Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
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Volume 47, issue PB, 2022

Is Bitcoin a hedge? How extreme volatility can destroy the hedge property

Dirk G. Baur, Lai T. Hoang and Md Zakir Hossain

Financing land acquisition for infrastructure projects

Bhagwan Chowdhry

Impact of COVID-19 exposure on working capital management: The moderating effect of investment opportunities and government incentives

Augustine Tarkom

FinTech and financial stability: Threat or opportunity?

Siti Nurazira Mohd Daud, Abd Halim Ahmad, Airil Khalid and W.N.w Azman-Saini

Bringing the flashlight: Shadow banking in European Union countries

Martin Hodula

Decomposing the idiosyncratic volatility anomaly among euro area stocks

Jan Annaert, Marc De Ceuster and Freek Van Doninck

Bankruptcy reform and corporate risk-taking: Evidence from a quasi-natural experiment

Ranjeet Singh, Yogesh Chauhan and Nemiraja Jadiyappa

Restart economy in a resilient way: The value of corporate social responsibility to firms in COVID-19

Juanjuan Zhang, Yuming Zhang and Yongkun Sun

COVID-19′s impact on the spillover effect across the Chinese and U.S. stock markets

Yongmin Zhang and Jiaying Mao

Climate change, corruption, and business bribes in South Asia

Hanol Lee and Toure Moumbark

Corporate social responsibility budgeting and spending during COVID–19 in Oman: A humanitarian response to the pandemic

Saeed Rabea Baatwah, Adel Ali Al-Qadasi, Amer Mohammed Al-Shehri and Imen Derouiche

Bitcoin volatility predictability–The role of jumps and regimes

Lihua Qian, Jiqian Wang, Feng Ma and Ziyang Li

Does a CEO's prior academic experience helpful to an IPO firm? The case of IPO discount

Binjie Zhao, Jianhua Tan and Kam C. Chan

The impact of margin trading and short selling by retail investors on market price efficiency: Empirical evidence from bitcoin exchanges

Jan-Oliver Strych

Short selling surrounding data breach announcements

Heng Emily Wang, Qin Emma Wang and Wentao Wu

Cross-border acquisitions and R&D: Unpacking the impact on acquirers and targets

Victor Zitian Chen, Daniel M. Shapiro and Jing Li

Gender and choice of pension product

Linda Sandris Larsen, Ulf Nielsson and Jesper Rangvid

The effect of female CEO and CFO on tail risk and firm value

Li-Hsun Wang and Hung-Gay Fung

No man, No cry? Gender equality in access to credit and financial stability

Caroline Perrin and Laurent Weill

Price explosiveness in cryptocurrencies and Elon Musk's tweets

Syed Jawad Hussain Shahzad, Muhammad Anas and Elie Bouri

Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies

Sitara Karim, Brian Lucey, Muhammad Abubakr Naeem and Gazi Uddin

Crises and changes: The impacts of CSR expenditure on loan and subsidy allocation in China's Pre- and Post-Pandemic periods

Yuming Zhang, Chao Xing, Quanli Zhang and Xinyue Zhang

Local corruption and dividend policy: Evidence from China

Bin Dong, Yizi Chen and Cunbin Fan

Customer relationships, corporate social responsibility, and stock price reaction: Lessons from China during health crisis times

Sabri Boubaker, Zhenya Liu and Yaosong Zhan

Market reaction, COVID-19 pandemic and return distribution

Chenglu Jin, Xingyu Lu and Yihan Zhang

The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model

Zhifang Su, Haohua Bao, Qifang Li, Boyu Xu and Xin Cui

Investor reactions to major events in the sub-prime mortgage crisis

Başak Tanyeri Günsür and Emre Bulut

Shifts in beta and the TARP announcement

Andrew Phin, Todd Prono, Jonathan J. Reeves and Konark Saxena

The power of ESG transparency: The effect of the new SFDR sustainability labels on mutual funds and individual investors

Martin G. Becker, Fabio Martin and Andreas Walter

Government power and the value of political connections: Evidence from Covid-19 economic lockdowns

Chwee-Ming Tee, Wai-Yan Wong and Chee-Wooi Hooy

Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach

Anoop S Kumar and Steven Raj Padakandla

Sentiment changes and the Monday effect

Karam Kim and Doojin Ryu

An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample

Nima Nonejad

Commitment or constraint? The effect of loan covenants on merger and acquisition activity

Gene Ambrocio, Gonul Colak and Iftekhar Hasan

Depoliticization and market efficiency: Evidence from China

John W. Goodell, Mingsheng Li, Desheng Liu and Hongfeng Peng

ESG and Firm's Default Risk

Hao Li, Xuan Zhang and Yang Zhao

The reputational contagion effects of ransomware attacks

Shaen Corbet and John W. Goodell

Safe-haven properties and portfolio applications of cryptocurrencies: Evidence from the emerging markets

Erkan Ustaoglu

Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach

Gabriele Torri, Davide Radi and Hana Dvořáčková

Dividend commitment and bond yields: An examination of wealth transfer effects

Guojun Wang, Yuetang Wang, Dan Yang and Linyin Cheng

Firm performance during the Covid-19 crisis: Does managerial ability matter?

Sonal Kumar and Leila Zbib

Nonlinear impacts of CSR performance on firm risk: New evidence using a panel smooth threshold regression

Ibtissem Rouine, Aymen Ammari and Maria Giuseppina Bruna

Are carbon futures prices stable? New evidence during negative oil

Elena Ahonen, Shaen Corbet, John W. Goodell, Samet Günay and Charles Larkin

Say on mobility:Do CEO outside opportunities affect shareholder say on pay?

Jean Canil, Sigitas Karpavičius, Shihe Li and Chia-Feng (Jeffrey) Yu

Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis

Zaghum Umar, Mariya Gubareva, Tamara Teplova and Dang K. Tran

Corporate environmental governance scheme and investment efficiency over the course of COVID-19

Haiyue Liu, Jie Jiang, Rui Xue, Xiaofan Meng and Shiyang Hu

Are energy markets informationally smarter than equity markets? Evidence from the COVID-19 experience

Shruti Ashok, Shaen Corbet, Deepika Dhingra, John W. Goodell, Satish Kumar and Miklesh Prasad Yadav

The lasting effect of formalization on credit access: Evidence from Vietnamese private SMEs

Thao Duc Truong and Phuong Cam Bui

Does gender promote ethical and risk-averse behavior among CEOs? An illustration through related-party transactions

Muhammad Umar Farooq, Kun Su, Sabri Boubaker and Ammar Ali Gull

Peer Effects in Directors’ and Officers’ Liability Insurance: Evidence from China

Yuanyuan Hu and Jiali Fang

Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices

Ahmed Elsayed, Giray Gözgör and Larisa Yarovaya

How do financial and commodity markets volatility react to real economic activity?

Christian Urom, Gideon Ndubuisi and Khaled Guesmi

Funding liquidity shocks and market liquidity providers

Doojin Ryu, Robert I. Webb and Jinyoung Yu

Pricing defaultable bonds under Hawkes jump-diffusion processes

Li Chen, Yong Ma and Weilin Xiao

Are Fan Tokens Fan Tokens?

Ender Demir, Oguz Ersan and Boris Popesko

Is inhibition of financialization the sub-effect of the green credit policy? Evidence from China

Pengcheng Jiang, Hongli Jiang and Jiahui Wu

Dodd-Frank and unlimited deposit insurance

Anna-Leigh Stone

Climate policy uncertainty and the price dynamics of green and brown energy stocks

Elie Bouri, Najaf Iqbal and Tony Klein

The new crypto niche: NFTs, play-to-earn, and metaverse tokens

David Vidal-Tomás

The impact of CoCo bonds on banking system's net value

Ping Li, Yanhong Guo, Hui Meng and Lixin Huang

Stablecoins versus traditional cryptocurrencies in response to interbank rates

Thach V.H. Nguyen, Thai Nguyen, Thanh Cong Nguyen, Thu Thi Anh Pham and Quan M.P. Nguyen

Asymmetric tail dependence in cryptocurrency markets: A Model-free approach

Yongkil Ahn

Do green credit guidelines impact on heavily polluting firms in rent-seeking?

Qian Zhong, Liyan Han and Jiayu Jin

Why do companies become hedge fund targets? Evidence from shareholder activism in Germany

Wolfgang Bessler and Marco Vendrasco

Market pressure and cost of equity: Revisited

Haifa Amairi, Mohamed Gallali and Syrine Sassi

Foreign banks’ asset reallocation in response to the introduction of the intermediate holding company rule of 2016

Teodora Paligorova and Judit Temesvary

Predicting credit rating changes conditional on economic strength

Chanaka Edirisinghe, Julia Sawicki, Yonggan Zhao and Jun Zhou

Employment protection and the cost of equity capital: Evidence from wrongful discharge laws

Tongxia Li, Chun Lu, Ieong Cheng Si and Zucheng Zhao

Income statement leverage and expected stock returns

Sagi Akron and Roi D. Taussig

Insider trading on Ottoman sovereign default: The Ottoman General Debt Bond at European and İstanbul financial markets

Avni Önder Hanedar, Elmas Yaldız Hanedar and Mehmet Göktan

Policy uncertainty and carbon neutrality: Evidence from China

Qing Zeng, Feng Ma, Xinjie Lu and Weiju Xu

Corporate social responsibility, financial globalization and bank soundness in Europe – Novel evidence from a GMM panel VAR approach

Brahim Gaies and Abderrahmane Jahmane

Competition through environmental CSR engagement and cost of equity capital

Oussama Ben Hmiden, Hatem Rjiba and Samir Saadi

COVID-19 vaccines and global stock markets

Kam Fong Chan, Zhuo Chen, Yuanji Wen and Tong Xu

Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors

Zhen Peng and Chaohua Dong

Cheap talk and cherry-picking: What ClimateBert has to say on corporate climate risk disclosures

Julia Anna Bingler, Mathias Kraus, Markus Leippold and Nicolas Webersinke

Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? Evidence from GARCH-jump models

Chuanhai Zhang, Haicui Chen and Zhe Peng

Corporate governance and financial reporting quality during the COVID-19 pandemic

Yu-Lin Hsu and Ya-Chih Yang

The dark side of weakening shareholder litigation rights: Evidence from green patenting activities

William Mbanyele and Linda T Muchenje

Do acquirers of mega mergers prefer to improve debt level? An investigation on mega deals and leverage change

Zaihan Gao and Yue Bao

The price of political polarization: Evidence from municipal issuers during the coronavirus pandemic

Zhiwei Chen, Zhaoyuan Li and Sibo Liu

Asymmetric connectedness across Asia-Pacific currencies: Evidence from time-frequency domain analysis

Zaheer Anwer, Muhammad Abubakr Naeem, M. Kabir Hassan and Sitara Karim

Consumption- and speculation-led change in demand for oil and the response of base metals: A Markov-switching approach

Md Rafayet Alam, Md. Forhad and Nilesh B. Sah

Risk-shifting in institutionally-sponsored funds

Pyung Kun Chu

Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis

Md Akhtaruzzaman, Sabri Boubaker, Duc Khuong Nguyen and Molla Ramizur Rahman

The impact of oil price shocks on the risk-return relation in the Chinese stock market

Fenghua Wen, Minzhi Zhang, Jihong Xiao and Wei Yue

Global tail risk and oil return predictability

Lihua Qian, Qing Zeng, Xinjie Lu and Feng Ma

Does corporate social responsibility help mitigate firm-level climate change risk?

Ashrafee T. Hossain and Abdullah Al Masum

Role of financial development for sustainable economic development in low middle income countries

Ahmed Hunjra, Muhammad Azam, Maria Giuseppina Bruna and Dilvin Taskin

Corporate social responsibility, market rivalry and firm leverage: new evidence from a fixed-effect quantile regression approach

Thanh Nguyen Minh, Anh Mai Ngoc, Anh Nguyen Tuan and Tung Nguyen Dao

Do clean and dirty cryptocurrency markets herd differently?

Boru Ren and Brian Lucey

Land disasters and farmers’ private credit

Zhenqi Fu and Yunqing Tao

Price discovery between forward-looking SOFR and LIBOR

Ivan Indriawan, Feng Jiao and Yiuman Tse

Voluntary disclosure of pandemic exposure and stock price crash risk

Justin Jin, Yi Liu, Zehua Zhang and Ran Zhao

COVID-19 and the Economy: Summary of research and future directions

Subramanian Rama Iyer and Betty J. Simkins

Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin

Zhongwen Tong, Zhanbo Chen and Chen Zhu

Evidence for round number effects in cryptocurrencies prices

Raquel Quiroga-Garcia, Natalia Pariente-Martinez and Mar Arenas-Parra

Does bank income diversification affect systemic risk: New evidence from dual banking systems

Aktham Maghyereh and Ehab Yamani

Mandatory corporate social responsibility disclosure and firm innovation: Evidence from a quasi-natural experiment

Huilin Zhang

The impact of strengthening government auditing supervision on fiscal sustainability: Evidence from China's auditing vertical management reform

Hongjie Cao, Meina Li, Yuqi Lu and Yang Xu

Normal and extreme interactions among nonferrous metal futures: A new quantile-frequency connectedness approach

Yu Wei, Lan Bai and Xiafei Li

Ownership breadth: Investor recognition or short-sale constraints?

Zhiqi Cao and Wenfeng Wu

The Impact of the Infectious diseases and Commodity on Stock Markets

Lin Chen, Feng Min, Wenhua Liu and Fenghua Wen

A closed-form mean–variance–skewness portfolio strategy

Fang Zhen and Jingnan Chen

Measuring the dynamic lead–lag relationship between the cash market and stock index futures market

Chaoqun Ma, Ru Xiao and Xianhua Mi

Explainable artificial intelligence for crypto asset allocation

Golnoosh Babaei, Paolo Giudici and Emanuela Raffinetti

Investment, Q and epidemic diseases

Daniel Tut

The impact of political connections on corporate tax burden: Evidence from the Chinese market

Litan Wang and Kefei You

Do ethics outpace sins?

Sitara Karim, Muhammad Abubakr Naeem and Brian Lucey

How does the development of digital financial inclusion affect the total factor productivity of listed companies? Evidence from China

Yang Chen, Shengping Yang and Quan Li

Corporate social performance and firm debt levels: Impacts of the covid-19 pandemic and institutional environments

Min Bai and Ly Ho

Industry competition and firm productivity: Evidence from the antitrust policy in China

Xiangyi Kong, Jian Xu and Yinge Zhang

Volume 47, issue PA, 2022

LSTM forecasting foreign exchange rates using limit order book

Katsuki Ito, Hitoshi Iima and Yoshihiro Kitamura

NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic

David Y. Aharon and Ender Demir

Industry-level versus firm-level forecasts of long-term earnings growth

Adam Esplin

Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model

Afees Salisu, Taofeek Ayinde, Rangan Gupta and Mark Wohar

A bibliometric review of finance bibliometric papers

Ashraf Khan, John W. Goodell, M. Kabir Hassan and Andrea Paltrinieri

Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model

Giuseppe Orlando and Michele Bufalo

Learning about the persistence of recessions under ambiguity aversion

Liu Liu

Investor attention and the risk-return trade-off

Eun Jung Lee, Yu Kyung Lee and Ryumi Kim

Fresh look or false advertising: Modeling of investor attention based on corporate name changes

Qingchen Feng, Qizhi Tao, Yicheng Sun and Masayuki Susai

Do home country stability factors matter for domestic and cross border mergers and acquisitions? A case of G19 countries

Siva Kameswari Vissa and M. Thenmozhi

Does investors’ valuation of corporate environmental activities vary between developed and emerging market firms?

Ernest N. Biktimirov and Pyemo Afego

Comparing the usefulness of two profit subtotals: Operating income and earnings before interest and taxes

Li Li Eng and Thanyaluk Vichitsarawong

Time-varying pricing of risk in sovereign bond futures returns

Barbora Malinská

Cost of equity and corporate social responsibility for environmental sensitive industries: Evidence from international pharmaceutical and chemical firms

Ann Shawing Yang and Fritz Andryan Yulianto

Does technological inclusion reduce financial constraints on small and medium sized enterprises? The case of Vietnam

Tuyen Quang Bui and Anh Vu Phuong Do

Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas

Emmanuel Abakah, Aviral Tiwari, Imhotep Alagidede and Luis Gil-Alana

Oil futures volatility predictability: Evidence based on Twitter-based uncertainty

Qiaoqi Lang, Xinjie Lu, Feng Ma and Dengshi Huang

Stock return predictability in China: Power of oil price trend

Zhen Cao, Liyan Han and Qunzi Zhang

Where does corporate social capital matter the most? Evidence From the COVID-19 crisis

Franco Fiordelisi, Giuseppe Galloppo and Gabriele Lattanzio

Sovereign debt holdings and banks’ credit risk: Evidence from the Eurozone

Isabel Abinzano, Pilar Corredor and José Manuel Mansilla-Fernández

Financial reporting misconduct: Evidence from the field

Moty Amar, Ester Chen, Ilanit Gavious and Hagit Weihs

COVID-19 and trade credit speed of adjustment

Haowen Luo

Financial performance index of IPO firms using VIKOR-CRITIC techniques

Sunitha Kumaran

The impact of national culture on IPO underpricing and its influence mechanism: A cross-border empirical research

Xiaoguang Zhou, Xinmeng Tang and Shihwei Wu

More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies

Kennard Fung, Jiin Jeong and Javier Pereira

The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds

Jaehyuk Choi, Lei Lu, Heungju Park and Sungbin Sohn

Determinants of European banks’ default risk

Nicolas Soenen and Rudi Vander Vennet

IPO over-financing and stock price crash risk: Evidence from China

Xiang Wu, Bing Zhang, Junhui Fu and Yufang Liu

Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19

Ata Assaf, Husni Charif and Ender Demir

Going green: Insight from asymmetric risk spillover between investor attention and pro-environmental investment

Chao Deng, Xiaoying Zhou, Cheng Peng and Huiming Zhu

Environmental performance and firm financing during COVID-19 outbreaks: Evidence from SMEs

Nirosha Wellalage, Vijay Kumar, Ahmed Hunjra and Mamdouh Abdulaziz Sa Al-Faryan

How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques

Syed Raza, Nida Shah, Khaled Guesmi and Badreddine Msolli

Financial cycle and the effect of monetary policy

Chuang Deng, Xiuyi Zhao and Man Xu

The Anglo-Saxon premium in foreign CEO compensation

Xiaoqi Chen, Wouter Torsin and Dayong Zhang

A novel heavy tail distribution of logarithmic returns of cryptocurrencies

Quang Tran and Jaromir Kukal

Bitcoin investments and climate change: A financial and carbon intensity perspective

Dirk G. Baur and Josua Oll

For the love of the environment: An analysis of Green versus Brown bonds during the COVID-19 pandemic

Hande Ayaydın Hacıömeroğlu, Seza Danışoğlu and Z. Nuray Güner

Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility?

Daniel Mantilla-Garcia, Juliana Malagon and Julian R. Aldana-Galindo

More predictors of the investment opportunity set in the ICAPM

Ji Ho Kwon

Do economic policy uncertainty indices matter in joint volatility cycles between U.S. and Japanese stock markets?

Kuang-Liang Chang

A risky affair: Dual class and FX hedging

Nilesh B. Sah, Anandi Banerjee, James Malm and Deepak G. More

Impact of COVID-19 on sovereign risk: Latin America versus Asia

Barbara Bȩdowska-Sójka and Agata Kliber

Further evidence on the effectiveness of community banks in the Paycheck Protection Program

Kyle D. Allen and Matthew D. Whitledge

Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs

Youcef Maouchi, Lanouar Charfeddine and Ghassen El Montasser

Investors’ mood and herd investing: A quantile-on-quantile regression explanation from crypto market

Ghulame Rubbaniy, Kienpin Tee, Perihan Iren and Sonia Abdennadher

Multi-step double barrier options

Hangsuck Lee, Himchan Jeong and Minha Lee

A tiering rule to balance the impact of negative policy rates on banks

Mattia Girotti, Benoît Nguyen and Jean-Guillaume Sahuc

An investigation of whether pensions increase consumption: Evidence from family portfolios

Cao Xinbang, Fei Wang, Yang Wang and Youxin Wang

Study of multinational currency co-movement and exchange rate stability base on network game

Xue Jiang, Sai-Ping Li, Yong Mai and Tao Tian

Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs

Spyros Papathanasiou, Drosos Koutsokostas and Georgios Pergeris

Is bank liquidity creation procyclical? Evidence from the US

Jijun Niu

The rise of digital finance: Financial inclusion or debt trap?

Pengpeng Yue, Aslihan Gizem Korkmaz, Zhichao Yin and Haigang Zhou

Mass shootings and peer-to-peer lending

Raffi E. García, Sen Li and Abdullah Al Mahmud

Heterogeneous stock traders, endogenous bubbles, and economic fluctuations

Yiyao He

Monetary surprises and bank equity valuation with prolonged low interest rates

Qianying Chen, Mitsuru Katagiri and Jay Surti

Insider vs. outsider CEO and firm performance: Evidence from the Covid-19 pandemic

Md Reiazul Haque, Bobae Choi, Doowon Lee and Sue Wright

Do IPOs outperform Treasury bills?

Gow-Cheng Huang, Kartono Liano and Ming-Shiun Pan

Do reputation concerns motivate voluntary initiation of corporate social responsibility reporting? Evidence from China

Kuo-Cheng Huang and Yu-Chun Wang

Downside and upside risk spillovers between green finance and energy markets

Hela Mzoughi, Christian Urom and Khaled Guesmi

Deposit market power, funding stability, and mortgage securitization✰

Alexander Núñez-Torres

The effect of a list: How firms on key pollution supervisory list disclose environmental information?

Jintao Zhang, Xinghui Lei, Taoyong Su and Li Tang

Price discovery in fiat currency and cryptocurrency markets

Guan-Ying Huang, Yin-Feng Gau and Zhen-Xing Wu

Do AI-powered mutual funds perform better?

Rui Chen and Jinjuan Ren

Leverage and investment efficiency: Evidence from China's deleveraging policy

Xiaoting Ling and Wuqing Wu

Stakeholder orientation and cost stickiness: Evidence from a natural experiment

Tongxia Li and Chun Lu

Detecting market pattern changes: A machine learning approach

Andy Ali Mustafa, Ching-Yang Lin and Makoto Kakinaka

Debt enforcement and the cost of debt financing in M&As

Qing Liang and Zhaohua Li

Product market competition and business groups in Korea

Doowon Ryu

IPO policy and IPO underpricing: Evidence from the registration-based IPO reform in China

Jiahui Li and Rui Li

COVID-19 impact on commodity futures volatilities

Yongmin Zhang and Ruizhi Wang

Reconstruction of financial time series data based on compressed sensing

Jingjian Si, Xiangyun Gao, Jinsheng Zhou, Xian Xi, Xiaotian Sun and Yiran Zhao

A novel method of detecting carbon asset price jump characteristics based on significant information shocks

Di Pan, Chen Zhang, Dandan Zhu, Yuanpu Ji and Wei Cao

Institutional investor networks and crash risk: Evidence from China

Fangzhou Li and Yuxiang Jiang

Under the hood of the Ethereum blockchain

Andrew Urquhart

The role of institutional quality in bank deposit growth In European transition economies

Thi Anh Nhu Nguyen

Do firms strategically respond to retail investors on the online interactive information disclosure platform?

Di Wu, Shenghao Gao, Kam C. Chan and Xiaoke Cheng

Beta measurement with high frequency returns

Bao Doan, John B. Lee, Qianqiu Liu and Jonathan J. Reeves

Structural breaks, macroeconomic fundamentals and cross hedge ratio

Zhiyuan Pan, Dongli Xiao, Qingma Dong and Li Liu

The generalized Vasicek credit risk model: A Machine Learning approach

Rubén García-Céspedes and Manuel Moreno

The role of gender for the risk-shifting behavior of hedge fund and CTA managers

Kobra Ahmadpour and Michael Frömmel

A shot for the US economy

Martin Gächter, Florian Huber and Martin Meier

COVID-19 social distancing measures and economic growth: Distinguishing short- and long-term effects

Badar Nadeem Ashraf and John W. Goodell

Cluster analysis of bank business models: The connection with performance, efficiency and risk

Valentina Lagasio and Anna Grazia Quaranta

The Groundhog Day stock market anomaly

Savva Shanaev, Arina Shuraeva and Svetlana Fedorova

When Tether says “JUMP!” Bitcoin asks “How low?”

Klaus Grobys and Toan Luu Duc Huynh

Extreme event shocks and dynamic volatility interactions: The stock, commodity, and carbon markets in China

Lili Zhao, Wenhua Liu, Min Zhou and Fenghua Wen

Green Commitment and Stock Prick Crash Risk

Prof Haiyue Liu, Yile Wang, Dr Rui Xue, Prof Martina Linnenluecke and Dr Cynthia Weiyi Cai

Does sovereign risk impact banking risk in the Eurozone? Evidence from the COVID-19 pandemic

Carmen González-Velasco, Marcos García-López and Marcos González-Fernández

Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?

Yu Wei, Zhuo Wang, Dongxin Li and Xiaodan Chen

Does government financial support decrease the inefficiency of public universities? A decomposition approach

Trung Tran, Hai Trinh Thanh, Dao Van Le, Thao Trinh Thi Phuong and Phuong Nguyen Lan

The link between cryptocurrencies and Google Trends attention

Nektarios Aslanidis, Aurelio Fernandez Bariviera and Óscar G. López

Lagged accuracy in credit-risk measures

Isabel Abinzano, Ana Gonzalez-Urteaga, Luis Muga and Santiago Sanchez

Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors

Aristeidis Samitas, Spyros Papathanasiou, Drosos Koutsokostas and Elias Kampouris

A new measure of realized volatility: Inertial and reverse realized semivariance

Xin Luo, Yunqing Tao and Kai Zou

COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling

Nicholas Apergis

Banks’ liquidity provision and panic runs with recursive preferences

Ettore Panetti

Disaster risk matters in the bond market

Hao Su, Chengwei Ying and Xiaoneng Zhu

The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework

Hyungjin Ko, Bumho Son, Yunyoung Lee, Huisu Jang and Jaewook Lee

Idiosyncratic return variation: Firm-specific information or noise?

Yaruo Shu and Sungbin Sohn

The heterogeneous treatment effect of low-carbon city pilot policy on stock return: A generalized random forests approach

Man Wang and Qiuping Yang

High-carbon screening out: A DCC-MIDAS-climate policy risk method

Hao Ding, Qiang Ji, Rufei Ma and Pengxiang Zhai

Household investment diversification amid Covid-19 pandemic: Evidence from Chinese investors

Yezhou Sha, Yong Zhang and Xiaomeng Lu

Investigating the marginal impact of ESG results on corporate financial performance

Maria Giuseppina Bruna, Salvatore Loprevite, Domenico Raucci, Bruno Ricca and Daniela Rupo

Environmental, social and governance performance and earnings management – The moderating role of law code and creditor's rights

Rajesh Pathak and Ranjan Das Gupta

Institutional ownership stability and corporate social performance

Kun Tracy Wang and Aonan Sun

Cleaning up corruption and the climate: The role of green building certifications

Avis Devine, Meagan McCollum and Svetlana Orlova

Commodity tail-risk and exchange rates

Massimiliano Bondatti and Giovanni Rillo

Dual-class stock structure and firm investment

Hamid Beladi, May Hu, JingJing Yang and Ruicheng Zhu

Liquidation threat: Behavior of CEO entrenchment

Chien-Chiang Lee and Chih-Wei Wang

Dynamic comparison of portfolio risk: Clean vs dirty energy

Pilar Gargallo, Luis Lample, Jesús Miguel and Manuel Salvador

Can a not-for-profit minority institutional shareholder impede stock price crash risk: Evidence from China

Yi Hu, Shuchang Jin, Qiankun Gu and Ziling Tang

The influence of leadership personality on profitability and firm investment in human capital: The case of Vietnamese SMEs

Vu Phuong Anh Do and Quang Tuyen Bui

Top executives’ gender and analysts' earnings forecasts

Sudip Datta, Trang Doan and Mai Iskandar-Datta

Environmental regulation and corporate financial asset allocation: A natural experiment from the new environmental protection law in China

Xing Liu and Fengzhong Liu