Research classified by Journal of Economic Literature (JEL) codes

2020

• 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.
• Adra, Samer & Barbopoulos, Leonidas G., 2020, "Do corporations learn from mispricing? Evidence from takeovers and corporate performance," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2017.08.006.
• Ibikunle, Gbenga & McGroarty, Frank & Rzayev, Khaladdin, 2020, "More heat than light: Investor attention and bitcoin price discovery," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101459.
• Xu, Liao & Xu, Lu & Zhao, Jing & Zhao, Yang, 2020, "Information-based trading and information propagation: Evidence from the exchange traded fund market," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101495.
• Li, Bin & Yao, Yao & Shahab, Yasir & Li, Hai-Xia & Ntim, Collins G., 2020, "Parent-subsidiary dispersion and executive excess perks consumption," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101501.
• Zhang, Dongyang, 2020, "How do firms overcome financial constraint anxiety to survive in the market? Evidence from large manufacturing data," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101503.
• Bergsma, Kelley & Tayal, Jitendra, 2020, "Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101511.
• Liu, Sha & Han, Jingguang, 2020, "Media tone and expected stock returns," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101522.
• Baur, Dirk G. & Dichtl, Hubert & Drobetz, Wolfgang & Wendt, Viktoria-Sophie, 2020, "Investing in gold – Market timing or buy-and-hold?," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2018.11.008.
• Zhu, Zhaobo & Sun, Licheng & Yung, Kenneth, 2020, "Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101452.
• Guidi, Marco & Sogiakas, Vasilios & Vagenas-Nanos, Evangelos & Verwijmeren, Patrick, 2020, "Spreading the sin: An empirical assessment from corporate takeovers," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101535.
• Smales, Lee A., 2020, "Examining the relationship between policy uncertainty and market uncertainty across the G7," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101540.
• Nguyen, Truong-Giang, 2020, "Stock liquidity and dividend policy: Evidence from an imputation tax environment," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101559.
• Hasselgren, Anton & Peltomäki, Jarkko & Graham, Michael, 2020, "Speculator activity and the cross-asset predictability of FX returns," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101561.
• Hu, Yang & Hou, Yang Greg & Oxley, Les, 2020, "What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101569.
• Xiong, Xiong & Meng, Yongqiang & Joseph, Nathan Lael & Shen, Dehua, 2020, "Stock mispricing, hard-to-value stocks and the influence of internet stock message boards," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101576.
• Bellu, Mirko & Conversano, Claudio, 2020, "Protected Adaptive Asset Allocation," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.007.
• Kim, Kyung Soon & Chung, Chune Young & Liu, Chang, 2020, "Is institutional monitoring time-varying? Evidence from the Korean market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.10.021.
• Khuntia, Sashikanta & Pattanayak, J.K., 2020, "Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.025.
• Li, Xin & Li, Shenghong & Xu, Chong, 2020, "Price clustering in Bitcoin market—An extension," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.020.
• Zhou, Deqing, 2020, "Strategic trading with transaction cost in the long run," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.035.
• Chen, Tsung-Yu & Chou, Pin-Huang & Yang, Nien-Tzu, 2020, "Momentum and reversals: Are they really separate phenomena?," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.02.002.
• Zhang, Tonghui & Yuan, Ying & Wu, Xi, 2020, "Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.030.
• Takaishi, Tetsuya, 2020, "Rough volatility of Bitcoin," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.101379.
• Jiang, Fuwei & Jin, Fujing & Tang, Guohao, 2020, "Dissecting the effectiveness of firm financial strength in predicting Chinese stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.101332.
• Baur, Dirk G. & Kuck, Konstantin, 2020, "The timing of the flight to gold: An intra-day analysis of gold and the S&P500," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.005.
• Ballis, Antonis & Drakos, Konstantinos, 2020, "Testing for herding in the cryptocurrency market," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.008.
• Sebastião, Helder & Godinho, Pedro, 2020, "Bitcoin futures: An effective tool for hedging cryptocurrencies," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.07.003.
• Park, Keun Woo & Han, Min Yeon & Oh, Ji Yeol Jimmy, 2020, "Beta or duration? Risk-taking by balanced mutual funds in Korea✰," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.07.002.
• Bley, Jorg & Saad, Mohsen, 2020, "An analysis of technical trading rules: The case of MENA markets," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.04.038.
• Biell, Lis & Mouchette, Xavier & Muller, Aline, 2020, "When does the market feel it? Magnitude, speed and persistence of market reactions to cross-listings," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.018.
• Contreras, Harold, 2020, "Strategic timing of corporate insiders when trading at earnings announcements," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.015.
• Arshad, Shaista & Rizvi, Syed Aun R. & Haroon, Omair, 2020, "Impact of Brexit vote on the London stock exchange: A sectorial analysis of its volatility and efficiency," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.013.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2020, "Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.016.
• Jiang, Jinjin & Li, Haiqi, 2020, "A new measure for market efficiency and its application," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.008.
• Ke, Yun & Zhang, Yanan, 2020, "Does high-frequency trading reduce market underreaction to earnings news?," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.012.
• Shen, Dehua & Urquhart, Andrew & Wang, Pengfei, 2020, "A three-factor pricing model for cryptocurrencies," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.021.
• Turattia, Douglas Eduardo & Mendes, Fernando Henrique P.S. & Caldeira, João Frois, 2020, "Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.025.
• Kim, Soonho & Na, Haejung, 2020, "Earnings information, arbitrage constraints, and the forecast dispersion anomaly," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.101311.
• Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei, 2020, "Does intraday time-series momentum exist in Chinese stock index futures market?," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.007.
• Kim, Jae H. & Shamsuddin, Abul, 2020, "A bootstrap test for predictability of asset returns," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.004.
• Elaad, Guy & Reade, J. James & Singleton, Carl, 2020, "Information, prices and efficiency in an online betting market," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.006.
• Aslan, Aylin & Sensoy, Ahmet, 2020, "Intraday efficiency-frequency nexus in the cryptocurrency markets," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.013.
• Byström, Hans, 2020, "Happiness and Gold Prices," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101599.
• Fjesme, Sturla Lyngnes, 2020, "Retail investor experience, asset learning, and portfolio risk-adjusted returns," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101315.
• Park, Cheolbeom & Park, Suyeon, 2020, "Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101314.
• Yang, Chen & Lv, Fei & Fang, Libing & Shang, Xingxing, 2020, "The pricing efficiency of crude oil futures in the Shanghai International Exchange," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101329.
• Sabah, Nasim, 2020, "Cryptocurrency accepting venues, investor attention, and volatility," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101339.
• Borri, Nicola & Shakhnov, Kirill, 2020, "Regulation spillovers across cryptocurrency markets," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101333.
• Goodell, John W. & Huynh, Toan Luu Duc, 2020, "Did Congress trade ahead? Considering the reaction of US industries to COVID-19," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101578.
• Shehzad, Khurram & Xiaoxing, Liu & Kazouz, Hayfa, 2020, "COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101669.
• Mirza, Nawazish & Naqvi, Bushra & Rahat, Birjees & Rizvi, Syed Kumail Abbas, 2020, "Price reaction, volatility timing and funds’ performance during Covid-19," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101657.
• Mnif, Emna & Jarboui, Anis & Mouakhar, Khaireddine, 2020, "How the cryptocurrency market has performed during COVID 19? A multifractal analysis," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101647.
• Singh, Amanjot, 2020, "COVID-19 and safer investment bets," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101729.
• Wang, Wenzhao, 2020, "Institutional investor sentiment, beta, and stock returns," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101374.
• Buigut, Steven & Kapar, Burcu, 2020, "Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101352.
• Akhtaruzzaman, Md & Sensoy, Ahmet & Corbet, Shaen, 2020, "The influence of Bitcoin on portfolio diversification and design," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101344.
• Dumitrescu, Ariadna & El Hefnawy, Menatalla & Zakriya, Mohammed, 2020, "Golden geese or black sheep: Are stakeholders the saviors or saboteurs of financial distress?," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101371.
• Baek, Seungho & Mohanty, Sunil K. & Glambosky, Mina, 2020, "COVID-19 and stock market volatility: An industry level analysis," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101748.
• Just, Małgorzata & Echaust, Krzysztof, 2020, "Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101775.
• Zhu, Zhaobo & Harrison, DavidM. & Seiler, MichaelJ., 2020, "Preference for lottery features in real estate investment trusts," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 599-613, DOI: 10.1016/j.iref.2020.05.012.
• Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2020, "Are there any other safe haven assets? Evidence for “exotic” and alternative assets," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 614-628, DOI: 10.1016/j.iref.2020.07.002.
• Ma, Yao & Yang, Baochen & Su, Yunpeng, 2020, "Technical trading index, return predictability and idiosyncratic volatility," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 879-900, DOI: 10.1016/j.iref.2020.07.006.
• Blitz, David & Hanauer, Matthias X. & Vidojevic, Milan, 2020, "The idiosyncratic momentum anomaly," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 932-957, DOI: 10.1016/j.iref.2020.05.008.
• Marfatia, Hardik A. & Gupta, Rangan & Miller, Stephen, 2020, "125 ​Years of time-varying effects of fiscal policy on financial markets," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 303-320, DOI: 10.1016/j.iref.2020.07.011.
• Sankar, Ganesh & Ramachandran, Shankar & Lukose P J, Jijo, 2020, "Dynamics of variance risk premium: Evidence from India," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 321-334, DOI: 10.1016/j.iref.2020.06.010.
• Mishra, Ajay Kumar & Parikh, Bhavik & Spahr, Ronald W., 2020, "Stock market liquidity, funding liquidity, financial crises and quantitative easing," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 456-478, DOI: 10.1016/j.iref.2020.08.013.
• Díaz, Antonio & Escribano, Ana, 2020, "Measuring the multi-faceted dimension of liquidity in financial markets: A literature review," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101079.
• Koesrindartoto, Deddy P. & Aaron, Aurelius & Yusgiantoro, Inka & Dharma, Wirata A. & Arroisi, Abdurrohman, 2020, "Who moves the stock market in an emerging country – Institutional or retail investors?," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101061.
• Harper, Joel & Johnson, Grace & Sun, Li, 2020, "Stock price crash risk and CEO power: Firm-level analysis," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101094.
• Wu, Long & Xu, Lei, 2020, "The role of venture capital in SME loans in China," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101081.
• Zhang, Li, 2020, "The effects of trading rights and ownership structures on the informativeness of accounting earnings: Evidence from China’ split share structure reform," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101110.
• Hoang, Trang Cam & Pham, Huy & Ramiah, Vikash & Moosa, Imad & Le, Danh Vinh, 2020, "The effects of information disclosure regulation on stock markets: Evidence from Vietnam," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101082.
• Shanaev, Savva & Sharma, Satish & Ghimire, Binam & Shuraeva, Arina, 2020, "Taming the blockchain beast? Regulatory implications for the cryptocurrency Market," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101080.
• Premti, Arjan & Smith, Garrett, 2020, "Earnings management in the pre-IPO process: Biases and predictors," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101120.
• Nguyen, Cuong & Hoang, Lai & Shim, Jungwook & Truong, Phuong, 2020, "Internet search intensity, liquidity and returns in emerging markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101166.
• Restrepo-Ochoa, Diana Constanza & Peña, Juan Ignacio, 2020, "The impact of forced divestments on parent company stock prices: Buy on the rumor, sell on the news?," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2019.101175.
• Yin, Libo & Wei, Ya & Han, Liyan, 2020, "Firms' profit instability and the cross-section of stock returns: Evidence from China," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101203.
• Ben Ammar, Imen & Hellara, Slaheddine & Ghadhab, Imen, 2020, "High-frequency trading and stock liquidity: An intraday analysis," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101235.
• Yang, Haijun & Ge, Hengshun & Luo, Ying, 2020, "The optimal bid-ask price strategies of high-frequency trading and the effect on market liquidity," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101194.
• Lee, Seungho & Meslmani, Nabil El & Switzer, Lorne N., 2020, "Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101200.
• McIver, Ron P. & Kang, Sang Hoon, 2020, "Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101276.
• Jamaani, Fouad & Ahmed, Abdullahi D., 2020, "Simultaneous effects of clustering and endogeneity on the underpricing difference of IPO firms: A global evidence," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101250.
• Zhang, Wei & Wang, Pengfei & Li, Yi, 2020, "Intraday momentum in Chinese commodity futures markets," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101278.
• Naeem, Muhammad Abubakr & Farid, Saqib & Faruk, Balli & Shahzad, Syed Jawad Hussain, 2020, "Can happiness predict future volatility in stock markets?," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101298.
• Agapova, Anna & Madura, Jeff & Volkov, Nikanor, 2020, "Information leakage of ADRs Prior to company issued guidance," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101304.
• Shi, Jinyan & Yu, Conghui & Liu, Xiangkun & Li, Yanxi, 2020, "Predicting firm stock returns with customer stock returns: Moderating effects of customer characteristics," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101280.
• Gu, Yimiao & Chen, Zhenxi & Lien, Donald & Luo, Meifeng, 2020, "Quantile hedge ratio for forward freight market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.tre.2020.101931.
• Juan Arismendi-Zambrano & Massimo Guidolin & Alessia Paccagnini, 2020, "Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-105, Dec.
• Muhammad Abubakr Naeem & Zhe Peng & Mouhammed Tahir Suleman & Rabindra Nepal & Syed Jawad Hussain Shahzad, 2020, "Time and Frequency Connectedness Among Oil Shocks, Electricity and Clean Energy Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-81, Sep.
• Eli Remolona & James Yetman, 2020, "De Jure Benchmark Bonds," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-84, Sep.
• Chen, Huaizhi & Cohen, Lauren & Gurun, Umit & Lou, Dong & Malloy, Christopher, 2020, "IQ from IP: simplifying search in portfolio choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101133, Oct.
• Lagos, Ricardo & Zhang, Shengxing, 2020, "Turnover liquidity and the transmission of monetary policy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105095, Jun.
• Agrawal, Ashwini & Hacamo, Isaac & Hu, Zhongchen, 2021, "Information dispersion across employees and stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106491, Oct.
• Gostlow, Glen, 2020, "The materiality and measurement of physical climate risk: evidence from Form 8-K," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107045, Oct.
• Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide, 2020, "Options-based systemic risk, financial distress, and macroeconomic downturns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118850, Dec.
• Ziemba, William, 2020, "Parimutuel betting markets: racetracks and lotteries revisited," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118873, Sep.
• Ergun, Lerby & Uthemann, Andreas, 2020, "Higher-order uncertainty in financial markets: evidence from a consensus pricing service," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118893, Jun.
• Ibikunle, Gbenga & Rzayev, Khaladdin, 2020, "Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118914, Apr.
• Agrawal, Ashwini & Hacamo, Isaac & Hu, Zhongchen, 2020, "Information dispersion across employees and stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118922, Jan.
• Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2008, revised Nov 2021.
• J Reade & C Singleton & L Vaughan Williams, 2020, "Betting Markets for English Premier League Results and Scorelines: Evaluating a Simple Forecasting Model," Economic Issues Journal Articles, Economic Issues, volume 25, issue 1, pages 87-106, March.
• Sudipta Kumar Nanda & Parama Barai, 2020, "Effect of insider trading on stock characteristics," Asian Journal of Accounting Research, Emerald Group Publishing Limited, volume 6, issue 2, pages 210-227, December, DOI: 10.1108/AJAR-09-2020-0089.
• Guanming He & David Marginson, 2020, "The impact of insider trading on analyst coverage and forecasts," Accounting Research Journal, Emerald Group Publishing Limited, volume 33, issue 3, pages 499-521, June, DOI: 10.1108/ARJ-08-2019-0148.
• Lien Duong & Thu Phuong Truong, 2020, "Financial statement comparability and takeover efficiency: a pitch," Accounting Research Journal, Emerald Group Publishing Limited, volume 33, issue 6, pages 749-756, November, DOI: 10.1108/ARJ-08-2020-0271.
• Qianqian Mao & Yanjun Ren & Jens-Peter Loy, 2020, "Price bubbles in agricultural commodity markets and contributing factors: evidence for corn and soybeans in China," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 13, issue 1, pages 22-53, September, DOI: 10.1108/CAER-10-2019-0190.
• Yue-e Long & Xinyi Huang, 2020, "Do equity incentives for the managements have impact on stock-pricing efficiency? Evidence from China," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 28, issue 4, pages 703-715, May, DOI: 10.1108/IJAIM-03-2020-0031.
• Alireza Vafaei & Darren Henry & Kamran Ahmed & Mohammad Alipour, 2020, "Board diversity: female director participation and corporate innovation," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 29, issue 2, pages 247-279, December, DOI: 10.1108/IJAIM-06-2020-0080.
• Krishna Reddy & Muhammad Ali Jibran Qamar & Nawazish Mirza & Fangwei Shi, 2020, "Overreaction effect: evidence from an emerging market (Shanghai stock market)," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 17, issue 3, pages 416-437, August, DOI: 10.1108/IJMF-01-2019-0033.
• Carl Ajjoub & Thomas Walker & Yunfei Zhao, 2020, "Social media posts and stock returns: The Trump factor," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 17, issue 2, pages 185-213, June, DOI: 10.1108/IJMF-02-2020-0068.
• Ameen Qasem & Norhani Aripin & Wan Nordin Wan-Hussin, 2020, "Financial restatements and sell-side analysts' stock recommendations: evidence from Malaysia," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 16, issue 4, pages 501-524, April, DOI: 10.1108/IJMF-05-2019-0183.
• Yafeng Qin & Zikai Yang & Min Bai, 2020, "Heterogeneous firm-level responses to the US 2018 tariff announcement," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 1, pages 94-117, December, DOI: 10.1108/IJMF-08-2020-0437.