No. 57-2, May 2022

Index

• Bitcoin intraday time series momentum
• Climate change concerns meet return‐chasing: Evidence from energy exchange‐traded funds
• Do large losses loom larger than gains? Salience, holding periods, and the disposition effect
• Empirical Ross recovery without discretization
• ETFs’ two‐sided trading costs and order imbalances
• Issue Information
• Managerial ability and trade credit
• Seasoned equity issuers’ prospectus filings: How informative is their tone?
• The determinants of open interest in option markets