Research classified by Journal of Economic Literature (JEL) codes

2024

• Jung, Woosung & Park, Haerang, 2024, "Common factors in the returns on cryptocurrencies," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105485.
• Han, SeungOh, 2024, "Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105502.
• Pigorsch, Uta & Schäfer, Sebastian, 2024, "Reversal of Monday returns: It is the afternoon that matters," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105525.
• Asano, Takao & Cai, Xiaojing & Sakemoto, Ryuta, 2024, "Currency portfolios and global foreign exchange ambiguity," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105534.
• Li, Yanzhao & Guo, Ju-e & Li, Yongwu & Zhang, Jinggong, 2024, "Intensified distortion: Investment decisions with endogenous contracts and time inconsistency," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105539.
• Gu, Ming & Sun, Minxing & Xiong, Zhitao & Xu, Weike, 2024, "Market volatility and the trend factor," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105595.
• Liang, Qiqi & Sun, Licheng, 2024, "A closer look at the substitution effects between retail trading and national lotteries," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105597.
• Nissinen, Juuso, 2024, "Cross-country spillover effects of interest rate and credit constraint policies," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105617.
• Horn, Matthias & Schneider, Julian & Oehler, Andreas, 2024, "Do transactions on social trading platforms predict the stock market behavior of the aggregate private sector?," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105668.
• Zhang, Dongna & Dai, Xingyu & Xue, Jianhao, 2024, "Incorporating weather information into commodity portfolio optimization," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105672.
• Cheng, Shi & Huang, Shan, 2024, "ESG combined score effects on stock performance of S&P 500-listed firms," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105686.
• Nguyen, Huong Giang & Hoang, Khanh & Nguyen, Quan M.P. & Do, Hung Xuan & Nguyen, Duc Khuong, 2024, "Portfolio's weighted political risk and mutual fund performance: A text-based approach," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105728.
• Askari, Abolfazl & Hajizadeh, Ehsan, 2024, "Exploring market efficiency levels: A powerful approach based on a gamma distribution," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105731.
• Hervé, Fabrice & Marsat, Sylvain, 2024, "Acting for good, being good or feeling good? Exploring factors influencing individual investors’ willingness to invest in green funds," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105736.
• Wang, Xi & Gao, Chao & Wang, Tianfu, 2024, "The price of firm-level information uncertainty," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105782.
• Potrykus, Marcin, 2024, "Dot-com and AI bubbles: Can data from the past be helpful to match the price bubble euphoria phase using dynamic time warping?," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105799.
• Zhang, Yu & Zhao, Mengxiang, 2024, "Picking funds in China," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105817.
• Baeckström, Ylva & Jalan, Akanksha & Matkovskyy, Roman, 2024, "The role of promotion versus prevention-orientation to predict individual cryptocurrency participation," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105851.
• Hu, Dongmei & Liang, Hengyue & Yuan, Zhiqi, 2024, "Excess return and tracking errors of Chinese ETFs," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105858.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "Commodity connectedness of the petrochemical industrial chain: A novel perspective of “good” and “bad” volatility surprises," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105894.
• Bang, Jeongseok & Kang, Yeonchan & Ryu, Doojin, 2024, "Potential pricing factors in the Korean market," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105946.
• Wang, Wenhao & Zhang, Qingyi & An, Pengda & Cai, Feifei, 2024, "Momentum and reversal strategies with low uncertainty," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.105970.
• Lo Mele, Valentina & Quas, Anita & Reichert, Patrick & Romito, Stefano, 2024, "Impact orientation and venture capital financing: The interplay of governmental, social impact and traditional venture capital," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.105987.
• Liu, Li, 2024, "Economic uncertainty and time-varying return predictability," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.106025.
• Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Sepúlveda-Velásquez, Jorge, 2024, "Environmental policies on the systematic risk of critical metals companies," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106052.
• Ardakani, Omid M. & Ajina, Rawan, 2024, "Tail risks in household finance," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106065.
• He, Yun & Li, Wei & Tan, Xiaofen & Wang, Yufan, 2024, "The time-varying interaction of northbound capital flows and stock market performance in China," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106076.
• Hu, Zihao & Zhang, Dong & Xiong, Xueping, 2024, "Navigating risk: Impact of overconfidence in financial literacy on retirement wealth reserves," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106095.
• Lu, Xiaomeng & Zhang, Xianjun & Guo, Fusen & Li, Feng, 2024, "Evaluating ESG Investment Profitability: From the Perspective of Sophistication in Investment Decision-Making," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106105.
• Horky, Florian & Pasquali, Andrea & Magazzino, Cosimo, 2024, "ESG rating disagreement portfolios – Evidence from the EuroStoxx 600," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106117.
• Liu, Shiang & Yang, Changyu, 2024, "Spot cryptocurrency ETFs: Crypto investment products or stepping stones toward tokenization," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106150.
• Kopeliovich, Yaacov & Pokojovy, Michael, 2024, "Portfolio optimization with feedback strategies based on artificial neural networks," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106185.
• Ning, Zihao & Xu, Zhibo & Zheng, Pengju, 2024, "The impact of common institutional ownership on financialization in non-financial enterprise: Exacerbation or inhibition?," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106197.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G., 2024, "Should you buy gold stocks or paper gold?," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106202.
• Baeckström, Ylva & Hauff, Jeanette Carlsson, 2024, "Wealth transfer intentions, family decision-making style and sustainable investing: The case of millionaires," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106208.
• Dixit, Alok & Bajpai, Shweta, 2024, "Time-varying aggregate tail risk and cross-section of stock returns: Indian evidence," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106209.
• Kinateder, Harald & Gurrib, Ikhlaas & Choudhury, Tonmoy, 2024, "Navigating crises: Gold's role as a safe haven for U.S. sectors," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106210.
• Tomtosov, Aleksandr, 2024, "Momentum on historical high," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106216.
• Peng, Geng & Liu, Fang, 2024, "Digital inclusive finance and the resilience of households involved in financial markets," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106288.
• Dong, Xiyong & Jiang, Zhuhua & Yoon, Seong-Min, 2024, "Impact of global financial and energy markets, uncertainty, and climate change attention on Bitcoin carbon footprint," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106254.
• Wei, Tian & Wu, Han & Dowling, Michael, 2024, "Prototyping to address cognitive gaps in Distributed Ledger investments," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106309.
• Huang, Siyu & Luan, Zhongwei, 2024, "Can green finance supports improve environmental firm performance? Evidence from listed environmental firms in China," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106321.
• Jiang, Qi & Fan, Yawen, 2024, "Hedging downside risk in agricultural commodities: A novel nonparametric kernel method," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106340.
• Kim, BuKwon & Dong, Xiyong & Yoon, Seong-Min, 2024, "Does uncertainty affect the relationship between green bond and carbon markets?," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106370.
• Hadad, Elroi & Malhotra, Davinder & Vasileiou, Evangelos, 2024, "Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106372.
• Fabian Moodley & Babatunde Lawrence & Surendran Pilla, 2024, "The Relationship between Macroeconomic Variables and South African Commercial Bank Performance," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 6, issue 2, pages 109-119, December.
• Dimiter Nenkov, 2024, "“The Magnificent Seven” Technology Stocks and Their Impact on the S&P 500: A Review 4 Years Later," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 6, issue 2, pages 180-195, December.
• Jeko Milev & Kremena Choutilova-Yochkolovska, 2024, "The Multifund System – Is It an Option for Raising the Sustainability of The Bulgarian Pension System?," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 6, issue 2, pages 206-216, December.
• Rohan Kekre & Moritz Lenel, 2024, "The Flight to Safety and International Risk Sharing," American Economic Review, American Economic Association, volume 114, issue 6, pages 1650-1691, June, DOI: 10.1257/aer.20211319.
• Marzena Rostek & Ji Hee Yoon, 2024, "Innovation in Decentralized Markets: Technology versus Synthetic Products," American Economic Journal: Microeconomics, American Economic Association, volume 16, issue 1, pages 63-109, February, DOI: 10.1257/mic.20220138.
• Asger Lau Andersen & Niels Johannesen & Adam Sheridan, 2024, "Dynamic Spending Responses to Wealth Shocks: Evidence from Quasi Lotteries on the Stock Market," American Economic Review: Insights, American Economic Association, volume 6, issue 3, pages 434-452, September, DOI: 10.1257/aeri.20230382.
• Serghei PETIGHIN, 2024, "Shifting Focus: The Role Of Environmental, Social, And Governance Factors In Investment Policy During A Pandemic," Eastern European Journal for Regional Studies (EEJRS), Center for Studies in European Integration (CSEI), Academy of Economic Studies of Moldova (ASEM), volume 10, issue 2, pages 85-96, December, DOI: https://doi.org/10.53486/2537-6179..
• Najwa AKERMI & Nadia Ben YEDDER & Sayef BAKARI, 2024, "Impact of final consumption, domestic investment, exports, and imports on economic growth in Albania," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, volume 0, issue 1(638), S, pages 231-252, Spring.
• Muhammad Muddasir & Gülşah Kulalı, 2024, "The Validity of CAPM and ICAPM in the Istanbul Stock Exchange," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 1, pages 26-42, DOI: 10.30784/epfad.1383837.
• Arif Sezgin & Sinan Aytekin & Şakir Sakarya, 2024, "Finansal Performansın Ölçülmesinde Piotroski F-Skoru Bileşenleri ve ÇKKV Yöntemlerinin Bağlantısı: MEREC Tabanlı MARCOS Uygulaması," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 2, pages 367-395, DOI: 10.30784/epfad.1481070.
• Almıla Burgaç Çil & Burhan Biçer, 2024, "Dynamics of Stock Prices and Exchange Rate with Structural Breaks and Asymmetry: Evidence From Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 3, pages 438-461, DOI: 10.30784/epfad.1516880.
• Asiye Küçükosman & Sümeyye Uzun, 2024, "The Causality Relationship between Credit Default Swaps (CDS) and Portfolio Investments: The Case of Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 3, pages 462-483, DOI: 10.30784/epfad.1535924.
• Selçuk Yalçın, 2024, "Piyasa Çarpanları ile Portföy Oluşturma: BİST’te Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 3, pages 610-627, DOI: 10.30784/epfad.1477190.
• Radovan KASTRATOVIC & Anatolijs KRIVINS & IngrÄ«da VEIKÅ¡A, 2024, "Economic and legal aspects of foreign direct investment patterns in Serbia and Latvia," Access Journal, Access Press Publishing House, volume 5, issue 3, pages 440-458, July, DOI: 10.46656/access.2024.5.3(4).
• Ramin TSINARIDZE & Giorgi RIZHVADZE, 2024, "Renewable energies in the technological age and sustainable investment solutions for the "Smart future"," Access Journal, Access Press Publishing House, volume 5, issue 3, pages 493-510, July, DOI: 10.46656/access.2024.5.3(7).
• Mirzat Ullah, 2024, "Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 1, pages 110-135, DOI: https://doi.org/10.15826/vestnik.20.
• Adil Haniev, 2024, "Intangible Assets and US Stock Returns: An analysis using the Index Method, Panel Regression, and Machine Learning," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 3, pages 833-854, DOI: https://doi.org/10.15826/vestnik.20.
• Cai, Zhaokun & Cui, Zhenyu & Lassance, Nathan & Simaan, Majeed, 2024, "The Economic Value of Mean Squared Error: Evidence from Portfolio Selection," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024003, Jun.
• Vanderveken, Rodolphe & Lassance, Nathan & Vrins, Frédéric, 2024, "Optimal Portfolio Size under Parameter Uncertainty," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024004, Jul.
• De Bondt, Werner & De Winne, Rudy & D’Hondt, Catherine, 2024, "Measuring speculation beyond day trading and bets on lottery-like stocks," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024009, Sep, DOI: https://doi.org/10.1016/j.irfa.2024.
• Leanne Nam, 2024, "Intergenerational Spillovers: The Impact of Labor Market Risk on the Housing Market," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 344, Nov.
• Nazare da Costa Cabral & Noemia Goulart, 2024, "The Social Security Financial Stabilisation Fund," CFP Occasional Papers, Portuguese Public Finance Council, number 02/2024, Mar.
• Humberto Valencia Herrera, 2024, "¿Impacta el sentimiento estadounidense de las tasas de interés en los fondos latinoamericanos negociados en bolsa (ETF)?," The Anahuac Journal, Business and Economics School. Anahuac University (Mexico)., volume 24, issue 1, pages 92-113, June, DOI: https://doi.org/10.36105/theanahuac.
• Rodrigo Andrés Crisóstomo Zúñiga & Juan Pablo Núñez Morales & Nicolas A. Nunez, 2024, "Cryptocurrencies as Catalysts for Financial Inclusion in Latin America," The Anahuac Journal, Business and Economics School. Anahuac University (Mexico)., volume 24, issue 2, pages 1-32, December, DOI: https://doi.org/10.36105/theanahuac.
• Furkan Göktaş, 2024, "A Novel Game-Theoretical Approach for The Possibilistic Mean - Variance Model," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 1, pages 1-12, July, DOI: https://doi.org/10.17093/alphanumer.
• Yeşim Deniz Özkan Özen & Ömer Öztürkoğlu & Yücel Öztürkoğlu, 2024, "A Proposed New Approach for The Single Machine Scheduling Problem: Dynamic Programming," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 1, pages 13-20, July, DOI: https://doi.org/10.17093/alphanumer.
• Erhan Orakçı & Ali Özdemir, 2024, "Using Social Choice Function for Multi Criteria Decision Making Problems," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 1, pages 21-38, July, DOI: https://doi.org/10.17093/alphanumer.
• Algın Okursoy & Didem Tezsürücü Çoşansu, 2024, "Zero Emission Electric Vehicle Selection Using the MEREC-Based CoCoSo Method," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 1, pages 39-58, July, DOI: https://doi.org/10.17093/alphanumer.
• Francesco D'Acunto & Michael Weber, 2024, "Why Survey-Based Subjective Expectations Are Meaningful and Important," Annual Review of Economics, Annual Reviews, volume 16, issue 1, pages 329-357, August, DOI: 10.1146/annurev-economics-091523-04.
• Ажгалиева Д. // Azhgaliyeva D. & Капсалямова З. // Kapsalyamova Z., 2024, "Государственная поддержка в продвижении зеленых облигаций в Азии: эмпирические данные // Policy support in promoting green bonds in Asia: empirical evidence," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 63-64.
• Яндиев М. // Yandiyev М., 2024, "Феномен недооценки при первичном размещении акций объясняется алчностью финансовых спекулянтов // The Phenomenon of Underpricing during Initial Public Offering is Explained by the Greed of Financial S," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 65-85.
• Marzanna Poniatowicz & Agnieszka Piekutowska, 2024, "Crowdfunding as a Tool for Alternative Financing in Poland: Perspectives and Challenges," Proceedings of the 5th International Conference "Economic and Business Trends Shaping the Future" 2024, Faculty of Economics-Skopje, Ss Cyril and Methodius University in Skopje, number 026, Dec.
• Simona Kovachevska Stefanova & Kiril Jovanovski, 2024, "Investigating the Impact of EU ETS Allowances on the Capital Market – The Case of German Companies," Proceedings of the 5th International Conference "Economic and Business Trends Shaping the Future" 2024, Faculty of Economics-Skopje, Ss Cyril and Methodius University in Skopje, number 030, Dec.
• Michal Mec & Mikulas Zeman & Klara Cermakova, 2024, "Stock market prediction using Generative Adversarial Network (GAN) – Study case Germany stock market," International Journal of Economic Sciences, European Research Center, volume 13, issue 2, pages 87-103, December.
• Alexander E. Abramov & Maria I. Chernova, 2024, "Improving pension savings investing: The case of Russia," Russian Journal of Economics, ARPHA Platform, volume 10, issue 1, pages 34-59, March, DOI: 10.32609/j.ruje.10.115594.
• Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2024, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Papers, arXiv.org, number 2402.01951, Feb, revised Aug 2024.
• Elham Daadmehr, 2024, "Workplace sustainability or financial resilience? Composite-financial resilience index," Papers, arXiv.org, number 2403.16296, Mar.
• Adam Korniejczuk & Robert 'Slepaczuk, 2024, "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Papers, arXiv.org, number 2406.10695, Jun.
• Zuzanna Kostecka & Robert 'Slepaczuk, 2024, "Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data," Papers, arXiv.org, number 2406.17308, Jun.
• Richard Luger, 2024, "Regularizing stock return covariance matrices via multiple testing of correlations," Papers, arXiv.org, number 2407.09696, Jul.
• Natalia Roszyk & Robert 'Slepaczuk, 2024, "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Papers, arXiv.org, number 2407.16780, Jul.
• Kemal Kirtac & Guido Germano, 2024, "Sentiment trading with large language models," Papers, arXiv.org, number 2412.19245, Dec.
• Feghhi Kashani, Mohammad & ziyaee, zahra, 2024, "Supply Side Implications of Ambiguity Aversion for Risk Premium and Risk-Free Rate Puzzles (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 29, issue 1, pages 51-78, May.
• Josko Maric & Mislav Sagovac & Luka Sikic, 2024, "The Effects Of Momentum And Contrarian Strategies On The Croatian Capital Market," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 33, issue 1, pages 149-175, june, DOI: 10.17818/EMIP/2024/1.8.
• Mohammad Ashraful Ferdous Chowdhury & Mohammad Abdullah & Mansur Masih, 2024, "Risk Spillover of Russia-Ukraine War and Oil Price on Asian Islamic Stocks and Cryptocurrency - A Quantile Connectedness Approach," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-8, DOI: 2024/07/08.
• Pradipta Kumar Sahoo & Badri Narayan Rath, 2024, "COVID-19 Pandemic and Bitcoin Returns - Evidence From Time and Frequency Domain Causality Analysis," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-4, DOI: 2024/06/28.
• Norhidayah Abu Bakar & Nik Hazimi Mohammed Foziah, 2024, "The Impact of Cryptocurrency Volatility Dynamics on the Islamic Equity Market - The Case of Emerging Asia," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-5, DOI: 2024/06/28.
• Seyed Alireza Athari & Ali Awais Khalid & Qasim Raza Syed, 2024, "Twitter-Based Economic Uncertainty and US Energy Market - An Investigation Using Wavelet Coherence," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 1, pages 1-7, DOI: 2024/07/10.
• Khadijat A. Azeez & Victor O. Hambolu & Andy T. Okwu & Bukunmi A. Agboola, 2024, "Russia-Ukraine War and Price Volatility of Global Commodities - The Role of Public Sentiments," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-6, DOI: 2024/07/10.
• Aliyu Akorede Rufai & Kingsley Imandojemu & Tubobanimi Inoma Abbiyesuku, 2024, "Role of Climate Risk in the Oil Price Dynamics," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-5, DOI: 2024/07/10.
• Massimo Guidolin & Monia Magnani, 2024, "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24220.
• Monia Magnani, 2024, "Does Macroeconomic Predictability Enhance the Economic Value of Hedge Funds to Risk-Averse Investors?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24232.
• Manuela Pedio & Massimo Guidolin & Giulia Panzeri, 2024, "Machine Learning in Portfolio Decisions," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24233.
• Lis Sintha Oppusunggu & Ika Pratiwi Simbolon, 2024, "Analysis of Return on Asset for BUKU IV: Jakarta Interbank Spot Dollar Rate, Capital Adequacy Ratio and Loan To Deposit Ratio," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 166-182.
• Oleh Kolodiziev & Andrii Gukaliuk & Valeriia Shcherbak & Tetiana Riabovolyk & Ilona Androshchuk & Yaryna Pas, 2024, "The Impact of Refugee Startups on Host Country Economies: Business Models and Economic Adaptation," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 175-201.
• Stoyan Kirov & Milena Beneva, 2024, "Mean-Variance Environmental Investment Optimization of Bulgarian Private Pension Funds," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 88-112.
• Farah Amalia & Harjum Muharam & Irene Rini Demi Pangestuti, 2024, "Willingness to Sacrifice to Optimize Financial and Non-Financial Goals in Ethical Investing," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 114-129.
• Radoslav Raykov, 2024, "Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns," Staff Working Papers, Bank of Canada, number 24-46, Nov, DOI: 10.34989/swp-2024-46.
• Radoslav Raykov, 2024, "Decomposing Large Banks’ Systemic Trading Losses," Staff Working Papers, Bank of Canada, number 24-6, Mar, DOI: 10.34989/swp-2024-6.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024, "How foreign central banks can affect liquidity in the Government of Canada bond market," Staff Analytical Notes, Bank of Canada, number 2024-26, Dec, DOI: 10.34989/san-2024-26.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024, "Le rôle des banques centrales étrangères sur la liquidité du marché des obligations du gouvernement du Canada," Staff Analytical Notes, Bank of Canada, number 2024-26fr, Dec, DOI: 10.34989/san-2024-26.
• Dilara DEMIREZ & Serkan Yilmaz KANDIR, 2024, "Investigating the Relationship between Selected Risk Measures and Sustainability Index," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 18, issue 1, pages 37-59.
• Lidia Cruces & Isabel Micó-Millán & Susana Párraga, 2024, "Female Financial Portfolio Choices and Marital Property Regimes," Working Papers, Banco de España, number 2434, Oct, DOI: https://doi.org/10.53479/37794.
• Francesco Vercelli, 2024, "Financial wealth in Italy: evidence from Banking Supervisory Reports," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 865, Jul.
• Stefano Nobili & Mattia Persico & Rosario Romeo, 2024, "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 52, Oct.
• Alessandro Moro & Andrea Zaghini, 2024, "The green sin: how exchange rate volatility and financial openness affect green premia," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1447, Mar.
• Javier Gil-Bazo & Alexander Kempf & Raffaele Santioni, 2024, "Geographic shareholder dispersion and mutual fund flow risk," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1461, Jul.
• Gabriel M. Ahlfeldt & Nikodem Szumilo & Jagdish Tripathy, 2024, "Housing-consumption channel of mortgage demand," Berlin School of Economics Discussion Papers, Berlin School of Economics, number 0044, Aug, DOI: 10.48462/opus4-5572.
• Laurent Clerc & Elisabeth Fonteny & Delphine Irac & Aliette Dequet & Laudine Goumet, 2024, "Les assureurs français face aux risques liés à la perte de biodiversité : Enjeux et enseignements pour les organismes et leur supervision," Analyse et synthèse, Banque de France, number 159.
• Raffaele Santioni & Javier Gil-Bazo, 2024, "Geographic Shareholder Dispersion and Mutual Fund Flow Risk," Working Papers, Barcelona School of Economics, number 1440, Apr.
• Kristy Jansen & Hyun Song Shin & Goetz von Peter, 2024, "Which exchange rate matters to global investors?," BIS Working Papers, Bank for International Settlements, number 1210, Sep.
• Phạm Thu Hương & Hoàng Mạnh Hùng & Lê Đạt Chí, 2024, "Ứng dụng mô hình F-SCORE cho chiến lược đầu tư cổ phiếu tại Sở Giao dịch Chứng khoán Thành phố Hồ Chí Minh," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 5, pages 46-58, DOI: 10.46223/HCMCOUJS.econ.vi.19.5.2968.
• Paolo Manasse & Graziano Moramarco & Giulio Trigilia, 2024, "Exchange rates and political uncertainty: the Brexit case," Economica, London School of Economics and Political Science, volume 91, issue 362, pages 621-652, April, DOI: 10.1111/ecca.12509.
• Richard Mawulawoe Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2024, "COVID‐19, Mobility Restriction Policies and Stock Market Volatility: A Cross‐Country Empirical Study," Economic Papers, The Economic Society of Australia, volume 43, issue 2, pages 184-203, June, DOI: 10.1111/1759-3441.12414.
• Géraldine David & Yuexin Li & Kim Oosterlinck & Luc Renneboog, 2024, "Art in times of crisis," Economic History Review, Economic History Society, volume 77, issue 4, pages 1362-1413, November, DOI: 10.1111/ehr.13327.
• Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2024, "Broadband Internet and the Stock Market Investments of Individual Investors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2163-2194, June, DOI: 10.1111/jofi.13335.
• Clemens Sialm & Qifei Zhu, 2024, "Currency Management by International Fixed‐Income Mutual Funds," Journal of Finance, American Finance Association, volume 79, issue 6, pages 4037-4081, December, DOI: 10.1111/jofi.13381.
• Stefano Giglio & Bryan Kelly & Serhiy Kozak, 2024, "Equity Term Structures without Dividend Strips Data," Journal of Finance, American Finance Association, volume 79, issue 6, pages 4143-4196, December, DOI: 10.1111/jofi.13394.
• Dimitris Papadimitriou & Konstantinos Tokis & Georgios Vichos & Panos Mourdoukoutas, 2024, "Managing other people's money: An agency theory in financial management industry," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 47, issue 1, pages 179-209, March, DOI: 10.1111/jfir.12344.
• Despina Gavresi & Anastasia Litina & Christos A. Makridis, 2024, "Split personalities? Behavioral effects of temperature on financial decision‐making," Kyklos, Wiley Blackwell, volume 77, issue 3, pages 664-689, August, DOI: 10.1111/kykl.12382.
• Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2024, "Value‐at‐Risk under Measurement Error," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 3, pages 690-713, June, DOI: 10.1111/obes.12589.
• Anastasia Girshina & Thomas Y. Mathä & Michael Ziegelmeyer, 2024, "Peer Effects in Stock Market Participation: Evidence from Immigration," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 70, issue 4, pages 1060-1088, December, DOI: 10.1111/roiw.12674.
• Jing Xie, 2024, "Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms," Working Papers, University of Macau, Faculty of Business Administration, number 202411, Jun.
• Jamie Coen & Patrick Coen & Anne-Caroline Hüser, 2024, "Collateral demand in wholesale funding markets," Bank of England working papers, Bank of England, number 1082, Aug.
• Gabriel M Ahlfeldt & Nikodem Szumilo & Jagdish Tripathy, 2024, "Housing-consumption channel of mortgage demand," Bank of England working papers, Bank of England, number 1086, Aug.
• Gabor Pinter & Emil Siriwardane & Danny Walker, 2024, "Fire sales of safe assets," Bank of England working papers, Bank of England, number 1089, Aug.
• Sadhna Bagchi & Lalit Prasad & Mukesh Shrivastava, 2024, "Behavioural Biases in Financial Investments: A Comprehensive Literature Review," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 27, issue 3, pages 81-93, DOI: 10.32725/acta.2024.014.
• Ellora Derenoncourt & Chi Hyun Kim & Moritz Kuhn & Moritz Schularick, 2024, "Unemployment risk, portfolio choice, and the racial wealth gap," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_508, Feb.
• Katja M. Kaufmann & Yasemin Özdemir & Michaela Paffenholz, 2024, "Peer Effects in Financial Decisions: Evidence from Dutch Administrative Data," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_553, May.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024, "Mental Models of the Stock Market," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_611, Nov.
• Enescu Adrian-Gabriel & Raileanu Szeles Monica, 2024, "Portfolio Allocation, Risk Aversion, and Digital Literacy Among the European Elderly," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 18, issue 1, pages 1-16, DOI: 10.1515/econ-2022-0072.
• Burda Martin & Schroeder Adrian K., 2024, "Recurrent Neural Network GO-GARCH Model for Portfolio Selection," Journal of Time Series Econometrics, De Gruyter, volume 16, issue 2, pages 67-81, DOI: 10.1515/jtse-2023-0012.
• Al Rahahleh Naseem, 2024, "The Influence of Anchoring and Overconfidence on Investment Decision-Making in the Saudi Stock Market: A Moderated Mediation Model," Review of Middle East Economics and Finance, De Gruyter, volume 20, issue 1, pages 45-75, April, DOI: 10.1515/rmeef-2023-0015.
• Alesmaiel Abdullah & Fifield Suzanne G. M. & Hof Justin, 2024, "The Predictive Ability and Profitability of Moving Average Rules in the Saudi Stock Market," Review of Middle East Economics and Finance, De Gruyter, volume 20, issue 2, pages 203-238, DOI: 10.1515/rmeef-2024-0014.
• Mohamed Riyath Mohamed Ismail & Aldabbous Nagham, 2024, "Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGARCH Models," Review of Middle East Economics and Finance, De Gruyter, volume 20, issue 3, pages 299-329, DOI: 10.1515/rmeef-2024-0018.
• Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024, "Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2427, May.
• Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024, "Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?," Janeway Institute Working Papers, Faculty of Economics, University of Cambridge, number 2416, May.
• Edo Duran & Zoran Grubisic & Milena Lazic, 2024, "Volatility Spillover: Garch Analysis of S&P 500's Influence on Precious Metals," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 13, issue 2, pages 187-211.
• Sudhir A. Shah, 2024, "Money-metric valuation of assets," Working papers, Centre for Development Economics, Delhi School of Economics, number 347, Apr.
• Gabriel M. Ahlfeldt & Nikodem Szumilo & Jagdish Tripathy & Gabriel Ahlfeldt, 2024, "Housing-Consumption Channel of Mortgage Demand," CESifo Working Paper Series, CESifo, number 11255.
• Philip Schnorpfeil & Michael Weber & Andreas Hackethal & Michael Weber, 2024, "Inflation and Trading," CESifo Working Paper Series, CESifo, number 11580.
• Paul Schüle, 2024, "Essays in Public Economics and on Equality of Opportunity," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 108.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2024, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-08, Jan.
• Roland Füss & Thorsten Glück & Christian Koeppel & Felix Miebs, 2024, "An averaging framework for minimum-variance portfolios: Optimal rules for combining portfolio weights," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-10, Jan.
• Leonie Bräuer & Harald Hau, 2024, "Fund-Level FX Hedging Redux," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-103, Nov.
• Martin Brown & Daniel Hoechle & Alejandra Perez & Markus Schmid, 2024, "How do Retail Investors Adapt to Exchange Rate Shocks?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-108, Dec.
• Vesa Pursiainen & Meichen Qian & Dragon Yongjun Tang, 2024, "Technology Entrepreneurs' Environmental Commitments and Crowdfunding Outcomes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-25, Apr.
• Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2024, "U.S. and European Listed Real Estate as an Inflation Hedge," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-34, May.
• Damir Filipović & Paul Schneider, 2024, "Fundamental properties of linear factor models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-42, Aug.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2024, "Smoothing Out Momentum and Reversal," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-47, Sep.
• Martin Hoesli & Louis Johner & Zhaklin Krayushkina, 2024, "The Volatility of Listed Real Estate in Europe and Portfolio Implications," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-49, Sep.
• Massimo Filippini & Markus Leippold & Tobias Wekhof, 2024, "The Impact of Sustainable Finance Literacy on Investment Decisions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-57, Oct.
• Louis Johner & Martin Hoesli, 2024, "Real Estate in Liability-Driven Investment: The Case of U.S. Pension Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-62, Nov.
• Erdinc Akyildirim & Matteo Gambara & Josef Teichmann & Syang Zhou, 2024, "Randomized Signature Methods in Optimal Portfolio Selection," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-79, Jan.
• Carlo Zarattini & Andrew Aziz & Andrea Barbon, 2024, "Beat the Market An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-97, May.
• Carlo Zarattini & Andrea Barbon & Andrew Aziz, 2024, "A Profitable Day Trading Strategy For The U.S. Equity Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-98, Mar.
• Fulvio Ortu & Pietro Reggiani & Federico Severino, 2024, "Persistence-based capital allocation along the FOMC cycle," CIRANO Working Papers, CIRANO, number 2024s-02, Feb.
• Francisco Peñaranda & Enrique Sentana, 2024, "Portfolio management with big data," Working Papers, CEMFI, number wp2024_2411, Jun.
• Juan Benavides (Dir. proy.) & Víctor Saavedra & Helena García, 2024, "Construcción de un pipeline de intervenciones de diversificación y alto impacto para la Financiera de Desarrollo Nacional," Informes de Investigación, Fedesarrollo, number 21062, Jan.
• Alexa Juliana Montoya Morales & Yaneth Ladino Villegas & Valeria Rivera Quiguanás, 2024, "Finanzas conductuales y finanzas clásicas, ¿Teorías opuestas o complementarias?," Revista Tendencias, Universidad de Narino, volume 25, issue 2, pages 278-301.
• Andersen, Steffen & Dimmock, Stephen & Meisner Nielsen, Kasper & Peijnenburg, Kim, 2024, "Extrapolators and Contrarians: Forecast Bias and Household Stock Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18810, Feb.
• Didisheim, Antoine & Ke, Barry & Kelly, Bryan & Malamud, Semyon, 2024, "Complexity in Factor Pricing Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18812, Feb.
• Doerr, Sebastian & Eren, Egemen & Malamud, Semyon, 2024, "Money Market Funds and the Pricing of Near-Money Assets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18813, Feb.
• Gourier, Elise & Mathurin, Hélène, 2024, "A Greenwashing Index," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18831, Feb.
• Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024, "International trade in brown shares and economic development," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18856, Feb.
• te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2024, "Portfolio Flows and Household Portfolios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18877, Mar.
• Spaans, Lara & Derwall, Jeroen & huij, joop & Koedijk, Kees, 2024, "The Sustainable Finance Disclosure Regulation: Voluntary Signaling or Mandatory Disclosure?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18881, Mar.
• Filippou, Ilias & Maurer, Thomas & Pezzo, Luca & Taylor, Mark, 2024, "Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19037, May.
• Jin, Lawrence & Peng, Cameron, 2024, "The Law of Small Numbers in Financial Markets: Theory and Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19111, May.
• Gorodnichenko, Yuriy & Yin, Xiao, 2024, "Higher-Order Beliefs and Risky Asset Holdings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19205, Jul.
• Andries, Marianne & Bianchi, Milo & Huynh, Karen & Pouget, Sebastien, 2024, "Return Predictability, Expectations, and Investment: Experimental Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19239, Jul.
• Miles, David & Sefton, James, 2024, "Optimal risk for pension funds: the sustainability of the UK Universities pension scheme," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19254, Jul.
• Peress, Joël & Schmidt, Daniel, 2024, "Uncertainty about What's in the Price," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19273, Jul.
• Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & Kenny, Geoff, 2024, "Wealth Shocks and Portfolio Choice," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19279, Jul.
• Rey, Hélène & Rousset Planat, Adrien & Stavrakeva, Vania & Tang, Jenny, 2024, "Elephants in Equity Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19284, Jul.
• Penaranda, Francisco & Sentana, Enrique, 2024, "Portfolio management with big data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19314, Jul.
• Ahlfeldt, Gabriel & Szumilo, Nikodem & Tripathy, Jagdish, 2024, "Housing-Consumption Channel of Mortgage Demand," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19370, Aug.
• Perotti, Enrico & Terovitis, Spyros, 2024, "Achieving Safety: Personal, Private and Public Provision," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19405, Aug.
• Alessandrini, Fabio & Jondeau, Eric & Vallée, Lou-Salomé, 2024, "Performance and Challenges of Net-Zero Strategies in the Context of the EU Regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19421, Sep.
• Bach, Laurent & Girshina, Anastasia & Sodini, Paolo, 2024, "Soft Negotiators or Modest Builders? Why Women Earn Lower Real Estate Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19433, Sep.
• Irasema Alonso & Mauricio Prado, 2024, "Endogenous Aggregate Beliefs: Equity Trading under Heterogeneity in Ambiguity Aversion," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 2, issue 4, pages 45-60, Abril.
• Julen Iglesias Tejedor, 2024, "Creación de una cartera de inversión que venza la inflación atendiendo a criterios ESG gestionada mediante machine learning," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 2, issue 5, pages 79-100, Mayo.
• Yuming Li, 2024, "A Factor Model Comparison," Annals of Economics and Finance, Society for AEF, volume 25, issue 2, pages 663-674, November.
• Haoquan Zhao & Sheng Wang & Ziang Chen, 2024, "Uncertainty, Endogenous Asset Portfolio, and Credit Distortion," Annals of Economics and Finance, Society for AEF, volume 25, issue 2, pages 591-648, November.
• Filippou, Ilias & Taylor, Mark P. & Wang, Zigan, 2024, "Media Sentiment and Currency Reversals," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 3, pages 1401-1429, May.
• Ben-David, Itzhak & Li, Jiacui & Rossi, Andrea & Song, Yang, 2024, "Discontinued Positive Feedback Trading and the Decline of Return Predictability," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 7, pages 3062-3100, November.
• Chaigneau, Pierre, 2024, "Capital Structure with Information about the Upside and the Downside," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 8, pages 3921-3958, December.
• Jose Pedro Bastos Neves & Willi Semmler, 2024, "Financing the Green Transformation with a Carbon-based Wealth Tax for Climate Protection – A Proposal," Vierteljahreshefte zur Arbeits- und Wirtschaftsforschung, Duncker & Humblot, Berlin, volume 1, issue 4, pages 443-456, DOI: 10.3790/vaw.1.4.443.
• Bangsgaard, Christine & Kokholm, Thomas, 2024, "The lead–lag relation between VIX futures and SPX futures," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100851.
• Stivers, Chris & Sun, Licheng & Saha, Sounak, 2024, "Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100868.
• Deng, Mengdie & Lin, Tse-Chun & Zhou, Jiayu, 2024, "Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100870.
• Ryan, Ellen, 2024, "Are fund managers rewarded for taking cyclical risks?," Journal of Financial Markets, Elsevier, volume 68, issue C, DOI: 10.1016/j.finmar.2024.100893.
• Shen, Yiwen & Shi, Meiqi, 2024, "Intraday variation in cross-sectional stock comovement and impact of index-based strategies," Journal of Financial Markets, Elsevier, volume 68, issue C, DOI: 10.1016/j.finmar.2024.100894.