Research classified by Journal of Economic Literature (JEL) codes

2022

• Giovanni di Iasio & Spyridon Alogoskoufis & Simon Kordel & Dominika Kryczka & Giulio Nicoletti & Nicholas Vause, 2022, "A model of system-wide stress simulation: market-based finance and the Covid-19 event," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 687, Apr.
• Arthur Stalla-Bourdillon, 2022, "Stock Return Predictability: comparing Macro- and Micro-Approaches," Working papers, Banque de France, number 891.
• Nicolas Chatelais & Menzie Chinn & Arthur Stalla-Bourdillon, 2022, "Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section," Working papers, Banque de France, number 903.
• Ahmet ŞİT & H. Yusuf GÜNGÖR & Mehmet Recep ARMUTLU, 2022, "Finansal Sağlamlığın Maden Firmalarının Finansal Performansları Üzerine Etkisi Türkiye ve BRICS Ülkeleri Üzerine Uygulama," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 217-243, August, DOI: https://doi.org/10.33399/biibfad.89.
• Kudbeddin ŞEKER & İbrahim ÇEMBERLİTAŞ, 2022, "Katılım Bankalarında Karlılığı Etkileyen İçsel ve Dışsal Faktörlerin Panel Veri Yöntemi ile Analizi Türkiye Örneği (2016-2021)," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 477-508, August, DOI: https://doi.org/10.33399/biibfad.10.
• Yunus YILMAZ, 2022, "BIST Gıda ve İçecek Endeksi ile Döviz Kuru Arasındaki Asimetrik İlişki Doğrusal Olmayan ARDL Yaklaşımı," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 561-579, August, DOI: https://doi.org/10.33399/biibfad.10.
• Giulio Cornelli & Sebastian Doerr & Leonardo Gambacorta & Bruno Tissot, 2022, "Big data in Asian central banks," IFC Working Papers, Bank for International Settlements, number 21, Feb.
• Iñaki Aldasoro & Peter Hördahl & Sonya Zhu, 2022, "Under pressure: market conditions and stress," BIS Quarterly Review, Bank for International Settlements, September.
• Giulio Cornelli & Sebastian Doerr & Leonardo Gambacorta & Bruno Tissot, 2022, "Big Data in Asian Central Banks," Asian Economic Policy Review, Japan Center for Economic Research, volume 17, issue 2, pages 255-269, July, DOI: 10.1111/aepr.12376.
• Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson, 2022, "Monetary Policy and Asset Valuation," Journal of Finance, American Finance Association, volume 77, issue 2, pages 967-1017, April, DOI: 10.1111/jofi.13107.
• SAFTA (PLESA) Ioana Lavinia & SABAU (POPA) Andrada Ioana & BORLEA Sorin Nicolae, 2022, "Selecting Indicators Of Predicting Fraud Risk. Case Study For Romanian Business Environment," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 74, issue 4, pages 75-90, December, DOI: 10.56043/reveco-2022-0039.
• Meena Sharma & Sunita, 2022, "Examining Asymmetric Volatility Dynamism of Returns in the Infrastructure Sector in India during Covid 19: - A application of GARCH Models," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 25, issue 2, pages 126-137, DOI: 10.32725/acta.2022.014.
• Mba Jules Clement & Mwambetania Mwambi Sutene, 2022, "Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 173-190, April, DOI: 10.1515/snde-2020-0072.
• McInerney, Niall & O'Brien, Martin & Wosser, Michael & Zavalloni, Luca, 2022, "Rightsizing Bank Capital for Small, Open Economies," Research Technical Papers, Central Bank of Ireland, number 4/RT/22, Jun.
• Yao, Fang, 2022, "Estimating the Trend of the House Price to Income Ratio in Ireland," Research Technical Papers, Central Bank of Ireland, number 8/RT/22, Nov.
• W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021, "Understanding spatial heterogeneity in GB agricultural land-use for improved policy targeting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/8, May.
• W. Saart, Patrick & Kim, Namhyun & Moscone, Francesco & Xia, Yingcun, 2022, "Varying Coefficient Model with Correlated Error Components and Application to Disparities Between Mental Health Service by Councils in England," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/1, Jan.
• Xu, Yongdeng, 2022, "The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/5, Mar.
• Daniele Bianchi & Mykola Babiak & Alexander Dickerson, 2022, "Trading Volume and Liquidity Provision in Cryptocurrency Markets," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp730, Jun.
• Michael Schnetzer & Thorsten Hens, 2022, "Evolutionary finance for multi-asset investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-05, Jan.
• Antoine Kopp & Rebecca Westphal & Didier Sornette, 2022, "Agent-based model generating stylized facts of fixed income markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-37, Apr.
• Didier Sornette & Sandro Claudio Lera & Jianhong Lin & Ke Wu, 2022, "Non-Normal Interactions Create Socio-Economic Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-43, May.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2022, "Momentum Without Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-87, Nov.
• Marc S. Paolella & Pawel Polak, 2022, "Density and Risk Prediction with Non-Gaussian COMFORT Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-88, Nov.
• Fredy Gamboa-Estrada & José Vicente Romero, 2022, "Common and idiosyncratic movements in Latin-American exchange rates," International Economics, CEPII research center, issue 171, pages 174-190.
• Claudia PITTERLE, 2022, "Home-Market Bias! Investment Behavior From The Persepctive Of Behavioral Economics In The German Stock Market," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 2, pages 143-148, December.
• Jorge Luis Sánchez Arévalo & Gabriela Moreira de Sousa & Rodrigo Malta Meurer, 2022, "Efeito causal entre o indicador de bolsa de valores Ibovespa e os indicadores Shangai, S&P500, Merval e Nikkei," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 87, pages 457-479, DOI: 10.15446/cuad.econ.v41n87.89520.
• José Gabriel Astaiza Gómez & Camilo Andr�s P�rez Pacheco, 2022, "Equity Analyst Reports and Stock Prices," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 41, issue 73, pages 43-62.
• Vicente René Encalada Encarnación, 2022, "Una propuesta de modelo con base en NIIF pymes para el mejoramiento de la gestión económica y financiera en pequenas empresas guayaquilenas," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 14, issue 1, pages 49-74.
• Huboh Samuel RINGMU & Saidou Baba OUMAR, 2022, "Forecasting stock prices in the New York stock exchange," Journal of Economics Bibliography, EconSciences Journals, volume 9, issue 1, pages 1-20, March.
• Bozena Sowa, 2022, "The Impact Of The Tax Harmonization Process (On The Example Of Vat) On Budget Revenues In 25 Selected Eu Countries - A Comparative Analysis," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 17-31.
• Te Bao & Brice Corgnet & Nobuyuki Hanaki & Katsuhiko Okada & Yohanes E. Riyanto & Jiahua Zhu, 2022, "Financial Forecasting in the Lab and the Field: Qualified Professionals vs. Smart Students," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1156, Jan.
• Te Bao & Brice Corgnet & Nobuyuki Hanaki & Katsuhiko Okada & Yohanes E. Riyanto & Jiahua Zhu, 2022, "Financial Forecasting in the Lab and the Field: Qualified Professionals vs. Smart Students," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1156r, Jan, revised Sep 2024.
• Tiffany Tsz Kwan Tse & Nobuyuki Hanaki & Bolin Mao, 2022, "Beware the Performance of an Algorithm Before Relying on it: Evidence from a Stock Price Forecasting Experiment," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1194, Oct.
• Tiffany Tsz Kwan TSE & Nobuyuki HANAKI & Bolin MAO, 2022, "Beware the performance of an algorithm before relying on it: Evidence from a stock price forecasting experiment," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1194r, Oct, revised Mar 2024.
• Dessaint, Olivier & Foucault, Thierry & Frésard, Laurent, 2022, "The Horizon of Investors' Information and Corporate Investment," HEC Research Papers Series, HEC Paris, number 1462, Nov, DOI: 10.2139/ssrn.4276832.
• di Iasio, Giovanni & Alogoskoufis, Spyridon & Kördel, Simon & Kryczka, Dominika & Nicoletti, Giulio & Vause, Nicholas, 2022, "A model of system-wide stress simulation: market-based finance and the Covid-19 event," Working Paper Series, European Central Bank, number 2671, Jun.
• Fukker, Gábor & Kaijser, Michiel & Mingarelli, Luca & Sydow, Matthias, 2022, "Contagion from market price impact: a price-at-risk perspective," Working Paper Series, European Central Bank, number 2692, Aug.
• Jukonis, Audrius, 2022, "Evaluating market risk from leveraged derivative exposures," Working Paper Series, European Central Bank, number 2722, Sep.
• Jukonis, Audrius & Letizia, Elisa & Rousová, Linda, 2022, "The impact of derivatives collateralisation on liquidity risk: evidence from the investment fund sector," Working Paper Series, European Central Bank, number 2756, Dec.
• Gourdel, Régis & Sydow, Matthias, 2022, "Non-banks contagion and the uneven mitigation of climate risk," Working Paper Series, European Central Bank, number 2757, Dec.
• Lamia Kalai, 2022, "Time Varying Dependence in the Cryptocurrency Market and COVID 19 Panic Index: An Empirical Investigation," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 2, pages 37-51, March.
• Mariska Muller & Sun Ferreira-Schenk & John George Jansen van Rensburg & Daniel Mokatsanyane & Ruschelle Sgammini, 2022, "Tracking the Performance of Listed Shares: A Comparison Between JSE Single- and Dual-listed Shares," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 6, pages 145-154, November.
• Avazkhodjaev S. Shakhabiddinovich & Noor Azuddin bin Yakob & Lau Wee Yeap, 2022, "Asymmetric Effect of Renewable Energy Generation and Clean Energy on Green Economy Stock Price: ANonlinear ARDL Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 1, pages 407-415.
• Ikhlaas Gurrib, 2022, "Technical Analysis, Energy Cryptos and Energy Equity Markets," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 2, pages 249-267, March.
• Rialdi Azhar & Febryan Kusuma Wisnu & Fajrin Satria Dwi Kesuma & Widya Rizki Eka Putri & Rian Andri Prasetya, 2022, "State-space Implementation in Forecasting Carbon and Gas Prices in Commodity Markets," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 3, pages 280-286, May.
• Bharat Kumar Meher & Iqbal Thonse Hawaldar & Santosh Kumar & Abhishek Kumar Gupta, 2022, "Modelling Market Indices, Commodity Market Prices and Stock Prices of Energy Sector using VAR with Variance Decomposition Model," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 4, pages 122-130, July.
• Salokhiddin Avazkhodjaev & Jaloliddin Usmonov & M ria Bohdalov & Wee-Yeap Lau, 2022, "The Causal Nexus between Renewable Energy, CO2 Emissions, and Economic Growth: New Evidence from CIS Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 6, pages 248-260, November.
• Nagula, Pavan Kumar & Alexakis, Christos, 2022, "A new hybrid machine learning model for predicting the bitcoin (BTC-USD) price," Journal of Behavioral and Experimental Finance, Elsevier, volume 36, issue C, DOI: 10.1016/j.jbef.2022.100741.
• Quaye, Enoch & Tunaru, Radu, 2022, "The stock implied volatility and the implied dividend volatility," Journal of Economic Dynamics and Control, Elsevier, volume 134, issue C, DOI: 10.1016/j.jedc.2021.104276.
• Hu, Yuan & Lindquist, W. Brent & Rachev, Svetlozar T. & Shirvani, Abootaleb & Fabozzi, Frank J., 2022, "Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis," Journal of Economic Dynamics and Control, Elsevier, volume 137, issue C, DOI: 10.1016/j.jedc.2022.104345.
• Gouriéroux, C. & Monfort, A. & Renne, J.-P., 2022, "Required Capital for Long-Run Risks," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104502.
• Uquillas, Adriana & Tonato, Ronny, 2022, "Inter-portfolio credit risk contagion including macroeconomic and financial factors: A case study for Ecuador," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 299-320, DOI: 10.1016/j.eap.2021.11.006.
• Díaz, Antonio & Esparcia, Carlos & López, Raquel, 2022, "The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis," Economic Analysis and Policy, Elsevier, volume 75, issue C, pages 39-60, DOI: 10.1016/j.eap.2022.05.001.
• Qu, Hui & Zhang, Yi, 2022, "Asymmetric multivariate HAR models for realized covariance matrix: A study based on volatility timing strategies," Economic Modelling, Elsevier, volume 106, issue C, DOI: 10.1016/j.econmod.2021.105699.
• Colak, Gonul & Fu, Mengchuan & Hasan, Iftekhar, 2022, "On modeling IPO failure risk," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105790.
• Yang, Yanlin & Hu, Xuemei & Jiang, Huifeng, 2022, "Group penalized logistic regressions predict up and down trends for stock prices," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101564.
• Santos, Douglas G. & Candido, Osvaldo & Tófoli, Paula V., 2022, "Forecasting risk measures using intraday and overnight information," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101669.
• Aharon, David Y. & Umar, Zaghum & Aziz, Mukhriz Izraf Azman & Vo, Xuan vinh, 2022, "COVID-19 related media sentiment and the yield curve of G-7 economies," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101678.
• Nonejad, Nima, 2022, "Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101751.
• 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.
• Shi, Ruoshi & Zhao, Yanlong & Bao, Ying & Peng, Cheng, 2022, "Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101781.
• 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.
• Vidal-Llana, Xenxo & Guillén, Montserrat, 2022, "Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101835.
• Beckmann, Joscha & Boonman, Tjeerd M., 2022, "Expectations, disagreement and exchange rate pressure," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2021.110205.
• Saart, Patrick W. & Xia, Yingcun, 2022, "Functional time series approach to analyzing asset returns co-movements," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 127-151, DOI: 10.1016/j.jeconom.2020.11.012.
• Wan, Runqing & Fulop, Andras & Li, Junye, 2022, "Real-time Bayesian learning and bond return predictability," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 114-130, DOI: 10.1016/j.jeconom.2020.04.052.
• Andersen, Torben G. & Varneskov, Rasmus T., 2022, "Testing for parameter instability and structural change in persistent predictive regressions," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 361-386, DOI: 10.1016/j.jeconom.2021.05.011.
• Christensen, Jens H.E. & Spiegel, Mark M., 2022, "Monetary reforms and inflation expectations in Japan: Evidence from inflation-indexed bonds," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 410-431, DOI: 10.1016/j.jeconom.2021.10.007.
• Nazemi, Abdolreza & Baumann, Friedrich & Fabozzi, Frank J., 2022, "Intertemporal defaulted bond recoveries prediction via machine learning," European Journal of Operational Research, Elsevier, volume 297, issue 3, pages 1162-1177, DOI: 10.1016/j.ejor.2021.06.047.
• Zhang, Han & Guo, Bin & Liu, Lanbiao, 2022, "The time-varying bond risk premia in China," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 51-76, DOI: 10.1016/j.jempfin.2021.11.004.
• Cavalcante-Filho, Elias & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno, 2022, "US risk premia under emerging markets constraints," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 217-230, DOI: 10.1016/j.jempfin.2022.03.005.
• Zhao, Albert Bo & Cheng, Tingting, 2022, "Stock return prediction: Stacking a variety of models," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 288-317, DOI: 10.1016/j.jempfin.2022.04.001.
• Huisman, Ronald & Stet, Cristian, 2022, "The dependence of quantile power prices on supply from renewables," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105685.
• Okorie, David Iheke & Lin, Boqiang, 2022, "Givers never lack: Nigerian oil & gas asymmetric network analyses," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105910.
• Li, Xiafei & Liang, Chao & Chen, Zhonglu & Umar, Muhammad, 2022, "Forecasting crude oil volatility with uncertainty indicators: New evidence," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105936.
• Akyildirim, Erdinc & Cepni, Oguzhan & Molnár, Peter & Uddin, Gazi Salah, 2022, "Connectedness of energy markets around the world during the COVID-19 pandemic," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105900.
• Umar, Zaghum & Aharon, David Y. & Esparcia, Carlos & AlWahedi, Wafa, 2022, "Spillovers between sovereign yield curve components and oil price shocks," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105963.
• Tsionas, Mike G. & Philippas, Dionisis & Philippas, Nikolaos, 2022, "Multivariate stochastic volatility for herding detection: Evidence from the energy sector," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105964.
• Guo, Xiaozhu & Huang, Yisu & Liang, Chao & Umar, Muhammad, 2022, "Forecasting volatility of EUA futures: New evidence," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.106021.
• Compernolle, Tine & Kort, Peter M. & Thijssen, Jacco J.J., 2022, "The effectiveness of carbon pricing: The role of diversification in a firm’s investment decision," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106115.
• Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022, "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106174.
• Nonejad, Nima, 2022, "Equity premium prediction using the price of crude oil: Uncovering the nonlinear predictive impact," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106395.
• Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2022, "Geopolitical risk trends and crude oil price predictability," Energy, Elsevier, volume 258, issue C, DOI: 10.1016/j.energy.2022.124824.
• Davis, E. Philip & Karim, Dilruba & Noel, Dennison, 2022, "The effects of macroprudential policy on banks' profitability," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.101989.
• Gong, Xue & Zhang, Weiguo & Wang, Junbo & Wang, Chao, 2022, "Investor sentiment and stock volatility: New evidence," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102028.
• Vedenov, Dmitry & Power, Gabriel J., 2022, "We don't need no fancy hedges! Or do we?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102060.
• Vidal-Tomás, David, 2022, "Which cryptocurrency data sources should scholars use?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102061.
• Liang, Chao & Xu, Yongan & Wang, Jianqiong & Yang, Mo, 2022, "Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102169.
• Zakamulin, Valeriy & Giner, Javier, 2022, "Time series momentum in the US stock market: Empirical evidence and theoretical analysis," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102173.
• Sapkota, Niranjan, 2022, "News-based sentiment and bitcoin volatility," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102183.
• Ballinari, Daniele & Audrino, Francesco & Sigrist, Fabio, 2022, "When does attention matter? The effect of investor attention on stock market volatility around news releases," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102185.
• Yao, Yuan & Zhao, Yang & Li, Yan, 2022, "A volatility model based on adaptive expectations: An improvement on the rational expectations model," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102202.
• Ham, Hyuna & Ryu, Doojin & Webb, Robert I., 2022, "The effects of overnight events on daytime trading sessions," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102228.
• Nonejad, Nima, 2022, "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102251.
• Ding, Shusheng & Cui, Tianxiang & Zhang, Yongmin, 2022, "Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102255.
• 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.
• Wang, Yizhi, 2022, "Volatility spillovers across NFTs news attention and financial markets," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102313.
• Zitis, Pavlos I. & Contoyiannis, Yiannis & Potirakis, Stelios M., 2022, "Critical dynamics related to a recent Bitcoin crash," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102368.
• 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.
• 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.
• Abdallah, Abed Al-Nasser & Abdallah, Wissam & Saad, Mohsen, 2022, "The impact of national culture on the synchronicity of cross-listed firms," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102293.
• Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel, 2022, "Measuring systemic risk during the COVID-19 period: A TALIS3 approach," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102304.
• Taussig, Roi D., 2022, "Market prices, analysts' predictions, and Covid19," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102343.
• Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2022, "YOLO trading: Riding with the herd during the GameStop episode," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102359.
• Kim, Hyuksoo & Kim, Saejoon, 2022, "Managing downside risk of low-risk anomaly portfolios," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102388.
• Jiang, Wen & Xu, Qiuhua & Zhang, Ruige, 2022, "Tail-event driven network of cryptocurrencies and conventional assets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102424.
• Fung, Kennard & Jeong, Jiin & Pereira, Javier, 2022, "More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102544.
• Doan, Bao & Lee, John B. & Liu, Qianqiu & Reeves, Jonathan J., 2022, "Beta measurement with high frequency returns," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102632.
• 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.
• Su, Hao & Ying, Chengwei & Zhu, Xiaoneng, 2022, "Disaster risk matters in the bond market," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102764.
• Nonejad, Nima, 2022, "An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102710.
• Torri, Gabriele & Radi, Davide & Dvořáčková, Hana, 2022, "Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102718.
• 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.
• Akron, Sagi & Taussig, Roi D., 2022, "Income statement leverage and expected stock returns," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102766.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2022, "Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103105.
• Barua, Ronil & Sharma, Anil K., 2022, "Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103111.
• Lúcio, Francisco & Caiado, Jorge, 2022, "COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103141.
• Liu, Guangqiang & Liu, Tianbao, 2022, "Does individual investors’ dividend tax influence analyst forecast? Evidence from a quasi-natural experiment in China," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103263.
• Hong, Weiting, 2022, "Trade momentum for alpha," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103300.
• Pan, Ging-Ginq & Shiu, Yung-Ming & Wu, Tu-Cheng, 2022, "Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100614.
• Li, Zeming & Sakkas, Athanasios & Urquhart, Andrew, 2022, "Intraday time series momentum: Global evidence and links to market characteristics," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2021.100619.
• Jurkatis, Simon, 2022, "Inferring trade directions in fast markets," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100635.
• Grønborg, Niels S. & Lunde, Asger & Olesen, Kasper V. & Vander Elst, Harry, 2022, "Realizing correlations across asset classes," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2022.100729.
• Truong, Chi & Sheen, Jeffrey & Trück, Stefan & Villafuerte, James, 2022, "Early warning systems using dynamic factor models: An application to Asian economies," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100885.
• Boubakri, Narjess & Bouslimi, Lobna & Zhong, Rui, 2022, "Political uncertainty and analysts’ forecasts: International evidence," Journal of Financial Stability, Elsevier, volume 59, issue C, DOI: 10.1016/j.jfs.2022.100971.
• Salisu, Afees A. & Ogbonna, Ahamuefula E., 2022, "The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2021.100641.
• Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2022, "Assessing the impact of policy and regulation interventions in European sovereign credit risk networks: What worked best?," Journal of International Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.jinteco.2022.103673.
• Pitera, Marcin & Schmidt, Thorsten, 2022, "Estimating and backtesting risk under heavy tails," Insurance: Mathematics and Economics, Elsevier, volume 104, issue C, pages 1-14, DOI: 10.1016/j.insmatheco.2022.01.006.
• Feng, Ben Mingbin & Li, Johnny Siu-Hang & Zhou, Kenneth Q., 2022, "Green nested simulation via likelihood ratio: Applications to longevity risk management," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 285-301, DOI: 10.1016/j.insmatheco.2022.07.004.
• Chen, Fen-Ying & Yang, Sharon S. & Huang, Hong-Chih, 2022, "Modeling pandemic mortality risk and its application to mortality-linked security pricing," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 341-363, DOI: 10.1016/j.insmatheco.2022.06.002.
• Gamboa-Estrada, Fredy & Romero, José Vicente, 2022, "Common and idiosyncratic movements in Latin-American exchange rates," International Economics, Elsevier, volume 171, issue C, pages 174-190, DOI: 10.1016/j.inteco.2022.06.002.
• Jin, Xiaoye, 2022, "Performance of intraday technical trading in China’s gold market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101481.
• Finta, Marinela Adriana & Ornelas, José Renato Haas, 2022, "Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101569.
• He, Mengxi & Zhang, Yaojie, 2022, "Climate policy uncertainty and the stock return predictability of the oil industry," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101675.
• Luo, Jiawen & Klein, Tony & Ji, Qiang & Hou, Chenghan, 2022, "Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models," International Journal of Forecasting, Elsevier, volume 38, issue 1, pages 51-73, DOI: 10.1016/j.ijforecast.2019.08.007.
• Ball, Ray & Nikolaev, Valeri V., 2022, "On earnings and cash flows as predictors of future cash flows," Journal of Accounting and Economics, Elsevier, volume 73, issue 1, DOI: 10.1016/j.jacceco.2021.101430.
• Hsu, Charles & Wang, Rencheng & Whipple, Benjamin C., 2022, "Non-GAAP earnings and stock price crash risk," Journal of Accounting and Economics, Elsevier, volume 73, issue 2, DOI: 10.1016/j.jacceco.2021.101473.
• Gao, Yang & Leung, Henry & Satchell, Stephen, 2022, "Partial moment momentum," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106361.
• Flögel, Volker & Schlag, Christian & Zunft, Claudia, 2022, "Momentum-Managed Equity Factors," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2021.106251.
• Golosnoy, Vasyl & Gribisch, Bastian, 2022, "Modeling and forecasting realized portfolio weights," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106404.
• Ye, Xiaoxia & Yu, Fan & Zhao, Ran, 2022, "Credit derivatives and corporate default prediction," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106418.
• Bianchi, Daniele & Babiak, Mykola, 2022, "On the performance of cryptocurrency funds," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106467.
• Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022, "Trading volume and liquidity provision in cryptocurrency markets," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106547.
• Chue, Timothy K. & Xu, Jin Karen, 2022, "Profitability, asset investment, and aggregate stock returns," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106597.
• Hoang, Lai T. & Baur, Dirk G., 2022, "Loaded for bear: Bitcoin private wallets, exchange reserves and prices," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106622.
• Hollstein, Fabian & Prokopczuk, Marcel, 2022, "Testing Factor Models in the Cross-Section," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106626.
• Klein, Tony, 2022, "Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock," Journal of Economic Behavior & Organization, Elsevier, volume 194, issue C, pages 264-286, DOI: 10.1016/j.jebo.2021.11.028.
• Han, Yufeng & Huang, Dashan & Huang, Dayong & Zhou, Guofu, 2022, "Expected return, volume, and mispricing," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1295-1315, DOI: 10.1016/j.jfineco.2021.05.014.
• Obaid, Khaled & Pukthuanthong, Kuntara, 2022, "A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 273-297, DOI: 10.1016/j.jfineco.2021.06.002.
• Back, Kerry & Crotty, Kevin & Kazempour, Seyed Mohammad, 2022, "Validity, tightness, and forecasting power of risk premium bounds," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 732-760, DOI: 10.1016/j.jfineco.2022.02.003.
• Ermolov, Andrey, 2022, "Time-varying risk of nominal bonds: How important are macroeconomic shocks?," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 1-28, DOI: 10.1016/j.jfineco.2022.04.003.
• Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian, 2022, "Multivariate crash risk," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 129-153, DOI: 10.1016/j.jfineco.2021.07.016.
• Leippold, Markus & Wang, Qian & Zhou, Wenyu, 2022, "Machine learning in the Chinese stock market," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 64-82, DOI: 10.1016/j.jfineco.2021.08.017.
• Huang, Shiyang & Lee, Charles M.C. & Song, Yang & Xiang, Hong, 2022, "A frog in every pan: Information discreteness and the lead-lag returns puzzle," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 83-102, DOI: 10.1016/j.jfineco.2021.10.011.
• Boudoukh, Jacob & Israel, Ronen & Richardson, Matthew, 2022, "Biases in long-horizon predictive regressions," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 937-969, DOI: 10.1016/j.jfineco.2021.09.013.
• Karnaukh, Nina & Vokata, Petra, 2022, "Growth forecasts and news about monetary policy," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 55-70, DOI: 10.1016/j.jfineco.2022.07.001.
• Mamatzakis, Emmanuel, 2022, "An international study on the impact of corruption on analysts’ forecasts," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 48, issue C, DOI: 10.1016/j.intaccaudtax.2022.100486.
• Degiannakis, Stavros & Filis, George, 2022, "Oil price volatility forecasts: What do investors need to know?," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2021.102594.
• Brooks, Robert & Brooks, Joshua A., 2022, "Samuelson hypothesis and carry arbitrage: U.S. and China," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102698.
• Haarstad, Aleksander H. & Lavrutich, Maria & Strypet, Kristian & Strøm, Eivind, 2022, "Multi-commodity price risk hedging in the Atlantic salmon farming industry," Journal of Commodity Markets, Elsevier, volume 25, issue C, DOI: 10.1016/j.jcomm.2021.100182.
• Westgaard, Sjur & Frydenberg, Stein & Mohanty, Sunil K., 2022, "Fourteen large commodity trading disasters: What happened and what can we learn?," Journal of Commodity Markets, Elsevier, volume 27, issue C, DOI: 10.1016/j.jcomm.2021.100221.
• Plakandaras, Vasilios & Ji, Qiang, 2022, "Intrinsic decompositions in gold forecasting," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100245.
• Liu, Guangqiang & Guo, Xiaozhu, 2022, "Forecasting stock market volatility using commodity futures volatility information," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102481.
• Yan, Xiang & Bai, Jiancheng & Li, Xiafei & Chen, Zhonglu, 2022, "Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102521.
• Wen, Danyan & Liu, Li & Wang, Yudong & Zhang, Yaojie, 2022, "Forecasting crude oil market returns: Enhanced moving average technical indicators," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102570.
• Zhang, Lixia & Luo, Qin & Guo, Xiaozhu & Umar, Muhammad, 2022, "Medium-term and long-term volatility forecasts for EUA futures with country-specific economic policy uncertainty indices," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102644.
• Zhang, Li & Wang, Lu & Wang, Xunxiao & Zhang, Yaojie & Pan, Zhigang, 2022, "How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102656.
• Kumar, Pawan & Singh, Vipul Kumar, 2022, "Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102773.
• Jin, Daxiang & He, Mengxi & Xing, Lu & Zhang, Yaojie, 2022, "Forecasting China's crude oil futures volatility: How to dig out the information of other energy futures volatilities?," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102852.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2022, "Spillover effects between commodity and stock markets: A SDSES approach," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102926.
• Liu, Xiaoxing & Shehzad, Khurram & Kocak, Emrah & Zaman, Umer, 2022, "Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102985.
• Liu, Guangqiang & Zeng, Qing & Lei, Juan, 2022, "Dynamic risks from climate policy uncertainty: A case study for the natural gas market," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103014.
• Song, Yixuan & He, Mengxi & Wang, Yudong & Zhang, Yaojie, 2022, "Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103093.
• Xu, Yongan & Li, Ming & Yan, Wen & Bai, Jiancheng, 2022, "Predictability of the renewable energy market returns: The informational gains from the climate policy uncertainty," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103141.
• Vega Baquero, Juan David & Santolino, Miguel, 2022, "Too big to fail? An analysis of the Colombian banking system through compositional data," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 3, issue 2, DOI: 10.1016/j.latcb.2022.100060.
• Jurdi, Doureige J., 2022, "Predicting the Australian equity risk premium," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101683.
• Hiroki, Takashi & Iwatsubo, Kentaro & Watkins, Clinton, 2022, "Does firm-level productivity predict stock returns?," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101710.
• Umar, Zaghum & Yousaf, Imran & Gubareva, Mariya & Vo, Xuan Vinh, 2022, "Spillover and risk transmission between the term structure of the US interest rates and Islamic equities," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101712.
• Huang, Jing-Zhi & Ni, Jun & Xu, Li, 2022, "Leverage effect in cryptocurrency markets," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101773.
• Yuan, Ying & Fan, Xiaoqian & Li, Yiou, 2022, "Do local and non-local retail investor attention impact stock returns differently?," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101807.
• Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022, "Predicting tail events in a RIA-EVT-Copula framework," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 600, issue C, DOI: 10.1016/j.physa.2022.127524.
• Nguyen, Tien-Trung & Wu, Yang-Che & Ke, Mei-Chu & Liao, Tung Liang, 2022, "Can direct government intervention save the stock market?," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 271-284, DOI: 10.1016/j.qref.2022.02.001.
• Marthinsen, John E. & Gordon, Steven R., 2022, "The price and cost of bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 280-288, DOI: 10.1016/j.qref.2022.04.003.
• Mihai, Marius M., 2022, "The commercial bank leverage factor in U.S. asset prices," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 156-171, DOI: 10.1016/j.qref.2022.07.004.
• Dibooglu, Sel & Cevik, Emrah I. & Gillman, Max, 2022, "Gold, silver, and the US dollar as harbingers of financial calm and distress," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 200-210, DOI: 10.1016/j.qref.2022.07.003.
• Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022, "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 179-190, DOI: 10.1016/j.iref.2021.09.017.
• Takamizawa, Hideyuki, 2022, "How arbitrage-free is the Nelson–Siegel model under stochastic volatility?," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 205-223, DOI: 10.1016/j.iref.2022.01.011.
• Umar, Zaghum & Riaz, Yasir & Aharon, David Y., 2022, "Network connectedness dynamics of the yield curve of G7 countries," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 275-288, DOI: 10.1016/j.iref.2022.02.052.
• López-Martín, Carmen & Arguedas-Sanz, Raquel & Muela, Sonia Benito, 2022, "A cryptocurrency empirical study focused on evaluating their distribution functions," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 387-407, DOI: 10.1016/j.iref.2022.02.021.
• Tan, Yuanyue & Wang, Zhiqiang & Xiong, Haifang & Liu, Yue, 2022, "Fundamental momentum and enhanced fundamental momentum: Evidence from the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 680-693, DOI: 10.1016/j.iref.2022.02.012.
• Wu, Chunying & Xiong, Xiong & Gao, Ya, 2022, "The role of different information sources in information spread: Evidence from three media channels in China," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 327-341, DOI: 10.1016/j.iref.2022.02.072.
• Jayawardena, Nirodha I. & Todorova, Neda & Li, Bin & Su, Jen-Je & Gau, Yin-Feng, 2022, "Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 384-401, DOI: 10.1016/j.iref.2022.02.057.
• Xiao, Jihong & Wang, Yudong, 2022, "Good oil volatility, bad oil volatility, and stock return predictability," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 953-966, DOI: 10.1016/j.iref.2022.03.013.
• d’Addona, Stefano & Khanom, Najrin, 2022, "Estimating tail-risk using semiparametric conditional variance with an application to meme stocks," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 241-260, DOI: 10.1016/j.iref.2022.05.012.
• Yuan, Kunpeng & Chi, Guotai & Zhou, Ying & Yin, Hailei, 2022, "A novel two-stage hybrid default prediction model with k-means clustering and support vector domain description," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101536.
• Dharani, Munusamy & Hassan, M. Kabir & Rabbani, Mustafa Raza & Huq, Tahsin, 2022, "Does the Covid-19 pandemic affect faith-based investments? Evidence from global sectoral indices," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101537.
• Kristóf, Tamás & Virág, Miklós, 2022, "EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101644.
• Plastun, Alex & Bouri, Elie & Havrylina, Ahniia & Ji, Qiang, 2022, "Calendar anomalies in passion investments: Price patterns and profit opportunities," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101678.
• Charfeddine, Lanouar & Benlagha, Noureddine & Khediri, Karim Ben, 2022, "An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101699.