Research classified by Journal of Economic Literature (JEL) codes

2020

• Zhuhua Jiang & Rangan Gupta & Sowmya Subramaniam & Seong-Min Yoon, 2020, "The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange," Working Papers, University of Pretoria, Department of Economics, number 202070, Aug.
• Roger Owusu-Boafo & Ernest Obeng & Jone Yeobah Addo, 2020, "The Relationship Between Credit Risk Management and the Profitability of Banks in Ghana," ACTA VSFS, University of Finance and Administration, volume 14, issue 2, pages 92-114.
• Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2020, "China’s Model of Managing the Financial System," Working Papers, Princeton University. Economics Department., number 2020-45, May.
• J. James Reade & Carl Singleton & Leighton Vaughan Williams, 2020, "Betting markets for English Premier League results and scorelines: evaluating a forecasting model," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-03, Mar.
• Sreèko Devjak, 2020, "Integrity of the benchmark price for price testing of US municipal bonds," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 38, issue 1, pages 215-235.
• Abdul Wahid & Muhammad Zubair Mumtaz, 2020, "Long-run price performance of local and dual class IPOs in alternative investment market," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 38, issue 1, pages 71-100.
• Astebro, Thomas & Fernández, Manuel & Cadena-Silva, Carlos & Vulkan, Nir, 2020, "Herding in Equity Crowdfunding," Working papers, Red Investigadores de Economía, number 34, Mar.
• Cyn-Young Park & Shu Tian & Bo Zhao, 2020, "Global Bitcoin Markets and Local Regulations," ADB Economics Working Paper Series, Asian Development Bank, number 605, Jan.
• Nikita Artamonov & Anna Voronina & Nikita Emelyanov & Aleksei Kurbatskii, 2020, "Estimation of interest rates’ impact on mutual funds’ performance in the USA," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 58, pages 55-75.
• Ismaila Akanni Yusuf & Ekundayo Peter Mesagan & Agatha Nkem Amadi, 2020, "Effect of financial deepening on stock market returns: The case of military and democratic post-SAP regimes in Nigeria," BizEcons Quarterly, Strides Educational Foundation, volume 6, pages 3-21.
• Olaniyi Evans, 2020, "Socio-economic impacts of novel coronavirus: The policy solutions," BizEcons Quarterly, Strides Educational Foundation, volume 7, pages 3-12.
• Neilan Soylu, 2020, "The Impact of Tangible Asset Sales on Stock Returns: A Research on Manufacturing Companies Listed in Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 1, pages 131-146.
• Saim Kilic & Ihsan Ugur Delikanli & Ali Alp, 2020, "Impact of Changes in Foreign Investors Ownership on Return, Volatility and Liquidity: A Panel Data Analysis for BIST REIT Market," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 2, pages 397-411.
• Oktay Ozkan, 2020, "In Which Sectors Can Historical Prices Be Used for Return Predictability? An Empirical Study on Istanbul Stock Exchange with Automatic Portmanteau Test," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 3, pages 703-712.
• Akhtiar Ali & S. Karim Bux & Naveed Khan, 2020, "Preceding Dividend as a signal of Future Dividends: Evidence from Chinese Commercial Banks," Sukkur IBA Journal of Management and Business, Sukkur IBA University, volume 7, issue 2, pages 93-106, July.
• Muyiwa Ezekiel Alade & Sunday Amos Adeusi & Fisayo Oluwatoyin Alade, 2020, "Covid-19 Pandemic And Nigerian Stock Market Capitalisation," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, volume 7, issue 3, pages 12-23.
• Refk Selmi Selmi & Youssef Errami Errami & Mark E. Wohar, 2020, "What Trump’s China Tariffs Have Cost U.S. Companies?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 35, issue 2, pages 282-295.
• Zinat zakeri & Abbas Shakeri & Teimoor Mohammadi, 2020, "Selecting an Appropriate Model to Study the Transmission Volatility between the Financial Markets of Selected Islamic Oil Exporting Countries," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 3, pages 1-24.
• Abdul WAHID & Muhammad Zubair MUMTAZ & Edmund H. MANTELL, 2020, "Short-Run Pricing Performance of Local and Dual Class IPOs in Alternative Investment Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 57-74, March.
• Chamil W SENARATHNE & Wei JIANGUO, 2020, "Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 73-91, July.
• Dan Gabriel ANGHEL & Elena Valentina ŢILICĂ & Victor DRAGOTĂ, 2020, "Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 92-114, July.
• Hao FANG & Joseph C. P. SHIEH & Tsang-Yao CHANG & Meng-Wen WU, 2020, "Which Types of Stocks Herded by Foreign Institutional Investors are Informational in the Emerging Stock Market?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 31-48, September.
• Hui HONG & Shulin XU & Chien-Chiang LEE, 2020, "Investor Herding in the China Stock Market: An Examination of ChiNext," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 47-61, December.
• Malkina, Marina (Малкина, Марина) & Ovchinnikov, Vyacheslav (Овчинников, Вячеслав), 2020, "Cryptocurrency Market: Overreaction to News and Herd Instincts
  [Рынок Криптовалют: Сверхреакция На Новости И Стадные Инстинкты]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 3, pages 74-105, June.
• Farhadi, Zahra, 2020, "The Impact of Financial Information Comparability on Aggressive Tax Avoidance with respect to the information environment," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 3, pages 134-151, June.
• Zhifeng Cai, 2020, "Dynamic information acquisition and time-varying uncertainty," Departmental Working Papers, Rutgers University, Department of Economics, number 202002, Jan.
• Daniel Cahill & Kingsley Fong & Marvin Wee & Joey Wenling Yang, 2020, "The role of implied volatility in liquidity provision," Australian Journal of Management, Australian School of Business, volume 45, issue 1, pages 45-71, February, DOI: 10.1177/0312896219833423.
• Adrian Melia & Paul Docherty & Steve Easton, 2020, "The impact of regulation on the seasoned equity offering decision," Australian Journal of Management, Australian School of Business, volume 45, issue 1, pages 94-113, February, DOI: 10.1177/0312896219833724.
• Eric Fischer, 2020, "Monetary Surprises and Global Financial Flows: A Case Study of Latin America," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 19, issue 2, pages 189-225, August, DOI: 10.1177/0972652719890750.
• Zubair Ali Raja & William J. Procasky & Renee Oyotode-Adebile, 2020, "The Relative Role of Sovereign CDS and Bond Markets in Efficiently Pricing Emerging Market Sovereign Credit Risk," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 19, issue 3, pages 296-325, December, DOI: 10.1177/0972652720932772.
• M. Thenmozhi & Shipra Maurya, 2020, "Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 20, issue 2, pages 131-164, August, DOI: 10.1177/0972652720927623.
• Muhammad Ejaz, 2020, "Response of Deposits to Fixation of Minimum Rate of Return: Evidence from Pakistan’s Banking System," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 105, Dec.
• J. Stiglitz E. & Д. Стиглиц Ю., 2020, "Ключевые проблемы, стоящие перед современными финансами: как заставить финансовый сектор служить обществу // Key Challenges Facing Modern Finance: Making the Financial Sector Serve Society," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 24, issue 2, pages 6-21.
• Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 563, May.
• Dinis Santos & Paulo M. Gama, 2020, "How do different firms perform while trading own stock? A granular analysis on specific characteristics and market conditions," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 9, issue 2, pages 71-93, December.
• López Herrera, Francisco & Macías Trejo, Luis Guadalupe & De la Torre Torres, Oscar Valdemar, 2020, "Desempeño de ocho de las criptomonedas de mayor capitalización de mercado / Performance of Eight of the Cryptocurrencies of Greater Market Capitalization," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 10, issue 1, pages 103-128, enero-jun.
• Martínez Escobar, Juan Andrés & González Brambila, Silvia Beatriz & Mora Gutiérrez, Román Anselmo & Caudillo Félix, Rubén, 2020, "Desarrollo de una metodología para el análisis y el pronóstico de acciones de la Bolsa Mexicana de Valores basada en optimización / Development of a methodology for the analysis and forecasting for stocks of the Mexican Stock Exchange," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 10, issue 2, pages 129-162, julio-dic.
• Jacek Karasiñski, 2020, "Changing Weak-Form Informational Efficiency: A Study on the World’s Stock Markets," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 48-61.
• Jacek Karasiñski & Patryk Zduñczak, 2020, "Outstandingly High Values of the Market Value Ratios as a Symptom of Market Informational Inefficiency: A Study on the Warsaw Stock Exchange (Wyj¹tkowo wysokie wartoœci wskaŸników wartoœci rynkowej jako przejaw rynkowej nieefektywnoœci informacyjnej:," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 78-91.
• Enzo Rossi & Vincent Wolff, 2020, "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers, Swiss National Bank, number 2020-18.
• Arhan Sabri ERTAN & Cenk Cevat KARAHAN & Ahmet Musa KÖSELİ, 2020, "Financial Value of Analyst Recommendations: Talent or Risk Factor? Abstract: Financial analysts not only contribute to the informational efficiency of stock markets with their detailed reports, they also have the power to influence portfolio decision," Sosyoekonomi Journal, Sosyoekonomi Society.
• Fabio Cereda & Fernando Chague & Rodrigo De Losso & Alan De Genaro & Bruno Giovannetti, 2020, "Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_22, Oct.
• Goodell, John W. & Goyal, Abhinav & Hasan, Iftekhar, 2020, "Comparing financial transparency between for-profit and nonprofit suppliers of public goods: Evidence from microfinance," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101146.
• Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2020, "Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101173.
• Atanasova, Christina & Weisskopf, Jean-Philippe, 2020, "The price of international equity ETFs: The role of relative liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101190.
• Borgards, Oliver & Czudaj, Robert L., 2020, "The prevalence of price overreactions in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101194.
• Mugerman, Yevgeny & Yidov, Orr & Wiener, Zvi, 2020, "By the light of day: The effect of the switch to winter time on stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101197.
• Abedifar, Pejman & Bouslah, Kais & Qamhieh Hashem, Shatha & Song, Liang, 2020, "How informative are stock prices of Islamic Banks?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 66, issue C, DOI: 10.1016/j.intfin.2020.101203.
• Abad, Pilar & Ferreras, Rodrigo & Robles, M.-Dolores, 2020, "Information opacity and corporate bond returns: The dynamics of split ratings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101239.
• Chui, David & Wing Cheng, Wui & Chi Chow, Sheung & LI, Ya, 2020, "Eastern Halloween effect: A stochastic dominance approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101241.
• Nivelleau De La Brunière, Stanislas & Haye, Jean-Come & Mazza, Paolo, 2020, "The performance of corporate legal insiders on the French stock market," International Review of Law and Economics, Elsevier, volume 61, issue C, DOI: 10.1016/j.irle.2019.105880.
• He, Shuoyuan & Narayanamoorthy, Ganapathi (Gans), 2020, "Earnings acceleration and stock returns," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101238.
• Beaver, William H. & McNichols, Maureen F. & Wang, Zach Z., 2020, "Increased market response to earnings announcements in the 21st century: An Empirical Investigation," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101244.
• Engelberg, Joseph & McLean, R. David & Pontiff, Jeffrey, 2020, "Analysts and anomalies," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101249.
• Bushee, Brian & Cedergren, Matthew & Michels, Jeremy, 2020, "Does the media help or hurt retail investors during the IPO quiet period?," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101261.
• Bonsall, Samuel B. & Green, Jeremiah & Muller, Karl A., 2020, "Market uncertainty and the importance of media coverage at earnings announcements," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101264.
• Christensen, Hans B. & Liu, Lisa Yao & Maffett, Mark, 2020, "Proactive financial reporting enforcement and shareholder wealth," Journal of Accounting and Economics, Elsevier, volume 69, issue 2, DOI: 10.1016/j.jacceco.2019.101267.
• Larcker, David F. & Watts, Edward M., 2020, "Where's the greenium?," Journal of Accounting and Economics, Elsevier, volume 69, issue 2, DOI: 10.1016/j.jacceco.2020.101312.
• Jia, Weishi & Redigolo, Giulia & Shu, Susan & Zhao, Jingran, 2020, "Can social media distort price discovery? Evidence from merger rumors," Journal of Accounting and Economics, Elsevier, volume 70, issue 1, DOI: 10.1016/j.jacceco.2020.101334.
• Chordia, Tarun & Miao, Bin, 2020, "Market efficiency in real time: Evidence from low latency activity around earnings announcements," Journal of Accounting and Economics, Elsevier, volume 70, issue 2, DOI: 10.1016/j.jacceco.2020.101335.
• Bhojraj, Sanjeev & Mohanram, Partha & Zhang, Suning, 2020, "ETFs and information transfer across firms," Journal of Accounting and Economics, Elsevier, volume 70, issue 2, DOI: 10.1016/j.jacceco.2020.101336.
• Blankespoor, Elizabeth & deHaan, Ed & Marinovic, Iván, 2020, "Disclosure processing costs, investors’ information choice, and equity market outcomes: A review," Journal of Accounting and Economics, Elsevier, volume 70, issue 2, DOI: 10.1016/j.jacceco.2020.101344.
• Choy, Siu Kai & Wei, Jason, 2020, "Liquidity risk and expected option returns," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105700.
• Currie, Russell R. & Pandher, Gurupdesh S., 2020, "Finance journal rankings: Active scholar assessment revisited," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105717.
• Fernandes, Marcelo & Igan, Deniz & Pinheiro, Marcelo, 2020, "March madness in Wall Street: (What) does the market learn from stress tests?," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2017.11.005.
• Belkhir, Mohamed & Saad, Mohsen & Samet, Anis, 2020, "Stock extreme illiquidity and the cost of capital," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.01.005.
• Fong, Kingsley & Krug, Juliane D. & Leung, Henry & Westerholm, Joakim P., 2020, "Determinants of household broker choices and their impacts on performance," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2019.06.005.
• Cahill, Daniel & G. Baur, Dirk & (Frank) Liu, Zhangxin & W. Yang, Joey, 2020, "I am a blockchain too: How does the market respond to companies’ interest in blockchain?," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105740.
• Fernando, Chitru S. & Hoelscher, Seth A. & Raman, Vikas, 2020, "The informativeness of derivatives use: Evidence from corporate disclosure through public announcements," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2019.105731.
• Griffith, Todd & Roseman, Brian & Shang, Danjue, 2020, "The effects of an increase in equity tick size on stock and option transaction costs," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105782.
• Kyosev, Georgi & Hanauer, Matthias X. & Huij, Joop & Lansdorp, Simon, 2020, "Does earnings growth drive the quality premium?," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105785.
• Byun, Suk-Joon & Goh, Jihoon & Kim, Da-Hea, 2020, "The role of psychological barriers in lottery-related anomalies," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105786.
• Jiang, Fuxiu & Cai, Xinni & Nofsinger, John R. & Zheng, Xiaojia, 2020, "Can reputation concern restrain bad news hoarding in family firms?," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105808.
• Leung, Woon Sau & Evans, Kevin P. & Mazouz, Khelifa, 2020, "The R&D anomaly: Risk or mispricing?," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105815.
• Rahman, Dewan & Oliver, Barry & Faff, Robert, 2020, "Evidence of strategic information uncertainty around opportunistic insider purchases," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105821.
• Baur, Dirk G. & Smales, Lee A., 2020, "Hedging geopolitical risk with precious metals," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105823.
• Eichler, Stefan & Plaga, Timo, 2020, "The economic record of the government and sovereign bond and stock returns around national elections," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105832.
• Jannati, Sima, 2020, "Geographic spillover of dominant firms’ shocks," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105844.
• Dandapani, Krishnan & Hibbert, Ann Marie & Lawrence, Edward R., 2020, "The Shareholder's response to a firm's first international acquisition," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105852.
• Li, Keming, 2020, "Does Information Asymmetry Impede Market Efficiency? Evidence from Analyst Coverage," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105856.
• Kalcheva, Ivalina & Plečnik, James M. & Tran, Hai & Turkiela, Jason, 2020, "(Un)intended consequences? The impact of the 2017 tax cuts and jobs act on shareholder wealth," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105860.
• Austin, Josh & Harris, Jeremiah & O'Brien, William, 2020, "Do the most prominent firms really make the worst deals? How selection issues affect inferences from M&A studies," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105888.
• Berkman, Henk & Koch, Paul & Westerholm, P. Joakim, 2020, "Inside the director network: When directors trade or hold inside, interlock, and unconnected stocks," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105892.
• Bernales, Alejandro & Verousis, Thanos & Voukelatos, Nikolaos, 2020, "Do investors follow the herd in option markets?," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2016.02.002.
• Guo, Jie (Michael) & Li, Yichen & Wang, Changyun & Xing, Xiaofei, 2020, "The role of investment bankers in M&As: New evidence on Acquirers’ financial conditions," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2018.02.004.
• Bai, Yiyi & Lu, Liping, 2020, "Households rejecting loan offers from banks," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2018.04.018.
• Ma, Xiaofang & Wang, Wenming & Wu, Jiangang & Zhang, Wenlan, 2020, "Corporate customer concentration and stock price crash risk," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105903.
• Wang, Zhen & Sun, Lei & John Wei, K.C., 2020, "Does competition induce analyst effort? evidence from a natural experiment of broker mergers," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105914.
• Cumming, Douglas & Ji, Shan & Peter, Rejo & Tarsalewska, Monika, 2020, "Market manipulation and innovation," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105957.
• Gilstrap, Collin & Petkevich, Alex & Teterin, Pavel, 2020, "Striking up with the in crowd: When option markets and insiders agree," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105963.
• Carlini, Federico & Cucinelli, Doriana & Previtali, Daniele & Soana, Maria Gaia, 2020, "Don't talk too bad! stock market reactions to bank corporate governance news," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105962.
• Zaremba, Adam & Umutlu, Mehmet & Maydybura, Alina, 2020, "Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105966.
• Gu, Chen & Kurov, Alexander, 2020, "Informational role of social media: Evidence from Twitter sentiment," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105969.
• Caballé, Jordi & Dumitrescu, Ariadna, 2020, "Disclosure of corporate tax reports, tax enforcement, and price information," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105978.
• Zhao, Yang & Yu, Min-Teh, 2020, "Predicting catastrophe risk: Evidence from catastrophe bond markets," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105982.
• Kim, Junwoo & Kim, Robert & Kim, Sangwan, 2020, "Does financial statement comparability mitigate delayed trading volume before earnings announcements?," Journal of Business Research, Elsevier, volume 107, issue C, pages 62-75, DOI: 10.1016/j.jbusres.2019.09.031.
• Tauni, Muhammad Zubair & Yousaf, Salman & Ahsan, Tanveer, 2020, "Investor-advisor Big Five personality similarity and stock trading performance," Journal of Business Research, Elsevier, volume 109, issue C, pages 49-63, DOI: 10.1016/j.jbusres.2019.10.055.
• Lee, Sang Mook & Jiraporn, Pornsit & Song, Hakjoon, 2020, "Customer concentration and stock price crash risk," Journal of Business Research, Elsevier, volume 110, issue C, pages 327-346, DOI: 10.1016/j.jbusres.2020.01.049.
• Xue, Xiaolin & Zhang, Junrui & Yu, Yangxin, 2020, "Distracted passive institutional shareholders and firm transparency," Journal of Business Research, Elsevier, volume 110, issue C, pages 347-359, DOI: 10.1016/j.jbusres.2020.01.033.
• Guzmán, Alexander & Mehrotra, Vikas & Morck, Randall & Trujillo, María-Andrea, 2020, "How institutional development news moves an emerging market," Journal of Business Research, Elsevier, volume 112, issue C, pages 300-319, DOI: 10.1016/j.jbusres.2019.10.009.
• Zhang, Sijia & Gregoriou, Andros, 2020, "Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market," Journal of Business Research, Elsevier, volume 116, issue C, pages 13-26, DOI: 10.1016/j.jbusres.2020.05.005.
• Saad, Mohsen & Samet, Anis, 2020, "Collectivism and commonality in liquidity," Journal of Business Research, Elsevier, volume 116, issue C, pages 137-162, DOI: 10.1016/j.jbusres.2020.04.012.
• Li, Xiao, 2020, "The impact of economic policy uncertainty on insider trades: A cross-country analysis," Journal of Business Research, Elsevier, volume 119, issue C, pages 41-57, DOI: 10.1016/j.jbusres.2020.07.025.
• Laure, de Batz, 2020, "Financial crime spillovers. Does one gain to be avenged?," Journal of Economic Behavior & Organization, Elsevier, volume 173, issue C, pages 196-215, DOI: 10.1016/j.jebo.2020.03.008.
• Fink, Alexander & Stahl, Jörg R., 2020, "The value of international political connections: Evidence from Trump's 2016 surprise election," Journal of Economic Behavior & Organization, Elsevier, volume 176, issue C, pages 691-700, DOI: 10.1016/j.jebo.2020.03.034.
• Jacobs, Heiko, 2020, "Hype or help? Journalists’ perceptions of mispriced stocks," Journal of Economic Behavior & Organization, Elsevier, volume 178, issue C, pages 550-565, DOI: 10.1016/j.jebo.2020.07.029.
• Chen, Fan & Ramaya, Krishnan & Wu, Wei, 2020, "The wealth effects of merger and acquisition announcements on bondholders: New evidence from the over-the-counter market," Journal of Economics and Business, Elsevier, volume 107, issue C, DOI: 10.1016/j.jeconbus.2019.105862.
• Funashima, Yoshito & Iizuka, Nobuo & Ohtsuka, Yoshihiro, 2020, "GDP announcements and stock prices," Journal of Economics and Business, Elsevier, volume 108, issue C, DOI: 10.1016/j.jeconbus.2019.105872.
• Arjoon, Vaalmikki & Bhatnagar, Chandra Shekhar & Ramlakhan, Prakash, 2020, "Herding in the Singapore stock Exchange," Journal of Economics and Business, Elsevier, volume 109, issue C, DOI: 10.1016/j.jeconbus.2019.105889.
• Sen, Suphi & von Schickfus, Marie-Theres, 2020, "Climate policy, stranded assets, and investors’ expectations," Journal of Environmental Economics and Management, Elsevier, volume 100, issue C, DOI: 10.1016/j.jeem.2019.102277.
• Huang, Shiyang & Qiu, Zhigang & Yang, Liyan, 2020, "Institutionalization, delegation, and asset prices," Journal of Economic Theory, Elsevier, volume 186, issue C, DOI: 10.1016/j.jet.2019.104977.
• Wang, Zijian, 2020, "Liquidity and private information in asset markets: To signal or not to signal," Journal of Economic Theory, Elsevier, volume 190, issue C, DOI: 10.1016/j.jet.2020.105122.
• Wang, Xue & Yan, Xuemin (Sterling) & Zheng, Lingling, 2020, "Shorting flows, public disclosure, and market efficiency," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 191-212, DOI: 10.1016/j.jfineco.2019.05.018.
• Jacobs, Heiko & Müller, Sebastian, 2020, "Anomalies across the globe: Once public, no longer existent?," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 213-230, DOI: 10.1016/j.jfineco.2019.06.004.
• Kempf, Elisabeth, 2020, "The job rating game: Revolving doors and analyst incentives," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 41-67, DOI: 10.1016/j.jfineco.2019.05.012.
• Boehmer, Ekkehart & Jones, Charles M. & Zhang, Xiaoyan, 2020, "Potential pilot problems: Treatment spillovers in financial regulatory experiments," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 68-87, DOI: 10.1016/j.jfineco.2019.05.016.
• Ozdagli, Ali & Velikov, Mihail, 2020, "Show me the money: The monetary policy risk premium," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 320-339, DOI: 10.1016/j.jfineco.2019.06.012.
• Dai, Yunhao & Rau, P. Raghavendra & Stouraitis, Aris & Tan, Weiqiang, 2020, "An ill wind? Terrorist attacks and CEO compensation," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 379-398, DOI: 10.1016/j.jfineco.2019.06.005.
• Painter, Marcus, 2020, "An inconvenient cost: The effects of climate change on municipal bonds," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 468-482, DOI: 10.1016/j.jfineco.2019.06.006.
• Yang, Yung Chiang & Zhang, Bohui & Zhang, Chu, 2020, "Is information risk priced? Evidence from abnormal idiosyncratic volatility," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 528-554, DOI: 10.1016/j.jfineco.2019.06.013.
• Asness, Cliff & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje, 2020, "Betting against correlation: Testing theories of the low-risk effect," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 629-652, DOI: 10.1016/j.jfineco.2019.07.003.
• Huang, Dashan & Li, Jiangyuan & Wang, Liyao & Zhou, Guofu, 2020, "Time series momentum: Is it there?," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 774-794, DOI: 10.1016/j.jfineco.2019.08.004.
• Duarte, Jefferson & Hu, Edwin & Young, Lance, 2020, "A comparison of some structural models of private information arrival," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 795-815, DOI: 10.1016/j.jfineco.2019.08.005.
• Muravyev, Dmitriy & Ni, Xuechuan (Charles), 2020, "Why do option returns change sign from day to night?," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 219-238, DOI: 10.1016/j.jfineco.2018.12.006.
• Conrad, Jennifer & Wahal, Sunil, 2020, "The term structure of liquidity provision," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 239-259, DOI: 10.1016/j.jfineco.2019.09.008.
• Bennett, Benjamin & Stulz, René & Wang, Zexi, 2020, "Does the stock market make firms more productive?," Journal of Financial Economics, Elsevier, volume 136, issue 2, pages 281-306, DOI: 10.1016/j.jfineco.2019.09.006.
• Ali, Usman & Hirshleifer, David, 2020, "Shared analyst coverage: Unifying momentum spillover effects," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 649-675, DOI: 10.1016/j.jfineco.2019.10.007.
• Wang, Wenyu & Wu, Yufeng, 2020, "Managerial control benefits and takeover market efficiency," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 857-878, DOI: 10.1016/j.jfineco.2019.11.003.
• Chung, Kee H. & Lee, Albert J. & Rösch, Dominik, 2020, "Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 879-899, DOI: 10.1016/j.jfineco.2019.11.004.
• Henderson, Brian J. & Pearson, Neil D. & Wang, Li, 2020, "Pre-trade hedging: Evidence from the issuance of retail structured products," Journal of Financial Economics, Elsevier, volume 137, issue 1, pages 108-128, DOI: 10.1016/j.jfineco.2020.02.004.
• Guo, Li & Li, Frank Weikai & John Wei, K.C., 2020, "Security analysts and capital market anomalies," Journal of Financial Economics, Elsevier, volume 137, issue 1, pages 204-230, DOI: 10.1016/j.jfineco.2020.01.002.
• Hirshleifer, David & Jiang, Danling & DiGiovanni, Yuting Meng, 2020, "Mood beta and seasonalities in stock returns," Journal of Financial Economics, Elsevier, volume 137, issue 1, pages 272-295, DOI: 10.1016/j.jfineco.2020.02.003.
• Crego, Julio A., 2020, "Why does public news augment information asymmetries?," Journal of Financial Economics, Elsevier, volume 137, issue 1, pages 72-89, DOI: 10.1016/j.jfineco.2019.05.020.
• Kumar, Nitish & Mullally, Kevin & Ray, Sugata & Tang, Yuehua, 2020, "Prime (information) brokerage," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 371-391, DOI: 10.1016/j.jfineco.2020.02.010.
• Nikolova, Stanislava & Wang, Liying & Wu, Juan (Julie), 2020, "Institutional allocations in the primary market for corporate bonds," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 470-490, DOI: 10.1016/j.jfineco.2020.02.007.
• Patton, Andrew J. & Weller, Brian M., 2020, "What you see is not what you get: The costs of trading market anomalies," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 515-549, DOI: 10.1016/j.jfineco.2020.02.012.
• Hibbert, Ann Marie & Kang, Qiang & Kumar, Alok & Mishra, Suchi, 2020, "Heterogeneous beliefs and return volatility around seasoned equity offerings," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 571-589, DOI: 10.1016/j.jfineco.2020.03.003.
• Kozak, Serhiy & Santosh, Shrihari, 2020, "Why do discount rates vary?," Journal of Financial Economics, Elsevier, volume 137, issue 3, pages 740-751, DOI: 10.1016/j.jfineco.2020.04.004.
• Riggs, Lynn & Onur, Esen & Reiffen, David & Zhu, Haoxiang, 2020, "Swap trading after Dodd-Frank: Evidence from index CDS," Journal of Financial Economics, Elsevier, volume 137, issue 3, pages 857-886, DOI: 10.1016/j.jfineco.2020.03.008.
• Chen, Huaizhi & Cohen, Lauren & Gurun, Umit & Lou, Dong & Malloy, Christopher, 2020, "IQ from IP: Simplifying search in portfolio choice," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 118-137, DOI: 10.1016/j.jfineco.2020.04.014.
• Frenkel, Sivan & Guttman, Ilan & Kremer, Ilan, 2020, "The effect of exogenous information on voluntary disclosure and market quality," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 176-192, DOI: 10.1016/j.jfineco.2020.04.018.
• Bae, Kyounghun & Kim, Daejin, 2020, "Liquidity risk and exchange-traded fund returns, variances, and tracking errors," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 222-253, DOI: 10.1016/j.jfineco.2019.02.012.
• Aghamolla, Cyrus & Hashimoto, Tadashi, 2020, "Information arrival, delay, and clustering in financial markets with dynamic freeriding," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 27-52, DOI: 10.1016/j.jfineco.2020.04.011.
• Chen, Yong & Kelly, Bryan & Wu, Wei, 2020, "Sophisticated investors and market efficiency: Evidence from a natural experiment," Journal of Financial Economics, Elsevier, volume 138, issue 2, pages 316-341, DOI: 10.1016/j.jfineco.2020.06.004.
• Banerjee, Snehal & Breon-Drish, Bradyn, 2020, "Strategic trading and unobservable information acquisition," Journal of Financial Economics, Elsevier, volume 138, issue 2, pages 458-482, DOI: 10.1016/j.jfineco.2020.05.007.
• Chen, Sheng-Syan & Chen, Yan-Shing & Kang, Jun-Koo & Peng, Shu-Cing, 2020, "Board structure, director expertise, and advisory role of outside directors," Journal of Financial Economics, Elsevier, volume 138, issue 2, pages 483-503, DOI: 10.1016/j.jfineco.2020.05.008.
• Gantchev, Nickolay & Sevilir, Merih & Shivdasani, Anil, 2020, "Activism and empire building," Journal of Financial Economics, Elsevier, volume 138, issue 2, pages 526-548, DOI: 10.1016/j.jfineco.2020.06.001.
• Grullon, Gustavo & Kaba, Yamil & Núñez-Torres, Alexander, 2020, "When low beats high: Riding the sales seasonality premium," Journal of Financial Economics, Elsevier, volume 138, issue 2, pages 572-591, DOI: 10.1016/j.jfineco.2020.06.003.
• Hendershott, Terrence & Livdan, Dmitry & Rösch, Dominik, 2020, "Asset pricing: A tale of night and day," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 635-662, DOI: 10.1016/j.jfineco.2020.06.006.
• Albuquerque, Rui & Song, Shiyun & Yao, Chen, 2020, "The price effects of liquidity shocks: A study of the SEC’s tick size experiment," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 700-724, DOI: 10.1016/j.jfineco.2020.07.002.
• Liu, Bibo & Wang, Huijun & Yu, Jianfeng & Zhao, Shen, 2020, "Time-varying demand for lottery: Speculation ahead of earnings announcements," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 789-817, DOI: 10.1016/j.jfineco.2020.06.016.
• Azarmsa, Ehsan & Cong, Lin William, 2020, "Persuasion in relationship finance," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 818-837, DOI: 10.1016/j.jfineco.2020.06.018.
• Ando, Sakai & Matsumura, Misaki, 2020, "Intensive margin of the Volcker rule: Price quality and welfare," Journal of Financial Intermediation, Elsevier, volume 43, issue C, DOI: 10.1016/j.jfi.2019.03.002.
• de Moura, André Aroldo Freitas & Altuwaijri, Aljaohra & Gupta, Jairaj, 2020, "Did mandatory IFRS adoption affect the cost of capital in Latin American countries?," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 38, issue C, DOI: 10.1016/j.intaccaudtax.2020.100301.
• Gibson, Heather D. & Hall, Stephen G. & Petroulas, Pavlos & Tavlas, George S., 2020, "On the effects of the ECB’s funding policies on bank lending," Journal of International Money and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.jimonfin.2019.102112.
• Kusnadi, Yuanto & Srinidhi, Bin, 2020, "Cross-country differences in the effect of political connections on stock price informativeness," Journal of Contemporary Accounting and Economics, Elsevier, volume 16, issue 2, DOI: 10.1016/j.jcae.2020.100203.
• Lin, Shu & Xia, Hui Harry & Ryabova, Tatyana, 2020, "The effect of analysts’ GAAP earnings forecasts on managers’ classification shifting," Journal of Contemporary Accounting and Economics, Elsevier, volume 16, issue 3, DOI: 10.1016/j.jcae.2020.100222.
• Go, You-How & Lau, Wee-Yeap, 2020, "The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market," Journal of Commodity Markets, Elsevier, volume 17, issue C, DOI: 10.1016/j.jcomm.2018.10.003.
• Itemgenova, Aigerim & Sikveland, Marius, 2020, "The determinants of the price-earnings ratio in the Norwegian aquaculture industry," Journal of Commodity Markets, Elsevier, volume 17, issue C, DOI: 10.1016/j.jcomm.2019.04.001.
• Chincarini, Ludwig, 2020, "Tracking spot oil: The elusive quest," Journal of Commodity Markets, Elsevier, volume 17, issue C, DOI: 10.1016/j.jcomm.2019.04.003.
• Irwin, Scott H., 2020, "Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates," Journal of Commodity Markets, Elsevier, volume 17, issue C, DOI: 10.1016/j.jcomm.2018.11.002.
• Bohl, Martin T. & Siklos, Pierre L. & Stefan, Martin & Wellenreuther, Claudia, 2020, "Price discovery in agricultural commodity markets: Do speculators contribute?," Journal of Commodity Markets, Elsevier, volume 18, issue C, DOI: 10.1016/j.jcomm.2019.05.001.
• Dichtl, Hubert, 2020, "Forecasting excess returns of the gold market: Can we learn from stock market predictions?," Journal of Commodity Markets, Elsevier, volume 19, issue C, DOI: 10.1016/j.jcomm.2019.100106.
• Kowalewski, Oskar & Śpiewanowski, Piotr, 2020, "Stock market response to potash mine disasters," Journal of Commodity Markets, Elsevier, volume 20, issue C, DOI: 10.1016/j.jcomm.2020.100124.
• Li, Fengyun & Petsas, Iordanis & Cai, Jinghan, 2020, "Corporate events, return synchronicity and price efficiency," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2019.e00136.
• Alves, Paulo & Carvalho, Luís, 2020, "Recent evidence on international stock market’s overreaction," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00179.
• Luu Duc Huynh, Toan, 2020, "The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101623.
• Al-Yahyaee, Khamis Hamed & Rehman, Mobeen Ur & Wanas Al-Jarrah, Idries Mohammad & Mensi, Walid & Vo, Xuan Vinh, 2020, "Co-movements and spillovers between prices of precious metals and non-ferrous metals: A multiscale analysis," Resources Policy, Elsevier, volume 67, issue C, DOI: 10.1016/j.resourpol.2020.101680.
• Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon, 2020, "Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101829.
• Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2020, "Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101836.
• Mensi, Walid & Selmi, Refk & Al-Yahyaee, Khamis Hamed, 2020, "Switching dependence and systemic risk between crude oil and U.S. Islamic and conventional equity markets: A new evidence," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101861.
• Xie, Jin, 2020, "Capital-market consequences of asymmetric output-price rigidities," Journal of Monetary Economics, Elsevier, volume 114, issue C, pages 221-239, DOI: 10.1016/j.jmoneco.2019.03.009.
• Ahluwalia, Eshan & Mishra, Ajay Kumar & Tripathy, Trilochan, 2020, "Institutional ownership, investor recognition and stock performance around index rebalancing: Evidence from Indian market," Journal of Multinational Financial Management, Elsevier, volume 55, issue C, DOI: 10.1016/j.mulfin.2020.100615.
• Grossmann, Axel & Ngo, Thanh, 2020, "Economic policy uncertainty and ADR mispricing," Journal of Multinational Financial Management, Elsevier, volume 55, issue C, DOI: 10.1016/j.mulfin.2020.100627.
• Duc Huynh, Toan Luu & Burggraf, Tobias & Wang, Mei, 2020, "Gold, platinum, and expected Bitcoin returns," Journal of Multinational Financial Management, Elsevier, volume 56, issue C, DOI: 10.1016/j.mulfin.2020.100628.
• Li, Yuan & Ran, Jimmy, 2020, "Investor Sentiment and Stock Price Premium Validation with Siamese Twins from China," Journal of Multinational Financial Management, Elsevier, volume 57, issue , DOI: 10.1016/j.mulfin.2020.100655.
• Yu, Ziliang & Tong, Jiadong, 2020, "Financing benefit from exporting: An indirect identification approach," Journal of Multinational Financial Management, Elsevier, volume 57, issue , DOI: 10.1016/j.mulfin.2020.100657.
• Mudalige, Priyantha & Duong, Huu Nhan & Kalev, Petko S. & Gupta, Kartick, 2020, "Who trades in competing firms around earnings announcements," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101219.
• Lou, Kuo-Ren & Lu, Yang-Kai & Shiu, Cheng-Yi, 2020, "Monitoring role of institutional investors and acquisition performance: Evidence from East Asian markets," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101244.
• Lin, Chaonan & Xia, Chuanxin & Yang, Nien-Tzu & Yang, Sheng-Yung, 2020, "Enhancing momentum profits in the Taiwan Stock Market: The role of extreme absolute strength," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101258.
• Zhang, Yan & Ho, Tu & Lv, Jin Roc & Schultz, Emma, 2020, "The effect of target information on the payment method during M&As: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2020.101263.
• Shyu, Hawfeng & Gao, Feng & Wu, Peng & Zhu, Song, 2020, "Earnings dispersion in the spotlight: The effects of media coverage on stock liquidity," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2019.06.008.
• Liao, Wenbin & Du, Jianing & Sun, Ping-Wen, 2020, "Heterogeneous institutional preferences and informativeness: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101295.
• Cao, Ying & von Reibnitz, Anna & Warren, Geoffrey J., 2020, "Return dispersion and fund performance: Australia – The land of opportunity?," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101269.
• Wang, Jiazhen & Chen, Xin & Li, Xiaoxia & Yu, Jing & Zhong, Rui, 2020, "The market reaction to green bond issuance: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101294.
• Chae, Joon & Kim, Ryumi, 2020, "Contrarian profits of the firm-specific component on stock returns," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2019.101176.
• Wong, Kin Ming & Kong, Xiao Wei & Li, Min, 2020, "The magnet effect of circuit breakers and its interactions with price limits," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2020.101325.
• Kooli, Maher & Zhou, Xiaozhou, 2020, "IPO flipping activity in China and its implications," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2020.101345.
• Kong, Dongmin & Liu, Lihua & Liu, Shasha, 2020, "Market information traveling on high-speed rails: The case of analyst forecasts," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2020.101320.
• Lu, Haitian & Wang, Bo & Wang, Haizhi & Zhao, Tianyu, 2020, "Does social capital matter for peer-to-peer-lending? Empirical evidence," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2020.101338.
• Zaremba, Adam & Szyszka, Adam & Long, Huaigang & Zawadka, Dariusz, 2020, "Business sentiment and the cross-section of global equity returns," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2020.101329.
• Zaremba, Adam & Karathanasopoulos, Andreas & Maydybura, Alina & Czapkiewicz, Anna & Bagheri, Noushin, 2020, "Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2018.05.006.
• Wu, Wuqing & Peng, Fei & Shan, Yuan George & Jie, Xiaoxiao, 2020, "Signaling through corporate philanthropy," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101389.
• Karimov, Jamshid & Balli, Faruk & Balli, Hatice Ozer & de Bruin, Anne, 2020, "Shari'ah compliance requirements and the cost of equity capital," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101349.