Research classified by Journal of Economic Literature (JEL) codes

2023

• 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.
• Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2023, "The effects of a green monetary policy on firms financing costs," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 2301, revised 2023.
• DEVITA, Febrina & WILANDARI, Yuciana & MARUDDANI, Di Asih I, 2023, "Constant Correlation Model For Optimal Portfolio Formation And Expected Shortfall Risk Measurement: Empirical Evidence From Indonesian Stock Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 27, issue 3, pages 25-39, September.
• KUNJAL, Damien, 2023, "Investor Attention And Exchange Traded Fund Returns In South Africa: The Role Of Investors’ Internet Search Activity," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 27, issue 3, pages 40-56, September.
• Diana Barro & Antonella Basso & Stefania Funari & Guglielmo Alessandro Visentin, 2023, "A Bibliometric Analysis of Art in Financial Markets," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 05, Sep.
• Diana Barro & Antonella Basso & Stefania Funari & Guglielmo Alessandro Visentin, 2023, "Portfolio Diversification Including Art as an Alternative Asset," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 06, Oct.
• Mukhtar Shakira & Jan Anisa & Zahoor Adil, 2023, "Beyond the Big Five: How Dynamic Personality Traits Predict Financial Risk Tolerance?," Acta Universitatis Sapientiae, Economics and Business, Sciendo, volume 11, issue 1, pages 93-114, October, DOI: 10.2478/auseb-2023-0005.
• Oktaba Paweł & Grzywińska-Rąpca Małgorzata, 2023, "Modification of technical analysis indicators and increasing the rate of return on investment," Central European Economic Journal, Sciendo, volume 10, issue 57, pages 148-162, January, DOI: 10.2478/ceej-2023-0009.
• Skwarek Mateusz, 2023, "Is Bitcoin an emerging market? A market efficiency perspective," Central European Economic Journal, Sciendo, volume 10, issue 57, pages 219-236, January, DOI: 10.2478/ceej-2023-0013.
• Masuhr Andreas & Trede Mark, 2023, "Mutual volatility transmission between assets and trading places," Dependence Modeling, De Gruyter, volume 11, issue 1, pages 1-15, DOI: 10.1515/demo-2022-0155.
• Buks Andrew G. & Sobański Konrad, 2023, "Divest or engage? Effective paths to net zero from the U.S. perspective," Economics and Business Review, Sciendo, volume 9, issue 1, pages 65-93, April, DOI: 10.18559/ebr.2023.1.3.
• Kaczmarek Tomasz & Grobelny Przemysław, 2023, "How to fly to safety without overpaying for the ticket," Economics and Business Review, Sciendo, volume 9, issue 2, pages 160-183, April, DOI: 10.18559/ebr.2023.2.738.
• Pilch Bartłomiej, 2023, "Is value investing based on scoring models effective? The verification of F-Score-based strategy in the Polish stock market," Economics and Business Review, Sciendo, volume 9, issue 4, pages 121-152, December, DOI: 10.18559/ebr.2023.4.1075.
• Bousbia Salah Rahima & Beggat Hanane & Debbar Abdelkerim, 2023, "The Dollar and Gold: Which is the Safest Haven? COVID-19 Evidence," Economics and Business, Sciendo, volume 37, issue 1, pages 104-118, January, DOI: 10.2478/eb-2023-0007.
• Petrović Ružica & Jocić Dragana Radenković & Kerković Tamara Milenković, 2023, "The Impact of Bilateral Investment Agreements on Attracting Foreign Direct Investments," Economic Themes, Sciendo, volume 61, issue 2, pages 145-170, June, DOI: 10.2478/ethemes-2023-0008.
• Vasić Aleksandra S. & Jakšić Milena & Todorović Violeta, 2023, "Traditional and Behavioural Approach to Risk in Finance," Economic Themes, Sciendo, volume 61, issue 4, pages 497-513, December, DOI: 10.2478/ethemes-2023-0026.
• Bouchra El Akraoui & Daoui Cherki, 2023, "Solving Finite-Horizon Discounted Non-Stationary MDPS," Folia Oeconomica Stetinensia, Sciendo, volume 23, issue 1, pages 1-15, June, DOI: 10.2478/foli-2023-0001.
• Iwanicz-Drozdowska Małgorzata & Rogowicz Karol & Smaga Paweł, 2023, "Market-moving events and their role in portfolio optimization of generations X, Y, and Z," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 59, issue 4, pages 371-397, December, DOI: 10.2478/ijme-2024-0001.
• Wolski Rafal, 2023, "Residential Real Estate as a Potential Hedge of Capital Against Inflation," Real Estate Management and Valuation, Sciendo, volume 31, issue 1, pages 36-42, March, DOI: 10.2478/remav-2023-0004.
• Victor Elsa Sapphira & Razali Muhammad Najib & Ali Hishamuddin Mohd., 2023, "The Dynamics of the Impact of the Covid-19 Pandemic on Pan-Asia’s Real Estate Investment Trusts," Real Estate Management and Valuation, Sciendo, volume 31, issue 4, pages 11-22, December, DOI: 10.2478/remav-2023-0026.
• Socaciu Erzsébet-Mirjám, 2023, "The Nexus Between Foreign Portfolio Diversification and Kinship," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 68, issue 2, pages 1-16, August, DOI: 10.2478/subboec-2023-0006.
• Deari Fitim & Ulu Yasemin, 2023, "The Turn-of-the-Month Effect: Evidence from Macedonian Stock Exchange," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 33, issue 3, pages 86-100, September, DOI: 10.2478/sues-2023-0015.
• Saraolu Ionascuti Anca-Adriana, 2023, "Intra and Inter Sectoral Risk Spread and Portfolio Risk Management: Case of S&P 500," Timisoara Journal of Economics and Business, Sciendo, volume 16, issue 2, pages 141-158, DOI: 10.2478/tjeb-2023-0008.
• Paweł Jakubowski & Robert Ślepaczuk & Franciszek Windorbski, 2023, "REnsembling ARIMAX Model in Algorithmic Investment Strategies on Commodities Market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-20.
• Jesús Fernández‐Villaverde & Samuel Hurtado & Galo Nuño, 2023, "Financial Frictions and the Wealth Distribution," Econometrica, Econometric Society, volume 91, issue 3, pages 869-901, May, DOI: 10.3982/ECTA18180.
• Michele Manna & Stefano Nobili, 2023, "Banks' holdings of and trading in government bonds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 1, pages 257-283, January, DOI: 10.1002/ijfe.2419.
• Oliver Borgards & Robert L. Czudaj, 2023, "Long‐short speculator sentiment in agricultural commodity markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 3511-3528, October, DOI: 10.1002/ijfe.2605.
• Xiaoxi Liu & Jinming Xie, 2023, "Forecasting swap rate volatility with information from swaptions," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 43, issue 4, pages 455-479, April, DOI: 10.1002/fut.22395.
• Lise Clain‐Chamosset‐Yvrard & Xavier Raurich & Thomas Seegmuller, 2023, "Are the Liquidity and Collateral Roles of Asset Bubbles Different?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 6, pages 1443-1473, September, DOI: 10.1111/jmcb.13007.
• Wing-Keung Wong & David Yeung & Richard Lu, 2023, "The Mean-Variance Rule for Investors with Reverse S-Shaped Utility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-16, March, DOI: 10.1142/S2010495222500300.
• Marc S. Paolella & PaweÅ‚ Polak, 2023, "Density and Risk Prediction with Non-Gaussian COMFORT Models," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-37, March, DOI: 10.1142/S2010495222500336.
• Turker Acikgoz & Ozge Sezgin Alp & Nazlan Belemir Alkan, 2023, "Dynamics of a Newly Established Agricultural Commodities Market: Financialization, Hedging and Portfolio Diversification in Turkey," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 03, pages 1-33, September, DOI: 10.1142/S2010495223500057.
• Ali Matar, 2023, "The Co-Movement between Emerging Stock Markets Using DCC-GARCH Model: Evidence from GCC and Amman Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 04, pages 1-35, December, DOI: 10.1142/S2010495223500112.
• Amritkant Mishra & Ajit Kumar Dash & Shri Narayan Pandey & Amba Agarwal, 2023, "Dynamic spillover among the sectoral indices: Evidence from first and second waves of COVID-19," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 03, pages 1-22, September, DOI: 10.1142/S2424786323500202.
• Min-Yuh Day & Paoyu Huang & Yirung Cheng & Yensen Ni, 2023, "Can Investors Profit from Utilizing Technical Trading Rules During the COVID-19 Pandemic?," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 06, pages 1893-1921, November, DOI: 10.1142/S0219622023500025.
• Hans-Peter Bermin & Magnus Holm, 2023, "Kelly Trading And Market Equilibrium," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 01, pages 1-33, February, DOI: 10.1142/S0219024923500012.
• Kuniyoshi Saito, 2023, "Religiousness, Portfolio Choice, and Gambling in Japan," Journal of Economics, Management and Religion (JEMAR), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 01, pages 1-19, July, DOI: 10.1142/S2737436X23500012.
• Emanuele Maria Carluccio & Paolo Antonio Cucurachi & Ugo Pomante, 2023, "Absolute Or Relative: The Dark Side Of Fund Rating Systems," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 1-30, June, DOI: 10.1142/S2282717X23500019.
• Victoria Atanasov, 2023, "Consumption Risk, Stock Returns, and Economic Cycles," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 1-36, March, DOI: 10.1142/S2010139223500015.
• Claudio Zara & Luca Bellardini & Margherita Gobbi, 2023, "Circular Economy, Stock Volatility, and Resilience to the COVID-19 Shock: Evidence from European Companies," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-48, June, DOI: 10.1142/S2010139223400062.
• Andreas Oehler & Matthias Horn & Stefan Wendt, 2023, "The Trust Risk Puzzle: The Impact of Trust on the Willingness to Take Financial Risk," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 1-32, September, DOI: 10.1142/S2010139223500064.
• Hong-Yi Chen & Hsuan-Chi Chen & Christine W. Lai & Pei-Ling Yang, 2023, "Investor Attention, Fee Structure, and Newly Issued Funds," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 02, pages 1-23, June, DOI: 10.1142/S021909152350011X.
• Xiong Xiong & Jinyi Zhang & Zhenwei Lv & Gaofeng Zou, 2023, "How Does Investor Sentiment Influence Ipo Initial Return And Long-Term Performance? An Agent-Based Computational Finance Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 03, pages 899-915, June, DOI: 10.1142/S0217590819500437.
• Liangbo Zhai & Wei Wang, 2023, "Can Winners Keep Winning? An Analysis Of Performance Persistence Of Mutual Funds And Hedge Funds In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 06, pages 2029-2050, December, DOI: 10.1142/S0217590820500642.
• David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), 2023, "Options — 45 Years since the Publication of the Black–Scholes–Merton Model:The Gershon Fintech Center Conference," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12822, ISBN: ARRAY(0x53517940), March.
• Obiyathulla Ismath Bacha, 2023, "Financial Derivatives:Markets and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12999, ISBN: ARRAY(0x53758de0), March.
• Mark Haynes Daniell & Tom McCullough, 2023, "Family Wealth Management:Seven Imperatives for Successful Investing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13129, ISBN: ARRAY(0x54fc32d0), March.
• Gueorgui S Konstantinov & Frank J Fabozzi & Joseph S Simonian, 2023, "Quantitative Global Bond Portfolio Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13313, ISBN: ARRAY(0x5372f628), March.
• Graham L Giller, 2023, "Essays on Trading Strategy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13413, ISBN: ARRAY(0x5420a688), March.
• Cheng Few Lee & John Lee & Alice Lee, 2023, "Intermediate Futures and Options:An Active Learning Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13515, ISBN: ARRAY(0x53e48ae8), March.
• M. S. Scholes, 2023, "Using Option Pricing Information to Time Diversify Portfolio Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Wilmott, 2023, "How Good is Black–Scholes–Merton, Really?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Carr & L. Wu & Y. Zhang, 2023, "Probabilistic Interpretation of Black Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Brigo, 2023, "Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• M. Brenner, 2023, "VIX and Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• M. Musiela, 2023, "Multivariate Fractional Brownian Motion and Generalizations of SABR Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Glasserman & P. He, 2023, "Buy Rough, Sell Smooth," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• J. Gatheral & T. Jaisson & M. Rosenbaum, 2023, "Volatility is Rough," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• L.C.G. Rogers, 2023, "Things We Think We Know," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• R. Lee, 2023, "Cumulant Formulas for Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Tankov, 2023, "Implied Volatility Asymptotics: Black–Scholes and Beyond," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• J. Guyon, 2023, "The Smile of Stochastic Volatility Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• J. Cao & J. Chen & J. Hull, 2023, "A Neural Network Approach to Understanding Implied Volatility Movements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Dobi & M. Avellaneda, 2023, "Modeling Volatility Risk in Equity Options Market: A Statistical Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Gershon, 2023, "A General Theory of Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• A. Lipton, 2023, "Old Problems, Classical Methods, New Solutions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• B. Dupire, 2023, "25 Years of Local Volatility and Beyond," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Gatarek & J. Jabłecki, 2023, "Swap Rate à la Stock: Bermudan Swaptions Made Easy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• N. El Karoui, 2023, "Thirty Years of Derivatives Market: Originality of the French Experience," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• E. I. Ronn, 2023, "Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• H. Li & Q. Wang, 2023, "Options Markets in China: The New Frontier," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. B. Madan, 2023, "Risk Exposure Valuation Using Measure Distortions: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Protter, 2023, "Insider Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• M. Crouhy & D. Galai & Z. Wiener, 2023, "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Derivatives: Introduction and Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Derivative Markets and Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Forward and Futures Markets: Pricing and Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Stock Index Futures Contracts: Analysis and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Interest Rate Futures Contracts and Currency Futures Contracts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Introduction to Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Equity, Equity Index, and Currency Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Option Strategies and Payoffs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Replication, Synthetics, and Arbitrage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Options in Corporate Finance and Real Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Interest Rate Swaps, Credit, and Other Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Derivative Instruments and Islamic Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Answers to Select End-of-Chapter Questions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Financial Derivatives Markets and Applications".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Quantifying Risks and the Role of Quantitative Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Global Markets and Bond Benchmarks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Currency Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Yield Curve Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Factors in Global Bond Portfolios," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Top-Down Portfolio Allocation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Bond Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Bond Trading, Portfolio Rebalancing, and Electronic Exchanges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Portfolio Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Factor Models in Performance Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Performance Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Yield Curve Attribution for Global Bond Portfolios," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Quantitative Global Bond Portfolio Management".
• Graham L. Giller, 2023, "Mean–Variance Optimization and the Sharpe Ratio," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Essays on Trading Strategy".
• Graham L. Giller, 2023, "Analytical Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Essays on Trading Strategy".
• Graham L. Giller, 2023, "Utility Theory-Based Portfolio Choice," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Essays on Trading Strategy".
• Graham L. Giller, 2023, "Thinking about How to Solve Trading Problems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Essays on Trading Strategy".
• Graham L. Giller, 2023, "Barrier Trading Algorithms," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Essays on Trading Strategy".
• Graham L. Giller, 2023, "Ex Post Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Essays on Trading Strategy".
• Sangyup Choi & Jiri Havel, 2023, "Geopolitical Risk and Foreign Portfolio Investment: A Tale of Advanced and Emerging Markets," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-221, Oct.
• Eichfelder, Sebastian & Knaisch, Jonas & Schneider, Kerstin, 2023, "How does bonus depreciation affect real investment? Effect size, asset structure, and tax planning," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 278.
• McCully, Tuuli, 2023, "Drivers of portfolio flows into Chinese debt securities amidst China's bond market development," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 8/2023.
• Faria, Gonçalo & Verona, Fabio, 2023, "Forecast combination in the frequency domain," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2023.
• Goodarzi, Milad & Meinerding, Christoph, 2023, "Asset allocation with recursive parameter updating and macroeconomic regime identifiers," Discussion Papers, Deutsche Bundesbank, number 06/2023.
• Bednarek, Peter & Dinger, Valeriya & Schultz, Alison & von Westernhagen, Natalja, 2023, "Banks of a feather: The informational advantage of being alike," Discussion Papers, Deutsche Bundesbank, number 09/2023.
• Frankovic, Ivan & Kolb, Benedikt, 2023, "The role of emission disclosure for the low-carbon transition," Discussion Papers, Deutsche Bundesbank, number 33/2023.
• Simon, Frederik & Weibels, Sebastian & Zimmermann, Tom, 2025, "Deep parametric portfolio policies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-01, revised 2025.
• Dörries, Julian & Korn, Olaf & Power, Gabriel J., 2023, "How should the long-term investor harvest variance risk premiums?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-06.
• Braun, Alexander & Braun, Julia & Weigert, Florian, 2023, "Extreme weather risk and the cost of equity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-08.