Research classified by Journal of Economic Literature (JEL) codes

2023

• 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.
• Naeem, Muhammad Abubakr & Shahzad, Mohammad Rahim & Karim, Sitara & Assaf, Rima, 2023, "Tail risk transmission in technology-driven markets," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100855.
• Shi, Yujie & Wang, Liming, 2023, "Comparing the impact of Chinese and U.S. economic policy uncertainty on the volatility of major global stock markets," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100860.
• Collender, Sierra & Gan, Baoqing & Nikitopoulos, Christina S. & Richards, Kylie-Anne & Ryan, Laura, 2023, "Climate transition risk in sovereign bond markets," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100868.
• dos Santos Maciel, Leandro, 2023, "Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100887.
• Ren, Boru & Lucey, Brian & Luo, Qirui, 2023, "An examination of green bonds as a hedge and safe haven for international equity markets," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100894.
• Muñoz Mendoza, Jorge A. & Ferreira, Guillermo & Márquez Sanders, Vicente A., 2023, "Liquidity spillovers in the global stock markets: Lessons for risk management," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100896.
• Aslam, Faheem & Memon, Bilal Ahmed & Hunjra, Ahmed Imran & Bouri, Elie, 2023, "The dynamics of market efficiency of major cryptocurrencies," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100899.
• Nguyen, Harvey & Pham, Anh Viet & Pham, Man Duy (Marty) & Pham, Mia Hang, 2023, "Business resilience: Lessons from government responses to the global COVID-19 crisis," International Business Review, Elsevier, volume 32, issue 5, DOI: 10.1016/j.ibusrev.2023.102166.
• Amar, J. & Lecourt, C., 2023, "Sovereign wealth fund governance: A trade-off between internal and external legitimacy," International Business Review, Elsevier, volume 32, issue 6, DOI: 10.1016/j.ibusrev.2023.102193.
• Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2023, "Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds," Journal of International Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.jinteco.2022.103692.
• Engel, Charles & Wu, Steve Pak Yeung, 2023, "Forecasting the U.S. Dollar in the 21st Century," Journal of International Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.jinteco.2023.103715.
• Abbassi, Puriya & Bräuning, Falk, 2023, "Exchange rate risk, banks' currency mismatches, and credit supply," Journal of International Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.jinteco.2023.103725.
• Boermans, Martijn A. & Burger, John D., 2023, "Fickle emerging market flows, stable euros, and the dollar risk factor," Journal of International Economics, Elsevier, volume 142, issue C, DOI: 10.1016/j.jinteco.2023.103730.
• Laeven, Luc & Popov, Alexander, 2023, "Carbon taxes and the geography of fossil lending," Journal of International Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.jinteco.2023.103797.
• Broner, Fernando & Didier, Tatiana & Schmukler, Sergio L. & von Peter, Goetz, 2023, "Bilateral international investments: The big sur?," Journal of International Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jinteco.2023.103795.
• Converse, Nathan & Mallucci, Enrico, 2023, "Differential treatment in the bond market: Sovereign risk and mutual fund portfolios," Journal of International Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jinteco.2023.103823.
• Ouerk, Salima, 2023, "ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies," International Economics, Elsevier, volume 173, issue C, pages 175-211, DOI: 10.1016/j.inteco.2022.11.008.
• Nekhili, Ramzi & Ziadat, Salem Adel & Mensi, Walid, 2023, "Frequency interdependence and portfolio management between gold, oil and sustainability stock markets," International Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.inteco.2023.100461.
• Xede, James & Simon Peter Dak-Adzaklo, Cephas & Ofosu, Emmanuel & Wise Dodzidenu Adza, Solomon, 2023, "Competition laws, external financing and investment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 82, issue C, DOI: 10.1016/j.intfin.2022.101700.
• Attig, Najah & Guedhami, Omrane & Nazaire, Gregory & Sy, Oumar, 2023, "What explains the benefits of international portfolio diversification?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2022.101729.
• Sarwar, Ghulam, 2023, "Market risks that change US-European equity correlations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2022.101731.
• Gong, Jue & Wang, Gang-Jin & Zhou, Yang & Zhu, You & Xie, Chi & Foglia, Matteo, 2023, "Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2023.101733.
• Onuk, Cagri Berk & Fodor, Andrew, 2023, "Turkish currency crunch: Examining behavior across investor types," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101760.
• Apergis, Nicholas, 2023, "Realized higher-order moments spillovers across cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101763.
• Geyikçi, Utku Bora & Özyıldırım, Süheyla, 2023, "Deviations from covered interest parity in the emerging markets after the global financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101765.
• Karkowska, Renata & Urjasz, Szczepan, 2023, "How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101768.
• David-Pur, Lior & Galil, Koresh & Rosenboim, Mosi & Shapir, Offer Moshe, 2023, "Cross-currency basis swap spreads and corporate dollar funding," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101780.
• Li, Zhiyong & Wan, Yifan & Wang, Tianyi & Yu, Mei, 2023, "Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101782.
• Tzomakas, Christos & Anastasiou, Dimitrios & Katsafados, Apostolos & Krokida, Styliani Iris, 2023, "Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 87, issue C, DOI: 10.1016/j.intfin.2023.101806.
• Rahman, Molla Ramizur & Misra, Arun Kumar & Lucey, Brian M. & Mohapatra, Sabyasachi & Kumar, Satish, 2023, "Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 87, issue C, DOI: 10.1016/j.intfin.2023.101819.
• Kohler, Karsten & Bonizzi, Bruno & Kaltenbrunner, Annina, 2023, "Global financial uncertainty shocks and external monetary vulnerability: The role of dominance, exposure, and history," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101818.
• Dai, Yun-Shi & Dai, Peng-Fei & Zhou, Wei-Xing, 2023, "Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101820.
• Fang, Yi & Wang, Yanru & Wang, Qi & Zhao, Yang, 2023, "Policy uncertainty and bank systemic risk: A perspective of risk decomposition," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101827.
• Badics, Milan Csaba & Huszar, Zsuzsa R. & Kotro, Balazs B., 2023, "The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101837.
• Zhou, Dong-hai & Liu, Xiao-xing, 2023, "Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101843.
• Khraiche, Maroula & Boudreau, James W. & Chowdhury, Md Shahedur R., 2023, "Geopolitical risk and stock market development," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101847.
• Yuan, Li & Rao, Siqi & Yang, Shenggang & Dai, Pengyi, 2023, "Does equity market openness increase productivity? the dual effects of Shanghai-Hong Kong stock Connect program in China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101849.
• Sakemoto, Ryuta, 2023, "The long-run risk premium in the intertemporal CAPM: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101854.
• Li, Jinxian & Gong, Yujing & Ho, Kung-Cheng & Zhang, Cheng, 2023, "Trust and price efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101855.
• Bevilacqua, Mattia & Duygun, Meryem & Vioto, Davide, 2023, "The impact of COVID-19 related policy interventions on international systemic risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101859.
• Kiesel, Florian & Kolaric, Sascha, 2023, "Should I stay or should I go? Stock market reactions to companies' decisions in the wake of the Russia-Ukraine conflict," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101862.
• Afik, Zvika & Zabolotnyuk, Yuriy, 2023, "Information effect of credit rating announcements in transition economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101878.
• Scharnowski, Matthias & Scharnowski, Stefan & Zimmermann, Lukas, 2023, "Fan tokens: Sports and speculation on the blockchain," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101880.
• Yousaf, Imran & Abrar, Afsheen & Yarovaya, Larisa, 2023, "Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101881.
• Nam, Hyun-Jung & Bang, Jeongseok & Ryu, Doojin, 2023, "Paradox of trade openness: The moderated mediating role of governance," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101887.
• Lefebvre, Jérémie & Mazza, Paolo, 2023, "Advance disclosure of insider transactions: Empirical evidence from the Vietnamese stock market," International Review of Law and Economics, Elsevier, volume 74, issue C, DOI: 10.1016/j.irle.2023.106137.
• Chay, J.B. & Chong, Byung-Uk & Im, Hyun Joong, 2023, "Dividend taxes and investment efficiency: Evidence from the 2003 U.S. personal taxation reform," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101514.
• Cong, Lin William & Landsman, Wayne & Maydew, Edward & Rabetti, Daniel, 2023, "Tax-loss harvesting with cryptocurrencies," Journal of Accounting and Economics, Elsevier, volume 76, issue 2, DOI: 10.1016/j.jacceco.2023.101607.
• Kostakis, Alexandros & Mu, Liangyi & Otsubo, Yoichi, 2023, "Detecting political event risk in the option market," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106624.
• Berkman, Henk & Malloch, Hamish, 2023, "Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2021.106386.
• Neukirchen, Daniel & Engelhardt, Nils & Krause, Miguel & Posch, Peter N., 2023, "The value of (private) investor relations during the COVID-19 crisis," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2022.106450.
• Hale, Galina & Juvenal, Luciana, 2023, "External Balance Sheets and the COVID-19 Crisis," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2022.106570.
• Hasan, Iftekhar & Marra, Miriam & To, Thomas Y. & Wu, Eliza & Zhang, Gaiyan, 2023, "COVID-19 Pandemic and Global Corporate CDS Spreads," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2022.106618.
• Hanauer, Matthias X. & Windmüller, Steffen, 2023, "Enhanced momentum strategies," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106712.
• Aretz, Kevin & Eser Arisoy, Y., 2023, "The Pricing of Skewness Over Different Return Horizons," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106713.
• Kaustia, Markku & Conlin, Andrew & Luotonen, Niilo, 2023, "What drives stock market participation? The role of institutional, traditional, and behavioral factors," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106743.
• Cakici, Nusret & Zaremba, Adam, 2023, "Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106760.
• Heusel, Nicola & Mager, Ferdinand, 2023, "Pension funding and the cross section of stock returns - The case of Germany," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106816.
• LIN, Fengjiao & QIU, Zhigang & ZHENG, Weinan, 2023, "Cranes among chickens: The general-attention‐grabbing effect of daily price limits in China's stock market," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106818.
• Huber, Daniel & Jacobs, Heiko & Müller, Sebastian & Preissler, Fabian, 2023, "International factor models," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106819.
• Chi, Yeguang & He, Jingbin & Ma, Xinru & Wu, Fei, 2023, "Institutional investor inattention bias in auctioned IPOs," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106831.
• Schweizer, Denis & Walker, Thomas & Zhang, Aoran, 2023, "False hopes and blind beliefs: How political connections affect China's corporate bond market," Journal of Banking & Finance, Elsevier, volume 151, issue C, DOI: 10.1016/j.jbankfin.2020.106008.
• Fernandez-Perez, Adrian & Indriawan, Ivan & Tse, Yiuman & Xu, Yahua, 2023, "Cross-asset time-series momentum: Crude oil volatility and global stock markets," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2022.106704.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2023, "The effect of uncertainty on stock market volatility and correlation," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106929.
• Nguyen, Phuc Lam Thy & Alsakka, Rasha & Mantovan, Noemi, 2023, "The impact of sovereign credit ratings on voters’ preferences," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106938.
• Fetherolf, Raylin & Lovelace, Kelley Bergsma, 2023, "Dimensions of national culture and R2 around the world," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106949.
• Khim, Veasna & Razafitombo, Hery, 2023, "Scale and skills in European active management: Impact of a new regulatory context," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106963.
• Kumar, Rajnish & Lawrence, Edward R. & Prakash, Arun & Rodríguez, Iván M., 2023, "Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106976.
• Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2023, "Complexity and the default risk of mortgage-backed securities," Journal of Banking & Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jbankfin.2023.106993.
• Yahia, Nadia Ben & Chalwati, Amna & Hmaied, Dorra & Khizer, Abdul Mohi & Trabelsi, Samir, 2023, "Do foreign institutions avoid investing in poorly CSR-performing firms?," Journal of Banking & Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jbankfin.2023.107029.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2023, "Industry momentum in Latin America," Journal of Business Research, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbusres.2023.113711.
• Abid, Ilyes & Benlemlih, Mohammed & El Ouadghiri, Imane & Peillex, Jonathan & Urom, Christian, 2023, "Fossil fuel divestment and energy prices: Implications for economic agents," Journal of Economic Behavior & Organization, Elsevier, volume 214, issue C, pages 1-16, DOI: 10.1016/j.jebo.2023.07.033.
• Batten, Jonathan A. & Boubaker, Sabri & Kinateder, Harald & Choudhury, Tonmoy & Wagner, Niklas F., 2023, "Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war," Journal of Economic Behavior & Organization, Elsevier, volume 215, issue C, pages 325-350, DOI: 10.1016/j.jebo.2023.09.016.
• Cao, Wenbin & Duan, Xiaoman & Niu, Xu, 2023, "Access to finance, bureaucracy, and capital allocation efficiency," Journal of Economics and Business, Elsevier, volume 125, issue , DOI: 10.1016/j.jeconbus.2023.106125.
• Kohls, Tobias & Mager, Ferdinand & Regele, Tobias, 2023, "Competitive advantage and firm, industry, and country effects: An asset pricing perspective," Journal of Economics and Business, Elsevier, volume 127, issue C, DOI: 10.1016/j.jeconbus.2023.106137.
• Andrade, Sandro C. & Ekponon, Adelphe & Jeanneret, Alexandre, 2023, "Sovereign risk premia and global macroeconomic conditions," Journal of Financial Economics, Elsevier, volume 147, issue 1, pages 172-197, DOI: 10.1016/j.jfineco.2022.07.003.
• Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2023, "Institutional investors, the dollar, and U.S. credit conditions," Journal of Financial Economics, Elsevier, volume 147, issue 1, pages 198-220, DOI: 10.1016/j.jfineco.2022.08.003.
• Engle, Robert F. & Campos-Martins, Susana, 2023, "What are the events that shake our world? Measuring and hedging global COVOL," Journal of Financial Economics, Elsevier, volume 147, issue 1, pages 221-242, DOI: 10.1016/j.jfineco.2022.09.009.
• Korsaye, Sofonias Alemu & Trojani, Fabio & Vedolin, Andrea, 2023, "The global factor structure of exchange rates," Journal of Financial Economics, Elsevier, volume 148, issue 1, pages 21-46, DOI: 10.1016/j.jfineco.2023.01.005.
• Langlois, Hugues, 2023, "What matters in a characteristic?," Journal of Financial Economics, Elsevier, volume 149, issue 1, pages 52-72, DOI: 10.1016/j.jfineco.2023.04.010.
• Grothe, Magdalena & Pancost, N. Aaron & Tompaidis, Stathis, 2023, "Collateral competition: Evidence from central counterparties," Journal of Financial Economics, Elsevier, volume 149, issue 3, pages 536-556, DOI: 10.1016/j.jfineco.2023.06.005.
• Li, Delong & Magud, Nicolas E. & Werner, Alejandro, 2023, "The long-run impact of sovereign yields on corporate yields in emerging markets," Journal of International Money and Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jimonfin.2022.102748.
• Bechlioulis, Alexandros & Economidou, Claire & Karamanis, Dimitrios & Konstantios, Dimitrios, 2023, "How important are capital controls in shaping innovation activity?," Journal of International Money and Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jimonfin.2022.102768.
• Cubeddu, Luis & Ahmed Hannan, Swarnali & Rabanal, Pau, 2023, "External financing risks: How important is the composition of the international investment position?," Journal of International Money and Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jimonfin.2022.102772.
• Lyons, Richard K. & Viswanath-Natraj, Ganesh, 2023, "What keeps stablecoins stable?," Journal of International Money and Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jimonfin.2022.102777.
• Kliatskova, Tatsiana & Savatier, Loïc Baptiste & Schmidt, Michael, 2023, "Insolvency regimes and cross-border investment decisions," Journal of International Money and Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jimonfin.2022.102795.
• Potjagailo, Galina & Wolters, Maik H., 2023, "Global financial cycles since 1880," Journal of International Money and Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jimonfin.2023.102801.
• Montoro, Carlos & Ortiz, Marco, 2023, "The portfolio balance channel of capital flows and foreign exchange intervention in a small open economy," Journal of International Money and Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jimonfin.2023.102825.
• Ahmed, Rashad, 2023, "Flights-to-safety and macroeconomic adjustment in emerging markets: The role of U.S. monetary policy," Journal of International Money and Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jimonfin.2023.102827.
• Tian, Shuairu & Gao, Xiang & Cai, Xiaojing, 2023, "The interactive CNY-CNH relationship: A wavelet analysis," Journal of International Money and Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jimonfin.2023.102829.
• Jamali, Ibrahim & Yamani, Ehab & Smallwood, Aaron D., 2023, "An investment-based explanation of currency excess returns," Journal of International Money and Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jimonfin.2023.102830.
• Chang, Kuang-Liang, 2023, "The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate," Journal of International Money and Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jimonfin.2023.102839.
• Meldrum, Andrew & Raczko, Marek & Spencer, Peter, 2023, "The information in joint term structures of bond yields," Journal of International Money and Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jimonfin.2023.102828.