Research classified by Journal of Economic Literature (JEL) codes

2026

• Duong, An Thi Thuy, 2026, "ESG as a conditional risk buffer: Idiosyncratic volatility and tail losses across market regimes," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109588.
• Dafna, Hofit Hamrani & Afik, Zvika & Lahav, Yaron, 2026, "Myopic loss aversion and relative performance: an experimental study," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109685.
• Chen, Yaozhi & Cui, Yue & Wei, Honghong, 2026, "Fund industry style drift and performance volatility in China," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109688.
• Lee, Ho-Seok & Park, Seyoung & Ryu, Doojin & Yoon, Jong Mun, 2026, "Borrowing constraints and marginal propensity to consume: Role of negative wealth constraint," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109682.
• Abdullazade, Zaur, 2026, "Chasing ghosts: the elusive ambiguity premium in U.S. equities," Finance Research Letters, Elsevier, volume 97, issue C, DOI: 10.1016/j.frl.2026.109836.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2026, "Asymmetric effects on asymmetry: The resilience of ESG indices," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109737.
• Choi, Young Jae & Gao, Xiang, 2026, "When portfolios speak: Identity signaling in congressional trading," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109772.
• V․K․, Anand Krishnan & Thomas, Sony & Kumar, S.S.S., 2026, "Trading on delay: Information frictions and cross-market arbitrage in index futures," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109842.
• Loyola, Gino & Portilla, Yolanda, 2026, "Dissuading excessive risk-taking: An agency model of optimal managerial compensation," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109895.
• Xu, Wen & Aschakulporn, Pakorn & Zhang, Jin E., 2026, "The economic value of forecasting and strategy gains in volatility timing," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109831.
• Polakow, Daniel Adam & Flint, Emlyn James & Turro, Isabella Cristina Josephine & van Rooyen, Joané, 2026, "Prediction reconditioned: Revisiting relevance," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109854.
• Zhang, Yuntian & Zhang, Yongjie & Guo, Zhenao, 2026, "Buy-side divergence of opinion and stock returns: Evidence from call auctions," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109927.
• Aharon, David Y. & Ali, Shoaib & Naveed, Muhammad, 2026, "Quantile-dependent connectedness of ESG uncertainty in G7 countries," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109933.
• Nguyen, Van Quoc Thinh, 2026, "Time variation of size premium in the options market," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109964.
• Faleye, Olubunmi, 2026, "Does familiarity breed activism? Geography and hedge fund activism," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101005.
• Yang, Yaqing & Kang, Junqing & Lou, Youcheng, 2026, "Can institutional investors always beat individual investors?," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101018.
• Chen, Shaoling & Wu, Xi & Yang, Haisheng & Zhong, Jiaying, 2026, "Incentives matter: Domestic funds and price informativeness improvement," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101027.
• Li, Haitao & Wu, Chongfeng & Zhou, Chunyang, 2026, "Machine+Heuristics: Nonlinear parametric portfolio policies with economic restrictions," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101001.
• Bie, Siyu & Feng, Guanhao & Guo, Naixin & He, Jingyu, 2026, "Can news predict firm bankruptcy?," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101002.
• Brown, William O. & Gao, Xiaoli & Han, Yufeng & Huang, Dayong & Wang, Fang, 2026, "Environmental sustainability and stock returns," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101006.
• Li, Delong & Lu, Lei & Qi, Zhen & Zhou, Guofu, 2026, "International corporate bond returns: Uncovering predictability using machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101008.
• Anastasopoulos, Alexia & Gradojevic, Nikola & Liu, Fred & Maynard, Alex & Tsiakas, Ilias, 2026, "Order flow and cryptocurrency returns," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2026.101047.
• Ross, Landon J. & Horn, Jim & Pilanci, Mert & Luo, Kaihong & Zhou, Guofu, 2026, "Bottom up vs. top down: What does firm 10-K tell us?," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2026.101070.
• Wu, Zheng & Westerholm, P. Joakim & Wang, Zhen, 2026, "Diversification or distortion? The role of ETFs in retail investor portfolios and performance," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101514.
• Guo, Norman (Xuxi), 2026, "Decoding mutual fund performance: Dynamic return patterns via deep learning," Journal of Financial Stability, Elsevier, volume 84, issue C, DOI: 10.1016/j.jfs.2026.101532.
• Acharya, Subas & Jimenez-Gomez, David & Rachinskii, Dmitrii & Rivera, Alejandro, 2026, "Present-bias and the value of sophistication: Splurging vs. smoothing," Games and Economic Behavior, Elsevier, volume 157, issue C, pages 186-225, DOI: 10.1016/j.geb.2025.12.007.
• Malone, Lance & Smales, Lee A. & Liu, Zhangxin (Frank), 2026, "Predicting serial credit rating downgrades," Global Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.gfj.2025.101221.
• Zhou, Yi, 2026, "Weather risk and financial markets: Credit risk, stock returns, and corporate fundamentals," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101239.
• Wang, Yaopeng & Zhang, Jinhong & Zhang, Yue, 2026, "Does greenwashing promote investment inefficiency: Evidence from the Chinese market," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101259.
• Khiar, Mohamed Nasrallah & Kooli, Maher, 2026, "Corruption and IPO underpricing: A global perspective," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101261.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2026, "Pollution premium: Further evidence," Global Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.gfj.2026.101288.
• Pyun, Sungjune & Sulaeman, Johan, 2026, "Cross-border trade competition and international stock return comovement," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2025.104174.
• Tabova, Alexandra & Warnock, Francis E., 2026, "Preferred habitats and timing in the world’s safe asset," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2026.104233.
• Esparcia, Carlos & Jareño, Francisco & Escribano, Ana, 2026, "Considering the interaction between carbon allowances and cryptocurrencies across time and frequencies: Potential risk-return and environmental benefits," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100327.
• Mensi, Walid & El-Khoury, Rim & Alshater, Muneer & Kang, Sang Hoon, 2026, "Asymmetric spillovers between US sector stocks, Islamic stock index, conventional bond, green bond, and commodity markets," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100334.
• Guesmi, Mouna & Mensi, Walid & Boubaker, Adel & Al-Yahyaee, Khamis Hamed, 2026, "Frequency connectedness between green financial assets and GCC Islamic and conventional stock markets during bear and bull market modes," Innovation and Green Development, Elsevier, volume 5, issue 3, DOI: 10.1016/j.igd.2026.100353.
• Hallstein, Sebastian & Liebler, Daniel & Maurer, Raimond, 2026, "Rethinking the annuity puzzle: The role of loss aversion and money-back guarantees," Insurance: Mathematics and Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.insmatheco.2026.103233.
• Boubakri, Salem & Guillaumin, Cyriac, 2026, "Measuring financial integration in GCC stock markets: Dynamics, risk premia, and the path to enhanced cooperation," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2025.100667.
• REN, Fei & YI, Miaomiao & CHEN, Zhang-Hangjian & GAO, Xiang, 2026, "The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102258.
• Wang, Shujie & Han, Liyan & Yang, Xiaoguang & Qiao, Tongshuai, 2026, "What Drives the Regret Premium: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102277.
• Guidolin, Massimo & Ionta, Serena, 2026, "Predictive sorting of cryptocurrencies based on fundamentals and sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2026.102285.
• Feng, Yuruo & Young, Martin Robert & Fang, Jiali & Hao, Wei, 2026, "Encouraging retirement savings: The role of Chinese pension funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 108, issue C, DOI: 10.1016/j.intfin.2026.102290.
• Bui, Dien Giau & Chen, Ting-Hsuan & Hasan, Iftekhar & Lin, Chih-Yung, 2026, "Social capital and retail investor behavior: evidence from the corporate social irresponsibility shocks in Taiwan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 108, issue C, DOI: 10.1016/j.intfin.2026.102303.
• Fauvrelle, Thiago & Riedel, Max & Skrutkowski, Mathias, 2026, "Collateral pledgeability and asset manager portfolio choices during redemption waves," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102292.
• Cheng, Tingting & Xing, Shuo & Yan, Cheng & Pilbeam, Keith, 2026, "Do active Chinese equity fund managers produce positive alpha? A comprehensive performance evaluation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102312.
• Uz Akdogan, Idil & Halicioglu, Ferda, 2026, "Reducing the volatility of the exchange market pressure in emerging economies: The role of capital controls," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102315.
• Božič, Renato & Lončarski, Igor, 2026, "The effects of homeownership on stock demand: A housing assignments quasi-experiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102324.
• Lara-Bueno, Paula & Tercero-Lucas, David, 2026, "Two financial worlds and the bridge between them: profiling crypto, traditional, and dual investors," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102326.
• Choi, Jiyoon, 2026, "Factor timing in currency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102351.
• Kapons, Martin & Veenman, David, 2026, "Seasonal variation in cash flows and the timing role of accruals," Journal of Accounting and Economics, Elsevier, volume 81, issue 3, DOI: 10.1016/j.jacceco.2025.101854.
• Jia, Yuecheng & Simkins, Betty & Yan, Shu & Zhang, Hongyu & Zhao, Jiangyu, 2026, "Psychological anchoring effect and cross section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107592.
• Avramov, Doron & Cheng, Si & Tarelli, Andrea, 2026, "Active fund management when ESG matters," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107597.
• Bekemeier, Felix & Schär, Fabian & Schmeiser, Hato, 2026, "Decentralized Finance risk transfer and smart contract-based insurance," Journal of Banking & Finance, Elsevier, volume 183, issue C, DOI: 10.1016/j.jbankfin.2025.107606.
• Horneff, Vanya & Love, David & Maurer, Raimond, 2026, "Rules of thumb and retirement accounts," Journal of Banking & Finance, Elsevier, volume 183, issue C, DOI: 10.1016/j.jbankfin.2025.107619.
• Coqueret, Guillaume & Tavin, Bertrand & Zhou, Yuxin, 2026, "Sustainability in commodity markets," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2025.107599.
• Inghelbrecht, Koen & Tedde, Mariachiara, 2026, "Effectiveness of warning signal and overconfident investors," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2025.107617.
• Fang, Yvonne & Hu, Xiaolu & Zhong, Angel & Pan, Zheyao & Cao, Youdan, 2026, "Machine learning in corporate bonds: Evidence from China," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2026.107636.
• Dorn, Daniel & Yadav, Pramod Kumar, 2026, "Vanity in teams," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2026.107637.
• Guo, Mengmeng & Wu, Na & Zhao, Junyi, 2026, "Extreme heat and stock market participation: Evidence from China," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2026.107638.
• Azzone, Michele & Barucci, Emilio & Stocco, Davide, 2026, "Asset management with an ESG mandate," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2026.107640.
• Chague, Fernando & Giovannetti, Bruno & Paiva, Guilherme, 2026, "Familiarity breeds day trade," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2026.107651.
• Chen, Chen & Saha, Sounak & Shafaati, Mobina & Stivers, Chris & Sun, Licheng, 2026, "Predicting stock returns of past-winner stocks and bond returns of past-loser stocks with a stock’s 52-week price anchor," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107643.
• Caglayan, Mustafa O. & Canayaz, Mehmet I. & Simin, Timothy T. & Zhao, Le, 2026, "Macro sentiment and hedge fund returns," Journal of Banking & Finance, Elsevier, volume 187, issue C, DOI: 10.1016/j.jbankfin.2026.107685.
• Filippini, Massimo & Leippold, Markus & Wekhof, Tobias, 2026, "The impact of sustainable finance literacy on investment decisions," Journal of Banking & Finance, Elsevier, volume 187, issue C, DOI: 10.1016/j.jbankfin.2026.107687.
• Fanelli, Viviana & Fontana, Claudio & Rotondi, Francesco, 2026, "A hidden Markov model for statistical arbitrage in international crude oil futures markets," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107714.
• Colak, Gonul & Vedova, Joshua Della & Foley, Sean & Mai, Sinh Thoi, 2026, "Financial uncertainty and the cross-section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107717.
• Brou, Arsène & Luger, Richard, 2026, "A new decomposition approach to modeling financial returns: Conditioning sign on magnitude," Journal of Banking & Finance, Elsevier, volume 189, issue C, DOI: 10.1016/j.jbankfin.2026.107716.
• Modena, Andrea & Regis, Luca & Rizzini, Giorgio, 2026, "The equilibrium effects of mortality risk," Journal of Economic Behavior & Organization, Elsevier, volume 243, issue C, DOI: 10.1016/j.jebo.2026.107463.
• Liu, Yu & Shi, Xiangyu, 2026, "Connect to invest: Hometown ties, intercity capital flows, and allocative efficiency in China," Journal of Economic Behavior & Organization, Elsevier, volume 244, issue C, DOI: 10.1016/j.jebo.2026.107493.
• Cao, Qian & Luo, Jun & Niu, Xiaofei & Wang, Wenhua, 2026, "Booms, busts, and beliefs," Journal of Economic Behavior & Organization, Elsevier, volume 245, issue C, DOI: 10.1016/j.jebo.2026.107488.
• Liu, Haoyang & Palmer, Christopher, 2026, "Implicit extrapolation and the beliefs channel of investment demand," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104172.
• Dahlquist, Magnus & Ibert, Markus, 2026, "Institutions’ return expectations across assets and time," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104188.
• Heyerdahl-Larsen, Christian & Illeditsch, Philipp, 2026, "Demand disagreement," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104191.
• Gálvez, Julio & Paz-Pardo, Gonzalo, 2026, "Richer earnings dynamics, consumption and portfolio choice over the life cycle," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104206.
• Han, Bing & Sui, Pengfei & Yang, Wenhao, 2026, "Prospect theory in the field: Revealed preferences from mutual fund flows," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104221.
• Sammon, Marco & Shim, John J., 2026, "Index rebalancing and stock market composition: Do indexes time the market?," Journal of Financial Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.jfineco.2025.104229.
• Eaton, Gregory W. & Green, T. Clifton & Roseman, Brian S. & Wu, Yanbin, 2026, "Retail option traders and the implied volatility surface," Journal of Financial Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.jfineco.2026.104238.
• Li, Yizhang & Sokolinski, Stanislav & Tamoni, Andrea, 2026, "Which investors drive anomaly returns and how?," Journal of Financial Economics, Elsevier, volume 179, issue C, DOI: 10.1016/j.jfineco.2026.104257.
• Avramov, Doron & Ge, Shuyi & Li, Shaoran & Linton, Oliver, 2026, "Dual peer effects and cross-stock predictability," Journal of Financial Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.jfineco.2026.104274.
• Huang, Teng & Sacchetto, Stefano, 2026, "Bonding with risk: Corporate investment and savings in risky financial assets," Journal of Financial Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.jfineco.2026.104283.
• Andersen, Steffen & Dimmock, Stephen G. & Nielsen, Kasper Meisner & Peijnenburg, Kim, 2026, "Extrapolators and contrarians: Forecast bias and individual investor stock trading," Journal of Financial Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.jfineco.2026.104291.
• Bell, Sebastian & Kakhbod, Ali & Lettau, Martin & Nazemi, Abdolreza, 2026, "Glass box machine learning and corporate bond returns," Journal of Financial Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.jfineco.2026.104294.
• Fisman, Raymond & Ghosh, Pulak & Sarkar, Arkodipta & Zhang, Jian, 2026, "Dirty air and green investments: The impact of pollution information on portfolio allocations," Journal of Financial Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.jfineco.2026.104309.
• Huang, Teng, 2026, "Bank monopsony power and stock market spillovers on deposit markets," Journal of Financial Intermediation, Elsevier, volume 66, issue C, DOI: 10.1016/j.jfi.2026.101198.
• Huang, Rose Ruoxi & Jie, Elaine Yongshi & Ma, Yue, 2026, "Life cycle performance of hedge fund managers," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103447.
• Doeswijk, Ronald & Swinkels, Laurens, 2026, "The risk and reward of investing," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103453.
• Chu, Gang & Dowling, Michael & Li, Xiao, 2026, "Impermanent loss in cryptocurrency," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103476.
• Chen, Ran & Yang, Lu & Zhang, Xueyong, 2026, "Geopolitical risk and the cross-section of stock returns: International evidence," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2026.103526.
• Lu, Ting & Luo, Pengfei, 2026, "Price ceiling, carbon emissions reduction and capacity investment," Journal of International Money and Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jimonfin.2026.103541.
• Maquieira, Carlos P. & Pastén-Henríquez, Boris, 2026, "Does climate policy uncertainty impact gold-mining stock returns? International evidence," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2026.100539.
• Tsekrekos, Andrianos E. & Vasileiadis, Konstantinos I., 2026, "Oil prices as a predictor of stock market returns," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2026.100540.
• Li, Jianfeng & Yao, Xiaoyang & Zhong, Yi & Wang, Hui, 2026, "Volatility connectedness and its sources between crude oil and commodity sectors: Evidence from China," Journal of Commodity Markets, Elsevier, volume 42, issue C, DOI: 10.1016/j.jcomm.2026.100558.
• Sonsino, Doron & Michaelsen, Patrik & Gärling, Tommy & Jansson, Magnus, 2026, "The sober outlook of proficient investors –Characterizing competence through canonical correlation analysis," Journal of Economic Psychology, Elsevier, volume 113, issue C, DOI: 10.1016/j.joep.2025.102876.
• Hitaj, Asmerilda & Mastrogiacomo, Elisa & Molho, Elena, 2026, "Robust bi-objective mean-CVaR portfolio selection: Applications to energy sector," Omega, Elsevier, volume 138, issue C, DOI: 10.1016/j.omega.2025.103404.
• Zheng, Qingying & Wu, Jintao & Lin, Boqiang, 2026, "Asymmetric volatility spillover between clean energy and nonferrous metal markets under climate risks: Portfolio hedging implications," Resources Policy, Elsevier, volume 112, issue C, DOI: 10.1016/j.resourpol.2025.105801.
• Birinci, Serdar & Faria-e-Castro, Miguel & See, Kurt, 2026, "Dissecting the great retirement boom," Journal of Monetary Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jmoneco.2025.103870.
• Wattanatorn, Woraphon, 2026, "The role of climate exposure and ESG in forward-looking default risk: A global perspective," Journal of Multinational Financial Management, Elsevier, volume 81, issue C, DOI: 10.1016/j.mulfin.2026.100947.
• Jiao, Weilin & Zheng, Xu, 2026, "Clustering-augmented reversal strategy improves return performance: Evidence from Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 95, issue C, DOI: 10.1016/j.pacfin.2025.102996.
• Chang, Hui-Wen & Tseng, Shiang-Ting & Yang, Nien-Tzu, 2026, "Asset pricing and a tale of night and day: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 95, issue C, DOI: 10.1016/j.pacfin.2025.103003.
• Bu, Hui & Chen, Huanghao & Tang, Wenjin & Yen, Jerome & Zheng, Erya, 2026, "Information diffusion through weighted positive causal networks: Evidence from pair-based trading strategy in China," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103002.
• Gharghori, Philip & Nguyen, Annette, 2026, "Which factors in China? A pre-registered study," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103012.
• Ko, Kuan-Cheng & Wang, Shu-Feng & Lo, Wen-Chi & Tsai, Pei-Chun, 2026, "Forward-looking signals and the predictability of size effect in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103021.
• Cao, Zhen & Gao, Qiang & Wang, Shijie & Wang, Yuanzhi, 2026, "News implied volatility and corporate leverage," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103035.
• Chen, Xing & Huang, Rui & Wu, Chongfeng, 2026, "Quantile auto-encode narrative asset pricing model in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2026.103060.
• Iwanaga, Yasuhiro & Hirose, Takehide, 2026, "Illusion momentum and cross-sectional returns," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2026.103063.
• Chen, Jing & Fu, Haoran & Xue, Yushan & Zhu, Yifeng, 2026, "Rainbow deep reinforcement learning in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2026.103066.
• Li, Xingyi & Liu, Zhuang & Yan, Jingzhou, 2026, "Performance-based regularization for downside-risk cryptocurrency portfolios: Evidence from mean-lower partial moment strategies," Pacific-Basin Finance Journal, Elsevier, volume 97, issue C, DOI: 10.1016/j.pacfin.2026.103084.
• Tonkin, Isaac & Bilson, Christopher & Brailsford, Timothy & Gallagher, David R., 2026, "Long-term comparative performance of Australian asset classes," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103126.
• Liang, Aoran & Qiu, Jing & Yi, Chao & Zhang, Xin, 2026, "Sustainability or performance? Ratings and fund managers' incentives in China," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103143.
• Chen, Shi & Wu, Xinyi & Li, Haohua & Li, Xindan, 2026, "Individual defense and joint defense: A new defensive portfolio selection method based on stock network structure," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103146.
• Zhuohan, Li & Minjian, Qiao, 2026, "Investor behaviors and heuristics based on lunar superstition beliefs: A pre-registered report," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103164.
• Zheng, Yao & Osmer, Eric & Zu, Dingding, 2026, "Timing commonality in stock market misvaluation – Evidence from hedge funds," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102085.
• Boubakri, Narjess & Cotelioglu, Efe & Samet, Anis, 2026, "Bank government ownership and reaction to SVB collapse: Evidence from emerging markets," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102086.
• Broihanne, Marie-Hélène & Orkut, Hava, 2026, "Financial risk tolerance within couples of retail bank clients," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104828.
• Hung, Jui-Cheng & Wu, An-Chi & Hsiao, I-Fan, 2026, "ESG, market microstructure, and herding behavior: Evidence from CSAD tests in Taiwan," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104865.
• Barone, Simona & Oggero, Noemi & Damilano, Marina, 2026, "Financial literacy and international portfolio diversification," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104876.
• Dwumfour, Richard Adjei & Pan, Lei & Nsafoah, Dennis, 2026, "From beaches to Fintech: Exploring the connectedness of tourism, Fintech, and cryptocurrency," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2025.104845.
• Mishra, Anil V. & Anwar, Sajid, 2026, "Exploring the cost of home bias in international equity investment," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104895.
• Bussoli, Candida & Fattobene, Lucrezia, 2026, "Can you read this chart? Evidence from the U.S. on financial graph literacy and its impact on behaviour," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104944.
• Su, Kuangxi & He, Yafang & Xiang, Yuxin & Ye, Meng & Yang, Xuduan, 2026, "Combining minimum-CVaR hedging models with a novel maximum efficiency strategy for crude oil future," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104993.
• Tian, Geran & Wu, Weixing, 2026, "Investor response to default shock: Diversification and strategy shifts in marketplace lending," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.105035.
• Nguyen, Harvey & Pham, Mia Hang & Pham, Quynh, 2026, "In culture we trust: Corporate culture and credit risk assessment," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.104952.
• Kyei-Mensah, Justice, 2026, "Investing with ESG ratings and the performance of stock returns," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105040.
• Kyriazis, Nikolaos & Corbet, Shaen, 2026, "Can cryptocurrency fear influence technology firm investors?," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105043.
• Li, Jianwen & Liang, Huicong & Zhou, Yang, 2026, "Unpacking the effects of rule of law on the marketplace lending: Evidence from China," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105085.
• Han, SeungOh, 2026, "Post-pandemic efficient hedging strategies for U.S. factor and sector ETFs," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105086.
• Carè, R. & Fatima, R. & Cerciello, M. & Taddeo, S., 2026, "Should we trust impact indices? Not all that glitters is gold," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105092.
• Fu, Fangning & Wang, Yong & Zhou, Zhixi, 2026, "Policy-driven transition risks: Evidence from ESG investment policies," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105111.
• Yu, Dan-Liou & Hu, Ming-Che & Huang, Alex YiHou & Yu, Pei-Duo & Huang, Siao-Syuan, 2026, "Exploring stock returns in financial markets with interpretable financial variables and graph neural networks," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105113.
• Galindo Gil, Hamilton, 2026, "Risk aversion heterogeneity and the equity term structure," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105118.
• Papathanasiou, Spyros & Koutsokostas, Drosos & Christopoulos, Apostolos & Wierzbiński, Bogdan, 2026, "In gold and Franc we trust? Rethinking safe havens in Europe," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105140.
• Khadivar, Hamed & Davis, Frederick & Khadivar, Ameneh & Stetsyuk, Ivan, 2026, "Predicting takeover rumor accuracy with machine learning," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105204.
• Jiang, Yifu & Liu, Jine, 2026, "Robust investment portfolio management for dynamic financial markets using Bayesian neural networks," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105244.
• Wu, Liang & Tong, Zhijie & Liu, Yujia & Liu, Chang, 2026, "Endogenous trading and price overreaction," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105275.
• Yuan, Yue & Zhang, Yang, 2026, "Art as an alternative asset in China: Portfolio diversification and macroeconomic conditions," International Review of Economics & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.iref.2026.105281.
• Huang, Zhuo & Tan, Ying & Yang, Zi & Zhang, Xun, 2026, "The impact of economic uncertainty on household portfolio choice: Evidence from China," International Review of Economics & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.iref.2026.105418.
• Jahangiri, Eshagh & Corazza, Marco, 2026, "Sentiment-based stock price prediction in developing countries: Evidence from Iran," International Review of Economics & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.iref.2026.105423.
• Jahodova, Lucie & Sejna, Jakub, 2026, "Protectionist trade policy and sectoral stock market reactions: Evidence from Trump's second term," International Review of Economics & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.iref.2026.105433.
• Dennis W. Jansen & Liqun Liu, 2026, "Disaster aversion in the mean-disaster framework and its applications," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 51, issue 1, pages 93-114, March, DOI: 10.1057/s10713-025-00111-5.
• Rajesh Desai, 2026, "Does statutory ESG disclosure stimulate managerial opportunism? Moderating role of board structures and audit committee in an emerging economy," International Journal of Disclosure and Governance, Palgrave Macmillan, volume 23, issue 2, pages 477-501, June, DOI: 10.1057/s41310-025-00306-2.
• Dejan Živkov & Sanja Lončar, 2026, "International diversification with parametric value-at-risk portfolios beyond normality," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-22, May, DOI: 10.1057/s41283-026-00200-3.
• Ishay Wolf, 2026, "Pension redistribution and poverty reduction: a prospect theory approach," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-18, May, DOI: 10.1057/s41283-026-00208-9.
• Kazeem Ovanero Isah, 2026, "Assessing climate risk and resilience across stocks, ESG portfolios, and REITs: evidence from predictive modelling," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-19, May, DOI: 10.1057/s41283-026-00216-9.
• Ünsal Kıran & Oktay Taş & Umut Uğurlu, 2026, "Innovations in financial decision-making: unveiling insights through a novel approach to almost stochastic dominance," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-18, May, DOI: 10.1057/s41283-026-00221-y.
• Sandisele Jaffar & Damien Kunjal & Sanele Gumede & Paul-Francois Muzindutsi, 2026, "Geopolitical risk and industry volatility in South Africa: evidence from a GARCH-MIDAS forecasting approach," Risk Management, Palgrave Macmillan, volume 28, issue 3, pages 1-21, September, DOI: 10.1057/s41283-026-00222-x.
• Olkhov, Victor, 2026, "Markowitz’s Portfolio Variance Describes Only a Limited Case of Constant Trade Volumes," MPRA Paper, University Library of Munich, Germany, number 127810, Jan.
• Fang, Meng, 2026, "Reverse Rebalancing and the Volatility Tax: Why Chasing Winners Loses to 1/n Equal-Weight Rebalancing," MPRA Paper, University Library of Munich, Germany, number 128048, Feb.
• Fang, Meng, 2026, "Verbal humility, behavioral overconfidence, and the cost of ego: a Kelly-optimal consistency test for Form 13F strategy cloning," MPRA Paper, University Library of Munich, Germany, number 128050, Feb.
• UZ AKDOGAN, Idil & Halicioglu, Ferda, 2026, "Reducing the Volatility of the Exchange Market Pressure in Emerging Economies: The Role of Capital Controls," MPRA Paper, University Library of Munich, Germany, number 128311.
• Sam, Rainsy, 2026, "From Volatility to Time: Toward a New Theory of Risk Based on Capital Recovery," MPRA Paper, University Library of Munich, Germany, number 128710, Apr.
• Sam, Rainsy, 2026, "Integrating Discounted Cash Flow and CAPM in Equity Valuation: The Potential Payback Period as a Time-Based Measure of Earning Power," MPRA Paper, University Library of Munich, Germany, number 128768, Apr.
• Sam, Rainsy, 2026, "The Mathematical Foundations of the Potential Payback Period (PPP)," MPRA Paper, University Library of Munich, Germany, number 128772, Apr.
• Situngkir, Hokky & Muhammad Aldy, Hasan, 2026, "Networks of Stock Prices in the Capital Market," MPRA Paper, University Library of Munich, Germany, number 128875, Apr.
• Solon, Neo, 2026, "The Citizens Standard as Counterfactual Benchmark: Empirical Analysis of an Alternative US Monetary Architecture, 1960–2055," MPRA Paper, University Library of Munich, Germany, number 129035, May.
• Zhorin, Victor, 2026, "The Mortality Input Problem: Trajectory-Dependent Death and the Lifecycle Model," MPRA Paper, University Library of Munich, Germany, number 129315, May.
• Suresh, Karthik Ramakrishna, 2026, "The G-Spread: A Business-Economics-Based Measure of Permanent Capital Loss Risk," MPRA Paper, University Library of Munich, Germany, number 129370, Jun, revised 02 Jun 2026.
• Nolla Sánchez, Edgra & Barquero Cabrero, José Daniel, 2026, "Municipios financiables: bancabilidad real, gobernanza local y estructuración de proyectos municipales para atraer capital institucional
  [Bankable Municipalities: Real Bankability, Local Governance and Municipal Project Structuring for Institution," MPRA Paper, University Library of Munich, Germany, number 129415, Jun.
• Giovanni Bonaccolto & Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202603, Feb.
• Zekai Şenol & Bahri Fatih Tekin, 2026, "The Connectedness between Bitcoin, Stock Market, Gold, Oil, Bond and Exchange Rate: Evidence from Quantile VAR Approach and Portfolio Strategies," Central European Business Review, Prague University of Economics and Business, volume 2026, issue 1, pages 29-60, DOI: 10.18267/j.cebr.405.
• Monika Matušovičová & Sandra Matušovičová, 2026, "Impact of Carbon Emissions as Anti-ESG Factor on the Performance of Financial Markets in China," Central European Business Review, Prague University of Economics and Business, volume 2026, issue 2, pages 27-48, DOI: 10.18267/j.cebr.412.
• Jitka Veselá & Alžběta Zíková, 2026, "The Correlation between World Stock Markets over the Past Three Decades and its Impact on Portfolio Risk
  [Vzájemná korelace mezi světovými akciovými trhy v uplynulých třech dekádách a její dopad na diverzifikaci rizika v portfoliu]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2026, issue 1, pages 21-44, DOI: 10.18267/j.cfuc.627.
• Dudley Cooke & Tatiana Damjanovic, 2026, "Optimal Macroprudential Policy and Bank Capital in Open Economies," Working Papers, Banco de Portugal, Economics and Research Department, number w202601.
• James Brugler & Calebe de Roure & Marta Khomyn & Max Prakoso & Talis Putniņš, 2026, "Designing an Efficient Reference Rate: Lessons from SOFIA," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2026-03, Jun, DOI: 10.47688/rdp2026-03.
• Jung Sakong, 2026, "Online Appendix to "Who Buys High and Sells Low: Trading against Expected Returns and Wealth Inequality"," Online Appendices, Review of Economic Dynamics, number 24-147.
• Jung Sakong, 2026, "Code and data files for "Who Buys High and Sells Low: Trading against Expected Returns and Wealth Inequality"," Computer Codes, Review of Economic Dynamics, number 24-147, revised .
• Jung Sakong, 2026, "Code and data files for "Who Buys High and Sells Low: Trading against Expected Returns and Wealth Inequality"," Computer Codes, Review of Economic Dynamics, number 24-1478, revised .
• Jung Sakong, 2026, "Who Buys High and Sells Low: Trading against Expected Returns and Wealth Inequality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 61, August, DOI: 10.1016/j.red.2026.101331.
• Chuhong Wang & Xingfei Liu & Liang Wang & Jiatong Zhong, 2026, "Household Financial Decisions, the Role of Child Gender and Background Risk," Working Papers, University of Alberta, Department of Economics, number 2026-02, Jan.
• Tina Rakic & Lyudmila Gadasina, 2026, "Shocks propagation mechanism analysis on Russian commodity exchanges: The example of The Moscow Exchange," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 81, pages 46-67.
• Francois Xavier Ngah Obama & Hans Tino Mpenya Ayamena & Francis Menjo Baye, 2026, "The Nexus between Capital Flight and Income Inequality in Developing Countries," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 51, issue 2, pages 69-88, June, DOI: 10.35866/caujed.2026.51.2.004.
• Philippe d’Astous & Iwan Meier & Pierre-Carl Michaud, 2026, "Sustainable Investment Decisions: Heterogeneous Beliefs and Preferences," Cahiers de recherche / Working Papers, Institut sur la retraite et l'épargne / Retirement and Savings Institute, number 24.
• Adam Butt & Gaurav Khemka & William Lim & Geoffrey J. Warren & Shang Wu, 2026, "Investment option switching behaviour and impact for pension fund members around the COVID pandemic," Australian Journal of Management, Australian School of Business, volume 51, issue 2, pages 386-415, May, DOI: 10.1177/03128962251319707.
• Zhe Zhai & Lin Chen & Longfeng Zhao & Yajie Yang & Ramiz ur Rehman, 2026, "Climate Risk and Systemic Risk: Insights from Extreme Risk Spillover Networks," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 25, issue 1, pages 29-57, March, DOI: 10.1177/09726527251366484.
• Bjarne Sæther & Anne Neumann, 2026, "Fat Tails in German Natural Gas Prices?," The Energy Journal, , volume 47, issue 1, pages 243-260, January, DOI: 10.1177/01956574251371648.
• Maziar Mardan & Ida Khosravipour, 2026, "Dynamic Evolution Analysis of Cryptocurrency Market: A Network Science Study," Journal of Interdisciplinary Economics, , volume 38, issue 1, pages 63-80, January, DOI: 10.1177/02601079241265744.
• Hiroaki Jotaki & Mengyao Liu & Hiroshi Takahashi, 2026, "A Study of the Impact of Crypto Assets on Portfolio Risk Management (2019–2022)," Journal of Interdisciplinary Economics, , volume 38, issue 2, pages 139-157, July, DOI: 10.1177/02601079241264878.
• Le Thi Minh Huong & Younis Ahmed Ghulam & Tran Thi Yen Vinh, 2026, "Oil Prices and Equity Market Volatility in the Asia-Pacific Region: A Multivariate GARCH and Wavelet Coherence Approach," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 20, issue 1, pages 64-96, May, DOI: 10.1177/00252921261430428.
• Rupinder Katoch & Shilpa Batra, 2026, "Co-movement Between NIFTY Spot and Futures Indices: A Time–Frequency Analysis Using Wavelet," Studies in Microeconomics, , volume 14, issue 1, pages 7-29, April, DOI: 10.1177/23210222231194860.
• Davide La Torre & Rosario Maggistro, 2026, "Multi-agent dynamic financial portfolio management: a differential game approach," Annals of Operations Research, Springer, volume 356, issue 1, pages 559-580, January, DOI: 10.1007/s10479-024-06070-w.
• Davide Ferrari & Sandra Paterlini & Andrea Rigamonti & Alex Weissensteiner, 2026, "Smoothed semicovariance estimation for portfolio selection," Annals of Operations Research, Springer, volume 357, issue 1, pages 565-604, February, DOI: 10.1007/s10479-024-06043-z.
• Zhenya Liu & Nawazish Mirza & Rongyu You & Yaosong Zhan, 2026, "Understanding the complexity of futures markets investing in China: evidence from deep learning techniques," Annals of Operations Research, Springer, volume 357, issue 1, pages 409-440, February, DOI: 10.1007/s10479-024-06277-x.
• Toshiyuki Yamawake & Joseph Sheely & Roberto Serrano & Jiro Hodoshima, 2026, "Comparative performance of cryptocurrencies through the Aumann–Serrano economic index of riskiness," Annals of Operations Research, Springer, volume 357, issue 1, pages 347-372, February, DOI: 10.1007/s10479-024-06333-6.
• Mahdi Sojoudi & Carole Bernard & Philippe Dupuy & Gareth W. Peters, 2026, "Green spread of US municipal bonds," Annals of Operations Research, Springer, volume 357, issue 1, pages 679-705, February, DOI: 10.1007/s10479-025-06479-x.
• Giacomo di Tollo & Gianni Filograsso, 2026, "Asset allocation with portfolio immunization strategies based on community detection," Annals of Operations Research, Springer, volume 357, issue 1, pages 475-504, February, DOI: 10.1007/s10479-025-06532-9.
• Philippe Bertrand & Jean-luc Prigent, 2026, "On the performance of factor investing: an analysis based on constant mix and buy-and-hold strategies," Annals of Operations Research, Springer, volume 357, issue 1, pages 531-563, February, DOI: 10.1007/s10479-025-06644-2.
• Dario Palumbo, 2026, "Precious metals and currency risk: testing hedging effectiveness and safe-haven properties across trading frequencies during periods of market distress," Annals of Operations Research, Springer, volume 357, issue 1, pages 441-474, February, DOI: 10.1007/s10479-025-06824-0.
• Adam Borovička, 2026, "Return as a vague element: fuzzy multi-objective portfolio making under sustainable investment strategy," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 34, issue 2, pages 419-446, June, DOI: 10.1007/s10100-026-01022-0.
• Stefano Battilossi & Stefan O. Houpt & Miguel Artola Blanco, 2026, "The historical and expected equity risk premium in Spain: a long-run view, 1900–2020," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 20, issue 1, pages 1-36, January, DOI: 10.1007/s11698-025-00309-7.
• Olfa El Aoun, 2026, "Market-specific connectedness behaviors across quantiles and frequencies connectedness patterns among G7 markets, commodities, bitcoin, and interest rate spread," Digital Finance, Springer, volume 8, issue 1, pages 1-45, March, DOI: 10.1007/s42521-025-00175-y.
• Qizhao Chen & Hiroaki Kawashima, 2026, "Sentiment-aware stock price prediction with transformer and LLM-generated formulaic alpha," Digital Finance, Springer, volume 8, issue 2, pages 1-28, June, DOI: 10.1007/s42521-026-00176-5.
• Wongtawan Uthumrat & Napon Hongsakulvasu & Anin Rupp, 2026, "Cryptocurrency futures forecasting and dynamic hedging: evidence from bitcoin and ether using time-varying volatility models," Digital Finance, Springer, volume 8, issue 2, pages 1-38, June, DOI: 10.1007/s42521-026-00195-2.
• Xin Li & Kai-Hua Wang, 2026, "Does investment in fintech assets enhance performance in China’s financial sector? Evidence from multiple investment strategies," Electronic Commerce Research, Springer, volume 26, issue 2, pages 1489-1528, April, DOI: 10.1007/s10660-025-09951-9.
• Oguzhan Ozcelebi & Rim El Khoury & Sang Hoon Kang, 2026, "Dynamic quantile frequency connectedness and dependence between global football club fan tokens, cryptocurrencies, and uncertainty indices," Empirical Economics, Springer, volume 70, issue 2, pages 1-52, February, DOI: 10.1007/s00181-026-02889-3.
• Carlos Trucíos, 2026, "Hierarchical risk clustering versus traditional risk-based portfolios: an empirical out-of-sample comparison," Empirical Economics, Springer, volume 70, issue 3, pages 1-24, March, DOI: 10.1007/s00181-026-02900-x.
• Michael O’Connell & Jonathan Fletcher, 2026, "Fiscal flows and asset prices," Empirical Economics, Springer, volume 70, issue 3, pages 1-17, March, DOI: 10.1007/s00181-026-02901-w.
• Ismail Jirou & Ikram Jebabli & Mohammad Isleimeyyeh & Elie Bouri, 2026, "Multivariate transmission of conditional mutual information based on partial correlation among cryptocurrencies and financial markets around various crisis periods," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 16, issue 1, pages 241-269, March, DOI: 10.1007/s40822-025-00343-w.
• Hicham Ouakil & Salah Eddine Kartobi & Zakaria Salhi & Zineb Elhachimi, 2026, "Hedging MENA stock markets with gold, oil, and cryptocurrencies: evidence from the COVID-19 pandemic and Russia–Ukraine war periods," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 16, issue 1, pages 271-309, March, DOI: 10.1007/s40822-025-00347-6.
• My-Linh Thi Nguyen & Ngo Thai Hung, 2026, "Quantile analysis of ESG diversification benefits in CEE stock market portfolios," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 16, issue 2, pages 473-496, June, DOI: 10.1007/s40822-025-00345-8.
• Peter Albrecht & Evžen Kočenda, 2026, "Event-driven changes in return connectedness among cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-37, December, DOI: 10.1186/s40854-025-00808-6.
• Mohammad Enamul Hoque & Low Soo-Wah & Mohammad Mujibul Haque, 2026, "The moderating role of financial literacy on the nexus of financial information sources and risky investment behavior: is it contingent on financial interest and risk tolerance level?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-46, December, DOI: 10.1186/s40854-025-00839-z.