Research classified by Journal of Economic Literature (JEL) codes

2024

• Cui, Yueting & Gavriilidis, Konstantinos & Gebka, Bartosz & Kallinterakis, Vasileios, 2024, "Numerological superstitions and market-wide herding: Evidence from China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103199.
• Harris, Richard D.F. & Mazibas, Murat & Rambaccussing, Dooruj, 2024, "Bitcoin replication using machine learning," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103207.
• Hsu, Shu-Han & Cheng, Po-Keng & Yang, Yiwen, 2024, "Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103211.
• Kim, Junyong, 2024, "Zoom in on momentum," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103217.
• Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Sensoy, Ahmet & Goodell, John W., 2024, "Volatility spillovers and hedging strategies between impact investing and agricultural commodities," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103237.
• Cakici, Nusret & Shahzad, Syed Jawad Hussain & Będowska-Sójka, Barbara & Zaremba, Adam, 2024, "Machine learning and the cross-section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103244.
• Ben Ameur, Hachmi & Ftiti, Zied & Louhichi, Waël & Yousfi, Mohamed, 2024, "Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103255.
• Zhang, Haolin & Feng, Yongqi & Wang, Ying & Ni, Juan, 2024, "Peer effects in corporate financialization: The role of Fintech in financial decision making," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103267.
• He, Xinao & Xu, Runguo & Sun, Kai & Wang, Jian, 2024, "Population intensity, location choice, and investment portfolio selection: A case of emerging economies," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103271.
• Díaz, Juan D. & Hansen, Erwin & Cabrera, Gabriel, 2024, "Machine-learning stock market volatility: Predictability, drivers, and economic value," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103286.
• Huang, Yujun, 2024, "Do ESG ETFs provide downside risk protection during Covid-19? Evidence from forecast combination models," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103320.
• Valadkhani, Abbas & O'Mahony, Barry, 2024, "Sector-specific calendar anomalies in the US equity market," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103347.
• Salisu, Afees A. & Akinsomi, Omokolade & Ametefe, Frank Kwakutse & Hammed, Yinka S., 2024, "Gold market volatility and REITs' returns during tranquil and turbulent episodes," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103348.
• Božović, Miloš, 2024, "VIX-managed portfolios," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103353.
• Özer, Mustafa & Frömmel, Michael & Kamişli, Melik & Vuković, Darko B., 2024, "Do bitcoin shocks truly Cointegrate with financial and commodity markets?," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103354.
• Tan, Xueping & Zhong, Yiran & Vivian, Andrew & Geng, Yong & Wang, Ziyi & Zhao, Difei, 2024, "Towards an era of multi-source uncertainty: A systematic and bibliometric analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103411.
• Tang, Lu & Tan, Eric K.M. & Low, Rand, 2024, "Complements or substitutes? The effect of ETFs on other managed funds," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103414.
• Nielsen, Ole Linnemann & Posselt, Anders Merrild, 2024, "Betting on mean reversion in the VIX? Evidence from ETP flows," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103421.
• Grobys, Klaus, 2024, "A universal exponent governing foreign exchange rate risks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103422.
• Aharon, David Y. & Ali, Shoaib & Brahim, Mariem, 2024, "Connectedness at extremes between real estate tokens and real estate stocks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103425.
• Biondo, Alessio Emanuele & Mazzarino, Laura & Pluchino, Alessandro, 2024, "Trading strategies and Financial Performances: A simulation approach," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103426.
• Kong, Dongmin & Zhao, Zhao, 2024, "Political investing of mutual funds," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103428.
• Zhu, Lin & Jiang, Fuwei & Tang, Guohao & Jin, Fujing, 2024, "From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103433.
• Hoque, Mohammad Enamul & Billah, Mabruk & Kapar, Burcu & Naeem, Muhammad Abubakr, 2024, "Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103434.
• Lu, Ting & Luo, Pengfei, 2024, "Bank-tax-interaction, carbon emission reduction investment and financing decisions for SMEs," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103456.
• Muñoz Mendoza, Jorge A. & Veloso Ramos, Carmen L. & Delgado Fuentealba, Carlos L. & Araya Gómez, Iván E. & Sepúlveda Yelpo, Sandra M. & Cornejo Saavedra, Edinson E., 2024, "Connectedness in the global banking market network: Implications for risk management and financial policy," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103470.
• Zhao, Shengli, 2024, "Objective acceptability indexes," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103459.
• Nakagawa, Kei & Sakemoto, Ryuta, 2024, "Commodity sectors and factor investment strategies," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103493.
• Fan, Yaoyao & Song, Qinhao & Guan, Rong & Ly, Kim Cuong & Jiang, Yuxiang, 2024, "Mutual fund herding and performance: Evidence from China," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103503.
• Li, Yihan, 2024, "Trading on trends: How the ordering of historical volume predicts Chinese stock returns?," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103518.
• Horn, Matthias & Oehler, Andreas, 2024, "Constructing stock portfolios by sorting on ESG ratings: Does the rating provider matter?," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103568.
• Cakici, Nusret & Zaremba, Adam, 2024, "What drives stock returns across countries? Insights from machine learning models," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103569.
• Lu, Cheng & Ndiaye, Papa Momar & Simaan, Majeed, 2024, "Improved estimation of the correlation matrix using reinforcement learning and text-based networks," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103572.
• Baruník, Jozef & Kurka, Josef, 2024, "Risks of heterogeneously persistent higher moments," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103573.
• Ju, Chunhua & Fang, Xusheng & Shen, Zhonghua, 2024, "Investor attention and corporate financialization: Evidence from internet search volume," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103576.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "The spillover and comovement of downside and upside tail risks among crude oil futures markets," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103578.
• Fang, Fei & Parida, Sitikantha, 2024, "Climate policy regime change and mutual fund flows: Insights from the 2020 US election," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103580.
• Dickinson, David & Han, Xuyuan & Liu, Zhenya & Zhan, Yaosong, 2024, "Fee structure and equity fund manager’s optimal locking in profits strategy," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103611.
• Karim, Muhammad Mahmudul & Shah, Mohamed Eskandar & Noman, Abu Hanifa Md. & Yarovaya, Larisa, 2024, "Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103617.
• Hervé, Fabrice & Marsat, Sylvain, 2024, "Like daughter, like father: Female socialization and green equity investment," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103627.
• De Bondt, Werner & De Winne, Rudy & D’Hondt, Catherine, 2024, "Measuring speculation beyond day trading and bets on lottery-like stocks," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103632.
• Ardakani, Omid M., 2024, "Portfolio optimization with transfer entropy constraints," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103644.
• Dunbar, Kwamie & Owusu-Amoako, Johnson & Treku, Daniel N., 2024, "Unveiling the Nexus: Carbon finance and climate technology advancements," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103658.
• Joubert, Thomas H.A., 2024, "Unraveling Bitcoin price unpredictability: The role of hard forks," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103662.
• Yousaf, Imran & Abrar, Afsheen & Ali, Shoaib & Goodell, John W., 2024, "Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103666.
• Zhang, Jinhua & Mao, Rui & Goodell, John W. & Du, Anna Min & Xu, Yimin, 2024, "Impact of bank-affiliation on liquidity seeking of foreign mutual funds during adverse shocks: Evidence from China," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103679.
• Warkulat, Sonja & Pelster, Matthias, 2024, "Social media attention and retail investor behavior: Evidence from r/wallstreetbets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103721.
• Qian, Binsheng & Poshakwale, Sunil & Tan, Yusen, 2024, "‘E’ of ESG and firm performance: Evidence from China," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103751.
• Olivier Darmouni & Lira Mota, 2024, "The Savings of Corporate Giants," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 10, pages 3024-3049.
• Marta Khomyn & Tālis Putniņs̆Stockholm & Marius Zoican, 2024, "The Value of ETF Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 10, pages 3092-3148.
• Victor Duarte & Diogo Duarte & Dejanir H Silva, 2024, "Machine Learning for Continuous-Time Finance," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3217-3271.
• Francisco Gomes & Thomas Jansson & Yigitcan Karabulut, 2024, "Do Robots Increase Wealth Dispersion?," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 1, pages 119-160.
• Divya Kirti & Natasha Sarin, 2024, "What Private Equity Does Differently: Evidence from Life Insurance," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 1, pages 201-230.
• Adem Atmaz & Suleyman Basak & Fangcheng Ruan, 2024, "Dynamic Equilibrium with Costly Short-Selling and Lending Market," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 2, pages 444-506.
• Thummim Cho & Lukas Kremens & Dongryeol Lee & Christopher Polk, 2024, "Scale or Yield? A Present-Value Identity," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 950-988.
• Walter Pohl & Karl Schmedders & Ole Wilms, 2024, "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 989-1028.
• Justin Birru & Sinan Gokkaya & Xi Liu & René Stulz, 2024, "Are Analyst “Top Picks” Informative?," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 5, pages 1538-1583.
• Matthew O Jackson & Agathe Pernoud, 2024, "Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 7, pages 2017-2062.
• Spencer J Couts & Andrei S Gonçalves & Andrea Rossi, 2024, "Unsmoothing Returns of Illiquid Funds," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 7, pages 2110-2155.
• Edib Smolo & Ruslan Nagayev & Rashed Jahangir & Christo S. C. Tarazi, 2024, "Resilience amidst turmoil: a multi-resolution analysis of portfolio diversification in emerging markets during global financial and health crises," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 1, pages 51-69, February, DOI: 10.1057/s41260-023-00332-1.
• Pratish Patel & Andrew Raquel & Savannah Chadwick, 2024, "The cash-secured put-write strategy and the variance risk premium," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 1, pages 31-50, February, DOI: 10.1057/s41260-023-00333-0.
• Thomas M. Treptow, 2024, "CO2 investment risk analysis," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 1, pages 19-30, February, DOI: 10.1057/s41260-023-00342-z.
• Emon Kalyan Chowdhury, 2024, "Do weather patterns effect investment decisions in the stock market? A South Asian perspective," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 2, pages 162-171, March, DOI: 10.1057/s41260-023-00334-z.
• Jonas Zink, 2024, "Which investors support the transition toward a low-carbon economy? Exit and Voice in mutual funds," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 2, pages 147-161, March, DOI: 10.1057/s41260-023-00345-w.
• Vito Ciciretti & Alberto Pallotta, 2024, "Network Risk Parity: graph theory-based portfolio construction," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 2, pages 136-146, March, DOI: 10.1057/s41260-023-00347-8.
• Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas, 2024, "Do ESG fund managers pump and dump the stocks in their portfolios? European evidence," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 3, pages 245-260, May, DOI: 10.1057/s41260-024-00351-6.
• Immo Stadtmüller & Benjamin R. Auer & Frank Schuhmacher, 2024, "Core-satellite investing with commodity futures momentum," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 3, pages 261-287, May, DOI: 10.1057/s41260-024-00352-5.
• Kay Stankov & Dirk Schiereck & Volker Flögel, 2024, "Cost mitigation of factor investing in emerging equity markets," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 3, pages 303-325, May, DOI: 10.1057/s41260-024-00353-4.
• Björn Uhl, 2024, "Sharpe-optimal volatility futures carry," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 3, pages 288-302, May, DOI: 10.1057/s41260-024-00359-y.
• Tom Arnold & John H. Earl & Joseph Farizo & David North, 2024, "Endowment asset allocations: insights and strategies," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 4, pages 349-368, July, DOI: 10.1057/s41260-023-00346-9.
• Ivelina Pavlova & Ann Marie Hibbert, 2024, "Performance dispersion among target date funds," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 4, pages 369-382, July, DOI: 10.1057/s41260-024-00349-0.
• Mikhail Samonov & Nonna Sorokina, 2024, "A century of asset allocation crash risk," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 4, pages 383-406, July, DOI: 10.1057/s41260-024-00355-2.
• Valeriy Zakamulin & Javier Giner, 2024, "Optimal trend-following rules in two-state regime-switching models," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 4, pages 327-348, July, DOI: 10.1057/s41260-024-00357-0.
• Zhengnan Yin & Niall O’Sullivan & Meadhbh Sherman, 2024, "The market timing ability of bond mutual funds," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 5, pages 508-527, September, DOI: 10.1057/s41260-024-00371-2.
• Hilal Anwar Butt & James W. Kolari & Mohsin Sadaqat, 2024, "Market volatility, momentum, and reversal: a switching strategy," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 5, pages 460-478, September, DOI: 10.1057/s41260-024-00372-1.
• Andrew Grant & Oh Kang Kwon & Steve Satchell, 2024, "Properties of risk aversion estimated from portfolio weights," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 5, pages 427-444, September, DOI: 10.1057/s41260-024-00375-y.
• Monia Magnani & Massimo Guidolin & Ian Berk, 2024, "Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 7, pages 666-699, December, DOI: 10.1057/s41260-024-00377-w.
• Gerasimos G. Rompotis, 2024, "The performance of anti-ESG ETFs in the United States," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 7, pages 700-713, December, DOI: 10.1057/s41260-024-00381-0.
• Martin B. Schmidt, 2024, "On the Incentive Structure of Tournaments: Evidence from the National Basketball Association’s Draft Lottery," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 50, issue 3, pages 400-429, June, DOI: 10.1057/s41302-024-00272-7.
• Christoph Sommer, 2024, "The Impact of Long-Term Finance on Job Quality, Investments and Firm Performance: Cross-Country Evidence," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), volume 36, issue 4, pages 747-776, August, DOI: 10.1057/s41287-023-00611-y.
• Christian Gollier, 2024, "Evaluating sustainability actions under uncertainty: the role of improbable extreme scenarios," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 49, issue 1, pages 59-74, March, DOI: 10.1057/s10713-023-00095-0.
• Nadine Gatzert & Anna Kraus, 2024, "Do sustainability attributes play a role for individuals’ decisions regarding unit-linked life insurance? A survey research on German private investors," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 49, issue 4, pages 719-746, October, DOI: 10.1057/s41288-024-00313-4.
• Amanda Sanseverino & Jimena González-Ramírez & Kelly Cwik, 2024, "Do ESG progress disclosures influence investment decisions?," International Journal of Disclosure and Governance, Palgrave Macmillan, volume 21, issue 1, pages 107-126, March, DOI: 10.1057/s41310-023-00198-0.
• Vismaya Gangadharan & Lakshmi Padmakumari, 2024, "Fogging the firm performance: an empirical examination of the annual report readability in India," International Journal of Disclosure and Governance, Palgrave Macmillan, volume 21, issue 2, pages 211-226, June, DOI: 10.1057/s41310-023-00195-3.
• Elham Daadmehr, 2024, "Workplace sustainability or financial resilience? Composite-financial resilience index," Risk Management, Palgrave Macmillan, volume 26, issue 2, pages 1-35, May, DOI: 10.1057/s41283-023-00139-9.
• Arianna Agosto & Alessandra Tanda, 2024, "Divergence and aggregation of ESG ratings: a survey," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 225, Dec.
• Lakatos, Artur Lóránd & Botos, Ákos, 2024, "Stock market decision-making in the light of prospect theory," Public Finance Quarterly, Corvinus University of Budapest, volume 70, issue 2, pages 63-89, DOI: https://doi.org/10.35551/PFQ_2024_2.
• Da Huo, Da, 2024, "Efficient Estimation of Stochastic Parameters: A GLS Approach," MPRA Paper, University Library of Munich, Germany, number 119731, Jan.
• Bonga-Bonga, Lumengo & Montshioa, Keitumetse, 2024, "Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies," MPRA Paper, University Library of Munich, Germany, number 119910, Jan.
• Lee, David, 2024, "Hedge Fund Investment Returns and Performance," MPRA Paper, University Library of Munich, Germany, number 120350, Mar.
• DiMaria, charles-henri, 2024, "ESG principles: the limits to green benchmarking," MPRA Paper, University Library of Munich, Germany, number 120410, revised 2024.
• Rodriguez, Harold & Colombo, Jefferson, 2024, "Is bitcoin an inflation hedge?," MPRA Paper, University Library of Munich, Germany, number 120477, Mar.
• Neifar, Malika & Hdider, Anis, 2024, "Role of Crude Oil, Natural Gas and Wheat Prices and the Impact of the ‎Russian-Ukrainian War on the Investor Social Network Sentiment; Evidence ‎from the US Stock Market," MPRA Paper, University Library of Munich, Germany, number 120920, May.
• Khanam, Rifat Binte & Rabeya, Jannatul Ferdous & Hasan, Amena, 2024, "Building Trust, Fueling Growth: The Cornerstone Role of Capital Market Governance in Bangladesh," MPRA Paper, University Library of Munich, Germany, number 121449, Apr, revised 08 May 2024.
• Arnone, Massimo & Leogrande, Angelo & Costantiello, Alberto & Laureti, Lucio, 2024, "Banking Stability in the ESG Framework Across Italian Regions," MPRA Paper, University Library of Munich, Germany, number 121452, Jul.
• Ibanez, Francisco & Urga, Giovanni, 2024, "Incorporating Market Regimes into Large-Scale Stock Portfolios: A Hidden Markov Model Approach," MPRA Paper, University Library of Munich, Germany, number 121552, Jul.
• de Oliveira Souza, Thiago, 2024, "Model risk pricing and hedging," MPRA Paper, University Library of Munich, Germany, number 121827, Sep.
• Li, Chao & Keeley, Alexander Ryota & Takeda, Shutaro & Seki, Daikichi & Managi, Shunsuke, 2024, "Investor’s ESG Tendency Probed by Pre-trained Transformers," MPRA Paper, University Library of Munich, Germany, number 122756, Nov.
• Winkler, Julian, 2024, "Changing preferences as a source of stock return variation," MPRA Paper, University Library of Munich, Germany, number 122802.
• Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024, "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper, University Library of Munich, Germany, number 122899, Oct.
• Sokhombela, Andiswa Luncedo Lwandile & Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2024, "Assessing the performance of safe haven assets during major crises," MPRA Paper, University Library of Munich, Germany, number 123066, Dec.
• Okeke, Clement Ejiofor & Oyewobi, Ifeoluwapo A., 2024, "Effect of Corporate Reserve on the Financial Performance of Listed Industrial Good Companies in Nigeria," MPRA Paper, University Library of Munich, Germany, number 124021, Jun.
• Roudari, Soheil & Omidi, Vahid & Ahmadian-Yazdi, Fazaneh, 2024, "The Dynamics of Fossil Fuels, Cryptocurrencies, and Clean Energy: Dose the Energy market's price volatility create an incentive for cryptocurrency mining?," MPRA Paper, University Library of Munich, Germany, number 126833, Mar.
• Roudari, Soheil, 2024, "Optimal Investment Portfolio and Time‑Varying Risk Hedging: New Evidence from Currency, Stock, Gold Coin, and Housing Markets," MPRA Paper, University Library of Munich, Germany, number 126952, Aug.
• Roudari, Soheil, 2024, "بررسی رابطه علی پویا میان بازار سهام و سایر بازارهای دارایی: شواهدی جدید از الگوی Rolling- Window Bootstrap Causality
  [Dynamic Causal Relationships Between the Stock Market and Other Asset Markets: New Evidence from a Rolling Window Bootstrap Caus," MPRA Paper, University Library of Munich, Germany, number 126972, Aug.
• Farahanifard, Saeed & Rahimi Kahkashi, Sanaz & Roudari, Soheil, 2024, "طراحی سبد بهینه پویای سرمایه گذاری با حداقل ریسک: شواهدی جدید از الگوی خودرگرسیون برداری متغیر در زمان
  [Dynamic Optimal Portfolio Design with Minimum Risk: New Evidence from the Time Varying Parameter Vector Autoregression Model]," MPRA Paper, University Library of Munich, Germany, number 127332, Oct, revised 16 Feb 2025.
• Michal Vyletelka, 2024, "ESG Score Uncertainty and Excess Stock Returns: European Stock Market Case," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 2, pages 137-163, DOI: 10.18267/j.pep.854.
• Pavel Jankulár, 2024, "Risk-return Portfolio Level Trade-off for Czech Banks," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 2, pages 187-219, DOI: 10.18267/j.pep.859.
• Kryštof Tichý & Pavlína Petrová, 2024, "The Level of Awareness of Non-fungible Tokens as an Investment Tool in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 3, pages 319-335, DOI: 10.18267/j.pep.861.
• Ecem Demirhan & Ekin Tokat & Hakki Arda Tokat, 2024, "Assessing the Impact of Terrorist Attacks on Sovereign Risk Perception: Evidence from Turkey's CDS Market," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 5, pages 645-661, DOI: 10.18267/j.pep.877.
• Ngo Thai Hung, 2024, "Price Spillovers from Decentralized Finance to CEE Stock Markets," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue 3, pages 565-596, DOI: 10.18267/j.polek.1416.
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2024, "Online Appendix to "The Macroeconomics of Hedging Income Shares"," Online Appendices, Review of Economic Dynamics, number 20-335.
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2024, "Code and data files for "The Macroeconomics of Hedging Income Shares"," Computer Codes, Review of Economic Dynamics, number 20-335, revised .
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2024, "The Macroeconomics of Hedging Income Shares," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 54, October, DOI: 10.1016/j.red.2024.101235.
• Muhammad Wajid Raza & Bahrawar Said & Ijaz Hassan, 2024, "A Low-Risk vs. Market-Based Portfolio in Equity Market: Evidence from Global Financial Crisis and Global Pandemic Crisis in Pakistan," Audit and Accounting Review, University of Management and Technology, Lahore, Pakistan, volume 4, issue 2, pages 60-90.
• Zhenyu Gao & Yan Luo & Shu Tian & Hao Yang, 2024, "Green Preference, Green Investment," ADB Economics Working Paper Series, Asian Development Bank, number 722, Apr.
• Xiaomin Guo & Huijian Dong & Gary A. Patterson, 2024, "Equity Returns Around Extreme Loss: A Stochastic Event Approach," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 207-220.
• Javed Bin Kamal & Akhand Akhtar Hossain & Omar Al Farooque & Mark Wohar, 2024, "Asset Returns and Economic Uncertainty: A Cross-Country Analysis," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 244-276.
• Hongjun Zeng & Abdullahi D. Ahmed, 2024, "Risk Transmission and Hedging Strategies Between Chinese Stock Market and Major Trading Partners Along the Belt and Road in COVID-19 Scenario," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 2, pages 372-400.
• Dmitry Patlasov, 2024, "Assessment of the Russian stock market volatility impact on credit spreads of Russian corporate bonds," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 76, pages 29-50.
• Candra Kusuma & Sri Delasmi Jayanti, 2024, "Pengaruh Informasi Akuntansi Keuangan dan Pendanaan Syariah terhadap Keputusan Investasi pada Perusahaan Properti yang Baru Berdiri: Studi Kasus pada PT Dwika Raya Propertindo," Jurnal Bisnis Mahasiswa, Aksara Indo Rajawali, volume 4, issue 3, pages 226-236.
• Iman Dadfar & Roya Seyfipour & Azadeh Mehrabiyan & Narciss Aminrashti, 2024, "Introduction Determining the optimal portfolio of bank facilities with the Markowitz approach and meta-heuristic algorithms (Case study of Sina Bank)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 11, issue 2, pages 167-198.
• Guangyun Deng & Hui-Chung Che & Yingwu Peng, 2024, "A Study on Patents Invalidation Reexamination Decisions for Discussing Variance between Strong Utility Models and Weak Utility Models," Bulletin of Applied Economics, Risk Market Journals, volume 11, issue 2, pages 83-110.
• Robert-?tefan CONSTANTIN & Marina-Diana AGAFI?EI & Adriana AnaMaria DAVIDESCU, 2024, "Enhancing Portfolio Structure with Evolutionary Multi-Objective Optimisation," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 682-691, August.
• Wanbo Lu & Guanglin Huang & Kris Boudt, 2024, "Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 24/1085, Mar.
• James Brugler & Minsoo Kim & Zhuo Zhong, 2024, "Liquidity shocks and pension fund performance: Evidence from early access," Australian Journal of Management, Australian School of Business, volume 49, issue 2, pages 170-191, May, DOI: 10.1177/03128962221127804.
• Andrew Ainsworth & Shumi Akhtar & Adam Corbett & Adrian Lee & Terry Walter, 2024, "Superannuation fees, asset allocation and fund performance," Australian Journal of Management, Australian School of Business, volume 49, issue 3, pages 340-365, August, DOI: 10.1177/03128962221137775.
• Son D Pham & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2024, "Predicting ETF liquidity," Australian Journal of Management, Australian School of Business, volume 49, issue 3, pages 478-508, August, DOI: 10.1177/03128962221143494.
• Paramita Mukherjee & Rajashri Chatterjee, 2024, "Feedback Trading and Its Implications for Return Autocorrelations in India During COVID," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 23, issue 2, pages 246-270, June, DOI: 10.1177/09726527231215541.
• Zynobia Barson & Kwame Simpe Ofori & Peterson Owusu Junior & Kwabena G. Boakye & George Oppong Appiagyei Ampong, 2024, "Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 23, issue 3, pages 306-335, September, DOI: 10.1177/09726527241233920.
• Ameet Kumar Banerjee & HK Pradhan, 2024, "Did Precious Metals Serve as Hedge and Safe-haven Alternatives to Equity During the COVID-19 Pandemic: New Insights Using a Copula-based Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 23, issue 4, pages 399-423, December, DOI: 10.1177/09726527241251515.
• Sebastian Schwenen & Karsten Neuhoff, 2024, "Renewable Energy and Equilibrium Hedging in Electricity Forward Markets," The Energy Journal, , volume 45, issue 5, pages 105-123, September, DOI: 10.1177/01956574241241878.
• Claas Digmayer, 2024, "Automated Economic Welfare for Everyone? Examining Barriers to Adopting Robo-Advisors from the Perspective of Explainable Artificial Intelligence," Journal of Interdisciplinary Economics, , volume 36, issue 2, pages 224-245, July, DOI: 10.1177/02601079221130183.
• Sayyed Sadaqat Hussain Shah & Muhammad Asif Khan & Masood Ahmed & Daniel F. Meyer & Judit Oláh, 2024, "A Micro-Level Evidence of how Investor and Manager Herding Behavior Influence the Firm Financial Performance," SAGE Open, , volume 14, issue 1, pages 21582440231, January, DOI: 10.1177/21582440231219358.
• Khoa Dang Duong & Ngoc Thi Thanh Nguyen & Nga Thu Thi Do & Hoa Thanh Phan Le, 2024, "Limit to Arbitrage and Distress Risk Puzzle in Vietnam: Does Corporate Bankruptcy Regulation Matter?," SAGE Open, , volume 14, issue 2, pages 21582440241, May, DOI: 10.1177/21582440241255676.
• Assad Ullah & Xinshun Zhao & Chenghui Ye & Muhammad Abdul Kamal, 2024, "Impact of Economic Policy Uncertainty Shocks on China’s Stock Market Development: Evidence from Nonlinear Autoregressive Distributed Lag and Spectral Causality Approaches," SAGE Open, , volume 14, issue 3, pages 21582440241, September, DOI: 10.1177/21582440241266026.
• Ronald Nhleko & Daniel Schutte, 2024, "A Panel Analysis of the Impact of EBITDA, Equity Book Values, Growth, Risk and Negative Earnings on Share Price Variations," SAGE Open, , volume 14, issue 3, pages 21582440241, August, DOI: 10.1177/21582440241271172.
• Muhammad Naveed & Shoaib Ali, 2024, "Does Risk Tolerance Mediates the Relationship Between Financial Literacy and Financial Wellbeing During COVID-19: Empirical Evidence From an Emerging Economy," SAGE Open, , volume 14, issue 4, pages 21582440241, December, DOI: 10.1177/21582440241297065.
• Matias Moretti & Lorenzo Pandolfi & Sergio L. Schmukler & Germán Villegas Bauer & Tomás Williams, 2024, "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 713, Mar, revised 13 Oct 2025.
• Jacek Tomaszewski, 2024, "Replikacja szerokiego rynku akcji Giełdy Papierów Wartościowych w Warszawie (GPW S. A.) z wykorzystaniem indeksu inwestycji odpowiedzialnych społecznie WIG-ESG," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 60-72.
• Artur F. Tomeczek & Tomasz M. Napiórkowski, 2024, "PageRank and Regression as a Two-Step Approach to Analysing a Network of Nasdaq Firms During a Recession: Insights from Minimum Spanning Tree Topology," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 56-69.
• Andrzej Bien & Lukasz Gebski, 2024, "Consumers’ Financial Literacy in Poland - the Research and the Resulting Conclusions," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 21, pages 1-13, DOI: 10.7172/2353-6845.jbfe.2024.1.1.
• Tomasz Florczak & Marika Ziemba, 2024, "Can Financialisation Counteract Banking Exclusion? A Study on the Example of the European Union Member States," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 21, pages 14-28, DOI: 10.7172/2353-6845.jbfe.2024.1.2.
• Alberto Montagnoli & Karl Taylor, 2024, "Who Cares about Investing Responsibly? Attitudes and Financial Decisions," Working Papers, The University of Sheffield, Department of Economics, number 2024010, Oct.
• Raslan Alzuabi & Daniel Gray, 2024, "Household Portfolio Allocation and Stock Market Impressions: Evidence from Japan Households," Working Papers, The University of Sheffield, Department of Economics, number 2024012, Nov.
• Thorsten Chmura & Tanvir Khan & Kim Nguyen, 2024, "Understanding Responsibility in Financial Management: The Role of Fee Structures," Working Papers, The University of Sheffield, Department of Economics, number 2024013, Nov.
• Richard Bofinger & Simon Cornée & Ariane Szafarz, 2024, "When in Rome, Do as the Romans Do: Disclosure Regulation and ESG Fund Management by Social and Conventional Banks," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 24-003, Jan.
• Yavuz GÜL & Ceren ALTUNTAŞ, 2024, "Do ESG Ratings Affect Stock Prices? The Case of Developed and Emerging Stock Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 32(60).
• Mariya Gubareva & Maria Rosa Borges, 2024, "Correction to: Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, volume 332, issue 1, pages 1257-1257, January, DOI: 10.1007/s10479-021-04009-z.
• Benoît Faye & Eric Fur & Stéphanie Prat, 2024, "Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics," Annals of Operations Research, Springer, volume 334, issue 1, pages 497-520, March, DOI: 10.1007/s10479-021-04510-5.
• Philippe Bertrand, 2024, "Black-scholes approximation of warrant prices: slight return in a low interest rate environment," Annals of Operations Research, Springer, volume 334, issue 1, pages 83-100, March, DOI: 10.1007/s10479-022-04622-6.
• Andrea Rigamonti & Katarína Lučivjanská, 2024, "Mean-semivariance portfolio optimization using minimum average partial," Annals of Operations Research, Springer, volume 334, issue 1, pages 185-203, March, DOI: 10.1007/s10479-022-04736-x.
• Simone Cerreia-Vioglio & Fulvio Ortu & Francesco Rotondi & Federico Severino, 2024, "On horizon-consistent mean-variance portfolio allocation," Annals of Operations Research, Springer, volume 336, issue 1, pages 797-828, May, DOI: 10.1007/s10479-022-04798-x.
• John Armstrong & Damiano Brigo & Alex S. L. Tse, 2024, "The importance of dynamic risk constraints for limited liability operators," Annals of Operations Research, Springer, volume 336, issue 1, pages 861-898, May, DOI: 10.1007/s10479-023-05295-5.
• Marta Vidal & Javier Vidal-García & Sabri Boubaker & Stelios Bekiros, 2024, "Short-term volatility timing: a cross-country study," Annals of Operations Research, Springer, volume 336, issue 3, pages 1681-1706, May, DOI: 10.1007/s10479-022-04998-5.
• Giacomo Morelli, 2024, "Responsible investing and portfolio selection: a shapley - CVaR approach," Annals of Operations Research, Springer, volume 342, issue 3, pages 1991-2019, November, DOI: 10.1007/s10479-022-05144-x.
• Hans-Peter Bermin & Magnus Holm, 2024, "The geometry of risk adjustments," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 47, issue 1, pages 83-120, June, DOI: 10.1007/s10203-023-00421-1.
• C. Vijaya & M. Thenmozhi, 2024, "Spillover and leverage effect in Smart Beta Exchange Traded Funds: Evidence from India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 51, issue 1, pages 105-122, March, DOI: 10.1007/s40622-024-00376-1.
• Dirk G. Baur & Lai T. Hoang, 2024, "Cryptocurrency spillovers and correlations: inefficiency and co-movement," Digital Finance, Springer, volume 6, issue 2, pages 203-224, June, DOI: 10.1007/s42521-023-00099-5.
• Nils Bundi & Ching-Lin Wei & Khaldoun Khashanah, 2024, "Optimal trade execution in cryptocurrency markets," Digital Finance, Springer, volume 6, issue 2, pages 283-318, June, DOI: 10.1007/s42521-023-00103-y.
• Nacira Agram & Bernt Øksendal & Jan Rems, 2024, "Deep learning for quadratic hedging in incomplete jump market," Digital Finance, Springer, volume 6, issue 3, pages 463-499, September, DOI: 10.1007/s42521-024-00112-5.
• Werner Brönnimann & Pascal Egloff & Thomas Krabichler, 2024, "Automated market makers and their implications for liquidity providers," Digital Finance, Springer, volume 6, issue 3, pages 573-604, September, DOI: 10.1007/s42521-024-00117-0.
• Fakhrul Hasan & Manaf Al-Okaily & Tonmoy Choudhury & Umar Kayani, 2024, "A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data," Electronic Commerce Research, Springer, volume 24, issue 1, pages 629-654, March, DOI: 10.1007/s10660-023-09734-0.
• Hendrik Jöntgen & Nicholas Valentin Lingnau & Oliver Hinz & Roland Holten, 2024, "This is why we pay—Motivational factors for supporting subscription-based crowdfunding campaigns," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-21, December, DOI: 10.1007/s12525-024-00710-6.
• Christian Zeiß & Myriam Schaschek & Lisa Straub & Christoph Tomitza & Axel Winkelmann, 2024, "Re-intermediation of the crypto asset ecosystem by banks: An empirical study on acceptance drivers among the populace," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-24, December, DOI: 10.1007/s12525-024-00720-4.
• Chong Guan & Ding Ding & Jing Ren & Jiancang Guo, 2024, "Unveiling the aesthetic “wow factor”: The role of aesthetic incongruity and image quality in NFT art valuation with computer vision," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-16, December, DOI: 10.1007/s12525-024-00722-2.
• Zirui Guo & Yihan Li & Guangyan Jia, 2024, "Research on the effectiveness of the volatility–tail risk-managed portfolios in China’s market," Empirical Economics, Springer, volume 66, issue 3, pages 1191-1222, March, DOI: 10.1007/s00181-023-02493-9.
• Zhikai Zhang & Yaojie Zhang & Yudong Wang, 2024, "Forecasting the equity premium using weighted regressions: Does the jump variation help?," Empirical Economics, Springer, volume 66, issue 5, pages 2049-2082, May, DOI: 10.1007/s00181-023-02521-8.
• Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2024, "The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors," Empirical Economics, Springer, volume 67, issue 3, pages 1063-1089, September, DOI: 10.1007/s00181-024-02583-2.
• John Kingsley Woode & Anokye M. Adam & Peterson Owusu Junior & Anthony Adu-Asare Idun, 2024, "Industrial metal and cryptocurrency market plummets: Interdependence, policy uncertainty, or investor sentiments?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 51, issue 4, pages 1001-1040, December, DOI: 10.1007/s40812-024-00315-2.
• Boglarka Bianka Kovacs & Gábor Neszveda & Eszter Baranyai & Adam Zaremba, 2024, "ESG unpacked: Environmental, social, and governance pillars and the stock price reaction to the invasion of Ukraine," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 755-777, September, DOI: 10.1007/s40821-024-00277-4.
• Xiaoye Jin, 2024, "Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-39, December, DOI: 10.1186/s40854-023-00582-3.
• Ewa Feder-Sempach & Piotr Szczepocki & Joanna Bogołębska, 2024, "Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00589-w.
• Carlos Esparcia & Tarek Fakhfakh & Francisco Jareño & Achraf Ghorbel, 2024, "Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-26, December, DOI: 10.1186/s40854-024-00618-2.
• Dohyun Chun & Jongho Kang & Jihun Kim, 2024, "Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-30, December, DOI: 10.1186/s40854-024-00648-w.
• Jiahui Xi & Conghua Wen & Yifan Tang & Feifan Zhao, 2024, "A factor score clustering approach to analyze the biopharmaceutical sector in the Chinese market during COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-28, December, DOI: 10.1186/s40854-024-00654-y.
• Yike Wang & Jingzhen Liu & Tak Kuen Siu, 2024, "Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting," Finance and Stochastics, Springer, volume 28, issue 1, pages 161-214, January, DOI: 10.1007/s00780-023-00510-4.
• Sergei Egorov & Serguei Pergamenchtchikov, 2024, "Optimal investment and consumption for financial markets with jumps under transaction costs," Finance and Stochastics, Springer, volume 28, issue 1, pages 123-159, January, DOI: 10.1007/s00780-023-00521-1.
• Andrew L. Allan & Chong Liu & David J. Prömel, 2024, "A càdlàg rough path foundation for robust finance," Finance and Stochastics, Springer, volume 28, issue 1, pages 215-257, January, DOI: 10.1007/s00780-023-00522-0.
• Julien Guyon, 2024, "Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle," Finance and Stochastics, Springer, volume 28, issue 1, pages 27-79, January, DOI: 10.1007/s00780-023-00524-y.
• Matteo Brachetta & Giorgia Callegaro & Claudia Ceci & Carlo Sgarra, 2024, "Optimal reinsurance via BSDEs in a partially observable model with jump clusters," Finance and Stochastics, Springer, volume 28, issue 2, pages 453-495, April, DOI: 10.1007/s00780-023-00523-z.
• Junkee Jeon & Minsuk Kwak, 2024, "Optimal consumption and investment with welfare constraints," Finance and Stochastics, Springer, volume 28, issue 2, pages 391-451, April, DOI: 10.1007/s00780-024-00529-1.
• Oleksii Mostovyi & Mihai Sîrbu, 2024, "Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model," Finance and Stochastics, Springer, volume 28, issue 2, pages 553-613, April, DOI: 10.1007/s00780-024-00532-6.
• Blanka Horvath & Antoine Jacquier & Aitor Muguruza & Andreas Søjmark, 2024, "Functional central limit theorems for rough volatility," Finance and Stochastics, Springer, volume 28, issue 3, pages 615-661, July, DOI: 10.1007/s00780-024-00533-5.
• Kexin Chen & Hoi Ying Wong, 2024, "Duality in optimal consumption–investment problems with alternative data," Finance and Stochastics, Springer, volume 28, issue 3, pages 709-758, July, DOI: 10.1007/s00780-024-00535-3.
• Ulrich Horst & Evgueni Kivman, 2024, "Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies," Finance and Stochastics, Springer, volume 28, issue 3, pages 759-812, July, DOI: 10.1007/s00780-024-00536-2.
• Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2024, "Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems," Finance and Stochastics, Springer, volume 28, issue 3, pages 813-863, July, DOI: 10.1007/s00780-024-00537-1.
• Jonathan Ansari & Eva Lütkebohmert & Ariel Neufeld & Julian Sester, 2024, "Improved robust price bounds for multi-asset derivatives under market-implied dependence information," Finance and Stochastics, Springer, volume 28, issue 4, pages 911-964, October, DOI: 10.1007/s00780-024-00539-z.
• Fred Espen Benth & Carlo Sgarra, 2024, "A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets," Finance and Stochastics, Springer, volume 28, issue 4, pages 1035-1076, October, DOI: 10.1007/s00780-024-00546-0.
• Shubham Kakran & Nishant Sapra & Ashish Kumar & Arpit Sidhu, 2024, "Interrelationship dynamics between stock markets of nation under debt crisis and its major trading partners: evidence from Sri Lankan crisis," Future Business Journal, Springer, volume 10, issue 1, pages 1-15, December, DOI: 10.1186/s43093-024-00301-z.
• Ahmed El Oubani, 2024, "Investor sentiment and sustainable investment: evidence from North African stock markets," Future Business Journal, Springer, volume 10, issue 1, pages 1-20, December, DOI: 10.1186/s43093-024-00349-x.
• Hiroyuki Aman & Taizo Motonishi & Chisako Yamane, 2024, "Do financial ethics matter in risky asset investment of households? Evidence from Japan," International Journal of Economic Policy Studies, Springer, volume 18, issue 2, pages 387-414, August, DOI: 10.1007/s42495-024-00134-2.
• Prince Bhatia & Rahul Kumar, 2024, "Do debt, and operating efficiency contributes to corporate performance?," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, volume 15, issue 3, pages 1203-1209, March, DOI: 10.1007/s13198-023-02206-6.
• Andreas Oehler & Matthias Horn & Stefan Wendt, 2024, "Investment in risky assets and participation in the financial market: does financial literacy matter?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 71, issue 1, pages 19-45, March, DOI: 10.1007/s12232-023-00432-9.
• Tobias Hiller, 2024, "Shapley-based risk rankings: some theoretical considerations," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 71, issue 1, pages 67-74, March, DOI: 10.1007/s12232-023-00434-7.
• Beatrice Bertelli & Costanza Torricelli, 2024, "The trade-off between ESG screening and portfolio diversification in the short and in the long run," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 298-322, June, DOI: 10.1007/s12197-023-09652-9.
• Marc W. Simpson & Axel Grossmann, 2024, "The role of industry membership and monetary policy in generating the size effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 419-436, June, DOI: 10.1007/s12197-023-09658-3.
• Matthew D. Crook & Andrew A. Lynch & Brian R. Walkup, 2024, "Retail and institutional trading during a COVID-19 presidential press conference," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 544-562, June, DOI: 10.1007/s12197-024-09663-0.
• Daniel Hofmann & Karl Ludwig Keiber & Adalbert Luczak, 2024, "On the linkage of momentum and reversal – evidence from the G7 stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 3, pages 798-833, September, DOI: 10.1007/s12197-024-09676-9.