Research classified by Journal of Economic Literature (JEL) codes

2023

• Stoupos, Nikolaos & Nikas, Christos & Kiohos, Apostolos, 2023, "Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2022.100992.
• Kim, Jang Ho & Han, Jiwoon & Kang, Taehyeon & Fabozzi, Frank J., 2023, "A machine learning approach for comparing the largest firm effect," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2022.100995.
• Zhou, Shengjie & Ye, Qing, 2023, "Margin trading and spillover effects: Evidence from the Chinese stock markets," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2023.101005.
• Alsuhaibani, Waleed & Houmes, Robert & Wang, Daphne, 2023, "The evolution of financial reporting quality for companies listed on the Tadawul Stock Exchange in Saudi Arabia: New emerging markets' evidence," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101009.
• Cagli, Efe Caglar & Mandaci, Pinar Evrim, 2023, "Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101019.
• Feng, Yusen & Wang, Gang-Jin & Zhu, You & Xie, Chi, 2023, "Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101020.
• Hanauer, Matthias X. & Kalsbach, Tobias, 2023, "Machine learning and the cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101022.
• Kanga, Désiré & Soumaré, Issouf & Amenounvé, Edoh, 2023, "Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101031.
• Bekaert, Geert & Harvey, Campbell R. & Mondino, Tomas, 2023, "Emerging equity markets in a globalized world," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101034.
• Cheung, William Ming Yan & Im, Hyun Joong & Selvam, Srinivasan, 2023, "Stock liquidity and investment efficiency: Evidence from the split-share structure reform in China," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101046.
• Dong, Yan & Huang, Jun & Wu, Ji, 2023, "Does high-speed rail affect the agglomeration of banks in China?," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101047.
• Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023, "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101049.
• Wang, Ruting & Althof, Michael & Härdle, Wolfgang Karl, 2023, "A financial risk meter for China," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101052.
• Chuliá, Helena & Muñoz-Mendoza, Jorge A. & Uribe, Jorge M., 2023, "Energy firms in emerging markets: Systemic risk and diversification opportunities," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101053.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2023, "Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101054.
• Bu, Ruijun & Hizmeri, Rodrigo & Izzeldin, Marwan & Murphy, Anthony & Tsionas, Mike, 2023, "The contribution of jump signs and activity to forecasting stock price volatility," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 144-164, DOI: 10.1016/j.jempfin.2022.12.001.
• Malliaropulos, Dimitris & Migiakis, Petros, 2023, "A global monetary policy factor in sovereign bond yields," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 445-465, DOI: 10.1016/j.jempfin.2022.12.011.
• Dodd, Olga & Frijns, Bart & Indriawan, Ivan & Pascual, Roberto, 2023, "US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 301-320, DOI: 10.1016/j.jempfin.2023.03.012.
• Liu, Qigui & Tang, Jinghua & Li, Donghui & Xing, Lu, 2023, "The role of bad-news coverage and media environments in crash risk around the world," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 488-509, DOI: 10.1016/j.jempfin.2023.04.007.
• Gala, Vito D. & Pagliardi, Giovanni & Zenios, Stavros A., 2023, "Global political risk and international stock returns," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 78-102, DOI: 10.1016/j.jempfin.2023.03.004.
• Hasan, Iftekhar & Tunaru, Radu & Vioto, Davide, 2023, "Herding behavior and systemic risk in global stock markets," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 107-133, DOI: 10.1016/j.jempfin.2023.05.004.
• Maio, Paulo & Zeng, Ming, 2023, "On the driving forces of real exchange rates: Is the Japanese Yen different?," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101423.
• Branger, Nicole & Flacke, René Marian & Meyerhof, Paul & Windmüller, Steffen, 2023, "Stock returns in global value chains: The role of upstreamness and downstreamness," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101437.
• Asadi, Mehrad & Roudari, Soheil & Tiwari, Aviral Kumar & Roubaud, David, 2023, "Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2022.106482.
• Gong, Xue & Ye, Xin & Zhang, Weiguo & Zhang, Yue, 2023, "Predicting energy futures high-frequency volatility using technical indicators: The role of interaction," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106533.
• Nekhili, Ramzi & Bouri, Elie, 2023, "Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106596.
• Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2023, "Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106632.
• Enilov, Martin & Mishra, Tapas, 2023, "Gold and the herd of Cryptos: Saving oil in blurry times," Energy Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.eneco.2023.106690.
• Anand, B. & Paul, Sunil & Nair, Aswathi R., 2023, "Time-varying effects of oil price shocks on financial stress: Evidence from India," Energy Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.eneco.2023.106703.
• Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2023, "Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106771.
• Lucey, Brian & Ren, Boru, 2023, "Time-varying tail risk connectedness among sustainability-related products and fossil energy investments," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106812.
• Al-Fayoumi, Nedal & Bouri, Elie & Abuzayed, Bana, 2023, "Decomposed oil price shocks and GCC stock market sector returns and volatility," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106930.
• Saeed, Asif & Chaudhry, Sajid M. & Arif, Ahmed & Ahmed, Rizwan, 2023, "Spillover of energy commodities and inflation in G7 plus Chinese economies," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107029.
• Huszár, Zsuzsa R. & Kotró, Balázs B. & Tan, Ruth S.K., 2023, "Dynamic volatility transfer in the European oil and gas industry," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107052.
• Jawadi, Fredj & Cheffou, Abdoulkarim Idi & Bu, Ruijun, 2023, "Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107058.
• Duan, Kun & Zhao, Yanqi & Urquhart, Andrew & Huang, Yingying, 2023, "Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107079.
• Ali, Shoaib & Ijaz, Muhammad Shahzad & Yousaf, Imran & Li, Yanshuang, 2023, "Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107103.
• Abdullah, Mohammad & Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Tiwari, Aviral Kumar & Khan, Isma, 2023, "Tail risk contagion across electricity markets in crisis periods," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107100.
• Naqvi, Bushra & Mirza, Nawazish & Umar, Muhammad & Rizvi, Syed Kumail Abbas, 2023, "Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107110.
• Altunbaş, Yener & Khan, Atiqur & Thornton, John, 2023, "Do M&As impact firm carbon intensity?11The views expressed in this paper are those of the authors and should not be attributed to the institutions with which they are affiliated.," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107197.
• Philips, Abiodun S., 2023, "Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets," Energy, Elsevier, volume 263, issue PE, DOI: 10.1016/j.energy.2022.126057.
• Kuang, Wei, 2023, "The equity-oil hedge: A comparison between volatility and alternative risk frameworks," Energy, Elsevier, volume 271, issue C, DOI: 10.1016/j.energy.2023.127045.
• Andrikopoulos, Athanasios & Zheng, Min, 2023, "A dynamic analysis of the neglected firm effect," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102429.
• Kallinterakis, Vasileios & Karaa, Rabaa, 2023, "From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102443.
• Han, Yingwei & Li, Jie, 2023, "The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2022.102476.
• Li, Zhenxiong & Yao, Xingzhi & Izzeldin, Marwan, 2023, "On the right jump tail inferred from the VIX market," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102507.
• Wang, Gang-Jin & Wan, Li & Feng, Yusen & Xie, Chi & Uddin, Gazi Salah & Zhu, You, 2023, "Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102518.
• Shi, Lisi & Ho, Kung-Cheng & Liu, Ming-Yu, 2023, "Does societal trust make managers more trustworthy?," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102537.
• Hsin, Chin-Wen & Peng, Shu-Cing, 2023, "Investor propensity to speculate and price delay in emerging markets," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102557.
• Abakah, Emmanuel Joel Aikins & Nasreen, Samia & Tiwari, Aviral Kumar & Lee, Chien-Chiang, 2023, "U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102514.
• Hartmann, Jochen, 2023, "Impact of public demands on the performance of hedge fund activist engagements," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102563.
• Wadud, Sania & Gronwald, Marc & Durand, Robert B. & Lee, Seungho, 2023, "Co-movement between commodity and equity markets revisited—An application of the Thick Pen method," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102568.
• Izzeldin, Marwan & Muradoğlu, Yaz Gülnur & Pappas, Vasileios & Petropoulou, Athina & Sivaprasad, Sheeja, 2023, "The impact of the Russian-Ukrainian war on global financial markets," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102598.
• Agudelo, Diego A. & Múnera, Daimer J., 2023, "Who are the vectors of contagion? Evidence from emerging markets," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102599.
• Elsayed, Ahmed H. & Naifar, Nader & Uddin, Gazi Salah & Wang, Gang-Jin, 2023, "Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102602.
• Huang, Junbo & Tian, Huiting & Shen, Weibing, 2023, "Characteristics and mechanisms of the U.S. stock market spillover effects on the Chinese A-share market: Evidence from 6 A-share broad-based and 31 sector indices," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102644.
• He, Hongbo & Chen, Yiqing & Wan, Hong & Yao, Shujie, 2023, "Possibility versus feasibility: International portfolio diversification under financial liberalization," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102652.
• Liu, Chao & Wang, FeiFei & Xue, Wenjun, 2023, "The annual report tone and return Comovement—Evidence from China's stock market," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102610.
• Xue, Wenjun & He, Zhongzhi & Hu, Yu, 2023, "The destabilizing effect of mutual fund herding: Evidence from China," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102611.
• Bouazizi, Tarek & Galariotis, Emilios & Guesmi, Khaled & Makrychoriti, Panagiota, 2023, "Investigating the nature of interaction between crypto-currency and commodity markets," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102690.
• Mork, Knut Anton & Trønnes, Haakon Andreas, 2023, "Expected long-term rates of return when short-term returns are serially correlated," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102696.
• Feng, Huiqun & Zhang, Jun & Guo, Na, 2023, "Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102714.
• Gao, Jun & Gao, Xiang & Gu, Chen, 2023, "Forecasting European stock volatility: The role of the UK," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102728.
• Zhang, Zeyu & Ibikunle, Gbenga, 2023, "The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102737.
• Tang, Siyuan, 2023, "Price limit performance: New evidence from a quasi-natural experiment in China's ChiNext market," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102747.
• Goswami, Mangal & Pontines, Victor & Mohammed, Yassier, 2023, "Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102754.
• Zhou, Ying & Shen, Long & Ballester, Laura, 2023, "A two-stage credit scoring model based on random forest: Evidence from Chinese small firms," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102755.
• Eun, Cheol & Lee, Kyuseok & Wei, Fengrong, 2023, "Dual role of the country factors in international asset pricing: The local factors and proxies for the global factors," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102760.
• Gric, Zuzana & Bajzík, Josef & Badura, Ondřej, 2023, "Does sentiment affect stock returns? A meta-analysis across survey-based measures," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102773.
• Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2023, "International high-frequency arbitrage for cross-listed stocks," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102777.
• Deng, Qi & Dai, Lunge & Yang, Zixin & Zhou, Zhong-Guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2023, "The impacts of regulation regime changes on ChiNext IPOs: Effects of 2013 and 2020 reforms on initial return, fair value and overreaction," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102794.
• Chowdhury, Md Shahedur R. & Khraiche, Maroula & Boudreau, James W., 2023, "Corruption and stock market development: Developing vs. developed economies," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102795.
• Zhang, Qiyu & Ding, Rong & Chen, Ding & Zhang, Xiaoxiang, 2023, "The effects of mandatory ESG disclosure on price discovery efficiency around the world," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102811.
• Shrestha, Keshab & Naysary, Babak & Philip, Sheena Sara Suresh, 2023, "Price discovery in carbon exchange traded fund markets," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102814.
• Becchetti, Leonardo & Cucinelli, Doriana & Ielasi, Federica & Rossolini, Monica, 2023, "Corporate social irresponsibility: The relationship between ESG misconduct and the cost of equity," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102833.
• Zhang, Liguang & Li, Zhuohao & Liao, Yunxiang & Wang, Yunchen & Hu, Ning, 2023, "Foreign investment and information quality – A quasi-experiment from China," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102796.
• Alkhawaja, Abdallah & Hu, Fang & Johl, Shireenjit & Nadarajah, Sivathaasan, 2023, "Board gender diversity, quotas, and ESG disclosure: Global evidence," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102823.
• He, Qing & Wang, Wenqing & Yu, Jishuang, 2023, "Exchange rate co-movements and corporate foreign exchange exposures: A study on RMB," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102831.
• Borer, Daniel & Perera, Devmali & Fauzi, Fitriya & Chau, Trinh Nguyen, 2023, "Identifying systemic risk of assets during international financial crises using Value at Risk elasticities," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102832.
• Migliavacca, Milena & Goodell, John W. & Paltrinieri, Andrea, 2023, "A bibliometric review of portfolio diversification literature," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102836.
• Aram, Mohsen & Nejadmalayeri, Ali, 2023, "National culture, lines of credit, and firm liquidity," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102845.
• Apergis, Nicholas & Lau, Chi Keung & Xu, Bing, 2023, "The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102847.
• Starkey, Christopher Michael & Tsafack, Georges, 2023, "Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102863.
• Huang, Wei-Qiang & Liu, Peipei, 2023, "Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102875.
• Xu, Ke & Chen, Yu-Lun & Yang, J. Jimmy, 2023, "Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102896.
• Qin, Weiping & Cho, Sungjun & Hyde, Stuart, 2023, "Time-varying bond market integration and the impact of financial crises," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102909.
• Nguyen, Phuc Lam Thy & Alsakka, Rasha & Mantovan, Noemi, 2023, "Political preferences and stock markets," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102910.
• Long, Shaobo & Li, Zixuan, 2023, "Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102945.
• Kristoufek, Ladislav & Bouri, Elie, 2023, "Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103332.
• Kristoufek, Ladislav, 2023, "Will Bitcoin ever become less volatile?," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103353.
• Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "US monetary policy and BRICS stock market bubbles," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103435.
• Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2023, "The relationship between global risk aversion and returns from safe-haven assets," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103444.
• Anselmi, Giulio & Petrella, Giovanni, 2023, "Non-fungible token artworks: More crypto than art?," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103473.
• Li, Xingyi & Gan, Kai & Zhou, Qi, 2023, "Dynamic volatility connectedness among cryptocurrencies and China's financial assets in standard times and during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103476.
• Li, Yunhe & Zhang, Zhaolong, 2023, "Corporate climate risk exposure and capital structure: Evidence from Chinese listed companies," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103488.
• Qiao, Xingzhi & Zhu, Huiming & Tang, Yiding & Peng, Cheng, 2023, "Time-frequency extreme risk spillover network of cryptocurrency coins, DeFi tokens and NFTs," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103489.
• Yousaf, Imran & Riaz, Yasir & Goodell, John W., 2023, "Energy cryptocurrencies: Assessing connectedness with other asset classes," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103389.
• Golden, Brian & Maqui, Eduardo, 2023, "How ‘special’ are international banks sponsoring Irish-resident SPEs?," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103449.
• Hammer, Benjamin & Mettner, Sven & Schweizer, Denis & Wünsche, Norbert, 2023, "Management buyouts in times of economic policy uncertainty," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103499.
• Kuo, Wei-Yu & Zhao, Jing, 2023, "Pre-holiday limit order cancellation of individual and institutional investors," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103518.
• Jana, Rabin K. & Ghosh, Indranil, 2023, "Time-varying relationship between geopolitical uncertainty and agricultural investment," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103521.
• Sepúlveda Velásquez, Jorge & Tapia Griñen, Pablo & Pastén Henríquez, Boris, 2023, "Mandatory dividends and economic policy uncertainty: A challenge for investment opportunities," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103523.
• Biswas, Rita & Li, Xiao & Piccotti, Louis R., 2023, "Do macroeconomic variables drive exchange rates independently?," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103524.
• Rašiová, Barbara & Árendáš, Peter, 2023, "Copula approach to market volatility and technology stocks dependence," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103553.
• Pan, Zhiyuan & Huang, Xiao & Liu, Li & Huang, Juan, 2023, "Geopolitical uncertainty and crude oil volatility: Evidence from oil-importing and oil-exporting countries," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103565.
• Jelic, Ranko & Zeng, Yiming & Karouzakis, Nikolaos, 2023, "Foreign-law premium for European high-yield corporate bonds," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103584.
• Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2023, "The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103400.
• Yousaf, Imran & Abrar, Afsheen & Goodell, John W., 2023, "Connectedness between travel & tourism tokens, tourism equity, and other assets," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103595.
• Chiang, Thomas C., 2023, "Real stock market returns and inflation: Evidence from uncertainty hypotheses," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103606.
• Tian, Shu & Zhao, Bo & Olivares, Resi Ong, 2023, "Cybersecurity risks and central banks’ sentiment on central bank digital currency: Evidence from global cyberattacks," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103609.
• Gadzinski, Gregory & Castello, Alessio & Mazzorana, Florie, 2023, "Stablecoins: Does design affect stability?," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103611.
• Chrétien, Stéphane & Fu, Hsuan, 2023, "Presidential cycles in international equity flows and returns," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103616.
• Zhang, Yaojie & He, Jiaxin & He, Mengxi & Li, Shaofang, 2023, "Geopolitical risk and stock market volatility: A global perspective," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103620.
• García, Javier Sánchez & Rambaud, Salvador Cruz, 2023, "Macrofinancial determinants of volatility transmission in a network of European sovereign debt markets," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103635.
• Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Teplova, Tamara, 2023, "The impact of the US yield curve on sub-Saharan African equities," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103636.
• Mirza, Nawazish & Umar, Muhammad & Mangafic, Jasmina, 2023, "Covid-19 vaccines and investment performance: Evidence from equity funds in European Union," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103650.
• Wang, Wenhao & Lin, Zhitao & Hu, Bing, 2023, "Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103679.
• Ugolini, Andrea & Reboredo, Juan C. & Mensi, Walid, 2023, "Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103692.
• Huang, Chih-Yueh & Dekker, David & Christopoulos, Dimitrios, 2023, "Rethinking greenium: A quadratic function of yield spread," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103710.
• Guettler, Andre & Hable, Patrick & Launhardt, Patrick & Miebs, Felix, 2023, "Aggregate insider trading in the S&P 500 and the predictability of international equity premia," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103725.
• Chowdhury, Kushal Banik & Garg, Bhavesh, 2023, "Fresh evidence on the oil-stock interactions under heterogeneous market conditions," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103726.
• Yousaf, Imran & Goodell, John W., 2023, "Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103765.
• Shrestha, Keshab & Naysary, Babak & Philip, Sheena Sara Suresh, 2023, "Fintech market efficiency: A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103775.
• Gabauer, David & Chatziantoniou, Ioannis & Stenfors, Alexis, 2023, "Model-free connectedness measures," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103804.
• Mbengue, Mohamed Lamine & Ndiaye, Bara & Sy, Oumar, 2023, "Which factors explain African stock returns?," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103805.
• Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Patel, Ritesh, 2023, "The importance of ABS 2 journals in finance scholarship: Evidence from a bibliometric case study," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103828.
• Ryu, Doojin & Ryu, Doowon & Yang, Heejin, 2023, "Whose sentiment explains implied volatility change and smile?," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103838.
• Bouri, Elie & Nekhili, Ramzi & Kinateder, Harald & Choudhury, Tonmoy, 2023, "Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103845.
• Pontines, Victor & Rummel, Ole, 2023, "LIBOR meets machine learning: A Lasso regression approach to detecting data irregularities," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103852.
• Xia, Yufei & Shi, Zhengxu & Du, Xiaoying & Niu, Mengyi & Cai, Rongjiang, 2023, "Can green assets hedge against economic policy uncertainty? Evidence from China with portfolio implications," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103874.
• Mamman, Suleiman O. & Wang, Zhanqin & Iliyasu, Jamilu, 2023, "Commonality in BRICS stock markets’ reaction to global economic policy uncertainty: Evidence from a panel GARCH model with cross sectional dependence," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103877.
• Gong, Yuting & Li, Xiao & Xue, Wenjun, 2023, "The impact of EPU spillovers on the bond market volatility: Global evidence," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103931.
• Yousaf, Imran & Goodell, John W., 2023, "Responses of US equity market sectors to the Silicon Valley Bank implosion," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103934.
• Yousaf, Imran & Riaz, Yasir & Goodell, John W., 2023, "The impact of the SVB collapse on global financial markets: Substantial but narrow," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103948.
• Yadav, Miklesh Prasad & Rao, Amar & Abedin, Mohammad Zoynul & Tabassum, Sabia & Lucey, Brian, 2023, "The domino effect: Analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103952.
• Nguyen, Thu Ha & Lan, Yihui & Treepongkaruna, Sirimon & Zhong, Rui, 2023, "Credit rating downgrades and stock price crash risk: International evidence," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103989.
• Korkusuz, Burak & Kambouroudis, Dimos & McMillan, David G., 2023, "Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103992.
• Bouri, Elie & Nekhili, Ramzi & Todorova, Neda, 2023, "Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103996.
• Okoroafor, Ugochi C. & Leirvik, Thomas, 2023, "Time-varying market efficiency of safe-haven assets," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104024.
• Lin, Weinan & Ouyang, Ruolan & Zhang, Xuan & Zhuang, Chengkai, 2023, "Network analysis of international financial markets contagion based on volatility indexes," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104039.
• Stephens, John & Mehdian, Seyed & Gherghina, Ștefan Cristian & Stoica, Ovidiu, 2023, "The reaction of the financial market to the January 6 United States Capitol attack: An intraday study," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104048.
• Angelidis, Timotheos & Sakkas, Athanasios & Spiliotopoulos, George, 2023, "Climate uncertainty and marginal climate capital needs," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104060.
• Akhtaruzzaman, Md & Boubaker, Sabri & Goodell, John W., 2023, "Did the collapse of Silicon Valley Bank catalyze financial contagion?," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104082.
• Wang, Cindy S.H. & Fan, Rui & Xie, Yiqiang, 2023, "Market systemic risk, predictability and macroeconomics news," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104102.
• Azmi, Wajahat & Anwer, Zaheer & Azmi, Shujaat Naeem & Nobanee, Haitham, 2023, "How did major global asset classes respond to Silicon Valley Bank failure?," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104123.
• Kumar, Anoop S & Padakandla, Steven Raj, 2023, "Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104131.
• Zhang, Xiaoqing, 2023, "The value of online investor relations under COVID-19: Evidence from investor interactive platforms in China," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104146.
• Yen, Kuang-Chieh & Nie, Wei-Ying & Chang, Hsuan-Ling & Chang, Li-Han, 2023, "Cryptocurrency return dependency and economic policy uncertainty," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104182.
• Yu, Zhen & Liu, Wei & Yang, Fuyu, 2023, "A central bankers’ sentiment index of global financial cycle," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104161.
• Balli, Faruk & Balli, Hatice Ozer & Dang, Tam Hoang Nhat & Gabauer, David, 2023, "Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104168.
• Hafner, Christian M. & Herwartz, Helmut, 2023, "Correlation impulse response functions," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104176.
• Chang, Hsuan-Ling & Nie, Wei-Ying & Chang, Li-Han & Cheng, Hung-Wen & Yen, Kuang-Chieh, 2023, "Cryptocurrency Momentum and VIX premium," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104196.
• Kamal, Md Rajib & Wahlstrøm, Ranik Raaen, 2023, "Cryptocurrencies and the threat versus the act event of geopolitical risk," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104224.
• Yang, Ming-Yuan & Wang, Chengjin & Wu, Zhen-Guo & Wu, Xin & Zheng, Chengsi, 2023, "Influential risk spreaders and their contribution to the systemic risk in the cryptocurrency network," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104225.
• Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2023, "An explained extreme gradient boosting approach for identifying the time-varying determinants of sovereign risk," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104273.
• Yousaf, Imran & Riaz, Yasir & Goodell, John W., 2023, "Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104276.
• Zhang, Lu & Hsieh, Pei-lin & Chen, Haiqiang, 2023, "COVID-19 and commodity pricing premium: Evidence from the Chinese market," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.103899.
• Boroumand, Raphaël Homayoun & Porcher, Thomas, 2023, "Volatility contagion and connectedness between WTI and commodity markets," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.103959.
• Trancoso, Tiago & Gomes, Sofia, 2023, "Beyond the dollar: A global perspective on exchange rate dynamics via currency factors," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104261.
• Granát, Marcell P. & Lehmann, Kristóf & Nagy, Olivér & Neszveda, Gábor, 2023, "Expect the unexpected: Did the equity markets anticipate the Russo-Ukrainian war?," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104301.
• Goodell, John W. & Yadav, Miklesh Prasad & Ruan, Junhu & Abedin, Mohammad Zoynul & Malhotra, Nidhi, 2023, "Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104323.
• Joaqui-Barandica, Orlando & Oviedo-Gómez, Andres & Manotas-Duque, Diego F., 2023, "Directional predictability between interest rates and the Stoxx 600 Banks index: A quantile approach," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104328.
• Zhao, Junming & Zhang, Tianding, 2023, "Exploring the time-varying dependence between Bitcoin and the global stock market: Evidence from a TVP-VAR approach," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104342.
• Cai, Yi & Tang, Zhenpeng & Chen, Kaijie & Liu, Dinggao, 2023, "Quantifying the international stock market risk spillover: An analysis based on G-expectation upper variances," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104346.
• Yang, Zheng & You, Yu, 2023, "The impacts of macroprudential regulations on extreme episodes in bank flows: Whose policy helps and whose policy harms?," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104443.
• Poddar, Abhishek & Misra, Arun Kumar & Mishra, Ajay Kumar, 2023, "Return connectedness and volatility dynamics of the cryptocurrency network," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104334.
• Kovvuri, Veera Raghava Reddy & Fu, Hsuan & Fan, Xiuyi & Seisenberger, Monika, 2023, "Fund performance evaluation with explainable artificial intelligence," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104419.
• Pan, Qunxing & Sun, Yujia, 2023, "Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104442.
• Nekhili, Ramzi & Foglia, Matteo & Bouri, Elie, 2023, "European bank credit risk transmission during the credit Suisse collapse," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104452.
• Luo, Tao & Zhang, Lixia & Sun, Huaping & Bai, Jiancheng, 2023, "Enhancing exchange rate volatility prediction accuracy: Assessing the influence of different indices on the USD/CNY exchange rate," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104483.
• Patel, Ritesh & Goodell, John W. & Chishti, Muhammad Zubair, 2023, "Assessing connectedness of transportation cryptocurrencies and transportation stocks: Evidence from wavelet quantile correlation," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104504.
• Ghorbali, Bassem & Kaabia, Olfa & Naoui, Kamel & Urom, Christian & Slimane, Ikrame Ben, 2023, "Wheat as a hedge and safe haven for equity investors during the Russia–Ukraine war," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104534.
• Ryu, Doojin & Ryu, Doowon & Yang, Heejin, 2023, "Investor sentiment and futures market mispricing," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104559.
• Gunay, Samet & Altınkeski, Buket Kırcı & Ismail Çevik, Emrah & Goodell, John W., 2023, "Quantifying systemic risk in the cryptocurrency market: A sectoral analysis," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104586.
• Alonso-Robisco, Andres & Carbó, José Manuel, 2023, "Analysis of CBDC narrative by central banks using large language models," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104643.
• Oxley, Les & Hu, Yang & Corbet, Shaen & Goodell, John W., 2023, "Role of precious metals in global risk dynamics: Exploring their impact from a connectedness approach," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104527.
• Rubio, Gonzalo & Serrano, Pedro & Vaello-Sebastià, Antoni, 2023, "The international integration of the term structure of expected market risk premia," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104678.
• Katti, Supriya & Lawrence, Edward R. & Raithatha, Mehul, 2023, "Risk disclosure in IPO advertisement and the quality of the firm," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100789.
• Davis, Ryan & Griffith, Todd & Van Ness, Bonnie & Van Ness, Robert, 2023, "Modern OTC market structure and liquidity: The tale of three tiers," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100815.
• Lattanzio, Gabriele & Megginson, William L. & Sanati, Ali, 2023, "Dissecting the listing gap: Mergers, private equity, or regulation?," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100836.
• Gatchev, Vladimir A. & Seth, Rama & Singh, Ajai & Vishwanatha, S.R., 2023, "Price bands and their effects on equity markets: Evidence from a natural experiment," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100840.
• van Kervel, Vincent & Kwan, Amy & Westerholm, P. Joakim, 2023, "Order splitting and interacting with a counterparty," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100850.
• Boubakri, Narjess & Cao, Zhongyu & El Ghoul, Sadok & Guedhami, Omrane & Li, Xinming, 2023, "National culture and bank liquidity creation," Journal of Financial Stability, Elsevier, volume 64, issue C, DOI: 10.1016/j.jfs.2022.101086.
• Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Shin, Yongcheol, 2023, "What is mine is yours: Sovereign risk transmission during the European debt crisis," Journal of Financial Stability, Elsevier, volume 65, issue C, DOI: 10.1016/j.jfs.2023.101103.
• Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan & Vo, Xuan Vinh, 2023, "Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?," Journal of Financial Stability, Elsevier, volume 65, issue C, DOI: 10.1016/j.jfs.2023.101118.
• Curcio, Domenico & Gianfrancesco, Igor & Vioto, Davide, 2023, "Climate change and financial systemic risk: Evidence from US banks and insurers," Journal of Financial Stability, Elsevier, volume 66, issue C, DOI: 10.1016/j.jfs.2023.101132.
• Soederhuizen, Beau & van Heuvelen, Gerrit Hugo & Luginbuhl, Rob & Stiphout-Kramer, Bert van, 2023, "Optimal capital ratios for banks in the euro area," Journal of Financial Stability, Elsevier, volume 69, issue C, DOI: 10.1016/j.jfs.2023.101164.
• Kharroubi, Enisse, 2023, "Global lending conditions and international coordination of financial regulation policies," Journal of Financial Stability, Elsevier, volume 69, issue C, DOI: 10.1016/j.jfs.2023.101184.
• Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Adekoya, Oluwasegun B. & Hammoudeh, Shawkat, 2023, "What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100794.
• Chazi, Abdelaziz & Samet, Anis & Azad, A.S.M. Sohel, 2023, "Volatility and correlation of Islamic and conventional indices during crises," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100800.
• Ni, Yinan & Sun, Yanfei, 2023, "Environmental, social, and governance premium in Chinese stock markets," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2023.100811.
• Feng, Qianqian & Wang, Yijing & Sun, Xiaolei & Li, Jianping & Guo, Kun & Chen, Jianming, 2023, "What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100773.
• Liu, Chang & Sun, Xiaolei & Li, Jianping, 2023, "Time-frequency comovements between sovereign CDS and exchange rates: The role of sentiments," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100775.
• Kohls, Tobias & Mager, Ferdinand, 2023, "Profitability and low-risk anomalies reexamined," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100776.
• Bassiouny, Aliaa & Kiryakos, Mariam & Tooma, Eskandar, 2023, "Examining the adaptive market hypothesis with calendar effects: International evidence and the impact of COVID-19," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100777.
• Miwa, Kotaro, 2023, "Informational role of analyst and investor days," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2023.100812.
• Hoang, Khanh & Nguyen, Cuong & Nguyen, Harvey & Vo, Lai Van, 2023, "Disaster response: The COVID-19 pandemic and insider trading around the world," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2023.100814.
• Ye, Zhengke & Jiang, Danling & Luo, Yunfeng, 2023, "Factor beta, overnight and intraday expected returns in China," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2023.100827.
• Ostad, Parastoo & Mella, Javier, 2023, "The value relevance of corporate tax expenses in the presence of partisanship: International evidence," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100832.
• Wang, Ruolin & Basu, Anup & Clements, Adam, 2023, "Are credit default swaps still a sideshow? How information flow between equity and CDS markets has changed since the financial crisis," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100849.