Research classified by Journal of Economic Literature (JEL) codes

2025

• Cosma, Simona & Cosma, Stefano & Gambarelli, Luca & Pennetta, Daniela & Rimo, Giuseppe, 2025, "Political elections and market reactions: The ‘Trump effect’ on green stocks," Economics Letters, Elsevier, volume 249, issue C, DOI: 10.1016/j.econlet.2025.112261.
• Hwang, Hyoseok David & Nam, Hocheol, 2025, "Political corruption and local mutual fund performance," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112258.
• Myeong, Jaeho & Kim, Donghoon, 2025, "Market reactions to Crypto-Specific announcements: Analyzing behaviors in coins and tokens," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112305.
• Wang, Kebin & Zhang, Jing, 2025, "Tax information sharing, financing frictions, and firms’ investment–financing maturity mismatch," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112373.
• Nochebuena-Evans, Leiza & Evans, Robert D. & Tarkom, Augustine, 2025, "The role of social capital on corporate social anti-activism and firm stock price: Evidence from DEI program elimination," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112376.
• Piserà, Stefano & Paltrinieri, Andrea & Galletta, Simona & Pichler, Flavio, 2025, "Trump’s tariffs: Unpacking the EU’s market reaction," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112380.
• Huynh, Anh Ngoc Quang, 2025, "Research and development fund allocation, high technology law, and firm investment choices," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112379.
• Galati, Luca & Perdichizzi, Salvatore, 2025, "From zero to hero: Memecoins’ spillover effects in cryptocurrency markets," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112381.
• Vadhava, Charu, 2025, "Role of ECX futures in carbon pricing: Intraday evidence from EU-ETS," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112401.
• Kamate, Vidya & Ranjan, Abhishek, 2025, "When less is not always more: Issue frequency and borrowing costs in commercial paper market," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112459.
• Koh, Byungwan & Park, James L. & Kim, Jaehwan, 2025, "Music royalty shares: Investment or fandom?," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112526.
• Comincioli, Nicola & Donadelli, Michael & Rizzati, Massimiliano, 2025, "Weapons and wealth: Market reaction to Europe’s defense push," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112538.
• Panetsidou, Styliani & Synapis, Angelos, 2025, "Do markets react to weather? Stock price reactions to weather alerts," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112551.
• Cirulli, Antonello & Walker, Patrick S., 2025, "Outperforming equal weighting," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112552.
• Gupta, Shreekant & Goldar, Bishwanath & Dang, Shubham & Baris, Omer F., 2025, "Environmental backsliders, repeat offenders and capital markets: Evidence from India," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112603.
• Cocozza, Rosa & Gallo, Serena, 2025, "Firm-level reactions to trade policy risk: Evidence from the S&P 500," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112647.
• Godin, Nathan & Horvath, Akos & Ma, Xingliang & Sagi, Jacob S., 2025, "Skin in the game and securitized commercial mortgage pricing before the Global Financial Crisis," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112653.
• Johnson, William C. & Scharnowski, Stefan, 2025, "Price discovery through wrapped tokens," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112703.
• Ahrens, Maximilian & Erdemlioglu, Deniz & McMahon, Michael & Neely, Christopher J. & Yang, Xiye, 2025, "Mind your language: Market responses to central bank speeches," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105921.
• Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan, 2025, "Realized candlestick wicks," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106014.
• Kayani, Umar & Iqbal, Umer & Aysan, Ahmet Faruk & Fianto, Bayu Arie & Rabbani, Mustafa Raza & Hasan, Fakhrul, 2025, "Revealing the secrets of working capital: A comparison between sharia-compliant and conventional firms," Economic Systems, Elsevier, volume 49, issue 2, DOI: 10.1016/j.ecosys.2024.101278.
• Bauer, Michael D. & Offner, Eric A. & Rudebusch, Glenn D., 2025, "Green stocks and monetary policy shocks: Evidence from Europe," European Economic Review, Elsevier, volume 177, issue C, DOI: 10.1016/j.euroecorev.2025.105044.
• Ouzan, Samuel & Six, Pierre, 2025, "The demand for hedging of oil producers: A tale of risk and regret," European Journal of Operational Research, Elsevier, volume 321, issue 1, pages 330-343, DOI: 10.1016/j.ejor.2024.09.036.
• Xu, Zhiwei & Hua, Xia & Zhang, Teng, 2025, "Does official media sentiment matter for the stock market? Evidence from China," Emerging Markets Review, Elsevier, volume 64, issue C, DOI: 10.1016/j.ememar.2024.101234.
• Abad, David & Massot, Magdalena & Nawn, Samarpan & Pascual, Roberto & Yagüe, José, 2025, "Message traffic and short-term illiquidity in high-speed markets," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2024.101251.
• Jin, Yanbo & Wei, Siqi & Xu, Jian, 2025, "Share pledging and stock price synchronicity: Evidence from China," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2025.101258.
• Shrimali, Suruchi & Ahmad, Wasim, 2025, "On the communication efforts of the central banks in emerging economies: The case of India," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2025.101259.
• Jin, Xianzhe & Si, Haitao & Zhu, Dandan & Li, Yuyan, 2025, "Spillover effects of short selling on corporate bond financing costs: Evidence from Chinese listed firms," Emerging Markets Review, Elsevier, volume 66, issue C, DOI: 10.1016/j.ememar.2025.101285.
• Han, Qian & Zhao, Chengzhi & Chen, Jing & Guo, Qian, 2025, "Does asynchronous market update matter? Re-examining the price discovery of stock index and futures in China," Emerging Markets Review, Elsevier, volume 67, issue C, DOI: 10.1016/j.ememar.2025.101307.
• Huang, Rui & Chen, Xing & Wu, Chongfeng, 2025, "The textual similarity of news content and stock return synchronicity," Emerging Markets Review, Elsevier, volume 67, issue C, DOI: 10.1016/j.ememar.2025.101309.
• Alsabah, Humoud & Alsabah, Khaled, 2025, "Kuwait Stock Exchange: A re-examination of seasonal anomalies," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101317.
• Luo, Runmei & Ye, Yong & Li, Manman & Li, Jingxin, 2025, "Pooling wisdom: The impact of investors' private information transmission on corporate investment efficiency," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101342.
• Schwarz, Patrick, 2025, "On the performance of volatility-managed equity factors — International and further evidence," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101560.
• Xu, Ke-Li, 2025, "A revisit to bias-adjusted predictive regression," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101578.
• Duan, Rui & Larkin, Yelena, 2025, "Short-term institutional investors and the diffusion of supply chain information," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101581.
• Zhang, Renbin & Zhang, Tongbin, 2025, "The AH premium: A tale of “siamese twin” stocks," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101599.
• Chen, Chen & Cohen, Andrew & Liang, Qiqi & Sun, Licheng, 2025, "Maxing out short-term reversals in weekly stock returns," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101608.
• Kale, Devendra & Nanda, Vikram & Rupp, Anin, 2025, "Strategic implications of corporate disclosure via Twitter," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101635.
• Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand, 2025, "Behavioral biases, information frictions and interest rate expectations," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101637.
• Chen, Yangyang & Ng, Jeffrey & Ofosu, Emmanuel & Yang, Xin, 2025, "Tick size and firm financing decisions: Evidence from a natural experiment," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101651.
• Rao, Amar & Lucey, Brian & Kumar, Satish, 2025, "Temporal dynamics of geopolitical risk: An empirical study on energy commodity interest-adjusted spreads," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108066.
• Hanif, Waqas & El Khoury, Rim & Arfaoui, Nadia & Hammoudeh, Shawkat, 2025, "Are interconnectedness and spillover alike across green sectors during the COVID-19 and the Russia–Ukraine conflict?," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108293.
• Liao, Ling & Diaz-Rainey, Ivan & Kuruppuarachchi, Duminda, 2025, "The interplay of carbon offset, renewable energy certificate and electricity markets in Australia," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108343.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri, 2025, "Government intervention and green innovation in renewable energy," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108185.
• Dimic, Nebojsa & Tinoco, Mario Hernandez & Piljak, Vanja & Vulanovic, Milos, 2025, "Energy SPACs performance and governance," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108478.
• Goswami, Alankrita & Karali, Berna, 2025, "Effects of growing-season weather on the dynamic price relationships between biofuel feedstocks," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108581.
• Gaies, Brahim & Chaâbane, Najeh & Adeosun, Opeoluwa Adeniyi & Sahut, Jean-Michel, 2025, "Climate transition risks, ESG sentiment and market value: Insights from the European stock market," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108605.
• Turquet, Briac & Bajgrowicz, Pierre & Scaillet, Olivier, 2025, "Mean reversion trading on the naphtha crack," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108620.
• DeCoste, Joseph, 2025, "Does excess futures market demand affect the spot price of oil?," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108621.
• Smimou, K. & Abrokwah, M. & Drougas, A., 2025, "Corporate investment decisions and related commodities: International evidence from energy and mining industries," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108766.
• Das, Debojyoti & Saurav, Sumit & Dutta, Anupam, 2025, "Modelling for insight: Does oil price uncertainty have directional predictability for travel and leisure firms?," Energy Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.eneco.2025.108887.
• Ullah, Assad & Riaz, Adeel, 2025, "The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression," Energy, Elsevier, volume 320, issue C, DOI: 10.1016/j.energy.2025.135254.
• Birnstengel, Carolin & Süssmuth, Bernd, 2025, "An asymmetric volatility analysis of the negative oil price during the first COVID-19 wave," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103959.
• Wang, Chuyu & Zhang, Guanglong, 2025, "In the shadows of opacity: Firm information quality and latent factor model performance," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103970.
• Bao, Kun & Chen, Denghui & Gu, Chen & Papakroni, Erlina & Stan, Raluca & Wang, Muhan, 2025, "The informational role of forex option volume," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103978.
• Li, Yuhang & You, Jia & Huang, Hui & Sun, Yihan, 2025, "Text-based analysis of corporate nationalism and dividend policies in China," International Review of Financial Analysis, Elsevier, volume 101, issue C, DOI: 10.1016/j.irfa.2025.104006.
• Duan, Kun & Zhang, Liya & Chen, Shuyun & Urquhart, Andrew, 2025, "Heterogeneous housing bubbles and monetary policy," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104079.
• Jia, Junyi & Chen, Jingwei & Yang, Yao, 2025, "Bond default of super-large real estate company and government debt risk," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104158.
• Qian, Binsheng & Tan, Yusen & Power, Gabriel & Mandal, Anandadeep, 2025, "Economic policy uncertainty, information production, and transparency," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104203.
• Zheng, Jing & Zou, Mengqi, 2025, "Can industry-specific information disclosure regulation mitigate the bullwhip effect in supply chain? Evidence from Chinese listed companies," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104244.
• Orpiszewski, Tomasz & Thompson, Mark, 2025, "Beyond borders: Asset price reaction to ESG incidents at home and abroad," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104246.
• Malik, Ihtisham A. & Hodgson, Allan & Faff, Robert W. & Xiong, Zhengling, 2025, "Corporate insider trading and extreme weather events: Evidence from tropical storms in the US," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104283.
• Ling, Chuanqi & Dong, Dayong & Yang, Jinyu & Cao, Jiawei, 2025, "In government-supported academic institutions we trust: Enterprise postdoctoral programmes and stock liquidity," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104289.
• Cai, Wenwu & Zhao, Yuyang & Li, Haohua & Xue, Zhongyi, 2025, "In the swirl of rumors: Corporate rumors and analyst forecast dispersion," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104346.
• Dragotto, Massimo & Dufour, Alfonso & Varotto, Simone, 2025, "Greenium fluctuations and climate awareness in the corporate bond market," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104281.
• Ardia, David & Aymard, Clément & Cenesizoglu, Tolga, 2025, "Examining high-frequency patterns in Robinhood users’ trading behavior," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104369.
• Mensi, Walid & Belghouthi, Houssem Eddine & Al-Kharusi, Sami & Kang, Sang Hoon, 2025, "Tail risk contagion and connectedness between clean cryptocurrency, green assets and commodity markets," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104370.
• Chen, Qingchong & Xiong, Xiong & Gao, Ya & Zhang, Yumeng, 2025, "Birthplace bias, familiarity and portfolio choice," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104377.
• Sobti, Neharika, 2025, "What triggers intraday price jumps and co-jumps in gold?," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104380.
• McGee, Paraic & Sheenan, Lisa & Egan, Tom & O'Donohoe, Sheila, 2025, "Risk factor disclosure in green bond prospectuses and investor compensation," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104405.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2025, "2024 U.S. presidential elections: An event study for U.S. and non-U.S. fossil fuel and renewable listed firms," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104430.
• Jia, Qinmin & Song, Zhihui & Huang, Xiaohong & Xuan, Quansheng, 2025, "The stock price crash risk of central firms in business groups," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104433.
• Gardini, Laura & Radi, Davide & Schmitt, Noemi & Sushko, Iryna & Westerhoff, Frank, 2025, "On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104436.
• Yue, Tian & Li, Lu-Lu & Wu, Wenfeng, 2025, "Weekday variations in the Chinese crude oil futures market: Unveiling the influence of COVID-19 and EIA shocks," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104438.
• Yang, Jinyu & Dong, Dayong & Liang, Chao, 2025, "Sequential questioning and structured responses: Enhancing the information effectiveness of corporate site visits," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104467.
• Xiao, Jihong & Xu, Wen & Liu, Hong & Zhao, Yunning, 2025, "Spillovers from oil price uncertainty to Chinese sectoral stock returns: New insights from effective transfer entropy," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104554.
• Shen, Dongxiao & He, Guanming, 2025, "Restricting insider trading through increasing managerial risk aversion – A behavioral mechanism," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104555.
• Li, Xiaobo & Fung, Anna & Fung, Hung-Gay & Jin, Hongmin, 2025, "Enhancing firm resilience: A dual focus on value creation and risk mitigation," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104562.
• Dutordoir, Marie & Li, Shuyu & Neto, João Quariguasi Frota, 2025, "When green is no longer a win - new evidence on the shareholder value effects of green bond offerings11The authors would like to thank Konstantinos Bozos, Samit Gupta, Antony Potter, Hai-Anh Tran, and participants at the 2023 British Academy of Manag," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104520.
• Otchere, Isaac & Phan, Hanh Hong Thi, 2025, "Value effects of sovereign wealth funds' exclusionary policies: The case of the Norwegian government pension fund-global (NGPF-G)," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104573.
• Li, Wenyi & Li, Tang & Shi, Wenhao & Long, Yuqing & Liu, Wenyu, 2025, "A protective shield for banks: How fintech curbs earnings manipulation through information transparency and financing constraints," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104622.
• Hao, Jinxing & Zhang, Qi & Sun, Qian & Tian, Siyang, 2025, "The heart wants what it wants: Local bias and seasoned equity offerings bidding," International Review of Financial Analysis, Elsevier, volume 108, issue PA, DOI: 10.1016/j.irfa.2025.104692.
• Chen, Yu-Lun & Xu, Ke & Yang, J. Jimmy, 2025, "Market impact of the bitcoin ETF introduction on bitcoin futures," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103810.
• Agapova, Anna & King, Tatiana & Ranta, Mikko, 2025, "Navigating transparency: The interplay of ESG disclosure and voluntary earnings guidance," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103813.
• Li, Yilong & Qiao, Yuqi & Lei, Shaoxin, 2025, "Ripple effect of ESG sentiment: How news stirs the waves in China's A-share market," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103856.
• Díaz, Juan D. & Hansen, Erwin, 2025, "Price effects of asset forced sales during massive pension funds withdrawals," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103869.
• Fiordelisi, Franco & Ricci, Ornella & Santilli, Gianluca, 2025, "Spotlight on physical risk: Assessing the banks' stock reaction to the ECB climate stress test," International Review of Financial Analysis, Elsevier, volume 98, issue C, DOI: 10.1016/j.irfa.2024.103882.
• Ye, Xixi & Gao, Tao & Zhang, Meijia & Zheng, Zhanhao, 2025, "Concealment and detection: The influence of management tone on analyst forecast revisions," International Review of Financial Analysis, Elsevier, volume 99, issue C, DOI: 10.1016/j.irfa.2025.103958.
• Ha, JinGi, 2025, "Institutional trading and satellite data," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106341.
• Ji, Sunan & Zheng, Dazhi & Zhou, Kaiguo, 2025, "Financial risk contagion across markets in China under the impact of the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106373.
• Thompson, Linh, 2025, "Human capital disclosures and institutional ownership," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106384.
• Wellalage, Nirosha & Wallace, Damien & Reddy, Krishna, 2025, "Access to finance: The role of production level technology," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106460.
• Gong, Manning & Cao, Chunfang & Zhang, Yuheng, 2025, "Government disclosure specificity and stock price synchronicity: Evidence from local government work reports in China," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106463.
• Saggu, Aman & Ante, Lennart & Kopiec, Kaja, 2025, "Uncertain Regulations, Definite Impacts: The Impact of the U.S. Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106413.
• Albuquerque, Bruno & Martins, António Miguel & Moutinho, Nuno, 2025, "Stock market effects of corporate malpractices and misconduct: Evidence from the short-seller Hindenburg," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106495.
• Oenschläger, Eike & Möllenhoff, Steffen, 2025, "Insider filings as trading signals — Does it pay to be fast?," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106514.
• Chao, Wu & Yifei, Xing & Shuai, Yang, 2025, "Aggravating effect: ESG performance and reputational penalty," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106515.
• Box, Travis & Davis, Ryan, 2025, "Human vs. machine: The impact of information processing on trading in OTC markets," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106516.
• Wang, Qian & Wu, Sitong & Huang, Peng & Hueng, C. James, 2025, "The influence of market liquidity on the efficiency of China's pilot carbon markets," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106560.
• Choi, Hyung-Eun, 2025, "Transition to proof-of-stake and informed trading," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106570.
• Muck, Matthias & Schmidl, Thomas & Wolf, Julian, 2025, "Wish or reality? On the exploitability of triangular arbitrage in cryptocurrency markets," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106508.
• Fujiyama, Keishi & Fukaya, Yusuke & Hong, Philip Keejae & Moriwaki, Toshio, 2025, "Are employee decisions informative in the stock market? Evidence from employee downsizing in Japan," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106611.
• Louchez, Aniss, 2025, "How fake news effects spread in an oligopolistic market — Evidence from the insulin market," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106644.
• Aneesha, M A & Lukose, P J Jijo, 2025, "From frenzy to flip: Unpacking foreign investor behavior in the wake of regulatory change," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106645.
• Kamocsai, László & Ormos, Mihály, 2025, "Modeling gasoline price volatility," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106657.
• Singh, Vikram & Jain, Sonali & Singh, Shveta, 2025, "Identification and pricing of labelled green bonds," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106691.
• Alaminos, David, 2025, "Rising bubbles by margin calls," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2024.106733.
• Sharma, Rajat & Chawla, Sonia & Dagar, Vishal & Dagher, Leila, 2025, "Corporate SDG adoption, share price synchronicity, and the role of incentive-compatible contracts in India," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106739.
• Wang, Qishu, 2025, "Generative AI-assisted evaluation of ESG practices and information delays in ESG ratings," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106757.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2025, "Do AI incidents and hazards matter for AI-themed cryptocurrency returns?," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106777.
• Ha, JinGi, 2025, "Digital communication and informed trading: Evidence from social distancing orders," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106786.
• Corazza, Marco & di Tollo, Giacomo & Filograsso, Gianni, 2025, "The impact of rating announcements on stock returns: A nonlinear assessment," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106738.
• Yan, Yu & Tong, Yan & Wang, Yiming, 2025, "Is faster information transmission always better?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106751.
• Pathak, Jalaj, 2025, "Impact of judgment readability on financial crimes," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106779.
• Zhu, Yuxuan & Liu, Yike & Zhou, Ye & Xing, Xiaoyun & Wang, Xiuya, 2025, "Correlation among climate risk, climate policy uncertainty, and carbon-intensive stock markets in China," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106817.
• Zhang, Zhilin, 2025, "The impact of SOE defaults on municipal corporate bond spreads in China," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106819.
• Flynn, Matthew & Tarkom, Augustine, 2025, "How do financial markets price political uncertainty? Evidence from the 2024 United States presidential election," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106879.
• Er, Selahattin Tolga & Kantorowicz, Jaroslaw, 2025, "Financial market reaction to the end of the right-wing populist government: The case of Poland," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106906.
• Morales, Adriano Barasal & Laurini, Márcio Poletti & Vrieling, Anton, 2025, "Risk assessment from space: Integrating satellite-derived insights for ESG financial decisions," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106951.
• Graef, Frank & Hoechle, Daniel & Schmid, Markus, 2025, "Firm-specific versus systematic momentum," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106963.
• Zhang, Junyu & Ruan, Xinfeng, 2025, "Inferring jump dynamics from weekly options: A non-parametric method," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106965.
• Zhang, Ruichen & Wen, Lei & Xu, Ling, 2025, "Answering without being asked: The effect of voluntary disclosure of digital strategy on stock price synchronicity," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107023.
• Liu, Xiao & Zhang, Yabin & Wang, Zhenguo & Rao, Qiao & Yang, Mengmeng, 2025, "Does trade friction exacerbate stock price crash risk? Evidence from China," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107026.
• Costa, João & Cró, Susana & Moutinho, Nuno & Martins, António Miguel, 2025, "Airline stock market reaction to CrowdStrike IT outage: An event study analysis," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107145.
• Chiu, Ya-Ling & Gao, Xuechen & Liu, Hung-Chun & Zhai, Qiong, 2025, "Financial literacy of ChatGPT: Evidence through financial news," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107088.
• Alshammari, Saad & Mbarek, Marouene & Mrad, Fatma & Msolli, Badreddine, 2025, "Downside risk transmission between green cryptocurrencies and carbon efficient equities: Evidence from a frequency connectedness approach," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107149.
• Taussig, Roi D., 2025, "Cash duration, risk, and implications for stock returns," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.106787.
• Gao, Tao & Cui, Xiaolei & Xu, Longbing, 2025, "Does investor short-horizon affect stock mispricing? An empirical study based on higher order expectation theory," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107202.
• Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Sepúlveda-Velásquez, Jorge, 2025, "Gold and cryptocurrencies as safe-havens: Lessons from wartime," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107230.
• Faure, Cédric & Nys, Emmanuelle & Tarazi, Amine, 2025, "Subcategories of ESG controversies and firm value," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107260.
• Su, Xuan-Qi, 2025, "Cautious but effective: CEO elite education and the timeline of mergers and acquisitions," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107268.
• Wen, Conghua & Jiang, Rui & Lin, Xiao, 2025, "Convertible bond issuance and liquidity of small-cap listed companies," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107297.
• Ahmed, Neveen & Tanos, Barbara Abou & Farooq, Omar & Bouaddi, Mohammed, 2025, "Economic policy uncertainty and active management: Evidence from SRI funds," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107339.
• Kang, Grace Il-Joo & Yoo, G-Song, 2025, "Analysts' vs. investors' optimism bias in legal and normative CSR," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107350.
• Jin, Cheng-Xiao & Yu, Jia-Qi, 2025, "Does the popularization of artificial intelligence increase the risk of corporate digital responsibility?," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107375.
• Koo, Kang Mo & Song, Jeongseop, 2025, "Terrorism and acquisition decision: Evidence from real estate investment trusts," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107406.
• Yang, Xing, 2025, "AI competition and firm value: Evidence from DeepSeek’s disruption," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107447.
• Liu, Bin & Zhou, Xuemei, 2025, "CEO spin and the stock price crash," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107449.
• Wei, Haitian & Ooi, Chai-Aun & Mohd-Rashid, Rasidah, 2025, "Market responses to ESG amid signs of ESG De-institutionalization: evidence from the 2024 economic shock and Trump’s election victory," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107457.
• Zheng, Panpan & Li, Zhen, 2025, "Financial judicial specialization and corporate information interaction: Evidence from the establishment of financial courts in China," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107483.
• Kaya, Orçun & Çatak, Çiydem, 2025, "Do pre-market notifications and stock volatility trigger circuit breakers? Evidence from Turkish post-IPO stocks," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107509.
• Mensi, Walid & Khoury, Rim El & Kang, Sang Hoon, 2025, "Dynamic connectedness between oil shocks and BRICS stock markets," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107601.
• Salikhova, Tatiana, 2025, "The impact of wildfire smoke on carbon-intensive stocks," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107620.
• Reichenbach, Felix, 2025, "Skin in the game: The returns of digital assets from computer games," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107670.
• Pastushkov, Aleksei & Boulatov, Alexei, 2025, "Pseudo-collusion in a centralized algorithmic financial market," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107671.
• Huang, Rui & Wu, Chongfeng, 2025, "Tell less, get more? News topic concentration and stock market reaction," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107740.
• Yan, Guan & Li, Fanglin & Liu, Zhidong & Zhou, Lu Jolly, 2025, "Climate risk concern and green premium in the stock market: Evidence from China," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107741.
• Botta, Corrado & Sakariyahu, Rilwan, 2025, "Market volatility across asset classes during U.S. presidential and mid-term elections," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107754.
• Vashisht, Shailja & Mundi, Hardeep Singh, 2025, "Do well-connected bank CEOs mitigate the impact of geopolitical risk on bank stability? Evidence from an emerging market," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107777.
• Zhao, Ningru & Liu, Lanlan & Chen, Youyang & Yu, Xiaoyu, 2025, "Can corporate digitalization deter leverage manipulation? Evidence from China," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107796.
• Zhu, Haobo & Pan, Hongyu & Wu, Zhen-Xing & Huang, Guan-Ying, 2025, "Green Factory Certification, information asymmetry, and stock liquidity," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107816.
• Guo, Cunzhi & Ho, Kung-Cheng & Gong, Yujing & Yu, Jia-Qi, 2025, "Public opinion shaping: The impact of corporate digital transformation on analysts' optimistic forecast bias," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107855.
• Fang, Fei & Meng, Chong & Tang, Zhenyang & Veeren, Parianen, 2025, "Insider risk aversion and trade informativeness: evidence from pre-option-grant selling," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107887.
• Bonaparte, Yosef, 2025, "Global FOMO: The pulse of financial markets worldwide," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107920.
• Liu, Guangqiang & Zhang, Yifan & Liu, Chun, 2025, "How does governmental accounting and financial supervision affect the quality of analysts’ forecasts?," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107926.
• Ferriani, Fabrizio & Marchetti, Sabina, 2025, "The micro-determinants of portfolio allocation shifts in mutual funds: Evidence from machine learning models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107935.
• Jiang, Haiyang & Yang, Zeyu, 2025, "Green financial policies and executive opportunistic share reduction," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107945.
• Lee, Im Hyeon, 2025, "Calendar-based clustering of weekly extremes: Empirical failure of stochastic models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107992.
• Atanasova, Christina & Miao, Terrel & Segarra, Ignacio & Willeboordse, Frederick, 2025, "Aggregate illiquidity and crypto option returns," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108003.
• Cioli, Valentina & Giannozzi, Alessandro & Roggi, Oliviero, 2025, "SPACs in Europe: performance analysis and differences from the U.S," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108031.
• Liu, Yanlin & Yang, Jiaxin & Pham, Thu Phuong, 2025, "The hidden cost of firm-level political risk: Impairing liquidity in corporate bond markets," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108058.
• Sun, Wenjie & Mei, Jianhua & Chen, Kecun & Li, Zhaoqi, 2025, "Biodiversity risk and value creation in emerging markets," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108069.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2025, "Presidential elections and secretary appointment: an event study for us biotechnology and drugs," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108125.
• Zhang, Xueying & Bian, Haodong & Walker, Thomas & Barabanov, Sergey, 2025, "The impact of financial report comment letters on bond pricing: Evidence from China," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108140.
• Mao, Xiaodan & Hu, Cong & Xiong, Lin & Wang, Yebin, 2025, "Climate risk attention and financial markets: The time–frequency and quantile perspective," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108130.
• Sui, Yanjun & Tian, Xiao & Zhong, Angel & Chiah, Mardy, 2025, "Beyond the final whistle: AFL grand final and retail investor trading," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108137.
• Kim, Hyeonjun & Ryu, Doojin, 2025, "Short squeeze risk and price impact," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108147.
• Sheng, Xiaohan & Yang, Lin, 2025, "From headlines to earnings: Do biodiversity disclosures tighten analyst forecasts?," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108158.
• Ye, Xixi & Guo, Fanyong & Liu, Yuxuan & Qin, Shan & Zheng, Zhanhao, 2025, "Mitigating financialization through oversight: The impact of investor site visits on Chinese listed firms," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108179.
• Ding, Zhiguo & Liu, Xinmiao & Ding, Yuyang, 2025, "How information structure shapes insider valuation bias: Evidence from insider selling in China," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108206.
• Lee, Yu Kyung & Lee, Eun Jung & Kim, Ryumi, 2025, "Factor-loading uncertainty and expected return: Value vs. growth stocks," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108171.
• Gu, Zhenhua & Gu, Chen & Zhang, Chengping, 2025, "Analyst forecast behavior under trade uncertainty: Evidence from China," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108245.
• Bonaparte, Yosef, 2025, "From innovation to valuation: The role of quantum technologies in asset pricing," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108281.
• Afik, Zvika & Lahav, Yaron & Zaguri, Bat-El, 2025, "Long-term market reactions to FDA Phase III clinical trials announcements," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108139.
• Conlon, Thomas & Corbet, Shaen, 2025, "Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108264.
• Nie, Chun-Xiao, 2025, "Trump tariff policies shock information flows across major global equity markets," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108319.
• Mugaloglu, Erhan & Kocak, Emrah & Bulut, Umit, 2025, "News intensity and volatility dynamics in large- and small-cap stocks: A non-gaussian SVAR approach," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108359.
• Miwa, Kotaro, 2025, "Range of analyst target prices," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108440.
• Li, Huicong & Liu, Jiayi & Wu, Chao, 2025, "Nip in the bud:Spillover effect of customer earnings pressure on supplier audit fees," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108469.
• Sifat, Imtiaz, 2025, "Ethereum’s proof-of-stake transition: Inflation dynamics and market structure changes," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108237.
• Bahcivan, Hulusi, 2025, "Day and night expected returns under overnight information shocks: New tug-of-war pattern," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108591.
• Chaturvedula, Chakrapani & Reddy, K.Sriharsha & Babu, A.Sarath, 2025, "Regulatory reforms, share buyback and institutional monitoring of insider trading: Evidence from India," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108594.
• Zirk-Sadowski, Jan & Hryckiewicz, Aneta, 2025, "Intraday and overnight return anomalies: Evidence from 11.6 million price observations," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108638.
• Mourey, Mathis & Shahrour, Mohamad H. & Şoiman, Florentina, 2025, "A crypto-stock weekend effect: Predicting Monday stock returns using weekend cryptocurrency returns," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108661.
• Iwanaga, Yasuhiro, 2025, "Auction timing anomaly in the Japanese bond futures market," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108675.
• Barros, Victor & Gonçalves, Tiago Cruz, 2025, "Stock liquidity and price‑to‑book discounts: non‑linear evidence from European‑listed firms," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108750.
• Kim, Hyeonjun & Ryu, Doojin, 2025, "Decomposing momentum: Fundamentals versus persistent mispricing," Finance Research Letters, Elsevier, volume 86, issue PF, DOI: 10.1016/j.frl.2025.108752.
• Zhang, Hao & Zhang, Lu & Zhao, Hua, 2025, "Intraday variation of systematic risk in China," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108903.
• Islem Boutabba & Shin-Hung Pan & Wing-Keung Wong, 2025, "An Empirical Validation of a Behavioral Finance Model: The 52-week High as a Benchmark for an Index," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 4, pages 74-91.
• Adedeji Gbadebo, 2025, "Stock Price Forecasting Using a Time-Series Long Short-Term Memory Model," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 7, issue 2, pages 304-322, December.
• Deniz Koy & Sıtkı Sönmezer, 2025, "Volatility Dynamics of Ipo Returns on Borsa Istanbul: The 2022-2023 Period," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 124, pages 191-212, October, DOI: https://doi.org/10.33203/mfy.162197.
• Valentin Haddad & Alan Moreira & Tyler Muir, 2025, "Whatever It Takes? The Impact of Conditional Policy Promises," American Economic Review, American Economic Association, volume 115, issue 1, pages 295-329, January, DOI: 10.1257/aer.20230486.
• Valentin Haddad & Paul Huebner & Erik Loualiche, 2025, "How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing," American Economic Review, American Economic Association, volume 115, issue 3, pages 975-1018, March, DOI: 10.1257/aer.20230505.
• Samuel M. Hartzmark & David H. Solomon, 2025, "Market-Wide Predictable Price Pressure," American Economic Review, American Economic Association, volume 115, issue 9, pages 3171-3213, September, DOI: 10.1257/aer.20231725.
• Maxime Phillot, 2025, "US Treasury Auctions: A High-Frequency Identification of Supply Shocks," American Economic Journal: Macroeconomics, American Economic Association, volume 17, issue 1, pages 245-273, January, DOI: 10.1257/mac.20210243.
• Ion VEVERIȚĂ & Ion PÂRȚACHI, 2025, "The Resilience Of The Banking System Of The Republic Of Moldova During Crisis Periods: Evidence From The Last 10 Years," Eastern European Journal for Regional Studies (EEJRS), Center for Studies in European Integration (CSEI), Academy of Economic Studies of Moldova (ASEM), volume 11, issue 1, pages 99-106, June, DOI: https://doi.org/10.53486/2537-6179..
• Recep Ali KÜÇÜKÇOLAK & Sami KÜÇÜKOĞLU & Necla İ. KÜÇÜKÇOLAK, 2025, "Borsa İstanbul’da Hisse Geri Alım Kararlarına İlişkin Ampirik Bir Analiz," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 1, pages 412-428, DOI: https://doi.org/10.30784/epfad.1621.
• Murat Mat & Mehmet Cihangir, 2025, "COVID-19 Pandemisine Karşı Pay Piyasa Tepkileri Üzerinde Mikro Faktörlerin Rolü: BİST Sınai Endeksinden Bulgular," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 3, pages 1218-1244, DOI: 10.30784/epfad.1625599.
• Muhammet Kocaman & Elif Akben Selçuk, 2025, "Carbon Emission Intensity and Investment Efficiency in the European Union: The Moderating Role of Analyst Coverage and Environmental Innovation," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue SI, pages 403-434, DOI: 10.30784/epfad.1723582.
• Besma HKIRI & Chaker ALOUI, 2025, "Correlating Investor Sentiments and Saudi Stock Market Behaviour: A Wavelet-Based Approach," Access Journal, Access Press Publishing House, volume 6, issue 3, pages 599-614, July, DOI: 10.46656/access.2025.6.3(8).