Research classified by Journal of Economic Literature (JEL) codes

2021

• Rahman, Dewan & Kabir, Muhammad & Oliver, Barry, 2021, "Does exposure to product market competition influence insider trading profitability?," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101792.
• Davis, Frederick & Khadivar, Hamed & Walker, Thomas J., 2021, "Institutional trading in firms rumored to be takeover targets," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101797.
• Obaydin, Ivan & Zurbruegg, Ralf & Hossain, Md Noman & Adhikari, Binay Kumar & Elnahas, Ahmed, 2021, "Shareholder litigation rights and stock price crash risk," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101826.
• Gyoshev, Stanley B. & Kaplan, Todd R. & Szewczyk, Samuel H. & Tsetsekos, George P., 2021, "Why do investment banks buy put options from companies?," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101718.
• Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2021, "Market manipulation rules and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101846.
• Jiang, George J. & Liu, Chang, 2021, "Getting on board: The monitoring effect of institutional directors," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101865.
• Cole, Rebel & Johan, Sofia & Schweizer, Denis, 2021, "Corporate failures: Declines, collapses, and scandals," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101872.
• Choi, Jongmoo Jay & Ju, Ming & Trigeorgis, Lenos & Zhang, Xiaotian Tina, 2021, "Outsourcing flexibility under financial constraints," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101890.
• Gu, Dingwei & Liu, Xin & Sun, Hanwen & Zhao, Huainan, 2021, "Strategic insider trading: Disguising order flows to escape trading competition," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101891.
• Basse, Tobias & Klein, Tony & Vigne, Samuel A. & Wegener, Christoph, 2021, "U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101892.
• Goergen, Marc & Gounopoulos, Dimitrios & Koutroumpis, Panagiotis, 2021, "Do multiple credit ratings reduce money left on the table? Evidence from U.S. IPOs," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101898.
• Peng, Xuan & Jia, Yibo & Chan, Kam C. & Wang, Xiongyuan, 2021, "Let us work together: The impact of customer strategic alliances on IPO underpricing and post-IPO performance," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101899.
• Rjiba, Hatem & Saadi, Samir & Boubaker, Sabri & Ding, Xiaoya (Sara), 2021, "Annual report readability and the cost of equity capital," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101902.
• Abad, Pilar & Díaz, Antonio & Escribano, Ana & Robles, M.-Dolores, 2021, "Crossing boundaries beyond the investment grade: Induced trading by rating-contingent investment constraints," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101903.
• Colak, Gonul & Gounopoulos, Dimitrios & Loukopoulos, Panagiotis & Loukopoulos, Georgios, 2021, "Political power, local policy uncertainty and IPO pricing," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101907.
• Reiff, Annika & Tykvová, Tereza, 2021, "IPO withdrawals: Are corporate governance and VC characteristics the guiding light in the rough sea of volatile markets?," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101908.
• Li, Yi & Zhang, Wei, 2021, "Another game in town: Spillover effects of IPOs in China," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101910.
• Burns, Natasha & Minnick, Kristina & Smith, Aimee Hoffmann, 2021, "The role of directors with related supply chain industry experience in corporate acquisition decisions," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101911.
• Flore, Christian & Degryse, Hans & Kolaric, Sascha & Schiereck, Dirk, 2021, "Forgive me all my sins: How penalties imposed on banks travel through markets," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101912.
• Cao, Viet Nga & Pham, Anh Viet, 2021, "Behavioral spillover between firms with shared auditors: The monitoring role of capital market investors," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101914.
• Al Guindy, Mohamed, 2021, "Corporate Twitter use and cost of equity capital," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101926.
• Dick-Nielsen, Jens & Nielsen, Mads Stenbo & von Rüden, Stine Louise, 2021, "The value of bond underwriter relationships," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101930.
• Neupane, Biwesh & Thapa, Chandra & Marshall, Andrew & Neupane, Suman, 2021, "Mimicking insider trades," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101940.
• Doukas, John A. & Zhang, Rongyao, 2021, "Managerial ability, corporate social culture, and M&As," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101942.
• Jiang, Danling & Norris, Dylan & Sun, Lin, 2021, "Weather, institutional investors and earnings news," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.101990.
• Qiu, Jiayue & Wu, Hai & Zhang, Lijuan, 2021, "In name only: Information spillovers among Chinese firms with similar stock names during earnings announcements," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102015.
• Ramelli, Stefano & Ossola, Elisa & Rancan, Michela, 2021, "Stock price effects of climate activism: Evidence from the first Global Climate Strike," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102018.
• Boeh, Kevin K. & Dunbar, Craig G., 2021, "Raising capital after IPO withdrawal," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102020.
• Li, Fengfei & Lin, Chen & Lin, Tse-Chun, 2021, "Salient anchor and analyst recommendation downgrade," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102033.
• Chen, Chong & Wu, Xueping, 2021, "Winning megadeals: The dual role of acquirer advisors in loan-financed mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102034.
• Dai, Rui & Li, Ting & Zaiats, Nataliya & Zhao, Xinlei, 2021, "Do short sellers anticipate late filings?," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102045.
• Dong, Yi & Hou, Qiannan & Ni, Chenkai, 2021, "Implicit government guarantees and credit ratings," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102046.
• Goto, Shingo & Yanase, Noriyoshi, 2021, "Pension return assumptions and shareholder-employee risk-shifting," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102047.
• Chatterjee, Sris & Hasan, Iftekhar & John, Kose & Yan, An, 2021, "Stock liquidity, empire building, and valuation," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102051.
• Bose, Sudipta & Minnick, Kristina & Shams, Syed, 2021, "Does carbon risk matter for corporate acquisition decisions?," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102058.
• Clacher, Iain & Garcia Osma, Beatriz & Scarlat, Elvira & Shields, Karin, 2021, "Do commonalities facilitate private information channels? Evidence from common gender and insider trading," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102062.
• Ni, Xiaoran & Wang, Ye & Yin, David, 2021, "Does Modern Information Technology Attenuate Managerial Information Hoarding? Evidence from the EDGAR Implementation," Journal of Corporate Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.jcorpfin.2021.102100.
• Georges, Christophre & Pereira, Javier, 2021, "Market stability with machine learning agents," Journal of Economic Dynamics and Control, Elsevier, volume 122, issue C, DOI: 10.1016/j.jedc.2020.104032.
• Zimmermann, Paul, 2021, "The role of the leverage effect in the price discovery process of credit markets," Journal of Economic Dynamics and Control, Elsevier, volume 122, issue C, DOI: 10.1016/j.jedc.2020.104033.
• Chan, Joshua C.C. & Santi, Caterina, 2021, "Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104101.
• Mohrschladt, Hannes & Schneider, Judith C., 2021, "Option-implied skewness: Insights from ITM-options," Journal of Economic Dynamics and Control, Elsevier, volume 131, issue C, DOI: 10.1016/j.jedc.2021.104227.
• Yang, Zhonghai & Lu, Yang & Tan, Wenhao, 2021, "Monetary policy tightening, accounting information comparability, and underinvestment: Evidence from China," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 123-147, DOI: 10.1016/j.eap.2021.02.005.
• Bing, Tao & Ma, Hongkun, 2021, "COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 384-396, DOI: 10.1016/j.eap.2021.05.012.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 397-419, DOI: 10.1016/j.eap.2021.06.001.
• Boubaker, Heni & Zorgati, Mouna Ben Saad & Bannour, Nawres, 2021, "Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 592-608, DOI: 10.1016/j.eap.2021.06.014.
• Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 73-96, DOI: 10.1016/j.eap.2021.04.009.
• Wei, Runchu & Chen, Xia & Chang, Chun-Ping, 2021, "Does COVID-19 pandemic hurt stock prices of solar enterprises?," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 41-57, DOI: 10.1016/j.eap.2021.07.011.
• Yuksel Haliloglu, Ebru & Sahin, Serkan & Berument, M. Hakan, 2021, "Brent–Dubai oil spread: Basic drivers," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 492-505, DOI: 10.1016/j.eap.2021.09.014.
• Liu, Guofang & Fang, Xi & Huang, Yuan & Zhao, Weidong, 2021, "Identifying the role of consumer and producer price index announcements in stock index futures price changes," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 87-101, DOI: 10.1016/j.eap.2021.07.009.
• Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021, "Market instability and technical trading at high frequency: Evidence from NASDAQ stocks," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105592.
• Todea, Alexandru & Petrescu, Daiana Florina, 2021, "Is stock price informativeness shaped by our genes?," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105596.
• Dunbar, Kwamie & Owusu-Amoako, Johnson, 2021, "The impact of hedging on risk-averse agents’ output decisions," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105638.
• Liao, Cunfei & Luo, Qianlin & Tang, Guohao, 2021, "Aggregate liquidity premium and cross-sectional returns: Evidence from China," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105645.
• Luo, Dan & Mao, Yipeng, 2021, "Fundamental volatility and informative trading volume in a rational expectations equilibrium," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105663.
• Chu, Chien Chi & Chang, Chiao Yi & Zhou, Rui Jie, 2021, "The nonlinear connection between 52-week high and announcement effect of insider trading — Evidence from mainland China and Taiwan," Economic Modelling, Elsevier, volume 94, issue C, pages 1043-1057, DOI: 10.1016/j.econmod.2020.02.044.
• Cheng, Feiyang & Chiao, Chaoshin & Wang, Chunfeng & Fang, Zhenming & Yao, Shouyu, 2021, "Does retail investor attention improve stock liquidity? A dynamic perspective," Economic Modelling, Elsevier, volume 94, issue C, pages 170-183, DOI: 10.1016/j.econmod.2020.10.001.
• Lan, Yueqin & Huang, Yong & Yan, Chao, 2021, "Investor sentiment and stock price: Empirical evidence from Chinese SEOs," Economic Modelling, Elsevier, volume 94, issue C, pages 703-714, DOI: 10.1016/j.econmod.2020.02.012.
• Ma, Richie Ruchuan & Xiong, Tao, 2021, "Price explosiveness in nonferrous metal futures markets," Economic Modelling, Elsevier, volume 94, issue C, pages 75-90, DOI: 10.1016/j.econmod.2020.09.012.
• Fousekis, Panos & Tzaferi, Dimitra, 2021, "Returns and volume: Frequency connectedness in cryptocurrency markets," Economic Modelling, Elsevier, volume 95, issue C, pages 13-20, DOI: 10.1016/j.econmod.2020.11.013.
• Wang, Hanjie & Feil, Jan-Henning & Yu, Xiaohua, 2021, "Disagreement on sunspots and soybeans futures price," Economic Modelling, Elsevier, volume 95, issue C, pages 385-393, DOI: 10.1016/j.econmod.2020.03.005.
• 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.