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

• Cheng Few Lee & Fu-Lai Lin & Mei-Ling Chen, 2024, "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 51, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2024, "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 52, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hanxin Hu & Ting Sun, 2024, "Predicting Stock Return Movement Directions with Sentiment Analysis of News Headlines: A Machine Learning Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 53, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chunchi Wu & Xinyuan Tao, 2024, "Style Investing, Momentum, and Co-movement," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 54, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Carsten Homburg & Laurens O. J. Lapp & Roman Schick, 2024, "Mining for “Green Diamonds” — Value Relevance of Greenhouse Gas Emissions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 55, 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, "Risk Estimation, Diversification, and Optimal Weights," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 56, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Bin Srinidhi, 2024, "The Role of Founder Presence in Investment Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 57, 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 & Wen-Chi Yeh, 2024, "Financial Statement Analyses and Firm Valuation: Johnson & Johnson as a Case Study," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 58, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yufeng Han & Yang Liu & Guofu Zhou & Yingzi Zhu, 2024, "Technical Analysis in the Stock Market: A Review," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 59, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Dimitris Georgoutsos & George Moratis, 2024, "The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 60, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Mark Iarovyi & Sasson Bar-Yosef & Itzhak Venezia, 2024, "Interest Rate Sensitivity and Investor Disagreement: How to Explain Bank Stock Turnover," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 61, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chun-Chong Fu & Chuan-Hsiang Han & Kun Wang, 2024, "A Novel Semi-Static Method for the Index Tracking Problem," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 62, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Andreas G. Koutoupis & Leonidas G. Davidopoulos, 2024, "Fundamental Analysis: A Practical Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 63, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• John M. Longo, 2024, "Lessons on Risk, Return, and Portfolio Construction from the Great Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 64, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Pin-Huang Chou & Kuan-Cheng Ko & K.C. John Wei, 2024, "Sources of Liquidity Premium: Risk or Mispricing?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 65, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cristina Chueca Vergara & Luis Ferruz Agudo, 2024, "Analysis of IBEX-35 Listed Companies: Recent CSR Reports and Behavior of the Main Indicators. Existence of a Proportional Relationship between Greenwashing and Deficient CSR Reports," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 66, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Alex YiHou Huang & Ming-Che Hu, 2024, "Return Volatility, Skewness, and Momentum Effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 67, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xinjie Wang & Ge Wu & Suyang Zhao, 2024, "Predicting Implied Volatility with Historical Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 68, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• LiJane Kao & John Lee & Cheng Few Lee, 2024, "Estimating Binomial and Black & Scholes Option Pricing Models: Excel, R Language, and SAS Program Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 69, 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, 2024, "Value Contributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 70, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• David A. Ziebart & Mark Cheng & Sohee Kim & Wenyin Li & Anh Pham & Darren Woodward, 2024, "Using Computational Science Methods in Accounting and Finance Research," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 71, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Foued Hamouda, 2024, "Stock Buybacks and Financial Turmoil: Pros and Cons for Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 72, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Guanming He & April Zhichao Li, 2024, "The Roles of Financial Analysts in the Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 73, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xinjie Wang & Zhaodong (Ken) Zhong, 2024, "Funding Liquidity and CDS-Bond Basis: Evidence from the CDS Big Bang," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 74, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• G.V. Satya Sekhar, 2024, "Issues and Challenges of Weather and Freight Derivatives: Impact of Pandemic Situation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 75, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Guanming He & April Zhichao Li & Dongxiao Shen, 2024, "On a Long-Term Investment Strategy in a Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 76, 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, "European Option, American Option, and Option Bounds: Theory, Method, and Some Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 77, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xi Zhang & Philip S. Yu, 2024, "Improving the Stock Market Prediction with Social Media via Broad Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 78, 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, "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 79, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yao Zheng & Eric Osmer, 2024, "Do CFA Charterholders Make Better Hedge Fund Managers?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 80, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yu-Li Huang & Kun-Li Lin, 2024, "Impact of Bank Activity and Funding Strategies on Liquidity Management: International Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 81, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cathy Zishang Liu & Kai-Cheung Kenneth Chu & C. S. Agnes Cheng, 2024, "Accounting Information and Firm Valuation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 82, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xingyi Hu & Zhaodong (Ken) Zhong, 2024, "Developments in CDS Markets: A Review on Recent CDS Studies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 83, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jow-Ran Chang & John Lee, 2024, "Decision Tree and Microsoft Excel Approach for Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 84, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Huei-Wen Teng, 2024, "Comparisons between the Markowitz Model and the Black–Litterman Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 85, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2024, "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 86, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Han-Hsing Lee & Ken-Kuan Su, 2024, "Asset Allocation with Cryptocurrencies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 87, 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, "Market-Based, Accounting-Based, and Composite-Based Beta Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 88, 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, "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio Selection Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 89, 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, "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 90, 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 & Paul W. Chiou, 2024, "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 91, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Tamala Amelia Manda, 2024, "Modeling Different REIT Cash Flows," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 92, 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 & Huei Ching Soo & Cheng Few Lee, 2024, "Bayesian Portfolio Mean-Variance Efficiency Test with Sampling Error of Sharpe Ratio," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 93, 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, "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 94, 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, "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 95, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Robert Snigaroff & David Wroblewski, 2024, "Global International ELM versus Momentum," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 96, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jow-Ran Chang & John Lee & Cheng Few Lee, 2024, "Estimating European and American Option Pricing Models: Excel and SAS Language Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 97, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jacob Oded & Itzhak Venezia, 2024, "Estimating the Probabilities of Default under the Assumption of Unobserved Heterogeneity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 98, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Wei-Fang Niu & Henry Horng-Shing Lu, 2024, "A Factor Model for Graph Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 99, 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 & Chiung-Min Tsai & Alice C. Lee, 2024, "A Dynamic CAPM with Supply Effect: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 100, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sibongile Zwane, 2024, "Indices Herding Behavior and Its Impact on Listed Real Estate and Two Other Asset Classes: A Case of Developed versus Emerging Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 101, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Christopher C. Geczy & John B. Guerard Jr., 2024, "Price Momentum, Earnings Forecasting, and Valuation: Implications for Inefficient Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 102, 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 & Jing-Rung Yu, 2024, "Advancement of Optimal Portfolio Models with Short Sales and Transaction Costs: Methodology and Effectiveness," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 103, 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, "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 104, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Philip Keejae Hong & Kyonghee Kim & Sukesh Patro, 2024, "On the Treatment of the Momentum Factor in Accounting-Based Anomalies: A Discussion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 105, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Y. L. Hsu & T. L. Lin & Cheng Few Lee, 2024, "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 106, 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 & Wen-Chi Yeh, 2024, "Options, Put–Call Parities, and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 107, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jungshik Hur, 2024, "A Cross-sectional Asset Pricing Test with More Power: An Instrumental Variable Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 108, 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 & Hong-Yi Chen & Alice Lee & Yuhsin Tai, 2024, "Current vs. Permanent Earnings for Estimating Alternative Dividend Payment Behavioral Model: Theory, Methods, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 109, 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 & Chengru Hu & Maggie Foley, 2024, "Differential Effect of Inside Debt, CEO Compensation Diversification, and Firm Investment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 110, 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 & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2024, "Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory, Empirical Evidence, and Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 111, 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 & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2024, "Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 112, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Derivatives and Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Interest Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Forwards and Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Arbitrage and Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Financial Engineering and Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Forwards and Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Futures Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Futures Regulations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "The Cost-of-Carry Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "The Extended Cost-of-Carry Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Futures Hedging," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Options Markets and Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Option Trading Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Option Relations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Single-Period Binomial Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Multiperiod Binomial Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "The Black–Scholes–Merton Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Using the Black–Scholes–Merton Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Yields and Forward Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Interest Rate Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Single-Period Binomial Heath–Jarrow–Morton Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Multiperiod Binomial HJM Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "The Heath–Jarrow–Morton Libor Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Risk Management Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• van Buggenum, Hugo & Gersbach, Hans & Zelzner, Sebastian, 2024, "Contagious stablecoins?," CFS Working Paper Series, Center for Financial Studies (CFS), number 717.
• Fischer, Lion & Rapp, Marc Steffen & Zahner, Johannes, 2024, "Central banks sowing the seeds for a green financial sector? NGFS membership and market reactions," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 198.
• Rebecca Stuart, 2024, "Measuring stock market integration during the Gold Standard," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 18, issue 1, pages 191-220, January, DOI: 10.1007/s11698-023-00265-0.
• Edmundo Lizarzaburu & Kurt B. Burneo & Conrado García-Gómez & Luis Berggrun, 2024, "How do Good Governance Practices Affect Mining Companies? Peru’s Case," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 14, issue 1, pages 25-39.
• Wycliffe Oluoch & Kalu Ojah, 2024, "Financial Market Development and the Microstructure of Corporate Bond Markets in Africa: A Survey," The African Finance Journal, Africagrowth Institute, volume 26, issue 1, pages 1-33.
• Elif Hilal Nazlıoğlu, 2024, "The Relationships between the Turkish Stock Market and Macroeconomic Variables," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 1, pages 140-158, DOI: 10.30784/epfad.1424089.
• Premananda Meher & Rohita Kumar Mishra, 2024, "Interconnectedness Of Brics Financial Markets: A Spillover Analysis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 33, pages 63-79, June, DOI: 10.47743/rebs-2024-1-0003.
• Anastasia Anatolyevna BABOSHKINA, 2024, "The development and Adoption of Digital Currencies in Asian Countries," Russian Foreign Economic Journal, Russian Foreign Trade Academy Ministry of economic development of the Russian Federation, issue 10, pages 82-95, October, DOI: 10.24412/2072-8042-2024-10-82-95.
• Samuel García, 2024, "Comparación del desempeño de arquitecturas de memoria a corto y largo plazo (LSTM) en el pronóstico de precios de acciones: una investigación sobre el mercado bursátil mexicano," The Anahuac Journal, Business and Economics School. Anahuac University (Mexico)., volume 24, issue 1, pages 160-179, June, DOI: https://doi.org/10.36105/theanahuac.
• Lizeth Gordillo Martínez, 2024, "El índice de sentimiento en las redes sociales y su impacto en los rendimientos del S&P 500," The Anahuac Journal, Business and Economics School. Anahuac University (Mexico)., volume 24, issue 1, pages 222-245, June, DOI: https://doi.org/10.36105/theanahuac.
• Fausto Hern'andez Trillo & C. Vladimir Rodr'iguez-Caballero & Daniel Ventosa-Santaul`aria, 2024, "Monopoly Unveiled: Telecom Breakups in the US and Mexico," Papers, arXiv.org, number 2407.09695, Jul.
• Masud Abdullahi Baba & Abu Sufian Abu Bakar & Ruhaida Saidon, 2024, "ICT, Economic Prosperity and Financial Development: New Evidence from Nigeria," Journal of Economic Sciences, Federal Urdu University Islamabad, Department of Economics, volume 3, issue 1, pages 01-12, June, DOI: 10.55603/jes.v3i1.a1.
• Eneida Cifligu, 2024, "An Analysis of Albania’s Banking Sector: Current Trends and Future Prospects," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 171-185.
• Annetta Ho & Cosmin Cazan & Andrew Schrumm, 2024, "The Ecology of Automated Market Makers," Discussion Papers, Bank of Canada, number 2024-12, Jul, DOI: 10.34989/sdp-2024-12.
• Andreas Uthemann & Rishi Vala, 2024, "How big is cash-futures basis trading in Canada’s government bond market?," Staff Analytical Notes, Bank of Canada, number 2024-16, Jun, DOI: 10.34989/san-2024-16.
• Andreas Uthemann & Rishi Vala, 2024, "Quelle est la part de l’arbitrage comptant-terme sur le marché canadien des obligations d’État?," Staff Analytical Notes, Bank of Canada, number 2024-16fr, Jun, DOI: 10.34989/san-2024-16.
• Jabir Sandhu & Rishi Vala, 2024, "Could all-to-all trading improve liquidity in the Government of Canada bond market?," Staff Analytical Notes, Bank of Canada, number 2024-17, Jul, DOI: 10.34989/san-2024-17.
• Jabir Sandhu & Rishi Vala, 2024, "La négociation ouverte à tous les acteurs pourrait-elle améliorer la liquidité du marché des obligations du gouvernement du Canada?," Staff Analytical Notes, Bank of Canada, number 2024-17fr, Jul, DOI: 10.34989/san-2024-17.
• David Beers & Obiageri Ndukwe & Alex Charron, 2024, "BoC–BoE Sovereign Default Database: What’s new in 2024?," Staff Analytical Notes, Bank of Canada, number 2024-19, Jul, DOI: 10.34989/san-2024-19.
• David Beers & Obiageri Ndukwe & Alex Charron, 2024, "Base de données de la Banque du Canada et de la Banque d’Angleterre sur les défauts souverains : quoi de neuf en 2024?," Staff Analytical Notes, Bank of Canada, number 2024-19fr, Jul, DOI: 10.34989/san-2024-19.
• Ingomar Krohn & Mariel Maguiña, 2024, "Foreign Exchange Risk Premiums and Global Currency Factors," Staff Analytical Notes, Bank of Canada, number 2024-20, Jul, DOI: 10.34989/san-2024-20.
• Boran Plong & Neil Maru, 2024, "CORRA: Explaining the rise in volumes and resulting upward pressure," Staff Analytical Notes, Bank of Canada, number 2024-21, Aug, DOI: 10.34989/san-2024-21.
• Antonio Diez de los Rios, 2024, "Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve," Staff Analytical Notes, Bank of Canada, number 2024-22, Oct, DOI: 10.34989/san-2024-22.
• Antonio Diez de los Rios, 2024, "Évaluation des effets de portefeuille du Programme d’achat d’obligations du gouvernement du Canada sur la courbe de rendement canadienne," Staff Analytical Notes, Bank of Canada, number 2024-22fr, Oct, DOI: 10.34989/san-2024-22.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024, "How foreign central banks can affect liquidity in the Government of Canada bond market," Staff Analytical Notes, Bank of Canada, number 2024-26, Dec, DOI: 10.34989/san-2024-26.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024, "Le rôle des banques centrales étrangères sur la liquidité du marché des obligations du gouvernement du Canada," Staff Analytical Notes, Bank of Canada, number 2024-26fr, Dec, DOI: 10.34989/san-2024-26.
• Boran Plong & Neil Maru, 2024, "What has been putting upward pressure on CORRA?," Staff Analytical Notes, Bank of Canada, number 2024-4, Mar, DOI: 10.34989/san-2024-4.
• Xisong Jin, 2024, "Decomposing systemic risk measures by bank business model in Luxembourg," BCL working papers, Central Bank of Luxembourg, number 182, Feb.
• Cavallaro, Eleonora & Villani, Ilaria, 2024, "Financial Asymmetries, Risk Sharing and Growth in The EU," Single Market Economics Papers, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team, number WP2024/21, Feb, DOI: 10.2873/420475.
• Michele Leonardo Bianchi & Maurizio Magnani & Francesco Vercelli, 2024, "The use of derivatives on CO2-emission allowances in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 896, Dec.
• Sylvérie Herbert & Klodiana Istrefi & Béatrice Sagna, 2024, "Coordinating the Message: Media Coverage of Fed News and Market Reactions," Working papers, Banque de France, number 983.
• Tetiana Osadcha, 2024, "Blockchain technology in enterprise operations: theoretical basis and practical application," Economic Synergy, Higher Educational Institution Academician Yuriy Bugay International Scientific & Technical University, issue 4, pages 205-219, DOI: 10.53920/ES-2024-4-15.
• Yurii Stasovskyi, 2024, "Using creativity techniques to develop innovations," Economic Synergy, Higher Educational Institution Academician Yuriy Bugay International Scientific & Technical University, issue 4, pages 22-45, DOI: 10.53920/ES-2024-4-2.
• David O. Lucca & Jonathan H. Wright, 2024, "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Journal of Finance, American Finance Association, volume 79, issue 2, pages 1055-1085, April, DOI: 10.1111/jofi.13307.
• Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
• David de Villiers & Hylton Hollander & Dawie van Lill, 2024, "The effectiveness of macroprudential policies in managing extreme capital flow episodes," South African Journal of Economics, Economic Society of South Africa, volume 92, issue 1, pages 31-46, March, DOI: 10.1111/saje.12371.
• Ari Kutai & Daniel Nathan & Milena Wittwer, 2024, "Exchanges for government bonds? Evidence during COVID-19," Bank of Israel Working Papers, Bank of Israel, number 2024.03, Mar.
• Wolf Wagner & Jing Zeng, 2024, "Too-Many-To-Fail and the Design of Bailout Regimes," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_613, Nov.
• Wilson Matthew S., 2024, "The Bitcoin Premium: A Persistent Puzzle," The B.E. Journal of Macroeconomics, De Gruyter, volume 24, issue 1, pages 135-148, January, DOI: 10.1515/bejm-2023-0107.
• Al Rahahleh Naseem, 2024, "The Influence of Anchoring and Overconfidence on Investment Decision-Making in the Saudi Stock Market: A Moderated Mediation Model," Review of Middle East Economics and Finance, De Gruyter, volume 20, issue 1, pages 45-75, April, DOI: 10.1515/rmeef-2023-0015.
• Alesmaiel Abdullah & Fifield Suzanne G. M. & Hof Justin, 2024, "The Predictive Ability and Profitability of Moving Average Rules in the Saudi Stock Market," Review of Middle East Economics and Finance, De Gruyter, volume 20, issue 2, pages 203-238, DOI: 10.1515/rmeef-2024-0014.
• Casarin Roberto & Peruzzi Antonio, 2024, "A Dynamic Latent-Space Model for Asset Clustering," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 379-402, April, DOI: 10.1515/snde-2022-0111.
• Köse Nezir & Ünal Emre, 2024, "Causal relationships between cryptocurrencies: the effects of sampling interval and sample size," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 4, pages 625-644, DOI: 10.1515/snde-2022-0054.
• Fohlin, Caroline, 2024, "Rethinking the Lender of Last Resort: New Evidence on the Stabilization of Money Markets Before the Federal Reserve," CEPR Discussion Papers, Centre for Economic Policy Research, number 19077, May.
• Fos, Vyacheslav & Xu, Nancy, 2024, "When Do FOMC Voting Rights Affect Monetary Policy?," CEPR Discussion Papers, Centre for Economic Policy Research, number 19269, Jul.
• Giglio, Stefano & Kuchler, Theresa & Ströbel, Johannes & Wang, Olivier, 2024, "The Economics of Biodiversity Loss," CEPR Discussion Papers, Centre for Economic Policy Research, number 19277, Jul.
• Fuchs, Maximilian & Ströbel, Johannes & Terstegge, Julian, 2024, "Carbon VIX: Carbon Price Uncertainty and Decarbonization Investments," CEPR Discussion Papers, Centre for Economic Policy Research, number 19349, Aug.
• Beck, Thorsten & Levine, Ross, 2024, "Legal Institutions and the Development of Financial Systems Revisited," CEPR Discussion Papers, Centre for Economic Policy Research, number 19387, Aug.
• Breckenfelder, Johannes & Collin-Dufresne, Pierre & Corradin, Stefano, 2024, "Is the Bond Market Competitive? Evidence from the ECB's Asset Purchase Program," CEPR Discussion Papers, Centre for Economic Policy Research, number 19582, Oct.
• Georg, Co-Pierre & Pierret, Diane & Steffen, Sascha, 2024, "Similar Investors," CEPR Discussion Papers, Centre for Economic Policy Research, number 19729, Dec.
• Achou, Bertrand & d’Albis, Hippolyte & Iliopulos, Eleni, 2024, "House prices and rents: a reappraisal," Macroeconomic Dynamics, Cambridge University Press, volume 28, issue 7, pages 1512-1538, October.
• George A. Kyriacou & Theodosis L. Kallenos & Ioanna S. Evangelou & Lena T. Cleanthous & Charis P. Charalambous, 2024, "Financial Literacy in Cyprus: Results from the first comprehensive Central Bank of Cyprus survey," Working Papers, Central Bank of Cyprus, number 2024-2, Jul.
• Josefin Meyer, 2024, "200 Years of Sovereign Debt Crises: Serial Restructurings May Be Accompanied by Higher Creditor Losses," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 14, issue 6, pages 45-51.
• Josefin Meyer, 2024, "200 Jahre Staatsschuldenkrisen: Wiederholte Umschuldungen können mit höheren Gläubigerverlusten einhergehen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 91, issue 6, pages 83-89.
• Gita Gopinath & Josefin Meyer & Carmen Reinhart & Christoph Trebesch, 2024, "Sovereign vs. Corporate Debt and Default: More Similar than You Think," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2097.
• Costas Siriopoulos & Dionisis Philippas, 2024, "Putting corona into hedge fund managers' head," Economics Bulletin, AccessEcon, volume 44, issue 1, pages 341-357.
• Ayad Assoil & Jean-Marie Laporte, 2024, "Underpricing of IPOs : Evidence from the Euronext Paris market," Economics Bulletin, AccessEcon, volume 44, issue 1, pages 416-429.
• Naukhaiz Chaudhry & Waheed Akhter & David Roubaud, 2024, "Financial literacy, personality traits and financial wellbeing: A preliminary evidence," Economics Bulletin, AccessEcon, volume 44, issue 1, pages 190-210.
• Gilson Silva jr & Jose-Maria Silveira & Henrique Richter, 2024, "Construction, extractive and mining global investment intentions: a network analysis," Economics Bulletin, AccessEcon, volume 44, issue 2, pages 586-600.
• Vinay Asthana, 2024, "Corruption and crypto participation: Cross-country evidence," Economics Bulletin, AccessEcon, volume 44, issue 2, pages 720-730.
• Liliana Celedón-Cabriales & Alejandra E. Martínez-hidalgo & Abigahil Meléndez Kamila Sánchez & Patricia Kaory Tamez-González & Carlos A. Carrasco, 2024, "Macroprudential policy, mortgage lending and economic activity in Mexico," Economics Bulletin, AccessEcon, volume 44, issue 1, pages 154-162.
• Meriem Sebai & Omar Talbi, 2024, "A dynamic panel threshold regression on financial inclusion-financial stability nexus: Evidence from developing countries," Economics Bulletin, AccessEcon, volume 44, issue 3, pages 813-831.
• Ying Lun Cheung, 2024, "Identification of matrix-valued factor models," Economics Bulletin, AccessEcon, volume 44, issue 2, pages 550-556.
• Guillaume Pijourlet, 2024, "Climate policy uncertainty and US industry stock returns: A quantile regression approach," Economics Bulletin, AccessEcon, volume 44, issue 1, pages 182-189.
• Burcu Berke & Gülsüm Akarsu, 2024, "Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Turkiye," Economics Bulletin, AccessEcon, volume 44, issue 3, pages 1254-1262.
• Grothe, Magdalena & Manu, Ana-Simona & McQuade, Peter, 2024, "US Treasury market conditions and global market reactions to US monetary policy," Economic Bulletin Boxes, European Central Bank, volume 8.
• Bindseil, Ulrich & Senner, Richard, 2024, "Macroeconomic modelling of CBDC: a critical review," Working Paper Series, European Central Bank, number 2978, Aug.
• Dieckelmann, Daniel & Kaufmann, Christoph & Larkou, Chloe & McQuade, Peter & Negri, Caterina & Pancaro, Cosimo & Rößler, Denise, 2024, "Turbulent times: geopolitical risk and its impact on euro area financial stability," Financial Stability Review, European Central Bank, volume 1.
• Fell, John & Gardó, Sándor & Klaus, Benjamin & Wendelborn, Jonas & Wredenborg, Stefan, 2024, "Communication for financial crisis prevention: a tale of two decades," Financial Stability Review, European Central Bank, volume 2.
• Adler Haymans Manurung & Nera Marinda Machdar & Jadongan Sijabat & Amran Manurung, 2024, "The Construction of a Portfolio Using Varying Methods and the Effects of Variables on Portfolio Return," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 1, pages 233-241, January.
• Evans N. N. D. Ocansey & Philomena Dadzie & Nicholas Bamegne Nambie, 2024, "Mobile Money Use, Digital Banking Services and Velocity of Money in Ghana," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 2, pages 218-233, March.
• Natasa Milonas & Gary van Vuuren, 2024, "Simulating Credit Loss Distributions: Empirical Versus the Vasicek Model," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 2, pages 77-88, March.
• Silky Vigg Kushwah & Shab Hundal & Payal Goel, 2024, "Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 3, pages 132-139, May.
• Samuel Tabot Enow, 2024, "Investigating Overreaction and Underreaction in Initial Public Offerings," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 4, pages 172-177, July.
• Akpokerere Othuke Emmanuel & Osevwe-Okoroyibo Elizabeth Eloho & Alexander Olawumi Dabor & Eyesan Leslie Dabor & Meshack Aggreh, 2024, "Tax Revenue, Capital Market Performance and Foreign Direct Investment in an Emerging Economy," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 4, pages 290-298, July.
• Samuel-Soma M. Ajibade & Muhammed Basheer Jasser & David Olayemi Alebiosu & Ismail Ahmed Al- Qasem Al-Hadi & Ghassan Saleh Al-Dharhani & Farrukh Hassan & Bright Akwasi Gyamfi, 2024, "Uncovering the Dynamics in the Application of Machine learning in Computational Finance: A Bibliometric and Social Network Analysis," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 4, pages 299-315, July.
• Khuu Thi Phuong Dong & Nguyen Thi Ngoc Hoa & Phan Dinh Khoi & Ho Thi Huynh Giao & Huynh Thi Tuyet Suong & Diep Tran Hoang Quyen, 2024, "Factors Affecting Decision to Participate Bancassurance: Evidence from Individual Customers in the South of Vietnam," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 5, pages 62-70, September.
• Susilo Nur Aji Cokro Darsono & Ecky Imamul Muttaqin & Revy Andika Rahmadani & Tran Thai Ha Nguyen, 2024, "Unveiling the Nexus of Consumer Price Index, Economic Policy Uncertainty, Geopolitical Risks, and Gold Prices on Indonesian Sustainable Stock Market Performance," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 6, pages 128-135, October.
• Md. Yousuf Ahammed & Md. Ariful Haque Chowdhury & Md. Tahidur Rahman & Shayla Tazminur, 2024, "Financial Indicators Shaping Share Price Movement: Insight from the Dhaka Stock Exchange SME Board," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 6, pages 267-272, October.
• Emmanuel Othuke Akpokerere & Azuoma Caroline Onojaife & Elizabeth Eloho Osevwe-Okoroyibo, 2024, "Monetary Policy Instruments and Stock Market Returns Volatility in Nigeria," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 6, pages 273-282, October.
• Mehdi Abid & Habib Sekrafi & Ramzi Farhani & Zouheyr Gheraia & Hanane Abdelli, 2024, "Do Institutional Quality and Terrorism Affect the Natural Resources Rents?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 1, pages 76-85, January.
• Ilyes Abidi & Kamel Touhami, 2024, "Safe Haven for Crude Oil: Bitcoin or Precious Metals? New Insight from Time Varying Coefficient-Vector Autoregressive Model," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 1, pages 184-195, January.
• Debaleena Chatterjee, 2024, "Identifying Market Capitalization as a Leverage for Low Carbon Economy in Australia," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 2, pages 574-583, March.
• Ahmad Monir Abdullah & Aini Aman, 2024, "Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 3, pages 216-234, May.
• Anandhi Elangovan & Manivannan Babu, 2024, "Decoding Users’ Continuance Intentions towards Digital Financial Platforms in the Indian Economy," International Review of Management and Marketing, International Review of Management and Marketing, volume 14, issue 6, pages 213-222, October.
• Stirnkorb, Sebastian, 2024, "Transaction cost unbundling and investors’ reliance on investment research: Evidence from experimental asset markets," Accounting, Organizations and Society, Elsevier, volume 112, issue C, DOI: 10.1016/j.aos.2024.101542.
• Kabderian Dreyer, Johannes & Smith, William, 2024, "Proportional warm-glow theory and asset pricing," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2023.100859.
• Lanciano, Edoardo & Previati, Daniele & Ricci, Ornella & Stentella Lopes, F. Saverio, 2024, "Gender differences and measurement error in financial literacy," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2024.100896.
• Deck, Cary & Jun, Tae In & Razzolini, Laura & Reid, Tavoy, 2024, "Information aggregation with heterogeneous traders," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100956.
• Wu, Tsung-Pao & Wu, Hung-Che & Liu, Ya-Tian & Wang, Chien-Ming & Wu, Cheng-Feng & Zheng, Yi, 2024, "A bootstrap dynamic multivariate panel Granger causality analysis to examine the relationship between the COVID-19, Delta and Omicron pandemic era and the maritime shipping freight industry," Economic Analysis and Policy, Elsevier, volume 83, issue C, pages 719-733, DOI: 10.1016/j.eap.2024.07.008.
• Lu, Yao & Li, Lu & Zhan, Huanqi & Zhan, Minghua, 2024, "Fintech, information heterogeneity, and the regional distribution effects of corporate financing constraints," Economic Modelling, Elsevier, volume 137, issue C, DOI: 10.1016/j.econmod.2024.106777.
• Tang, Hui-Wen & Chang, Chong-Chuo, 2024, "CEO overconfidence, risk-taking, and firm value: Influence of incentive compensation and financial constraints," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102034.
• Luo, Yi & Li, Xiaoming & Yu, Wei & Huang, Kun & Yang, Yihe & Huang, Yao, 2024, "Research on human dynamics characteristics under large-scale stock data perturbation," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102070.
• Yang, Jianlei, 2024, "Financial stability policy and downside risk in stock returns," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102196.
• Naifar, Nader, 2024, "Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102205.
• Chen, Xiuwen & Yao, Yinhong & Wang, Lin & Huang, Shenwei, 2024, "How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102217.
• Oefele, Nico & Baur, Dirk G. & Smales, Lee A., 2024, "Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111464.
• Chen, Yuting & Potì, Valerio, 2024, "Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111531.
• Zhang, Wei, 2024, "Short-selling constraints and firm-level climate change exposure: Evidence from utility firms," Economics Letters, Elsevier, volume 237, issue C, DOI: 10.1016/j.econlet.2024.111655.
• Valenzuela, Patricio & Mella, Javier & Claveria, Juan, 2024, "Economic uncertainty and credit risk: Evidence from international corporate bonds," Economics Letters, Elsevier, volume 237, issue C, DOI: 10.1016/j.econlet.2024.111666.
• Le, Thanh & Le Van, Cuong & Pham, Ngoc-Sang & Sağlam, Çağrı, 2024, "Sperner’s lemma and competitive equilibrium with incomplete financial markets," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111720.
• Gigante, Gimede & Guarniero, Pieralberto & Pasini, Simona, 2024, "Markovian analysis of U.S. Treasury volatility: Asymmetric responses to macroeconomic announcements," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111723.
• Bhanu, Aniket & Nath, Golaka C & Patnaik, Tirthankar, 2024, "Unlocking liquidity through shortened settlement cycle: Empirical evidence from India," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111736.
• Kim, Taehyun & Kim, Yongjun, 2024, "Does corporate environmental responsibility create value?: The role of investors’ ESG preferences," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111790.
• Hayakawa, Ko & Otsubo, Yoichi & Poon, Ser-huang & Wei, Siliang, 2024, "Vocabulary Herfindahl Index (VocaHIn): Linguistic dominance and collective effervescence in WallStreetBets," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112027.
• 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.