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

2025

• Vincent Glode & Guillermo Ordoñez, 2025, "Technological Progress and Rent Seeking," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 4, pages 1259-1289.
• Christian Cortés-García & Alvaro Cangrejo-Esquivel, 2025, "Estimación de volatilidad constante por métodos clásicos y bayesianos en un mercado financiero: Una aplicación a las preferenciales de Bancolombia
  [Constant volatility estimation by classical and bayesian methods in a financial market: An applicat," 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 40, pages 1-24, DOI: https://doi.org/10.46661/rev.metodo.
• Karim Henide, 2025, "Don't stop greenin': green bond issuance and the equity halo effect," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 7, pages 741-752, December, DOI: 10.1057/s41260-025-00430-2.
• Mamadou Mouminy Bah & Mamadou Nouhou Diallo & Jean Marcelin Bosson Brou, 2025, "Resource Misallocation and Financial Access Constraints: Evidence from Developing Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 67, issue 3, pages 554-622, September, DOI: 10.1057/s41294-025-00254-4.
• Kehinde Damilola Ilesanmi, 2025, "Regulation of Shadow Banks and Its Implication for Financial Stability in Emerging Economies," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 0, in: Sheunesu Zhou, "Shadow Banking and Financial Risk in Emerging and Developing Markets", DOI: 10.1007/978-3-031-86224-3_9.
• Fatima Batool & Kainat Iftikhar & Muhammad Nadir Shabbir, 2025, "Does green innovation pay off in China? Market valuation, investor sentiment, and risk-taking in A-listed firms," Risk Management, Palgrave Macmillan, volume 27, issue 3, pages 1-35, September, DOI: 10.1057/s41283-025-00166-8.
• Pham, Ngoc-Sang, 2025, "(Non-Monotonic) Effects of Productivity and Credit Constraints on Equilibrium Aggregate Production in General Equilibrium Models with Heterogeneous Producers," MPRA Paper, University Library of Munich, Germany, number 123394, Jan.
• NEIFAR, MALIKA & HarzAllah, AMIRA, 2025, "Integration, Contagion and Turmoils; Evidence from Emerging markets," MPRA Paper, University Library of Munich, Germany, number 123775, Feb, revised 25 Feb 2025.
• Rahman, Morshed & Sen, Topon & Momtaz, Maliha & Barua, Bijori, 2025, "From Stagnation to Resilience: An In-Depth Analysis of Economic and Social Drivers in Bangladesh’s Development Journey," MPRA Paper, University Library of Munich, Germany, number 123925.
• Ojo, Marianne, 2025, "Strategic crypto reserves: A new era for crypto currency regulation and central bank digital currencies?," MPRA Paper, University Library of Munich, Germany, number 123994, Feb, revised Feb 2025.
• LI, Hao & Wang, Gaowang, 2025, "Revisiting China's gradualistic economic approach and financial market," MPRA Paper, University Library of Munich, Germany, number 124455, Apr.
• Schilirò, Daniele, 2025, "Tariffs and deglobalization. Is globalization going backwards?," MPRA Paper, University Library of Munich, Germany, number 126326.
• Bell, Peter, 2025, "Method for Comparing Economic Impacts Caused by Government Actions on Natural Resource Extraction in Logging, Oil and Gas, and Mining," MPRA Paper, University Library of Munich, Germany, number 127298, Dec.
• Bell, Peter, 2025, "Strategic Planning for Permitting at Abandoned Mine Tailings," MPRA Paper, University Library of Munich, Germany, number 127460, Dec.
• Bell, Peter, 2025, "Review of Methods for Exploratory Data Analysis for Copper Prices 1960-2020," MPRA Paper, University Library of Munich, Germany, number 127683, Jan.
• Bruno S. Sergi & Nathan Wongkar & Kenneth L. Suhariono, 2025, "Manipulation and Financial Market Misconduct in Indonesia," The American Economist, Sage Publications, volume 70, issue 1, pages 80-93, March, DOI: 10.1177/05694345241256233.
• Nesrin Koç Ustali & Ahmet Kaya & Hasan Emin Gürler & Naci Buyukdag, 2025, "The effect of the information channel on the investment decision: The bull and bear market and investment experience as a moderator," Australian Journal of Management, Australian School of Business, volume 50, issue 1, pages 246-265, February, DOI: 10.1177/03128962231184659.
• Rabin K. Jana & Indranil Ghosh & Fredj Jawadi & Gazi Salah Uddin & Ricardo M. Sousa, 2025, "COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens," Annals of Operations Research, Springer, volume 345, issue 2, pages 575-596, February, DOI: 10.1007/s10479-022-04744-x.
• Muhammad Tahir Suleman & Umaid A Sheikh & Emilios C. Galariotis & David Roubaud, 2025, "The impact of bitcoin fear and greed on good and bad network connectedness: the case of the US sectoral high frequency returns," Annals of Operations Research, Springer, volume 347, issue 1, pages 633-677, April, DOI: 10.1007/s10479-023-05455-7.
• John Bambir & Patrick Kwashie Akorsu & John Kingsley Woode & Audrey Foriwaa Adjei, 2025, "Dynamic predictive pattern of non-fungible tokens: insight from uncertainties, geopolitical risk, and market sentiments," Digital Finance, Springer, volume 7, issue 3, pages 299-345, September, DOI: 10.1007/s42521-025-00134-7.
• Myriam Ben Osman & Hela Mzoughi & Khaled Guesmi & Kamel Naoui, 2025, "Does investor sentiment drive the Bitcoin price?," Digital Finance, Springer, volume 7, issue 3, pages 507-534, September, DOI: 10.1007/s42521-025-00150-7.
• Md. Saiful Islam, 2025, "Linking green innovation to environmental quality in Saudi Arabia: an application of the NARDL approach," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 27, issue 8, pages 19741-19762, August, DOI: 10.1007/s10668-024-04751-x.
• Mariem Bouzguenda & Anis Jarboui, 2025, "Quantile connectivity between cryptocurrency, commodities, gold and BRICS index: what is the best investment strategy?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 15, issue 1, pages 125-161, March, DOI: 10.1007/s40822-024-00290-y.
• Paula Cunha Duarte, 2025, "Digital financial inclusion and women: a case study of Pix, the Brazilian instant payment system," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 15, issue 2, pages 379-400, June, DOI: 10.1007/s40822-024-00300-z.
• Prince Kumar Maurya & Rohit Bansal & Anand Kumar Mishra, 2025, "Sectoral connectedness, volatility spillover and hedging opportunities: evidence from Indian stock market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 15, issue 4, pages 1099-1134, December, DOI: 10.1007/s40822-025-00324-z.
• Alireza Saranj & Mehdi Zolfaghari, 2025, "Trading behavior-stock market volatility nexus among institutional and individual investors," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-50, December, DOI: 10.1186/s40854-024-00717-0.
• Christophe Desagre & Floris Laly & Mikael Petitjean, 2025, "Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-37, December, DOI: 10.1186/s40854-024-00726-z.
• Patrick Kwashie Akorsu & Maxwell Kumordzie & Samuel Kwaku Agyei & John Kingsley Woode & Audrey Foriwaa Adjei, 2025, "Dynamic interdependence between crude oil and the automobile equities amid uncertainties," Future Business Journal, Springer, volume 11, issue 1, pages 1-19, December, DOI: 10.1186/s43093-025-00526-6.
• Sunaina kanojia & Deepali Malhotra, 2025, "Hegemony of behavioral biases dislodging financial well-being: evidence from India, USA and UK," Future Business Journal, Springer, volume 11, issue 1, pages 1-22, December, DOI: 10.1186/s43093-025-00651-2.
• Rezvan Pourmansouri & MirFeiz Fallahshams & Reza Ghafari Gol Afshani, 2025, "Designing a Financial Stress Index Based on the GHARCH-DCC Approach and Machine Learning Models," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 16, issue 1, pages 2689-2718, March, DOI: 10.1007/s13132-024-02075-9.
• Dejan Glavas & Giovanni Visentin, 2025, "CSR in times of crisis: a systematic literature review," Management Review Quarterly, Springer, volume 75, issue 3, pages 2675-2707, September, DOI: 10.1007/s11301-024-00445-w.
• Dandan Dang & Li Gong & Chunling Jin & Jun Qin & Tengteng Yang & Zhiyuan Jia, 2025, "Risk evaluation of rockfall hazard in the tunnel portals of western mountain railway tunnels based on the improved G1–EWM–UMT model," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 121, issue 12, pages 14373-14398, July, DOI: 10.1007/s11069-025-07359-0.
• Russell Lundholm & Xin Zheng, 2025, "The changing nature of financial analysis in the presence of ETFs," Review of Accounting Studies, Springer, volume 30, issue 1, pages 860-898, March, DOI: 10.1007/s11142-024-09841-9.
• Nidhal Mgadmi & Fekria Belhouichet & Néjib Hachicha & Wajdi Moussa, 2025, "US presidential elections and cross-market spillovers: DCC-GARCH R2 analysis of crypto, DeFi, NFTs, and oil," SN Business & Economics, Springer, volume 5, issue 9, pages 1-36, September, DOI: 10.1007/s43546-025-00898-5.
• Thorsten Beck & Ross Levine, 2025, "Legal Institutions and the Development of Financial Systems Revisited," Springer Books, Springer, chapter 16, in: Claude Ménard & Mary M. Shirley, "Handbook of New Institutional Economics", DOI: 10.1007/978-3-031-50810-3_16.
• Laurens Swinkels, 2025, "Empirical Evidence on the Ownership and Liquidity of Real Estate Tokens," Springer Books, Springer, in: Gang Kou & Yongqiang Li & Zongyi Zhang & J. Leon Zhao & Zhi Zhuo, "Blockchain, Crypto Assets, and Financial Innovation", DOI: 10.1007/978-981-96-6839-7_16.
• Agustin S. Benetrix & Beren Demirolmez, 2025, "Mapping Global Debt: A New Measure of Currency Dominance and Uncertainty Shock Effects," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0925, Sep.
• Yandiev Magomet, 2025, "Special considerations for stock trading in the context of the Islamic finance model," Working Papers, Moscow State University, Faculty of Economics, number 0073, Feb.
• Nobuyuki Hanaki & Giulia Iori & Pietro Vassallo, 2025, "Learning and information diffusion in OTC markets: experiments and a computational model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 12.
• Pietro Dindo & Filippo Massari, 2025, "Learning Models from Prices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 17.
• Marjohan Masno & Sampurnaningsih Sri Retnaning, 2025, "The Relationship Between Interest Rates, Financial Ratios, and Bond Ratings with Profitability as a Mediating Variables in Non-Financial Sector Companies in Indonesia," Economics, Paradigm, volume 13, issue 1, pages 213-229, DOI: 10.2478/eoik-2025-0005.
• Kara Ahmet, 2025, "An artificial intelligence-based forecasting of the dynamics of relative profit rates at a financial crisis juncture: A model, a case study and crisis management policies," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 21, issue 1, pages 15-26, DOI: 10.2478/fiqf-2025-0002.
• Hasani-Limani Vjolca, 2025, "Rethinking Financial Deepening: Financial Development and Growth in Western Balkans Countries with Reference to the Levels of Economic Development and Euro-Integration Status," South East European Journal of Economics and Business, Paradigm, volume 20, issue 1, pages 113-128, DOI: 10.2478/jeb-2025-0009.
• Malik Amina & Latif Bilal & Butt Babar Zaheer, 2025, "Regulatory Capital Adequacy Ratio is an Elixir For Efficiency in Islamic Banks," Zagreb International Review of Economics and Business, Paradigm, volume 28, issue 2, pages 7-22, DOI: 10.2478/zireb-2025-0013.
• Li Zeng & Wee-Yeap Lau, 2025, "Assessing the risk impact of COVID-19 on China’s FinTech industry: A multi-dimensional analysis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-42, June, DOI: 10.1142/S2424786325500094.

2024

• 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.
• Antonio Rafael Rodríguez Abraham, 2024, "Effects of Inflation-Targeting Monetary Policy on Stock Market Returns," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 102, pages 203-235, November, DOI: 10.17533/udea.le.n102a354263.
• 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.
• 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.
• Mateusz Mariusz Mierzejewski, 2024, "Euro-Denominated Credit Liquidity: Tracing Cyclical Phases in Global Finance," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 22, pages 32-41, DOI: 10.7172/2353-6845.jbfe.2024.2.3.
• 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.
• Abdullahi Ahmed Mohammed, 2024, "Financial development and central bank bilateral currency swaps: Is there trade effect?," Economic Journal of Emerging Markets, Universitas Islam Indonesia, volume 16, issue 1, pages 77-88.
• 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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(0x7ca8f980), March.
• 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(0x7cc10b78), March.
• 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".
• Yang Zhao & Cheng Few Lee & Min-Teh Yu, 2024, "Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2024, "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng Few Lee, 2024, "Alternative Methods for Estimating Firm’s Growth Rate: Update and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Cheng Few Lee & Wei K. Shih, 2024, "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Yibing Chen & John Lee, 2024, "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024, "An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2024, "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2024, "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Cheng Few Lee, 2024, "Do Investors Still Benefit from Culturally Home-biased Diversification? An Empirical Study of China, Hong Kong, and Taiwan," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hao-Chang Sung, 2024, "Product Market Competition and Real Activities Manipulations: Theory, Implications, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Fu-Lai Lin & Sheng-Yung Yang & Yu-Fen Chen, 2024, "Gold in Portfolio: A Long-Term or Short-Term Diversifier?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Shin-Yun Wang & Cheng Few Lee, 2024, "Fuzzy Multicriteria Decision-Making for Evaluating Mutual Fund Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Weifeng Hung & Chia-Chi Lu & Cheng Few Lee, 2024, "Mutual Fund Herding and Its Impact on Stock Returns: Evidence from the Taiwan Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Alice C. Lee & Cheng Few Lee, 2024, "Stock Return, Risk, and Legal Environment around the World," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Dinh Tran Ngoc Huy & Vu Quynh Nam & Hoang Thanh Hanh & Nguyen Ngoc Thach, 2024, "Further Analysis of Bitcoin, Fintech, and P2P Lending: Perspectives and Recommendations from Industry 4.0," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Julia Nasev & Dominik von der Emde, 2024, "Earnings Quality and the Coinsurance Effect," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2024, "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Andy C.W. Chui, 2024, "Economic Policy Uncertainty and Short-term Reversals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Fu-Lai Lin & Phillip Cartwright, 2024, "Time Aggregation and the Estimation of the Market Model: Revision and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Peter Chinloy & Matthew Imes & Wendy Liu, 2024, "Leases on Balance Sheets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Financial Econometrics, Mathematics, Statistics, and Financial Technology: An Overall View," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Tumellano Sebehela, 2024, "Entropic Two-Asset Option," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sheng-Syan Chen & Cheng Few Lee & Keshab Shrestha, 2024, "Joint Normality Test for the Returns on the Futures and Spot," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Keshab Shrestha & Robert L. Welch, 2024, "Analysis of Theoretical and Empirical Relationships between the Treasury Bills and Eurodollar," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Giulio Anselmi, 2024, "Volatility Risk Measures and Banks’ Leverage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chaoshin Chiao & Tung-Ying Lin & Cheng Few Lee, 2024, "The Reactions to On-Air Stock Reports: Prices, Volume, and Order Submission Behavior," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 36, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Thi Thanh Huyen Nguyen & Duc De Ngo & Mouloud Tensaout, 2024, "Mutual Fund Competition for Ranking: When Risk-Taking Comes with Managerial Effort," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sheng-Syan Chen & Cheng Few Lee & Fu-Lai Lin & Keshab Shrestha, 2024, "Hedge Ratios: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 38, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chin-Chen Chien & Cheng Few Lee & Andrew M. L. Wang, 2024, "A Note on Stock Market Seasonality: The Impact of Stock Price Volatility on the Application of Dummy Variable Regression Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 39, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024, "Time-Changed GARCH versus GARJI Model for Extreme Events: An Empirical Study," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 40, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hany B. Ahmed & Yilmaz Guney, 2024, "Corporate Financial Hedging and the Cost of Equity Capital," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 41, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Oliver M. Rui, 2024, "Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China’s Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 42, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Orla Lenihan, 2024, "Financial Statement Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 43, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Alessandra Allini & Bikki Jaggi & Annamaria Zampella & Martina Prisco, 2024, "Expected Credit Losses under IFRS 9: Concept, Models, and Disclosures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 44, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Fu-Lai Lin & Cheng Few Lee & Win-Lin Chou & Dennis Kin-Keung Fan, 2024, "Hedging with the International Equity Index Futures: The Conventional Model versus the Error Correction Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 45, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cohen Gil, 2024, "Technical Analysis in Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 46, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 47, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jonathan Ross & Joshua Madsen & Gordon Alexander, 2024, "A Correlation-Based Portfolio Choice Algorithm," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 48, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Oliver M. Rui, 2024, "Stock Returns and Volatility on China’s Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 49, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hun Y. Park, 2024, "Value Line Investment Survey Rank Changes and Beta Coefficients," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 50, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".