparison between DCC, ADCC and GO-GARCH models," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 4, pages 978-1006, June, DOI: 10.1108/IJOEM-03-2020-0264.
• William Mbanyele, 2021, "Economic policy uncertainty and stock liquidity: the role of board networks in an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 1, pages 122-147, April, DOI: 10.1108/IJOEM-05-2020-0492.
• Maretno Agus Harjoto & Fabrizio Rossi, 2021, "Market reaction to the COVID-19 pandemic: evidence from emerging markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 1, pages 173-199, April, DOI: 10.1108/IJOEM-05-2020-0545.
• Seungho Shin & Atsuyuki Naka & Saad Alsunbul, 2021, "Idiosyncratic volatility and interruption mechanisms in South Korean stock markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 3, pages 728-747, May, DOI: 10.1108/IJOEM-08-2020-0877.
• Ly Thi Hai Tran & Thoa Thi Kim Tu & Tran Thi Hong Nguyen & Hoa Thi Lien Nguyen & Xuan Vinh Vo, 2021, "Annual report narrative disclosures, information asymmetry and future firm performance: evidence from Vietnam," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 2, pages 351-375, May, DOI: 10.1108/IJOEM-08-2020-0925.
• Ali Fayyaz Munir & Shahrin Saaid Shaharuddin & Mohd Edil Abd Sukor & Mohamed Albaity & Izlin Ismail, 2021, "Financial liberalization and the behavior of reversals in emerging market economies," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 6, pages 1565-1582, January, DOI: 10.1108/IJOEM-11-2019-0939.
• Eyup Kadioglu, 2021, "Intraday analysis of regulation change in microstructure: evidence from an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 5, pages 1216-1235, June, DOI: 10.1108/IJOEM-11-2020-1310.
• Muhammad Mushafiq, 2021, "Industry-level analysis of COVID-19’s impact in emerging markets – evidence from Pakistan," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 3437-3461, October, DOI: 10.1108/IJOEM-11-2020-1417.
• Osman Ulas Aktas & Lawrence Kryzanowski & Jie Zhang, 2021, "Price-limit effectiveness: evidence from the Borsa Istanbul (BIST)," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 3, pages 527-568, November, DOI: 10.1108/IMEFM-04-2020-0151.
• Rifki Ismal, 2021, "Assessing the application of Islamic and conventional hedgings in Indonesia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 1, pages 32-47, July, DOI: 10.1108/IMEFM-06-2020-0300.
• Adefemi A. Obalade & Tsepang Moeti & Vijen Moodley & Yusuf Randeree & Paul-Francois Muzindutsi, 2021, "Interlinkages and Diversification Opportunities Among Emerging Bond Markets: BRIC and BRICS Comparison," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A023.
• T.G. Saji, 2021, "Asymmetric financial reporting quality and firm size: conditional evidence from an emerging market," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 23, issue 5, pages 977-1004, December, DOI: 10.1108/JAAR-10-2021-0264.
• Deepa Mangala & Mamta Dhanda, 2021, "Earnings management and listing day performance of IPOs in India," Journal of Accounting in Emerging Economies, Emerald Group Publishing Limited, volume 12, issue 5, pages 812-839, December, DOI: 10.1108/JAEE-01-2021-0032.
• Pyemo N. Afego & Imhotep P. Alagidede, 2021, "What does corporate social advocacy signal? Evidence from boycott participation decisions," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 5, issue 1, pages 49-68, March, DOI: 10.1108/JCMS-10-2020-0040.
• Eduardo Saucedo & Jorge González, 2021, "The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 26, issue 52, pages 252-267, August, DOI: 10.1108/JEFAS-03-2021-0010.
• Christos Floros & Maria Psillaki & Efstathios Karpouzis, 2021, "Layoffs and stock market performance during the COVID-19 pandemic: evidence from the US," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 2, pages 96-108, December, DOI: 10.1108/JES-05-2021-0224.
• Rattaphon Wuthisatian, 2021, "An examination of calendar anomalies: evidence from the Thai stock market," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 3, pages 422-434, March, DOI: 10.1108/JES-06-2020-0298.
• Anas Ali Al-Qudah & Asma Houcine, 2021, "Stock markets' reaction to COVID-19: evidence from the six WHO regions," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 2, pages 274-289, February, DOI: 10.1108/JES-09-2020-0477.
• José Antonio Clemente-Almendros & Florin Teodor Boldeanu & Luis Alberto Seguí-Amórtegui, 2021, "Impact of COVID-19 on listed European electricity companies: a comparative analysis of investment in renewable and traditional electricity," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 8, pages 1476-1490, December, DOI: 10.1108/JES-09-2021-0448.
• Tobias Kellner & Dominik Maltritz, 2021, "A broad analysis of short-term overreactions in the market for cryptocurrencies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 8, pages 1585-1608, December, DOI: 10.1108/JES-09-2021-0488.
• Imlak Shaikh & Toan Luu Duc Huynh, 2021, "Does disease outbreak news impact equity, commodity and foreign exchange market? Investors' fear of the pandemic COVID-19," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 4, pages 647-664, May, DOI: 10.1108/JES-10-2020-0503.
• Serkan Karadas & Minh Tam Tammy Schlosky & Joshua C. Hall, 2021, "Aggregate congressional trading and stock market returns," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 172-186, June, DOI: 10.1108/JFEP-02-2021-0035.
• Garima Goel & Saumya Ranjan Dash, 2021, "Investor sentiment and government policy interventions: evidence from COVID-19 spread," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 242-267, June, DOI: 10.1108/JFEP-02-2021-0038.
• Shrabani Saha & Anindya Sen & Christine Smith-Han & Dennis Wesselbaum, 2021, "Did Brexit change asset co-movements?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 1, pages 43-55, February, DOI: 10.1108/JFEP-07-2020-0152.
• Moustapha Daouda Dala, 2021, "Bank stockholders’ vs bank bondholders’ market discipline during crisis time: an investigation based on supervisory stress test information disclosure," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 6, pages 772-809, February, DOI: 10.1108/JFEP-11-2019-0215.
• Deepa Mangala & Mamta Dhanda, 2021, "Earnings management and issue characteristics: an empirical analysis of IPOs in India," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 21, issue 3, pages 553-574, December, DOI: 10.1108/JFRA-01-2021-0006.
• Nino Martin Paulus & Marina Koelbl & Wolfgang Schaefers, 2021, "Can textual analysis solve the underpricing puzzle? A US REIT study," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 40, issue 6, pages 548-570, November, DOI: 10.1108/JPIF-06-2021-0052.
• Thomas Dimpfl & Dalia Elshiaty, 2021, "Volatility discovery in cryptocurrency markets," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 5, pages 313-331, September, DOI: 10.1108/JRF-11-2020-0238.
• Sang Ho Lee & Seung Uk Choi & Ji Yeon Ryu, 2021, "Do audit efforts increase the future equity value of client firm?," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 36, issue 1, pages 132-166, February, DOI: 10.1108/MAJ-11-2019-2473.