Research classified by Journal of Economic Literature (JEL) codes

2023

• Kevin Rink, 2023, "The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 4, pages 403-456, December, DOI: 10.1007/s11408-023-00433-2.
• Mitali Das, 2023, "International Inflation Spillovers from a Flight to Safe Assets," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 29, issue 1, pages 95-97, May, DOI: 10.1007/s11294-023-09866-x.
• R. Balasubramanian & Brajesh Kumar, 2023, "Equity Home Bias in Emerging and Advanced Economies: Trend Before and During COVID-19," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 29, issue 4, pages 261-275, November, DOI: 10.1007/s11294-023-09879-6.
• Junyong Lee & Kyounghun Lee & Frederick Dongchuhl Oh, 2023, "Religion and Equity Home Bias," Open Economies Review, Springer, volume 34, issue 5, pages 1015-1038, November, DOI: 10.1007/s11079-022-09709-y.
• Theodoros Bratis & Nikiforos T. Laopodis & Georgios P. Kouretas, 2023, "CDS and equity markets’ volatility linkages: lessons from the EMU crisis," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 3, pages 1259-1281, April, DOI: 10.1007/s11156-023-01126-7.
• Frank J. Fabozzi & Francesco A. Fabozzi & Diana Tunaru, 2023, "A comparison of multi-factor term structure models for interbank rates," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 323-356, July, DOI: 10.1007/s11156-023-01147-2.
• Kumari Juddoo & Issam Malki & Sudha Mathew & Sheeja Sivaprasad, 2023, "An impact investment strategy," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 177-211, July, DOI: 10.1007/s11156-023-01149-0.
• Audrey Hsu & Sophia Liu, 2023, "The effect of book-tax conformity on the information environment: from the analyst perspective," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 2, pages 535-565, August, DOI: 10.1007/s11156-023-01160-5.
• Adnan Abo Al Haija & Rahma Lahyani, 2023, "Dynamic interactions of actual stock returns with forecasted stock returns and investors’ risk aversion: empirical evidence interplaying the impact of Covid-19 pandemic," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 1129-1149, October, DOI: 10.1007/s11156-023-01181-0.
• Dorota Jegorow & Lech Gruszecki & Grzegorz Jegorow, 2023, "Non-fungible tokens as an area of entrepreneurial activity: Global perspective and potential directions of change," International Entrepreneurship Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 9, issue 2, pages 61-73.
• Al-Haschimi, Alexander & Apostolou, Apostolos & Azqueta-Gavaldon, Andres & Ricci, Martino, 2023, "Using machine learning to measure financial risk in China," Working Paper Series, European Central Bank, number 2767, Jan.
• Ghio, Maddalena & Rousová, Linda & Salakhova, Dilyara & Bauer, Germán Villegas, 2023, "Derivative margin calls: a new driver of MMF flows," Working Paper Series, European Central Bank, number 2800, Mar.
• Lodge, David & Manu, Ana-Simona & Van Robays, Ine, 2023, "China’s footprint in global financial markets," Working Paper Series, European Central Bank, number 2861, Nov.
• Martín Fuentes, Natalia & Born, Alexandra & Bremus, Franziska & Kastelein, Wieger & Lambert, Claudia, 2023, "A deep dive into the capital channel of risk sharing in the euro area," Working Paper Series, European Central Bank, number 2864, Nov.
• Di Casola, Paola & Habib, Maurizio Michael & Tercero-Lucas, David, 2023, "Global and local drivers of Bitcoin trading vis-à-vis fiat currencies," Working Paper Series, European Central Bank, number 2868, Nov.
• Giannetti, Mariassunta & Jasova, Martina & Loumioti, Maria & Mendicino, Caterina, 2023, "“Glossy green” banks: the disconnect between environmental disclosures and lending activities," Working Paper Series, European Central Bank, number 2882, Dec.
• de Vette, Nander & Klaus, Benjamin & Kördel, Simon & Sowiński, Andrzej, 2023, "Gauging the interplay between market liquidity and funding liquidity," Financial Stability Review, European Central Bank, volume 1.
• Birru, Justin & Wynter, Matthew, 2023, "The Role of Domestic and Foreign Sentiment for Cross-Border Portfolio Flows," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-16, May.
• Stulz, Rene M. & Doidge, Craig & Karolyi, George Andrew, 2023, "The US Equity Valuation Premium, Globalization, and Climate Change Risks," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-21, Sep.
• Coppola, Antonio & Krishnamurthy, Arvind & Xu, Chenzi, 2023, "Liquidity, Debt Denomination, and Currency Dominance," Research Papers, Stanford University, Graduate School of Business, number 4075, Feb.
• Hani Nuri Rohuma & Pradeep Brijlal, 2023, "Calendar Month Effect in Bursa Malaysia: A Comparison between Shariah-Compliant Portfolio and Non-Shariah- Compliant Portfolio," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 2, pages 12-17, March.
• Hani Rohuma, 2023, "Value Stocks versus Growth Stocks: An Examination of Bursa Malaysia," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 4, pages 143-151, July.
• Collin Chikwira, 2023, "The Foreign Exchange Auction System’s Effect on SME Stability and Performance," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 5, pages 96-108, September.
• Somaiyah Alalmai, 2023, "Derivatives Market: A Survey," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 6, pages 101-106, November.
• Awaz Mohamed Saleem & Hazheen Mardan Mustafa & Zeravan Abdulmuhsen Asaad & Amjad Saber Al-Delawi, 2023, "Regional Stock Market Efficiency at Weak Form after the Covid-19 Vaccination Approval," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 6, pages 63-70, November.
• Clement Moyo & Izunna Anyikwa & Andrew Phiri, 2023, "The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 118-127, January.
• Jesus Cuauhtemoc Tellez Gaytan & Aqila Rafiuddin & Gyanendra Singh Sisodia & Gouher Ahmed & CH Paramaiah, 2023, "Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 529-543, January.
• Thobekile Qabhobho, 2023, "Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 231-239, March.
• Thobekile Qabhobho & Anokye M. Adam & Anthony Adu-Asare Idun & Emmanuel Asafo-Adjei & Ebenezer Boateng, 2023, "Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 272-283, March.
• Rahul Verma & Rajesh Mohnot, 2023, "Relative Impact of the U.S. Energy Market Sentiments on Stocks and ESG Index Returns: Evidence from GCC Countries," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 290-300, March.
• Shafa Guliyeva, 2023, "Analysis of the effect of Energy Prices on Stock Indexes During the Epidemic Crisis," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 526-536, March.
• Imangulu Muradzada & Nurkhodza Akbulev, 2023, "Empirical Analysis of the Relationship between Basic Energy Sources and the Tourism Sector Index," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 513-521, July.
• Mehdi Abid, 2023, "How Does Renewable Energy Consumption Affect Environmental Quality in Saudi Arabia? Evidence from Quantile Regressions," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 574-578, July.
• Nurkhodzha Akbulaev & Imangulu Muradzada & Ziyadhan Hasanov, 2023, "Relationship between Oil Prices and Russia Exchange Indices: Analysis of Frequency Causality," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 607-615, September.
• V. Anandhabalaji & Manivannan Babu & J. Gayathri & J. Sathya & G. Indhumathi & R. Brintha & Justin Nelson Michael, 2023, "Examining the Volatility of Conventional Cryptocurrencies and Sustainable Cryptocurrency during Covid-19: Based on Energy Consumption," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 344-352, November.
• Thobekile Qabhobho & Anokye M. Adam & Emmanuel Asafo-Adjei, 2023, "Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 666-678, November.
• Ascione, Giacomo & Mehrdoust, Farshid & Orlando, Giuseppe & Samimi, Oldouz, 2023, "Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework," Applied Mathematics and Computation, Elsevier, volume 446, issue C, DOI: 10.1016/j.amc.2023.127851.
• Almeida, José & Gonçalves, Tiago Cruz, 2023, "A systematic literature review of investor behavior in the cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2022.100785.
• Kumari, Vineeta & Kumar, Gaurav & Pandey, Dharen Kumar, 2023, "Are the European Union stock markets vulnerable to the Russia–Ukraine war?," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2023.100793.
• Nguyen, Huu Manh & Bakry, Walid & Vuong, Thi Huong Giang, 2023, "COVID-19 pandemic and herd behavior: Evidence from a frontier market," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100807.
• Filip, Angela Maria & Pochea, Maria Miruna, 2023, "Intentional and spurious herding behavior: A sentiment driven analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100810.
• Todea, Alexandru & Todea, Anita, 2023, "Genetic distance and stock market integration," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100827.
• Hollstein, Fabian & Sejdiu, Vulnet, 2023, "Probability distortions, collectivism, and international stock prices," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100836.
• Ibikunle, Gbenga & Rzayev, Khaladdin, 2023, "Volatility and dark trading: Evidence from the Covid-19 pandemic," The British Accounting Review, Elsevier, volume 55, issue 4, DOI: 10.1016/j.bar.2022.101171.
• Guedes, Sebastião S. & Pinto, João M., 2023, "Pricing of project finance bonds: A comparative analysis of primary market spreads," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102429.
• Liu, Junhao & Hope, Ole-Kristian & Hu, Danqi, 2023, "Earnings announcements in China: Overnight-intraday disparity," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102471.
• Jia, Zhehao & Li, Donghui & Shi, Yukun & Xing, Lu, 2023, "Firm-level media news, bank loans, and the role of institutional environments," Journal of Corporate Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jcorpfin.2023.102491.
• Ge, Shuyi, 2023, "A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104565.
• Chiah, Mardy & Long, Huaigang & Zaremba, Adam & Umar, Zaghum, 2023, "Trade competitiveness and the aggregate returns in global stock markets," Journal of Economic Dynamics and Control, Elsevier, volume 148, issue C, DOI: 10.1016/j.jedc.2023.104618.
• Alamgir, Farzana & Cotoc, Johnny & Johri, Alok, 2023, "The bribe rate and long run differences in sovereign borrowing costs," Journal of Economic Dynamics and Control, Elsevier, volume 151, issue C, DOI: 10.1016/j.jedc.2023.104662.
• Cakici, Nusret & Fieberg, Christian & Metko, Daniel & Zaremba, Adam, 2023, "Machine learning goes global: Cross-sectional return predictability in international stock markets," Journal of Economic Dynamics and Control, Elsevier, volume 155, issue C, DOI: 10.1016/j.jedc.2023.104725.
• Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2023, "Short-run and long-run effects of ESG policies on value creation and the cost of equity of firms," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 599-616, DOI: 10.1016/j.eap.2022.12.017.
• Arfaoui, Nadia & Yousaf, Imran & Jareño, Francisco, 2023, "Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 617-634, DOI: 10.1016/j.eap.2022.12.023.
• Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 133-155, DOI: 10.1016/j.eap.2023.02.006.
• Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Martín, Asís Pardo, 2023, "US biofuel market persistence and mean reversion properties," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 648-660, DOI: 10.1016/j.eap.2023.04.008.
• Hoover, Gary A. & Smimou, K., 2023, "Socially conscious investment funds and home country institutions," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 395-417, DOI: 10.1016/j.eap.2023.06.008.
• Chang, Hao-Wen & Lin, Chinho, 2023, "Currency portfolio behavior in seven major Asian markets," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 540-559, DOI: 10.1016/j.eap.2023.06.027.
• Bazán-Palomino, Walter, 2023, "The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 1080-1095, DOI: 10.1016/j.eap.2023.10.001.
• Arampatzidis, Ioannis & Panagiotidis, Theodore, 2023, "On the identification of the oil-stock market relationship," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106157.
• Mo, Wan-Shin & Yang, J. Jimmy & Chen, Yu-Lun, 2023, "Exchange rate spillover, carry trades, and the COVID-19 pandemic," Economic Modelling, Elsevier, volume 121, issue C, DOI: 10.1016/j.econmod.2023.106222.
• Caporale, Guglielmo Maria & Spagnolo, Nicola & Almajali, Awon, 2023, "Connectedness between fossil and renewable energy stock indices: The impact of the COP policies," Economic Modelling, Elsevier, volume 123, issue C, DOI: 10.1016/j.econmod.2023.106273.
• Adediran, Idris A. & Swaray, Raymond, 2023, "Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty," Economic Modelling, Elsevier, volume 123, issue C, DOI: 10.1016/j.econmod.2023.106279.
• Czapkiewicz, Anna & Wójtowicz, Tomasz & Zaremba, Adam, 2023, "Idiosyncratic risk and cross-section of stock returns in emerging European markets," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106322.
• Jian, Zhihong & Lu, Haisong & Zhu, Zhican & Xu, Huiling, 2023, "Frequency heterogeneity of tail connectedness: Evidence from global stock markets," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106354.
• Ozgur, Gokcer, 2023, "The cross-border interconnectedness of shadow banking," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106386.
• Kumar Kulbhaskar, Anamika & Subramaniam, Sowmya, 2023, "Breaking news headlines: Impact on trading activity in the cryptocurrency market," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106397.
• Boonman, Tjeerd M., 2023, "Portfolio capital flows before and after the Global Financial Crisis," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106440.
• Fang, Yi & Wang, Qi & Wang, Fan & Zhao, Yang, 2023, "Bank fintech, liquidity creation, and risk-taking: Evidence from China," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106445.
• Candelon, Bertrand & Moura, Rubens, 2023, "Sovereign yield curves and the COVID-19 in emerging markets," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106453.
• Benedictow, Andreas & Hammersland, Roger, 2023, "Transition risk of a petroleum currency," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106496.
• Socaciu, Erzsébet-Mirjám & Nagy, Bálint-Zsolt & Benedek, Botond, 2023, "No place like home: Home bias and flight-to-quality in Group of Seven countries," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106549.
• Yousaf, Imran & Plakandaras, Vasilios & Bouri, Elie & Gupta, Rangan, 2023, "Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101844.
• Garg, Jyoti & Karmakar, Madhusudan & Paul, Samit, 2023, "A study on equity home bias using vine copula approach," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101860.
• Zhou, Dong-hai & Liu, Xiao-xing & Tang, Chun & Yang, Guang-yi, 2023, "Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101870.
• Wang, Jie & Liu, Tangyong & Pan, Na, 2023, "Analyzing quantile spillover effects among international financial markets," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2023.101881.
• Li, Boyan & Diao, Xundi, 2023, "Structural break in different stock index markets in China," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101882.
• Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Hsu, Yuan-Teng, 2023, "Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101892.
• Lago-Balsalobre, Rubén & Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2023, "Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion," The North American Journal of Economics and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.najef.2023.101909.
• Yao, Can-Zhong & Li, Min-Jian, 2023, "GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets," The North American Journal of Economics and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.najef.2023.101910.
• Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel & Schweizer, Denis, 2023, "Interactions between investors’ fear and greed sentiment and Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101924.
• Montes, Gabriel Caldas & Maia, João Pedro Neves, 2023, "Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101933.
• Wang, Xiangning & Huang, Qian & Zhang, Shuguang, 2023, "Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101939.
• Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023, "The effect of interconnectivity on stock returns during the Global Financial Crisis," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101940.
• He, Zhifang & Sun, Hao & Chen, Jiaqi & Yang, Xin & Yin, Zhujia, 2023, "Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101941.
• Huang, Zishan & Zhu, Huiming & Hau, Liya & Deng, Xi, 2023, "Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101945.
• Wu, Xinyu & Yin, Xuebao & Umar, Zaghum & Iqbal, Najaf, 2023, "Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101948.
• Pringpong, Sasin & Maneenop, Sakkakom & Jaroenjitrkam, Anutchanat, 2023, "Geopolitical risk and firm value: Evidence from emerging markets," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101951.
• Nekhili, Ramzi & Sultan, Jahangir & Bouri, Elie, 2023, "Liquidity spillovers between cryptocurrency and foreign exchange markets," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101969.
• Ouyang, Zisheng & Zhou, Xuewei & Lai, Yongzeng, 2023, "Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101973.
• Wang, Yide & Chen, Zan & Ji, Xiaodong, 2023, "Cross-market information transmission and stock market volatility prediction," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101977.
• Kumar, Sanjeev & Patel, Ritesh & Iqbal, Najaf & Gubareva, Mariya, 2023, "Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101983.
• Chiang, Thomas C. & Chen, Pei-Ying, 2023, "Inflation risk and stock returns: Evidence from US aggregate and sectoral markets," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101986.
• Zhang, Yi & Zhou, Long & Li, Yuxue & Liu, Fang, 2023, "Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101998.
• Hafner, Christian M. & Herwartz, Helmut, 2023, "Asymmetric volatility impulse response functions," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110968.
• Boungou, Whelsy & Urom, Christian, 2023, "Climate change-related risks and bank stock returns," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.111011.
• Lu, Dong & Mu, Yuhao, 2023, "A parsimonious model of trade, finance and endogenous currency choices in international reserves," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111063.
• Liu, Honglin & Liu, Qiao & Liu, Yufei, 2023, "The world price of macro opacity: Through the lens of nighttime satellites," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111157.
• Wu, Gabriel Shui Tang & Leung, Pak Ho, 2023, "Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111213.
• Graziano, Elvira Anna & Fattobene, Lucrezia & Ricci, Ornella & Scimone, Xenia, 2023, "Market reactions to Recovery Fund press releases during COVID-19: An event-study analysis," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111242.
• Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2023, "Macroeconomic news, the financial cycle and the commodity cycle: The Chinese footprint," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111269.
• Mbanyele, William, 2023, "Foreign institutional investors and carbon emissions along the supply chain," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111341.
• Li, Zhiyong & Wang, Haixu & Yu, Mei, 2023, "Beyond rocket science: A factor model for convertible bond returns," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111362.
• Musholombo, Bashige, 2023, "Cryptocurrencies and stock market fluctuations," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111427.
• Das, Suman & Roy, Saikat Sinha, 2023, "Following the leaders? A study of co-movement and volatility spillover in BRICS currencies," Economic Systems, Elsevier, volume 47, issue 2, DOI: 10.1016/j.ecosys.2022.100980.
• Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2023, "Risk sharing in currency unions: The migration channel," European Economic Review, Elsevier, volume 158, issue C, DOI: 10.1016/j.euroecorev.2023.104540.
• Goodell, John W. & Alon, Ilan & Chiaramonte, Laura & Dreassi, Alberto & Paltrinieri, Andrea & Piserà, Stefano, 2023, "Risk substitution in cryptocurrencies: Evidence from BRICS announcements," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2022.100938.
• Wadhwa, Kavita & Syamala, Sudhakara Reddy, 2023, "Are business groups different from other family firms? Evidence from corporate investments during political uncertainty," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2022.100947.
• 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.