Research classified by Journal of Economic Literature (JEL) codes

2021

• Raimbourg, Philippe & Salvadè, Federica, 2021, "Rating Announcements, CDS Spread and Volatility During the European Sovereign Crisis," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101663.
• Lin, Zih-Ying, 2021, "Investor attention and cryptocurrency performance," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101702.
• Burggraf, Tobias & Rudolf, Markus, 2021, "Cryptocurrencies and the low volatility anomaly," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101683.
• Shynkevich, Andrei, 2021, "Bitcoin arbitrage," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101698.
• Abedifar, Pejman & Bouslah, Kais & Zheng, Yeliangzi, 2021, "Stock price synchronicity and price informativeness: Evidence from a regulatory change in the U.S. banking industry," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101678.
• Yao, Juan & Wu, Bochen & Gao, Yang, 2021, "Death and the life hereafter: A study of the subsequent hedge funds," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101704.
• Gan, Quan & Leung, Henry & Zhou, Zhou, 2021, "Do intra-day auctions improve market liquidity?," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101774.
• Kurov, Alexander & Wolfe, Marketa Halova & Gilbert, Thomas, 2021, "The disappearing pre-FOMC announcement drift," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101781.
• Hanif, Waqas & Mensi, Walid & Vo, Xuan Vinh, 2021, "Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2021.101922.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Ahmad, Tanveer & Naeem, Muhammad Abubakr & Vo, Xuan Vinh, 2021, "The pricing of bad contagion in cryptocurrencies: A four-factor pricing model," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101797.
• Yue, Wei & Zhang, Sijia & Zhang, Qiang, 2021, "Asymmetric News Effects on Cryptocurrency Liquidity: an Event Study Perspective," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101799.
• Ceylan, Özcan, 2021, "Time-varying risk aversion and its macroeconomic and financial determinants - A comparative analysis in the U.S. and French financial markets," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101804.
• Hyun, Suk & Park, Donghyun & Tian, Shu, 2021, "Pricing of Green Labeling: A Comparison of Labeled and Unlabeled Green Bonds," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101816.
• Lee, Sangho & Lee, Sejoong & Ryu, Ji Yeon, 2021, "Do Competent Managers Hoard Bad News? Self-regulation Theory and Korean Evidence," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101836.
• Taussig, Roi D., 2021, "Competition risk and expected stock returns," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101860.
• Ben Ammar, Imen & Hellara, Slaheddine, 2021, "Intraday interactions between high-frequency trading and price efficiency," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101862.
• Tripathi, Abhinava & Dixit, Alok & Vipul,, 2021, "Information content of order imbalance in an order-driven market: Indian Evidence," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101863.
• Ante, Lennart & Fiedler, Ingo & Strehle, Elias, 2021, "The influence of stablecoin issuances on cryptocurrency markets," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101867.
• Bassen, Alexander & Kaspereit, Thomas & Buchholz, Daniel, 2021, "The Capital Market Impact of Blackrock’s Thermal Coal Divestment Announcement," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101874.
• Bessler, Wolfgang & Vendrasco, Marco, 2021, "The 2020 European short-selling ban and the effects on market quality," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101886.
• Wang, Jingjing & Wang, Xiaoyang, 2021, "COVID-19 and financial market efficiency: Evidence from an entropy-based analysis," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101888.
• Bian, Timothy Yang & Wang, Tianyi & Zhou, Zipeng, 2021, "Measuring investors’ risk aversion in China’s stock market," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101891.
• Chang, Danting, 2021, "Fundamental anomalies and the size puzzle in China: A data mining approach," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101907.
• Ma, Yu & Qian, Wenyu & Luan, Zhiqian, 2021, "Could increasing price limits reduce up limit herding? Evidence from China's capital market reform," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101909.
• Arnold, Grace E. & Rhodes, Meredith E., 2021, "Information sensitivity of corporate bonds: Evidence from the COVID-19 crisis," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101911.
• Omura, Akihiro & Roca, Eduardo & Nakai, Miwa, 2021, "Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101914.
• Choi, Hyunjung & Cho, Jungeun, 2021, "Related-party transactions and post-earnings announcement drift: Evidence from the Korean stock market," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101915.
• Fendel, Ralf & Neugebauer, Frederik & Zimmermann, Lilli, 2021, "Reactions of euro area government yields to Covid-19 related policy measure announcements by the European Commission and the European Central Bank," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101917.
• Sergi, Bruno S. & Harjoto, Maretno Agus & Rossi, Fabrizio & Lee, Robert, 2021, "Do stock markets love misery? Evidence from the COVID-19," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101923.
• Li, Yong & Mu, Yuandong & Qin, Tianyu, 2021, "Economic uncertainty: A key factor to understanding idiosyncratic volatility puzzle," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101938.
• Chen, Hsuan-Chi & Yeh, Chia-Wei, 2021, "Global financial crisis and COVID-19: Industrial reactions," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101940.
• Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Emmanouel & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2021, "Using textual analysis to identify merger participants: Evidence from the U.S. banking industry," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101949.
• Pagano, Michael S. & Sedunov, John & Velthuis, Raisa, 2021, "How did retail investors respond to the COVID-19 pandemic? The effect of Robinhood brokerage customers on market quality," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101946.
• Tiniç, Murat & Tanyeri, Başak & Bodur, Mehmet, 2021, "Who to trust? Reactions to analyst recommendations of domestic versus foreign brokerage houses in a developing stock market," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101950.
• Ukpong, Idibekeabasi & Tan, Handy & Yarovaya, Larisa, 2021, "Determinants of industry herding in the US stock market," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101953.
• DIMA, Bogdan & DIMA, Ştefana Maria & IOAN, Roxana, 2021, "Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101967.
• Mazumder, Sharif & Saha, Pritam, 2021, "COVID-19: Fear of pandemic and short-term IPO performance," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101977.
• Contreras, Harold & Marcet, Francisco, 2021, "Arbitrageurs and overreaction to earnings surprises," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101994.
• Pham, Anh Viet & Adrian, Christofer & Garg, Mukesh & Phang, Soon-Yeow & Truong, Cameron, 2021, "State-level COVID-19 outbreak and stock returns," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102002.
• Zhao, Yuqian, 2021, "Validating intra-day risk premium in cross-sectional return curves," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102020.
• Huang, Hong-Gia & Tsai, Wei-Che & Weng, Pei-Shih & Wu, Ming-Hung, 2021, "Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100546.
• Liu, Xin & Yin, Chengxi & Zheng, Weinan, 2021, "The invisible burden," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100561.
• Lachance, Marie-Eve, 2021, "ETFs’ high overnight returns: The early liquidity provider gets the worm," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100563.
• Brolley, Michael & Malinova, Katya, 2021, "Informed liquidity provision in a limit order market," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100566.
• Cabrera, Juan & Gousgounis, Eleni, 2021, "The dynamics of short sales constraints and market quality: An experimental approach," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100549.
• Liu, Ming-Yu & Chuang, Wen-I & Lo, Chien-Ling, 2021, "Options-implied information and the momentum cycle," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100565.
• Wang, Yudong & Hao, Xianfeng & Wu, Chongfeng, 2021, "Forecasting stock returns: A time-dependent weighted least squares approach," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100568.
• Procasky, William J., 2021, "Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100581.
• Haas, Marlene & Khapko, Mariana & Zoican, Marius, 2021, "Speed and learning in high-frequency auctions," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100583.
• Dimpfl, Thomas & Peter, Franziska J., 2021, "Nothing but noise? Price discovery across cryptocurrency exchanges," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100584.
• Kim, Donghan & Kim, Hyun-Dong & Joe, Denis Yongmin & Oh, Ji Yeol Jimmy, 2021, "Institutional investor heterogeneity and market price dynamics: Evidence from investment horizon and portfolio concentration," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100604.
• Peress, Joel & Schmidt, Daniel, 2021, "Noise traders incarnate: Describing a realistic noise trading process," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100618.
• Scherrer, Cristina Mabel, 2021, "Information processing on equity prices and exchange rate for cross-listed stocks," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2021.100634.
• Nadarajah, Sivathaasan & Duong, Huu Nhan & Ali, Searat & Liu, Benjamin & Huang, Allen, 2021, "Stock liquidity and default risk around the world," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100597.
• Khapko, Mariana & Zoican, Marius, 2021, "Do speed bumps curb low-latency investment? Evidence from a laboratory market," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100601.
• Park, Heewoo & Kim, Tong Suk & Park, Yuen Jung, 2021, "Asymmetric information in the equity market and information flow from the equity market to the CDS market," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100607.
• Byoun, Soku & Han, Seung Hun & Shin, Yoon S., 2021, "Does the Nationally Recognized Statistical Rating Organization certification matter for Japanese credit rating agencies?," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100585.
• Vincent, Kendro & Hsu, Yu-Chin & Lin, Hsiou-Wei, 2021, "Investment styles and the multiple testing of cross-sectional stock return predictability," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100598.
• Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2021, "Financial oligopolies and parallel exclusion in the credit default swap markets," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100606.

2020

• Ali, Fahad & Ülkü, Numan, 2020, "Weekday seasonality of stock returns: The contrary case of China," Journal of Asian Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.asieco.2020.101201.
• Gurdgiev, Constantin & O’Loughlin, Daniel, 2020, "Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty," Journal of Behavioral and Experimental Finance, Elsevier, volume 25, issue C, DOI: 10.1016/j.jbef.2020.100271.
• Blau, Benjamin M. & Whitby, Ryan J., 2020, "Gambling activity and stock price volatility: A cross-country analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100338.
• Wanidwaranan, Phasin & Padungsaksawasdi, Chaiyuth, 2020, "The effect of return jumps on herd behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100375.
• Al-Awadhi, Abdullah M. & Alsaifi, Khaled & Al-Awadhi, Ahmad & Alhammadi, Salah, 2020, "Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100326.
• Zhao, Ruwei, 2020, "Quantifying the cross sectional relation of daily happiness sentiment and return skewness: Evidence from US industries," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100369.
• Ali, Mohsin & Alam, Nafis & Rizvi, Syed Aun R., 2020, "Coronavirus (COVID-19) — An epidemic or pandemic for financial markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100341.
• Mazumder, Sharif, 2020, "How important is social trust during the COVID-19 crisis period? Evidence from the Fed announcements," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100387.
• Łukowski, Michał & Gemra, Kamil & Maruszewski, Janusz & Śliwiński, Paweł & Zygmanowski, Piotr, 2020, "Equity premium puzzle — Evidence from Poland," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100398.
• Li, Xiao, 2020, "When financial literacy meets textual analysis: A conceptual review," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100402.
• Jurich, Stephen N. & Mishra, Ajay Kumar & Parikh, Bhavik, 2020, "Indecisive algos: Do limit order revisions increase market load?," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100408.
• Abad, P. & Ferreras, R. & Robles, M.D., 2020, "Intra-industry transfer effects of credit risk news: Rated versus unrated rivals," The British Accounting Review, Elsevier, volume 52, issue 1, DOI: 10.1016/j.bar.2018.12.002.
• Zhu, Zhaobo & Sun, Licheng & Yung, Kenneth & Chen, Min, 2020, "Limited investor attention, relative fundamental strength, and the cross-section of stock returns," The British Accounting Review, Elsevier, volume 52, issue 4, DOI: 10.1016/j.bar.2019.100859.
• Yan, Ruzhen & Yue, Ding & Chen, Xudong & Wu, Xu, 2020, "Non-linear characterization and trend identification of liquidity in China's new OTC stock market based on multifractal detrended fluctuation analysis," Chaos, Solitons & Fractals, Elsevier, volume 139, issue C, DOI: 10.1016/j.chaos.2020.110063.
• Yuan, Ying & Zhang, Tonghui, 2020, "Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach," Chaos, Solitons & Fractals, Elsevier, volume 140, issue C, DOI: 10.1016/j.chaos.2020.110252.
• Drobetz, Wolfgang & Mussbach, Emil & Westheide, Christian, 2020, "Corporate insider trading and return skewness," Journal of Corporate Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.jcorpfin.2019.07.008.
• Greene, Daniel & Intintoli, Vincent J. & Kahle, Kathleen M., 2020, "Do board gender quotas affect firm value? Evidence from California Senate Bill No. 826," Journal of Corporate Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.jcorpfin.2019.101526.
• Grinblatt, Mark & Wan, Kam-Ming, 2020, "State pricing, effectively complete markets, and corporate finance," Journal of Corporate Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.jcorpfin.2019.101542.
• Griffin, Paul A. & Neururer, Thaddeus & Sun, Estelle Y., 2020, "Environmental performance and analyst information processing costs," Journal of Corporate Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.jcorpfin.2018.08.008.
• Dong, Gang Nathan & Gu, Ming & He, Hua, 2020, "Invisible hand and helping hand: Private placement of public equity in China," Journal of Corporate Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.jcorpfin.2018.08.011.
• Tang, Dragon Yongjun & Zhang, Yupu, 2020, "Do shareholders benefit from green bonds?," Journal of Corporate Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.jcorpfin.2018.12.001.
• Fu, Xudong & Kong, Lei & Tang, Tian & Yan, Xinyan, 2020, "Insider trading and shareholder investment horizons," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2019.101508.
• Götze, Tobias & Gürtler, Marc, 2020, "Hard markets, hard times: On the inefficiency of the CAT bond market," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2019.101553.
• Nguyen, Phuong-Anh & Kecskés, Ambrus, 2020, "Do technology spillovers affect the corporate information environment?," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2020.101581.
• Shang, Chenguang, 2020, "Trade credit and stock liquidity," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2020.101586.
• Mavis, Christos P. & McNamee, Nathan P. & Petmezas, Dimitris & Travlos, Nickolaos G., 2020, "Selling to buy: Asset sales and acquisitions," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2020.101587.
• Toscano, Francesca, 2020, "Does the Dodd-Frank Act reduce the conflict of interests of credit rating agencies?," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2020.101595.
• Barbopoulos, Leonidas G. & Adra, Samer & Saunders, Anthony, 2020, "Macroeconomic news and acquirer returns in M&As: The impact of investor alertness," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101583.
• Carney, Richard W. & Child, Travers Barclay & Li, Xiang, 2020, "Board connections and crisis performance: Family, state, and political networks," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101630.
• Yang, Jun & Lu, Jing & Xiang, Cheng, 2020, "Do disclosures of selective access improve market information acquisition fairness? Evidence from company visits in China," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101631.
• Wang, Rouzhi & Wu, Chaopeng, 2020, "Politician as venture capitalist: Politically-connected VCs and IPO activity in China," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101632.
• Biggerstaff, Lee & Cicero, David & Wintoki, M. Babajide, 2020, "Insider trading patterns," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101654.
• Ni, Xiaoran & Yin, Sirui, 2020, "The unintended real effects of short selling in an emerging market," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101659.
• An, Zhe & Chen, Chen & Naiker, Vic & Wang, Jun, 2020, "Does media coverage deter firms from withholding bad news? Evidence from stock price crash risk," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101664.
• Chua, Angeline Kim Pei & Tam, On Kit, 2020, "The shrouded business of style drift in active mutual funds," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101667.
• Cowan, Arnold R. & Salotti, Valentina, 2020, "Anti-selective disclosure regulation and analyst forecast accuracy and usefulness," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101669.
• Brockman, Paul & Luo, Juan & Xu, Limin, 2020, "The impact of short-selling pressure on corporate employee relations," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101677.
• Gu, Pu, 2020, "The effects of social bias against female analysts on markets," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101681.
• Wu, Kai & Lai, Seiwai, 2020, "Intangible intensity and stock price crash risk," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101682.
• Ng, Anthony C. & Rezaee, Zabihollah, 2020, "Business sustainability factors and stock price informativeness," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101688.
• Chi, Jianxin Daniel & Gupta, Manu & Johnson, Shane A., 2020, "Short-horizon incentives and stock price inflation," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2019.101501.
• Hackney, John & Henry, Tyler R. & Koski, Jennifer L., 2020, "Arbitrage vs. informed short selling: Evidence from convertible bond issuers," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101687.
• Fiordelisi, Franco & Girardone, Claudia & Minnucci, Federica & Ricci, Ornella, 2020, "On the nexus between sovereign risk and banking crises," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101717.
• Huang, Haijie & Lee, Edward & Lyu, Changjiang & Zhao, Yiyi, 2020, "Bequest motive, information transparency, and family firm value: A natural experiment," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101751.
• Doukas, John A. & Zhang, Rongyao, 2020, "Corporate managerial ability, earnings smoothing, and acquisitions," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101756.
• Goergen, Marc & Limbach, Peter & Scholz-Daneshgari, Meik, 2020, "Firms' rationales for CEO duality: Evidence from a mandatory disclosure regulation," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101770.
• Chen, Yangyang & Goyal, Abhinav & Veeraraghavan, Madhu & Zolotoy, Leon, 2020, "Terrorist attacks, investor sentiment, and the pricing of initial public offerings," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101780.
• Choudhary, M. Ali & Jain, Anil K., 2020, "How public information affects asymmetrically informed lenders: Evidence from a credit registry reform," Journal of Development Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.jdeveco.2019.102407.
• Corgnet, Brice & DeSantis, Mark & Porter, David, 2020, "The distribution of information and the price efficiency of markets," Journal of Economic Dynamics and Control, Elsevier, volume 110, issue C, DOI: 10.1016/j.jedc.2019.02.006.
• Giamattei, Marcus & Huber, Jürgen & Lambsdorff, Johann Graf & Nicklisch, Andreas & Palan, Stefan, 2020, "Who inflates the bubble? Forecasters and traders in experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, volume 110, issue C, DOI: 10.1016/j.jedc.2019.07.004.
• Halim, Edward & Riyanto, Yohanes E., 2020, "Asset markets with insider trading disclosure rule and reselling constraint: An experimental analysis," Journal of Economic Dynamics and Control, Elsevier, volume 110, issue C, DOI: 10.1016/j.jedc.2019.103745.
• Corgnet, Brice & Hernán-González, Roberto & Kujal, Praveen, 2020, "On booms that never bust: Ambiguity in experimental asset markets with bubbles," Journal of Economic Dynamics and Control, Elsevier, volume 110, issue C, DOI: 10.1016/j.jedc.2019.103754.
• Wenzelburger, Jan, 2020, "Mean-variance analysis and the Modified Market Portfolio," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103821.
• Schnaubelt, Matthias & Fischer, Thomas G. & Krauss, Christopher, 2020, "Separating the signal from the noise – Financial machine learning for Twitter," Journal of Economic Dynamics and Control, Elsevier, volume 114, issue C, DOI: 10.1016/j.jedc.2020.103895.
• Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Nguyen, Sang Phu & Duong, Duy, 2020, "An assessment of contagion risks in the banking system using non-parametric and Copula approaches," Economic Analysis and Policy, Elsevier, volume 65, issue C, pages 105-116, DOI: 10.1016/j.eap.2019.11.007.
• Huang, Zhi-xiong & Tang, Qi & Huang, Siming, 2020, "Foreign investors and stock price crash risk: Evidence from China," Economic Analysis and Policy, Elsevier, volume 68, issue C, pages 210-223, DOI: 10.1016/j.eap.2020.09.016.
• Charfeddine, Lanouar & Benlagha, Noureddine & Maouchi, Youcef, 2020, "Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors," Economic Modelling, Elsevier, volume 85, issue C, pages 198-217, DOI: 10.1016/j.econmod.2019.05.016.
• Xu, Liao & Gao, Han & Shi, Yukun & Zhao, Yang, 2020, "The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China," Economic Modelling, Elsevier, volume 85, issue C, pages 400-408, DOI: 10.1016/j.econmod.2019.11.019.
• Cheng, Teng Yuan & Lee, Chun I. & Lin, Chao Hsien, 2020, "The effect of risk-taking behavior on profitability: Evidence from futures market," Economic Modelling, Elsevier, volume 86, issue C, pages 19-38, DOI: 10.1016/j.econmod.2019.04.017.
• De Santis, Roberto A., 2020, "Impact of the Asset Purchase Programme on euro area government bond yields using market news," Economic Modelling, Elsevier, volume 86, issue C, pages 192-209, DOI: 10.1016/j.econmod.2019.06.011.
• Guo, Mengmeng & Kuai, Yicheng & Liu, Xiaoyan, 2020, "Stock market response to environmental policies: Evidence from heavily polluting firms in China," Economic Modelling, Elsevier, volume 86, issue C, pages 306-316, DOI: 10.1016/j.econmod.2019.09.028.
• Ba, Shusong & Li, Lu & Huang, Wenli & Yang, Chen, 2020, "Heterogeneity risks and negative externality," Economic Modelling, Elsevier, volume 87, issue C, pages 401-415, DOI: 10.1016/j.econmod.2019.08.016.
• Zhen, Fang, 2020, "Asymmetric signals and skewness," Economic Modelling, Elsevier, volume 90, issue C, pages 32-42, DOI: 10.1016/j.econmod.2020.04.026.
• Stoian, Andreea & Iorgulescu, Filip, 2020, "Fiscal policy and stock market efficiency: An ARDL Bounds Testing approach," Economic Modelling, Elsevier, volume 90, issue C, pages 406-416, DOI: 10.1016/j.econmod.2019.12.023.
• Ji, Hao & Wang, Hao & Zhong, Rui & Li, Min, 2020, "China's liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach," Economic Modelling, Elsevier, volume 93, issue C, pages 187-204, DOI: 10.1016/j.econmod.2020.07.022.
• Anagnostidis, Panagiotis & Fontaine, Patrice & Varsakelis, Christos, 2020, "Are high–frequency traders informed?," Economic Modelling, Elsevier, volume 93, issue C, pages 365-383, DOI: 10.1016/j.econmod.2020.08.013.
• Wu, Liang & Liu, Hengzhi & Liu, Chang & Long, Yunshen, 2020, "Determining the information share of liquidity and order flows in extreme price movements," Economic Modelling, Elsevier, volume 93, issue C, pages 559-575, DOI: 10.1016/j.econmod.2020.09.014.
• Chan, Shu Hui & Huang, Yu Chuan & Lin, Sheng-Min, 2020, "Market transparency and closing price behavior on month-end days: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.010.
• Kemper, Kristopher J. & Mortenson, Kristian, 2020, "Procyclical ratings and market reactions," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.08.013.
• Yu, Lin & Liu, Xiaoquan & Fung, Hung-Gay & Leung, Wai Kin, 2020, "Size and value effects in high-tech industries: The role of R&D investment," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.10.001.
• Tan, Siow-Hooi & Lai, Ming-Ming & Tey, Eng-Xin & Chong, Lee-Lee, 2020, "Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.12.007.
• Cao-Alvira, José J. & Deidda, Luca G., 2020, "Development of bank microcredit," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101077.
• Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond, 2020, "A fractional cointegration VAR analysis of Islamic stocks: A global perspective," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101056.
• Soon Kim, Kyung & Young Chung, Chune & Hwon Lee, Jin & Cho, Sangjun, 2020, "Accruals quality, information risk, and institutional investors’ trading behavior: Evidence from the Korean stock market," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101081.
• Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2020, "The information content of funds from operations and net income in real estate investment trusts," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101063.
• Fong, Tom Pak Wing & Wu, Shui Tang, 2020, "Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101105.
• Mensi, Walid & Hammoudeh, Shawkat & Rehman, Mobeen Ur & Al-Maadid, Alanoud Ali S. & Hoon Kang, Sang, 2020, "Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101086.
• Zhang, Weiping & Zhuang, Xintian & Lu, Yang, 2020, "Spatial spillover effects and risk contagion around G20 stock markets based on volatility network," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101064.
• Grégoire, Vincent, 2020, "The rise of passive investing and index-linked comovement," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101059.
• Wang, Janchung & Yeh, Shih-Kuo & Wang, Bo-Ting, 2020, "The effect of short-sale restrictions on the information transmission of extended index futures trading," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101166.
• Al-Yahyaee, Khamis Hamed & Mensi, Walid & Ko, Hee-Un & Yoon, Seong-Min & Kang, Sang Hoon, 2020, "Why cryptocurrency markets are inefficient: The impact of liquidity and volatility," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101168.
• Yang, Shanxiang & Liu, Zhechen & Wang, Xinjie, 2020, "News sentiment, credit spreads, and information asymmetry," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101179.
• Qiao, Gaoxiu & Yang, Jiyu & Li, Weiping, 2020, "VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101186.
• Zhou, Deqing & Wang, Wenjie, 2020, "Insider, outsider and information heterogeneity," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101193.
• Yang, Yan-Hong & Shao, Ying-Hui, 2020, "Time-dependent lead-lag relationships between the VIX and VIX futures markets," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101196.
• Shi, Jinyan & Yu, Conghui & Guo, Sicen & Li, Yanxi, 2020, "Market effects of private equity placement: Evidence from Chinese equity and bond markets," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101214.
• Zghal, Imen & Ben Hamad, Salah & Eleuch, Hichem & Nobanee, Haitham, 2020, "The effect of market sentiment and information asymmetry on option pricing," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101235.
• Zhang, Ailian & Wang, Shuyao & Liu, Bai & Fu, Jingyuan, 2020, "The double-edged sword effect of diversified operation on pre- and post-loan risk in the government-led Chinese commercial banks," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101246.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Al-Jarrah, Idries Mohammad Wanas & Vo, Xuan Vinh & Kang, Sang Hoon, 2020, "Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101285.
• Aquilina, Matteo & Pirrone, F. Andrea, 2020, "The effects of regulating benchmarks," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.06.018.
• Min, Byoung-Kyu & Roh, Tai-Yong, 2020, "An investment-based explanation for the dispersion anomaly," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108832.
• Stefan, Martin & Wellenreuther, Claudia, 2020, "London vs. Leipzig: Price discovery of carbon futures during Phase III of the ETS," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108990.
• Conlon, Thomas & McGee, Richard J., 2020, "Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes?," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108727.
• Fernandez-Perez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2020, "Music sentiment and stock returns," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109260.
• Tsang, Kwok Ping & Yang, Zichao, 2020, "Price dispersion in bitcoin exchanges," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109379.
• Hattori, Takahiro, 2020, "The impact of quantitative and qualitative easing on term structure: Evidence from micro-level data," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109347.
• Jain, Archana & Jain, Chinmay & Khanapure, Revansiddha Basavaraj, 2020, "Pre-earnings announcement returns and momentum," Economics Letters, Elsevier, volume 196, issue C, DOI: 10.1016/j.econlet.2020.109521.
• Blomkvist, Magnus & Vulanovic, Milos, 2020, "SPAC IPO waves," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109645.
• Park, Yang-Ho, 2020, "Variance disparity and market frictions," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 326-348, DOI: 10.1016/j.jeconom.2019.07.005.
• Philip, R., 2020, "Estimating permanent price impact via machine learning," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 414-449, DOI: 10.1016/j.jeconom.2019.10.002.
• Barone-Adesi, Giovanni & Fusari, Nicola & Mira, Antonietta & Sala, Carlo, 2020, "Option market trading activity and the estimation of the pricing kernel: A Bayesian approach," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 430-449, DOI: 10.1016/j.jeconom.2019.11.001.
• Aït-Sahalia, Yacine & Brunetti, Celso, 2020, "High frequency traders and the price process," Journal of Econometrics, Elsevier, volume 217, issue 1, pages 20-45, DOI: 10.1016/j.jeconom.2019.11.005.
• Gungor, Sermin & Luger, Richard, 2020, "Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 750-770, DOI: 10.1016/j.jeconom.2020.04.037.
• Haddad, Hedi Ben & Mezghani, Imed & Al Dohaiman, Mohammed, 2020, "Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors," Economic Systems, Elsevier, volume 44, issue 2, DOI: 10.1016/j.ecosys.2020.100760.
• Luechinger, Simon & Moser, Christoph, 2020, "The European Commission and the revolving door," European Economic Review, Elsevier, volume 127, issue C, DOI: 10.1016/j.euroecorev.2020.103461.
• Jetter, Michael & Magnusson, Leandro M. & Roth, Sebastian, 2020, "Becoming sensitive: Males’ risk and time preferences after the 2008 financial crisis," European Economic Review, Elsevier, volume 128, issue C, DOI: 10.1016/j.euroecorev.2020.103512.
• Hudson, Robert & Urquhart, Andrew & Zhang, Hanxiong, 2020, "Political uncertainty and sentiment: Evidence from the impact of Brexit on financial markets," European Economic Review, Elsevier, volume 129, issue C, DOI: 10.1016/j.euroecorev.2020.103523.
• Ho, Kung-Cheng & Yen, Huang-Ping & Gu, Yan & Shi, Lisi, 2020, "Does societal trust make firms more trustworthy?," Emerging Markets Review, Elsevier, volume 42, issue C, DOI: 10.1016/j.ememar.2019.100674.
• Foye, James & Valentinčič, Aljoša, 2020, "Testing factor models in Indonesia," Emerging Markets Review, Elsevier, volume 42, issue C, DOI: 10.1016/j.ememar.2019.100628.
• Ojah, Kalu & Muhanji, Stella & Kodongo, Odongo, 2020, "Insider trading laws and price informativeness in emerging stock markets: The South African case," Emerging Markets Review, Elsevier, volume 43, issue C, DOI: 10.1016/j.ememar.2020.100690.
• Yang, Jun & Lu, Jing & Xiang, Cheng, 2020, "Company visits and stock price crash risk: Evidence from China," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100723.
• Figlioli, Bruno & Lemes, Sirlei & Lima, Fabiano Guasti, 2020, "In search for good news: The relationship between accounting information, bounded rationality and hard-to-value stocks," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100719.
• Yue, Tian & Zhang, Jin E. & Tan, Eric K.M., 2020, "The Chinese equity index options market," Emerging Markets Review, Elsevier, volume 45, issue C, DOI: 10.1016/j.ememar.2020.100742.
• Wan, Xiaoyuan, 2020, "The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 104-118, DOI: 10.1016/j.jempfin.2019.11.003.
• Chong, Beng Soon & Liu, Zhenbin, 2020, "Issuer IPO underpricing and Directed Share Program (DSP)," Journal of Empirical Finance, Elsevier, volume 56, issue C, pages 105-125, DOI: 10.1016/j.jempfin.2020.01.003.
• Chen, Marie & Garriott, Corey, 2020, "High-frequency trading and institutional trading costs," Journal of Empirical Finance, Elsevier, volume 56, issue C, pages 74-93, DOI: 10.1016/j.jempfin.2019.12.002.
• Sy, Oumar & Zaman, Ashraf Al, 2020, "Is the presidential premium spurious?," Journal of Empirical Finance, Elsevier, volume 56, issue C, pages 94-104, DOI: 10.1016/j.jempfin.2020.01.001.
• Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea, 2020, "Communication and financial supervision: How does disclosure affect market stability?," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2020.01.002.
• Huang, Jing-Zhi & Huang, Zhijian (James), 2020, "Testing moving average trading strategies on ETFs," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 16-32, DOI: 10.1016/j.jempfin.2019.10.002.
• Tao, Ran & Brooks, Chris & Bell, Adrian R., 2020, "When is a MAX not the MAX? How news resolves information uncertainty," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 33-51, DOI: 10.1016/j.jempfin.2020.03.002.
• Ang, Tze Chuan ‘Chewie’ & Lam, F.Y. Eric C. & Wei, K.C. John, 2020, "Mispricing firm-level productivity," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 139-163, DOI: 10.1016/j.jempfin.2020.05.008.
• Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2020, "Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 164-180, DOI: 10.1016/j.jempfin.2020.05.006.
• Chen, Jiayuan & Gong, Di & Muckley, Cal, 2020, "Stock market illiquidity, bargaining power and the cost of borrowing," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 181-206, DOI: 10.1016/j.jempfin.2020.06.001.
• Piccotti, Louis R. & Schreiber, Ben Z., 2020, "Information shares in a two-tier FX market," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 19-35, DOI: 10.1016/j.jempfin.2020.05.001.
• Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J., 2020, "Date-stamping multiple bubble regimes," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 226-246, DOI: 10.1016/j.jempfin.2020.06.004.
• Tsiakas, Ilias & Li, Jiahan & Zhang, Haibin, 2020, "Equity premium prediction and the state of the economy," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 75-95, DOI: 10.1016/j.jempfin.2020.05.004.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2020, "Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 96-120, DOI: 10.1016/j.jempfin.2020.05.005.
• Hsieh, Shu-Fan & Chan, Chia-Ying & Wang, Ming-Chun, 2020, "Retail investor attention and herding behavior," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 109-132, DOI: 10.1016/j.jempfin.2020.09.005.
• Blocher, Jesse & Haslag, Peter & Zhang, Chi, 2020, "Short trading and short investing," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 154-171, DOI: 10.1016/j.jempfin.2020.09.007.
• Maio, Paulo & Xu, Danielle, 2020, "Cash-flow or return predictability at long horizons? The case of earnings yield," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 172-192, DOI: 10.1016/j.jempfin.2020.10.001.
• Chen, Linda H. & Jiang, George J. & Xu, Danielle D. & Yao, Tong, 2020, "Dissecting the idiosyncratic volatility anomaly," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 193-209, DOI: 10.1016/j.jempfin.2020.10.004.
• Naeem, Muhammad Abubakr & Balli, Faruk & Shahzad, Syed Jawad Hussain & de Bruin, Anne, 2020, "Energy commodity uncertainties and the systematic risk of US industries," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104589.
• David, S.A. & Inácio, C.M.C. & Quintino, D.D. & Machado, J.A.T., 2020, "Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104614.
• Adams, Zeno & Collot, Solène & Kartsakli, Maria, 2020, "Have commodities become a financial asset? Evidence from ten years of Financialization," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104769.
• Naeem, Muhammad Abubakr & Peng, Zhe & Suleman, Mouhammed Tahir & Nepal, Rabindra & Shahzad, Syed Jawad Hussain, 2020, "Time and frequency connectedness among oil shocks, electricity and clean energy markets," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104914.
• Chen, Zhongdong & Craig, Karen Ann & Karpovics, Mikhael, 2020, "Once bitten twice shy? Evidence from the U.S. banking industry during the crash of the energy market," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104981.
• Zarnikau, J. & Tsai, C.H. & Woo, C.K., 2020, "Determinants of the wholesale prices of energy and ancillary services in the U.S. Midcontinent electricity market," Energy, Elsevier, volume 195, issue C, DOI: 10.1016/j.energy.2020.117051.
• Dang, Tung Lam & Dang, Man & Hoang, Luong & Nguyen, Lily & Phan, Hoang Long, 2020, "Media coverage and stock price synchronicity," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101430.
• Iwatsubo, Kentaro & Watkins, Clinton, 2020, "Who influences the fundamental value of commodity futures in Japan?," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101404.
• Gan, Baoqing & Alexeev, Vitali & Bird, Ron & Yeung, Danny, 2020, "Sensitivity to sentiment: News vs social media," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101390.
• Meng, Xiangtong & Zhang, Wei & Li, Youwei & Cao, Xing & Feng, Xu, 2020, "Social media effect, investor recognition and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101432.