Research classified by Journal of Economic Literature (JEL) codes

2022

• Gao, Yang & Li, Yangyang & Zhao, Chengjie & Wang, Yaojun, 2022, "Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101619.
• Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022, "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101620.
• Wüstenfeld, Jan & Geldner, Teo, 2022, "Economic uncertainty and national bitcoin trading activity," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101625.
• Yan, Meng & Chen, Jian & Song, Victor & Xu, Ke, 2022, "Trade friction and price discovery in the USD–CAD spot and forward markets," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101628.
• Shahzad, Syed Jawad Hussain & Naifar, Nader, 2022, "Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101635.
• Habibi, Hamidreza & Mohammadi, Hassan, 2022, "Return and volatility spillovers across the Western and MENA countries," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101642.
• Mokni, Khaled & Bouteska, Ahmed & Nakhli, Mohamed Sahbi, 2022, "Investor sentiment and Bitcoin relationship: A quantile-based analysis," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101657.
• Zhang, Xu & Ding, Zhijing & Hang, Jianqin & He, Qizhi, 2022, "How do stock price indices absorb the COVID-19 pandemic shocks?," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101672.
• Zhang, Yi & Zhou, Long & Chen, Yajiao & Liu, Fang, 2022, "The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101688.
• Zhu, Huiming & Chen, Yiwen & Ren, Yinghua & Xing, Zhanming & Hau, Liya, 2022, "Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101698.
• Wu, Xinyu & Xie, Haibin & Zhang, Huanming, 2022, "Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101703.
• Song, Jian & Balvers, Ronald J., 2022, "Seasonality and momentum across national equity markets," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101706.
• Dash, Saumya Ranjan & Maitra, Debasish, 2022, "The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101712.
• Yi, Yongsheng & He, Mengxi & Zhang, Yaojie, 2022, "Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101731.
• Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2022, "Scheduled macroeconomic news announcements and intraday market sentiment," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101739.
• Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai, 2022, "IPO performance and the size effect: Evidence for the US and Canada," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101744.
• Yang, Cai & Wang, Xinyi & Gao, Wang, 2022, "Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101747.
• Youssef, Mouna & Waked, Sami Sobhi, 2022, "Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101752.
• Dong, Zibing & Li, Yanshuang & Zhuang, Xintian & Wang, Jian, 2022, "Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101753.
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Lasisi, Lukman & Olaniran, Abeeb, 2022, "Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101755.
• Liu, Xiaojun & Wang, Yunyuan & Du, Wanying & Ma, Yong, 2022, "Economic policy uncertainty, oil price volatility and stock market returns: Evidence from a nonlinear model," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101777.
• Maitra, Debasish & Ur Rehman, Mobeen & Ranjan Dash, Saumya & Hoon Kang, Sang, 2022, "Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101776.
• Božović, Miloš, 2022, "Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101783.
• Ye, Wuyi & Li, Mingge & Wu, Yuehua, 2022, "A novel estimation of time-varying quantile correlation for financial contagion detection," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101796.
• Maneejuk, Paravee & Kaewtathip, Nuttaphong & Jaipong, Peemmawat & Yamaka, Woraphon, 2022, "The transition of the global financial markets' connectedness during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101816.
• Sarwar, Ghulam, 2022, "Market risks that change domestic diversification benefits," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101828.
• Yi, Biao & Guo, Shuxin, 2022, "Common analyst links and predictable returns: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101832.
• Li, Jianhui & Ruan, Xinfeng & Zhang, Jin E., 2022, "The price of COVID-19-induced uncertainty in the options market," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110265.
• Cepni, Oguzhan & Demirer, Riza & Rognone, Lavinia, 2022, "Hedging climate risks with green assets," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110312.
• Boungou, Whelsy & Yatié, Alhonita, 2022, "The impact of the Ukraine–Russia war on world stock market returns," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110516.
• Ferriani, Fabrizio & Gazzani, Andrea, 2022, "Financial condition indices for emerging market economies: Can Google help?," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110528.
• Mohamad, Azhar, 2022, "Safe flight to which haven when Russia invades Ukraine? A 48-hour story," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110558.
• Antonelli, Stefano & Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2022, "Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110600.
• Fernandez-Perez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2022, "In the mood for sustainable funds?," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110691.
• Caferra, Rocco & Morone, Andrea & Potì, Valerio, 2022, "Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110734.
• Kunkler, Michael, 2022, "Implied betas for the Frankel–Wei regression framework," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110758.
• Velásquez, Jorge Sepúlveda & Griñen, Pablo Tapia & Henríquez, Boris Pastén, 2022, "Emerging market dynamics in H1N1 and COVID-19 pandemics," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110766.
• Ceballos, Luis & Romero, Damian, 2022, "International portfolio bond spillovers," Economics Letters, Elsevier, volume 220, issue C, DOI: 10.1016/j.econlet.2022.110847.
• Hafner, Christian M. & Herwartz, Helmut & Maxand, Simone, 2022, "Identification of structural multivariate GARCH models," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 212-227, DOI: 10.1016/j.jeconom.2020.07.019.
• Hong, Zhiwu & Niu, Linlin & Zhang, Chen, 2022, "Affine arbitrage-free yield net models with application to the euro debt crisis," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 201-220, DOI: 10.1016/j.jeconom.2021.11.002.
• Lux, Thomas, 2022, "Inference for Nonlinear State Space Models: A Comparison of Different Methods applied to Markov-Switching Multifractal Models," Econometrics and Statistics, Elsevier, volume 21, issue C, pages 69-95, DOI: 10.1016/j.ecosta.2020.03.001.
• Ma, Yong & Jiang, Yiqing & Yao, Chi, 2022, "Trade openness, financial openness, and macroeconomic volatility," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2021.100934.
• Jones, Laurence & Alsakka, Rasha & ap Gwilym, Owain & Mantovan, Noemi, 2022, "The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation," European Economic Review, Elsevier, volume 150, issue C, DOI: 10.1016/j.euroecorev.2022.104280.
• Frömmel, Michael & Han, Xing & Li, Youwei & Vigne, Samuel A., 2022, "Low liquidity beta anomaly in China," Emerging Markets Review, Elsevier, volume 50, issue C, DOI: 10.1016/j.ememar.2021.100832.
• Gomez-Gonzalez, Jose E. & Valencia, Oscar M. & Sánchez, Gustavo A., 2022, "How fiscal rules can reduce sovereign debt default risk," Emerging Markets Review, Elsevier, volume 50, issue C, DOI: 10.1016/j.ememar.2021.100839.
• Asif, Raheel & Frömmel, Michael, 2022, "Exchange rate exposure for exporting and domestic firms in central and Eastern Europe," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100863.
• Majeed, Muhammad Ansar & Yan, Chao & Zhong, Huijie, 2022, "Do firms manipulate earnings after winning public-private partnership bids? Evidence from China," Emerging Markets Review, Elsevier, volume 51, issue PB, DOI: 10.1016/j.ememar.2021.100880.
• Li, Yang & Brooks, Robert, 2022, "Evidence of arbitrage trading activity: The case of Chinese metal futures contracts," Emerging Markets Review, Elsevier, volume 51, issue PB, DOI: 10.1016/j.ememar.2022.100885.
• Sonenshine, Ralph & Erickson, Bradley O., 2022, "Institutional determinants of emerging market returns and flows," Emerging Markets Review, Elsevier, volume 51, issue PB, DOI: 10.1016/j.ememar.2022.100888.
• Rubesam, Alexandre, 2022, "Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market," Emerging Markets Review, Elsevier, volume 51, issue PB, DOI: 10.1016/j.ememar.2022.100891.
• Zhao, Hong & Li, Jiayi & Lei, Yiqing & Zhou, Mingming, 2022, "Risk spillover of banking across regions: Evidence from the belt and road countries," Emerging Markets Review, Elsevier, volume 52, issue C, DOI: 10.1016/j.ememar.2022.100919.
• Yang, Baohua & Zhou, Yingluo & Zhou, Zhong-Guo, 2022, "Strategic behavior of insiders in initial underpricing and long-run underperformance," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100940.
• Ferrat, Yann & Daty, Frédéric & Burlacu, Radu, 2022, "Does a sustainability risk premium exist where it matters the most?," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100943.
• Shan, Chenyu & Tang, Dragon Yongjun & Wang, Sarah Qian & Zhang, Chang, 2022, "The diversification benefits and policy risks of accessing China’s stock market," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 155-175, DOI: 10.1016/j.jempfin.2022.01.001.
• Ismailescu, Iuliana & Col, Burcin, 2022, "Cross-border M&As and credit risk: Evidence from the CDS market," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 51-73, DOI: 10.1016/j.jempfin.2021.12.002.
• Cotter, John & Salvador, Enrique, 2022, "The non-linear trade-off between return and risk and its determinants," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 100-132, DOI: 10.1016/j.jempfin.2022.03.002.
• Cheung, Yin-Wong & Wang, Wenhao, 2022, "Uncovered interest rate parity redux: Non-uniform effects," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 133-151, DOI: 10.1016/j.jempfin.2022.03.008.
• Greppmair, Stefan & Theissen, Erik, 2022, "Small is beautiful? How the introduction of mini futures contracts affects the regular contracts," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 19-38, DOI: 10.1016/j.jempfin.2021.08.003.
• Hsieh, Wen-Liang G. & Wu, Wei-Shao & Tu, Anthony H., 2022, "Religiosity and sovereign credit quality," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 84-103, DOI: 10.1016/j.jempfin.2022.07.004.
• Lan, Chunhua & Doan, Bao, 2022, "Stock price movements: Evidence from global equity markets," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 123-143, DOI: 10.1016/j.jempfin.2022.09.001.
• Dong, Liang & Dai, Yiqing & Haque, Tariq & Kot, Hung Wan & Yamada, Takeshi, 2022, "Coskewness and reversal of momentum returns: The US and international evidence," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 241-264, DOI: 10.1016/j.jempfin.2022.10.004.
• Yousaf, Imran & Suleman, Muhammad Tahir & Demirer, Riza, 2022, "Green investments: A luxury good or a financial necessity?," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105745.
• Li, Leon, 2022, "The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105756.
• Cevik, Serhan & Jalles, João Tovar, 2022, "This changes everything: Climate shocks and sovereign bonds⁎," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105856.
• Raheem, Ibrahim D., 2022, "Different strokes for different folks: The case of oil shocks and emerging equity markets," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105897.
• Wen, Xiaoqian & Xie, Yuxin & Pantelous, Athanasios A., 2022, "Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105915.
• Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022, "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105934.
• Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan, 2022, "Does oil impact gold during COVID-19 and three other recent crises?," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105938.
• Ren, Boru & Lucey, Brian, 2022, "A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105951.
• Chatziantoniou, Ioannis & Gabauer, David & Perez de Gracia, Fernando, 2022, "Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106051.
• Sohag, Kazi & Hammoudeh, Shawkat & Elsayed, Ahmed H. & Mariev, Oleg & Safonova, Yulia, 2022, "Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106068.
• Naqvi, Bushra & Rizvi, Syed Kumail Abbas & Hasnaoui, Amir & Shao, Xuefeng, 2022, "Going beyond sustainability: The diversification benefits of green energy financial products," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106111.
• Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2022, "Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106114.
• Rizvi, Syed Kumail Abbas & Naqvi, Bushra & Boubaker, Sabri & Mirza, Nawazish, 2022, "The power play of natural gas and crude oil in the move towards the financialization of the energy market," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106131.
• Chen, Chun-Da & Demirer, Rıza, 2022, "Oil beta uncertainty and global stock returns," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106150.
• Čech, František & Zítek, Michal, 2022, "Marine fuel hedging under the sulfur cap regulations," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106204.
• Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2022, "The growth of oil futures in China: Evidence of market maturity through global crises," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106243.
• Xie, Qichang & Tang, Guoqiang, 2022, "Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106250.
• Wu, Fei & Xiao, Xuanqi & Zhou, Xinyu & Zhang, Dayong & Ji, Qiang, 2022, "Complex risk contagions among large international energy firms: A multi-layer network analysis," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106271.
• Mustanen, Dmitri & Maaitah, Ahmad & Mishra, Tapas & Parhi, Mamata, 2022, "The power of investors’ optimism and pessimism in oil market forecasting," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106273.
• Zhou, Yuqin & Wu, Shan & Zhang, Zeyi, 2022, "Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106319.
• Tian, Maoxi & Alshater, Muneer M. & Yoon, Seong-Min, 2022, "Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106341.
• Będowska-Sójka, Barbara & Kliber, Agata, 2022, "Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106360.
• Rizvi, Syed Kumail Abbas & Naqvi, Bushra & Mirza, Nawazish & Umar, Muhammad, 2022, "Safe haven properties of green, Islamic, and crypto assets and investor's proclivity towards treasury and gold," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106396.
• Kumar, Pawan & Singh, Vipul Kumar, 2022, "Does crude oil fire the emerging markets currencies contagion spillover? A systemic perspective," Energy Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.eneco.2022.106384.
• Rahat, Birjees & Nguyen, Pascal, 2022, "Risk-adjusted investment performance of green and black portfolios and impact of toxic divestments in emerging markets," Energy Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.eneco.2022.106423.
• Kuang, Wei, 2022, "The economic value of high-frequency data in equity-oil hedge," Energy, Elsevier, volume 239, issue PA, DOI: 10.1016/j.energy.2021.121904.
• Ben-Salha, Ousama & Mokni, Khaled, 2022, "Detrended cross-correlation analysis in quantiles between oil price and the US stock market," Energy, Elsevier, volume 242, issue C, DOI: 10.1016/j.energy.2021.122918.
• Dzhambova, Krastina & Tao, Ran & Yuan, Yuan, 2022, "Price leadership and asynchronous movements of multi-market listed stocks," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101970.
• Kadıoğlu, Eyüp & Frömmel, Michael, 2022, "Manipulation in the bond market and the role of investment funds: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102000.
• Chen, Yanhua & Li, Youwei & Pantelous, Athanasios A. & Stanley, H. Eugene, 2022, "Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102002.
• Han, Yingwei & Li, Jie, 2022, "Should investors include green bonds in their portfolios? Evidence for the USA and Europe," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.101998.
• Samitas, Aristeidis & Kampouris, Elias & Polyzos, Stathis, 2022, "Covid-19 pandemic and spillover effects in stock markets: A financial network approach," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.102005.
• Bahcivan, Hulusi & Karahan, Cenk C., 2022, "High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.102008.
• Cheuathonghua, Massaporn & de Boyrie, Maria E. & Pavlova, Ivelina & Wongkantarakorn, Jutamas, 2022, "Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102033.
• Patel, Ritesh & Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Yarovaya, Larisa, 2022, "A bibliometric review of financial market integration literature," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102035.
• Virk, Nader Shahzad & Butt, Hilal Anwar, 2022, "Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102104.
• Bhambhwani, Siddharth M., 2022, "Disruption and stock markets: Evidence from Hong Kong," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102109.
• Anastasiou, Dimitris & Ballis, Antonis & Drakos, Konstantinos, 2022, "Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102111.
• Lambe, Brendan & Li, Zhiyong & Qin, Weiping, 2022, "Uncertain times and the insider perspective," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102138.
• Bello, Jaliyyah & Guo, Jiaqi & Newaz, Mohammad Khaleq, 2022, "Financial contagion effects of major crises in African stock markets," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102128.
• Pham, Linh & Karim, Sitara & Naeem, Muhammad Abubakr & Long, Cheng, 2022, "A tale of two tails among carbon prices, green and non-green cryptocurrencies," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102139.
• Kangogo, Moses & Volkov, Vladimir, 2022, "Detecting signed spillovers in global financial markets: A Markov-switching approach," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102161.
• Zhang, Xiang & Zhou, Han, 2022, "The effect of market competition on corporate cash holdings: An analysis of corporate innovation and financial constraint," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102163.
• Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2022, "Systemic risk in the Chinese financial system: A panel Granger causality analysis," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102179.
• Loureiro, Gilberto & Silva, Sónia, 2022, "Earnings management and stock price crashes post U.S. cross-delistings," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102215.
• Dimic, Nebojsa & Orlov, Vitaly & Piljak, Vanja, 2022, "First offshore bond issuances and firm valuation," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102246.
• Maung, Min, 2022, "Trust and cross-border mergers and acquisitions," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102262.
• Cai, Haidong & Jiang, Ying & Liu, Xiaoquan, 2022, "Investor attention, aggregate limit-hits, and stock returns," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102265.
• Ye, Wuyi & Xia, Wenjing & Wu, Bin & Chen, Pengzhan, 2022, "Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102277.
• Du, Yan & Goodell, John W. & Piljak, Vanja & Vulanovic, Milos, 2022, "Subsidiary financing choices: The roles of institutional distances from home countries," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102280.
• Naeem, Muhammad Abubakr & Karim, Sitara & Uddin, Gazi Salah & Junttila, Juha, 2022, "Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102283.
• Guo, Jiaqi & Long, Shaobo & Luo, Weijie, 2022, "Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102286.
• Bales, Stephan, 2022, "Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102297.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022, "Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102300.
• Al-Shboul, Mohammad & Assaf, Ata & Mokni, Khaled, 2022, "When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102309.
• Yuan, Ying & Wang, Haiying & Jin, Xiu, 2022, "Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102315.
• Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan & Vo, Xuan Vinh, 2022, "What drives cross-market correlations during the United States Q.E.?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102320.
• Foley, Sean & Frijns, Bart & Garel, Alexandre & Roh, Tai-Yong, 2022, "Who buys Bitcoin? The cultural determinants of Bitcoin activity," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102385.
• Yu, Xing & Li, Yanyan & Gong, Xue & Zhang, Nan, 2022, "Evaluating the performance of futures hedging using factors-driven realized volatility," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102412.
• Chen, Rongxin & Lepori, Gabriele M. & Tai, Chung-Ching & Sung, Ming-Chien, 2022, "Can salience theory explain investor behaviour? Real-world evidence from the cryptocurrency market," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102419.
• Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Umar, Zaghum, 2022, "Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102042.
• Moessner, Richhild & de Haan, Jakob, 2022, "Effects of monetary policy announcements on term premia in the euro area during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102055.
• Vera-Valdés, J. Eduardo, 2022, "The persistence of financial volatility after COVID-19," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102056.
• Naffa, Helena & Fain, Máté, 2022, "A factor approach to the performance of ESG leaders and laggards," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102073.
• Papathanasiou, Spyros & Vasiliou, Dimitrios & Magoutas, Anastasios & Koutsokostas, Drosos, 2022, "Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102088.
• Virk, Nader, 2022, "Bitcoin and integration patterns in the forex market," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102092.
• Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2022, "Liquidity spillover in foreign exchange markets," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102105.
• Pop, Ionuț Daniel, 2022, "COVID-19 crisis, voters’ drivers, and financial markets consequences on US presidential election and global economy," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102113.
• Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Lee, Ming-Chih, 2022, "The determinants of positive feedback trading behaviors in Bitcoin markets," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102120.
• Refai, Hisham Al & Zeitun, Rami & Eissa, Mohamed Abdel-Aziz, 2022, "Impact of global health crisis and oil price shocks on stock markets in the GCC," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102130.
• Karamti, Chiraz & Belhassine, Olfa, 2022, "COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102136.
• Liu, Yuntong & Wei, Yu & Wang, Qian & Liu, Yi, 2022, "International stock market risk contagion during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102145.
• Del Lo, Gaye & Basséne, Théophile & Séne, Babacar, 2022, "COVID-19 And the african financial markets : Less infection, less economic impact ?," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102148.
• Mollagholamali, Mohsen & Rao, Ramesh, 2022, "Country-level corporate governance and lines of credit," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102159.
• Naifar, Nader & Shahzad, Syed Jawad Hussain, 2022, "Tail event-based sovereign credit risk transmission network during COVID-19 pandemic," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102182.
• Scherf, Matthias & Matschke, Xenia & Rieger, Marc Oliver, 2022, "Stock market reactions to COVID-19 lockdown: A global analysis," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102245.
• Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Akinseye, Ademola B. & Ogunbowale, Gideon O., 2022, "Oil and multinational technology stocks: Predicting fear with fear at the first and higher order moments," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102210.
• Afik, Zvika & Cohen, Tehila R. & Lahav, Yaron, 2022, "Getting high on cannabis stock returns an event study," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102226.
• Dragomirescu-Gaina, Catalin & Philippas, Dionisis, 2022, "Local versus global factors weighing on stock market returns during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102270.
• Hasan, Md. Bokhtiar & Hassan, M. Kabir & Karim, Zulkefly Abdul & Rashid, Md. Mamunur, 2022, "Exploring the hedge and safe haven properties of cryptocurrency in policy uncertainty," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102272.
• Aharon, David Y. & Baig, Ahmed S. & DeLisle, R. Jared, 2022, "The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102276.
• Lian, Yu-Min & Chen, Jun-Home, 2022, "Foreign exchange option pricing under regime switching with asymmetrical jumps," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102294.
• Kang, Yong Joo & Lee, Ho-Young & Park, Hyun-Young & Park, Ju Hyoung, 2022, "Social ties, managerial overconfidence, and investment efficiency," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102300.
• Ghouma, Hatem H. & Ouni, Zeineb, 2022, "SWF investments and debt maturity of target firms: An international evidence," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102312.
• Bakry, Walid & Kavalmthara, Peter John & Saverimuttu, Vivienne & Liu, Yiyang & Cyril, Sajan, 2022, "Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102350.
• JEBABLI, Ikram & KOUAISSAH, Noureddine & AROURI, Mohamed, 2022, "Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102363.
• Horváth, Lajos & Li, Hemei & Liu, Zhenya, 2022, "How to identify the different phases of stock market bubbles statistically?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102366.
• Evrim Mandaci, Pinar & Cagli, Efe Caglar, 2022, "Herding intensity and volatility in cryptocurrency markets during the COVID-19," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102382.
• González-Sánchez, Mariano, 2022, "Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102394.
• Chen, Conghui & Liu, Lanlan, 2022, "How effective is China's cryptocurrency trading ban?," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102429.
• Arfaoui, Nadia & Naoui, Kamel, 2022, "Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102462.
• Tanos, Barbara Abou, 2022, "Culture and mutual funds’ performance," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102466.
• Kunkler, Michael, 2022, "Using the Special Drawing Right in the Frankel-Wei regression framework," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102482.
• Chen, Yanhua & Pantelous, Athanasios A., 2022, "The U.S.-China trade conflict impacts on the Chinese and U.S. stock markets: A network-based approach," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102486.
• Chowdhury, Md Shahedur R. & Damianov, Damian S. & Elsayed, Ahmed H., 2022, "Bubbles and crashes in cryptocurrencies: Interdependence, contagion, or asset rotation?," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102494.
• Białkowski, Jędrzej & Hong, Sanghyun & Wagner, Moritz, 2022, "From upstairs to downstairs trading: Evidence from a highly segmented market," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102518.
• Salisu, Afees A. & Ayinde, Taofeek O. & Gupta, Rangan & Wohar, Mark E., 2022, "Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102519.
• Lee, Eun Jung & Lee, Yu Kyung & Kim, Ryumi, 2022, "Investor attention and the risk-return trade-off," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102524.
• Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Alagidede, Imhotep Paul & Gil-Alana, Luis Alberiko, 2022, "Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102535.
• Cao, Zhen & Han, Liyan & Zhang, Qunzi, 2022, "Stock return predictability in China: Power of oil price trend," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102537.
• Zhou, Xiaoguang & Tang, Xinmeng & Wu, Shihwei, 2022, "The impact of national culture on IPO underpricing and its influence mechanism: A cross-border empirical research," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102543.
• Papathanasiou, Spyros & Koutsokostas, Drosos & Pergeris, Georgios, 2022, "Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102602.
• Zhao, Lili & Liu, Wenhua & Zhou, Min & Wen, Fenghua, 2022, "Extreme event shocks and dynamic volatility interactions: The stock, commodity, and carbon markets in China," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102645.
• González-Velasco, Carmen & García-López, Marcos & González-Fernández, Marcos, 2022, "Does sovereign risk impact banking risk in the Eurozone? Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102670.
• Samitas, Aristeidis & Papathanasiou, Spyros & Koutsokostas, Drosos & Kampouris, Elias, 2022, "Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102657.
• Apergis, Nicholas, 2022, "COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102659.
• Bondatti, Massimiliano & Rillo, Giovanni, 2022, "Commodity tail-risk and exchange rates," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102937.
• Daud, Siti Nurazira Mohd & Ahmad, Abd Halim & Khalid, Airil & Azman-Saini, W.N.W., 2022, "FinTech and financial stability: Threat or opportunity?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2021.102667.
• Elsayed, Ahmed H. & Gozgor, Giray & Yarovaya, Larisa, 2022, "Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102732.
• Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2022, "How do financial and commodity markets volatility react to real economic activity?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102733.
• Akhtaruzzaman, Md & Boubaker, Sabri & Nguyen, Duc Khuong & Rahman, Molla Ramizur, 2022, "Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102787.
• Ren, Boru & Lucey, Brian, 2022, "Do clean and dirty cryptocurrency markets herd differently?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102795.
• Quiroga-Garcia, Raquel & Pariente-Martinez, Natalia & Arenas-Parra, Mar, 2022, "Evidence for round number effects in cryptocurrencies prices," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102811.
• Gao, Lingbo & Ye, Wuyi & Guo, Ranran, 2022, "Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102826.
• Li, Danyang & Shi, Yukun & Xu, Liao & Xu, Yahua & Zhao, Yang, 2022, "Dynamic asymmetric dependence and portfolio management in cryptocurrency markets," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102829.
• Hanauer, Matthias X. & Kononova, Marina & Rapp, Marc Steffen, 2022, "Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102856.
• Robe, Michel A., 2022, "The dollar’s ”Convenience Yield”," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102858.
• Baldi, Francesco & Salvi, Antonio, 2022, "Disentangling acquisition premia: Evidence from the global market for corporate control," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102885.
• Boubaker, Sabri & Goodell, John W. & Pandey, Dharen Kumar & Kumari, Vineeta, 2022, "Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102934.
• Choudhury, Tonmoy & Kinateder, Harald & Neupane, Biwesh, 2022, "Gold, bonds, and epidemics: A safe haven study," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102978.
• Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2022, "Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102991.
• Brzeszczyński, Janusz & Gajdka, Jerzy & Pietraszewski, Piotr & Schabek, Tomasz, 2022, "Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.102986.
• Kitano, Shigeto & Zhou, Yang, 2022, "Effects of China’s capital controls on individual asset categories," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103032.
• Liu, Kaiyi & Yuan, Xianghui & Wang, Chen & Hou, Wenxuan, 2022, "Silence is golden? Responses to rumors by Chinese listed firms," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103055.
• Cao, Guangxi & Xie, Wenhao, 2022, "Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103070.
• Scharnowski, Stefan, 2022, "Central bank speeches and digital currency competition," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103072.
• Fromentin, Vincent, 2022, "Time-varying causality between stock prices and macroeconomic fundamentals: Connection or disconnection?," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103073.
• Liu, Yiye & Han, Liyan & Wu, You & Yin, Libo, 2022, "Do terrorist attacks matter for currency excess returns?," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103087.
• Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea & Vo, Xuan Vinh, 2022, "Switching connectedness between real estate investment trusts, oil, and gold markets," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103112.
• Bazán-Palomino, Walter, 2022, "Interdependence, contagion and speculative bubbles in cryptocurrency markets," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103132.
• Su, Chi-Wei & Rizvi, Syed Kumail Abbas & Naqvi, Bushra & Mirza, Nawazish & Umar, Muhammad, 2022, "COVID19: A blessing in disguise for European stock markets?," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103135.
• Todea, Anita, 2022, "Ancestry barriers to the cross-border diffusion of global market information," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103151.
• Fan, Qingqian & Feng, Sixian, 2022, "An empirical study on the characterization of implied volatility and pricing in the Chinese option market," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103160.
• Bouri, Elie & Christou, Christina & Gupta, Rangan, 2022, "Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103193.
• Zheng, Yan & Wen, Fenghua & Deng, Hanshi & Zeng, Aiqing, 2022, "The relationship between carbon market attention and the EU CET market: Evidence from different market conditions," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103140.
• Yang, Ming-Yuan & Wu, Zhen-Guo & Wu, Xin, 2022, "An empirical study of risk diffusion in the cryptocurrency market based on the network analysis," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103180.
• Lee, Jangyoun & Oh, Taehee, 2022, "The Kimchi premium and bitcoin-cashing outlets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103200.
• Xu, Fang & Bouri, Elie & Cepni, Oguzhan, 2022, "Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103201.
• Bakas, Dimitrios & Magkonis, Georgios & Oh, Eun Young, 2022, "What drives volatility in Bitcoin market?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103237.