Research classified by Journal of Economic Literature (JEL) codes

2025

• Baulkaran, Vishaal & Jain, Pawan, 2025, "U.S Congress members’ trading activities: A case of NANC and KRUZ," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112263.
• Oefele, Nico, 2025, "One year of bitcoin spot ETPs: A brief market and fund flow analysis," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112304.
• Myeong, Jaeho & Kim, Donghoon, 2025, "Market reactions to Crypto-Specific announcements: Analyzing behaviors in coins and tokens," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112305.
• Yin, Xiaoqing & Wang, Haijun, 2025, "Dynamic portfolio choice with information-processing constraints and finite investment horizon," Economics Letters, Elsevier, volume 251, issue C, DOI: 10.1016/j.econlet.2025.112318.
• Pyun, Chaehyun, 2025, "Trading on government contracts: The investment potential of public procurement awards," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112335.
• Nochebuena-Evans, Leiza & Evans, Robert D. & Tarkom, Augustine, 2025, "The role of social capital on corporate social anti-activism and firm stock price: Evidence from DEI program elimination," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112376.
• Tang, Ning & Huang, Yin-Siang, 2025, "Geopolitical risk exposure and credit terms: Evidence from Global supply chains," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112478.
• Lalwani, Vaibhav, 2025, "Finfluencer recommendations," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112511.
• Kang, Sehwon & Oh, Hyelim, 2025, "Decoding the premium: The effect of name fluency on NFT artwork valuation," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112540.
• Cirulli, Antonello & Walker, Patrick S., 2025, "Outperforming equal weighting," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112552.
• Marohn, Marcel & Auer, Benjamin R., 2025, "Minimum variance investing under sustainability constraints," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112561.
• Li, Lun & Peng, Yanbo & Shao, Guanlin & Dai, Huiyang, 2025, "Betting on success: Unveiling the role of innovation and financing capability on funding decisions by human versus AI evaluators," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112605.
• Billio, Monica & Fitzpatrick, Aoife Claire & Latino, Carmelo & Pelizzon, Loriana, 2025, "Dissecting the ESG ratings: Does one size fit all?," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112606.
• He, Nan & Wang, Tan, 2025, "Is 1/N investment portfolio optimal under ambiguity?," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112624.
• Sun, Sidong & Hou, Wenxuan & Tan, Shenshen, 2025, "Medical expenditure risk and household portfolios: Evidence from an insurance reform in China," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112657.
• Bian, Yuxiang & Tang, Can & Xiong, Xiong & Yang, Jinqiang & Zhang, Yuzhao, 2025, "Rare disasters and their impact on hedge fund valuation and leverage choice," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112693.
• Aït-Sahalia, Yacine & Matthys, Felix & Osambela, Emilio & Sircar, Ronnie, 2025, "When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2023.105654.
• Luger, Richard, 2025, "Regularizing stock return covariance matrices via multiple testing of correlations," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105753.
• Bandi, Federico M. & Su, Yinan, 2025, "Conditional spectral methods," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105863.
• Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2025, "Identification-robust and simultaneous inference in multifactor asset pricing models," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105915.
• Kalnina, Ilze & Tewou, Kokouvi, 2025, "Cross-sectional dependence in idiosyncratic volatility," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106003.
• Li, Jia & Liao, Zhipeng & Zhou, Wenyu, 2025, "A general test for functional inequalities," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106063.
• Wu, Ruike & Yang, Yanrong & Shang, Han Lin & Zhu, Huanjun, 2025, "Making distributionally robust portfolios feasible in high dimension," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106118.
• Boddin, Dominik & te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2025, "Portfolio flows and household portfolios," European Economic Review, Elsevier, volume 172, issue C, DOI: 10.1016/j.euroecorev.2024.104904.
• Camarero, Mariam & Muñoz, Alejandro & Tamarit, Cecilio, 2025, "Unveiling the drivers of portfolio equity and bond investment in the European Union: The interplay of tax havens and gravity factors," European Economic Review, Elsevier, volume 179, issue C, DOI: 10.1016/j.euroecorev.2025.105130.
• Ouzan, Samuel & Six, Pierre, 2025, "The demand for hedging of oil producers: A tale of risk and regret," European Journal of Operational Research, Elsevier, volume 321, issue 1, pages 330-343, DOI: 10.1016/j.ejor.2024.09.036.
• Fießinger, Felix & Stadje, Mitja, 2025, "Time-consistent asset allocation for risk measures in a Lévy market," European Journal of Operational Research, Elsevier, volume 321, issue 2, pages 676-695, DOI: 10.1016/j.ejor.2024.09.049.
• Ketelaars, Martijn W. & Kort, Peter M., 2025, "On subsidization of investments in R&D and production capacity," European Journal of Operational Research, Elsevier, volume 321, issue 3, pages 1036-1054, DOI: 10.1016/j.ejor.2024.10.021.
• Bernardino, Wilton & Falcão, Rodrigo & Jr., João & Ospina, Raydonal & de Souza, Filipe Costa & Correia, José Jonas Alves, 2025, "A study of asset and liability management applied to Brazilian pension funds," European Journal of Operational Research, Elsevier, volume 322, issue 3, pages 1059-1076, DOI: 10.1016/j.ejor.2024.11.016.
• Bertelli, Beatrice & Torricelli, Costanza, 2025, "Sustainable optimal stock portfolios: What relationship between sustainability and performance?," European Journal of Operational Research, Elsevier, volume 323, issue 1, pages 323-340, DOI: 10.1016/j.ejor.2025.01.021.
• Conlon, Thomas & Cotter, John & Kynigakis, Iason, 2025, "Asset allocation with factor-based covariance matrices," European Journal of Operational Research, Elsevier, volume 325, issue 1, pages 189-203, DOI: 10.1016/j.ejor.2025.03.015.
• Abubakar, Jamila & Aysan, Ahmet F. & Disli, Mustafa, 2025, "(Un)risky commitments," Emerging Markets Review, Elsevier, volume 64, issue C, DOI: 10.1016/j.ememar.2024.101230.
• Abad, David & Massot, Magdalena & Nawn, Samarpan & Pascual, Roberto & Yagüe, José, 2025, "Message traffic and short-term illiquidity in high-speed markets," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2024.101251.
• Ocampo, José Antonio & Villamizar-Villegas, Mauricio & Orbegozo-Rodríguez, Germán & Fajardo-Baquero, Nicolás & Botero-Ramírez, Oscar & Orozco-Vanegas, Camilo, 2025, "The role of investor participation on sovereign debt markets: Evidence from an emerging economy," Emerging Markets Review, Elsevier, volume 66, issue C, DOI: 10.1016/j.ememar.2025.101284.
• Zhao, Chunkai & Wang, Runtao & Chen, Boou & Li, Jingrong, 2025, "Hidden costs of separation: Exploring the effect of left-behind experiences on financial market participation in China," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101328.
• Rai, Karan & Garg, Bhavesh, 2025, "Demographic transition and financial assets," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101340.
• Schwarz, Patrick, 2025, "On the performance of volatility-managed equity factors — International and further evidence," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101560.
• Scherer, Bernd & Lehner, Sebastian, 2025, "What drives robo-advice?," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101574.
• Xu, Xia, 2025, "Market neutrality and beta crashes," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101577.
• Cao, Jie & Hsu, Jason C. & Song, Linjia & Xiao, Zhanbing & Zhan, Xintong, 2025, "Smart beta, “smarter” flows," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101580.
• Duan, Rui & Larkin, Yelena, 2025, "Short-term institutional investors and the diffusion of supply chain information," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101581.
• Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan, 2025, "Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101595.
• Døskeland, Trond & Sjuve, André Wattø & Ørpetveit, Andreas, 2025, "Do fees matter? Investor’s sensitivity to active management fees," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101596.
• Chen, Chen & Cohen, Andrew & Liang, Qiqi & Sun, Licheng, 2025, "Maxing out short-term reversals in weekly stock returns," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101608.
• Ho, Thang & Kagkadis, Anastasios & Wang, George, 2025, "Bear factor and hedge fund performance," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101611.
• Du, Yilin & He, Wenfeng & Mei, Xiaoling, 2025, "Portfolio optimization with estimation errors—A robust linear regression approach," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101619.
• Li, Yunhe & Liu, Yu & Miletkov, Mihail & Yang, Tina, 2025, "Creating value through corporate social responsibility: The role of foreign institutional investors in Chinese listed firms," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101621.
• Shi, Fangquan & Shu, Lianjie & Gu, Xinhua, 2025, "A robust latent factor model for high-dimensional portfolio selection," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101623.
• Huang, Jing-Zhi & Li, Peipei & Wang, Ying & Wang, Yuan & Yao, Xiangkun & Zhang, Licheng, 2025, "Do investors reach for yield? Evidence from corporate bond mutual fund flows," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101625.
• Yuan, Ying & Qu, Yong & Wang, Tianyang, 2025, "Predicting risk premiums: A constraint-based model," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101647.
• Faria, Gonçalo & Verona, Fabio, 2025, "Unlocking predictive potential: The frequency-domain approach to equity premium forecasting," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101648.
• Chen, Shan & Li, Tao, 2025, "A unified duration-based explanation of the value, profitability, and investment anomalies," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101645.
• Gu, Ariel & Yoo, Hong Il, 2025, "Mutual fund performance and flow-performance relationship under ambiguity," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101655.
• Dong, Mengmeng, 2025, "Economic aggregation of return signals in global markets," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101663.
• Nguyen, Minh Nhat & Liu, Ruipeng & Li, Youwei, 2025, "Performance of energy ETFs and climate risks," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108031.
• Iqbal, Najaf & Umar, Zaghum & Shaoyong, Zhang & Sokolova, Tatiana, 2025, "Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108077.
• Zhong, Qian & Zhang, Qun & Yang, Jingjing, 2025, "Can artificial intelligence empower energy enterprises to cope with climate policy uncertainty?," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108088.
• Adeabah, David & Pham, Thu Phuong, 2025, "Asymmetric tail risk spillover and co-movement between climate risk and the international energy market," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108122.
• Christnacht, Lukas & Mertzanis, Charilaos, 2025, "Foreign direct investment, technology transfer and the global issuance of green bonds," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108246.
• Qian, Shuitu & You, Hang & Wan, Die, 2025, "From pro-environmental behavior to ESG fund investing: Evidence from account-level data in China," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108271.
• Tripathi, Abhinava & Jha, Ravi Raushan & Vadhava, Charu, 2025, "A critique of the inappropriate interpretation of the quantile connectedness approach by Ando et al. (2022)," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108291.
• Dutta, Sunil & Hwang, Jinsung & Patatoukas, Panos N., 2025, "Fundamentals of carbon emissions scaling: Implications for sector peer comparisons and carbon efficient indexing," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108300.
• Li, Bingxin & Li, Shenru, 2025, "Tail risk premium in the crude oil market," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108282.
• Hanif, Waqas & El Khoury, Rim & Arfaoui, Nadia & Hammoudeh, Shawkat, 2025, "Are interconnectedness and spillover alike across green sectors during the COVID-19 and the Russia–Ukraine conflict?," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108293.
• Cao, Jin-Hui & Xie, Chi & Zhou, Yang & Wang, Gang-Jin & Zhu, You, 2025, "Forecasting carbon price: A novel multi-factor spatial-temporal GNN framework integrating Graph WaveNet and self-attention mechanism," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108318.
• Hodula, Martin, 2025, "Retail crypto investors when facing financial constraints: Evidence from energy shocks and the use and downloads of crypto trading apps," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108338.
• Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk, 2025, "Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108342.
• Liao, Ling & Diaz-Rainey, Ivan & Kuruppuarachchi, Duminda, 2025, "The interplay of carbon offset, renewable energy certificate and electricity markets in Australia," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108343.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Karim, Sitara & Sadorsky, Perry, 2025, "A partial correlation-based connectedness approach: Extreme dependence among commodities and portfolio implications," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108421.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri, 2025, "Government intervention and green innovation in renewable energy," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108185.
• Jiang, Zhuhua & Dong, Xiyong & Yoon, Seong-Min, 2025, "Impact of oil prices on key energy mineral prices: Fresh evidence from quantile and wavelet approaches," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108461.
• Huang, Binghua & Li, Rui, 2025, "ESG ratings and ESG mutual fund management compensation," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108511.
• Chen, An & Gerick, Leonard & Jin, Zhuo, 2025, "Optimizing portfolios under carbon risk constraints: Setting effective constraints to favor green investments," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108634.
• Abigaba, Micah Lucy & Bengtsson, Jens & Ketelaars, Martijn W. & Kort, Peter M., 2025, "Uncertain time to completion in a sequential investment problem: A theoretical analysis and an empirical application," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108693.
• Baltodano López, Ovielt & Billio, Monica & Casarin, Roberto & Costola, Michele, 2025, "Compounding geopolitical and energy risks: A clustered stochastic multi-COVOL model," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108700.
• Smimou, K. & Abrokwah, M. & Drougas, A., 2025, "Corporate investment decisions and related commodities: International evidence from energy and mining industries," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108766.
• French, Joseph J. & Gurdgiev, Constantin & Lucey, Brian M. & Shin, Seungho, 2025, "Sailing the stormy seas: Energy hedge funds strategy innovation, and market uncertainties," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108799.
• Chang, Dongfeng & Li, Jin & Miao, Chenglin, 2025, "Economic policy uncertainty and financial innovations: A perspective from spillovers in energy exchange-traded funds," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108842.
• Zou, Jin & Gao, Li & Yan, Jingzhou & Liu, Yuan, 2025, "ESG report tone and bond spreads," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108955.
• Palmer, Owen & Radet, Hugo & Camal, Simon & Kazempour, Jalal & Girard, Robin, 2025, "Hedging hydrogen: Planning and contracting under uncertainty for a green hydrogen producer," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108981.
• Xu, Shuanglei & Zhao, Xiaomeng & Taghizadeh-Hesary, Farhad, 2025, "Towards the environmental sustainability path: the role of fintech, renewable energy consumption, and climate policy uncertainty," Energy Policy, Elsevier, volume 207, issue C, DOI: 10.1016/j.enpol.2025.114841.
• Hua, Xia & Dong, Dairui & Xu, Zhiwei & Huang, Wentao, 2025, "Official media sentiments toward energy and equity returns: Evidence from China," Energy, Elsevier, volume 340, issue C, DOI: 10.1016/j.energy.2025.139126.
• Wang, Chuyu & Zhang, Guanglong, 2025, "In the shadows of opacity: Firm information quality and latent factor model performance," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103970.
• Yan, Lili & Kellard, Neil M. & Lambercy, Lyudmyla, 2025, "Multivariate range-based EGARCH models," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103983.
• König, Johannes & Longmuir, Maximilian, 2025, "Wage risk and portfolio choice: The role of correlated returns," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103985.
• Orlando, Giuseppe, 2025, "Exchange traded products: Taxonomy, risk and mitigations," International Review of Financial Analysis, Elsevier, volume 101, issue C, DOI: 10.1016/j.irfa.2025.103969.
• Liu, Qingfu & Tang, Ke & Wang, Zi & Zheng, Dechang, 2025, "Does information transmission alleviate the salience bias of fund managers?," International Review of Financial Analysis, Elsevier, volume 101, issue C, DOI: 10.1016/j.irfa.2025.103984.
• Zheng, Kaixin, 2025, "Do FinTech platforms amplify the wealth effect?," International Review of Financial Analysis, Elsevier, volume 101, issue C, DOI: 10.1016/j.irfa.2025.104007.
• Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025, "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104128.
• Parnes, Dror & Parnes, Sapir S., 2025, "Hedging geopolitical risks with diverse commodities," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104129.
• Vidal, Marta & Vidal-García, Javier & Bekiros, Stelios & Trinidad-Segovia, Juan E., 2025, "Global mutual fund flows," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104156.
• Miguel, António F. & Chen, Yihao, 2025, "How active is your (nominally) actively managed quantitative fund?," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104173.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Tosun, Aynur Dilan, 2025, "Regret in global equity markets," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104198.
• Zapata Quimbayo, Carlos Andres & Carmona Espejo, Diego Felipe & Gamboa Hidalgo, Jhonatan, 2025, "Robust Bayesian portfolio optimization," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104215.
• Ortiz, Roberto & Contreras, Mauricio & Mellado, Cristhian, 2025, "Optimal shrinkage of means in the Markowitz model," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104136.
• Balietti, Stefano & Celebi, Can & Tercero-Lucas, David, 2025, "From crypto to NFTs: Identifying the new wave of digital investors," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104172.
• Dimitriou, Dimitrios & Tsioutsios, Alexandros & Corbet, Shaen, 2025, "Analysing art as a safe-haven asset in times of crisis," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104194.
• Xu, Li & Zhao, Ningru & Zheng, Jin Di, 2025, "Religion, places of worship, and individual risk-taking in China," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104250.
• liu, Wenling & Dong, Zhi-Long & Xu, Fengmin & Jing, Kui, 2025, "ESG-integration investment strategy for TDFs with a multi-objective dynamic programming," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104262.
• Zhou, Mingtao & Ma, Yong, 2025, "Physical vs. Transition climate risks: Asymmetric effects on stock return predictability," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104266.
• Li, Bing & Liu, Yaping, 2025, "Household aging, commercial insurance participation, and risky asset allocation," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104291.
• Zhan, Yaosong & Ling, Shiqing & Liu, Zhenya & Wang, Shixuan, 2025, "Modeling bimodal stock price dynamics by a parsimonious diffusion process," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104367.
• Ardia, David & Aymard, Clément & Cenesizoglu, Tolga, 2025, "Examining high-frequency patterns in Robinhood users’ trading behavior," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104369.
• Chen, Qingchong & Xiong, Xiong & Gao, Ya & Zhang, Yumeng, 2025, "Birthplace bias, familiarity and portfolio choice," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104377.
• Allodi, Evita & Soana, Maria Gaia, 2025, "Circular economy and firm-specific risks: A risk management perspective," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104454.
• Fedenia, Mark & Skiba, Hilla & Sokolyk, Tatyana, 2025, "Concentration in mutual fund equity holdings during global economic crises," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104413.
• Li, Luyang & Yin, Ximing & Yu, Deshui, 2025, "On the time-varying relation between monetary policy uncertainty and bond risk premia," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104465.
• Name, Author & Liu, Hongjiao, 2025, "The impact of job quality on household risky financial asset allocation," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104542.
• Yin, Wei & Wu, Fan & Zhou, Peng & Kirkulak-Uludag, Berna, 2025, "Exploring resilience in the cryptocurrency market: Risk transmission and network robustness," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104546.
• Feng, Yongqi & Zhang, Haolin & Zhang, Lei, 2025, "How monetary policies and fintech shape the peer effect of corporate financialization: Evidence from China's listed companies," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104513.
• Otchere, Isaac & Phan, Hanh Hong Thi, 2025, "Value effects of sovereign wealth funds' exclusionary policies: The case of the Norwegian government pension fund-global (NGPF-G)," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104573.
• Mertzanis, Charilaos, 2025, "Artificial intelligence and investment management: Structure, strategy, and governance," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104599.
• Meister, Lorenz & Menkhoff, Lukas & Schröder, Carsten, 2025, "Stock market participation, work from home, and inequality," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104604.
• Oehler, Andreas & Neuss, Charlotte, 2025, "ESG disclosure vs. ESG ratings: Consistent information value?," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104623.
• Nechvátalová, Lenka, 2025, "Autoencoder asset pricing models and economic restrictions — international evidence," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104642.
• Wang, Jiqian & Chen, Chuang & Dai, Xingyu, 2025, "News topic attention and crude oil price predictability," International Review of Financial Analysis, Elsevier, volume 108, issue PA, DOI: 10.1016/j.irfa.2025.104696.
• Feng, Yang & Jang, Jiwook & Li, Shuanming & Liu, Guo, 2025, "Robust risk sharing and reinsurance contract design for contagious catastrophe and secondary claims under principal–agent framework," International Review of Financial Analysis, Elsevier, volume 108, issue PB, DOI: 10.1016/j.irfa.2025.104646.
• Hearn, Bruce & Tauringana, Venancio & Ntim, Collins & Malagila, John K. & Mishra, Tapas, 2025, "Asset pricing in African frontier equity markets," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103752.
• Rudkin, Wanling & Cai, Charlie X. & Zhou, You, 2025, "Can we enhance investment with ESG?," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103776.
• Jang, Jaehee & Jun, Sang-gyung, 2025, "YouTube view count, investor attention and stock returns," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103782.
• Sulas, Alessandro & Maringer, Dietmar & Paterlini, Sandra, 2025, "Systemic risk from overlapping portfolios: A multi-objective optimization framework," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103794.
• Mercik, Aleksander & Będowska-Sójka, Barbara & Karim, Sitara & Zaremba, Adam, 2025, "Cross-sectional interactions in cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103809.
• Xu, Danyang & Hu, Yang & Oxley, Les & Lin, Boqiang & He, Yongda, 2025, "Exploring the connectedness between major volatility indexes and worldwide sustainable investments," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103862.
• Díaz, Juan D. & Hansen, Erwin, 2025, "Price effects of asset forced sales during massive pension funds withdrawals," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103869.
• Iwaki, Hideki & Yoshikawa, Daisuke, 2025, "Does ambiguity drive the disposition effect?," International Review of Financial Analysis, Elsevier, volume 98, issue C, DOI: 10.1016/j.irfa.2024.103887.
• Ha, JinGi, 2025, "Institutional trading and satellite data," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106341.
• Chen, Juan & Xiao, Zuoping, 2025, "Is the business cycle getting hit by climate policy uncertainty in China?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106344.
• Yao, Zengfu & Chen, Yonghuai & Deng, Shicheng & Zhang, Yifeng & Wei, Yu, 2025, "Carbon emission allowance, global climate risk, and agricultural futures: An extreme spillover analysis in China," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106391.
• Jin, Yangsoo, 2025, "Distinctive impacts of ESG pillars on corporate financial performance: A random forest analysis of Korean listed firms," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106395.
• Tapia-Griñen, Pablo & Pastén-Henríquez, Boris & Sepúlveda-Velásquez, Jorge, 2025, "Earthquakes in Chile and Peru: How are they reflected in the copper financial market?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106429.
• He, Yiran & He, Xinao & Yan, Siyu & Huang, Jian, 2025, "Social security, health capital and household investment behavior," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106478.
• Han, SeungOh, 2025, "Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106425.
• Mao, Songsheng & Yang, Gongyan, 2025, "Do diversified M&As improve R&D activity? Evidence from Chinese listed companies," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106465.
• Nguyen, Anh T.H. & Le, Thanh T., 2025, "In bank runs and market stress, it matters how networks impact: Exploring the financial connectedness in Vietnam," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106489.
• Farrell, Hugh & O'Connor, Fergal, 2025, "The CNN Fear and Greed Index as a predictor of US equity index returns: Static and time-varying Granger causality," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106492.
• Proelss, Juliane & Schweizer, Denis & Buchwalter, Bastien, 2025, "Do risk preferences drive momentum in cryptocurrencies?," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106531.
• Vidal, Marta & Vidal-García, Javier & Bekiros, Stelios & Segovia, Juan Evangelista Trinidad, 2025, "A comparison of international mutual funds efficiency," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106608.
• Zhang, Chang & Yao, Bo & Zhang, Chenjing, 2025, "Basic public service equalization and household risk investment behavior," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106635.
• Aneesha, M A & Lukose, P J Jijo, 2025, "From frenzy to flip: Unpacking foreign investor behavior in the wake of regulatory change," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106645.
• Chibane, Messaoud & Janson, Nathalie, 2025, "Is Bitcoin the best safe haven against geopolitical risk ?," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2024.106543.
• Wood, Katherine & Pyun, Chaehyun & Pham, Hieu, 2025, "Beyond Green Labels: Assessing Mutual Funds’ ESG Commitments through Large Language Models," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2024.106713.
• Mounir, Amine, 2025, "Curvature and the mean-variance-ESG frontier: A new measure of risk-return-ESG trade-offs," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106765.
• Yan, Yu & Tong, Yan & Wang, Yiming, 2025, "Is faster information transmission always better?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106751.
• Li, Yue & Zhao, Xiaoxia & Yang, Xinfang, 2025, "ESG performance and corporate environmental investment: Incentive or inhibition?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106814.
• Kruthof, Garvin & Müller, Sebastian, 2025, "Can deep reinforcement learning beat 1N," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106866.
• Du, Qianqian & Kong, Dongmin & Li, Yanglin & Ye, Kuicheng, 2025, "Customer ratings and firm value: Evidence from big data analysis of online consumption in China," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106867.
• Wan, Runqing & Xing, Bingxin Ann, 2025, "Can switching between predictive models and the historical average improve bond return predictability?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106874.
• Wang, Wenhao & Cai, Feifei & Hong, Ziyi & Liu, Ruiqi & Zhang, Qingyi, 2025, "A profitable currency portfolio strategy: Learning from connectedness," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106952.
• Zhu, Sha & Fu, Hai & Wei, Yu & Shang, Yue & Chen, Xiaodan, 2025, "Are brown stocks valuable to green stocks? Evidence from China," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106983.
• Bajra, Ujkan Q. & Aliu, Florin & Prenaj, Vlora, 2025, "Connectivity of green financial assets under geopolitical risks and market-implied volatility," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.107037.
• Wu, Yanran & Meng, Lili, 2025, "The “Betting” behavior of mutual fund families," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.106981.
• Luo, Ji & Zhang, Shuguang & Zhang, Cheng, 2025, "Drivers of investment intentions across diverse cryptocurrency categories," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107024.
• Isogai, Akifumi & Nozaki, Masatoshi & Yamamoto, Rei, 2025, "ESG business diversification and investment performance," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107132.
• Schwandtner, Nohl J. & Smith, David M., 2025, "The performance of active equity funds that incorporate venture capital," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107155.
• Fang, Fei & Parida, Sitikantha, 2025, "The cost of misclassification in mutual funds," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107074.
• Wang, Zhan & Chow, K. Victor & Gu, Jiahao, 2025, "Implied equity premium and market beta," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107095.
• Perlin, Marcelo S. & Foguesatto, Cristian R. & Müller, Fernanda M. & Righi, Marcelo B., 2025, "Can AI beat a naive portfolio? An experiment with anonymized data," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107126.
• Alshammari, Saad & Mbarek, Marouene & Mrad, Fatma & Msolli, Badreddine, 2025, "Downside risk transmission between green cryptocurrencies and carbon efficient equities: Evidence from a frequency connectedness approach," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107149.
• Taussig, Roi D., 2025, "Cash duration, risk, and implications for stock returns," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.106787.
• Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Sepúlveda-Velásquez, Jorge, 2025, "Gold and cryptocurrencies as safe-havens: Lessons from wartime," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107230.
• Sharma, Shivani & Sharma, Udayan, 2025, "What does green bond prospectus communicate about credit spread?," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107267.
• Ahmed, Neveen & Tanos, Barbara Abou & Farooq, Omar & Bouaddi, Mohammed, 2025, "Economic policy uncertainty and active management: Evidence from SRI funds," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107339.
• Bai, Ruxue & Li, Ying & Liu, Zhengwen & Yin, Libo, 2025, "Globalization, product specialization, and firm value," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107201.
• Dedousi, Ourania & Fassas, Athanasios P. & Philippas, Dionisis, 2025, "Investor behavior in the NFTs market: A bibliometric and systematic literature review," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107398.
• Boungou, Whelsy & Dufau, Bastien, 2025, "Shareholder wealth effects of corporate sustainability reporting regulations," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107404.
• Koo, Kang Mo & Song, Jeongseop, 2025, "Terrorism and acquisition decision: Evidence from real estate investment trusts," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107406.
• Hodula, Martin, 2025, "Does U.S. monetary policy sway global crypto investment demand?," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107408.
• Yuan, Jin & Jin, Liwei & Lan, Feng, 2025, "A BL-MF fusion model for portfolio optimization: Incorporating the Black–Litterman solution into multi-factor model," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107464.
• Shin, Jungcheol & Kim, Daehwan, 2025, "Active style drift and mutual fund performance," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107498.
• Luo, Ji & Cao, Qingning & Zhang, Shuguang & Gu, Dongxiao, 2025, "Generative AI usage among investor types: The role of personality and perceptions," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107604.
• Gacem, Syrine & Hervé, Fabrice & Marsat, Sylvain, 2025, "When green turns red: Is the perception of greenwashing a barrier to individual green investment?," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107605.
• Yan, Jingzhou & Shen, Jiahao & Zou, Jin & Zou, Yanchi, 2025, "ESG ratings and attention: The impact on stock market performance," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107541.
• Reichenbach, Felix, 2025, "Skin in the game: The returns of digital assets from computer games," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107670.
• Yan, Guan & Li, Fanglin & Liu, Zhidong & Zhou, Lu Jolly, 2025, "Climate risk concern and green premium in the stock market: Evidence from China," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107741.
• Doreleijers, Djep & Hambel, Christoph, 2025, "Dynamic portfolio choice with regret aversion and rejoicing," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107762.
• Nakagawa, Kei & Sakemoto, Ryuta, 2025, "New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107800.
• Baur, Dirk G. & Dimpfl, Thomas & Pena, Javier, 2025, "A Safe Haven Index," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107922.
• Ferriani, Fabrizio & Marchetti, Sabina, 2025, "The micro-determinants of portfolio allocation shifts in mutual funds: Evidence from machine learning models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107935.
• Wang, Jianye & Chen, Xuebin & Wu, Yan, 2025, "Shrinkage estimation of higher-order comoment matrices: Is complexity always better than simplicity?," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107978.
• Lu, Zhichao & Xu, Yuhong & Zhang, Yue & Zhao, Xinyao, 2025, "Is it difficult to predict the price movements of high-volatility assets," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107980.
• Kaplanski, Guy, 2025, "The box office as a leading indicator of investor sentiment," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107990.
• Wang, Peiwen & Huang, Guanglin & Lu, Wanbo, 2025, "Factor-based higher-order moment portfolio optimization," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108021.
• Müller, Lukas & Joubrel, Mathieu, 2025, "A novel approach to sustainable mean-variance portfolio optimization: Accounting for ESG-related uncertainty," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108056.
• Zhang, Liqin & Sun, Xiao & Guo, Wei & Sun, Ruiqi, 2025, "Green innovation and maturity mismatch: Evidence from China," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108124.
• Kaczmarek, Tomasz & Demir, Ender & Rouatbi, Wael & Zaremba, Adam, 2025, "Tariffs announcement as a global stress test: Early stock market reactions to U.S. protectionism," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108080.
• Furió, Dolores & Torró, Hipòlit, 2025, "Selective futures hedging in the Nordic electricity market," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108150.
• Nobanee, Haitham & Hasan, Md. Bokhtiar & Hossain, Md Tanim, 2025, "How impactful is the financial performance of impact investing? Compared to the conventional benchmark," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108168.
• Lee, Yu Kyung & Lee, Eun Jung & Kim, Ryumi, 2025, "Factor-loading uncertainty and expected return: Value vs. growth stocks," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108171.
• Kim, Hohyun, 2025, "Social media engagement and retail investors’ short-termism," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108249.
• Malik, Ali K. & Colak, Gonul, 2025, "Twitter-based economic uncertainty and corporate bond credit spreads," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108267.
• Ohmura, Hanako, 2025, "Investing with a political lens: Partisanship and stock market predictions in Japan," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108244.
• Bahcivan, Hulusi, 2025, "Day and night expected returns under overnight information shocks: New tug-of-war pattern," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108591.
• Shin, Yong Hyun & Lee, Ho-Seok, 2025, "Work hour flexibility and job mobility," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108573.
• Ma, Yue & Yan, Jingzhou, 2025, "A portfolio game under asymmetric information," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108666.
• Iwanaga, Yasuhiro, 2025, "Auction timing anomaly in the Japanese bond futures market," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108675.
• Kaczmarek, Tomasz & Zaremba, Adam, 2025, "Beyond the last surprise: Reviving PEAD with machine learning and historical earnings," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108751.
• Li, Huijing & Fu, Chengbo & Hashemishahraki, Soleiman & Wang, Xiaohong (Sara), 2025, "Comparative analysis of precious metals as hedges for clean energy stocks," Finance Research Letters, Elsevier, volume 86, issue PF, DOI: 10.1016/j.frl.2025.108758.
• Lee, Sunhyung & Wang, Yunsen, 2025, "Foreign direct investment and the rise of multinational market power," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108788.
• Chon, Sora & Kim, Jaehoon & Kim, Jaeho, 2025, "Multifaceted variability in LLM-driven stock recommendations," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108923.
• Vidal-Tomás, David & Aste, Tomaso, 2025, "Integration or separation? Examining the dynamic relationship between crypto and traditional finance," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108927.