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He, Xiangyi and Li, Yiwei and Li, Houjian (2024) Revolutionizing Bitcoin price forecasts: A comparative study of advanced hybrid deep learning architectures. Finance Research Letters, 69. p. 106136. DOI https://doi.org/10.1016/j.frl.2024.106136

Jiang, Yong and Ding, Xiao and Ren, Yi-Shuai and Kong, Xiaolin and Baltas, Konstantinos (2024) Low-carbon city pilot policy and green investors entry. Finance Research Letters, 64. p. 105421. DOI https://doi.org/10.1016/j.frl.2024.105421

Kong, Xiaolin and Ma, Chaoqun and Ren, Yi-Shuai and Baltas, Konstantinos and Narayan, Seema (2024) A Comparative Analysis of the Price Explosiveness in Bitcoin and Forked Coins. Finance Research Letters, 61. p. 104955. DOI https://doi.org/10.1016/j.frl.2023.104955

Fu, Xi and Li, Yiwei and Zhang, Zhifang (2023) Institutional investors, non-mandatory regulations, and board gender diversity. Finance Research Letters, 58 (C). p. 104509. DOI https://doi.org/10.1016/j.frl.2023.104509

Shahab, Yasir and Tianzi, Wang and Hussain, Tanveer and Kumar, Satish (2023) Foreign experience and audit report lag. Finance Research Letters, 57. p. 104239. DOI https://doi.org/10.1016/j.frl.2023.104239

Fiordelisi, Franco and Lattanzio, Gabriele and Galloppo, Giuseppe (2022) Where Does Corporate Social Capital Matter the Most? Evidence From the COVID-19 Crisis. Finance Research Letters, 47. p. 102538. DOI https://doi.org/10.1016/j.frl.2021.102538

Zhao, Yuqian (2021) Validating intra-day risk premium in cross-sectional return curves. Finance Research Letters, 43. p. 102020. DOI https://doi.org/10.1016/j.frl.2021.102020

Guo, Haifeng and Hung, Chi-Hsiou D and Kontonikas, Alexandros (2021) Investor sentiment and the pre-FOMC announcement drift. Finance Research Letters, 38. p. 101443. DOI https://doi.org/10.1016/j.frl.2020.101443

Gupta, S and Das, D and Hasim, HBM and Tiwari, AK (2018) The Dynamic Relationship Between Stock Returns and Trading Volume Revisited: A MODWT-VAR Approach. Finance Research Letters, 27. pp. 91-98. DOI https://doi.org/10.1016/j.frl.2018.02.018

Das, D and Kumar, SB and Tiwari, AK and Shahbaz, M and Hasim, HM (2018) On the Relationship of Gold, Crude Oil, Stocks with Financial Stress: A Causality-in-Quantiles Approach. Finance Research Letters, 27. pp. 169-174. DOI https://doi.org/10.1016/j.frl.2018.02.030

Bernales, Alejandro and Cañón, Carlos and Verousis, Thanos (2018) Bid–ask spread and liquidity searching behaviour of informed investors in option markets. Finance Research Letters, 25. pp. 96-102. DOI https://doi.org/10.1016/j.frl.2017.10.025

Chortareas, Georgios and Jiang, Ying and Nankervis, John C (2011) The random-walk behavior of the Euro exchange rate. Finance Research Letters, 8 (3). pp. 158-162. DOI https://doi.org/10.1016/j.frl.2010.10.003

Giampaoli, Iacopo and Ng, Wing Lon and Constantinou, Nick (2009) Analysis of ultra-high-frequency financial data using advanced Fourier transforms. Finance Research Letters, 6 (1). pp. 47-53. DOI https://doi.org/10.1016/j.frl.2008.11.002