Research classified by Journal of Economic Literature (JEL) codes

2023

• Qiu, Rui & Liu, Jing & Li, Yan, 2023, "Long-term adjusted volatility: Powerful capability in forecasting stock market returns," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102530.
• Patel, Mayank & Madhavan, Vinodh & Gupta, Supratim Das & Kumar, Satish, 2023, "Performance persistence and style consistency of Indian fixed income mutual funds – A longitudinal study," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102535.
• Insana, Alessandra, 2023, "Betting against beta with intraday and overnight signals," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102542.
• Nasir, Muhammad Ali & Le, Thi Ngoc Lan & Ghabri, Yosra & Huynh, Luu Duc Toan, 2023, "Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102548.
• Ma, Tian & Leong, Wen Jun & Jiang, Fuwei, 2023, "A latent factor model for the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102555.
• Eom, Cheoljun & Eom, Yunsung & Park, Jong Won, 2023, "Left-tail momentum and tail properties of return distributions: A case of Korea," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102570.
• Klinkowska, Olga & Zhao, Yuan, 2023, "Fund flows and performance: New evidence from retail and institutional SRI mutual funds," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102596.
• Huang, Junbo & Tian, Huiting & Shen, Weibing, 2023, "Characteristics and mechanisms of the U.S. stock market spillover effects on the Chinese A-share market: Evidence from 6 A-share broad-based and 31 sector indices," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102644.
• Aharon, David Y. & Butt, Hassan Anjum & Jaffri, Ali & Nichols, Brian, 2023, "Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102651.
• He, Hongbo & Chen, Yiqing & Wan, Hong & Yao, Shujie, 2023, "Possibility versus feasibility: International portfolio diversification under financial liberalization," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102652.
• Ammari, Aymen & Chebbi, Kaouther & Ben Arfa, Nouha, 2023, "How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102633.
• Carter, Colin A. & Revoredo-Giha, Cesar, 2023, "Financialization and speculators risk premia in commodity futures markets," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102691.
• Mork, Knut Anton & Trønnes, Haakon Andreas, 2023, "Expected long-term rates of return when short-term returns are serially correlated," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102696.
• Niculaescu, Corina E. & Sangiorgi, Ivan & Bell, Adrian R., 2023, "Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102703.
• Zhang, Zehua & Zhao, Ran, 2023, "Good volatility, bad volatility, and the cross section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102712.
• Xiao, Qin & Yan, Meilan & Zhang, Dalu, 2023, "Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102743.
• Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2023, "International high-frequency arbitrage for cross-listed stocks," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102777.
• Cheung, Yan-Leung & Mak, Billy S.C. & Shu, Hao & Tan, Weiqiang, 2023, "Impact of financial investment on confidence in a happy future retirement," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102784.
• Deng, Qi & Dai, Lunge & Yang, Zixin & Zhou, Zhong-Guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2023, "The impacts of regulation regime changes on ChiNext IPOs: Effects of 2013 and 2020 reforms on initial return, fair value and overreaction," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102794.
• Borer, Daniel & Perera, Devmali & Fauzi, Fitriya & Chau, Trinh Nguyen, 2023, "Identifying systemic risk of assets during international financial crises using Value at Risk elasticities," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102832.
• Ergun, Lerby M., 2023, "Extreme downside risk in the cross-section of asset returns," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102840.
• Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2023, "When do investors go green? Evidence from a time-varying asset-pricing model," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102898.
• Verberi, Can & Yasar, Sema & Sugozu, Ibrahim Halil, 2023, "Capital liberalization, growth and moral hazard: Lessons from the global financial crisis," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102901.
• Zheng, Yanting & Luan, Xin & Lu, Xin & Liu, Jiaming, 2023, "A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102920.
• Duncombe, Samuel & Park, Min & Tarsalewska, Monika & Trojanowski, Grzegorz, 2023, "ESG positioning in private infrastructure fundraising," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102924.
• Yousefi, Hamed & Yung, Kenneth & Najand, Mohammad, 2023, "From low resource slack to inflexibility: The share price effect of operational efficiency," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102927.
• Zakamulin, Valeriy & Giner, Javier, 2023, "Optimal trend-following with transaction costs," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102928.
• Agapova, Anna & Kaprielyan, Margarita, 2023, "Diversification measures: Mutual fund family case," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102932.
• Lee, Kiryoung, 2023, "Geopolitical risk and household stock market participation," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103328.
• Briola, Antonio & Vidal-Tomás, David & Wang, Yuanrong & Aste, Tomaso, 2023, "Anatomy of a Stablecoin’s failure: The Terra-Luna case," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103358.
• Yu, Jize & Zhang, Li & Peng, Lijuan & Wu, Rui, 2023, "Which component of air quality index drives stock price volatility in China: a decomposition-based forecasting method," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103406.
• Hou, Fei & Li, Meina & Xu, Yang & Zhou, Song, 2023, "Signing auditors’ cultural background and client investment efficiency," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103417.
• Das, Kuntal K. & Yaghoubi, Mona, 2023, "Stock liquidity and firm-level political risk," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103419.
• Wang, Lixia & Hao, Neng & Fang, Hui & Wu, Maoguo & Ma, Xinlei, 2023, "A model for measuring over-financialization: Evidence from Chinese companies," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103427.
• Feng, Wenjun & Zhang, Zhengjun, 2023, "Risk-weighted cryptocurrency indices," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103438.
• Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023, "Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103440.
• Trutmann, Kevin & Heinke, Steve & Rieskamp, Jörg, 2023, "Take your time: How delayed information and restricted decision opportunities improve belief formation in investment decisions," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103442.
• Yamani, Ehab, 2023, "The informational role of fund flow in the profitable predictability of mutual funds," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103445.
• Liu, Sha, 2023, "Do investors and managers of active ETFs react to social media activities?," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103454.
• Firth, Chris & Stewart, Neil & Antoniou, Constantinos & Leake, David, 2023, "The effects of personality and IQ on portfolio outcomes," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103464.
• Qiao, Xingzhi & Zhu, Huiming & Tang, Yiding & Peng, Cheng, 2023, "Time-frequency extreme risk spillover network of cryptocurrency coins, DeFi tokens and NFTs," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103489.
• Dong, Xiyong & Xiong, Youlin & Nie, Siyue & Yoon, Seong-Min, 2023, "Can bonds hedge stock market risks? Green bonds vs conventional bonds," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103367.
• Eisenbeiss, Maik & Hartmann, Sven A. & Hornuf, Lars, 2023, "Social media marketing for equity crowdfunding: Which posts trigger investment decisions?," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103370.
• Annaert, Jan & De Ceuster, Marc & Van Cappellen, Jef, 2023, "Can average skewness really predict financial returns? The euro area case," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103375.
• Boido, Claudio & Aliano, Mauro, 2023, "Digital art and non-fungible-token: Bubble or revolution?," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103380.
• Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Vo, Xuan Vinh, 2023, "Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103388.
• Okubo, Masakatsu, 2023, "The moment restrictions for the durable consumption model with recursive utility revisited," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103453.
• Contreras, Alfredo, 2023, "Learning specialists and market resilience," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103516.
• Feng, Lixuan & Xiang, Cheng, 2023, "Short-selling and mutual fund herding: The Chinese evidence," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103517.
• Andreu, Laura & Gimeno, Ruth & Serrano, Miguel, 2023, "Family competition via divergence in the trading of funds," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103548.
• Bassen, Alexander & Shu, Hao & Tan, Weiqiang, 2023, "Green revenues and stock returns: Cross-market evidence," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103550.
• Ansari, Yasmeen & Albarrak, Mansour Saleh & Sherfudeen, Noorjahan & Aman, Arfia, 2023, "Examining the relationship between financial literacy and demographic factors and the overconfidence of Saudi investors," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103582.
• Kleffel, Philipp & Muck, Matthias, 2023, "Aggregate confusion or inner conflict? An experimental analysis of investors’ reaction to greenwashing," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103421.
• Yousaf, Imran & Abrar, Afsheen & Goodell, John W., 2023, "Connectedness between travel & tourism tokens, tourism equity, and other assets," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103595.
• Chiang, Thomas C., 2023, "Real stock market returns and inflation: Evidence from uncertainty hypotheses," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103606.
• Perote, Javier & Vicente-Lorente, José D. & Zuñiga-Vicente, Jose Angel, 2023, "How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103638.
• Yan, Jingzhou & Mu, Congming & Yan, Qianhui & Luo, Deqing, 2023, "Robust leverage choice of hedge funds with rare disasters," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103689.
• Cauthorn, Thomas & Dumrose, Maurice & Eckert, Julia & Klein, Christian & Zwergel, Bernhard, 2023, "Rating changes revisited: New evidence on short-term ESG momentum," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103703.
• Obrimah, Oghenovo A., 2023, "Outside of a sole globally risk averse agent, all other agents in markets are risk seeking agents," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103715.
• Guettler, Andre & Hable, Patrick & Launhardt, Patrick & Miebs, Felix, 2023, "Aggregate insider trading in the S&P 500 and the predictability of international equity premia," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103725.
• Karim, Sitara & Naeem, Muhammad Abubakr & Shafiullah, Muhammad & Lucey, Brian M. & Ashraf, Sania, 2023, "Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103728.
• Wilson, Linus, 2023, "Profitable timing of the stock market with the senior loan officer survey," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103733.
• Lu, Jing & Ho, Keng-Yu & Ho, Po-Hsin & Ko, Kuan-Cheng, 2023, "CEO overconfidence, lottery preference and the cross-section of stock returns," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103749.
• Apergis, Nicholas, 2023, "Religion groups and portfolio choice decisions: Evidence from UK households," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103751.
• Anderson, Warwick & Białkowski, Jędrzej & Wagner, Moritz, 2023, "Midterm elections and stock returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103825.
• Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Patel, Ritesh, 2023, "The importance of ABS 2 journals in finance scholarship: Evidence from a bibliometric case study," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103828.
• Treepongkaruna, Sirimon & Chan, Kam Fong & Malik, Ihtisham, 2023, "Climate policy uncertainty and the cross-section of stock returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103837.
• Liu, Benjamin & Johl, Shireenjit & Lasantha, Ruwan, 2023, "ESG scores and cash holdings: The role of disciplinary trading," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103854.
• Bai, Fan & Zhang, Yaqi & Chen, Zhonglu & Li, Yan, 2023, "The volatility of daily tug-of-war intensity and stock market returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103867.
• Xia, Yufei & Shi, Zhengxu & Du, Xiaoying & Niu, Mengyi & Cai, Rongjiang, 2023, "Can green assets hedge against economic policy uncertainty? Evidence from China with portfolio implications," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103874.
• Ardia, David & Bluteau, Keven & Lortie-Cloutier, Gabriel & Duy Tran, Thien, 2023, "Factor exposure heterogeneity in green and brown stocks," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103900.
• Yousaf, Imran & Goodell, John W., 2023, "Responses of US equity market sectors to the Silicon Valley Bank implosion," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103934.
• Huynh, Nhan & Phan, Hoa, 2023, "Emotions in the crypto market: Do photos really speak?," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103945.
• Pan, Qunxing & Li, Peng & Du, Xiuli, 2023, "An improved FIGARCH model with the fractional differencing operator (1-νL)d," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103975.
• Chang, Danting & Li, Feng, 2023, "Uncovering the information content in abnormal institutional visits," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103988.
• Naeem, Muhammad Abubakr & Iqbal, Najaf & Karim, Sitara & Lucey, Brian M., 2023, "From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.104010.
• Okoroafor, Ugochi C. & Leirvik, Thomas, 2023, "Time-varying market efficiency of safe-haven assets," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104024.
• Man, Yuanyuan & Zhang, Sunpei & Liu, Jianing, 2023, "Dynamic connectedness, asymmetric risk spillovers, and hedging performance of China's green bonds," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104083.
• Bazzana, Davide & Colturato, Michele & Savona, Roberto, 2023, "Learning about unprecedented events: Agent-based modelling and the stock market impact of COVID-19," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104085.
• Wang, Cindy S.H. & Fan, Rui & Xie, Yiqiang, 2023, "Market systemic risk, predictability and macroeconomics news," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104102.
• Cho, Hyunkwon & Choi, Ga-Young & Lee, Joonil, 2023, "The impact of internet articles on investor trading decisions by investor types: Evidence from Korean stock market," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104110.
• Kumar, Anoop S & Padakandla, Steven Raj, 2023, "Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104131.
• Zhang, Jiaming & Zou, Yang & Xiang, Yitian & Guo, Songlin, 2023, "Climate change and Japanese economic policy uncertainty: Asymmetric analysis," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104165.
• Ardakani, Omid M., 2023, "Coherent measure of portfolio risk," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104222.
• Lai, Yu-Sheng, 2023, "Economic evaluation of dynamic hedging strategies using high-frequency data," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104230.
• Chancharat, Surachai & Sinlapates, Parichat, 2023, "Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104249.
• Boroumand, Raphaël Homayoun & Porcher, Thomas, 2023, "Volatility contagion and connectedness between WTI and commodity markets," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.103959.
• Yang, Ann Shawing, 2023, "Regret sensitivity and stock certificate loss reporting: Evidence from Taiwan," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104030.
• Song, Ziyu & Wu, Shan, 2023, "Post financial forecasting game theory and decision making," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104288.
• Neururer, Thaddeus, 2023, "Variance risk premiums and aging firms," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104312.
• Bang, Jeongseok & Ryu, Doojin & Webb, Robert I., 2023, "ESG controversy as a potential asset-pricing factor," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104315.
• Goodell, John W. & Yadav, Miklesh Prasad & Ruan, Junhu & Abedin, Mohammad Zoynul & Malhotra, Nidhi, 2023, "Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104323.
• Serrano, Rafael, 2023, "Climbing the income ladder: Search and investment in a regime-switching affine income model," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104330.
• Niszczota, Paweł & Abbas, Sami, 2023, "GPT has become financially literate: Insights from financial literacy tests of GPT and a preliminary test of how people use it as a source of advice," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104333.
• He, Mengxi & Shen, Lihua & Zhang, Yaojie & Zhang, Yi, 2023, "Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104406.
• Poddar, Abhishek & Misra, Arun Kumar & Mishra, Ajay Kumar, 2023, "Return connectedness and volatility dynamics of the cryptocurrency network," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104334.
• Fu, Hsiao-Peng & Hua, Wei, 2023, "On the relationship between sentiment gap and A-share premium in China," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104336.
• Lang, Chunlin & Hu, Yang & Corbet, Shaen & Goodell, John W., 2023, "Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104371.
• Kovvuri, Veera Raghava Reddy & Fu, Hsuan & Fan, Xiuyi & Seisenberger, Monika, 2023, "Fund performance evaluation with explainable artificial intelligence," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104419.
• Aiken, Adam L. & Kang, Minjeong, 2023, "Hedge fund manager timing and selectivity skill over time. A holdings-based estimate," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104439.
• Pan, Qunxing & Sun, Yujia, 2023, "Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104442.
• Cai, Chen & Wang, Jinjing, 2023, "Does military leadership regulate sin investments? Evidence from property/casualty insurance industry," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104494.
• Yun, Jaesun & Kwon, Kyung Yoon, 2023, "Biweekly performance of low-risk anomalies over the FOMC cycle," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104498.
• Barua, Ronil & Sharma, Anil K., 2023, "Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104515.
• Ghorbali, Bassem & Kaabia, Olfa & Naoui, Kamel & Urom, Christian & Slimane, Ikrame Ben, 2023, "Wheat as a hedge and safe haven for equity investors during the Russia–Ukraine war," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104534.
• Ortiz, Roberto & Contreras, Mauricio & Mellado, Cristhian, 2023, "Regression, multicollinearity and Markowitz," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104550.
• Wang, Shuo & Li, Chengyou & Wang, Zeru & Sun, Guanglin, 2023, "Digital skills and household financial asset allocation," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104566.
• Wang, Qian & Zhou, Chunyan & Wang, Lei & Wei, Yu, 2023, "End-word tones of stock names and stock price anomalies: Empirical evidence from China's IPO markets," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104572.
• Wahyono, Budi & Rapih, Subroto & Boungou, Whelsy, 2023, "Unleashing the wordsmith: Analysing the stock market reactions to the launch of ChatGPT in the US Education sector," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104576.
• Yang, Jie & Feng, Yun, 2023, "Market inefficiency spillover network across different regimes," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104577.
• Sheenan, Lisa, 2023, "Green bonds, conventional bonds and geopolitical risk," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104587.
• Gupta, Gaurav, 2023, "Geopolitical risk and investment-cash flow sensitivity: An empirical analysis for Indian business group-affiliated firms and non-business group-affiliated firms," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104574.
• Zhou, Yacheng & Huo, Weidong & Bo, Lan & Chen, Xiaoxian, 2023, "Impact and mechanism analysis of ESG ratings on the efficiency of green technology innovation," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104591.
• Durán-Santomil, Pablo & Otero-González, Luis & Domingues, Renato & Leite, Paulo, 2023, "Can managers’ characteristics explain European bond mutual fund performance?," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104626.
• Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2023, "Unveiling the diversification capabilities of carbon markets in NFT portfolios," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104632.
• Nakamura, Kazuki, 2023, "How does a change in downside risk affect optimal demand for a risky asset?: Comparative statics on Tail Conditional Expectation," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104668.
• Rubio, Gonzalo & Serrano, Pedro & Vaello-Sebastià, Antoni, 2023, "The international integration of the term structure of expected market risk premia," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104678.
• Awatef Ourir & Elie Bouri & Essahbi Essaadi, 2023, "Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach," Computational Economics, Springer;Society for Computational Economics, volume 61, issue 1, pages 197-231, January, DOI: 10.1007/s10614-021-10204-8.
• Bart Dees & Theo Nijman & Arthur Soest, 2023, "Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models," De Economist, Springer, volume 171, issue 3, pages 267-302, September, DOI: 10.1007/s10645-023-09424-0.
• Miklesh Yadav & Nandita Mishra & Shruti Ashok, 2023, "Dynamic connectedness of green bond with financial markets of European countries under OECD economies," Economic Change and Restructuring, Springer, volume 56, issue 1, pages 609-631, February, DOI: 10.1007/s10644-022-09430-3.
• Tamara Teplova & Mikova Evgeniia & Qaiser Munir & Nataliya Pivnitskaya, 2023, "Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints," Economic Change and Restructuring, Springer, volume 56, issue 1, pages 515-535, February, DOI: 10.1007/s10644-022-09435-y.
• Tam Hoang-Nhat Dang & Nhan Thien Nguyen & Duc Hong Vo, 2023, "Sectoral volatility spillovers and their determinants in Vietnam," Economic Change and Restructuring, Springer, volume 56, issue 1, pages 681-700, February, DOI: 10.1007/s10644-022-09446-9.
• Tilman H. Drerup & Matthias Wibral & Christian Zimpelmann, 2023, "Skewness expectations and portfolio choice," Experimental Economics, Springer;Economic Science Association, volume 26, issue 1, pages 107-144, March, DOI: 10.1007/s10683-022-09780-9.
• Aleksei Chernulich & John Horowitz & Jean Paul Rabanal & Olga Rud & Manizha Sharifova, 2023, "Entry and exit decisions under public and private information: an experiment," Experimental Economics, Springer;Economic Science Association, volume 26, issue 2, pages 339-356, April, DOI: 10.1007/s10683-022-09764-9.
• Marco Di Francesco & Roberta Simonella, 2023, "A stochastic Asset Liability Management model for life insurance companies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 1, pages 61-94, March, DOI: 10.1007/s11408-022-00411-0.
• Marcelo Lewin & Carlos Heitor Campani, 2023, "Constrained portfolio strategies in a regime-switching economy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 1, pages 27-59, March, DOI: 10.1007/s11408-022-00414-x.
• Tobias Wiest, 2023, "Momentum: what do we know 30 years after Jegadeesh and Titman’s seminal paper?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 1, pages 95-114, March, DOI: 10.1007/s11408-022-00417-8.
• Rim Bernoussi & Michael Rockinger, 2023, "Rebalancing with transaction costs: theory, simulations, and actual data," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 2, pages 121-160, June, DOI: 10.1007/s11408-022-00419-6.
• Adlane Haffar & Éric Le Fur & Mohamed Khordj, 2023, "Securitization of pandemic risk by using coronabond," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 2, pages 209-229, June, DOI: 10.1007/s11408-023-00425-2.
• Joshua Traut, 2023, "What we know about the low-risk anomaly: a literature review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 3, pages 297-324, September, DOI: 10.1007/s11408-023-00427-0.
• Kevin Rink, 2023, "The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 4, pages 403-456, December, DOI: 10.1007/s11408-023-00433-2.
• R. Balasubramanian & Brajesh Kumar, 2023, "Equity Home Bias in Emerging and Advanced Economies: Trend Before and During COVID-19," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 29, issue 4, pages 261-275, November, DOI: 10.1007/s11294-023-09879-6.
• I. V. Evstigneev & T. Hens & M. J. Vanaei, 2023, "Evolutionary finance: a model with endogenous asset payoffs," Journal of Bioeconomics, Springer, volume 25, issue 2, pages 117-143, August, DOI: 10.1007/s10818-023-09335-9.
• Ying Fan & Abdullah Yavas, 2023, "Price Dynamics in Public and Private Commercial Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 67, issue 1, pages 150-190, July, DOI: 10.1007/s11146-020-09773-6.
• Christopher S. Hayter & Albert N. Link & Matthew Schaffer, 2023, "Identifying the emergence of academic entrepreneurship within the technology transfer literature," The Journal of Technology Transfer, Springer, volume 48, issue 5, pages 1800-1812, October, DOI: 10.1007/s10961-023-10026-w.
• Junyong Lee & Kyounghun Lee & Frederick Dongchuhl Oh, 2023, "Religion and Equity Home Bias," Open Economies Review, Springer, volume 34, issue 5, pages 1015-1038, November, DOI: 10.1007/s11079-022-09709-y.
• Jovanka Lili Matic & Natalie Packham & Wolfgang Karl Härdle, 2023, "Hedging cryptocurrency options," Review of Derivatives Research, Springer, volume 26, issue 1, pages 91-133, April, DOI: 10.1007/s11147-023-09194-6.
• Huai-Chun Lo & Chia-Ying Chan, 2023, "Mean reverting in stock ratings distribution," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 3, pages 1065-1097, April, DOI: 10.1007/s11156-022-01121-4.
• Qiyuan Peng & Sheri Tice & Ling Zhou, 2023, "Mutual funds and stock fundamentals," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 4, pages 1329-1361, May, DOI: 10.1007/s11156-023-01131-w.
• Zhaobo Zhu & Licheng Sun & Min Chen, 2023, "Fundamental strength and the 52-week high anchoring effect," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 4, pages 1515-1542, May, DOI: 10.1007/s11156-023-01138-3.
• Chao Liang & Yanran Hong & Luu Duc Toan Huynh & Feng Ma, 2023, "Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 4, pages 1543-1567, May, DOI: 10.1007/s11156-023-01140-9.
• Kumari Juddoo & Issam Malki & Sudha Mathew & Sheeja Sivaprasad, 2023, "An impact investment strategy," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 177-211, July, DOI: 10.1007/s11156-023-01149-0.
• Congming Mu & Jingzhou Yan & Jinqiang Yang, 2023, "Robust risk choice under high-water mark contract," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 295-322, July, DOI: 10.1007/s11156-023-01152-5.
• Hsiu-Chuan Lee & Donald Lien & Her-Jiun Sheu, 2023, "Hedging performance of volatility index futures: a partial cointegration approach," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 265-294, July, DOI: 10.1007/s11156-023-01153-4.
• Pengyu Wei & Charles Yang, 2023, "Optimal investment for defined-contribution pension plans under money illusion," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 2, pages 729-753, August, DOI: 10.1007/s11156-023-01169-w.
• Stephen Penman & Julie Zhu & Haofei Wang, 2023, "The implied cost of capital: accounting for growth," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 1029-1056, October, DOI: 10.1007/s11156-023-01175-y.
• Ying Sophie Huang & Buhui Qiu & Jiajia Wu & Juan Yao, 2023, "Institutional distance, geographic distance, and Chinese venture capital investment: do networks and trust matter?," Small Business Economics, Springer, volume 61, issue 4, pages 1795-1844, December, DOI: 10.1007/s11187-023-00751-9.
• Ludmiła Walaszczyk & Sandra Dingli, 2023, "Online financial calculator as a microlearning tool for entrepreneurs in business modelling," International Entrepreneurship Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 9, issue 3, pages 61-74.
• Katsutoshi WAKAI, 2023, "A Factor Pricing Model under Ambiguity:A Multi-Period Framework," Discussion papers, Graduate School of Economics , Kyoto University, number e-22-012, Mar.
• Chiaki Hara, 2023, "Arrow-Pratt-Type Measure of Ambiguity Aversion," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1097, Sep.
• Takao Asano & Yusuke Osaki, 2023, "Cross Risk Apportionment and Non-financial Correlated Background Uncertainty," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1098, Nov.
• Karolis Bielskis, 2023, "Determinants of House Price Expectations in Europe," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 112, Jan.
• Junghum Park, 2023, "Overconfidence and Correlated Information Structures," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 116, Sep.
• Chinmaya Behera & Badri Narayan Rath & Pramod Kumar Mishra, 2023, "The Impact of Monetary and Fiscal Stimulus on Stock Returns During the COVID-19 Pandemic," Working Papers, Madras School of Economics,Chennai,India, number 2023-247, Sep.
• K. Ravirajan & K. R. Shanmugam, 2023, "Determinants of Non-Performing Assets of Commercial Banks in India," Working Papers, Madras School of Economics,Chennai,India, number 2023-251, Nov.
• Bettina Bruggemann & Zachary L. Mahone, 2023, "Entrepreneurial Rates of Return and Wealth Inequality," Department of Economics Working Papers, McMaster University, number 2023-03, Oct.
• Jimnee Deka & Meghna Sharma & Nishant Agarwal & Kamesh Tiwari, 2023, "Linking ESG-Investing Consciousness, Behavioral Biases, and Risk-Perception: Scale Validation with Specifics of Indian Retail Investors," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 9, issue 1, pages 70-91, DOI: 10.11118/ejobsat.2023.004.
• Dinabandhu Bag & Saurabh Goel, 2023, "Weak Form of Call Auction Prices: Simulation Using Monte Carlo Variants," Capital Markets Review, Malaysian Finance Association, volume 31, issue 1, pages 59-71.
• Gerasimos G. Rompotis, 2023, "The Performance of ESG ETFs in the U.S," Capital Markets Review, Malaysian Finance Association, volume 31, issue 2, pages 89-101.
• Nuno Cassola & Claudio Morana & Elisa Ossola, 2023, "Green risk in Europe," Working Papers, University of Milano-Bicocca, Department of Economics, number 526, Sep.
• Peter Csoka & Judit Hever, 2023, "The Effect of Regulatory Requirements and ESG Promotion on Market Liquidity," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2023/1.
• Xiaobing LAI & Lei QUAN & Chong GUO & Xing GAO, 2023, "Exploring the Digital Era: Has Digital Technology Innovation Reshaped Investment Efficiency in Chinese Enterprises?," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2302, Feb.
• Ewa Feder-Sempach & Piotr Szczepocki & Wiesław Dębski, 2023, "What if beta is not stable? Applying the Kalman filter to risk estimates of top US companies over the long time horizon," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 1, pages 25-44.
• Benjamin Jones & Josh Lerner, 2023, "Entrepreneurship and Innovation Policy and the Economy, volume 2," NBER Books, National Bureau of Economic Research, Inc, number lern-15, December.
• John B. Shoven & Daniel B. Walton, 2023, "Target Retirement Fund: A Variant on Target Date Funds that uses Deferred Life Annuities rather than Bonds to Reduce Risk as Retirement Approaches," NBER Working Papers, National Bureau of Economic Research, Inc, number 30817, Jan.
• James J. Li & Olivia S. Mitchell & Christina Zhu, 2023, "Suboptimal Household Investment and Information-Processing Frictions: Evidence from 529 College Savings Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 30848, Jan.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2023, "Fixed and Variable Longevity Annuities in Defined Contribution Plans: Optimal Retirement Portfolios Taking Social Security into Account," NBER Working Papers, National Bureau of Economic Research, Inc, number 30853, Jan.
• David Hirshleifer & Lin Peng & Qiguang Wang, 2023, "News Diffusion in Social Networks and Stock Market Reactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 30860, Jan.
• Linda S. Goldberg & Signe Krogstrup, 2023, "International Capital Flow Pressures and Global Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 30887, Jan.
• Lin William Cong & Nathan Darden George & Guojun Wang, 2023, "RIM-Based Value Premium and Factor Pricing Using Value-Price Divergence," NBER Working Papers, National Bureau of Economic Research, Inc, number 30967, Feb.
• Caroline Flammer & Thomas Giroux & Geoffrey Heal, 2023, "Biodiversity Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 31022, Mar.
• Zhengyang Jiang & Cameron Peng & Hongjun Yan, 2023, "Personality Differences and Investment Decision-Making," NBER Working Papers, National Bureau of Economic Research, Inc, number 31041, Mar.
• James R. Hines, Jr. & Daniel Schaffa, 2023, "Capital Gains Realizations," NBER Working Papers, National Bureau of Economic Research, Inc, number 31059, Mar.
• Nicholas C. Barberis & Lawrence J. Jin, 2023, "Model-free and Model-based Learning as Joint Drivers of Investor Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 31081, Mar.
• Stefano Giglio & Bryan T. Kelly & Serhiy Kozak, 2023, "Equity Term Structures without Dividend Strips Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 31119, Apr.
• Vadim Elenev & Tim Landvoigt, 2023, "Asset Pricing with Optimal Under-Diversification," NBER Working Papers, National Bureau of Economic Research, Inc, number 31121, Apr.
• Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng, 2023, "Biodiversity Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 31137, Apr.
• Anusha Chari, 2023, "Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities," NBER Working Papers, National Bureau of Economic Research, Inc, number 31143, Apr.
• David Hirshleifer & Dat Y. Mai & Kuntara Pukthuanthong, 2023, "War Discourse and Disaster Premia: 160 Years of Evidence from Stock and Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 31204, May.
• Serhiy Kozak & Stefan Nagel, 2023, "When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31275, May.
• Alexander P. Frankel & Joshua L. Krieger & Danielle Li & Dimitris Papanikolaou, 2023, "Evaluation and Learning in R&D Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 31290, May.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2023, "Green Tilts," NBER Working Papers, National Bureau of Economic Research, Inc, number 31320, Jun.
• David Hirshleifer & Dat Mai & Kuntara Pukthuanthong, 2023, "War Discourse and the Cross Section of Expected Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 31348, Jun.
• Kaiji Chen & Yiqing Xiao & Tao Zha, 2023, "Deposit Regulation and Monetary Transmission in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 31396, Jun.
• Lin William Cong & Guanhao Feng & Jingyu He & Junye Li, 2023, "Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31424, Jul.
• Bryan T. Kelly & Dacheng Xiu, 2023, "Financial Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 31502, Jul.
• Gregory W. Brown & Celine Yue Fei & David T. Robinson, 2023, "Portfolio Management in Private Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 31664, Sep.
• Irina Gemmo & Pierre-Carl Michaud & Olivia S. Mitchell, 2023, "Selection into Financial Education and Effects on Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 31682, Sep.
• Mihir Gandhi & Niels Joachim Gormsen & Eben Lazarus, 2023, "Forward Return Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 31687, Sep.
• Zach Y. Brown & Mark L. Egan & Jihye Jeon & Chuqing Jin & Alex A. Wu, 2023, "Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 31778, Oct.
• Matthew E. Kahn & John Matsusaka & Chong Shu, 2023, "Divestment and Engagement: The Effect of Green Investors on Corporate Carbon Emissions," NBER Working Papers, National Bureau of Economic Research, Inc, number 31791, Oct.
• Raymond Fisman & Pulak Ghosh & Arkodipta Sarkar & Jian Zhang, 2023, "Dirty Air and Green Investments: The Impact of Pollution Information on Portfolio Allocations," NBER Working Papers, National Bureau of Economic Research, Inc, number 31813, Oct.
• Ian Dew-Becker & Stefano Giglio, 2023, "Risk Preferences Implied by Synthetic Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 31833, Nov.
• Darren Aiello & Scott R. Baker & Tetyana Balyuk & Marco Di Maggio & Mark J. Johnson & Jason D. Kotter, 2023, "Who Invests in Crypto? Wealth, Financial Constraints, and Risk Attitudes," NBER Working Papers, National Bureau of Economic Research, Inc, number 31856, Nov.
• Viral V. Acharya & Toomas Laarits, 2023, "When do Treasuries Earn the Convenience Yield? — A Hedging Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 31863, Nov.
• Joseph S. Briggs & David Cesarini & Sean Chanwook Lee & Erik Lindqvist & Robert Östling, 2023, "Financial Windfalls, Portfolio Allocations, and Risk Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 31864, Nov.
• Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2023, "Supply and Demand and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 31879, Nov.
• Shawn Cole & Leslie Jeng & Josh Lerner & Natalia Rigol & Benjamin N. Roth, 2023, "What Do Impact Investors Do Differently?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31898, Nov.
• Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2023, "Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 31907, Nov.