Research classified by Journal of Economic Literature (JEL) codes

2024

• Bharat Sarath & Yixun Zhou, 2024, "A Three-Stage Procedure for Predicting Stock Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Phillip A. Cartwright & Natalija Riabko, 2024, "Temporal Aggregation and the Estimation of Reverse Regressions for Commodities Market Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Luis Alberiko Gil-Alana, 2024, "Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Charles Cao & Timothy Simin & Han Xiao, 2024, "Predicting the Equity Premium with the Implied Volatility Spread," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yang Zhao & Cheng Few Lee & Min-Teh Yu, 2024, "Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2024, "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng Few Lee, 2024, "Alternative Methods for Estimating Firm’s Growth Rate: Update and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Cheng Few Lee & Wei K. Shih, 2024, "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Yibing Chen & John Lee, 2024, "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024, "An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2024, "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2024, "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Cheng Few Lee, 2024, "Do Investors Still Benefit from Culturally Home-biased Diversification? An Empirical Study of China, Hong Kong, and Taiwan," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hao-Chang Sung, 2024, "Product Market Competition and Real Activities Manipulations: Theory, Implications, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Fu-Lai Lin & Sheng-Yung Yang & Yu-Fen Chen, 2024, "Gold in Portfolio: A Long-Term or Short-Term Diversifier?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Shin-Yun Wang & Cheng Few Lee, 2024, "Fuzzy Multicriteria Decision-Making for Evaluating Mutual Fund Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Weifeng Hung & Chia-Chi Lu & Cheng Few Lee, 2024, "Mutual Fund Herding and Its Impact on Stock Returns: Evidence from the Taiwan Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Alice C. Lee & Cheng Few Lee, 2024, "Stock Return, Risk, and Legal Environment around the World," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Dinh Tran Ngoc Huy & Vu Quynh Nam & Hoang Thanh Hanh & Nguyen Ngoc Thach, 2024, "Further Analysis of Bitcoin, Fintech, and P2P Lending: Perspectives and Recommendations from Industry 4.0," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Julia Nasev & Dominik von der Emde, 2024, "Earnings Quality and the Coinsurance Effect," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2024, "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Andy C.W. Chui, 2024, "Economic Policy Uncertainty and Short-term Reversals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Fu-Lai Lin & Phillip Cartwright, 2024, "Time Aggregation and the Estimation of the Market Model: Revision and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Peter Chinloy & Matthew Imes & Wendy Liu, 2024, "Leases on Balance Sheets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Financial Econometrics, Mathematics, Statistics, and Financial Technology: An Overall View," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Tumellano Sebehela, 2024, "Entropic Two-Asset Option," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sheng-Syan Chen & Cheng Few Lee & Keshab Shrestha, 2024, "Joint Normality Test for the Returns on the Futures and Spot," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Keshab Shrestha & Robert L. Welch, 2024, "Analysis of Theoretical and Empirical Relationships between the Treasury Bills and Eurodollar," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Giulio Anselmi, 2024, "Volatility Risk Measures and Banks’ Leverage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chaoshin Chiao & Tung-Ying Lin & Cheng Few Lee, 2024, "The Reactions to On-Air Stock Reports: Prices, Volume, and Order Submission Behavior," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 36, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Thi Thanh Huyen Nguyen & Duc De Ngo & Mouloud Tensaout, 2024, "Mutual Fund Competition for Ranking: When Risk-Taking Comes with Managerial Effort," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sheng-Syan Chen & Cheng Few Lee & Fu-Lai Lin & Keshab Shrestha, 2024, "Hedge Ratios: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 38, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chin-Chen Chien & Cheng Few Lee & Andrew M. L. Wang, 2024, "A Note on Stock Market Seasonality: The Impact of Stock Price Volatility on the Application of Dummy Variable Regression Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 39, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024, "Time-Changed GARCH versus GARJI Model for Extreme Events: An Empirical Study," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 40, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hany B. Ahmed & Yilmaz Guney, 2024, "Corporate Financial Hedging and the Cost of Equity Capital," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 41, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Oliver M. Rui, 2024, "Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China’s Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 42, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Orla Lenihan, 2024, "Financial Statement Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 43, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Alessandra Allini & Bikki Jaggi & Annamaria Zampella & Martina Prisco, 2024, "Expected Credit Losses under IFRS 9: Concept, Models, and Disclosures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 44, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Fu-Lai Lin & Cheng Few Lee & Win-Lin Chou & Dennis Kin-Keung Fan, 2024, "Hedging with the International Equity Index Futures: The Conventional Model versus the Error Correction Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 45, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cohen Gil, 2024, "Technical Analysis in Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 46, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 47, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jonathan Ross & Joshua Madsen & Gordon Alexander, 2024, "A Correlation-Based Portfolio Choice Algorithm," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 48, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Oliver M. Rui, 2024, "Stock Returns and Volatility on China’s Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 49, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hun Y. Park, 2024, "Value Line Investment Survey Rank Changes and Beta Coefficients," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 50, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Fu-Lai Lin & Mei-Ling Chen, 2024, "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 51, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2024, "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 52, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hanxin Hu & Ting Sun, 2024, "Predicting Stock Return Movement Directions with Sentiment Analysis of News Headlines: A Machine Learning Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 53, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chunchi Wu & Xinyuan Tao, 2024, "Style Investing, Momentum, and Co-movement," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 54, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Carsten Homburg & Laurens O. J. Lapp & Roman Schick, 2024, "Mining for “Green Diamonds” — Value Relevance of Greenhouse Gas Emissions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 55, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Risk Estimation, Diversification, and Optimal Weights," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 56, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Bin Srinidhi, 2024, "The Role of Founder Presence in Investment Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 57, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Wen-Chi Yeh, 2024, "Financial Statement Analyses and Firm Valuation: Johnson & Johnson as a Case Study," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 58, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yufeng Han & Yang Liu & Guofu Zhou & Yingzi Zhu, 2024, "Technical Analysis in the Stock Market: A Review," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 59, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Dimitris Georgoutsos & George Moratis, 2024, "The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 60, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Mark Iarovyi & Sasson Bar-Yosef & Itzhak Venezia, 2024, "Interest Rate Sensitivity and Investor Disagreement: How to Explain Bank Stock Turnover," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 61, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chun-Chong Fu & Chuan-Hsiang Han & Kun Wang, 2024, "A Novel Semi-Static Method for the Index Tracking Problem," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 62, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Andreas G. Koutoupis & Leonidas G. Davidopoulos, 2024, "Fundamental Analysis: A Practical Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 63, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• John M. Longo, 2024, "Lessons on Risk, Return, and Portfolio Construction from the Great Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 64, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Pin-Huang Chou & Kuan-Cheng Ko & K.C. John Wei, 2024, "Sources of Liquidity Premium: Risk or Mispricing?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 65, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cristina Chueca Vergara & Luis Ferruz Agudo, 2024, "Analysis of IBEX-35 Listed Companies: Recent CSR Reports and Behavior of the Main Indicators. Existence of a Proportional Relationship between Greenwashing and Deficient CSR Reports," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 66, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Alex YiHou Huang & Ming-Che Hu, 2024, "Return Volatility, Skewness, and Momentum Effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 67, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xinjie Wang & Ge Wu & Suyang Zhao, 2024, "Predicting Implied Volatility with Historical Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 68, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• LiJane Kao & John Lee & Cheng Few Lee, 2024, "Estimating Binomial and Black & Scholes Option Pricing Models: Excel, R Language, and SAS Program Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 69, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Peter Chinloy & Matthew Imes, 2024, "Value Contributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 70, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• David A. Ziebart & Mark Cheng & Sohee Kim & Wenyin Li & Anh Pham & Darren Woodward, 2024, "Using Computational Science Methods in Accounting and Finance Research," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 71, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Foued Hamouda, 2024, "Stock Buybacks and Financial Turmoil: Pros and Cons for Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 72, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Guanming He & April Zhichao Li, 2024, "The Roles of Financial Analysts in the Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 73, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xinjie Wang & Zhaodong (Ken) Zhong, 2024, "Funding Liquidity and CDS-Bond Basis: Evidence from the CDS Big Bang," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 74, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• G.V. Satya Sekhar, 2024, "Issues and Challenges of Weather and Freight Derivatives: Impact of Pandemic Situation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 75, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Guanming He & April Zhichao Li & Dongxiao Shen, 2024, "On a Long-Term Investment Strategy in a Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 76, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "European Option, American Option, and Option Bounds: Theory, Method, and Some Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 77, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xi Zhang & Philip S. Yu, 2024, "Improving the Stock Market Prediction with Social Media via Broad Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 78, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 79, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yao Zheng & Eric Osmer, 2024, "Do CFA Charterholders Make Better Hedge Fund Managers?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 80, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yu-Li Huang & Kun-Li Lin, 2024, "Impact of Bank Activity and Funding Strategies on Liquidity Management: International Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 81, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cathy Zishang Liu & Kai-Cheung Kenneth Chu & C. S. Agnes Cheng, 2024, "Accounting Information and Firm Valuation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 82, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xingyi Hu & Zhaodong (Ken) Zhong, 2024, "Developments in CDS Markets: A Review on Recent CDS Studies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 83, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jow-Ran Chang & John Lee, 2024, "Decision Tree and Microsoft Excel Approach for Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 84, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Huei-Wen Teng, 2024, "Comparisons between the Markowitz Model and the Black–Litterman Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 85, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2024, "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 86, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Han-Hsing Lee & Ken-Kuan Su, 2024, "Asset Allocation with Cryptocurrencies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 87, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Market-Based, Accounting-Based, and Composite-Based Beta Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 88, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio Selection Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 89, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 90, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Paul W. Chiou, 2024, "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 91, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Tamala Amelia Manda, 2024, "Modeling Different REIT Cash Flows," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 92, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Huei Ching Soo & Cheng Few Lee, 2024, "Bayesian Portfolio Mean-Variance Efficiency Test with Sampling Error of Sharpe Ratio," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 93, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 94, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 95, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Robert Snigaroff & David Wroblewski, 2024, "Global International ELM versus Momentum," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 96, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jow-Ran Chang & John Lee & Cheng Few Lee, 2024, "Estimating European and American Option Pricing Models: Excel and SAS Language Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 97, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jacob Oded & Itzhak Venezia, 2024, "Estimating the Probabilities of Default under the Assumption of Unobserved Heterogeneity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 98, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Wei-Fang Niu & Henry Horng-Shing Lu, 2024, "A Factor Model for Graph Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 99, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2024, "A Dynamic CAPM with Supply Effect: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 100, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sibongile Zwane, 2024, "Indices Herding Behavior and Its Impact on Listed Real Estate and Two Other Asset Classes: A Case of Developed versus Emerging Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 101, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Christopher C. Geczy & John B. Guerard Jr., 2024, "Price Momentum, Earnings Forecasting, and Valuation: Implications for Inefficient Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 102, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Jing-Rung Yu, 2024, "Advancement of Optimal Portfolio Models with Short Sales and Transaction Costs: Methodology and Effectiveness," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 103, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Yibing Chen & John Lee, 2024, "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 104, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Philip Keejae Hong & Kyonghee Kim & Sukesh Patro, 2024, "On the Treatment of the Momentum Factor in Accounting-Based Anomalies: A Discussion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 105, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Y. L. Hsu & T. L. Lin & Cheng Few Lee, 2024, "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 106, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Wen-Chi Yeh, 2024, "Options, Put–Call Parities, and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 107, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jungshik Hur, 2024, "A Cross-sectional Asset Pricing Test with More Power: An Instrumental Variable Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 108, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hong-Yi Chen & Alice Lee & Yuhsin Tai, 2024, "Current vs. Permanent Earnings for Estimating Alternative Dividend Payment Behavioral Model: Theory, Methods, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 109, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Chengru Hu & Maggie Foley, 2024, "Differential Effect of Inside Debt, CEO Compensation Diversification, and Firm Investment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 110, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2024, "Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory, Empirical Evidence, and Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 111, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2024, "Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 112, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• 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".
• Fischer, Marcel & Jensen, Bjarne Astrup & Koch, Marlene, 2024, "Mandatory pension saving and homeownership," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 295.
• 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.
• Lukas Menkhoff & Jannis Westermann, 2024, "Determinants of Stock Market Participation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2078.
• Nils Brouwer & Jakob de Haan, 2024, "What Drives Households’ Knowledge about Cryptocurrencies?," Working Papers, DNB, number 799, Feb.
• Madi Mangan & Mauro Mastrogiacomo & Hans Bloemen, 2024, "Residual Mortgage Debt, Insurance, and Defaults in the Netherlands," Working Papers, DNB, number 824, Dec.
• Gottschalg, Oliver, 2024, "Continuation Funds: Performance and Determinants, 2018-2022 Vintages," HEC Research Papers Series, HEC Paris, number 1515, Apr, DOI: 10.2139/ssrn.4752652.
• Massa, Massimo & Mensah, Albert & Tang, Vicki Wei & Asamoah, Prince Elvis, 2024, "The Early Bird Catches the Worm: How Lasting is the Value of New, Alternative Data?," HEC Research Papers Series, HEC Paris, number 1518, Apr, DOI: 10.2139/ssrn.4788210.
• Adalid, Ramón & Scopel, Silvia & Kazarian, Lucía & Malacrino, Davide, 2024, "Money and credit dynamics in the euro area and a comparison with the United States," Economic Bulletin Boxes, European Central Bank, volume 6.
• Adalid, Ramón & Lampe, Max & Scopel, Silvia, 2024, "Monetary dynamics during the tightening cycle," Economic Bulletin Boxes, European Central Bank, volume 8.
• Coste, Charles-Enguerrand, 2024, "Toss a stablecoin to your banker - Stablecoins’ impact on banks’ balance sheets and prudential ratios," Occasional Paper Series, European Central Bank, number 353, Jul.
• Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & Kenny, Geoff, 2024, "Consumer risk-taking and stock market investment: Insights using the CES’s consumer finance module," Research Bulletin, European Central Bank, volume 119.
• Breckenfelder, Johannes & De Falco, Veronica, 2024, "A diverse investor base impacts the effectiveness of large-scale asset purchases," Research Bulletin, European Central Bank, volume 120.
• Kaufmann, Christoph & Leyva, Jaime & Storz, Manuela, 2024, "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Paper Series, European Central Bank, number 2892, Jan.
• Georgarakos, Dimitris & Popov, Alexander, 2024, "I (don’t) owe you: sovereign default and borrowing behavior," Working Paper Series, European Central Bank, number 2893, Jan.
• Lambert, Claudia & Molestina Vivar, Luis & Wedow, Michael, 2024, "Is home bias biased? New evidence from the investment fund sector," Working Paper Series, European Central Bank, number 2924, Apr.
• Graziano, Marco & Habib, Maurizio Michael, 2024, "Mutual funds and safe government bonds: do returns matter?," Working Paper Series, European Central Bank, number 2931, Apr.
• Breckenfelder, Johannes & De Falco, Veronica, 2024, "Investor heterogeneity and large-scale asset purchases," Working Paper Series, European Central Bank, number 2938, May.
• Dekker, Lennart & Molestina Vivar, Luis & Weistroffer, Christian, 2024, "Passing on the hot potato: the use of ETFs by open-ended funds to manage redemption requests," Working Paper Series, European Central Bank, number 2963, Jul.
• Feinstein, Zachary & Hałaj, Grzegorz & Søjmark, Andreas, 2024, "The not-so-hidden risks of ‘hidden-to-maturity’ accounting: on depositor runs and bank resilience," Working Paper Series, European Central Bank, number 2970, Aug.
• Couts, Spencer J. & Goncalves, Andrei S., 2024, "A First Look at the Historical Performance of the New NAV REITs," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-01, Jan.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2024, "Creative Destruction, Stock Return Volatility, and the Number of Listed Firms," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-09, Jun.
• Green, T. Clifton & Zhang, Shaojun, 2024, "Alternative Data in Active Asset Management," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-12, Jul.
• Couts, Spencer J. & Goncalves, Andrei S. & Liu, Yicheng & Loudis, Johnathan, 2024, "Institutional Investors' Subjective Risk Premia: Time Variation and Disagreement," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-17, Aug.
• Brown, Gregory W. & Goncalves, Andrei S. & Hu, Wendy, 2024, "The Private Capital Alpha," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-20, Sep.
• Yin, Cynthia, 2024, "Do Production Frictions Affect the Impact of Sustainable Investing?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-25, Dec.
• Gipper, Brandon & Sequeira, Fiona & Shi, Shawn X., 2024, "Carbon Accounting Quality: Measurement and the Role of Assurance," Research Papers, Stanford University, Graduate School of Business, number 4186, Feb.
• Mariem Talbi & Monia Mokhtar Ferchichi & Fatma Ismaalia & Samia Samil, 2024, "Unveiling COVID-19’s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 1, pages 216-232, January.
• Faeezah Peerbhai & Damien Kunjal, 2024, "The Impact of COVID-19 on Banking Sector Returns, Profitability, and Liquidity in South Africa," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 2, pages 146-151, March.
• Lamine Diane & Pradeep Brijlal, 2024, "Forecasting Stock Market Realized Volatility using Random Forest and Artificial Neural Network in South Africa," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 2, pages 5-14, March.
• Gautam Milind Gokhale & Ankur Mittal, 2024, "Exploring the Nexus of Capital Market and Investor Behaviour: A Systematic Literature Review," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 2, pages 65-76, March.
• Selamet Herman Cipto & Endri Endri & Yono Haryono & Dhanang Hartanto, 2024, "Islamic Stock Indices and COVID-19: Evidence from Indonesia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 3, pages 83-88, May.
• Matiur Rahman, 2024, "Interactions between Equity REITs and S&P 500 Returns," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 3, pages 206-211, May.
• à ureo Manuel & Rui Dias & Rosa Galvão & Miguel Varela, 2024, "Analysing Financial Market Integration between Stock and Precious Metals Indices," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 4, pages 222-238, July.
• Jianglin Dennis Ding, 2024, "Less is More: In Search of Sustainable Investment Premium," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 5, pages 233-241, September.
• Feby Yanti & Endri Endri, 2024, "Financial Behavior, Overconfidence, Risk Perception and Investment Decisions: The Mediating Role of Financial Literacy," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 5, pages 289-298, September.
• Viktoriia Myronchuk & Oleksandr Yatsenko & Dmytro Riznyk & Olena Hurina & Andrii Frolov, 2024, "Financing Sustainable Development: Analysis of Modern Approaches and Practices in the Context of Financial and Credit Activities," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 5, pages 317-329, September.
• Shalini Ojha & Amal Kumar Agarwala, 2024, "A Critical Review of Overconfidence in Investment Decisions: A Bibliometric Analysis," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 6, pages 104-109, October.
• Safae Benfeddoul & Asmâa Alaoui Taib, 2024, "Cross-Sectionnal Patterns in Moroccan Sock Returns: A Fama-French Perspective," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 6, pages 182-194, October.
• Arif Çilek & Onur SeyranlıoÄŸlu, 2024, "Portfolio Optimization with Entropy-CRITIC-IDDWS- PROMETHEE Model in BIST Retail Trade Sector," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 14, issue 6, pages 23-35, October.
• Khaled Bataineh, 2024, "Crude Oil Prices and the Egyptian Economy Evidence from the Stock Market," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 1, pages 383-392, January.
• Farah Durani, 2024, "Time-varying Relationship between Fossil Fuel-Free Energy Indices and Economic Uncertainty: Global Evidence from Wavelet Coherence Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 1, pages 663-672, January.
• Bashu Dev Dhungel & Pitambar Lamichhane, 2024, "Emerging Trend and Causes of Discrepancy between Proposed and Actual Flows of Foreign Capital into Nepalese Energy Sector," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 2, pages 341-348, March.
• Ahmad Monir Abdullah & Aini Aman, 2024, "Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 3, pages 216-234, May.
• Rui Dias & Mariana Chambino & Rosa Galvão & Paulo Alexandre & Mohammad Irfan, 2024, "Side Effects and Interactions: Exploring the Relationship between Dirty and Green Cryptocurrencies and Clean Energy Stock Indices," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 3, pages 411-416, May.
• Mirzat Ullah & Kazi Sohag & Farrukh Nawaz & Oleg Mariev & Umar Kayani & Igor Mayburov & Svetlana Doroshenko, 2024, "Impact of Oil Price Shocks on Crypto and Conventional Financial Assets during Financial Crises: Evidence from the Russian Financial Market," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 4, pages 472-483, July.
• Aloysius Sam & Michael Karikari Appiah & Elikplim Ameko & Beverly Akomea Bonsu, 2024, "Smart Initiatives to Drive Solar Energy Investments under Environmental Uncertainty: Exploring Linear and Quadratic Relationships," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 4, pages 550-561, July.
• Hatem Brik & Jihene El Ouakdi, 2024, "Interplay of Volatility and Geopolitical Tensions in Clean Energy Markets: A Comprehensive GARCH-LSTM Forecasting Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 4, pages 92-107, July.
• Serkan Yilmaz Kandir & Gozde Elbir Mermer, 2024, "Investigating the Impact of Renewable Energy Investment Announcements on Stock Returns of Borsa Istanbul Energy Companies," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 6, pages 542-547, November.
• Farrukh Nawaz & Mrestyal Khan & Umar Kayani & Indry Aristianto Pradipta & Aulia Luqman Aziz, 2024, "Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 6, pages 597-604, November.