Research classified by Journal of Economic Literature (JEL) codes

2024

• 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".
• William T. Ziemba, 2024, "Solving Nonlinear Programming Problems With Stochastic Objective Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• C. C. Huang & W. T. Ziemba & A. Ben-Tal, 2024, "Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• N. C. P. Edirisinghe & W. T. Ziemba, 2024, "Bounds For Two-Stage Stochastic Programs With Fixed Recourse," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• J. A. Ohlson & W. T. Ziemba, 2024, "Portfolio Selection In A Lognormal Market When The Investor Has A Power Utility Function," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• J. G. Kallberg & W. T. Ziemba, 2024, "Comparison Of Alternative Utility Functions In Portfolio Selection Problems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Vijay K. Chopra & William T. Ziemba, 2024, "The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Yonggan Zhao & Ulrich Haussmann & William T. Ziemba, 2024, "A Dynamic Investment Model With Control On The Portfolio’S Worst Case Outcome," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• M. I. Kusy & W. T. Ziemba, 2024, "A Bank Asset And Liability Management Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• David R. Cariño & William T. Ziemba, 2024, "Formulation Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• David R. Cariño & David H. Myers & William T. Ziemba, 2024, "Concepts, Technical Issues, And Uses Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Alois Geyer & William T Ziemba, 2024, "The Innovest Austrian Pension Fund Financial Planning Model InnoALM: OR PRACTICE," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• L. C. Maclean & W. T. Ziemba & G. Blazenko, 2024, "Growth Versus Security In Dynamic Investment Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Leonard C. Maclean & William T. Ziemba & Yuming Li, 2024, "Time to wealth goals in capital accumulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Leonard C. Maclean & Edward O. Thorp & William T. Ziemba, 2024, "Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Donald B. Hausch & William T. Ziemba & Mark Rubinstein, 2024, "Efficiency Of The Market For Racetrack Betting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Donald B. Hausch & William T. Ziemba, 2024, "Arbitrage Strategies for Cross-Track Betting on Major Horse Races," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Sébastien Lleo & William T. Ziemba, 2024, "Stock market crashes in 2007–2009: were we able to predict them?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• A. N. Shiryaev & M. V. Zhitlukhin & W. T Ziemba, 2024, "Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Faria, Gonçalo & Verona, Fabio, 2024, "Unlocking predictive potential: the frequency-domain approach to equity premium forecasting," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2024.
• Faria, Gonçalo & Verona, Fabio, 2024, "Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators," Bank of Finland Research Discussion Papers, Bank of Finland, number 14/2024.
• Bednarek, Peter & Franke, Günter, 2024, "Dynamics of probabilities of default," Discussion Papers, Deutsche Bundesbank, number 32/2024.
• Fricke, Daniel & Meinerding, Christoph, 2024, "Who pays the greenium and why? A decomposition," Discussion Papers, Deutsche Bundesbank, number 41/2024.
• Metiu, Norbert & Stockerl, Valentin, 2024, "What moves households' expectations during a crisis? Evidence from a randomized information experiment," Discussion Papers, Deutsche Bundesbank, number 42/2024.
• Cici, Gjergji & Schuster, Philipp & Weishaupt, Franziska, 2024, "Once a trader, always a trader: The role of traders in fund management," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 24-01.
• Beyer, Victor & Bauckloh, Michael Tobias, 2024, "Non-standard errors in carbon premia," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 24-06.
• Auzepy, Alix & Bannier, Christina E. & Gärtner, Florian, 2024, "Looking beyond ESG preferences: The role of sustainable finance literacy in sustainable investing," CFS Working Paper Series, Center for Financial Studies (CFS), number 719, DOI: 10.2139/ssrn.4773211.
• Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024, "Inflation and trading," CFS Working Paper Series, Center for Financial Studies (CFS), number 727.
• Khavari, Saeed Dehghan & Mirjalili, Seyed Hossein & Abdorrahimian, Mohammad Hossein & Khosh Sirat, Farida, 2024, "Adjustment Speed of Capital Structure: Effect of Organizational and Performance Characteristics (Comparison between Financial and Non-Financial Sectors)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 16, issue 2, pages 221-242, DOI: 10.22111/ijbds.2024.49669.2144.
• Wen, Xin & Cheng, Zhiming & Tani, Massimiliano, 2024, "Daughters, Savings and Household Finances," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1474.
• Kick, Andreas & Rottmann, Horst, 2024, "On the protective effects of European sustainable stocks during the Russian invasion of Ukraine," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 88.
• Coqueret, Guillaume & Filippin, Maria Elena & Laguerre, Martial & Weber, Christoph, 2024, "A Comment on Safe Assets by Barro et al. (2022)," I4R Discussion Paper Series, The Institute for Replication (I4R), number 122.
• Rosati, Nicoletta & Bomprezzi, Pietro & Martinez Cillero, Maria, 2024, "Critical dimensions in the empirical measurement of common shareholding," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 306566, DOI: 10.1016/j.ribaf.2024.102315.
• Chaliasos, Michael, 2024, "Wealth accumulation: The role of others," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 211.
• Dylla, Carolin & Ries, Dorothea & Schütt, Karolina, 2024, "Is there no women in investment?," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 236/2024.
• Billio, Monica & Fitzpatrick, Aoife Claire & Latino, Carmelo & Pelizzon, Loriana, 2024, "Unpacking the ESG ratings: Does one size fit all?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 415, DOI: 10.2139/ssrn.4742445.
• Fauvrelle, Thiago & Riedel, Max & Skrutkowski, Mathias, 2024, "Collateral pledgeability and asset manager portfolio choices during redemption waves," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 417, DOI: 10.2139/ssrn.4795971.
• Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024, "Inflation and trading," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 419, DOI: 10.2139/ssrn.4838014.
• Hackethal, Andreas & Hanspal, Tobin & Hartzmark, Samuel M. & Bräuer, Konstantin, 2024, "Educating investors about dividends," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 420, DOI: 10.2139/ssrn.4827769.
• Bagnara, Matteo, 2024, "The economic value of cross-predictability: A performance-based measure," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 424.
• Laudenbach, Christine & Siegel, Stephan, 2024, "Personal communication in an automated world: Evidence from loan repayments," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 428, DOI: 10.2139/ssrn.3153192.
• Famulok, Jakob & Kormanyos, Emily & Worring, Daniel, 2024, "Do investors use sustainable assets as carbon offsets?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 431, DOI: 10.2139/ssrn.4966257.
• Berg, Florian & Heeb, Florian & Kölbel, Julian, 2024, "The economic impact of ESG ratings," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 439, DOI: 10.2139/ssrn.4088545.
• Meister, Lorenz & Menkhoff, Lukas & Schröder, Carsten, 2024, "Work from Home, Stock Market Participation, and Inequality," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302335.
• Li, Shasha & Yang, Biao, 2024, "Green Investing, Information Asymmetry, and Capital Structure," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302416.
• Eiblmeier, Sebastian, 2024, "Differential Effects of Unconventional Monetary Policy," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302432.
• Neupert-Zhuang, Menglu & Schenker, Oliver, 2024, "Regulated correlations - Climate policy and investment risks," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 24-064.
• Peter J. Zeitsch, 2024, "Convertible Bond Arbitrage Smart Beta," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 1, pages 159-192, January, DOI: 10.1007/s10614-022-10335-6.
• Rama K. Malladi, 2024, "Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 3, pages 1021-1045, March, DOI: 10.1007/s10614-022-10333-8.
• Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2024, "Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3543-3553, December, DOI: 10.1007/s10614-023-10510-3.
• Jie Cheng, 2024, "Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3617-3643, December, DOI: 10.1007/s10614-024-10571-y.
• Jiaguo Peng & Lifei Huang & Jian Xu, 2024, "RETRACTED ARTICLE: Role of sustainability ethics in amplifying investments in common green properties and infrastructure in China," Economic Change and Restructuring, Springer, volume 57, issue 3, pages 1-17, June, DOI: 10.1007/s10644-024-09674-1.
• Paulo Leite, 2024, "Performance and investment styles of international multi-asset funds during market crises," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 3, pages 783-805, August, DOI: 10.1007/s10663-024-09614-2.
• Bogdan Dima & Ștefana Maria Dima, 2024, "The non-linear impact of monetary policy on shifts in economic policy uncertainty: evidence from the United States of America," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 3, pages 755-781, August, DOI: 10.1007/s10663-024-09618-y.
• Guanming He & Yun Sun & April Zhichao Li, 2024, "Does analysts’ industrial concentration affect the quality of their forecasts?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 1, pages 37-91, March, DOI: 10.1007/s11408-023-00435-0.
• Thomas Krabichler & Marcus Wunsch, 2024, "Hedging goals," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 1, pages 93-122, March, DOI: 10.1007/s11408-023-00437-y.
• Hayden Brown, 2024, "Long-term returns estimation of leveraged indexes and ETFs," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 2, pages 165-190, June, DOI: 10.1007/s11408-023-00440-3.
• David Gorzon & Marc Bormann & Ruediger Nitzsch, 2024, "Measuring costly behavioral bias factors in portfolio management: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 2, pages 265-295, June, DOI: 10.1007/s11408-024-00444-7.
• Andrea Rigamonti, 2024, "Can machine learning make technical analysis work?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 3, pages 399-412, September, DOI: 10.1007/s11408-024-00451-8.
• Joon Chul James Ahn & Dragos Gorduza & Seonho Park, 2024, "Hidden neighbours: extracting industry momentum from stock networks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 4, pages 415-441, December, DOI: 10.1007/s11408-024-00455-4.
• Zhengnan Yin & Niall O’Sullivan & Meadhbh Sherman, 2024, "The performance of asset allocation mutual funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 4, pages 465-514, December, DOI: 10.1007/s11408-024-00457-2.
• Moritz Mosenhauer & Jakob Windisch, 2024, "National differences in gambling-driven stock trading behavior: evidence from a simulated trading game," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 4, pages 515-531, December, DOI: 10.1007/s11408-024-00460-7.
• Victoria Gevorkova & Ivan Sangiorgi & Julia Vogt, 2024, "Cleansing Investor’s Conscience: The Effects of Incidental Guilt on Socially Responsible Investment Decisions," Journal of Business Ethics, Springer, volume 193, issue 1, pages 89-114, August, DOI: 10.1007/s10551-023-05585-9.
• Davide Castellani & Elisa Giaretta, 2024, "Multimarket Banks, Local Economic Shocks, and Lending Behavior: When the Effect is on Cost but not on the Amount of Deposit Fundings," Journal of Financial Services Research, Springer;Western Finance Association, volume 66, issue 2, pages 193-225, October, DOI: 10.1007/s10693-022-00395-y.
• Spencer J. Couts, 2024, "How do Non-Core Allocations Affect the Risk and Returns of Private Real Estate Funds?," The Journal of Real Estate Finance and Economics, Springer, volume 68, issue 4, pages 715-748, May, DOI: 10.1007/s11146-022-09886-0.
• David J. Rapp & Andrea Rapp & Trevor Daher, 2024, "Opportunity discovery or judgment? Value investing’s incompatibility with Austrian economics revisited," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 37, issue 2, pages 153-177, June, DOI: 10.1007/s11138-023-00616-0.
• Maik Dierkes & Jan Krupski & Sebastian Schroen & Philipp Sibbertsen, 2024, "Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle," Review of Derivatives Research, Springer, volume 27, issue 1, pages 1-35, April, DOI: 10.1007/s11147-023-09197-3.
• Alireza Rezaeian & Marie Racine, 2024, "The risk of SIN or socially irresponsible stocks," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 2, pages 755-798, February, DOI: 10.1007/s11156-023-01220-w.
• Shu-Fang Yuan, 2024, "Realized higher moments and trading activity," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 3, pages 971-1005, April, DOI: 10.1007/s11156-023-01227-3.
• Wei-Han Liu & Jow-Ran Chang & Guo-Jun Yang, 2024, "An improved criterion for almost marginal conditional stochastic dominance," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 3, pages 1251-1290, April, DOI: 10.1007/s11156-023-01235-3.
• Weihao Han & David Newton & Emmanouil Platanakis & Haoran Wu & Libo Xiao, 2024, "The diversification benefits of cryptocurrency factor portfolios: Are they there?," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 2, pages 469-518, August, DOI: 10.1007/s11156-024-01260-w.
• Ming-Che Hu & Alex YiHou Huang & Yanzhi Wang & Dan-Liou Yu, 2024, "Book-to-market effect and product life cycle," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 2, pages 551-577, August, DOI: 10.1007/s11156-024-01270-8.
• Jungshik Hur & Qing Yang, 2024, "The role of dividends and investor sentiment in the relation between idiosyncratic risk and expected returns," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 807-827, October, DOI: 10.1007/s11156-023-01156-1.
• Zongrun Wang & Tangtang He & Xiaohang Ren & Luu Duc Toan Huynh, 2024, "Robust portfolio strategies based on reference points for personal experience and upward pacesetters," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 863-887, October, DOI: 10.1007/s11156-024-01273-5.
• Jonathan Fletcher, 2024, "AN examination of linear factor models in U.K. stock returns in the presence of dynamic trading," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 1121-1147, October, DOI: 10.1007/s11156-024-01286-0.
• Tian-Shyr Dai & Yi-Jen Luo & Hao-Han Chang & Chu-Lan Kao & Kuan-Lun Wang & Liang-Chih Liu, 2024, "Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 4, pages 1391-1411, November, DOI: 10.1007/s11156-024-01293-1.
• Jessica Jones & Christina Hymer & Ashley Roccapriore & Brett Smith, 2024, "Does religion matter to angels? Exploring the influence of religion in entrepreneurial investor decision-making," Small Business Economics, Springer, volume 62, issue 4, pages 1337-1360, April, DOI: 10.1007/s11187-023-00840-9.
• Bethlendi, András, 2024, "Ágazati politika portfólióelméleti megközelítésben
  [Industry policy in a portfolio-theory approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 131-153, DOI: 10.18414/KSZ.2024.2.131.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024, "Mental Models of the Stock Market," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 23-07, Nov.
• Thorsten Hens & Ester Trutwin, 2024, "Modelling Sustainable Investing in the CAPM," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1104, Apr.
• Hiroya Tanaka & Keiichi Hori & Akihisa Shibata, 2024, "Search-for-Yield and Home Bias under Quantitative Easing," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1106, Aug.
• Yu-Ann Wang & Chia-Lin Chang, 2024, "Portfolio selection from risk transfer mechanisms in a time of crisis for renewable energy markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1108, Sep.
• Mohammad Alvin Prabowosunu & Reza Yamora Siregar & Rosi Melati & Rizky Rizaldi Ronaldo & Devan Hadrian, 2024, "Identifying Risk-Taking Behavior and Prudent Asset Allocation in Pension Funds in Indonesia," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 70, pages 17-33, June.
• Dewi Tamara & Anita Maharani, 2024, "How Millennials Make Investment Decisions: Financial Literacy and Financial Behavior," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 70, pages 132-146, December.
• Marty-Jörn Klein & Gabriela Chmelíková & Jozef Palkovič, 2024, "The Risk Awareness of Sovereign Wealth Funds in Relation to ESG Assets: Do Biggest World Institutional Investors Act Sustainably?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 10, issue 1, pages 5-24, DOI: 10.11118/ejobsat.2024.003.
• Sweta Aggarwal & Smita Dayal & Nidhi Malhotra, 2024, "Is There A Risk Premium in ESG Investing in India?," Capital Markets Review, Malaysian Finance Association, volume 32, issue 2, pages 17-33.
• Ling-Foon Chan & Calvin W.H. Cheong & A.N. Bany-Ariffin, 2024, "Corporate Diversification of Real Estate Investment Trusts (REITs) In A Post-Pandemic World: Lessons from Malaysia and Singapore," Capital Markets Review, Malaysian Finance Association, volume 32, issue 2, pages 49-68.
• Tien-Ming Yip & Wee-Yeap Lau, 2024, "Nexus between ESG Practice and Firm Performance: Are there any Stylised Facts?," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 61, issue 2, pages 199-213, December, DOI: 10.22452/MJES.vol61no2.1.
• Hassan A Butt & Lucas Dille & Brian Nichols, 2024, "Impact of Non-Normality of Returns on the Informational Efficiency of Stock Prices," Journal of Economic Insight, Missouri Valley Economic Association, volume 50, issue 1, pages 53-85.
• Laurens Cherchye & Bram De Rock & Dieter Saelens, 2024, "Financial portfolio performance of Belgian households : a nonparametric assessment," Working Paper Research, National Bank of Belgium, number 448, Apr.
• Krzysztof Bednarz, 2024, "Portfel Markowitza w transakcjach na rynku Forex," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 5, pages 603-622.
• Lin William Cong & Shiyang Huang & Douglas Xu, 2024, "The Rise of Factor Investing: "Passive" Security Design and Market Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 32016, Jan.
• Nicolae B. Gârleanu & Stavros Panageas, 2024, "Finance in a Time of Disruptive Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 32184, Mar.
• Francesco D’Acunto & Michael Weber, 2024, "Why Survey-Based Subjective Expectations are Meaningful and Important," NBER Working Papers, National Bureau of Economic Research, Inc, number 32199, Mar.
• Dominik Boddin & Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2024, "A Housing Portfolio Channel of QE Transmission," NBER Working Papers, National Bureau of Economic Research, Inc, number 32211, Mar.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2024, "Employer 401(k) Matches for Student Debt Repayment: Killing Two Birds with One Stone?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32443, May.
• Jonathan Reuter & Antoinette Schoar, 2024, "Demand-side and Supply-side Constraints in the Market for Financial Advice," NBER Working Papers, National Bureau of Economic Research, Inc, number 32452, May.
• Wenxin Du & Amy W. Huber, 2024, "Dollar Asset Holdings and Hedging Around the Globe," NBER Working Papers, National Bureau of Economic Research, Inc, number 32453, May.
• Philip Schnorpfeil & Michael Weber & Andreas Hackethal, 2024, "Inflation and Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 32470, May.
• Taha Choukhmane & Tim de Silva, 2024, "What Drives Investors' Portfolio Choices? Separating Risk Preferences from Frictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 32476, May.
• Gorkem Bostanci & Guillermo Ordoñez, 2024, "Business, Liquidity, and Information Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 32501, May.
• Lawrence J. Jin & Cameron Peng, 2024, "The Law of Small Numbers in Financial Markets: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 32519, May.
• Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2024, "Creative Destruction, Stock Return Volatility, and the Number of Listed Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 32568, Jun.
• Boaz Abramson & Stijn Van Nieuwerburgh, 2024, "Rent Guarantee Insurance," NBER Working Papers, National Bureau of Economic Research, Inc, number 32582, Jun.
• William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2024, "Emotions and Subjective Crash Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 32589, Jun.
• Ronan C. Lyons & Allison Shertzer & Rowena Gray & David N. Agorastos, 2024, "The Price of Housing in the United States, 1890-2006," NBER Working Papers, National Bureau of Economic Research, Inc, number 32593, Jun.
• Bram van der Kroft & Juan Palacios & Roberto Rigobon & Siqi Zheng, 2024, "Timing Sustainable Engagement in Real Asset Investments," NBER Working Papers, National Bureau of Economic Research, Inc, number 32646, Jul.
• Jonathan Reuter, 2024, "Plan Design and Participant Behavior in Defined Contribution Retirement Plans: Past, Present, and Future," NBER Working Papers, National Bureau of Economic Research, Inc, number 32653, Jul.
• Yuriy Gorodnichenko & Xiao Yin, 2024, "Higher-Order Beliefs and Risky Asset Holdings," NBER Working Papers, National Bureau of Economic Research, Inc, number 32680, Jul.
• Jacob Boudoukh & Yukun Liu & Tobias J. Moskowitz & Matthew P. Richardson, 2024, "Identifying Shocks to Systematic Risk in Times of Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 32693, Jul.
• Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024, "Risk, Specialization, and Covered-Interest Parity," NBER Working Papers, National Bureau of Economic Research, Inc, number 32707, Jul.
• Hélène Rey & Adrien Rousset Planat & Vania Stavrakeva & Jenny Tang, 2024, "Elephants in Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 32756, Jul.
• Michael Gelman & David Hirshleifer & Yaron Levi & Liron Reiter-Gavish, 2024, "Social Interaction Intensity and Investor Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 32772, Aug.
• Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2024, "APT or “AIPT”? The Surprising Dominance of Large Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 33012, Sep.
• Ruslan Goyenko & Bryan T. Kelly & Tobias J. Moskowitz & Yinan Su & Chao Zhang, 2024, "Trading Volume Alpha," NBER Working Papers, National Bureau of Economic Research, Inc, number 33037, Oct.
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Sağlam, 2024, "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," NBER Working Papers, National Bureau of Economic Research, Inc, number 33058, Oct.
• Rui Da & Stefan Nagel & Dacheng Xiu, 2024, "The Statistical Limit of Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 33070, Oct.
• Scott R. Baker & Justin Balthrop & Mark J. Johnson & Jason D. Kotter & Kevin Pisciotta, 2024, "Gambling Away Stability: Sports Betting’s Impact on Vulnerable Households," NBER Working Papers, National Bureau of Economic Research, Inc, number 33108, Nov.
• Isha Agarwal & Wentong Chen & Eswar S. Prasad, 2024, "Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 33159, Nov.
• Arthur Korteweg & Stavros Panageas & Anand Systla, 2024, "Private Equity for Pension Plans? Evaluating Private Equity Performance from an Investor's Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 33194, Nov.
• Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2024, "Glass Box Machine Learning and Corporate Bond Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 33320, Dec.
• Kashirina, A., 2024, "Factors influencing the choice of savings and investment instruments by generation Z: The experimental study using neuroequipment," Journal of the New Economic Association, New Economic Association, volume 63, issue 2, pages 144-167, DOI: 10.31737/22212264_2024_2_144-167.
• Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2024, "Sustainable Finance: A Journey Toward ESG and Climate Risk," International Review of Environmental and Resource Economics, now publishers, volume 18, issue 1-2, pages 1-75, January, DOI: 10.1561/101.00000156.
• Mine Berra Doganer & Ibrahim Halil Eksi & Ahmet Sit & Berna Dogan Basar, 2024, "The Effect of Stock Market Literacy on Individual Investor’s Investment Decisions: Evidence from Borsa Istanbul," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 99-119, March.
• Radostina Stamenova, 2024, "Environmental, Social and Governance Ratings," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 119-129, June.
• Etienne Lepers & Annamaria de Crescenzio, 2024, "What drives capital to green companies in emerging markets: Evidence from investment funds," OECD Working Papers on International Investment, OECD Publishing, number 2024/02, Dec.
• Roberto Moshammer & Michael Nawaiseh, 2024, "Interconnections between the Austrian banking sector and debt securities markets," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 48, pages 63-74.
• Anca-Adriana SARAOLU (IONĂȘCUȚI), 2024, "Non-Uniform Interconnectedness Patterns And Dynamics: Evidence From Emerging Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 2, pages 166-175, December.
• Ștefan RUSU & Marcel BOLOȘ, 2024, "Machine Learning Clustering In Financial Markets: A Literature Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 1, pages 330-336, July.
• Ștefan RUSU & Marcel BOLOȘ, 2024, "Bridging Tradition And Innovation: A Literature Review On Portfolio Optimization," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 1, pages 337-344, July.
• Han Jiang & Aggey Simons, 2024, "Charitable Giving and NPOs Investment Decision in a Stochastic Dynamic Economy," Working Papers, University of Ottawa, Department of Economics, number 2402E.
• Gregory Connor & Robert A Korajczyk, 2024, "Semi-Strong Factors in Asset Returns," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 70-93.
• Fangquan Shi & Lianjie Shu & Xinhua Gu, 2024, "An Enhanced Factor Model for Portfolio Selection in High Dimensions," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 94-118.
• M Hashem Pesaran & Takashi Yamagata, 2024, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 2, pages 407-460.
• Tae-Hwy Lee & Ekaterina Seregina, 2024, "Optimal Portfolio Using Factor Graphical Lasso," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 670-695.
• Rafael P Alves & Diego S de Brito & Marcelo C Medeiros & Ruy M Ribeiro, 2024, "Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 696-742.
• Leon Li & Carl R Chen, 2024, "When Safe-Haven Asset Is Less than a Safe-Haven Play," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 808-838.
• Marine Carrasco & N’Golo Koné, 2024, "Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 908-953.
• Anne-Florence Allard & Hamza Hanbali & Kristien Smedts, 2024, "COAALA: A Novel Approach to Understanding Extreme Stock–Bond Comovement," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1532-1557.
• Anastasios Kagkadis & Ingmar Nolte & Sandra Nolte & Nikolaos Vasilas, 2024, "Factor Timing with Portfolio Characteristics," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 1, pages 84-118.
• Matteo Benetton & Giovanni Compiani, 2024, "Investors’ Beliefs and Cryptocurrency Prices," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 2, pages 197-236.
• Jordan Moore & Mihail Velikov, 2024, "Oil Price Exposure and the Cross-Section of Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 2, pages 274-309.
• Michael Hasler & Charles Martineau, 2024, "Equity Return Predictability with the ICAPM," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 3, pages 481-512.
• Paul Karehnke, 2024, "Systematic Skewness and Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 4, pages 578-612.
• Aleksandar Andonov, 2024, "Delegated Investment Management in Alternative Assets," The Review of Corporate Finance Studies, Society for Financial Studies, volume 13, issue 1, pages 264-301.
• Nusret Cakici & Christian Fieberg & Daniel Metko & Adam Zaremba, 2024, "Do Anomalies Really Predict Market Returns? New Data and New Evidence," Review of Finance, European Finance Association, volume 28, issue 1, pages 1-44.
• Jack Favilukis & Terry Zhang, 2024, "Why momentum concentrates among overvalued stocks?," Review of Finance, European Finance Association, volume 28, issue 2, pages 389-412.
• Andreas G F Hoepner & Ioannis Oikonomou & Zacharias Sautner & Laura T Starks & Xiao Y Zhou, 2024, "ESG shareholder engagement and downside risk," Review of Finance, European Finance Association, volume 28, issue 2, pages 483-510.
• Pengjie Gao & Allen Hu & Peter Kelly & Cameron Peng & Ning Zhu, 2024, "Asset Complexity and the Return Gap," Review of Finance, European Finance Association, volume 28, issue 2, pages 511-550.
• Mengqiao Du & Alexandra Niessen-Ruenzi & Terrance Odean, 2024, "Stock repurchasing bias of mutual funds," Review of Finance, European Finance Association, volume 28, issue 2, pages 699-728.
• Lin Sun & Zheng Sun & Lu Zheng, 2024, "The start matters: time-varying investor demand, hedge fund inceptions, and performance," Review of Finance, European Finance Association, volume 28, issue 2, pages 729-768.
• Steffen Meyer & Michaela Pagel, 2024, "Fresh air eases work—the effect of air quality on individual investor activity," Review of Finance, European Finance Association, volume 28, issue 3, pages 1105-1149.
• Karamfil Todorov, 2024, "When passive funds affect prices: evidence from volatility and commodity ETFs," Review of Finance, European Finance Association, volume 28, issue 3, pages 831-863.
• Roni Michaely & Guillem Ordonez-Calafi & Silvina Rubio, 2024, "Mutual funds’ strategic voting on environmental and social issues," Review of Finance, European Finance Association, volume 28, issue 5, pages 1575-1610.
• Turan G. Bali & Florian Weigert, 2024, "Hedge funds and the positive idiosyncratic volatility effect," Review of Finance, European Finance Association, volume 28, issue 5, pages 1611-1661.
• Michail Anthropelos & Paul Schneider, 2024, "Optimal investment and equilibrium pricing under ambiguity," Review of Finance, European Finance Association, volume 28, issue 6, pages 1759-1805.
• Gjergji Cici & Pei (Alex) Zhang, 2024, "On the valuation skills of corporate bond mutual funds," Review of Finance, European Finance Association, volume 28, issue 6, pages 2017-2049.
• Olivier Darmouni & Lira Mota, 2024, "The Savings of Corporate Giants," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 10, pages 3024-3049.
• Marta Khomyn & Tālis Putniņs̆Stockholm & Marius Zoican, 2024, "The Value of ETF Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 10, pages 3092-3148.
• Victor Duarte & Diogo Duarte & Dejanir H Silva, 2024, "Machine Learning for Continuous-Time Finance," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3217-3271.
• Francisco Gomes & Thomas Jansson & Yigitcan Karabulut, 2024, "Do Robots Increase Wealth Dispersion?," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 1, pages 119-160.
• Divya Kirti & Natasha Sarin, 2024, "What Private Equity Does Differently: Evidence from Life Insurance," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 1, pages 201-230.
• Adem Atmaz & Suleyman Basak & Fangcheng Ruan, 2024, "Dynamic Equilibrium with Costly Short-Selling and Lending Market," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 2, pages 444-506.
• Thummim Cho & Lukas Kremens & Dongryeol Lee & Christopher Polk, 2024, "Scale or Yield? A Present-Value Identity," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 950-988.
• Walter Pohl & Karl Schmedders & Ole Wilms, 2024, "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 989-1028.
• Justin Birru & Sinan Gokkaya & Xi Liu & René Stulz, 2024, "Are Analyst “Top Picks” Informative?," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 5, pages 1538-1583.
• Matthew O Jackson & Agathe Pernoud, 2024, "Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 7, pages 2017-2062.
• Spencer J Couts & Andrei S Gonçalves & Andrea Rossi, 2024, "Unsmoothing Returns of Illiquid Funds," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 7, pages 2110-2155.
• Edib Smolo & Ruslan Nagayev & Rashed Jahangir & Christo S. C. Tarazi, 2024, "Resilience amidst turmoil: a multi-resolution analysis of portfolio diversification in emerging markets during global financial and health crises," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 1, pages 51-69, February, DOI: 10.1057/s41260-023-00332-1.
• Pratish Patel & Andrew Raquel & Savannah Chadwick, 2024, "The cash-secured put-write strategy and the variance risk premium," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 1, pages 31-50, February, DOI: 10.1057/s41260-023-00333-0.
• Thomas M. Treptow, 2024, "CO2 investment risk analysis," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 1, pages 19-30, February, DOI: 10.1057/s41260-023-00342-z.