Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
2024
- Couts, Spencer J. & Goncalves, Andrei S. & Liu, Yicheng & Loudis, Johnathan, 2024, "Institutional Investors' Subjective Risk Premia: Time Variation and Disagreement," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-17, Aug.
- Brown, Gregory W. & Goncalves, Andrei S. & Hu, Wendy, 2024, "The Private Capital Alpha," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-20, Sep.
- Ben-David, Itzhak, 2024, "From Anecdotes to Insights: Streamlining the Research Idea Generation Process," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-22, Oct.
- Zhang, Shaojun & Shi, Zhan, 2024, "Oil-Driven Greenium," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-24, Oct.
- Faeezah Peerbhai & Damien Kunjal, 2024, "The Impact of COVID-19 on Banking Sector Returns, Profitability, and Liquidity in South Africa," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 2, pages 146-151, March.
- Matiur Rahman, 2024, "Interactions between Equity REITs and S&P 500 Returns," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 3, pages 206-211, May.
- Adler Haymans Manurung & Nera Marinda Machdar & John Edward Harly Jacob FoEh & Jhonni Sinaga, 2024, "Dividend Policy as a Moderating of the Effect of Dividend Announcement on Stock Price in Indonesian Firms," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 4, pages 96-105, July.
- à ureo Manuel & Rui Dias & Rosa Galvão & Miguel Varela, 2024, "Analysing Financial Market Integration between Stock and Precious Metals Indices," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 4, pages 222-238, July.
- Jianglin Dennis Ding, 2024, "Less is More: In Search of Sustainable Investment Premium," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 5, pages 233-241, September.
- Prashant Sharma & Geetika Arora & Sushil Kalyani & Hanna Olasiuk & Padmini Jindal, 2024, "Sectoral Performance of ESG Enabled Stocks during COVID-19 Pandemic in the Indian Stock Market," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 6, pages 232-238, October.
- Kevin Jones, 2024, "Hedging Effectiveness on the MISO Exchange," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 1, pages 301-311, January.
- Khaled Bataineh, 2024, "Crude Oil Prices and the Egyptian Economy Evidence from the Stock Market," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 1, pages 383-392, January.
- Charles O. Manasseh & Chine Sp Logan & Ebele C. Igwemeka & Faith C. Ekwunife & Chukwunonso F. Onoh & Ogochukwu C. Okanya & Grace C. Eje & Kingsley C. Ezechi & Wilfred O. Okonkwo, 2024, "Interactive Effects of Carbon Dioxide Molecules, Demographic Changes on Financial Development in Sub-Saharan Africa," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 4, pages 672-683, July.
- Chowdhury, Md Iftekhar Hasan & Hasan, Mudassar & Bouri, Elie & Tang, Yayan, 2024, "Emotional spillovers in the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2023.100878.
- Byun, Suk-Joon & Cho, Sangheum & Kim, Da-Hea, 2024, "Can a machine learn from behavioral biases? Evidence from stock return predictability of deep learning models," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2023.100881.
- Scharnowski, Stefan & Shi, Yanghua, 2024, "Intraday herding and attention around the clock," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2024.100894.
- Bachmann, Kremena & Meyer, Julia & Krauss, Annette, 2024, "Investment motives and performance expectations of impact investors," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100911.
- Foglia, Matteo & Miglietta, Federica, 2024, "Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100928.
- Sunitha, K., 2024, "Targeting behavior and capital structure theories: An empirical analysis of gulf cooperation council countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100944.
- Cao, June & Ee, Mong Shan & Hasan, Iftekhar & Huang, He, 2024, "Asymmetric reactions of abnormal audit fees jump to credit rating changes," The British Accounting Review, Elsevier, volume 56, issue 2, DOI: 10.1016/j.bar.2023.101205.
- Wang, Ruizhe & Chua, Wai Fong & Simnett, Roger & Zhou, Shan, 2024, "Is greater connectivity of financial and non-financial information in annual reports valued by market participants?," The British Accounting Review, Elsevier, volume 56, issue 6, DOI: 10.1016/j.bar.2024.101407.
- Siganos, Antonios & Synapis, Angelos & Tsalavoutas, Ioannis, 2024, "Information leakage prior to market switches and the importance of Nominated Advisers," The British Accounting Review, Elsevier, volume 56, issue 6, DOI: 10.1016/j.bar.2024.101461.
- Chen, Zhuo & Li, Pengfei & Liao, Li & Liu, Lu & Wang, Zhengwei, 2024, "Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices," China Economic Review, Elsevier, volume 85, issue C, DOI: 10.1016/j.chieco.2024.102144.
- Yang, Xiaolan & Fang, Xiaotong & Gao, Mei & Ackert, Lucy F. & Qi, Li, 2024, "Follow the gaze: How social attention shapes gendered trading choices," China Economic Review, Elsevier, volume 88, issue C, DOI: 10.1016/j.chieco.2024.102301.
- Jiang, Fuxiu & Shen, Yanyan & Xia, Xiaoxue, 2024, "The spillover effect of advertising on the capital market: Evidence from financial constraints111 Fuxiu Jiang acknowledges the financial support from the China National Natural Science Foundation (Nos. 72272144). Yanyan Shen acknowledges the financia," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2023.102529.
- Aquilina, Matteo & Foley, Sean & O'Neill, Peter & Ruf, Thomas, 2024, "Sharks in the dark: Quantifying HFT dark pool latency arbitrage," Journal of Economic Dynamics and Control, Elsevier, volume 158, issue C, DOI: 10.1016/j.jedc.2023.104786.
- Guo, Li & Sang, Bo & Tu, Jun & Wang, Yu, 2024, "Cross-cryptocurrency return predictability," Journal of Economic Dynamics and Control, Elsevier, volume 163, issue C, DOI: 10.1016/j.jedc.2024.104863.
- Croitoru, Benjamin & Jiao, Feng & Lu, Lei, 2024, "Nominal exchange rates and heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, volume 166, issue C, DOI: 10.1016/j.jedc.2024.104904.
- Gao, Yang & Zhou, Yueyi & Zhao, Longfeng, 2024, "Quantile interdependence and network connectedness between China's green financial and energy markets," Economic Analysis and Policy, Elsevier, volume 81, issue C, pages 1148-1177, DOI: 10.1016/j.eap.2024.02.011.
- Kim, Min-Joon, 2024, "Vietnam's exports to Korea and the real exchange rate: Post-crisis evidence from the multiple threshold nonlinear autoregressive distributed lag model," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 679-692, DOI: 10.1016/j.eap.2024.09.017.
- Tu, Xueyong & Li, Bin, 2024, "Robust portfolio selection with smart return prediction," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106719.
- Rudiawarni, Felizia Arni & Sulistiawan, Dedhy & Sergi, Bruno S., 2024, "The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106730.
- Guo, Jin & Wen, Xiaoqian, 2024, "Option listing and underlying commodity futures volatility in China," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106926.
- Wan, Xiaoyuan & Zhang, Jiachen, 2024, "Systematic COVID risk, idiosyncratic COVID risk and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102004.
- Chen, Xinxin & Guo, Yanhong & Song, Yingying, 2024, "Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102027.
- Wang, Xuetong & Fang, Fang & Ma, Shiqun & Xiang, Lijin & Xiao, Zumian, 2024, "Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102035.
- Yang, Junhua & Agyei, Samuel Kwaku & Bossman, Ahmed & Gubareva, Mariya & Marfo-Yiadom, Edward, 2024, "Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102030.
- Jiang, Yifu & Olmo, Jose & Atwi, Majed, 2024, "Dynamic robust portfolio selection under market distress," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102037.
- Fakhfekh, Mohamed & Bejaoui, Azza & Bariviera, Aurelio F. & Jeribi, Ahmed, 2024, "Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2024.102079.
- Liu, Jianjian & Wang, Shuhan & Xiang, Lijin & Ma, Shiqun & Xiao, Zumian, 2024, "Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102090.
- Cheuathonghua, Massaporn & Padungsaksawasdi, Chaiyuth, 2024, "The volume-implied volatility relation in financial markets: A behavioral explanation," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102098.
- Gao, Yang & Liu, Xiaoyi, 2024, "Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102128.
- Foguesatto, Cristian Rogério & Righi, Marcelo Brutti & Müller, Fernanda Maria, 2024, "Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102140.
- Xu, Danyang & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2024, "Green bonds and traditional and emerging investments: Understanding connectedness during crises," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102142.
- Cai, Yi & Tang, Zhenpeng & Chen, Ying, 2024, "Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102147.
- Yang, Xin & Wang, Xuya & Cao, Jie & Zhao, Lili & Huang, Chuangxia, 2024, "Cross-regional connectedness of financial market: Measurement and determinants," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102157.
- Kao, Yu-Sheng & Day, Min-Yuh & Chou, Ke-Hsin, 2024, "A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102159.
- Huang, Xinya & Wang, Yufeng & Li, Houjian, 2024, "Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102166.
- Yue, Sishi & Yang, Mo & Dong, Dayong, 2024, "Do enterprises adopting digital finance exhibit higher values? Based on textual analysis," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102181.
- Yang, Jinyu & Dong, Dayong & Cao, Jiawei, 2024, "Seemingly manipulated anomaly: Evidence from corporate site visits," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102185.
- Jung, Sumi & Choi, Ahrum, 2024, "The value of cash around COVID-19: Insights from business activities," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102199.
- Li, Zhe & Shen, Jiashuang & Xiao, Weilin, 2024, "Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102206.
- Chen, Yan & Zhang, Lei & Zhang, Feipeng, 2024, "Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102235.
- Yang, Xin & Ao, Xuan & Cao, Jie & Huang, Chuangxia, 2024, "Does liquidity connectedness affect stock price crash risk? Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102238.
- Wu, Yanran & Zhou, Riwang & Zhang, Chao, 2024, "Size and ESG premiums: Evidence from Chinese A-share market," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102246.
- Zhou, You & Lin, Lichao & Huang, Ziling, 2024, "Diversification value of green Bonds: Fresh evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102254.
- Lee, Chien-Chiang & Zhang, Xiaoli & Lee, Chi-Chuan, 2024, "Does climate change matter for bank profitability? Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102257.
- Harasheh, Murad & Bouteska, Ahmed & Manita, Riadh, 2024, "Investors' preferences for sustainable investments: Evidence from the U.S. using an experimental approach," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111428.
- Tedeschi, Marco & Foglia, Matteo & Bouri, Elie & Dai, Peng-Fei, 2024, "How does climate policy uncertainty affect financial markets? Evidence from Europe," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111443.
- Zhang, Wenyu, 2024, "Dynamic monitoring of financial security risks: A novel China financial risk index and an early warning system," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111445.
- Levine, Paul & Pontines, Victor, 2024, "Climate risk and the natural interest rate: An E-DSGE perspective," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111719.
- Friewald, Nils & Nagler, Florian, 2024, "Dealer inventory and the cross-section of corporate bond returns," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111710.
- Fan, Zhongjie & Liu, Zehao & Tang, Dunzhe, 2024, "Information cost and securitization," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111759.
- Pyun, Chaehyun, 2024, "The Wikipedia effect: Analyzing investor attention for strategic investment decisions," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111836.
- Machokoto, Michael & Sikochi, Anywhere, 2024, "Not a one-trick pony: Price impact of rating agency information," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111837.
- Bricker, Jesse & Li, Geng, 2024, "Your friends, your credit: Social capital measures derived from social media and the credit market," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111881.
- Lawal, Rodiat & Sakariyahu, Rilwan, 2024, "Investor heterogeneity and global stock market participation," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111882.
- Chen, Yilin & Sun, Chentong, 2024, "A new method for measuring financial resilience," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111883.
- Harel, Arie & Harpaz, Giora, 2024, "Why stock analysts may make wrong predictions?," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111956.
- Carta, Nicola & Carta, Matteo & Rigoni, Ugo, 2024, "The countdown to carbon neutrality: Implications for passive investors," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112024.
- Dierkes, Maik & Hollstein, Fabian & Prokopczuk, Marcel & Würsig, Christoph Matthias, 2024, "Measuring tail risk," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105769.
- Shi, Shuping & Yu, Jun & Zhang, Chen, 2024, "On the spectral density of fractional Ornstein–Uhlenbeck processes," Journal of Econometrics, Elsevier, volume 245, issue 1, DOI: 10.1016/j.jeconom.2024.105872.
- Cordoni, Francesco & Sancetta, Alessio, 2024, "Consistent causal inference for high-dimensional time series," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105902.
- Billio, Monica & Casarin, Roberto & Costola, Michele & Iacopini, Matteo, 2024, "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Econometrics and Statistics, Elsevier, volume 29, issue C, pages 113-131, DOI: 10.1016/j.ecosta.2021.10.003.
- Sever, Can & Yücel, Emekcan, 2024, "Does informality hinder financial development convergence?," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2023.101174.
- Palomba, Giulio & Tedeschi, Marco, 2024, "Contagion among European financial indices, evidence from a quantile VAR approach," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101183.
- Chen, Wen, 2024, "How does local government debt affect bank loan pricing? Evidence from loan-level data," Economic Systems, Elsevier, volume 48, issue 3, DOI: 10.1016/j.ecosys.2024.101238.
- Tian, Renfang & Xu, Jingjing & Feng, Hui & McFarlane, Adian, 2024, "A maximum entropy bootstrap approach to financial development and economic growth in China," Economic Systems, Elsevier, volume 48, issue 4, DOI: 10.1016/j.ecosys.2024.101219.
- Disli, Mustafa & Jalaly, Shakir, 2024, "The performance of Islamic and conventional microfinance loans in Afghanistan: The Taliban and beyond," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2023.101104.
- Kang, Yong Joo & Park, Dojoon & Eom, Young Ho, 2024, "Global contagion of US COVID-19 panic news," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101116.
- Xu, Dandan & Liu, Yuting, 2024, "How does technological progress affect provincial financial resilience? Evidence at the provincial level in China," Emerging Markets Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.ememar.2024.101137.
- Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara & Marfo-Yiadom, Edward, 2024, "Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101160.
- Chen, Keqi & Wang, Yuehan & Zhu, Xiaoquan, 2024, "The value of information in China’s connected market," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101526.
- Xu, Guang & Zhang, Xiaoyan, 2024, "The aftermath of covenant violations: Evidence from China's corporate debt securities," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101528.
- Ghanbari, Hamed, 2024, "Persistent and transient variance components in option pricing models with variance-dependent Kernel," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101531.
- Ceballos, Luis & Piljak, Vanja & Swinkels, Laurens, 2024, "Is firm-level political risk priced in the corporate bond market?," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101562.
- Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng, 2024, "Asymmetric volatility spillover between crude oil and other asset markets," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2024.107305.
- Huang, Shoujun & Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2024, "International transmission of shocks and African forex markets," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107382.
- Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2024, "Factor models and investment strategies in the renewable energy sector," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107483.
- Jawadi, Fredj & Bourghelle, David & Rozin, Philippe & Cheffou, Abdoulkarim Idi & Uddin, Gazi Salah, 2024, "Sentiment and energy price volatility: A nonlinear high frequency analysis," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107465.
- Yousaf, Imran & Ijaz, Muhammad Shahzad & Umar, Muhammad & Li, Yanshuang, 2024, "Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107490.
- Ali, Shoaib & Umar, Muhammad & Naveed, Muhammad & Shan, Shan, 2024, "Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107523.
- Sankar, Namasi G. & Nag, Suryadeepto & Chakrabarty, Siddhartha P. & Basu, Sankarshan, 2024, "The carbon premium: Correlation or causality? Evidence from S&P 500 companies," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107635.
- Sirin, Selahattin Murat & Yilmaz, Berna N., 2024, "Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107658.
- Barbosa, Maria de Fatima & Street, Alexandre & Fanzeres, Bruno, 2024, "A Tailored Derivative Instrument to Mitigate the Price-and-Quantity Risk Faced by Wind Power Companies," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107676.
- Huang, Shoujun & Gubareva, Mariya & Teplova, Tamara & Bossman, Ahmed, 2024, "African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107679.
- Imran, Zulfiqar Ali & Ahad, Muhammad & Shahzad, Khurram & Ahmad, Mobeen & Hameed, Imran, 2024, "Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107712.
- Li, Di & Wu, Zhige & Tang, Yixuan, 2024, "Do climate risks affect dirty–clean energy stock price dynamic correlations?," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107713.
- Marupanthorn, Pasin & Nikitopoulos, Christina S. & Ofosu-Hene, Eric D. & Peters, Gareth W. & Richards, Kylie-Anne, 2024, "Mechanisms for implementing fossil fuel divestment in portfolio management with impact on risk, return and carbon reduction," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107724.
- Yousaf, Imran & Ohikhuare, Obaika M. & Li, Yong & Li, Yanshuang, 2024, "Interconnectedness between electricity and artificial intelligence-based markets during the crisis periods: Evidence from the TVP-VAR approach," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107885.
- Apergis, Nicholas & Fahmy, Hany, 2024, "Geopolitical risk and energy price crash risk," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107975.
- Hao, Wei & Pham, Linh, 2024, "Dynamic connectedness in the higher moments between clean energy and oil prices," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107987.
- Zeng, Hongjun & Abedin, Mohammad Zoynul & Upreti, Vineet, 2024, "Does climate risk as barometers for specific clean energy indices? Insights from quartiles and time-frequency perspective," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108003.
- Chi, Yeguang & El-Jahel, Lina & Vu, Thanh, 2024, "Novel and old news sentiment in commodity futures markets," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108006.
2023
- Kokila Kalimuthu & Shaik Saleem, 2023, "Linkages Between Festivals and Stock Market Returns: A Study of Indian Stock Market," Advances in Decision Sciences, Asia University, Taiwan, volume 27, issue 1, pages 115-142, March.
- Mosab I. Tabash & Musla Valappil & Uzma Iqbal & Umar Farooq & Kai-Yin Woo, 2023, "Stock market Reaction to General Election in Pakistan: An Event Study Methodology," Advances in Decision Sciences, Asia University, Taiwan, volume 27, issue 4, pages 90-113, December.
- Hakan Yıldırım & Saffet Akdağ & İ. Gökçe Kaya, 2023, "The Effect of US Monetary Policy Uncertainty on Stock Returns: Bist100 Example," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 38, issue 120, pages 231-246, October, DOI: https://doi.org/10.33203/mfy.132894.
- Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023, "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, volume 61, issue 2, pages 624-654, June, DOI: 10.1257/jel.20211645.
- Paul Mukoki & Kalu Ojah & Odongo Kodongo, 2023, "Liquidity in Domestic Public Debt Markets for Enabling Infrastructure Financing: The Case of Sub-Saharan Africa," The African Finance Journal, Africagrowth Institute, volume 25, issue 1, pages 1-25.
- John Dhokotera & Josine Uwilingiye & Khouzeima Moutanabbir, 2023, "Sovereign Default Risk and Financial Market Returns in Africa," The African Finance Journal, Africagrowth Institute, volume 25, issue 1, pages 45-62.
- Jules Clément Mba & Magdaline Mbong Mai, 2023, "Asymmetric Connectedness within Cryptocurrency Ecosystem: An asymmetric Power ARCH (APARCH) Approach," The African Finance Journal, Africagrowth Institute, volume 25, issue 2, pages 18-30.
- Münevvere Yıldız, 2023, "Türkiye’nin Karbon Nötrlüğü Hedefinde Ekonomik Faktörlerin Rolü," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 1, pages 102-129, DOI: 10.30784/epfad.1207540.
- Şencan Felek & Cihat Karademir & Reşat Ceylan, 2023, "Bitcoin ile Karbon Emisyonu İlişkisi: Doğrusal Olmayan Eşbütünleşme Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 1, pages 141-162, DOI: 10.30784/epfad.1261418.
- Yasin Erdem Çevik & Furkan Emirmahmutoğlu, 2023, "Borsalarda Gelişimin Göstergesi Olarak İşleme Kapanma: Schumpeteryan Bir Bakış Açısı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 1, pages 20-39, DOI: 10.30784/epfad.1100716.
- Metin Coşkun & Gözde Bozkurt & Melih Sefa Yavuz, 2023, "Borsa İstanbul 100 Endeksini Etkileyen Yatırımcı Profilleri: Yerliler mi Yabancılar mı?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 2, pages 263-282, DOI: 10.30784/epfad.1284498.
- Ömer Serkan Gülal & Gökhan Seçme & Eda Köse, 2023, "Predicting Financial Distress in the BIST Industrials Index: Evaluating Traditional Models and Clustering Techniques," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 4, pages 660-680, DOI: 10.30784/epfad.1370893.
- Julia A. Varlamova & Natalia I. Larionova & Julia S. Kolesnikova, 2023, "Modelling Outflow Remittances in the Digital Era: A Subnational Analysis of Russia," R-Economy, Ural Federal University, Graduate School of Economics and Management, volume 9, issue 2, pages 155-172, DOI: https://doi.org/10.15826/recon.2023.
- Selma Belhouchet & Anis Ben Amar, 2023, "Stock Market Performance, COVID-19 Related Government Measures, And Immunization: Evidence from The G7," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 22, issue 2, pages 185-201, June.
- Harrison Hong & Edward Shore, 2023, "Corporate Social Responsibility," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 327-350, November, DOI: 10.1146/annurev-financial-111021-09.
- David Sraer & David Thesmar, 2023, "How to Use Microdata for Macro-Finance," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 387-406, November, DOI: 10.1146/annurev-financial-111021-10.
- Zhiguo He & Wei Wei, 2023, "China's Financial System and Economy: A Review," Annual Review of Economics, Annual Reviews, volume 15, issue 1, pages 451-483, September, DOI: 10.1146/annurev-economics-072622-09.
- Imad NOURES-SADAT & Hicham ASSALIH, 2023, "Empirical analysis of the impact of stock splits on stock performance in the American stock market during the COVID-19 sanitary crisis (2020-2022)," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 4, issue 2-2, pages 327-343.
- Hajar BENBACHIR & Mohamed Yassine EL HADDAD, 2023, "Mesure du risque de contagion financière sur le marché boursier marocain," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 4, issue 5-2, pages 535-547.
- Ыбраев Ж.Ж. // Ybrayev Zh., 2023, "Взаимодействие макропруденциальной и денежно-кредитной политик в Казахстане: цели, инструменты, эффекты. // Interrelation between Macroprudential and Monetary Policies: Goals, Instruments, Effects," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1 Special, pages 92-102.
- Tomislava Pavic Kramaric & Marko Miletic & Petar Pepur, 2023, "The Treynor Ratio as a Risk-adjusted Return of Croatian Listed Firms," International Journal of Economic Sciences, European Research Center, volume 12, issue 2, pages 92-106, November.
- Duc Huu Nguyen & Irina P. Khominich, 2023, "The measurement of green economic quality in the BRICS countries: Should they prioritize financing for environmental protection, economic growth, or social goals?," Russian Journal of Economics, ARPHA Platform, volume 9, issue 2, pages 183-200, July, DOI: 10.32609/j.ruje.9.101612.
- Sabiou Inoua & Vernon Smith, 2023, "A Classical Model of Speculative Asset Price Dynamics," Papers, arXiv.org, number 2307.00410, Jul.
- Frank Kleibergen & Lingwei Kong, 2023, "Identification Robust Inference for the Risk Premium in Term Structure Models," Papers, arXiv.org, number 2307.12628, Jul.
- Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino, 2023, "Law-Invariant Return and Star-Shaped Risk Measures," Papers, arXiv.org, number 2310.19552, Oct.
- Zafer DURAN, 2023, "Evaluation of Supply Chain Resilience in N-11 Countries by MEREC Based EDAS, MARCOS, WASPAS Integrated Method," Yildiz Social Science Review, Yildiz Technical University, volume 9, issue 1, pages 1-15, DOI: 10.51803/yssr.1246243.
- Nurullah PERGEN & Ali RAZA & Mumtaz ALİ, 2023, "The effects of Intrapreneurship Tendencies on Social Innovation in Organizations: A Practice on Employees in Cooling-Heating Sector in Istanbul Türkiye," Yildiz Social Science Review, Yildiz Technical University, volume 9, issue 1, pages 16-26, DOI: 10.51803/yssr.1133006.
- Tuğba ÖZEL & Ali Ekber AKGÜN, 2023, "Innovative Work Behaviour as Determinant of Process Innovation: An Empirical Analysis," Yildiz Social Science Review, Yildiz Technical University, volume 9, issue 1, pages 27-35, DOI: 10.51803/yssr.1301338.
- Ekrem ARIKAN & Feyzullah YETGİN, 2023, "Analysis of Factors Affecting Corporate Governance Maturity Level: A Research on the Companies Traded on Borsa İstanbul," Yildiz Social Science Review, Yildiz Technical University, volume 9, issue 1, pages 36-54, DOI: 10.51803/yssr.1170149.
- Halit KESKİN & Hatice Tuba ETLİOĞLU BAŞARAN, 2023, "Conversation Analysis," Yildiz Social Science Review, Yildiz Technical University, volume 9, issue 2, pages 55-63, DOI: 10.51803/yssr.1396599.
- Perlin Naz CÖMERT & Yonca Deniz GÜROL, 2023, "Understanding Unconscious Thoughts of the Self: Imaginative Metaphor Elicitation Technique in Qualitative Research," Yildiz Social Science Review, Yildiz Technical University, volume 9, issue 2, pages 64-72, DOI: 10.51803/yssr.1383290.
- Emel ESEN & Edibe ÖZBAY, 2023, "Descriptive Emotion Sharing: Photovoice," Yildiz Social Science Review, Yildiz Technical University, volume 9, issue 2, pages 73-83, DOI: 10.51803/yssr.1386681.
- Berivan TATAR, 2023, "Synthesizing the Meta-Synthesis Research in Management and Organization Studies: Where Are We? Where Should We Go?," Yildiz Social Science Review, Yildiz Technical University, volume 9, issue 2, pages 84-94, DOI: 10.51803/yssr.1390636.
- Ali Ekber AKGÜN & Muhammed Buğrahan HATİBOĞLU, 2023, "Understanding Online Communities in the Age of Digital Boundaries: What is Netnography?," Yildiz Social Science Review, Yildiz Technical University, volume 9, issue 2, pages 95-103, DOI: 10.51803/yssr.1381118.
- Nazrin Burjaliyeva, 2023, "Cointegration of dynamics of USD/TL and AZN/TL exchange rates," The Scientific-Analytical Journal "Economic Reforms", Center for Analysis of Economic Reforms and Communication of the Republic of Azerbaijan, volume 2023, issue 4, pages 103-116, January.
- Massimo Guidolin & Erwin Hansen & Gabriel Cabrera, 2023, "Time-Varying Risk Aversion and International Stock Returns," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23203.
- Tatiana Kolomoiets & Daria Yevtushenko & Oleksii Makarenkov & Maryna Tytarenko, 2023, "Politically Exposed Persons In Terms Of State Financial Monitoring: Are The Models Of Their Regulatory Definition Successful?," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 9, issue 5, DOI: 10.30525/2256-0742/2023-9-5-111-118.
- S Kannadas & Mousumi Sengupta, 2023, "Impact of Locus of Control on Financial Risk-Taking Behaviour: A Perception Study among Married Earning Women in India," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 143-159.
- Venugopala Rao Kuntamalla & Krishna Jyotreddy Maguluri, 2023, "Impact of Financial Ratios on Stock Prices of Manufacturing Companies: Evidence from India," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 169-181.
- Cristina BALINT & Alexandra DERECICHEI, 2023, "The Effects Of The Macroeconomic Factors On The Bucharest Stock Exchange During The Covid-19 Pandemic," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
- Cornelia POP, 2023, "Hotel Companies At Bucharest Stock Exchange. What Do They Offer To Investors?," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
- Patrick Aldridge & David Cimon & Rishi Vala, 2023, "Central Bank Crisis Interventions: A Review of the Recent Literature on Potential Costs," Discussion Papers, Bank of Canada, number 2023-30, Dec, DOI: 10.34989/sdp-2023-30.
- Gabriel Bruneau & Javier Ojea Ferreiro & Andrew Plummer & Marie-Christine Tremblay & Aidan Witts, 2023, "Understanding the Systemic Implications of Climate Transition Risk: Applying a Framework Using Canadian Financial System Data," Discussion Papers, Bank of Canada, number 2023-32, Dec, DOI: 10.34989/sdp-2023-32.
- Jonathan Chiu & Emre Ozdenoren & Kathy Yuan & Shengxing Zhang, 2023, "On the Fragility of DeFi Lending," Staff Working Papers, Bank of Canada, number 23-14, Feb, DOI: 10.34989/swp-2023-14.
- Temel Taskin & Franz Ulrich Ruch, 2023, "Global Demand and Supply Sentiment: Evidence from Earnings Calls," Staff Working Papers, Bank of Canada, number 23-37, Jun, DOI: 10.34989/swp-2023-37.
- Carlos Pérez Montes & Jorge E. Galán & María Bru & Julio Gálvez & Alberto García & Carlos González & Samuel Hurtado & Nadia Lavín & Eduardo Pérez Asenjo & Irene Roibás, 2023, "Systemic analysis framework for the impact of economic and financial risks," Occasional Papers, Banco de España, number 2311, Sep, DOI: https://doi.org/10.53479/33568.
- Carlos Pérez Montes & Alejandro Ferrer & Laura Álvarez Román & Henrique Basso & Beatriz González López & Gabriel Jiménez & Pedro Javier Martínez-Valero & Sergio Mayordomo & Álvaro Menéndez Pujadas & L, 2023, "Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros," Occasional Papers, Banco de España, number 2313, Jul, DOI: https://doi.org/10.53479/30734.
- Carlos Pérez Montes & Alejandro Ferrer & Gabriel Jiménez & Laura Álvarez Román & Henrique Basso & Beatriz González López & Sergio Mayordomo & Álvaro Menéndez Pujadas & Myroslav Pidkuyko & Lola Morales, 2023, "Individual and sectoral analysis framework for the impact of economic and financial risks," Occasional Papers, Banco de España, number 2313, Nov, DOI: https://doi.org/10.53479/34812.
- Mauro Bufano & Fabio Capasso & Johnny Di Giampaolo & Nicola Pellegrini, 2023, "The Emissions Trading System of the European Union (EU ETS)," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 39, Jul.
- Hugh Miller & Simon Dikau & Romain Svartzman & Stéphane Dees, 2023, "The Stumbling Block in the Race of our Lives : Transition-Critical Materials, Financial Risks and the NGFS Climate Scenarios," Working papers, Banque de France, number 907.
- Antoine Baena & Thomas Garcia, 2023, "Swing Pricing et dynamique des flux au regard de la crise Covid-19," Working papers, Banque de France, number 914.
- Sergio Mayordomo & Victoria Vanasco & Alberto Martin, 2023, "Banks vs. Firms: Who Benefits from Credit Guarantees?," Working Papers, Barcelona School of Economics, number 1389, Apr.
- Yusuf Ozan YILDIRIM & Aypar USLU, 2023, "Examination of Corporate Reputation Scores, Market Value and Financial Performance with the Perspective of Corporate Brand Sustainability," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 7, issue 2, pages 47-62, December, DOI: https://doi.org/10.33399/biibfad.13.
- Aslı Yıkılmaz, 2023, "Covid 19’un Borsa İstanbul Sürü Davranışına Etkisinin VIX Endeksi Kapsamında ARDL Sınır Testi Yaklaşımıyla İncelenmesi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 7, issue SpecialIs, pages 11-34, March, DOI: https://doi.org/10.33399/biibfad.12.
- Bryan Hardy & Goetz von Peter, 2023, "Global liquidity: a new phase?," BIS Quarterly Review, Bank for International Settlements, December.
- Iñaki Aldasoro & Fernando Avalos & Wenqian Huang, 2023, "Liquid assets at CCPs and systemic liquidity risks," BIS Quarterly Review, Bank for International Settlements, December.
- Matteo Aquilina & Sean Foley & Peter O'Neill & Matteo Thomas Ruf, 2023, "Sharks in the dark: quantifying HFT dark pool latency arbitrage," BIS Working Papers, Bank for International Settlements, number 1115, Aug.
- Anna Obizhaeva & Gennady Piftankin, 2023, "The Russian Rouble Crisis of December 2014: Structure and Liquidity of a Foreign Exchange Market," Russian Journal of Money and Finance, Bank of Russia, volume 82, issue 1, pages 104-136, March.
- Anna Burova & Elena Deryugina & Nadezhda Ivanova & Maxim Morozov & Natalia Turdyeva, 2023, "Transmission to a low-carbon economy and its implications for financial stability in Russia," Bank of Russia Working Paper Series, Bank of Russia, number wps109, Feb.
- Rogelio V. Mercado, 2023, "Bilateral capital flows: Gravity, push and pull," International Finance, Wiley Blackwell, volume 26, issue 1, pages 36-63, April, DOI: 10.1111/infi.12421.
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023, "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., volume 23, issue 2, pages 228-244, June, DOI: 10.1111/irfi.12397.
- Davidson Heath & Matthew C. Ringgenberg & Mehrdad Samadi & Ingrid M. Werner, 2023, "Reusing Natural Experiments," Journal of Finance, American Finance Association, volume 78, issue 4, pages 2329-2364, August, DOI: 10.1111/jofi.13250.
- Theis Ingerslev Jensen & Bryan Kelly & Lasse Heje Pedersen, 2023, "Is There a Replication Crisis in Finance?," Journal of Finance, American Finance Association, volume 78, issue 5, pages 2465-2518, October, DOI: 10.1111/jofi.13249.
- Gabor Pinter & Danny Walker, 2023, "Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures," Bank of England Staff Working Paper series, Bank of England, number 1032, Jul.
- Nobuhiro Abe & Kyosuke Chikamatsu & Kenji Kanai & Yusuke Kawasumi & Ko Munakata & Koki Nakayama & Tatsushi Okuda & Yutaro Takano, 2023, "The Financial Macro-econometric Model (FMM, 2022 Version)," Bank of Japan Research Papers, Bank of Japan, number 23-03-30, Mar.
- Nobuhiro Abe & Yusuke Kawasumi & Yutaro Takano & Tomomi Naka & Naohisa Hirakata & Kohei Matsumura & Ko Munakata, 2023, "Top-Down Scenario Analysis of Climate-Related Financial Risks: Perspective from Time Horizon and Inter-Industry Spillovers," Bank of Japan Research Papers, Bank of Japan, number 23-12-21, Dec.
- Sever Can, 2023, "Population Aging and Convergence of Household Credit," The B.E. Journal of Macroeconomics, De Gruyter, volume 23, issue 1, pages 497-520, January, DOI: 10.1515/bejm-2022-0048.
- Shim Myungkyu & Song Doyoung, 2023, "On the Relation between Private Information and Non-Fundamental Volatility," The B.E. Journal of Theoretical Economics, De Gruyter, volume 23, issue 2, pages 809-821, June, DOI: 10.1515/bejte-2021-0166.
- Wang Yu & Liu Yun, 2023, "Does Geopolitical Risk Influence China’s Defence Sector Returns?," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 29, issue 3, pages 279-287, September, DOI: 10.1515/peps-2023-0027.
- Uribe Jorge M. & Chuliá Helena, 2023, "Expected, unexpected, good and bad aggregate uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 2, pages 265-284, April, DOI: 10.1515/snde-2020-0127.
- Dejan Glavas & Franck Bancel, 2024, "Does State Ownership Impact Green Bond Issuance? International Evidence," Finance, Presses universitaires de Grenoble, volume 45, issue 1, pages 62-113.
- Pesaran, M. H. & Smith, R. P., 2023, "The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2317, Feb.
- Congressional Budget Office, 2023, "Financial Commitments of Federal Credit and Insurance Programs, 2012 to 2021," Reports, Congressional Budget Office, number 58614, Mar.
- Congressional Budget Office, 2023, "Administrative Costs of Federal Credit Programs," Reports, Congressional Budget Office, number 59507, Dec.
- Pourpourides, Panayiotis, 2023, "Long-Term Nexus of Macroeconomic and Financial Fundamentals with Cryptocurrencies," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/23, Sep.
- Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng, 2023, "Asymmetric volatility spillover between crude oil and other asset markets," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/27, Nov.
- M. Hashem Pesaran & Ron P. Smith, 2023, "The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors," CESifo Working Paper Series, CESifo, number 10282.
- Raphael Auer & Bruce Iwadate & Andreas Schrimpf & Alexander F. Wagner & Raphael A. Auer, 2023, "Global Production Linkages and Stock Market Comovement," CESifo Working Paper Series, CESifo, number 10492.
- António Afonso & M. Carmen Blanco-Arana, 2023, "The Nexus between Economic Freedom and Economic Growth in the LDCs. An Empirical Analysis for the Period 2000-2021," CESifo Working Paper Series, CESifo, number 10757.
- Turan G. Bali & Heiner Beckmeyer & Amit Goyal, 2023, "A Joint Factor Model for Bonds, Stocks, and Options," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-106, Nov.
- Bryan Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023, "Universal Portfolio Shrinkage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-119, Dec.
- Florian Eugster & Jenni Kallunki & Juha-Pekka Kallunki & Henrik Nilsson, 2023, "Managerial Extraversion and Corporate Voluntary Disclosure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-75, Sep.
- Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2023, "Quantitative Easing and the Functioning of the Gilts Repo Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-82, Sep.
- Alberto Plazzi & Andrea Tamoni & Marco Zanotti, 2023, "Financial Intermediaries and Demand for Duration," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-94, Oct.
- Celso Brunetti & Marc Joëts & Valérie Mignon, 2023, "Reasons Behind Words: OPEC Narratives and the Oil Market," Working Papers, CEPII research center, number 2023-19, Sep.
- Michal Franta, 2023, "The Application of Multiple-Output Quantile Regression on the US Financial Cycle," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/2, Mar.
- Gonzalo Rondinone & Mauricio Nicol�s Crist�faro, 2023, "Gestión macrofiscal de la financiarización de commodities. Medición del Valor a Riesgo (VaR) de la canasta exportadora agrícola argentina," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 93, issue 6, pages 207-246.
- Renu Isidore & C. Joe Arun, 2023, "The Moderating Effect of Financial Literacy on the Relationship Between Decision-Making Tools and Equity Returns in the Indian Secondary Equity Market," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 15, issue 1, pages 185-211.
- Housseman Steven Ramos Zambrano, 2023, "Riesgo financiero e incertidumbre en los mercados bursátiles en tiempo de covid-19: un análisis bibliométrico," Revista Tendencias, Universidad de Narino, volume 24, issue 2, pages 262-287.
- Amaral, Francisco & Dohmen, Martin & Kohl, Sebastian & Schularick, Moritz, 2023, "Interest rates and the spatial polarization of housing markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 17780, Jan.
- Vuillemey, Guillaume, 2023, "Mitigating Fire Sales with a Central Clearing Counterparty," CEPR Discussion Papers, Centre for Economic Policy Research, number 17933, Feb.
Printed from https://ideas.repec.org/j/G10-9.html