Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

2024

• Ayadi, Mohamed A. & Ben Omrane, Walid & Das, Deepan Kumar, 2024, "Macroeconomic news, senior officials' speeches, and emerging currency markets: An intraday analysis of price jump reaction," Emerging Markets Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.ememar.2024.101147.
• Chung, Kiseo & Kim, Seoyoung, 2024, "Technological disparity and its impact on market quality," Journal of Empirical Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jempfin.2023.101444.
• Ignatieva, Katja & Wong, Patrick, 2024, "Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101519.
• Dossani, Asad, 2024, "Estimation and inference in low frequency factor model regressions with overlapping observations," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101536.
• Goodell, John W. & Gurdgiev, Constantin & Paltrinieri, Andrea & Piserà, Stefano, 2024, "Do price caps assist monetary authorities to control inflation? Examining the impact of the natural gas price cap on TTF spikes," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107359.
• Sæther, Bjarne & Neumann, Anne, 2024, "The effect of the 2022 energy crisis on electricity markets ashore the North Sea," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107380.
• Lee, Gunhee & Bae, Mincheol & Sohn, Joongchan & Han, Chanwoo & Cho, Jinhyung, 2024, "Does voluntary environmental information disclosure prevent stock price crash risk? – Comparative analysis of chaebol and non-chaebol in Korea," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107394.
• Lyócsa, Štefan & Todorova, Neda, 2024, "Forecasting of clean energy market volatility: The role of oil and the technology sector," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107451.
• Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2024, "Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107508.
• Banerjee, Ameet Kumar & Dionisio, Andreia & Sensoy, Ahmet & Goodell, John W., 2024, "Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107683.
• Ben Omrane, Walid & Saadi, Samir & Savaser, Tanseli, 2024, "Sustainable energy practices and cryptocurrency market behavior," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107937.
• Lyócsa, Štefan & Todorova, Neda, 2024, "What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107980.
• Shah, Adil Ahmad & Sahay, Arvind, 2024, "Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures," Energy, Elsevier, volume 305, issue C, DOI: 10.1016/j.energy.2024.132411.
• Maghyereh, Aktham & Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A., 2024, "Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach," Energy, Elsevier, volume 306, issue C, DOI: 10.1016/j.energy.2024.132475.
• Sheikh, Umaid A. & Asadi, Mehrad & Roubaud, David & Hammoudeh, Shawkat, 2024, "Global uncertainties and Australian financial markets: Quantile time-frequency connectedness," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103098.
• Carlini, Federico & Farina, Vincenzo & Gufler, Ivan & Previtali, Daniele, 2024, "Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103178.
• Alshammari, Saad & Andriosopoulos, Kostas & Kaabia, Olfa & Mohamed, Kamel Si & Urom, Christian, 2024, "The interplay among corporate bonds, geopolitical risks, equity market, and economic uncertainties," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103350.
• Fallah, Mir Feiz & Pourmansouri, Rezvan & Ahmadpour, Bahador, 2024, "Presenting a new deep learning-based method with the incorporation of error effects to predict certain cryptocurrencies," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103466.
• Dimitriadis, Konstantinos A. & Koursaros, Demetris & Savva, Christos S., 2024, "Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103693.
• Baek, Chaeyoon & Baek, Seungho & Glambosky, Mina, 2024, "Macroeconomic impact and stock returns' vulnerability by size, solvency, and financial distress," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104718.
• Koch, Jascha-Alexander & Islam, Mohammad Saiful, 2024, "Impact of higher federal funds rates on bank risk during higher inflation in the U.S," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104866.
• Naifar, Nader, 2024, "Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104935.
• Helmi, Mohamad Husam & Elsayed, Ahmed H. & Khalfaoui, Rabeh, 2024, "The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105380.
• Naifar, Nader, 2024, "Climate policy uncertainty and comparative reactions across sustainable sectors: Resilience or vulnerability?," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105543.
• Eska, Fabian E. & Shi, Yanghua & Theissen, Erik & Uhrig-Homburg, Marliese, 2024, "Do design features explain the volatility of cryptocurrencies?," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105536.
• Obalade, Adefemi A. & Tita, Anthanasius F. & French, Joseph J., 2024, "Blackouts and stock markets: Evidence from load-shedding in South Africa," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105729.
• Wei, Wang Chun & Koutmos, Dimitrios & Zhu, Min, 2024, "Are Bitcoin option traders speculative or informed?," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105739.
• Islam, Mohammad Saiful & Koch, Jascha-Alexander, 2024, "Can higher federal funds rates control mortgage lending during periods of high inflation and high house prices?," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105849.
• Roggi, Oliviero & Bellardini, Luca & Conticelli, Sara, 2024, "Effects of ESG performance and sustainability disclosure on GSS bonds’ yields and spreads: A global analysis," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.105988.
• Wei, Yu & Wang, Zhuo & Zhou, Xiaorui & Shang, Yue & Ren, Lin, 2024, "Are the leading indicators really leading? Evidence from mixed-frequency spillover approach," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106233.
• Guo, Qi & Huang, Shao’an & Wang, Gaowang, 2024, "Stabilizing the financial markets through communication and informed trading," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100897.
• Drakos, Anastasios & Moratis, Georgios, 2024, "The impact of COVID-19 on sovereign contagion," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101189.
• Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Lucey, Brian, 2024, "Does news related to digital economy and central bank digital currency affect digital economy ETFs? Evidence from TVP-VAR connectedness and wavelet local multiple correlation analyses," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100992.
• Narayan, Shivani & Kumar, Dilip, 2024, "Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101018.
• Gupta, Rakesh & Haddad, Sama & Selvanathan, E.A., 2024, "Global power and Stock market co-movements: A study of G20 markets," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101028.
• Biljanovska, Nina & Vardoulakis, Alexandros P., 2024, "Sudden Stops and optimal policy in a two-agent economy," Journal of International Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.jinteco.2024.103894.
• Raza, Syed Ali & Shah, Nida & Suleman, Muhammed Tahir, 2024, "A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic," International Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.inteco.2023.100463.
• Cavallaro, Eleonora & Villani, Ilaria, 2024, "Financial resilience, growth and risk sharing in the EU," International Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.inteco.2024.100550.
• Stenfors, Alexis & Dilshani, Kaveesha & Guo, Andy & Mere, Peter, 2024, "Detecting the risk of cross-product manipulation in the EUREX fixed income futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101984.
• Wohlfarth, Paul & Chen, Xiaohong, 2024, "Limits to arbitrage and the term structure of CIP violations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 95, issue C, DOI: 10.1016/j.intfin.2024.102031.
• Bertomeu, Jeremy, 2024, "Disclosure paternalism," Journal of Accounting and Economics, Elsevier, volume 77, issue 2, DOI: 10.1016/j.jacceco.2023.101662.
• Ellahie, Atif, 2024, "Accounting for bubbles: A discussion of Arif and Sul (2024)," Journal of Accounting and Economics, Elsevier, volume 78, issue 2, DOI: 10.1016/j.jacceco.2024.101717.
• Adams, Samuel W. & Kasten, Connor & Kelley, Eric K., 2024, "How free is free? Retail trading costs with zero commissions," Journal of Banking & Finance, Elsevier, volume 165, issue C, DOI: 10.1016/j.jbankfin.2024.107226.
• Grebe, Moritz & Kandemir, Sinem & Tillmann, Peter, 2024, "Uncertainty about the war in Ukraine: Measurement and effects on the German economy," Journal of Economic Behavior & Organization, Elsevier, volume 217, issue C, pages 493-506, DOI: 10.1016/j.jebo.2023.11.015.
• Bauckloh, Tobias & Dobrick, Juris & Höck, André & Utz, Sebastian & Wagner, Marcus, 2024, "In partnership for the goals? The level of agreement between SDG ratings," Journal of Economic Behavior & Organization, Elsevier, volume 217, issue C, pages 664-678, DOI: 10.1016/j.jebo.2023.11.014.
• Niu, Yingjie & Yang, Jinqiang & Zou, Zhentao, 2024, "Disaster learning and aggregate investment," Journal of Economic Theory, Elsevier, volume 220, issue C, DOI: 10.1016/j.jet.2024.105872.
• Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2024, "Monetary policy transmission in segmented markets," Journal of Financial Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jfineco.2023.103738.
• Chen, Andrew Y. & McCoy, Jack, 2024, "Missing values handling for machine learning portfolios," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103815.
• Ma, Chang & Valencia, Fabián, 2024, "Welfare gains from market insurance: The case of Mexican oil price risk," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103028.
• Qin, Ni & Kong, Dongmin & Wang, Qin, 2024, "Trade liberalization and entrepreneurship: Evidence from China’s WTO accession," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103155.
• Wang, Xichen & Duan, Xiaomei, 2024, "What leads some countries to experience larger decreases in foreign flows during low-flow episodes? Evidence from international portfolio flows," Journal of International Money and Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jimonfin.2024.103165.
• Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2024, "Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2024.100385.
• Pham, Linh & Kamal, Javed Bin, 2024, "Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?," Journal of Commodity Markets, Elsevier, volume 34, issue C, DOI: 10.1016/j.jcomm.2024.100407.
• Kakran, Shubham & Kumari, Vineeta & Bajaj, Parminder Kaur & Sidhu, Arpit, 2024, "Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2023.e00342.
• Tse, Tiffany Tsz Kwan & Hanaki, Nobuyuki & Mao, Bolin, 2024, "Beware the performance of an algorithm before relying on it: Evidence from a stock price forecasting experiment," Journal of Economic Psychology, Elsevier, volume 102, issue C, DOI: 10.1016/j.joep.2024.102727.
• Wang, Wei & Li, Lin, 2024, "Digital payment, money market fund and investment behavior," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102348.
• Li, Rong & Liu, Luxi & Qiu, Yun & Tian, Xiaohui, 2024, "Air pollution and stock returns: The cash flow risk channel," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102379.
• Vogl, Markus & Kojić, Milena & Mitić, Petar, 2024, "Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 633, issue C, DOI: 10.1016/j.physa.2023.129397.
• Vogl, Markus & Kojić, Milena, 2024, "Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and nonlinear Granger causality," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 653, issue C, DOI: 10.1016/j.physa.2024.130085.
• Pernagallo, Giuseppe, 2024, "Crypto network," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 654, issue C, DOI: 10.1016/j.physa.2024.130128.
• Yang, Chih-Yuan & Chang, Chia-Chien, 2024, "Do economic uncertainty and persistence in housing prices matter on mortgage insurance?," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 33-44, DOI: 10.1016/j.qref.2024.02.006.
• Mazzoli, Camilla & Ferretti, Riccardo & Filotto, Umberto, 2024, "Financial literacy and financial advice seeking: Does product specificity matter?," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 98-110, DOI: 10.1016/j.qref.2024.03.012.
• Alaminos, David & Guillén-Pujadas, Miguel & Vizuete-Luciano, Emili & Merigó, José María, 2024, "What is going on with studies on financial speculation? Evidence from a bibliometric analysis," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 429-445, DOI: 10.1016/j.iref.2023.10.040.
• Tamilselvan, M. & Halder, Abhishek & Kannadhasan, M., 2024, "Exploring the ingredients, mixtures, and inclinations of geopolitical risk," International Review of Economics & Finance, Elsevier, volume 90, issue C, pages 187-206, DOI: 10.1016/j.iref.2023.11.009.
• Khan, Muhammad Arif & Hassan, M. Kabir & Maraghini, Maria Pia & Paolo, Biancone & Valentinuz, Giorgio, 2024, "Valuation effect of ESG and its impact on capital structure: Evidence from Europe," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 19-35, DOI: 10.1016/j.iref.2024.01.002.
• Ewing, Bradley T. & Malik, Farooq & Payne, James E., 2024, "Volatility transmission between upstream and midstream energy sectors," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1191-1199, DOI: 10.1016/j.iref.2024.02.074.
• Noori, Mohammad, 2024, "Stock-oil comovements through fear, uncertainty, and expectations: Evidence from conditional comoments," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 529-551, DOI: 10.1016/j.iref.2024.03.047.
• Kiriu, Takuya & Hibiki, Norio, 2024, "The impact of macroeconomic announcements on risk, preference, and risk premium," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 842-857, DOI: 10.1016/j.iref.2024.05.020.
• Chen, Kuan-Chieh & Huang, Kuo-Jui & Huang, Shian-Chang, 2024, "Production efficiency of internet-only banks and conventional banks: Evidence from China and Japan," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103379.
• Giampaoli, Noemi & Cucculelli, Marco & Sullo, Valerio, 2024, "Business and financial cycle across regimes: Does financial stress matter?," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103645.
• Chai, Shanglei & Li, Qiang & Abedin, Mohammad Zoynul & Lucey, Brian M., 2024, "Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102132.
• Lu, Yao & Zhan, Shuwei & Zhan, Minghua, 2024, "Has FinTech changed the sensitivity of corporate investment to interest rates?—Evidence from China," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102168.
• Hu, Yang & Lang, Chunlin & Corbet, Shaen & Wang, Junchuan, 2024, "The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102192.
• Yousaf, Imran & Assaf, Ata & Demir, Ender, 2024, "Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102238.
• Umar, Zaghum & Hadhri, Sinda & Abakah, Emmanuel Joel Aikins & Usman, Muhammad & Umar, Muhammad, 2024, "Return and volatility spillovers among oil price shocks and international green bond markets," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102254.
• Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2024, "Bitcoin forks: What drives the branches?," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102261.
• Fredrick Ikpesu, 2024, "Unraveling the dynamics: macroeconomic drivers of equity market development in Sub-Saharan Africa," International Journal of Social Economics, Emerald Group Publishing Limited, volume 52, issue 2, pages 253-264, May, DOI: 10.1108/IJSE-01-2024-0005.
• Muneer M. Alshater & Rim El Khoury & Bashar Almansour, 2024, "Navigating uncertainty: a study of the S&P GCC composite index’s connectedness during times of crises," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 15, issue 8, pages 1359-1383, June, DOI: 10.1108/JIABR-01-2023-0024.
• Muhammad Hassaan, 2024, "Understanding customer’s intention to adopt metaverse banking services in Pakistan: a qualitative study," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 17, issue 3, pages 661-683, August, DOI: 10.1108/QRFM-02-2024-0052.
• Jin Cai & Gerard Pinto, 2024, "Altcoins as safe havens for bitcoin investors," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 1191-1205, July, DOI: 10.1108/SEF-01-2024-0026.
• Donia Aloui & Abderrazek Ben Maatoug, 2024, "How is the ECB’s quantitative easing transmitted to the financial markets?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 2, pages 268-285, March, DOI: 10.1108/SEF-02-2022-0108.
• Subhamitra Patra & Gourishankar S. Hiremath, 2024, "Is there a time-varying nexus between stock market liquidity and informational efficiency? – A cross-regional evidence," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 4, pages 796-844, May, DOI: 10.1108/SEF-12-2022-0558.
• Bianca CAVICCHI & Oceane PEIFFER SMADJA & Julien RAVET, 2024, "Unveiling the Transformative Potential of the European Framework Programme for Research and Innovation," EU research and innovation paper series, Directorate General for Research and Innovation (DG RTD) of the European Commission, number KI-BD-23-012-EN-N, Feb, DOI: 10.2777/947667.
• Miguel Faria-e-Castro & Samuel Jordan-Wood & Julian Kozlowski, 2024, "An Empirical Analysis of the Cost of Borrowing," Working Papers, Federal Reserve Bank of St. Louis, number 2024-016, Jul, revised 09 Dec 2025, DOI: 10.20955/wp.2024.016.
• Benjamin Lahey & Rajashri Chakrabarti & Natalia Emanuel, 2024, "Racial and Ethnic Wealth Inequality in the Post-Pandemic Era," Liberty Street Economics, Federal Reserve Bank of New York, number 20240207a, Feb.
• Benjamin Lahey & Rajashri Chakrabarti & Natalia Emanuel, 2024, "Wealth Inequality by Age in the Post‑Pandemic Era," Liberty Street Economics, Federal Reserve Bank of New York, number 2024027b, Feb.
• Michael J. Fleming & Isabel Krogh & Claire Nelson, 2024, "Measuring Treasury Market Depth," Liberty Street Economics, Federal Reserve Bank of New York, number 20240212, Feb.
• Robert Engle & Shan Ge & Hyeyoon Jung & Xuran Zeng, 2024, "Physical Climate Risk and Insurers," Liberty Street Economics, Federal Reserve Bank of New York, number 20240403, Apr.
• Oliver Zain Hannaoui & Hyeyoon Jung, 2024, "What Do Climate Risk Indices Measure?," Liberty Street Economics, Federal Reserve Bank of New York, number 20241007, Oct.
• Peterson K. Ozili, 2024, "Bank Loan Loss Provision Determinants in Non-Crisis Years: Evidence from African, European, and Asian Countries," JRFM, MDPI, volume 17, issue 3, pages 1-15, March.
• Dongliang Yuan & Shiyuan Li & Lianwei Ren, 2024, "Evaluation Study on the Application Effect of Intelligent Construction Technology in the Construction Process," Sustainability, MDPI, volume 16, issue 3, pages 1-25, January.
• Xinyao Yin & Junhua Chen & Yuexuan Li, 2024, "Simulation-Based Resilience Evaluation for Urban Rail Transit Transfer Stations," Sustainability, MDPI, volume 16, issue 9, pages 1-22, April.
• Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
• Thanh Le & Cuong Le Van & Ngoc-Sang Pham & Cagri Saglam, 2024, "Sperner's lemma and competitive equilibrium with incomplete financial markets," Post-Print, HAL, number hal-04552148, May, DOI: 10.1016/j.econlet.2024.111720.
• Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
• Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
• Zaghum Zaghum Umar & Sinda Hadhri & Emmanuel Joel Aikins Abakah & Muhammad Usman & Muhammad Umar, 2024, "Return and volatility spillovers among oil price shocks and international green bond markets," Post-Print, HAL, number hal-05240432, Apr, DOI: 10.1016/j.ribaf.2024.102254.
• Bertrand Achou & Hippolyte D’albis & Eleni Iliopulos, 2024, "House prices and rents: a reappraisal," Post-Print, HAL, number halshs-05168974, Oct, DOI: 10.1017/S136510052300055X.
• Thanh Le & Cuong Le Van & Ngoc-Sang Pham & Cagri Saglam, 2024, "Sperner's lemma and competitive equilibrium with incomplete financial markets," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-04552148, May, DOI: 10.1016/j.econlet.2024.111720.
• Bertrand Achou & Hippolyte D’albis & Eleni Iliopulos, 2024, "House prices and rents: a reappraisal," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-05168974, Oct, DOI: 10.1017/S136510052300055X.
• Thierry Roncalli, 2024, "Handbook of Sustainable Finance," Working Papers, HAL, number hal-04370824, Jan.
• Massimo Arnone & Angelo Leogrande & Alberto Costantiello & Lucio Laureti, 2024, "Banking Stability in the ESG Framework Across Italian Regions," Working Papers, HAL, number hal-04647121, Jul.
• Neluka Devpura & Paresh Kumar Narayan & Navin Perera, 2024, "Monetary Policy Impact On Stock Returns For Selected South Asian Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 27, issue 3, pages 397-434, July, DOI: https://doi.org/10.59091/2460-9196..
• Donatien Hainaut & Alex Casas, 2024, "Option pricing in the Heston model with physics inspired neural networks," Annals of Finance, Springer, volume 20, issue 3, pages 353-376, September, DOI: 10.1007/s10436-024-00452-7.
• Onur Özdemir & Anoop S. Kumar, 2024, "Dynamic Efficiency and Herd Behavior During Pre- and Post-COVID-19 in the NFT Market: Evidence from Multifractal Analysis," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 3, pages 1255-1279, March, DOI: 10.1007/s10614-023-10522-z.
• Martin Nerlinger, 2024, "Nuno Fernandes: Climate Finance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 2, pages 297-300, June, DOI: 10.1007/s11408-024-00449-2.
• Antoine Giannetti, 2024, "A simple test of misspecification for linear asset pricing models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 3, pages 305-330, September, DOI: 10.1007/s11408-024-00445-6.
• Panicos O. Demetriades & Johan M. Rewilak & Peter L. Rousseau, 2024, "Finance, Growth, and Fragility," Journal of Financial Services Research, Springer;Western Finance Association, volume 66, issue 1, pages 29-49, August, DOI: 10.1007/s10693-023-00402-w.
• Tian-Shyr Dai & Yi-Jen Luo & Hao-Han Chang & Chu-Lan Kao & Kuan-Lun Wang & Liang-Chih Liu, 2024, "Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 4, pages 1391-1411, November, DOI: 10.1007/s11156-024-01293-1.
• Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori, 2024, "Reality Hits Early Warning System: Based on Unsupervised Isolation Forest Anomaly Detection," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2024-04, Feb.
• Mahalakshmi Manian & Parthajit Kayal, 2024, "Detecting and Forecasting Financial Bubbles in The Indian Stock Market Using Machine Learning Models," Working Papers, Madras School of Economics,Chennai,India, number 2024-270, Oct.
• Li Yi Thong & Ricky Chee Jiun Chia & Mohd Fahmi Ghazali, 2024, "Does Uncertainty Indices Impact the Cryptocurrency Market," Capital Markets Review, Malaysian Finance Association, volume 32, issue 1, pages 101-114.
• Janos Muller & Adam Kerenyi, 2024, "The Challenges of Fragmentation of the International Financial System - Towards a Brave New World Order?," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 23, issue 2, pages 131-155.
• Eiichi Sekine, 2024, "Relationship Between the Renminbi Internationalization Strategy and the Digital Yuan, and the Future Outlook," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 20, issue 2, pages 1-46, March, DOI: 10.57520/prippr.20-2-4.
• Martin Eichenbaum & Erik Hurst & Valerie Ramey, 2024, "NBER Macroeconomics Annual 2023, volume 38," NBER Books, National Bureau of Economic Research, Inc, number eich-10, December.
• Jules H. van Binsbergen & Svetlana Bryzgalova & Mayukh Mukhopadhyay & Varun Sharma, 2024, "(Almost) 200 Years of News-Based Economic Sentiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 32026, Jan.
• Cosmin L. Ilut & Pavel Krivenko & Martin Schneider, 2024, "Uncertainty or Frictions? A Quantitative Model of Scarce Safe Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 32198, Mar.
• Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2024, "What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 32301, Apr.
• Vincent Glode & Guillermo Ordoñez, 2024, "Technological Progress and Rent Seeking," NBER Working Papers, National Bureau of Economic Research, Inc, number 32359, Apr.
• Ryan Chahrour & Vito Cormun & Pierre De Leo & Pablo A. Guerrón-Quintana & Rosen Valchev, 2024, "Exchange Rate Disconnect Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 32596, Jun.
• Niels Joachim Gormsen & Kilian Huber, 2024, "Firms' Perceived Cost of Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 32611, Jun.
• Jacob Boudoukh & Yukun Liu & Tobias J. Moskowitz & Matthew P. Richardson, 2024, "Identifying Shocks to Systematic Risk in Times of Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 32693, Jul.
• Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024, "Risk, Specialization, and Covered-Interest Parity," NBER Working Papers, National Bureau of Economic Research, Inc, number 32707, Jul.
• Tobias Berg & Jan Keil & Felix Martini & Manju Puri, 2024, "CBDCs, Payment Firms, and Geopolitics," NBER Working Papers, National Bureau of Economic Research, Inc, number 32857, Aug.
• Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2024, "Finance Without Exotic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 33004, Sep.
• Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2024, "APT or “AIPT”? The Surprising Dominance of Large Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 33012, Sep.
• Gregory Connor & Robert A Korajczyk, 2024, "Semi-Strong Factors in Asset Returns," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 70-93.
• Denis Pelletier & Wei Wei, 2024, "A Stochastic Price Duration Model for Estimating High-Frequency Volatility," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1372-1396.
• Soohun Kim & Robert A Korajczyk, 2024, "Large Sample Estimators of the Stochastic Discount Factor," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1672-1713.
• Joseph P Byrne & Shuo Cao, 2024, "Decomposing Uncertainty in Macro-Finance Term Structure Models," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 3, pages 428-449.
• Ralph S J Koijen & Robert J Richmond & Motohiro Yogo, 2024, "Which Investors Matter for Equity Valuations and Expected Returns?," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 4, pages 2387-2424.
• Walter Pohl & Karl Schmedders & Ole Wilms, 2024, "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 989-1028.
• Adriana Ioana Filip (Croitoru) & Alina Putan, 2024, "Value Added Tax in European Union," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 529-535, December.
• Victor Alberto Peña Vargas & Rogelio Ladrón de Guevara Cortés & Alina Gómez Mejía & Jorge Enrique Velasco Díaz, 2024, "Estudio de la Influencia de los Incentivos en la Conducción de Experimentos
  [Study of the Influence of Monetary Incentives in Conduction of Experiments]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 38, pages 1-19, December, DOI: https://doi.org/10.46661/rev.metodo.
• Arati Kale & Devendra Kale & Sriram Villupuram, 2024, "Decomposition of risk for small size and low book-to-market stocks," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 1, pages 96-112, February, DOI: 10.1057/s41260-023-00329-w.
• Tom Arnold & John H. Earl & Joseph Farizo & David North, 2024, "Endowment asset allocations: insights and strategies," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 4, pages 349-368, July, DOI: 10.1057/s41260-023-00346-9.
• Roncalli, Thierry, 2024, "Handbook of Sustainable Finance," MPRA Paper, University Library of Munich, Germany, number 119642, Jan.
• Guo, Qi & Huang, Shao'an & Wang, Gaowang, 2024, "Stabilizing the Financial Markets through Communication and Informed Trading," MPRA Paper, University Library of Munich, Germany, number 120072, Feb.
• Olkamo, Degefe Anulo, 2024, "Exploring the Linkages between Financial Development, Savings, and Economic Growth in Ethiopia: Empirical Evidence Based Analysis," MPRA Paper, University Library of Munich, Germany, number 120430, Mar, revised 13 Mar 2024.
• NEIFAR, MALIKA & HarzAllah, AMIRA, 2024, "Effet du ROP, RIP, et R sur RSP: Symétrie ou Asymétrie? Cas des pays exportateurs et importateurs de pétrole
  [ROP, RIP, and R effects on RSP, symmetric or asymmetric? case of oil exporter and importer countries]," MPRA Paper, University Library of Munich, Germany, number 120938, May.
• Luo, Yinghao, 2024, "Efficient Markets, Value Neutrality and Symmetric Maximum Entropy Principle," MPRA Paper, University Library of Munich, Germany, number 121052, May.
• Shi, Xiangyu & Liu, Yu, 2024, "Connect to invest: Hometown ties, intercity capital flows, and allocative efficiency in China," MPRA Paper, University Library of Munich, Germany, number 121412, Jul.
• Damane, Moeti, 2024, "Quantile Regression Analysis of the Economic Impact of Business and Household Credit in Lesotho," MPRA Paper, University Library of Munich, Germany, number 121954, Sep.
• Ozili, Peterson K, 2024, "Bank loan loss provisions determinants in non-crisis years: evidence from African, European, and Asian countries," MPRA Paper, University Library of Munich, Germany, number 123289.
• Okeke, Clement Ejiofor & Oyewobi, Ifeoluwapo A., 2024, "Effect of Corporate Reserve on the Financial Performance of Listed Industrial Good Companies in Nigeria," MPRA Paper, University Library of Munich, Germany, number 124021, Jun.
• Feng Dong & Yang Jiao & Haoning Sun, 2024, "Bubbly Booms and Welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 53, pages 71-122, July, DOI: 10.1016/j.red.2024.02.001.
• Nirvana Mitra & Pavel Chakraborty, 2024, "Bank Entry, New Loans, And Misallocation," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022272, Aug.
• Emre Cevik & Emrah I Cevik & Sel Dibooglu & Raif Cergibozan & Mehmet Fatih Bugan & Mehmet Akif Destek, 2024, "Connectedness and risk spillovers between crude oil and clean energy stock markets," Energy & Environment, , volume 35, issue 7, pages 3319-3339, November, DOI: 10.1177/0958305X231167468.
• Claas Digmayer, 2024, "Automated Economic Welfare for Everyone? Examining Barriers to Adopting Robo-Advisors from the Perspective of Explainable Artificial Intelligence," Journal of Interdisciplinary Economics, , volume 36, issue 2, pages 224-245, July, DOI: 10.1177/02601079221130183.
• Mubarik Salifu & James Atta Peprah & William Godfred Cantah, 2024, "Legal Systems, Property Rights, and Financial Development in Sub-Saharan Africa," SAGE Open, , volume 14, issue 2, pages 21582440241, May, DOI: 10.1177/21582440241257932.
• Rebecca Stuart, 2024, "Measuring stock market integration during the Gold Standard," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 18, issue 1, pages 191-220, January, DOI: 10.1007/s11698-023-00265-0.
• Nima Nonejad, 2024, "Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark," Empirical Economics, Springer, volume 67, issue 4, pages 1497-1539, October, DOI: 10.1007/s00181-024-02599-8.
• Mohammad Dulal Miah & Muhammad Shafiullah & Md. Samsul Alam, 2024, "The effect of financial stress on renewable energy consumption: evidence from US data," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 10, pages 26623-26646, October, DOI: 10.1007/s10668-023-03747-3.
• Nezir Köse & Emre Ünal, 2024, "The effects of the oil price and temperature on food inflation in Latin America," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 2, pages 3269-3295, February, DOI: 10.1007/s10668-022-02817-2.
• Aktham Maghyereh & Salem Adel Ziadat, 2024, "Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-34, December, DOI: 10.1186/s40854-023-00592-1.
• Cong Wang, 2024, "Stock return prediction with multiple measures using neural network models," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-34, December, DOI: 10.1186/s40854-023-00608-w.
• Asil Azimli, 2024, "Time-varying spillovers in high-order moments among cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-39, December, DOI: 10.1186/s40854-024-00612-8.
• Ahmed Bossman & Mariya Gubareva & Samuel Kwaku Agyei & Xuan Vinh Vo, 2024, "When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-38, December, DOI: 10.1186/s40854-024-00638-y.
• Shubham Kakran & Nishant Sapra & Ashish Kumar & Arpit Sidhu, 2024, "Interrelationship dynamics between stock markets of nation under debt crisis and its major trading partners: evidence from Sri Lankan crisis," Future Business Journal, Springer, volume 10, issue 1, pages 1-15, December, DOI: 10.1186/s43093-024-00301-z.
• Jamel Boukhatem & Ali M. Alhazmi, 2024, "COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach," Future Business Journal, Springer, volume 10, issue 1, pages 1-14, December, DOI: 10.1186/s43093-024-00338-0.
• Amartya Lahiri & Urvi Neelakantan, 2024, "The role of public sector banks in India," Indian Economic Review, Springer, volume 59, issue 1, pages 1-26, June, DOI: 10.1007/s41775-024-00224-0.
• Kyle D. Allen & Ahmed Baig & Drew B. Winters, 2024, "The response of money market fund investors and managers to government shutdowns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 1, pages 214-237, March, DOI: 10.1007/s12197-023-09651-w.
• Maria-Laura Torrente & Pierpaolo Uberti, 2024, "Risk-adjusted geometric diversified portfolios," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 1, pages 35-55, February, DOI: 10.1007/s11135-023-01631-w.
• Jae H. Kim & Philip I. Ji, 2024, "Testing for signal-to-noise ratio in linear regression: a test under large or massive sample," Review of Managerial Science, Springer, volume 18, issue 10, pages 3007-3024, October, DOI: 10.1007/s11846-023-00706-0.
• Prince Hikouatcha & Guillaume Tchoffo & Vatis Christian Kemezang & Jules Roger Feudjo, 2024, "An insight on non-standard asset pricing: does COVID-19 matter in the crypto-asset market?," SN Business & Economics, Springer, volume 4, issue 3, pages 1-30, March, DOI: 10.1007/s43546-023-00616-z.
• Salha Ben Salem & Moez Labidi, 2024, "Financial friction and optimal monetary policy: analysis of DSGE model with financial friction and price sticky," SN Business & Economics, Springer, volume 4, issue 7, pages 1-24, July, DOI: 10.1007/s43546-024-00679-6.
• Richard K. Crump & Miro Everaert & Domenico Giannone & C. Sean Hundtofte, 2024, "Changing Risk-Return Profiles," Springer Books, Springer, in: Matteo Barigozzi & Siegfried Hörmann & Davy Paindaveine, "Recent Advances in Econometrics and Statistics", DOI: 10.1007/978-3-031-61853-6_15.
• Justus Inhoffen & Iman van Lelyveld, 2024, "Safe Asset Scarcity and Re-use in the European Repo Market," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-018/IV, Mar.
• Maarten R.C. van Oordt, 2024, "On Bubbles in Cryptocurrency Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-050/IV, Aug.
• Eric Budish & Robin S. Lee & John J. Shim, 2024, "A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?," Journal of Political Economy, University of Chicago Press, volume 132, issue 4, pages 1209-1246, DOI: 10.1086/727284.
• Duc Dang Thi Viet & Hoai Nguyen Thu & Nguyen Van Phuoc & Nguyen Dang Phong & Anh Nguyen Huong & Hai Ho Hong, 2024, "Google Search intensity and stock returns in frontier markets: Evidence from the Vietnamese market," Economics and Business Review, Sciendo, volume 10, issue 1, pages 30-56, April, DOI: 10.18559/ebr.2024.1.778.
• Queku Yaw Ndori & Seidu Baba Adibura & Adaane Lawrence Ayine & Carsamer Emmanuel & Frimpong Francis Kofi Sobre & Queku Dianah Ndori, 2024, "Market Synchronicity Among African Markets: is IFRS Adoption an Augmentor or Inhibitor?," Economics, Sciendo, volume 12, issue 1, pages 29-49, April, DOI: 10.2478/eoik-2024-0006.
• Mallieswari R. & Palanisamy Varadharajan & Senthilnathan Arthi Thangavelu & Gurumurthy Suganya & Joshua Selvakumar J. & Pachiyappan Sathish, 2024, "A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python," Economics, Sciendo, volume 12, issue 2, pages 113-127, DOI: 10.2478/eoik-2024-0014.
• Bilalli Argjira & Sadiku Murat & Sadiku Luljeta, 2024, "The Impact of Inflation on Financial Sector Performance: Evidence from OECD Countries," Economics, Sciendo, volume 12, issue 2, pages 263-276, DOI: 10.2478/eoik-2024-0028.
• Raza Ali & Tursoy Turgut & Shaikh Erum & Shaikh Ahsan-ul-Haque, 2024, "Investigating the Symmetric Effects of Working Capital on Profitability in Turkish Banking: An ARDL Empirical Analysis," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 34, issue 1, pages 74-97, March, DOI: 10.2478/sues-2024-0004.
• Ajagbe Surajdeen Tunde & Abdulazeez Taofeeq O. & Hanafi Hikmat, 2024, "Effects of Globalization on Nigeria’s Stock Market Growth," Timisoara Journal of Economics and Business, Sciendo, volume 17, issue 2, pages 121-138, DOI: 10.2478/tjeb-2024-0006.
• Naz Farah & Lutfullah Tooba & Zahra Kanwal, 2024, "COVID-19 and Seasonality in Monthly Returns: a Firm Level Analysis of PSX," Zagreb International Review of Economics and Business, Sciendo, volume 27, issue 1, pages 201-230, DOI: 10.2478/zireb-2024-0010.
• Orlović Zrinka & Zoričić Davor & Golubić Zrinka Lovretin, 2024, "Yield Curve Estimation Based on Government Security Prices in the Croatian Financial Market," Zagreb International Review of Economics and Business, Sciendo, volume 27, issue 2, pages 27-41, DOI: 10.2478/zireb-2024-0016.
• Iraklis Kollias & John Leventides & Vassilios G. Papavassiliou, 2024, "On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 2, pages 1877-1895, April, DOI: 10.1002/ijfe.2758.
• Jia Liu & John M. Maheu & Yong Song, 2024, "Identification and forecasting of bull and bear markets using multivariate returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 5, pages 723-745, August, DOI: 10.1002/jae.3048.
• Thomas Mcinish & Christopher J. Neely & Jade Planchon, 2024, "Unconventional Monetary Policy and the Behavior of Shorts," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 4, pages 805-835, June, DOI: 10.1111/jmcb.13045.
• William A. Barnett & Marcelle Chauvet & Danilo Leiva‐Leon & Liting Su, 2024, "The Credit‐Card‐Services Augmented Divisia Monetary Aggregates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 5, pages 1163-1202, August, DOI: 10.1111/jmcb.13088.
• Dhanraj Sharma & Ruchita Verma & Shiney Sam & Prince Godara, 2024, "Relationship between COVID-19 waves and stock market: An event study analysis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 03, pages 1-16, September, DOI: 10.1142/S2424786324410019.
• Zhe Ma & Lu Yang, 2024, "Revisiting The €Œpure†Oil-Exchange Co-Movement From A Time-Domain Perspective," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 01, pages 183-202, March, DOI: 10.1142/S0217590820500630.
• Wei Liu & Xiaoqi Huang & Yining Wang & Xiujie Tan, 2024, "The Effect Of Carbon Market Policy Uncertainty On The Share Prices Of Covered Firms: Evidence From China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 08, pages 2633-2658, December, DOI: 10.1142/S0217590823500418.
• Cheng Few Lee & Alice C Lee & John C Lee (ed.), 2024, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives:In 4 Volumes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13051, ISBN: ARRAY(0x84d9a470).
• Robert A Jarrow & Arkadev Chatterjea, 2024, "An Introduction to Derivative Securities, Financial Markets, and Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13797, ISBN: ARRAY(0x861b8420).
• Cheng Few Lee, 2024, "Introduction to Investment Analysis, Portfolio Management, and Financial Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yu-An Chen & Dan Palmon, 2024, "Analyst Characteristics-Based Consensus Forecasts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jia Shao & Nathan Lael Joseph & Ahmed A. El-Masry, 2024, "Models of Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Wan-Jiun Paul Chiou & Wen-Yi Lee & Jing-Rung Yu, 2024, "Realized Diversification Benefits of Risk Portfolio Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ehud I. Ronn, 2024, "VIX Implied Volatility as a Time-Invariant, Stationary Assessor of Market Nervousness/Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Anastassios A. Drakos & Georgios P. Kouretas & Stavros Stavroyiannis & Leonidas Zarangas, 2024, "Investment and Saving in the European Union: Another Look at Feldstein–Horioka," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Bharat Sarath & Yixun Zhou, 2024, "A Three-Stage Procedure for Predicting Stock Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Phillip A. Cartwright & Natalija Riabko, 2024, "Temporal Aggregation and the Estimation of Reverse Regressions for Commodities Market Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Luis Alberiko Gil-Alana, 2024, "Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Charles Cao & Timothy Simin & Han Xiao, 2024, "Predicting the Equity Premium with the Implied Volatility Spread," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".