Research classified by Journal of Economic Literature (JEL) codes

2021

• Ngo Thai Hung, 2021, "Financial connectedness of GCC emerging stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 4, pages 753-773, December, DOI: 10.1007/s40822-021-00185-2.
• Dimitrios Kartsonakis Mademlis & Nikolaos Dritsakis, 2021, "Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 1, pages 49-60.
• Francesco Carlier, 2021, "A Simple Options Trading Strategy based on Technical Indicators," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 2, pages 88-91.
• Ali Trabelsi Karoui & Aida Kammoun, 2021, "Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 3, pages 89-106.
• Kishor K. Guru-Gharana & Matiur Rahman & Anisul M. Islam, 2021, "Japan s Stock Market Performance: Evidence from Toda-Yamamoto and Dolado-Lutkepohl Tests for Multivariate Granger Causality," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 3, pages 107-122.
• Jamel Boukhatem, 2021, "Sukuk Market and Economic Welfare Nexus: A Partial Equilibrium Approach," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 3, pages 142-145.
• Cong Gu & Benfu Lv & Ying Liu & Geng Peng, 2021, "The Impact of Quantitative Easing on Cryptocurrency," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 4, pages 27-34.
• Sakli Hniya & Ahlem Boubker & Fatma Mrad & Sawssen Nafti, 2021, "The Impact of Real Exchange Rate Volatility on Foreign Direct Investment Inflows in Tunisia," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 5, pages 52-67.
• Jambotkar Mrunali Manohar & Guntur Anjana Raju, 2021, "Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 233-240.
• Ikhlaas Gurrib & Firuz Kamalov & Elgilani Elshareif, 2021, "Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 41-51.
• Aktolkin Abubakirova & Aziza Syzdykova & Assan Dosmakhanbet & Lyazzat Kudabayeva & Gulnar Abdulina, 2021, "Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 140-148.
• Tarek Bouazizi & Zouhaier Hadhek & Fatma Mrad & Mosbah Lafi, 2021, "Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 27-43.
• Katarzyna Czech & Michal Wielechowski, 2021, "Energy Commodity Price Response to COVID-19: Impact of Epidemic Status, Government Policy, and Stock Market Volatility," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 443-453.
• Khairulla Massadikov, 2021, "Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 121-126.
• Kamaldeen Ajala & Musa Abdullahi Sakanko & Sesan Oluseyi Adeniji, 2021, "The Asymmetric Effect of Oil Price on the Exchange Rate and Stock Price in Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 202-208.
• Izabela Pruchnicka-Grabias, 2021, "The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 276-282.
• Bilal Ahmed Memon & Rabia Tahir, 2021, "Examining Network Structures and Dynamics of World Energy Companies in Stock Markets: A Complex Network Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 329-344.
• Aqila Rafiuddin & Jennifer Daffodils & Jesus Cuauhtemoc Tellez Gaytan & Gyanendra Singh Sisodia, 2021, "Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 560-572.
• Xenia Tabachkova, 2021, "Consequences of Oil Supply and Demand on the Electricity Market: Coronavirus Effect," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 573-580.
• Huthaifa Sameeh Alqaralleh & Ahmad Al-Saraireh & Alessandra Canepa, 2021, "Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 130-137.
• Zeravan Abdulmuhsen Asaad, 2021, "Oil Price, Gold Price, Exchange Rate and Stock Market in Iraq Pre-During COVID19 Outbreak: An ARDL Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 562-571.
• Mubariz Mammadli & Elkhan Richard Sadik-Zada & Andrea Gatto & Rana Huseynova, 2021, "What Drives Public Debt Growth? A Focus on Natural Resources, Sustainability and Development," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 614-621.
• Anita Suurlaht, 2021, "The asymmetric effect of monetary policy on European financial markets," Bank of Estonia Working Papers, Bank of Estonia, number wp2021-3, Apr, revised 08 Apr 2021, DOI: 10.23656/25045520/032021/0185.
• Guo, Shijun & Jiao, Yang & Xu, Zhiwei, 2021, "Trump’s Effect on the Chinese Stock Market," Journal of Asian Economics, Elsevier, volume 72, issue C, DOI: 10.1016/j.asieco.2020.101267.
• Wan, Die & Yang, Teng & Yang, Xiaoguang, 2021, "IPO relative difficulty, M&A option and size effect," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101350.
• Peng, Qing & Li, Jie & Zhao, Yu & Wu, Han, 2021, "The informational content of implied volatility: Application to the USD/JPY exchange rates," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101363.
• Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam, 2021, "Does economic uncertainty affect the soundness of banks? Evidence from emerging Asian economies," Journal of Asian Economics, Elsevier, volume 77, issue C, DOI: 10.1016/j.asieco.2021.101394.
• Alexakis, Christos & Eleftheriou, Konstantinos & Patsoulis, Patroklos, 2021, "COVID-19 containment measures and stock market returns: An international spatial econometrics investigation," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100428.
• Fernandez-Perez, Adrian & Gilbert, Aaron & Indriawan, Ivan & Nguyen, Nhut H., 2021, "COVID-19 pandemic and stock market response: A culture effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100454.
• Ah Mand, Abdollah & Sifat, Imtiaz, 2021, "Static and regime-dependent herding behavior: An emerging market case study," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2021.100466.
• Rai, Anoop & Rojer, Guido & Susanna, Edirel, 2021, "Central bank transparency and market reaction in Brazil, Chile, and Colombia," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100475.
• Hiraki, Takato & Liu, Ming, 2021, "Do global equity mutual funds exhibit home bias?," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100508.
• Zhang, Wei & Wang, Pengfei & Li, Yi, 2021, "Bond intraday momentum," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100515.
• Huynh, Nhan & Dao, Anh & Nguyen, Dat, 2021, "Openness, economic uncertainty, government responses, and international financial market performance during the coronavirus pandemic," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100536.
• Ichev, Riste, 2021, "Stock price reaction to appointment of a chief health officer during COVID-19," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100541.
• Huynh, Toan Luu Duc, 2021, "Does Bitcoin React to Trump’s Tweets?," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100546.
• Baur, Dirk G. & Hoang, Lai, 2021, "The Bitcoin gold correlation puzzle," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100561.
• Hasan, Mudassar & Naeem, Muhammad Abubakr & Arif, Muhammad & Yarovaya, Larisa, 2021, "Higher moment connectedness in cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100562.
• Ranganathan, Kavitha & Saraogi, Aayush, 2021, "What explains voluntary premarket underpricing and aftermarket mispricing in Indian IPOs?," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100565.
• He, Qing & Liu, Junyi & Zhang, Ce, 2021, "Exchange rate exposure and its determinants in China," China Economic Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.chieco.2020.101579.
• Li, Xue & Liu, Yanghui & Li, Hanxu & Li, Jie, 2021, "Onshore spot and offshore forward markets for RMB: Evidence from the “8.11” exchange rate regime reform," China Economic Review, Elsevier, volume 67, issue C, DOI: 10.1016/j.chieco.2021.101617.
• Fuchs, Florian & Füss, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2021, "Winning a deal in private equity: Do educational ties matter?," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101740.
• Anolick, Nina & Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas, 2021, "Time for gift giving: Abnormal share repurchase returns and uncertainty," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101787.
• Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2021, "Market manipulation rules and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101846.
• Li, Yi & Zhang, Wei, 2021, "Another game in town: Spillover effects of IPOs in China," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101910.
• Baker, Edward D. & Boulton, Thomas J. & Braga-Alves, Marcus V. & Morey, Matthew R., 2021, "ESG government risk and international IPO underpricing," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101913.
• Neupane, Biwesh & Thapa, Chandra & Marshall, Andrew & Neupane, Suman, 2021, "Mimicking insider trades," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101940.
• Galvez, Julio & Gambacorta, Leonardo & Mayordomo, Sergio & Serena, Jose Maria, 2021, "Dollar borrowing, firm credit risk, and FX-hedged funding opportunities," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101945.
• Cheung, Yan-Leung & Rau, P. Raghavendra & Stouraitis, Aris & Tan, Weiqiang, 2021, "Does the market understand the ex ante risk of expropriation by controlling shareholders?," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101946.
• An, Zhe & Chen, Chen & Li, Donghui & Yin, Chao, 2021, "Foreign institutional ownership and the speed of leverage adjustment: International evidence," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101966.
• Andriosopoulos, Dimitris & Panetsidou, Styliani, 2021, "A global analysis of Private Investments in Public Equity," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2020.101832.
• Miller, Steve M. & Moussawi, Rabih & Wang, Bin & Yang, Tina, 2021, "Institutional investors and bank governance: An international analysis of bank earnings management," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102055.
• Roncoroni, Alan & Battiston, Stefano & D’Errico, Marco & Hałaj, Grzegorz & Kok, Christoffer, 2021, "Interconnected banks and systemically important exposures," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104266.
• Yang, Lu & Hamori, Shigeyuki, 2021, "Systemic risk and economic policy uncertainty: International evidence from the crude oil market," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 142-158, DOI: 10.1016/j.eap.2020.12.001.
• Mokni, Khaled & Ajmi, Ahdi Noomen, 2021, "Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 238-252, DOI: 10.1016/j.eap.2020.12.011.
• Song, Yuegang & Huang, Ruixian & Paramati, Sudharshan Reddy & Zakari, Abdulrasheed, 2021, "Does economic integration lead to financial market integration in the Asian region?," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 366-377, DOI: 10.1016/j.eap.2020.12.003.
• Feng, Gen-Fu & Yang, Hao-Chang & Gong, Qiang & Chang, Chun-Ping, 2021, "What is the exchange rate volatility response to COVID-19 and government interventions?," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 705-719, DOI: 10.1016/j.eap.2021.01.018.
• Abuzayed, Bana & Bouri, Elie & Al-Fayoumi, Nedal & Jalkh, Naji, 2021, "Systemic risk spillover across global and country stock markets during the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 180-197, DOI: 10.1016/j.eap.2021.04.010.
• Bing, Tao & Ma, Hongkun, 2021, "COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 384-396, DOI: 10.1016/j.eap.2021.05.012.
• Boubaker, Heni & Zorgati, Mouna Ben Saad & Bannour, Nawres, 2021, "Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 592-608, DOI: 10.1016/j.eap.2021.06.014.
• Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 73-96, DOI: 10.1016/j.eap.2021.04.009.
• Belhassine, Olfa & Karamti, Chiraz, 2021, "Contagion and portfolio management in times of COVID-19," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 73-86, DOI: 10.1016/j.eap.2021.07.010.
• Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E., 2021, "Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105576.
• Akhtaruzzaman, Md & Boubaker, Sabri & Lucey, Brian M. & Sensoy, Ahmet, 2021, "Is gold a hedge or a safe-haven asset in the COVID–19 crisis?," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105588.
• Todea, Alexandru & Petrescu, Daiana Florina, 2021, "Is stock price informativeness shaped by our genes?," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105596.
• Dogah, Kingsley E., 2021, "Effect of trade and economic policy uncertainties on regional systemic risk: Evidence from ASEAN," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105625.
• Saeed, Momna & Elnahass, Marwa & Izzeldin, Marwan & Tsionas, Mike, 2021, "Yield spread determinants of sukuk and conventional bonds," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105664.
• Fang, Yi & Jing, Zhongbo & Shi, Yukun & Zhao, Yang, 2021, "Financial spillovers and spillbacks: New evidence from China and G7 countries," Economic Modelling, Elsevier, volume 94, issue C, pages 184-200, DOI: 10.1016/j.econmod.2020.09.022.
• Lakshmi, Geeta & Saha, Shrabani & Bhattarai, Keshab, 2021, "Does corruption matter for stock markets? The role of heterogeneous institutions," Economic Modelling, Elsevier, volume 94, issue C, pages 386-400, DOI: 10.1016/j.econmod.2020.10.011.
• Wang, Haiying & Yuan, Ying & Li, Yiou & Wang, Xunhong, 2021, "Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory," Economic Modelling, Elsevier, volume 94, issue C, pages 401-414, DOI: 10.1016/j.econmod.2020.10.002.
• Viziniuc, Mădălin, 2021, "Winners and losers of central bank foreign exchange interventions," Economic Modelling, Elsevier, volume 94, issue C, pages 748-767, DOI: 10.1016/j.econmod.2020.02.016.
• Jiang, Yonghong & Lie, Jiayi & Wang, Jieru & Mu, Jinqi, 2021, "Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective," Economic Modelling, Elsevier, volume 95, issue C, pages 21-34, DOI: 10.1016/j.econmod.2020.12.002.
• Deng, Yang & Zhang, Ziqing & Zhu, Li, 2021, "A model-based index for systemic risk contribution measurement in financial networks," Economic Modelling, Elsevier, volume 95, issue C, pages 35-48, DOI: 10.1016/j.econmod.2020.11.011.
• Narayan, Seema & Rehman, Mobeen Ur, 2021, "Can home-biased investors diversify interregionally in the long run?," Economic Modelling, Elsevier, volume 97, issue C, pages 167-181, DOI: 10.1016/j.econmod.2021.01.016.
• Zaremba, Adam & Szyszka, Adam & Karathanasopoulos, Andreas & Mikutowski, Mateusz, 2021, "Herding for profits: Market breadth and the cross-section of global equity returns," Economic Modelling, Elsevier, volume 97, issue C, pages 348-364, DOI: 10.1016/j.econmod.2020.04.006.
• Frömmel, Michael & Midiliç, Murat, 2021, "Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function," Economic Modelling, Elsevier, volume 97, issue C, pages 461-476, DOI: 10.1016/j.econmod.2020.09.020.
• Ibhagui, Oyakhilome, 2021, "How do sovereign risk, equity and foreign exchange derivatives markets interact?," Economic Modelling, Elsevier, volume 97, issue C, pages 58-78, DOI: 10.1016/j.econmod.2021.01.013.
• Ftiti, Zied & Ben Ameur, Hachmi & Louhichi, Waël, 2021, "Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market," Economic Modelling, Elsevier, volume 99, issue C, DOI: 10.1016/j.econmod.2021.03.003.
• Su, Xiaoshan & Bai, Manying & Han, Yingwei, 2021, "Robust portfolio selection with regime switching and asymmetric dependence," Economic Modelling, Elsevier, volume 99, issue C, DOI: 10.1016/j.econmod.2021.03.011.
• Tian, Meiyu & Li, Wanyang & Wen, Fenghua, 2021, "The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101310.
• Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Suleman, Tahir & Kang, Sang Hoon, 2021, "Asymmetric volatility connectedness among U.S. stock sectors," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101327.
• Mensi, Walid & Hamed Al-Yahyaee, Khamis & Vinh Vo, Xuan & Hoon Kang, Sang, 2021, "Dynamic spillover and connectedness between oil futures and European bonds," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101342.
• Papadamou, Stephanos & Kyriazis, Nikolaos A. & Tzeremes, Panayiotis G., 2021, "Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101343.
• Jia, Fei & Shen, Yao & Ren, Junfan & Xu, Xiangyun, 2021, "The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101349.
• Tan, Zhengxun & Xiao, Binuo & Huang, Yilong & Zhou, Li, 2021, "Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101371.
• Będowska-Sójka, Barbara & Kliber, Agata, 2021, "Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101390.
• Liang, Chao & Liu, Bai & Weng, Yin-Che, 2021, "“One person’s decision” or “collective voting”: Evidence of overconfident investing in Chinese listed companies," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101393.
• Lin, Ling & Zhou, Zhongbao & Jiang, Yong & Ou, Yangchen, 2021, "Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101398.
• Chin, Chang-Chiang & Paphakin, Warinthorn, 2021, "The daily relationship between U.S. asset prices and stock prices of American countries," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101399.
• Kshatriya, Saranya & Prasanna, Krishna, 2021, "Jump Interdependencies: Stochastic linkages among international stock markets," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101418.
• Mensi, Walid & Lee, Yun-Jung & Vinh Vo, Xuan & Yoon, Seong-Min, 2021, "Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101446.
• Chen, Zhang-HangJian & Li, Sai-Ping & Cai, Mei-Ling & Zhong, Li-Xin & Ren, Fei, 2021, "Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101451.
• Vukovic, Darko B. & Lapshina, Kseniya A. & Maiti, Moinak, 2021, "Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101457.
• Zheng, Chengli & Su, Kuangxi & Yao, Yinhong, 2021, "Hedging futures performance with denoising and noise-assisted strategies," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101466.
• Dong, Xiyong & Li, Changhong & Yoon, Seong-Min, 2021, "How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101500.
• Hasan, Md. Bokhtiar & Mahi, Masnun & Hassan, M. Kabir & Bhuiyan, Abul Bashar, 2021, "Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101504.
• Nishimura, Yusaku & Sun, Bianxia, 2021, "President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101506.
• Chen, Zilin & Gang, Jianhua & Qian, Zongxin, 2021, "Stock returns and carry trades," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101507.
• Cao, Guangxi & Xie, Wenhao, 2021, "The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101514.
• Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2021, "Stock Market’s responses to intraday investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101516.
• Rehman, Mobeen Ur & Kang, Sang Hoon & Ahmad, Nasir & Vo, Xuan Vinh, 2021, "The impact of COVID-19 on the G7 stock markets: A time-frequency analysis," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101526.
• Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Dong, Zibing, 2021, "Analysis of the impact of COVID-19 pandemic on G20 stock markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101530.
• Ferreruela, Sandra & Mallor, Tania, 2021, "Herding in the bad times: The 2008 and COVID-19 crises," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101531.
• Giofré, Maela, 2021, "COVID-19 stringency measures and foreign investment: An early assessment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101536.
• Dong, Xiyong & Song, Li & Yoon, Seong-Min, 2021, "How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101546.
• Lin, Chiao-Han & Yen, Kuang-Chieh & Cheng, Hui-Pei, 2021, "Lottery-like momentum in the cryptocurrency market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101552.
• Abuelfadl, Moustafa & Yamani, Ehab, 2021, "Currency news and international bond markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101555.
• Du, Wenti & Pentecost, Eric J., 2021, "New “News” for the news model of the spot exchange rate," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2021.109770.
• Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2021, "Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109891.
• Bertelsen, Kristoffer Pons & Borup, Daniel & Jakobsen, Johan Stax, 2021, "Stock market volatility and public information flow: A non-linear perspective," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109905.
• Lee, Namhoon & Choi, Wonseok & Pae, Yuntaek, 2021, "Market efficiency in foreign exchange market," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109931.
• Caferra, Rocco & Tedeschi, Gabriele & Morone, Andrea, 2021, "Bitcoin: Bubble that bursts or Gold that glitters?," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109942.
• Hassan, M. Kabir & Hasan, Md. Bokhtiar & Rashid, Md. Mamunur, 2021, "Using precious metals to hedge cryptocurrency policy and price uncertainty," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109977.
• Alvarez-Ramirez, Jose & Rodriguez, Eduardo, 2021, "A singular value decomposition approach for testing the efficiency of Bitcoin and Ethereum markets," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109997.
• Rubbaniy, Ghulame & Polyzos, Stathis & Rizvi, Syed Kumail Abbas & Tessema, Abiot, 2021, "COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110017.
• Chen, Shiyi & Chng, Michael T. & Liu, Qingfu, 2021, "The implied arbitrage mechanism in financial markets," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 468-483, DOI: 10.1016/j.jeconom.2020.07.011.
• Hryckiewicz, Aneta, 2021, "There is no smoke without a fire: The effect of government interventions in less advanced economies," Economic Systems, Elsevier, volume 45, issue 1, DOI: 10.1016/j.ecosys.2020.100776.
• De Santis, Roberto A. & Zaghini, Andrea, 2021, "Unconventional monetary policy and corporate bond issuance," European Economic Review, Elsevier, volume 135, issue C, DOI: 10.1016/j.euroecorev.2021.103727.
• Hardy, Bryan & Sever, Can, 2021, "Financial crises and innovation," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103856.
• Labidi, Chiraz & Laribi, Dorra & Ureche-Rangau, Loredana, 2021, "National culture and socially responsible fund flows," Emerging Markets Review, Elsevier, volume 46, issue C, DOI: 10.1016/j.ememar.2020.100751.
• Zhou, Zhong-guo & Hussein, Monica & Deng, Qi, 2021, "ChiNext IPOs' initial returns before and after the 2013 stock market reform: What can we learn?," Emerging Markets Review, Elsevier, volume 48, issue C, DOI: 10.1016/j.ememar.2021.100817.
• Wan, Li & Han, Liyan & Xu, Yang & Matousek, Roman, 2021, "Dynamic linkage between the Chinese and global stock markets: A normal mixture approach," Emerging Markets Review, Elsevier, volume 49, issue C, DOI: 10.1016/j.ememar.2020.100764.
• Parhizgari, A.M. & Padungsaksawasdi, Chaiyuth, 2021, "Global equity market leadership positions through implied volatility measures," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 180-205, DOI: 10.1016/j.jempfin.2021.01.001.
• Yung, Julieta, 2021, "Can interest rate factors explain exchange rate fluctuations?," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 34-56, DOI: 10.1016/j.jempfin.2021.01.005.
• Akbari, Amir & Ng, Lilian & Solnik, Bruno, 2021, "Drivers of economic and financial integration: A machine learning approach," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 82-102, DOI: 10.1016/j.jempfin.2020.12.005.
• Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2021, "Trading activity and price discovery in Bitcoin futures markets," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 107-120, DOI: 10.1016/j.jempfin.2021.03.001.
• Gradojevic, Nikola & Tsiakas, Ilias, 2021, "Volatility cascades in cryptocurrency trading," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 252-265, DOI: 10.1016/j.jempfin.2021.04.005.
• Calice, Giovanni & Lin, Ming-Tsung, 2021, "Exploring risk premium factors for country equity returns," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 294-322, DOI: 10.1016/j.jempfin.2021.07.003.
• Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2021, "Investor sentiment and stock returns: Global evidence," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 365-391, DOI: 10.1016/j.jempfin.2021.07.010.
• Ibikunle, Gbenga & Aquilina, Matteo & Diaz-Rainey, Ivan & Sun, Yuxin, 2021, "City goes dark: Dark trading and adverse selection in aggregate markets," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 1-22, DOI: 10.1016/j.jempfin.2021.08.002.
• Grobys, Klaus & Junttila, Juha & Kolari, James W. & Sapkota, Niranjan, 2021, "On the stability of stablecoins," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 207-223, DOI: 10.1016/j.jempfin.2021.09.002.
• Yang, Jian & Tong, Meng & Yu, Ziliang, 2021, "Housing market spillovers through the lens of transaction volume: A new spillover index approach," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 351-378, DOI: 10.1016/j.jempfin.2021.10.003.
• Fung, Scott & Tsai, Shih-Chuan, 2021, "The price discovery role of day traders in futures market: Evidence from different types of day traders," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 53-77, DOI: 10.1016/j.jempfin.2021.08.001.
• Albulescu, Claudiu Tiberiu & Ajmi, Ahdi Noomen, 2021, "Oil price and US dollar exchange rate: Change detection of bi-directional causal impact," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105385.
• Joo, Young C. & Park, Sung Y., 2021, "The impact of oil price volatility on stock markets: Evidences from oil-importing countries," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105413.
• Xie, Qichang & Wu, Haifeng & Ma, Yu, 2021, "Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105495.
• Maitra, Debasish & Rehman, Mobeen Ur & Dash, Saumya Ranjan & Kang, Sang Hoon, 2021, "Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105499.
• Leong, Soon Heng, 2021, "Global crude oil and the Chinese oil-intensive sectors: A comprehensive causality study," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105558.
• Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021, "An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105589.
• Zheng, Yan & Yin, Hua & Zhou, Min & Liu, Wenhua & Wen, Fenghua, 2021, "Impacts of oil shocks on the EU carbon emissions allowances under different market conditions," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105683.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2021, "Hedging stocks with oil," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2019.06.007.
• Yahya, Muhammad & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah & Ghosh, Sajal, 2021, "Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105116.
• Richter, Sylvia & Heyde, Frank & Horsch, Andreas & Wünsche, Andreas, 2021, "Determinants of project bond prices – Insights into infrastructure and energy capital markets," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105175.
• Sun, Jie & Zhao, Xiaojun & Xu, Chao, 2021, "Crude oil market autocorrelation: Evidence from multiscale quantile regression analysis," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105239.
• Mensi, Walid & Al Rababa'a, Abdel Razzaq & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105262.
• Dragomirescu-Gaina, Catalin & Galariotis, Emilios & Philippas, Dionisis, 2021, "Chasing the ‘green bandwagon’ in times of uncertainty," Energy Policy, Elsevier, volume 151, issue C, DOI: 10.1016/j.enpol.2021.112190.
• Maghyereh, Aktham & Abdoh, Hussein, 2021, "The impact of extreme structural oil-price shocks on clean energy and oil stocks," Energy, Elsevier, volume 225, issue C, DOI: 10.1016/j.energy.2021.120209.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021, "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, volume 235, issue C, DOI: 10.1016/j.energy.2021.121333.
• Smales, L.A., 2021, "Investor attention and global market returns during the COVID-19 crisis," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101616.
• Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021, "Return connectedness across asset classes around the COVID-19 outbreak," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101646.
• Karkowska, Renata & Urjasz, Szczepan, 2021, "Connectedness structures of sovereign bond markets in Central and Eastern Europe," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2020.101644.
• Kizys, Renatas & Tzouvanas, Panagiotis & Donadelli, Michael, 2021, "From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101663.
• Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh, 2021, "Assessing the safe haven property of the gold market during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101666.
• Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021, "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101678.
• Gkillas, Konstantinos & Konstantatos, Christoforos & Floros, Christos & Tsagkanos, Athanasios, 2021, "Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101706.
• Narayan, Paresh Kumar & Narayan, Seema & Tran, Vuong Thao & Thuraisamy, Kannan, 2021, "State-level politics: Do they influence corporate investment decisions?," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101708.
• Junttila, Juha & Perttunen, Jukka & Raatikainen, Juhani, 2021, "Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101724.
• Duan, Kun & Li, Zeming & Urquhart, Andrew & Ye, Jinqiang, 2021, "Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101725.
• Siddique, Md Abubakar & Akhtaruzzaman, Md & Rashid, Afzalur & Hammami, Helmi, 2021, "Carbon disclosure, carbon performance and financial performance: International evidence," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101734.
• Hung, Ngo Thai & Vo, Xuan Vinh, 2021, "Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101730.
• González, Maria de la O. & Jareño, Francisco & Skinner, Frank S., 2021, "Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101773.
• Goodell, John W. & Goutte, Stephane, 2021, "Diversifying equity with cryptocurrencies during COVID-19," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101781.
• Samarasinghe, Ama & Uylangco, Katherine, 2021, "An examination of the effect of stock market liquidity on bank market power," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101810.
• Rouatbi, Wael & Demir, Ender & Kizys, Renatas & Zaremba, Adam, 2021, "Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101819.
• Angelidis, Timotheos & Babalos, Vassilios & Fessas, Michalis, 2021, "The economic gain of being small in the mutual fund industry: U.S. and international evidence," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101852.
• Javadi, Siamak & Mollagholamali, Mohsen & Nejadmalayeri, Ali & Al-Thaqeb, Saud, 2021, "Corporate cash holdings, agency problems, and economic policy uncertainty," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101859.
• Shehadeh, Ali A. & Li, Youwei & Vigne, Samuel A. & Almaharmeh, Mohammad I. & Wang, Yizhi, 2021, "The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101871.
• Sobti, Neharika & Sehgal, Sanjay & Ilango, Balakrishnan, 2021, "How do macroeconomic news surprises affect round-the-clock price discovery of gold?," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101893.
• Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2021, "Leverage and systemic risk pro-cyclicality in the Chinese financial system," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101895.
• Hussain, Syed Mujahid & Ben Omrane, Walid, 2021, "The effect of US macroeconomic news announcements on the Canadian stock market: Evidence using high-frequency data," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101450.
• Kellner, Ralf & Rösch, Daniel, 2021, "A Bayesian Re-Interpretation of “significant” empirical financial research," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101402.
• Yen, Kuang-Chieh & Cheng, Hui-Pei, 2021, "Economic policy uncertainty and cryptocurrency volatility," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101428.
• Lyócsa, Štefan & Výrost, Tomáš & Plíhal, Tomáš, 2021, "A tale of tails : New evidence on the growth-return nexus," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101526.
• Akhtaruzzaman, Md & Abdel-Qader, Waleed & Hammami, Helmi & Shams, Syed, 2021, "Is China a source of financial contagion?," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101393.
• Behrendt, Simon & Prange, Philipp, 2021, "What are you searching for? On the equivalence of proxies for online investor attention," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101401.
• Liu, Jian & Jiang, Ting & Ye, Ze, 2021, "Information efficiency research of China's carbon markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101444.
• Scharnowski, Stefan, 2021, "Understanding Bitcoin liquidity," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101477.
• Li, Xiao, 2021, "Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101395.
• Klaus, Jürgen & Koser, Christoph, 2021, "Measuring Trump: The Volfefe Index and its impact on European financial markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101447.
• Burggraf, Tobias, 2021, "Beyond risk parity – A machine learning-based hierarchical risk parity approach on cryptocurrencies," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101523.
• Albulescu, Claudiu Tiberiu, 2021, "COVID-19 and the United States financial markets’ volatility," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101699.
• Akhtaruzzaman, Md & Boubaker, Sabri & Sensoy, Ahmet, 2021, "Financial contagion during COVID–19 crisis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101604.
• Goodell, John W. & Goutte, Stephane, 2021, "Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101625.
• Sène, Babacar & Mbengue, Mohamed Lamine & Allaya, Mouhamad M., 2021, "Overshooting of sovereign emerging eurobond yields in the context of COVID-19," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101746.
• Gharib, Cheima & Mefteh-Wali, Salma & Jabeur, Sami Ben, 2021, "The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101703.
• Rahman, Md Lutfur & Amin, Abu & Al Mamun, Mohammed Abdullah, 2021, "The COVID-19 outbreak and stock market reactions: Evidence from Australia," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101832.
• Amar, Amine Ben & Belaid, Fateh & Youssef, Adel Ben & Chiao, Benjamin & Guesmi, Khaled, 2021, "The unprecedented reaction of equity and commodity markets to COVID-19," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101853.
• Engelhardt, Nils & Krause, Miguel & Neukirchen, Daniel & Posch, Peter N., 2021, "Trust and stock market volatility during the COVID-19 crisis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101873.
• Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2021, "Exploration of safe havens for Africa's stock markets: A test case under COVID-19 crisis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101877.
• Aktas, Osman Ulas & Kryzanowski, Lawrence & Zhang, Jie, 2021, "Volatility spillover around price limits in an emerging market," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101610.
• Bachiller, Patricia & Boubaker, Sabri & Mefteh-Wali, Salma, 2021, "Financial derivatives and firm value: What have we learned?," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101573.
• Jeon, Yoontae & Samarbakhsh, Laleh & Hewitt, Kenji, 2021, "Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101654.
• Ye, Wuyi & Jiang, Kunliang & Liu, Xiaoquan, 2021, "Financial contagion and the TIR-MIDAS model," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101589.
• Wang, Andong & Hudson, Robert & Rhodes, Mark & Zhang, Sijia & Gregoriou, Andros, 2021, "Stock liquidity and return distribution: Evidence from the London Stock Exchange," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101539.
• Wu, Ji & Li, Huimin & Zheng, Dazhi & Liu, Xiaoyan, 2021, "Economic uncertainty or financial uncertainty? An empirical analysis of bank risk-taking in Asian emerging markets," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101542.
• Bonato, Matteo & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021, "A note on investor happiness and the predictability of realized volatility of gold," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101614.
• Sensoy, Ahmet & Uzun, Sevcan & Lucey, Brian M., 2021, "Commonality in FX liquidity: High-frequency evidence," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101577.
• Demir, Ender & Simonyan, Serdar & García-Gómez, Conrado-Diego & Lau, Chi Keung Marco, 2021, "The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101754.
• Li, Zhaochu & Lytvynenko, Iryna P., 2021, "Currency fluctuations and the post-earnings announcement drift," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101742.
• Ghabri, Yosra & Guesmi, Khaled & Zantour, Ahlem, 2021, "Bitcoin and liquidity risk diversification," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101679.