Research classified by Journal of Economic Literature (JEL) codes

2024

• Rene Schwaiger & Markus Strucks & Stefan Zeisberger, 2024, "The Consequences of Narrow Framing for Risk-Taking: A Stress Test of Myopic Loss Aversion," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2024-05, May.
• Carlos Alberto Piscarreta Pinto Ferreira, 2024, "The Drivers Of Us Banks’ Demand Of Government Securities," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0336, Jul.
• Mikhail Anufriev & Frieder Neunhoeffer & Jan Tuinstra, 2024, "Time pressure reduces financial bubbles: Evidence from a forecasting experiment," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0351, Oct.
• Wojciech Grabowski & Jakub Janus, 2024, "Tail dependence in European stock markets amidst the Russo-Ukrainian war: Shifting linkages and their determinants," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0360, Dec.
• Barış Sancak & Dilek Demirbaş, 2024, "The Effect Of Financial Literacy On Participation In Investment Markets: A Study On University of Health Sciences Students," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 11, issue 2, pages 204-225, July, DOI: 10.26650/JEPR1406361.
• Montagnoli, Alberto & Taylor, Karl, 2024, "Who Cares about Investing Responsibly? Attitudes and Financial Decisions," IZA Discussion Papers, IZA Network @ LISER, number 16952, Apr.
• Altmejd, Adam & Jansson, Thomas & Karabulut, Yigitcan, 2024, "Business Education and Portfolio Returns," IZA Discussion Papers, IZA Network @ LISER, number 16976, May.
• Gorodnichenko, Yuriy & Yin, Xiao, 2024, "Higher-Order Beliefs and Risky Asset Holdings," IZA Discussion Papers, IZA Network @ LISER, number 17120, Jul.
• Agarwal, Isha & Chen, Wentong & Prasad, Eswar, 2024, "Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows," IZA Discussion Papers, IZA Network @ LISER, number 17442, Nov.
• Abel, Martin & Bomfim, Emma & Cisneros, Izzy & Coyle, Jackson & Eraou, Song & Gebeyehu, Martha & Hernandez, Gerardo & Juantorena, Julian & Kaplan, Lizzy & Marquez, Danielle & Mullen, Jack & Mulhern, P, 2024, "Are Women Blamed More for Giving Incorrect Financial Advice?," IZA Discussion Papers, IZA Network @ LISER, number 17537, Dec.
• Joseph J. French & Matthew Kofi Ocran & Ujjal K. Chatterjee & Seungho Shin, 2024, "Uncertainty, Financial Markets, and Fund Flows to South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 58, issue 3, pages 67-89, July–Sept.
• Heinisch Katja & Behrens Christoph & Döpke Jörg & Foltas Alexander & Fritsche Ulrich & Köhler Tim & Müller Karsten & Puckelwald Johannes & Reichmayr Hannes, 2024, "The IWH Forecasting Dashboard: From Forecasts to Evaluation and Comparison," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 244, issue 3, pages 277-288, June, DOI: 10.1515/jbnst-2023-0011.
• Zongwu Cai & Pixiong Chen, 2024, "Online Investor Sentiment via Machine Learning," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202411, Sep, revised Sep 2024.
• Matteo Benuzzi & Matteo Ploner, 2024, "Skewness-seeking behavior and financial investments," Annals of Finance, Springer, volume 20, issue 1, pages 129-165, March, DOI: 10.1007/s10436-023-00437-y.
• Yasuhiro Iwanaga & Takehide Hirose & Tomohiro Yoshida, 2024, "Decomposing the Momentum in the Japanese Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 2, pages 221-250, June, DOI: 10.1007/s10690-023-09413-y.
• Yuta Hibiki & Takuya Kiriu & Norio Hibiki, 2024, "Optimal Currency Portfolio with Implied Return Distribution in the Mean-Variance Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 2, pages 251-283, June, DOI: 10.1007/s10690-023-09414-x.
• Hasan F. Baklaci & William I-Wei Cheng & Jianing Zhang, 2024, "Performance Attributes of Environmental, Social, and Governance Exchange-Traded Funds," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 2, pages 307-334, June, DOI: 10.1007/s10690-023-09416-9.
• Hiroaki Hata & Kazuhiro Yasuda, 2024, "Expected Power Utility Maximization of Insurers," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 3, pages 543-577, September, DOI: 10.1007/s10690-023-09425-8.
• Emon Kalyan Chowdhury & Iffat Ishrat Khan, 2024, "Reactions of Global Stock Markets to the Russia–Ukraine War: An Empirical Evidence," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 3, pages 755-778, September, DOI: 10.1007/s10690-023-09429-4.
• Anis Jarboui & Emna Mnif, 2024, "Can Clean Energy Stocks Predict Crude Oil Markets Using Hybrid and Advanced Machine Learning Models?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 4, pages 821-844, December, DOI: 10.1007/s10690-023-09432-9.
• Sudipta Majumdar & Sayantan Kundu & Sankalp Bose & Abhijeet Chandra, 2024, "Network Nexus: Exploring the Impact of Alumni Connections of Managers on Mutual Fund Performance in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 4, pages 889-923, December, DOI: 10.1007/s10690-023-09435-6.
• Peter J. Zeitsch, 2024, "Convertible Bond Arbitrage Smart Beta," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 1, pages 159-192, January, DOI: 10.1007/s10614-022-10335-6.
• Rama K. Malladi, 2024, "Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 3, pages 1021-1045, March, DOI: 10.1007/s10614-022-10333-8.
• Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2024, "Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3543-3553, December, DOI: 10.1007/s10614-023-10510-3.
• Jie Cheng, 2024, "Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3617-3643, December, DOI: 10.1007/s10614-024-10571-y.
• Jiaguo Peng & Lifei Huang & Jian Xu, 2024, "RETRACTED ARTICLE: Role of sustainability ethics in amplifying investments in common green properties and infrastructure in China," Economic Change and Restructuring, Springer, volume 57, issue 3, pages 1-17, June, DOI: 10.1007/s10644-024-09674-1.
• Paulo Leite, 2024, "Performance and investment styles of international multi-asset funds during market crises," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 3, pages 783-805, August, DOI: 10.1007/s10663-024-09614-2.
• Bogdan Dima & Ștefana Maria Dima, 2024, "The non-linear impact of monetary policy on shifts in economic policy uncertainty: evidence from the United States of America," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 3, pages 755-781, August, DOI: 10.1007/s10663-024-09618-y.
• Guanming He & Yun Sun & April Zhichao Li, 2024, "Does analysts’ industrial concentration affect the quality of their forecasts?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 1, pages 37-91, March, DOI: 10.1007/s11408-023-00435-0.
• Thomas Krabichler & Marcus Wunsch, 2024, "Hedging goals," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 1, pages 93-122, March, DOI: 10.1007/s11408-023-00437-y.
• Hayden Brown, 2024, "Long-term returns estimation of leveraged indexes and ETFs," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 2, pages 165-190, June, DOI: 10.1007/s11408-023-00440-3.
• David Gorzon & Marc Bormann & Ruediger Nitzsch, 2024, "Measuring costly behavioral bias factors in portfolio management: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 2, pages 265-295, June, DOI: 10.1007/s11408-024-00444-7.
• Andrea Rigamonti, 2024, "Can machine learning make technical analysis work?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 3, pages 399-412, September, DOI: 10.1007/s11408-024-00451-8.
• Joon Chul James Ahn & Dragos Gorduza & Seonho Park, 2024, "Hidden neighbours: extracting industry momentum from stock networks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 4, pages 415-441, December, DOI: 10.1007/s11408-024-00455-4.
• Zhengnan Yin & Niall O’Sullivan & Meadhbh Sherman, 2024, "The performance of asset allocation mutual funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 4, pages 465-514, December, DOI: 10.1007/s11408-024-00457-2.
• Moritz Mosenhauer & Jakob Windisch, 2024, "National differences in gambling-driven stock trading behavior: evidence from a simulated trading game," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 4, pages 515-531, December, DOI: 10.1007/s11408-024-00460-7.
• Victoria Gevorkova & Ivan Sangiorgi & Julia Vogt, 2024, "Cleansing Investor’s Conscience: The Effects of Incidental Guilt on Socially Responsible Investment Decisions," Journal of Business Ethics, Springer, volume 193, issue 1, pages 89-114, August, DOI: 10.1007/s10551-023-05585-9.
• Davide Castellani & Elisa Giaretta, 2024, "Multimarket Banks, Local Economic Shocks, and Lending Behavior: When the Effect is on Cost but not on the Amount of Deposit Fundings," Journal of Financial Services Research, Springer;Western Finance Association, volume 66, issue 2, pages 193-225, October, DOI: 10.1007/s10693-022-00395-y.
• Spencer J. Couts, 2024, "How do Non-Core Allocations Affect the Risk and Returns of Private Real Estate Funds?," The Journal of Real Estate Finance and Economics, Springer, volume 68, issue 4, pages 715-748, May, DOI: 10.1007/s11146-022-09886-0.
• David J. Rapp & Andrea Rapp & Trevor Daher, 2024, "Opportunity discovery or judgment? Value investing’s incompatibility with Austrian economics revisited," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 37, issue 2, pages 153-177, June, DOI: 10.1007/s11138-023-00616-0.
• Maik Dierkes & Jan Krupski & Sebastian Schroen & Philipp Sibbertsen, 2024, "Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle," Review of Derivatives Research, Springer, volume 27, issue 1, pages 1-35, April, DOI: 10.1007/s11147-023-09197-3.
• Alireza Rezaeian & Marie Racine, 2024, "The risk of SIN or socially irresponsible stocks," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 2, pages 755-798, February, DOI: 10.1007/s11156-023-01220-w.
• Shu-Fang Yuan, 2024, "Realized higher moments and trading activity," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 3, pages 971-1005, April, DOI: 10.1007/s11156-023-01227-3.
• Wei-Han Liu & Jow-Ran Chang & Guo-Jun Yang, 2024, "An improved criterion for almost marginal conditional stochastic dominance," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 3, pages 1251-1290, April, DOI: 10.1007/s11156-023-01235-3.
• Weihao Han & David Newton & Emmanouil Platanakis & Haoran Wu & Libo Xiao, 2024, "The diversification benefits of cryptocurrency factor portfolios: Are they there?," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 2, pages 469-518, August, DOI: 10.1007/s11156-024-01260-w.
• Ming-Che Hu & Alex YiHou Huang & Yanzhi Wang & Dan-Liou Yu, 2024, "Book-to-market effect and product life cycle," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 2, pages 551-577, August, DOI: 10.1007/s11156-024-01270-8.
• Jungshik Hur & Qing Yang, 2024, "The role of dividends and investor sentiment in the relation between idiosyncratic risk and expected returns," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 807-827, October, DOI: 10.1007/s11156-023-01156-1.
• Zongrun Wang & Tangtang He & Xiaohang Ren & Luu Duc Toan Huynh, 2024, "Robust portfolio strategies based on reference points for personal experience and upward pacesetters," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 863-887, October, DOI: 10.1007/s11156-024-01273-5.
• Jonathan Fletcher, 2024, "AN examination of linear factor models in U.K. stock returns in the presence of dynamic trading," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 1121-1147, October, DOI: 10.1007/s11156-024-01286-0.
• Tian-Shyr Dai & Yi-Jen Luo & Hao-Han Chang & Chu-Lan Kao & Kuan-Lun Wang & Liang-Chih Liu, 2024, "Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 4, pages 1391-1411, November, DOI: 10.1007/s11156-024-01293-1.
• Jessica Jones & Christina Hymer & Ashley Roccapriore & Brett Smith, 2024, "Does religion matter to angels? Exploring the influence of religion in entrepreneurial investor decision-making," Small Business Economics, Springer, volume 62, issue 4, pages 1337-1360, April, DOI: 10.1007/s11187-023-00840-9.
• Bethlendi, András, 2024, "Ágazati politika portfólióelméleti megközelítésben
  [Industry policy in a portfolio-theory approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 131-153, DOI: 10.18414/KSZ.2024.2.131.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024, "Mental Models of the Stock Market," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 23-07, Nov.
• Thorsten Hens & Ester Trutwin, 2024, "Modelling Sustainable Investing in the CAPM," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1104, Apr.
• Hiroya Tanaka & Keiichi Hori & Akihisa Shibata, 2024, "Search-for-Yield and Home Bias under Quantitative Easing," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1106, Aug.
• Yu-Ann Wang & Chia-Lin Chang, 2024, "Portfolio selection from risk transfer mechanisms in a time of crisis for renewable energy markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1108, Sep.
• Mohammad Alvin Prabowosunu & Reza Yamora Siregar & Rosi Melati & Rizky Rizaldi Ronaldo & Devan Hadrian, 2024, "Identifying Risk-Taking Behavior and Prudent Asset Allocation in Pension Funds in Indonesia," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 70, pages 17-33, June.
• Dewi Tamara & Anita Maharani, 2024, "How Millennials Make Investment Decisions: Financial Literacy and Financial Behavior," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 70, pages 132-146, December.
• Marty-Jörn Klein & Gabriela Chmelíková & Jozef Palkovič, 2024, "The Risk Awareness of Sovereign Wealth Funds in Relation to ESG Assets: Do Biggest World Institutional Investors Act Sustainably?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 10, issue 1, pages 5-24, DOI: 10.11118/ejobsat.2024.003.
• Sweta Aggarwal & Smita Dayal & Nidhi Malhotra, 2024, "Is There A Risk Premium in ESG Investing in India?," Capital Markets Review, Malaysian Finance Association, volume 32, issue 2, pages 17-33.
• Ling-Foon Chan & Calvin W.H. Cheong & A.N. Bany-Ariffin, 2024, "Corporate Diversification of Real Estate Investment Trusts (REITs) In A Post-Pandemic World: Lessons from Malaysia and Singapore," Capital Markets Review, Malaysian Finance Association, volume 32, issue 2, pages 49-68.
• Tien-Ming Yip & Wee-Yeap Lau, 2024, "Nexus between ESG Practice and Firm Performance: Are there any Stylised Facts?," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 61, issue 2, pages 199-213, December, DOI: 10.22452/MJES.vol61no2.1.
• Hassan A Butt & Lucas Dille & Brian Nichols, 2024, "Impact of Non-Normality of Returns on the Informational Efficiency of Stock Prices," Journal of Economic Insight, Missouri Valley Economic Association, volume 50, issue 1, pages 53-85.
• Laurens Cherchye & Bram De Rock & Dieter Saelens, 2024, "Financial portfolio performance of Belgian households : a nonparametric assessment," Working Paper Research, National Bank of Belgium, number 448, Apr.
• Krzysztof Bednarz, 2024, "Portfel Markowitza w transakcjach na rynku Forex," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 5, pages 603-622.
• Lin William Cong & Shiyang Huang & Douglas Xu, 2024, "The Rise of Factor Investing: "Passive" Security Design and Market Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 32016, Jan.
• Nicolae B. Gârleanu & Stavros Panageas, 2024, "Finance in a Time of Disruptive Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 32184, Mar.
• Francesco D’Acunto & Michael Weber, 2024, "Why Survey-Based Subjective Expectations are Meaningful and Important," NBER Working Papers, National Bureau of Economic Research, Inc, number 32199, Mar.
• Dominik Boddin & Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2024, "A Housing Portfolio Channel of QE Transmission," NBER Working Papers, National Bureau of Economic Research, Inc, number 32211, Mar.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2024, "Employer 401(k) Matches for Student Debt Repayment: Killing Two Birds with One Stone?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32443, May.
• Jonathan Reuter & Antoinette Schoar, 2024, "Demand-side and Supply-side Constraints in the Market for Financial Advice," NBER Working Papers, National Bureau of Economic Research, Inc, number 32452, May.
• Wenxin Du & Amy W. Huber, 2024, "Dollar Asset Holdings and Hedging Around the Globe," NBER Working Papers, National Bureau of Economic Research, Inc, number 32453, May.
• Philip Schnorpfeil & Michael Weber & Andreas Hackethal, 2024, "Inflation and Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 32470, May.
• Taha Choukhmane & Tim de Silva, 2024, "What Drives Investors' Portfolio Choices? Separating Risk Preferences from Frictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 32476, May.
• Gorkem Bostanci & Guillermo Ordoñez, 2024, "Business, Liquidity, and Information Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 32501, May.
• Lawrence J. Jin & Cameron Peng, 2024, "The Law of Small Numbers in Financial Markets: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 32519, May.
• Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2024, "Creative Destruction, Stock Return Volatility, and the Number of Listed Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 32568, Jun.
• Boaz Abramson & Stijn Van Nieuwerburgh, 2024, "Rent Guarantee Insurance," NBER Working Papers, National Bureau of Economic Research, Inc, number 32582, Jun.
• William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2024, "Emotions and Subjective Crash Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 32589, Jun.
• Ronan C. Lyons & Allison Shertzer & Rowena Gray & David N. Agorastos, 2024, "The Price of Housing in the United States, 1890-2006," NBER Working Papers, National Bureau of Economic Research, Inc, number 32593, Jun.
• Bram van der Kroft & Juan Palacios & Roberto Rigobon & Siqi Zheng, 2024, "Timing Sustainable Engagement in Real Asset Investments," NBER Working Papers, National Bureau of Economic Research, Inc, number 32646, Jul.
• Jonathan Reuter, 2024, "Plan Design and Participant Behavior in Defined Contribution Retirement Plans: Past, Present, and Future," NBER Working Papers, National Bureau of Economic Research, Inc, number 32653, Jul.
• Yuriy Gorodnichenko & Xiao Yin, 2024, "Higher-Order Beliefs and Risky Asset Holdings," NBER Working Papers, National Bureau of Economic Research, Inc, number 32680, Jul.
• Jacob Boudoukh & Yukun Liu & Tobias J. Moskowitz & Matthew P. Richardson, 2024, "Identifying Shocks to Systematic Risk in Times of Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 32693, Jul.
• Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024, "Risk, Specialization, and Covered-Interest Parity," NBER Working Papers, National Bureau of Economic Research, Inc, number 32707, Jul.
• Hélène Rey & Adrien Rousset Planat & Vania Stavrakeva & Jenny Tang, 2024, "Elephants in Equity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 32756, Jul.
• Michael Gelman & David Hirshleifer & Yaron Levi & Liron Reiter-Gavish, 2024, "Social Interaction Intensity and Investor Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 32772, Aug.
• Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2024, "APT or “AIPT”? The Surprising Dominance of Large Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 33012, Sep.
• Ruslan Goyenko & Bryan T. Kelly & Tobias J. Moskowitz & Yinan Su & Chao Zhang, 2024, "Trading Volume Alpha," NBER Working Papers, National Bureau of Economic Research, Inc, number 33037, Oct.
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Sağlam, 2024, "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," NBER Working Papers, National Bureau of Economic Research, Inc, number 33058, Oct.
• Rui Da & Stefan Nagel & Dacheng Xiu, 2024, "The Statistical Limit of Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 33070, Oct.
• Scott R. Baker & Justin Balthrop & Mark J. Johnson & Jason D. Kotter & Kevin Pisciotta, 2024, "Gambling Away Stability: Sports Betting’s Impact on Vulnerable Households," NBER Working Papers, National Bureau of Economic Research, Inc, number 33108, Nov.
• Isha Agarwal & Wentong Chen & Eswar S. Prasad, 2024, "Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 33159, Nov.
• Arthur Korteweg & Stavros Panageas & Anand Systla, 2024, "Private Equity for Pension Plans? Evaluating Private Equity Performance from an Investor's Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 33194, Nov.
• Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2024, "Glass Box Machine Learning and Corporate Bond Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 33320, Dec.
• Kashirina, A., 2024, "Factors influencing the choice of savings and investment instruments by generation Z: The experimental study using neuroequipment," Journal of the New Economic Association, New Economic Association, volume 63, issue 2, pages 144-167, DOI: 10.31737/22212264_2024_2_144-167.
• Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2024, "Sustainable Finance: A Journey Toward ESG and Climate Risk," International Review of Environmental and Resource Economics, now publishers, volume 18, issue 1-2, pages 1-75, January, DOI: 10.1561/101.00000156.
• Andrew Smithers, 2024, "Box B: Pensions, Savings and Investment," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 16, pages 33-36.
• Mine Berra Doganer & Ibrahim Halil Eksi & Ahmet Sit & Berna Dogan Basar, 2024, "The Effect of Stock Market Literacy on Individual Investor’s Investment Decisions: Evidence from Borsa Istanbul," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 99-119, March.
• Radostina Stamenova, 2024, "Environmental, Social and Governance Ratings," Research Papers of UNWE, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 119-129, May, DOI: 10.37075/RP.2024.2.10.
• Etienne Lepers & Annamaria de Crescenzio, 2024, "What drives capital to green companies in emerging markets: Evidence from investment funds," OECD Working Papers on International Investment, OECD Publishing, number 2024/02, Dec, DOI: 10.1787/5f532f4d-en.
• Roberto Moshammer & Michael Nawaiseh, 2024, "Interconnections between the Austrian banking sector and debt securities markets," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 48, pages 63-74.
• Anca-Adriana SARAOLU (IONĂȘCUȚI), 2024, "Non-Uniform Interconnectedness Patterns And Dynamics: Evidence From Emerging Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 2, pages 166-175, December.
• Ștefan RUSU & Marcel BOLOȘ, 2024, "Machine Learning Clustering In Financial Markets: A Literature Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 1, pages 330-336, July.
• Ștefan RUSU & Marcel BOLOȘ, 2024, "Bridging Tradition And Innovation: A Literature Review On Portfolio Optimization," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 1, pages 337-344, July.
• Han Jiang & Aggey Simons, 2024, "Charitable Giving and NPOs Investment Decision in a Stochastic Dynamic Economy," Working Papers, University of Ottawa, Department of Economics, number 2402E.
• Gregory Connor & Robert A Korajczyk, 2024, "Semi-Strong Factors in Asset Returns," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 70-93.
• Fangquan Shi & Lianjie Shu & Xinhua Gu, 2024, "An Enhanced Factor Model for Portfolio Selection in High Dimensions," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 94-118.
• M Hashem Pesaran & Takashi Yamagata, 2024, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 2, pages 407-460.
• Tae-Hwy Lee & Ekaterina Seregina, 2024, "Optimal Portfolio Using Factor Graphical Lasso," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 670-695.
• Rafael P Alves & Diego S de Brito & Marcelo C Medeiros & Ruy M Ribeiro, 2024, "Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 696-742.
• Leon Li & Carl R Chen, 2024, "When Safe-Haven Asset Is Less than a Safe-Haven Play," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 808-838.
• Marine Carrasco & N’Golo Koné, 2024, "Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 908-953.
• Anne-Florence Allard & Hamza Hanbali & Kristien Smedts, 2024, "COAALA: A Novel Approach to Understanding Extreme Stock–Bond Comovement," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1532-1557.
• Anastasios Kagkadis & Ingmar Nolte & Sandra Nolte & Nikolaos Vasilas, 2024, "Factor Timing with Portfolio Characteristics," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 1, pages 84-118.
• Matteo Benetton & Giovanni Compiani, 2024, "Investors’ Beliefs and Cryptocurrency Prices," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 2, pages 197-236.
• Jordan Moore & Mihail Velikov, 2024, "Oil Price Exposure and the Cross-Section of Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 2, pages 274-309.
• Michael Hasler & Charles Martineau, 2024, "Equity Return Predictability with the ICAPM," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 3, pages 481-512.
• Paul Karehnke, 2024, "Systematic Skewness and Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 4, pages 578-612.
• Aleksandar Andonov, 2024, "Delegated Investment Management in Alternative Assets," The Review of Corporate Finance Studies, Society for Financial Studies, volume 13, issue 1, pages 264-301.
• Nusret Cakici & Christian Fieberg & Daniel Metko & Adam Zaremba, 2024, "Do Anomalies Really Predict Market Returns? New Data and New Evidence," Review of Finance, European Finance Association, volume 28, issue 1, pages 1-44.
• Jack Favilukis & Terry Zhang, 2024, "Why momentum concentrates among overvalued stocks?," Review of Finance, European Finance Association, volume 28, issue 2, pages 389-412.
• Andreas G F Hoepner & Ioannis Oikonomou & Zacharias Sautner & Laura T Starks & Xiao Y Zhou, 2024, "ESG shareholder engagement and downside risk," Review of Finance, European Finance Association, volume 28, issue 2, pages 483-510.
• Pengjie Gao & Allen Hu & Peter Kelly & Cameron Peng & Ning Zhu, 2024, "Asset Complexity and the Return Gap," Review of Finance, European Finance Association, volume 28, issue 2, pages 511-550.
• Mengqiao Du & Alexandra Niessen-Ruenzi & Terrance Odean, 2024, "Stock repurchasing bias of mutual funds," Review of Finance, European Finance Association, volume 28, issue 2, pages 699-728.
• Lin Sun & Zheng Sun & Lu Zheng, 2024, "The start matters: time-varying investor demand, hedge fund inceptions, and performance," Review of Finance, European Finance Association, volume 28, issue 2, pages 729-768.
• Steffen Meyer & Michaela Pagel, 2024, "Fresh air eases work—the effect of air quality on individual investor activity," Review of Finance, European Finance Association, volume 28, issue 3, pages 1105-1149.
• Karamfil Todorov, 2024, "When passive funds affect prices: evidence from volatility and commodity ETFs," Review of Finance, European Finance Association, volume 28, issue 3, pages 831-863.
• Roni Michaely & Guillem Ordonez-Calafi & Silvina Rubio, 2024, "Mutual funds’ strategic voting on environmental and social issues," Review of Finance, European Finance Association, volume 28, issue 5, pages 1575-1610.
• Turan G. Bali & Florian Weigert, 2024, "Hedge funds and the positive idiosyncratic volatility effect," Review of Finance, European Finance Association, volume 28, issue 5, pages 1611-1661.
• Michail Anthropelos & Paul Schneider, 2024, "Optimal investment and equilibrium pricing under ambiguity," Review of Finance, European Finance Association, volume 28, issue 6, pages 1759-1805.
• Gjergji Cici & Pei (Alex) Zhang, 2024, "On the valuation skills of corporate bond mutual funds," Review of Finance, European Finance Association, volume 28, issue 6, pages 2017-2049.
• Yousaf, Imran & Abrar, Afsheen & Yousaf, Umair Bin & Goodell, John W., 2024, "Environmental attention and uncertainties of cryptocurrency market: Examining linkages with crypto-mining stocks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104672.
• Jin, Changlun & Tian, Xiujuan, 2024, "Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104689.
• Abakah, Emmanuel Joel Aikins & Hossain, Sahib & Abdullah, Mohammad & Goodell, John W., 2024, "Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104693.
• Sun, Yuan & Sun, Xiaowei & Wang, Zehao, 2024, "Climate risk exposure and geographical allocation of business activities: Evidence from Chinese listed companies," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104697.
• Ha, Yeonjeong & Oh, Haejune, 2024, "Choice for smart investment in mutual funds: Single- or multi-period performance ranks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104711.
• Escobar-Anel, Marcos & Spies, Ben & Zagst, Rudi, 2024, "Mean–variance optimization under affine GARCH: A utility-based solution," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104749.
• Meyer, Julia, 2024, "Willingness to take risks for sustainability during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104796.
• Lalwani, Vaibhav, 2024, "Incorporating green assets in equity portfolios," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104815.
• Aharon, David Y. & Ali, Shoaib, 2024, "A high-frequency data dive into SVB collapse," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104823.
• Wang, Peiwen & Huang, Guanglin, 2024, "Measuring systemic risk contribution: A higher-order moment augmented approach," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104833.
• Gould, John & Sun, Zhiyue & Yang, Joey W., 2024, "ETF MAX and MIN effects," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104835.
• Koimisis, Georgios & Giannikos, Christos I., 2024, "Inequality, premium and the timing of resolution of uncertainty," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104863.
• Stein, Roberto, 2024, "More than meets the eye: On the relationship between skewness and expected returns," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104876.
• Soliman, Alain & Le Saout, Erwan, 2024, "The impact of the war in Ukraine on the idiosyncratic risk and the market risk," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104895.
• Oehler, Andreas & Horn, Matthias, 2024, "Does ChatGPT provide better advice than robo-advisors?," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104898.
• Brisker, Eric & Wang, Jinjing & Wang, Shuai, 2024, "Why do life insurers hold sin bonds? Evidence from investment delegation," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104965.
• Jin, Yurong & Yan, Jingzhou & Yan, Qianhui, 2024, "Unraveling ESG Ambiguity, Price Reaction, and Trading Volume," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.104972.
• Li, Ying & Guo, Xu & Huang, Wei & Ma, Xiaomeng, 2024, "ESG rating and short selling in the corporate bond market," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.104998.
• Abudy, Menachem (Meni) & Gildin, Ilan & Mugerman, Yevgeny, 2024, "Don't move my cheese: Financial advice adaptation to regulatory change," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105005.
• Taussig, Roi D., 2024, "Pension expenses, risk, and implications for stock returns," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105016.
• Xiong, Youlin & Shen, Jun & Yoon, Seong-Min & Dong, Xiyong, 2024, "Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105020.
• Xu, Bu & Xu, Quanyi & Liu, Xinxin & Qin, Qirui, 2024, "Investor traps: Funds launched during booms," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105044.
• Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2024, "Stock price synchronicity and market liquidity: The role of funding liquidity," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105051.
• Dong, Xiuliang & Wang, Yiqun & Zhang, Jiaming & Liu, Jianing, 2024, "Sponsor Co-investment, inquiry divergence, and IPO pricing efficiency," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2023.104951.
• Papathanasiou, Spyros & Koutsokostas, Drosos, 2024, "Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105095.
• Matallín-Sáez, Juan Carlos & de Mingo-López, Diego Víctor, 2024, "The role of passive effects in the relationship between active management and short-term performance: Evidence from mutual fund portfolio holdings," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105107.
• Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Abdullah, Mohammad & Lee, Chi-Chuan & Sulong, Zunaidah, 2024, "Correlation structure between fiat currencies and blockchain assets," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105114.
• Xiao, Xiang & Hua, Xia & Qin, Kexin, 2024, "A self-attention based cross-sectional return forecasting model with evidence from the Chinese market," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105144.
• Scheitza, Lisa & Busch, Timo, 2024, "SFDR Article 9: Is it all about impact?," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105179.
• Zhang, Ruifeng & Zhao, Lishuang & Song, Shuhong, 2024, "Does capital input contribute to green total-factor capital efficiency?," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105147.
• Yousaf, Imran & Zeitun, Rami & Ali, Shoaib & Palma, Alessia, 2024, "Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105221.
• Bonaparte, Yosef, 2024, "Do entrepreneurs use cryptocurrency to hedge against their business risk?," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105225.
• Kirtac, Kemal & Germano, Guido, 2024, "Sentiment trading with large language models," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105227.
• He, Zhipeng & Zhang, Shuguang, 2024, "Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105267.
• Yao, Shouyu & Liu, Zezhong & Wang, Chunfeng & Palma, Alessia & Goodell, John W., 2024, "Is macroeconomic tail risk contagious to stock idiosyncratic risk?," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105229.
• Zhu, Jianchang & Sun, Xuchu & Li, Tangrong, 2024, "Execution uncertainty of dark pools and portfolio balance," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105276.
• Grobys, Klaus, 2024, "On co-dependent power-law behavior across cryptocurrencies," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105295.
• Lang, Chunlin & Hu, Yang & Goodell, John W. & Hou, Yang (Greg), 2024, "Connectedness and co-movement between dirty energy, clean energy and global COVOL," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105304.
• Kaddouhah, Mohammed, 2024, "An economic definition of ‘Fear of Missing Out’ (FOMO)," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105344.
• Fromentin, Vincent & Pecchioli, Bruno & Moroz, David, 2024, "Time-varying causality among whisky, wine, and equity markets," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105345.
• Chollete, Lorán & Hughen, Keener & Lu, Ching-Chih & Peng, Weijia, 2024, "Assessing the volatility of green firms," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105372.
• Wang, Haibo, 2024, "Decoding herding dynamics in the generative AI investment amid key technological advancements: A timeline perspective," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105432.
• Ryan, Michael & Corbet, Shaen & Oxley, Les, 2024, "Is gold always a safe haven?," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105438.
• Ge, Tao & Hao, Zixuan & Chen, Yuan & Chen, Zhanbo, 2024, "Energy intensity constraints and corporate investment strategies: Evidence from Chinese listed enterprises," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105466.
• Jing, Zhongbo & Li, Qin & Zhao, Hongyi & Zhao, Yang, 2024, "Predicting stock price crash risk in China: A modified graph WaveNet model," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105468.
• Zhang, Yaojie & Zhang, Yuxuan & Ren, Xinrui & Jin, Meichen, 2024, "Geopolitical risk exposure and stock returns: Evidence from China," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105479.
• Jung, Woosung & Park, Haerang, 2024, "Common factors in the returns on cryptocurrencies," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105485.
• Han, SeungOh, 2024, "Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105502.
• Pigorsch, Uta & Schäfer, Sebastian, 2024, "Reversal of Monday returns: It is the afternoon that matters," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105525.
• Asano, Takao & Cai, Xiaojing & Sakemoto, Ryuta, 2024, "Currency portfolios and global foreign exchange ambiguity," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105534.
• Li, Yanzhao & Guo, Ju-e & Li, Yongwu & Zhang, Jinggong, 2024, "Intensified distortion: Investment decisions with endogenous contracts and time inconsistency," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105539.
• Gu, Ming & Sun, Minxing & Xiong, Zhitao & Xu, Weike, 2024, "Market volatility and the trend factor," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105595.
• Liang, Qiqi & Sun, Licheng, 2024, "A closer look at the substitution effects between retail trading and national lotteries," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105597.
• Nissinen, Juuso, 2024, "Cross-country spillover effects of interest rate and credit constraint policies," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105617.
• Horn, Matthias & Schneider, Julian & Oehler, Andreas, 2024, "Do transactions on social trading platforms predict the stock market behavior of the aggregate private sector?," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105668.
• Zhang, Dongna & Dai, Xingyu & Xue, Jianhao, 2024, "Incorporating weather information into commodity portfolio optimization," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105672.
• Cheng, Shi & Huang, Shan, 2024, "ESG combined score effects on stock performance of S&P 500-listed firms," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105686.
• Nguyen, Huong Giang & Hoang, Khanh & Nguyen, Quan M.P. & Do, Hung Xuan & Nguyen, Duc Khuong, 2024, "Portfolio's weighted political risk and mutual fund performance: A text-based approach," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105728.
• Askari, Abolfazl & Hajizadeh, Ehsan, 2024, "Exploring market efficiency levels: A powerful approach based on a gamma distribution," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105731.
• Hervé, Fabrice & Marsat, Sylvain, 2024, "Acting for good, being good or feeling good? Exploring factors influencing individual investors’ willingness to invest in green funds," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105736.
• Wang, Xi & Gao, Chao & Wang, Tianfu, 2024, "The price of firm-level information uncertainty," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105782.
• Potrykus, Marcin, 2024, "Dot-com and AI bubbles: Can data from the past be helpful to match the price bubble euphoria phase using dynamic time warping?," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105799.
• Zhang, Yu & Zhao, Mengxiang, 2024, "Picking funds in China," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105817.