Research classified by Journal of Economic Literature (JEL) codes

2023

• Jacob H Schmidt & Bianca Hutton Chimes, 2023, "Do Female Fund Managers outperform their Male Counterparts? A Quantitative Analysis of UK Retail Funds," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 5, pages 1-2.
• Chih-Wei Peng & Huei-Ru Tsai & Kuo-Chih Cheng & Tsung-Fu Chuang, 2023, "Do the Choices of Family Business CEOs Affect Investment Decisions?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 6, pages 1-3.
• Ziang Zhou, 2023, "Research on Small-Cap Value Rotation Investment Strategy Based on "Size Effect" - Evidence from the Chinese Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 6, pages 1-5.
• Guizhou Wang & Kjell Hausken, 2023, "Comparing Growth Models with Other Investment Methods," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 12, issue 1, pages 1-1.
• Michele Anelli & Michele Patanè, 2023, "The “Perpetually†Efficient Stock Market Nonsense: The Gaslighting Effects," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 12, issue 2, pages 1-1.
• Johan Knif & James W. Kolari & Gregory Koutmos & Seppo Pynonen, 2023, "Modeling the Time Variation in Factor Exposures," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 12, issue 2, pages 1-2.
• Aliano Mauro & Boido Claudio & Galloppo Giuseppe, 2023, "The Impact of the Financial and the Health Crisis on Listed Hotel Stocks," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 12, issue 2, pages 1-3.
• Fay, Constanze & Ghiselli, Angelica, 2023, "Insurers’ investment behaviour and the coronavirus (COVID-19) pandemic," ESRB Occasional Paper Series, European Systemic Risk Board, number 22, Sep.
• Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023, "Market selection and learning under model misspecification," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2023/18, May.
• Agnieszka Majewska & Patrycja Bełtowska, 2023, "Socially responsible investing (SRI) as a factor of competitiveness and sustainable development of organizations in young consumers' opinion," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 4, pages 245-262, June, DOI: 10.9770/jesi.2023.10.4(15).
• Simona Hašková & Marek Vochozka & Jiří Kučera, 2023, "A fuzzy evaluation model of manufacturing machinery in terms of sustainable business," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 4, pages 71-88, June, DOI: 10.9770/jesi.2023.10.4(5).
• Thiago Fauvrelle & Mathias Skrutkowski, 2023, "Collateral pledgeability and asset manager portfolio choices during redemption waves," Working Papers, European Stability Mechanism, number 58, Dec, revised 12 Dec 2023.
• Mohammed Kaddouhah, 2023, "An Economic Definition of 'Fear of Missing Out' (FOMO)," Working Papers, Swansea University, School of Management, number 2023-01, Sep.
• Alfonso A. Irarrazabal & Lin Ma & Juan Carlos Parra-Alvarez, 2023, "Optimal asset allocation for commodity sovereign wealth funds," Quantitative Finance, Taylor & Francis Journals, volume 23, issue 3, pages 471-495, March, DOI: 10.1080/14697688.2022.2158918.
• Francis Liu & Natalie Packham & Meng-Jou Lu & Wolfgang Karl Härdle, 2023, "Hedging cryptos with Bitcoin futures," Quantitative Finance, Taylor & Francis Journals, volume 23, issue 5, pages 819-841, May, DOI: 10.1080/14697688.2023.2187316.
• Paulo Rotella Junior & Luiz Célio Souza Rocha & Rogério Santana Peruchi & Giancarlo Aquila & Edson de Oliveira Pamplona & Karel Janda & Arthur Leandro Guerra Pires, 2023, "Robust portfolio optimization: a stochastic evaluation of worst-case scenarios," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 36, issue 3, pages 2165525-216, December, DOI: 10.1080/1331677X.2023.2165525.
• Ahadzie, Richard Mawulawoe & Daugaard, Dan & Kangogo, Moses & Khan, Faisal & Vespignani, Joaquin, 2023, "Covid-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2023-03.
• Li-Chuan Liao & Tzu-Pu Chang & Ping-Huang Wang, 2023, "Earnings Management Ethicality and Application in the Kenyan Public Sector: A Critical Review," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 16, issue 1, pages 71-86, October.
• Matteo Benuzzi & Matteo Ploner, 2023, "Skewness-seeking behavior and financial investments," CEEL Working Papers, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia, number 2301.
• Samuel Tabot ENOW, 2023, "A Non-linear Dependency Test for Market Efficiency: Evidence from International Stock Markets," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 7, issue 1, pages 1-12, DOI: 10.1991/jefa.v7i1.a56.
• Damien KUNJAL, 2023, "The Role of Investor Attention in ETF Liquidity," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 7, issue 2, pages 45-64, DOI: 10.1991/jefa.v7i2.a62.
• Hege, Ulrich & Pouget, Sébastien & Zhang, Yifei, 2023, "Climate Patents and Financial Markets," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1400, Jan, revised Dec 2024.
• Saki Bigio & Galo Nuño & Juan Passadore, 2023, "Debt-Maturity Management with Liquidity Costs," Journal of Political Economy Macroeconomics, University of Chicago Press, volume 1, issue 1, pages 119-190, DOI: 10.1086/723392.
• Luigi Bocola & Guido Lorenzoni, 2023, "Risk-Sharing Externalities," Journal of Political Economy, University of Chicago Press, volume 131, issue 3, pages 595-632, DOI: 10.1086/722088.
• Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2023, "The effects of a green monetary policy on firms financing costs," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 2301, revised 2023.
• DEVITA, Febrina & WILANDARI, Yuciana & MARUDDANI, Di Asih I, 2023, "Constant Correlation Model For Optimal Portfolio Formation And Expected Shortfall Risk Measurement: Empirical Evidence From Indonesian Stock Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 27, issue 3, pages 25-39, September.
• KUNJAL, Damien, 2023, "Investor Attention And Exchange Traded Fund Returns In South Africa: The Role Of Investors’ Internet Search Activity," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 27, issue 3, pages 40-56, September.
• Diana Barro & Antonella Basso & Stefania Funari & Guglielmo Alessandro Visentin, 2023, "A Bibliometric Analysis of Art in Financial Markets," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 05, Sep.
• Diana Barro & Antonella Basso & Stefania Funari & Guglielmo Alessandro Visentin, 2023, "Portfolio Diversification Including Art as an Alternative Asset," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 06, Oct.
• Mukhtar Shakira & Jan Anisa & Zahoor Adil, 2023, "Beyond the Big Five: How Dynamic Personality Traits Predict Financial Risk Tolerance?," Acta Universitatis Sapientiae, Economics and Business, Sciendo, volume 11, issue 1, pages 93-114, October, DOI: 10.2478/auseb-2023-0005.
• Oktaba Paweł & Grzywińska-Rąpca Małgorzata, 2023, "Modification of technical analysis indicators and increasing the rate of return on investment," Central European Economic Journal, Sciendo, volume 10, issue 57, pages 148-162, January, DOI: 10.2478/ceej-2023-0009.
• Skwarek Mateusz, 2023, "Is Bitcoin an emerging market? A market efficiency perspective," Central European Economic Journal, Sciendo, volume 10, issue 57, pages 219-236, January, DOI: 10.2478/ceej-2023-0013.
• Masuhr Andreas & Trede Mark, 2023, "Mutual volatility transmission between assets and trading places," Dependence Modeling, De Gruyter, volume 11, issue 1, pages 1-15, DOI: 10.1515/demo-2022-0155.
• Buks Andrew G. & Sobański Konrad, 2023, "Divest or engage? Effective paths to net zero from the U.S. perspective," Economics and Business Review, Sciendo, volume 9, issue 1, pages 65-93, April, DOI: 10.18559/ebr.2023.1.3.
• Kaczmarek Tomasz & Grobelny Przemysław, 2023, "How to fly to safety without overpaying for the ticket," Economics and Business Review, Sciendo, volume 9, issue 2, pages 160-183, April, DOI: 10.18559/ebr.2023.2.738.
• Pilch Bartłomiej, 2023, "Is value investing based on scoring models effective? The verification of F-Score-based strategy in the Polish stock market," Economics and Business Review, Sciendo, volume 9, issue 4, pages 121-152, December, DOI: 10.18559/ebr.2023.4.1075.
• Bousbia Salah Rahima & Beggat Hanane & Debbar Abdelkerim, 2023, "The Dollar and Gold: Which is the Safest Haven? COVID-19 Evidence," Economics and Business, Sciendo, volume 37, issue 1, pages 104-118, January, DOI: 10.2478/eb-2023-0007.
• Petrović Ružica & Jocić Dragana Radenković & Kerković Tamara Milenković, 2023, "The Impact of Bilateral Investment Agreements on Attracting Foreign Direct Investments," Economic Themes, Sciendo, volume 61, issue 2, pages 145-170, June, DOI: 10.2478/ethemes-2023-0008.
• Vasić Aleksandra S. & Jakšić Milena & Todorović Violeta, 2023, "Traditional and Behavioural Approach to Risk in Finance," Economic Themes, Sciendo, volume 61, issue 4, pages 497-513, December, DOI: 10.2478/ethemes-2023-0026.
• Bouchra El Akraoui & Daoui Cherki, 2023, "Solving Finite-Horizon Discounted Non-Stationary MDPS," Folia Oeconomica Stetinensia, Sciendo, volume 23, issue 1, pages 1-15, June, DOI: 10.2478/foli-2023-0001.
• Iwanicz-Drozdowska Małgorzata & Rogowicz Karol & Smaga Paweł, 2023, "Market-moving events and their role in portfolio optimization of generations X, Y, and Z," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 59, issue 4, pages 371-397, December, DOI: 10.2478/ijme-2024-0001.
• Wolski Rafal, 2023, "Residential Real Estate as a Potential Hedge of Capital Against Inflation," Real Estate Management and Valuation, Sciendo, volume 31, issue 1, pages 36-42, March, DOI: 10.2478/remav-2023-0004.
• Victor Elsa Sapphira & Razali Muhammad Najib & Ali Hishamuddin Mohd., 2023, "The Dynamics of the Impact of the Covid-19 Pandemic on Pan-Asia’s Real Estate Investment Trusts," Real Estate Management and Valuation, Sciendo, volume 31, issue 4, pages 11-22, December, DOI: 10.2478/remav-2023-0026.
• Socaciu Erzsébet-Mirjám, 2023, "The Nexus Between Foreign Portfolio Diversification and Kinship," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 68, issue 2, pages 1-16, August, DOI: 10.2478/subboec-2023-0006.
• Deari Fitim & Ulu Yasemin, 2023, "The Turn-of-the-Month Effect: Evidence from Macedonian Stock Exchange," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 33, issue 3, pages 86-100, September, DOI: 10.2478/sues-2023-0015.
• Saraolu Ionascuti Anca-Adriana, 2023, "Intra and Inter Sectoral Risk Spread and Portfolio Risk Management: Case of S&P 500," Timisoara Journal of Economics and Business, Sciendo, volume 16, issue 2, pages 141-158, DOI: 10.2478/tjeb-2023-0008.
• Paweł Jakubowski & Robert Ślepaczuk & Franciszek Windorbski, 2023, "REnsembling ARIMAX Model in Algorithmic Investment Strategies on Commodities Market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-20.
• Jesús Fernández‐Villaverde & Samuel Hurtado & Galo Nuño, 2023, "Financial Frictions and the Wealth Distribution," Econometrica, Econometric Society, volume 91, issue 3, pages 869-901, May, DOI: 10.3982/ECTA18180.
• Michele Manna & Stefano Nobili, 2023, "Banks' holdings of and trading in government bonds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 1, pages 257-283, January, DOI: 10.1002/ijfe.2419.
• Oliver Borgards & Robert L. Czudaj, 2023, "Long‐short speculator sentiment in agricultural commodity markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 3511-3528, October, DOI: 10.1002/ijfe.2605.
• Xiaoxi Liu & Jinming Xie, 2023, "Forecasting swap rate volatility with information from swaptions," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 43, issue 4, pages 455-479, April, DOI: 10.1002/fut.22395.
• Lise Clain‐Chamosset‐Yvrard & Xavier Raurich & Thomas Seegmuller, 2023, "Are the Liquidity and Collateral Roles of Asset Bubbles Different?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 6, pages 1443-1473, September, DOI: 10.1111/jmcb.13007.
• Wing-Keung Wong & David Yeung & Richard Lu, 2023, "The Mean-Variance Rule for Investors with Reverse S-Shaped Utility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-16, March, DOI: 10.1142/S2010495222500300.
• Marc S. Paolella & PaweÅ‚ Polak, 2023, "Density and Risk Prediction with Non-Gaussian COMFORT Models," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-37, March, DOI: 10.1142/S2010495222500336.
• Turker Acikgoz & Ozge Sezgin Alp & Nazlan Belemir Alkan, 2023, "Dynamics of a Newly Established Agricultural Commodities Market: Financialization, Hedging and Portfolio Diversification in Turkey," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 03, pages 1-33, September, DOI: 10.1142/S2010495223500057.
• Ali Matar, 2023, "The Co-Movement between Emerging Stock Markets Using DCC-GARCH Model: Evidence from GCC and Amman Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 04, pages 1-35, December, DOI: 10.1142/S2010495223500112.
• Amritkant Mishra & Ajit Kumar Dash & Shri Narayan Pandey & Amba Agarwal, 2023, "Dynamic spillover among the sectoral indices: Evidence from first and second waves of COVID-19," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 03, pages 1-22, September, DOI: 10.1142/S2424786323500202.
• Min-Yuh Day & Paoyu Huang & Yirung Cheng & Yensen Ni, 2023, "Can Investors Profit from Utilizing Technical Trading Rules During the COVID-19 Pandemic?," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 06, pages 1893-1921, November, DOI: 10.1142/S0219622023500025.
• Hans-Peter Bermin & Magnus Holm, 2023, "Kelly Trading And Market Equilibrium," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 01, pages 1-33, February, DOI: 10.1142/S0219024923500012.
• Kuniyoshi Saito, 2023, "Religiousness, Portfolio Choice, and Gambling in Japan," Journal of Economics, Management and Religion (JEMAR), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 01, pages 1-19, July, DOI: 10.1142/S2737436X23500012.
• Emanuele Maria Carluccio & Paolo Antonio Cucurachi & Ugo Pomante, 2023, "Absolute Or Relative: The Dark Side Of Fund Rating Systems," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 1-30, June, DOI: 10.1142/S2282717X23500019.
• Victoria Atanasov, 2023, "Consumption Risk, Stock Returns, and Economic Cycles," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 1-36, March, DOI: 10.1142/S2010139223500015.
• Claudio Zara & Luca Bellardini & Margherita Gobbi, 2023, "Circular Economy, Stock Volatility, and Resilience to the COVID-19 Shock: Evidence from European Companies," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-48, June, DOI: 10.1142/S2010139223400062.
• Andreas Oehler & Matthias Horn & Stefan Wendt, 2023, "The Trust Risk Puzzle: The Impact of Trust on the Willingness to Take Financial Risk," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 1-32, September, DOI: 10.1142/S2010139223500064.
• Hong-Yi Chen & Hsuan-Chi Chen & Christine W. Lai & Pei-Ling Yang, 2023, "Investor Attention, Fee Structure, and Newly Issued Funds," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 02, pages 1-23, June, DOI: 10.1142/S021909152350011X.
• Xiong Xiong & Jinyi Zhang & Zhenwei Lv & Gaofeng Zou, 2023, "How Does Investor Sentiment Influence Ipo Initial Return And Long-Term Performance? An Agent-Based Computational Finance Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 03, pages 899-915, June, DOI: 10.1142/S0217590819500437.
• Liangbo Zhai & Wei Wang, 2023, "Can Winners Keep Winning? An Analysis Of Performance Persistence Of Mutual Funds And Hedge Funds In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 06, pages 2029-2050, December, DOI: 10.1142/S0217590820500642.
• David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), 2023, "Options — 45 Years since the Publication of the Black–Scholes–Merton Model:The Gershon Fintech Center Conference," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12822, ISBN: ARRAY(0x64a10520).
• Obiyathulla Ismath Bacha, 2023, "Financial Derivatives:Markets and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12999, ISBN: ARRAY(0x64b437e8).
• Mark Haynes Daniell & Tom McCullough, 2023, "Family Wealth Management:Seven Imperatives for Successful Investing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13129, ISBN: ARRAY(0x6479dee8).
• Gueorgui S Konstantinov & Frank J Fabozzi & Joseph S Simonian, 2023, "Quantitative Global Bond Portfolio Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13313, ISBN: ARRAY(0x66434840).
• Graham L Giller, 2023, "Essays on Trading Strategy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13413, ISBN: ARRAY(0x64b43a58).
• Cheng Few Lee & John Lee & Alice Lee, 2023, "Intermediate Futures and Options:An Active Learning Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13515, ISBN: ARRAY(0x64e296a0).
• M. S. Scholes, 2023, "Using Option Pricing Information to Time Diversify Portfolio Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Wilmott, 2023, "How Good is Black–Scholes–Merton, Really?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Carr & L. Wu & Y. Zhang, 2023, "Probabilistic Interpretation of Black Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Brigo, 2023, "Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• M. Brenner, 2023, "VIX and Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• M. Musiela, 2023, "Multivariate Fractional Brownian Motion and Generalizations of SABR Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Glasserman & P. He, 2023, "Buy Rough, Sell Smooth," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• J. Gatheral & T. Jaisson & M. Rosenbaum, 2023, "Volatility is Rough," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• L.C.G. Rogers, 2023, "Things We Think We Know," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• R. Lee, 2023, "Cumulant Formulas for Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Tankov, 2023, "Implied Volatility Asymptotics: Black–Scholes and Beyond," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• J. Guyon, 2023, "The Smile of Stochastic Volatility Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• J. Cao & J. Chen & J. Hull, 2023, "A Neural Network Approach to Understanding Implied Volatility Movements," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Dobi & M. Avellaneda, 2023, "Modeling Volatility Risk in Equity Options Market: A Statistical Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Gershon, 2023, "A General Theory of Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• A. Lipton, 2023, "Old Problems, Classical Methods, New Solutions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• B. Dupire, 2023, "25 Years of Local Volatility and Beyond," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. Gatarek & J. Jabłecki, 2023, "Swap Rate à la Stock: Bermudan Swaptions Made Easy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• N. El Karoui, 2023, "Thirty Years of Derivatives Market: Originality of the French Experience," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• E. I. Ronn, 2023, "Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• H. Li & Q. Wang, 2023, "Options Markets in China: The New Frontier," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• D. B. Madan, 2023, "Risk Exposure Valuation Using Measure Distortions: An Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• P. Protter, 2023, "Insider Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• M. Crouhy & D. Galai & Z. Wiener, 2023, "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Derivatives: Introduction and Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Derivative Markets and Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Forward and Futures Markets: Pricing and Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Stock Index Futures Contracts: Analysis and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Interest Rate Futures Contracts and Currency Futures Contracts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Introduction to Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Equity, Equity Index, and Currency Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Option Strategies and Payoffs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Replication, Synthetics, and Arbitrage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Options in Corporate Finance and Real Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Interest Rate Swaps, Credit, and Other Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Derivative Instruments and Islamic Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Financial Derivatives Markets and Applications".
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023, "Answers to Select End-of-Chapter Questions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Financial Derivatives Markets and Applications".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Quantifying Risks and the Role of Quantitative Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Global Markets and Bond Benchmarks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Currency Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Yield Curve Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Factors in Global Bond Portfolios," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Top-Down Portfolio Allocation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Bond Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Bond Trading, Portfolio Rebalancing, and Electronic Exchanges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Portfolio Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Factor Models in Performance Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Performance Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Quantitative Global Bond Portfolio Management".
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023, "Yield Curve Attribution for Global Bond Portfolios," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Quantitative Global Bond Portfolio Management".
• Graham L. Giller, 2023, "Mean–Variance Optimization and the Sharpe Ratio," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Essays on Trading Strategy".
• Graham L. Giller, 2023, "Analytical Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Essays on Trading Strategy".
• Graham L. Giller, 2023, "Utility Theory-Based Portfolio Choice," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Essays on Trading Strategy".
• Graham L. Giller, 2023, "Thinking about How to Solve Trading Problems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Essays on Trading Strategy".
• Graham L. Giller, 2023, "Barrier Trading Algorithms," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Essays on Trading Strategy".
• Graham L. Giller, 2023, "Ex Post Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Essays on Trading Strategy".
• Sangyup Choi & Jiri Havel, 2023, "Geopolitical Risk and Foreign Portfolio Investment: A Tale of Advanced and Emerging Markets," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-221, Oct.
• Eichfelder, Sebastian & Knaisch, Jonas & Schneider, Kerstin, 2023, "How does bonus depreciation affect real investment? Effect size, asset structure, and tax planning," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 278.
• McCully, Tuuli, 2023, "Drivers of portfolio flows into Chinese debt securities amidst China's bond market development," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 8/2023.
• Faria, Gonçalo & Verona, Fabio, 2023, "Forecast combination in the frequency domain," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2023.
• Goodarzi, Milad & Meinerding, Christoph, 2023, "Asset allocation with recursive parameter updating and macroeconomic regime identifiers," Discussion Papers, Deutsche Bundesbank, number 06/2023.
• Bednarek, Peter & Dinger, Valeriya & Schultz, Alison & von Westernhagen, Natalja, 2023, "Banks of a feather: The informational advantage of being alike," Discussion Papers, Deutsche Bundesbank, number 09/2023.
• Frankovic, Ivan & Kolb, Benedikt, 2023, "The role of emission disclosure for the low-carbon transition," Discussion Papers, Deutsche Bundesbank, number 33/2023.
• Simon, Frederik & Weibels, Sebastian & Zimmermann, Tom, 2025, "Deep parametric portfolio policies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-01, revised 2025.
• Dörries, Julian & Korn, Olaf & Power, Gabriel J., 2023, "How should the long-term investor harvest variance risk premiums?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-06.
• Braun, Alexander & Braun, Julia & Weigert, Florian, 2023, "Extreme weather risk and the cost of equity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-08.
• Moro, Alessandro & Zaghini, Andrea, 2023, "The green sin: How exchange rate volatility and financial openness affect green premia," CFS Working Paper Series, Center for Financial Studies (CFS), number 715, DOI: 10.2139/ssrn.4660071.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2023, "Fixed and variable longevity annuities in defined contribution plans: Optimal retirement portfolios taking social security into account," CFS Working Paper Series, Center for Financial Studies (CFS), number 684.
• Whitaker, Amy & Kräussl, Roman, 2023, "Art collectors as venture capitalists," CFS Working Paper Series, Center for Financial Studies (CFS), number 696, DOI: 10.2139/ssrn.4316020.
• Fridgen, Gilbert & Kräussl, Roman & Papageorgiou, Orestis & Tugnetti, Alessandro, 2023, "The fundamental value of art NFTs," CFS Working Paper Series, Center for Financial Studies (CFS), number 709, DOI: 10.2139/ssrn.4337173.
• Zarifhonarvar, Ali, 2023, "The Capital Asset Pricing Model: A New Empirical Investigation," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 268396.
• Nitzan, Jonathan & Bichler, Shimshon, 2023, "המהפכה המשטרית" וקבוצות ההון הדומיננטיות"
  [Regime Change and Dominant Capital]," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 279828.
• Heidorn, Thomas & Watermeyer, Timo & Haar, Patrick, 2023, "Retail investors' perspective on ESG investments," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 234.
• Beyer, Marcel, 2023, "Gambling for recovery? Exploring the riskiness of European insurers' assets during the Covid-19 crisis 2020," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 46/23, revised 2023.
• Mukashov, A., 2023, "Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 307023.
• Li, Shasha & Yang, Biao, 2023, "Green investing, information asymmetry, and capital structure," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 20/2023.
• Heinisch, Katja & Behrens, Christoph & Döpke, Jörg & Foltas, Alexander & Fritsche, Ulrich & Köhler, Tim & Müller, Karsten & Puckelwald, Johannes & Reichmayr, Hannes, 2023, "The IWH Forecasting Dashboard: From forecasts to evaluation and comparison," IWH Technical Reports, Halle Institute for Economic Research (IWH), number 1/2023.
• Lavko, Matus & Klein, Tony & Walther, Thomas, 2023, "Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2023/01, DOI: 10.2139/ssrn.4346043.
• Sheenan, Lisa, 2023, "Green Bonds, Conventional Bonds and Geopolitical Risk," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2023/05.
• Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023, "Mental models of the stock market," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 406, DOI: 10.2139/ssrn.4589777.
• Grossmann, Max & Hackethal, Andreas & Laudi, Marten & Pauls, Thomas, 2023, "Conform to the norm. Peer information and sustainable investments," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 412, DOI: 10.2139/ssrn.4673139.
• Latino, Carmelo, 2023, "Surfing the green wave: What's in a "green" name change?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 410, DOI: 10.2139/ssrn.4670504.
• Bernard, Sabine Esther & Weber, Martin & Loos, Benjamin, 2023, "How speculative asset characteristics shape retail investors' selling behavior," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 378.
• Hillert, Alexander & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan, 2023, "Mutual fund shareholder letters: Flows, performance, and managerial behavior," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 380.
• Alt, Marius & Berger, Marius & Bersch, Johannes, 2023, "Investor responses to information updates on peer behavior and public investment policy: The case of green investments," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 23-024.
• Bührle, Anna Theresa & Yen, Chia-Yi, 2023, "Too much "skin in the game" ruins the game: Evidence from managerial capital gains taxes," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 23-028, revised 2023.
• Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2023, "Factor mimicking portfolios for climate risk," ECON - Working Papers, Department of Economics - University of Zurich, number 429, Mar, revised Mar 2024.
• Aharon, David Y. & Kizys, Renatas & Umar, Zaghum & Zaremba, Adam, 2023, "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101803.
• Lee, Junyong & Lee, Kyounghun & Oh, Frederick Dongchuhl, 2023, "International portfolio diversification and the home bias puzzle," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101807.
• Khaki, Audil & Prasad, Mason & Al-Mohamad, Somar & Bakry, Walid & Vo, Xuan Vinh, 2023, "Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101823.
• Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Zhu, You & Uddin, Gazi Salah, 2023, "Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101846.
• Hong, Yanran & Li, Pan & Wang, Lu & Zhang, Yaojie, 2023, "New evidence of extreme risk transmission between financial stress and international crude oil markets," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101853.
• Awijen, Haithem & Ben Zaied, Younes & Ben Lahouel, Béchir & Khlifi, Foued, 2023, "Machine learning for US cross-industry return predictability under information uncertainty," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101893.
• Liu, Yujun & Li, Zhongfei & Nekhili, Ramzi & Sultan, Jahangir, 2023, "Forecasting cryptocurrency returns with machine learning," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101905.
• Hou, Canran & Liu, Huan, 2023, "Institutional cross-ownership and stock price crash risk," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101906.
• Eom, Cheoljun & Park, Jong Won, 2023, "Price behavior of small-cap stocks and momentum: A study using principal component momentum," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101908.
• Sakurai, Yuji & Kurosaki, Tetsuo, 2023, "Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101915.
• Xu, Ruihui & Zhang, Xuliang & Gozgor, Giray & Lau, Chi Keung Marco & Yan, Cheng, 2023, "Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101933.
• Yadav, Miklesh Prasad & Sharif, Taimur & Ashok, Shruti & Dhingra, Deepika & Abedin, Mohammad Zoynul, 2023, "Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101948.
• Ndubuisi, Gideon & Urom, Christian, 2023, "Dependence and risk spillovers among clean cryptocurrencies prices and media environmental attention," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101953.
• Umutlu, Mehmet & Yargı, Seher Gören & Zaremba, Adam, 2023, "Market segmentation and international diversification across country and industry portfolios," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101954.
• Umar, Zaghum & Usman, Muhammad & Choi, Sun-Yong & Rice, John, 2023, "Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101957.
• Hammouda, Amira & Saeed, Asif & Vidal, Marta & Vidal-García, Javier, 2023, "On the short-term persistence of mutual fund performance in Europe," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101963.
• Bian, Yuxiang & Chen, Lin & Xiong, Xiong & Yang, Jinqiang, 2023, "Private equity valuation under time-inconsistent preferences," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101978.
• He, Mengxi & Wang, Yudong & Zeng, Qing & Zhang, Yaojie, 2023, "Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101983.
• Yang, Yajie & Zhao, Longfeng & Zhu, Yipin & Chen, Lin & Wang, Gangjin & Wang, Chao, 2023, "Spillovers from the Russia-Ukraine conflict," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102006.
• Tan, Yeng-May & Szulczyk, Kenneth & Sii, Yew-Hei, 2023, "Performance of ESG-integrated smart beta strategies in Asia-Pacific stock markets," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102008.
• Karagiorgis, Ariston & Drakos, Konstantinos, 2023, "A stochastic analysis of hedge funds’ higher moments," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102013.
• Cucinelli, Doriana & Soana, Maria Gaia, 2023, "Investor preferences, financial literacy and intermediary choice towards sustainability," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102027.
• Bouteska, Ahmed & Harasheh, Murad & Abedin, Mohammad Zoynul, 2023, "Revisiting overconfidence in investment decision-making: Further evidence from the U.S. market," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102028.
• Naumer, Hans-Jörg, 2023, "TV media sentiment, mutual fund flows and portfolio choice: They do not put their money where their sentiment is," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102034.
• Aharon, David Y. & Ali, Shoaib & Naved, Muhammad, 2023, "Too big to fail: The aftermath of Silicon Valley Bank (SVB) collapse and its impact on financial markets," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102036.
• Liu, Zhenhua & Ji, Qiang & Zhai, Pengxiang & Ding, Zhihua, 2023, "Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102039.
• Grudniewicz, Jan & Ślepaczuk, Robert, 2023, "Application of machine learning in algorithmic investment strategies on global stock markets," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102052.
• Pezzo, Luca & Wang, Lei & Zirek, Duygu, 2023, "Large scale mean-variance strategies in the U.S. stock market," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102062.
• Shi, Huai-Long & Chen, Huayi, 2023, "Revisiting asset co-movement: Does network topology really matter?," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102064.
• Aman, Hiroyuki & Kasuga, Norihiro & Moriyasu, Hiroshi, 2023, "Is soft information substitutive or complementary to hard news for investor attention? Evidence from corporate advertising in Japan," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102067.
• Zhu, Zhaobo & Ding, Wenjie & Jin, Yi & Shen, Dehua, 2023, "Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102085.
• Back, Camila & Morana, Stefan & Spann, Martin, 2023, "When do robo-advisors make us better investors? The impact of social design elements on investor behavior," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 103, issue C, DOI: 10.1016/j.socec.2023.101984.
• Bucciol, Alessandro & Papadovasilaki, Dimitra, 2023, "Portfolio decisions and perceived racial discrimination," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 106, issue C, DOI: 10.1016/j.socec.2023.102062.
• Łęt, Blanka & Sobański, Konrad & Świder, Wojciech & Włosik, Katarzyna, 2023, "What drives the popularity of stablecoins? Measuring the frequency dynamics of connectedness between volatile and stable cryptocurrencies," Technological Forecasting and Social Change, Elsevier, volume 189, issue C, DOI: 10.1016/j.techfore.2023.122318.
• Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Ghosh, Sudeshna & Doğan, Buhari, 2023, "Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches," Technological Forecasting and Social Change, Elsevier, volume 192, issue C, DOI: 10.1016/j.techfore.2023.122566.
• Chang, Zheng & Füss, Roland & von Möllendorff, Johannes & Olaf Olaussen, Jon & Weigand, Alois, 2023, "Metro’s night travel offer on the weekend and its impact on house prices," Transportation Research Part A: Policy and Practice, Elsevier, volume 178, issue C, DOI: 10.1016/j.tra.2023.103883.
• Richard Mawulawoea Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2023, "COVID-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-40, Aug.
• Bottazzi, Giulio & Cordoni, Francesco & Livieri, Giulia & Marmi, Stefano, 2023, "Uncertainty in firm valuation and a cross-sectional misvaluation measure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118172, Mar.
• Guenther, Benno & Lordan, Grace, 2023, "When the disposition effect proves to be rational: experimental evidence from professional traders," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118353, Feb.