Research classified by Journal of Economic Literature (JEL) codes

2026

• Hongjun Zeng & Abdullahi D. Ahmed, 2026, "Dependency structure and volatility connectedness among China-ASEAN stock market, cryptocurrencies, and crude oil," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-39, December, DOI: 10.1186/s40854-025-00841-5.
• SeungOh Han, 2026, "Volatility spillovers and portfolio diversification strategies after the 2023 Israel–Hamas conflict," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-45, December, DOI: 10.1186/s40854-025-00850-4.
• Vipul Kumar Singh & Pawan Kumar, 2026, "Crude oil and soft commodities volatility spillover patterns and portfolio diversification strategies in times of oil crises," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-37, December, DOI: 10.1186/s40854-025-00851-3.
• Haydory Akbar Ahmed, 2026, "Dynamics among the term spread, stock market volatility forecast, financial market risk and oil price: an empirical analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-22, December, DOI: 10.1186/s40854-025-00862-0.
• Walid Mensi & Rim El Khoury & Abdullah AlGhazali & Sang Hoon Kang, 2026, "Are green bonds and green energy markets hedges for green cryptocurrencies? A quantile VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-42, December, DOI: 10.1186/s40854-025-00868-8.
• Md Akhtaruzzaman & Walid Mensi & Molla Ramizur Rahman & Ahmet Sensoy, 2026, "Systemic risk sharing among conventional and socially responsible investments," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-21, December, DOI: 10.1186/s40854-025-00884-8.
• Mirzat Ullah & Kazi Sohag & M. Kabir Hassan, 2026, "Exploring the relationship between bank liquidity risk and the media sentiment index via big data technology: a study during the COVID-19 pandemic and the Russia–Ukraine conflict," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-18, December, DOI: 10.1186/s40854-025-00887-5.
• Mohammad Enamul Hoque & Low Soo-Wah & Lain-Tze Tee & Md. Akther Uddin & Si-Roei Kew & Mabruk Billah & Faik Bilgili, 2026, "Contemporaneous and lagged connectedness among international categorical economic policy uncertainty and ASEAN-5 stock markets: Do policy uncertainty sources and determinants matter?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-36, December, DOI: 10.1186/s40854-025-00895-5.
• Nourhaine Nefzi & Abir Melki & Sahar Loukil & Ahmed Jeribi, 2026, "How do cryptocurrencies connect? Insights from conventional cryptocurrencies, DeFi, NFTs, and gold-backed cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-23, December, DOI: 10.1186/s40854-025-00898-2.
• Soumya Basu & Takaya Ogawa & Hideyuki Okumura & Keiichi Ishihara, 2026, "Quantifying stability of time–frequency phase space co-movements for renewable energy and macroeconomic markets during dual shocks," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-52, December, DOI: 10.1186/s40854-026-00916-x.
• Yu Sung Ha & Jongho Kang & Jihun Kim & Dohyun Chun, 2026, "Machine learning-based portfolio optimization: comparative analysis with the all-weather portfolio strategy," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-28, December, DOI: 10.1186/s40854-026-00927-8.
• Alishba Rahman Ullah & Shahzeb Khurshid & Seong-Min Yoon, 2026, "Spillover dynamics between ReFi tokens, renewable energy tokens, energy markets, and the carbon market: determinants and implications for portfolio diversification," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-46, December, DOI: 10.1186/s40854-026-00932-x.
• Claudio Boido & Giovanni Fulci, 2026, "Cost intensity of active portfolio management," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-23, December, DOI: 10.1186/s40854-026-00944-7.
• Zhou Yang & Junkee Jeon, 2026, "A problem of finite-horizon optimal switching and stochastic control for utility maximisation," Finance and Stochastics, Springer, volume 30, issue 1, pages 59-118, January, DOI: 10.1007/s00780-025-00583-3.
• Xia Han & Ruodu Wang & Qinyu Wu, 2026, "Monotonic mean–deviation risk measures," Finance and Stochastics, Springer, volume 30, issue 2, pages 441-483, April, DOI: 10.1007/s00780-026-00586-8.
• Muqiao Huang & Ruodu Wang, 2026, "Coherent risk measures and uniform integrability," Finance and Stochastics, Springer, volume 30, issue 2, pages 527-552, April, DOI: 10.1007/s00780-026-00587-7.
• Min Dai & Shuaijie Qian & Ling Qin & Jing Xu, 2026, "Lifetime portfolio and consumption choice with defined contribution plans," Finance and Stochastics, Springer, volume 30, issue 3, pages 705-764, July, DOI: 10.1007/s00780-026-00592-w.
• David Criens & Mikhail Urusov, 2026, "Criteria for the absence of arbitrage in one-dimensional general diffusion markets," Finance and Stochastics, Springer, volume 30, issue 3, pages 821-871, July, DOI: 10.1007/s00780-026-00593-9.
• Yuki Shigeta, 2026, "An economic interpretation and mathematical analysis of Epstein–Zin stochastic differential utility for an infinite horizon when θ," Finance and Stochastics, Springer, volume 30, issue 3, pages 765-819, July, DOI: 10.1007/s00780-026-00594-8.
• Vicky Henderson & Saul Jacka & Ruiqi Liu & Jun Maeda, 2026, "The support and resistance line method: an analysis via optimal stopping," Finance and Stochastics, Springer, volume 30, issue 3, pages 657-704, July, DOI: 10.1007/s00780-026-00596-6.
• Ricardo T. Fernholz & Robert Fernholz, 2026, "Portfolios generated by contingent claim functions, with applications to option pricing," Finance and Stochastics, Springer, volume 30, issue 3, pages 873-901, July, DOI: 10.1007/s00780-026-00597-5.
• Yusri Yahya & Abdul Hafizh Mohd Azam & Zulkefly Abdul Karim & Mohd Azlan Shah Zaidi & Mohammad Bintang Pamuncak, 2026, "Does geopolitical risk influence foreign investors’ decisions in the stock market? An ARDL approach," Future Business Journal, Springer, volume 12, issue 1, pages 1-12, December, DOI: 10.1186/s43093-026-00736-6.
• Muhammad Saffi ur Rehman & Faid Gul, 2026, "Intelligent forecasting in emerging markets: A comparison of AI, linear, and hybrid forecasting models at Pakistan Stock Exchange," Future Business Journal, Springer, volume 12, issue 1, pages 1-14, December, DOI: 10.1186/s43093-026-00812-x.
• Umesh Kumar & Biqing Huang & Jennifer Paige Burks, 2026, "The linkage of bitcoin and Ethereum with financial markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-18, December, DOI: 10.1007/s12197-025-09747-5.
• Bilgehan Tekin, 2026, "Bitcoin as a Behavioral Bellwether: Unveiling the Bandwagon Effect and Investor Sensitivity in the NFT Landscape," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 17, issue 2, pages 3714-3739, April, DOI: 10.1007/s13132-025-02788-5.
• Ramzi Boussaidi, 2026, "Are Earnings and Price Momentum Related? Evidence from Ten MENA Stock Markets," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 17, issue 3, pages 8492-8521, June, DOI: 10.1007/s13132-026-03201-5.
• Nikolay Doskov & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2026, "Complementarity and substitutability of investment strategies," Journal of Evolutionary Economics, Springer, volume 36, issue 1, pages 1-25, April, DOI: 10.1007/s00191-025-00922-9.
• Giovanna Apicella & Luca Grosset & Rosario Maggistro & Elena Sartori, 2026, "Wealth, prevention, and longevity: Integrating health into portfolio decisions," Journal of Evolutionary Economics, Springer, volume 36, issue 1, pages 1-33, April, DOI: 10.1007/s00191-026-00948-7.
• Ayşen Sivrikaya & A. Yasemin Yalta, 2026, "The relationship between bitcoin trade volume and inflation: evidence from nonlinear cointegration," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 2, pages 4315-4330, April, DOI: 10.1007/s11135-025-02430-1.
• José Anselmo Pérez Reyes & Ananya Rajagopal, 2026, "Bearing the wheel: heterodox analysis in construction industry as an economic driver," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 3, pages 9819-9845, June, DOI: 10.1007/s11135-026-02653-w.
• Xiao Zhang, 2026, "Transparency and divestment: the impact of a public database about insurers’ carbon-intensive investments on their portfolio choices," Review of Accounting Studies, Springer, volume 31, issue 1, pages 37-73, March, DOI: 10.1007/s11142-025-09928-x.
• Jeffrey L. Hoopes & Tyler S. Menzer & Jaron H. Wilde, 2026, "Who reports cryptocurrency to the IRS?," Review of Accounting Studies, Springer, volume 31, issue 1, pages 453-488, March, DOI: 10.1007/s11142-025-09932-1.
• Sebastian Eichfelder & Jonas Knaisch & Kerstin Schneider, 2026, "Bonus depreciation as instrument for structural economic policy: effects on investment and asset structure," Review of Managerial Science, Springer, volume 20, issue 4, pages 1097-1130, April, DOI: 10.1007/s11846-025-00885-y.
• Kwabena Brefo Osei & Bernhard Schwetzler, 2026, "Do ETFs Undermine Takeover Success? Evidence from German Takeover Offer Outcomes," Schmalenbach Journal of Business Research, Springer, volume 78, issue 3, pages 1-44, September, DOI: 10.1007/s41471-026-00243-y.
• Naveed Khan, 2026, "Evaluating the resilience of asset pricing models during crises: evidence from Russia’s economic recession, COVID-19 pandemic, and the Russia–Ukraine war," SN Business & Economics, Springer, volume 6, issue 6, pages 1-44, June, DOI: 10.1007/s43546-026-01192-8.
• Ben Caldecott & Alex Clark & Elizabeth Harnett & Felicia Liu, 2026, "How sustainable finance creates impact: transmission mechanisms to the real economy," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 162, issue 1, pages 87-119, February, DOI: 10.1007/s10290-024-00541-9.
• Ekaterina Ponomareva Reshetnikova, 2026, "Climate performance evaluation of investment portfolios as driver of net zero economy: comparative study and analysis of existing methodologies," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 162, issue 1, pages 121-152, February, DOI: 10.1007/s10290-025-00593-5.
• Chih-Wei Peng & Yao-Ying Liu & Ya-Chen & Chen, 2026, "Top Management Team Heterogeneity and Investment Decisions in Family-Owned Firms," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 3, pages 1-1.
• Klesta Qehaja, 2026, "Strategic Asset Allocation, Risk, and Long-Term Performance of a Pension Fund: Evidence from Kosovo," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 4, pages 1-4.
• Guido Abate & Pierpaolo Ferrari & Bianca Pisino, 2026, "Robo-Advisors: Artificial Intelligence-Driven Services for Retail Investors’ Asset Allocation," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 15, issue 1, pages 1-3.
• Damiaan Chen & Roel Beetsma & Sweder van Wijnbergen, 2026, "On the Limits of Hedging Inflation Risk in Investment Portfolios," Working Papers, DNB, number 858, Apr.
• Thomas Dulak & Guntram Wolff, 2026, "Greener but thinner? Assessing green bond market liquidit," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 07-2026, Mar.
• Lucas, André & Schwaab, Bernd & Zhang, Xin & D’Innocenzo, Enzo, 2026, "Joint extreme value-at-risk and expected shortfall dynamics with a single integrated tail shape parameter," Working Paper Series, European Central Bank, number 3166, Jan.
• Zamora-Pérez, Alejandro, 2026, "Who owns crypto in the euro area? Drivers of crypto adoption, payment use, and its interaction with fiat cash," Working Paper Series, European Central Bank, number 3215, Apr.
• Bottasso, Anna & Duchêne, Sébastien & Guerci, Eric & Hanaki, Nobuyuki & Noussair, Charles N., 2026, "Corrigendum to “Higher order risk attitudes of financial experts” [J. Behav. Exp. Finance 34 (2022) 100658]," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2025.101124.
• Aristei, David & Gallo, Manuela, 2026, "Financial literacy, robo-advising, and the demand for human financial advice: Evidence from Italy," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2025.101125.
• Fan, John Hua & Li, Mingyi & Wang, Xinyu, 2026, "Cultural celebrations and investor gambling behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101139.
• Chahal, Rishman Jot Kaur & Bidasaria, Hemant & Khan, Hera Asif & Ahmad, Wasim, 2026, "Do global bond market sentiments transmit to green bonds? Evidence from a quantile connectedness framework," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101151.
• Petrakis, Ioannis, 2026, "Networks, knowledge, and nudges: Determinants of retail investor compliance," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101168.
• Sun, Xuchu & Zhu, Jianchang & Chen, Fenggong & Li, Tangrong, 2026, "Exploring retail investor sophistication: Insights from pseudo T+0 trading activities," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101182.
• Deaves, Richard & Ostad, Paris & Stivers, Adam, 2026, "The relative impact of innate skills and acquired attributes on stock market participation," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101187.
• Todea, Alexandru & Todea, Anita Mihaela, 2026, "Host religiosity, religious proximity, and cross-border portfolio allocation," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101192.
• Wu, Mian & Huang, Wenli & Liu, Xiaoquan & Meng, Qingxin, 2026, "Firm connection and equity return predictability – Graph-based machine learning methods," The British Accounting Review, Elsevier, volume 58, issue 2, DOI: 10.1016/j.bar.2024.101436.
• Chen, Xiaoqi & Cheng, C.S. Agnes & Jiang, Liangliang & Li, Zhi, 2026, "The spillover effect of natural disaster on analyst forecast inaccuracy: Evidence from shared analyst coverage," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2025.101577.
• Hoang, Lai Trung & Yang, Joey Wenling, 2026, "Playing the market: Lottery stock and bitcoin comovement," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2025.101683.
• Lin, Zhenyu & Wang, Zhe & Xie, Kai & Yang, Huan, 2026, "The origin of land preference culture: Land scarcity in history and household real estate investment today," China Economic Review, Elsevier, volume 97, issue C, DOI: 10.1016/j.chieco.2026.102687.
• Waris, Muhammad & Younis, Ijaz & Naveed, Rana Tahir & Shahid, Muhammad Sadiq & Abbas, Muhammad, 2026, "Dynamic co-movement of stock market and risk management by hedging strategies in diverse portfolios: A wavelet-multivariate GARCH," Chaos, Solitons & Fractals, Elsevier, volume 202, issue P2, DOI: 10.1016/j.chaos.2025.117512.
• Dai, Rui & Duan, Rui & Ng, Lilian, 2026, "Revealing or concealing? The competitive landscape of bad news disclosure," Journal of Corporate Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.jcorpfin.2025.102930.
• Lugo, Stefano & Montone, Maurizio, 2026, "Friend or foe? Bilateral political relations and the portfolio allocation of foreign institutional investors," Journal of Corporate Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.jcorpfin.2025.102937.
• Vacca, Matteo, 2026, "Insider trading with options: Evidence from rank-and-file employees," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2026.102963.
• Gu, Dingwei & Gui, Zhengqing & Huang, Yangguang, 2026, "Fintech market and regulation: Lessons from China’s peer-to-peer lending platforms," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2026.102969.
• Memon, Husna & Rubin, Amir, 2026, "Consumer sentiment inequality, relative performance of firms, and the market," Journal of Corporate Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jcorpfin.2026.103004.
• Weretka, Marek & Dec, Marcin, 2026, "Welfare measurements with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, volume 184, issue C, DOI: 10.1016/j.jedc.2025.105252.
• Chen, Xingyu & Chen, Zilin & Tu, Jun & Wang, Liyao & Wang, Luying, 2026, "Proximity to the 52-week high and the risk-return trade-off," Journal of Economic Dynamics and Control, Elsevier, volume 185, issue C, DOI: 10.1016/j.jedc.2026.105286.
• Xu, Yingying & Zhou, Chenyue & Zhu, Yinglun, 2026, "Is gold a hedge or safe-haven for inflation? Time-varying correlation in a multi-frequency framework," Economic Analysis and Policy, Elsevier, volume 90, issue C, pages 1566-1581, DOI: 10.1016/j.eap.2026.02.026.
• Huang, XiaoHong & Ni, Jian & Xu, Yue, 2026, "Information diversity, collusion of informed traders and asset prices," Economic Modelling, Elsevier, volume 154, issue C, DOI: 10.1016/j.econmod.2025.107321.
• Ling, Aifan & You, Xin, 2026, "The value of targeted poverty alleviation to stock performance during the COVID-19 period," Economic Modelling, Elsevier, volume 155, issue C, DOI: 10.1016/j.econmod.2025.107390.
• Hlouskova, Jaroslava & Caplanova, Anetta & Tsigaris, Panagiotis, 2026, "Leisure, aspirations, and multiple job holding," Economic Modelling, Elsevier, volume 162, issue C, DOI: 10.1016/j.econmod.2026.107654.
• Jeon, Junkee & Kim, Takwon, 2026, "Downward rigidity, precautionary delay, and portfolio choice," Economic Modelling, Elsevier, volume 162, issue C, DOI: 10.1016/j.econmod.2026.107686.
• Almeida, José & Gonçalves, Tiago Cruz, 2026, "Cryptocurrencies and economic sanctions," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102537.
• Nasir, Rana Muhammad & He, Feng & Asadi, Mehrad & Roubaud, David, 2026, "Spillover and return connectedness between uncertainties, digital assets, green bond, green and traditional energy markets: Evidence from quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102538.
• Będowska-Sójka, Barbara & Wójcik, Piotr & Pele, Daniel Traian, 2026, "Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102543.
• Alex, Fabian, 2026, "On the non-neutrality of socially responsible investing in the presence of a greenium," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102567.
• Addey, Kwame Asiam & Sakouvogui, Kekoura, 2026, "Industrial policy and downside risk: Evidence from CHIPS-Exposed firms," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102603.
• Bernier, Katarzyna & Muzzioli, Silvia, 2026, "The role of attention, sentiment and uncertainty in the cryptocurrency market," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102627.
• Helmi, Mohamad Husam & Ahmed, Mohamed Shaker & Kumar, Satish & Muqattash, Riham, 2026, "On the lead-lag relationship in tourism and hospitality stocks," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102631.
• Bradrania, Reza & Veron, Jose Francisco & Wu, Winston, 2026, "Investor behavior and the beta anomaly: Who benefits from betting against beta?," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112745.
• Gil, Thiago Dalmédico & Mendes-Da-Silva, Wesley, 2026, "The COP Effect: Repricing and re-coupling in ESG ETFs," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112780.
• Jang, Chul & Park, Seyoung, 2026, "Inflation attention and optimal decisions: Consumption/savings puzzle and asset prices," Economics Letters, Elsevier, volume 261, issue C, DOI: 10.1016/j.econlet.2026.112864.
• Teng, Jimmy, 2026, "Money as a risk-pooling institution: Diversification under quality uncertainty," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112866.
• Cheong, Sophia Chiyoung & Chung, Jae Hyen, 2026, "Boys will be boys, but robots can help them: Gender, algorithmic compliance, and portfolio performance," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112874.
• Hofmann, Daniel & Keiber, Karl Ludwig & Scholle, Jan-Christopher, 2026, "Generalized momentum," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112878.
• He, Yi-Ting & Huang, Po-Chao & Ko, Kuan-Cheng & Lo, Wen-Chi, 2026, "Has the maturity premium attenuated over time?," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113009.
• Paltrinieri, Andrea & Perdichizzi, Salvatore & Piserà, Stefano, 2026, "Safe havens or war hedges? Asset behavior during the 2026 escalation of the Iran conflict," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113010.
• Guidolin, Massimo & Ionta, Serena, 2026, "Predicting commodity returns with climate variables: Statistical loss functions vs. economic value," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113028.
• Fan, Zhongjie, 2026, "Endogenous volatility and strategic disclosure in mutual funds," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113054.
• Verdickt, Gertjan, 2026, "The economic cost of selection neglect in portfolio choice: evidence from Australian fine wine auctions," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113061.
• Archakov, Ilya & Hansen, Peter Reinhard & Lunde, Asger, 2026, "A multivariate realized GARCH model," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106040.
• Ge, Shuyi & Li, Shaoran & Linton, Oliver & Liu, Weiguang & Su, Wen, 2026, "Should we augment large covariance matrix estimation with auxiliary network information?," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106236.
• Huang, Jiantao & Shi, Ran, 2026, "Model uncertainty in the cross-section of stock returns," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.106066.
• Hong, Xin & Mao, Jia & Zhuang, Zhuang, 2026, "The local influence of fund management company shareholders on fund investment decisions and performance," Emerging Markets Review, Elsevier, volume 71, issue C, DOI: 10.1016/j.ememar.2025.101428.
• Boubakri, Narjess & Cotelioglu, Efe & Samet, Anis, 2026, "Government ownership and stock price crash risk in banks: International evidence," Emerging Markets Review, Elsevier, volume 72, issue C, DOI: 10.1016/j.ememar.2026.101439.
• Hounyo, Ulrich & Lin, Jiahao, 2026, "Can mutual fund “stars” really pick stocks? New evidence from a wild bootstrap analysis," Journal of Empirical Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jempfin.2025.101673.
• Ye, Xiaolin & Li, Baibing & Tee, Kai-Hong, 2026, "On evaluating the style-selection skill of hedge funds," Journal of Empirical Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jempfin.2025.101683.
• Jin, Xuejun & Chen, Yifan & Liu, Xiaobin & Zeng, Tao, 2026, "Factors in the cross-section of Chinese corporate bonds: Evidence from reduced-rank analysis," Journal of Empirical Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jempfin.2026.101686.
• Drienko, Jo & Gao, Chao & Liu, Yifei, 2026, "A skew is a skill: Portfolio skewness of mutual fund holdings," Journal of Empirical Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jempfin.2026.101687.
• Chen, Jingjing & Jiang, George J. & Liu, Chenye & Zhu, Dongming, 2026, "Positivity and long-lasting momentum," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101694.
• Babiak, Mykola & Baruník, Jozef, 2026, "Deep learning, predictability, and optimal portfolio returns," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101705.
• van der Zwan, Terri & Hennink, Erik & Tuijp, Patrick, 2026, "Equity risk factors for the long and short run: Pricing and performance at different frequencies," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101711.
• Kavussanos, Manolis G. & Moysiadou, Stergiani (Stella) A. & Tsouknidis, Dimitris A., 2026, "Time segmentation in tanker freight markets: The role of risk and relative freight rates in switching decisions," Energy Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.eneco.2025.109110.
• Hossain, Mohammad Razib & Doğan, Buhari & Tiwari, Aviral Kumar & Naeem, Muhammad Abubakr, 2026, "Do financial technology and clean bonds reshape risk spillovers in sectoral equity markets? A quantile-based assessment using the US case," Energy Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.eneco.2026.109222.
• Lalwani, Vaibhav, 2026, "Climate news betas and risk premia," Energy Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.eneco.2026.109289.
• Platania, Federico & Toscano Hernandez, Celina & El Ouadghiri, Imane & Peillex, Jonathan, 2026, "The price of going green: Multi-objective optimization in the energy equity space," Energy Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.eneco.2026.109302.
• Razi, Ummara & Cheong, Calvin W.H. & Sharif, Arshian & Afshan, Sahar, 2026, "From crude to green: Exploring energy indicators and sustainability nexus through wavelet quantile correlation," Energy, Elsevier, volume 345, issue C, DOI: 10.1016/j.energy.2026.140223.
• Braga, M.D. & Riso, L. & Zoia, M.G., 2026, "The theoretical properties of novel risk-based asset allocation strategies using portfolio volatility and kurtosis," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104728.
• Hu, Duni & Wang, Hailong, 2026, "An equilibrium asset pricing model with heterogeneous beliefs about climate risks," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104762.
• Ayaydın Hacıömeroğlu, Hande & Danışoğlu, Seza & Güner, Z. Nuray & Şahin, Baki Cem, 2026, "Here's the Greenium eclipsed by market-wide illiquidity in the municipal bond market," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104772.
• Jiang, Jiaxi & Li, Yichen & Luo, Pengfei, 2026, "Debt overhang and short-termism under incomplete markets," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104787.
• Yao, Zengfu & Yang, Ou & Chen, Ye & Dong, Zhiwei & Yang, Cheng & Wei, Yu & Chen, Yonghuai, 2026, "Spillover and diversification effects of China's CET and the industrial stock markets: Evidence from different carbon emission levels in the industrial sector," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104824.
• Alkan, Doga & Ayari, Rayan & Paraschiv, Florentina, 2026, "Green fees: Sustainability impacts on portfolio management," International Review of Financial Analysis, Elsevier, volume 110, issue C, DOI: 10.1016/j.irfa.2025.104812.
• Mercik, Aleksander & Zaremba, Adam & Demir, Ender, 2026, "Crypto factor zoo (.Zip)," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105137.
• Benkraiem, Ramzi & Kedidi, Islem & Mbarek, Marouene, 2026, "Interlinkages between cryptocurrency classes and the hydrogen economy: New diversification insights from a partial correlation-based connectedness approach," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105153.
• Han, Xinyun, 2026, "Market sentiment, risk spillover, and the heterogeneous performance of stablecoins: Evidence from cross-quantile analysis and network connectedness," International Review of Financial Analysis, Elsevier, volume 114, issue C, DOI: 10.1016/j.irfa.2026.105165.
• Han, Chulwoo & Kang, Jangkoo & Lee, Geongon, 2026, "Mispricing and correction in short-term returns," International Review of Financial Analysis, Elsevier, volume 116, issue C, DOI: 10.1016/j.irfa.2026.105200.
• Wan, Xiaoyuan & Zhang, Jiachen, 2026, "(When) is beta priced in China?," International Review of Financial Analysis, Elsevier, volume 116, issue C, DOI: 10.1016/j.irfa.2026.105215.
• Le, Anh Tuan & Nguyen, Harvey & Nguyen, Cuong & Hu, Baiding, 2026, "Is the grass always greener on the other side? Investor regret and equity returns in developed yet illiquid markets," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.110010.
• Canofari, Paolo & Tedeschi, Marco, 2026, "Are renewable energy assets defensive under financial market uncertainty? Evidence from a combined PCA–wavelet–portfolio analysis," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.109846.
• Wang, Gefei & Liang, Yinhe, 2026, "Relaxing migration barriers and household financial participation: evidence from China," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110056.
• Perras, Patrizia & Wagner, Niklas, 2026, "Investor crowding," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110052.
• Rana, Hafiz Muhammad Usman & O'Connor, Fergal & Yerushalmi, Erez & Kim, Jae H., 2026, "Asynchronous market efficiency in gold and silver markets: A local currency lens," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110172.
• Wei, Zifu & Yu, Hongbao, 2026, "Flight-to-concentration: A preference-based diagnostic for stress regimes," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110164.
• Llacay, Bàrbara & Peffer, Gilbert, 2026, "From value-at-risk to expected shortfall: An agent-based analysis of market stability," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110174.
• Yang, Qin & Zhai, Lihong & Yin, Chengdong, 2026, "Why fund style drift persists: endogenous incentives and exogenous imitation," Finance Research Letters, Elsevier, volume 105, issue C, DOI: 10.1016/j.frl.2026.110232.
• Gabriele Iannotta & Katharina Hartinger & Tommaso Agasisti, 2026, "Pop-ups Pay Off: Simulating App-Based Trading to Boost Financial Competence," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2603, May, revised May 2026.
• Richard Watt, 2026, "When Harry met Kelly: an overlooked result in the classical theory of optimal capital growth," Annals of Finance, Springer, volume 22, issue 1, pages 1-28, June, DOI: 10.1007/s10436-026-00477-0.
• Abhisek Mahanta & Naresh Chandra Sahu & Pradeep Kumar Behera, 2026, "Sustainable Indices Outperforming Traditional Indices in India: A Comparative Study Pre and During COVID-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 213-261, March, DOI: 10.1007/s10690-024-09506-2.
• Markus Hess, 2026, "Modeling Electricity Prices with Stochastic Langevin Equations," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 315-346, March, DOI: 10.1007/s10690-024-09508-0.
• Rashid Ameer & Peter Chan, 2026, "Investors’ Risk Aversion in a Tail Risk Event," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 2, pages 759-800, June, DOI: 10.1007/s10690-025-09520-y.
• Tilahun Emiru & Anna Hoffman, 2026, "Financial Literacy and Portfolio Decisions," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 54, issue 1, pages 75-92, March, DOI: 10.1007/s11293-026-09852-8.
• Riccardo Lucchetti & Mihaela Nicolau & Giulio Palomba & Luca Riccetti, 2026, "Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 1, pages 83-112, January, DOI: 10.1007/s10614-024-10684-4.
• Yueli Liu & Xiu Jin & Jinming Yu, 2026, "Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 609-642, February, DOI: 10.1007/s10614-025-10877-5.
• Wajih Khallouli & Kamal Smimou, 2026, "Clean Energy Stock Market and Energy/Metals as Safe-Haven Assets: New Insights from Quantile-on-Quantile and Markov-Switching Approaches," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 3, pages 1981-2010, March, DOI: 10.1007/s10614-025-10932-1.
• Seyed Mehrzad Asaad Sajadi & Ali Fereydooni & Seyed Alireza Athari & Sabri Farhadi, 2026, "A Sustainable Portfolio Construction Model Based on ESG and Deep Learning Algorithms: Evidence from the U.S. Market," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 4, pages 2927-2959, April, DOI: 10.1007/s10614-025-10976-3.
• Mengxi He & Daxiang Jin & Yaojie Zhang, 2026, "The Role of Lead-lag Effect in Predicting Crude Oil Futures Volatility: Empirical Evidence from China," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 6, pages 5115-5137, June, DOI: 10.1007/s10614-025-11041-9.
• Klaus Grobys, 2026, "On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 2, pages 1245-1292, August, DOI: 10.1007/s10614-025-11064-2.
• Jesús Enrique Molina-Muñoz & Pilar Soriano-Felipe, 2026, "Dynamic spillovers among policy uncertainty, financial markets and energy markets in developed and emerging economies," Economic Change and Restructuring, Springer, volume 59, issue 1, pages 1-33, February, DOI: 10.1007/s10644-025-09949-1.
• Tomáš Plíhal & Oleg Deev, 2026, "P2P loan performance forecasting and portfolio optimization: the role of distance metrics in mixed data classification," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 40, issue 1, pages 97-133, March, DOI: 10.1007/s11408-025-00481-w.
• Mario A. Ortez & Michael Liam Smith & Nicole Olynk Widmar, 2026, "U.S. Public Perceptions of “Environmental, Social and Governance (ESG)” Investments," Journal of Consumer Policy, Springer, volume 49, issue 1, pages 1-26, March, DOI: 10.1007/s10603-025-09609-x.
• Spencer J. Couts & Andrei S. Gonçalves, 2026, "A First Look at the Historical Performance of the New NAV REITs," The Journal of Real Estate Finance and Economics, Springer, volume 72, issue 1, pages 105-150, January, DOI: 10.1007/s11146-025-10014-x.
• Simone Arrigoni & Agustín Bénétrix & Tara McIndoe-Calder & Davide Romelli, 2026, "Unravelling Household Financial Assets and Demographic Characteristics: A Novel Data Perspective," Open Economies Review, Springer, volume 37, issue 2, pages 557-587, April, DOI: 10.1007/s11079-025-09832-6.
• Nina Klocke & Matthias Pelster, 2026, "Inside the mind of retail short sellers," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-49, December, DOI: 10.1007/s11147-025-09225-4.
• Spyros Papathanasiou & Anastasios Magoutas & Drosos Koutsokostas, 2026, "The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-31, December, DOI: 10.1007/s11147-025-09226-3.
• Simon Fritzsch & Felix Irresberger & Gregor Weiß, 2026, "Predicting option prices from their price history via machine learning," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-38, December, DOI: 10.1007/s11147-026-09228-9.
• Teemu Pennanen & Luciane Sbaraini Bonatto, 2026, "An integrated optimisation model for pricing and hedging oil derivatives," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-33, December, DOI: 10.1007/s11147-026-09229-8.
• Chiraz Karamti & Wafa Bouabid, 2026, "Stablecoins under global stress tests: evidence across four reserve designs," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-40, December, DOI: 10.1007/s11147-026-09236-9.
• Yueh-Hsiang Lin & Hong-Yi Chen & Sheng-Syan Chen, 2026, "ESG return comovement," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 1, pages 359-398, January, DOI: 10.1007/s11156-025-01404-6.
• Paolo Matteucci & Daniela Venanzi, 2026, "Momentum, value, and size strategy returns: the explanatory power of global macroeconomic risks," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 3, pages 993-1033, April, DOI: 10.1007/s11156-025-01421-5.
• Marc Berninger & Leonard Grebe & Dirk Schiereck, 2026, "Pay or persuade and the quality of outcome – The choice between paid-for and sell-side analysts research," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 3, pages 1129-1160, April, DOI: 10.1007/s11156-025-01428-y.
• Yi Zhou, 2026, "Using Generative AI to predict the weather impact on future stock returns," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 4, pages 1569-1606, May, DOI: 10.1007/s11156-025-01437-x.
• Chandra Thapa & Biwesh Neupane & Chaman Shrestha & Narayan Prasad Bhattarai, 2026, "Policy information uncertainty and foreign institutional investors trading behavior: evidence from India," Review of Quantitative Finance and Accounting, Springer, volume 67, issue 1, pages 45-79, July, DOI: 10.1007/s11156-025-01448-8.
• Alexander Arimond & Damian S. Borth & Sergio Garcia-Vega & Maretno Harjoto & Andreas G. F. Hoepner & Michael Klawunn & Stefan Weisheit, 2026, "Neural Networks and Value at Risk in Asset Management," Review of Quantitative Finance and Accounting, Springer, volume 67, issue 1, pages 277-316, July, DOI: 10.1007/s11156-025-01460-y.
• Angelo Tomaselli & Salvatore Torrisi & Joris Ebbers, 2026, "Picking the right signals? Investor assessment of reputation signals of entrepreneurial teams and distributors in project-based enterprises," Small Business Economics, Springer, volume 66, issue 1, pages 175-194, January, DOI: 10.1007/s11187-025-01100-8.
• Christin Eckerle & Orestis Terzidis, 2026, "From ambition to evidence: a practical tool for startup impact assessment," Small Business Economics, Springer, volume 66, issue 1, pages 195-214, January, DOI: 10.1007/s11187-025-01101-7.
• Daniel Pastorek & Peter Albrecht, 2026, "ETF Settlement Clocks in Cryptocurrency Markets," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2026-109, Feb.
• Massimiliano Castelli, 2026, "Dollar Dominance in the Global Financial System: Dissatisfaction without Displacement," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 25, issue 2, pages 5-40.
• Marina Emiris & Joanna Harris & François Koulischer, 2026, "Regulating ESG disclosure: capital allocation and investor heterogeneity," Working Paper Research, National Bank of Belgium, number 490, Mar.
• Hunt Allcott & Mark L. Egan & Paul Smeets & Hanbin Yang, 2026, "The Effects of Regulating Greenwashing: Evidence from Europe’s Sustainable Finance Disclosure Regulation (SFDR)," NBER Working Papers, National Bureau of Economic Research, Inc, number 34624, Jan.
• Jonathan B. Berk & Peter M. DeMarzo, 2026, "A Unified Theory of Delegated Capital Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 34628, Jan.
• Viral V. Acharya & Toomas Laarits, 2026, "Tariff War Shock and the Convenience Yield of US Treasuries — A Hedging Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 34640, Jan.
• Pietro Bini & Lin William Cong & Xing Huang & Lawrence J. Jin, 2026, "Behavioral Economics of AI: LLM Biases and Corrections," NBER Working Papers, National Bureau of Economic Research, Inc, number 34745, Jan.
• David Hirshleifer & Lin Peng & Qiguang Wang & Weichen Zhang & Xiaoyan Zhang, 2026, "AI, Opinion Ecosystems, and Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34807, Feb.
• Michelle Hanlon & Saumitra Jha & Namrata Kala & Nemit Shroff & Chagai Weiss, 2026, "Seeing Green: The Effects of Financial Exposures on Support for Climate Action," NBER Working Papers, National Bureau of Economic Research, Inc, number 34828, Feb.
• William N. Goetzmann & Dong Huang & Milad Nozari, 2026, "Non-Fungible Tokens as Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 34837, Feb.
• Lauren Cohen & Yiwen Lu & Quoc H. Nguyen, 2026, "Mimicking Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34849, Feb.
• Yijie Wang & Hao Gao & Campbell R. Harvey & Yan Liu & Xinyuan Tao, 2026, "Machine Learning Meets Markowitz," NBER Working Papers, National Bureau of Economic Research, Inc, number 34861, Feb.
• Juliane Begenau & Vadim Elenev & Tim Landvoigt, 2026, "Interest Rate Risk and Cross-Sectional Effects of Micro-Prudential Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 34892, Feb.
• Campbell R. Harvey & Alessio Sancetta & Yuqian Zhao, 2026, "What Threshold Should be Applied to Tests of Factor Models?," NBER Working Papers, National Bureau of Economic Research, Inc, number 34898, Feb.
• Hui Chen & Antoine Didisheim & Luciano A. Somoza, 2026, "Out of the Black Box: Uncertainty Quantification for LLMs via Conditional Probabilities," NBER Working Papers, National Bureau of Economic Research, Inc, number 34965, Mar.
• Yicheng Liu & Chen Xue & Lu Zhang, 2026, "Investment-based Costs of Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 35040, Apr.
• Christian L. Goulding & Campbell R. Harvey & Hrvoje Kurtović, 2026, "Disagreement of Disagreement," NBER Working Papers, National Bureau of Economic Research, Inc, number 35049, Apr.
• Antoine Didisheim & Bryan T. Kelly & Mohammad Pourmohammadi & Hanqing Tian, 2026, "The Inefficient Pricing of News," NBER Working Papers, National Bureau of Economic Research, Inc, number 35093, Apr.
• Geoffrey Heal & Marcella Lucchetta, 2026, "Hedging Ambiguity with Pro-Social Preferences: an Illustration from Green Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 35116, Apr.
• Hal E. Hershfield & Suzanne Shu & Jeffrey R. Brown & Abigail Hurwitz & Moshe Arye Milevsky & Olivia S. Mitchell & Tamiko Toland, 2026, "The Annuity Puzzle Revisited: Barriers, Behavior, and Policy Paths to Lifetime Income," NBER Working Papers, National Bureau of Economic Research, Inc, number 35145, Apr.
• Bruce I. Carlin & Ryan D. Israelsen & Christopher F. Wazzan, 2026, "AI Managed Household Portfolios: A Preliminary Report," NBER Working Papers, National Bureau of Economic Research, Inc, number 35153, Apr.
• Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2026, "AlphaGlass: Interpretable Characteristic-Based Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 35186, May.
• Lin William Cong & Ke Tang & Jingyuan Wang, 2026, "AlphaPortfolio: Goal-Oriented Investment Management Through Deep Reinforcement Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 35195, May.
• Oliver Hellum & Theis I. Jensen & Bryan T. Kelly & Semyon Malamud, 2026, "Complex Modern Portfolio Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 35246, May.
• Bryan T. Kelly & Semyon Malamud & Johannes Schwab & Teng Andrea Xu, 2026, "Scaling Point-in-Time Language Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 35247, May.
• Andreas Fagereng & Luigi Guiso & Marius A. K. Ring, 2026, "How Much and How Fast Do Investors Respond to Equity Premium Changes? Evidence from Wealth Taxation," NBER Working Papers, National Bureau of Economic Research, Inc, number 35262, May.
• Shuang Chen & Clemens Sialm & David X. Xu, 2026, "The Growth and Performance of Artificial Intelligence in Asset Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 35273, May.
• David Thesmar & Emil Verner, 2026, "Beliefs and Stock Market Fluctuations: New Evidence from the Past Seven Decades," NBER Working Papers, National Bureau of Economic Research, Inc, number 35286, May.
• Liang Chen & Tse-Chun Lin & Fei Wu & Xingjian Zheng & Eric Zou, 2026, "Beta for Alpha: Neural Engagement in Financial Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 35345, Jun.
• Chuck Fang & Itay Goldstein & Yao Zeng, 2026, "The Fragility of Semi-Liquid Private Credit Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 35385, Jun.
• Andrey Malenko & Nadya Malenko & Anton Tsoy, 2026, "Fragmentation of Shareholder Power," NBER Working Papers, National Bureau of Economic Research, Inc, number 35388, Jun.
• Abramov, A. & Chernova, M., 2026, "Crises in stock markets: New understanding, analysis of magnitude and frequency," Journal of the New Economic Association, New Economic Association, volume 70, issue 1, pages 74-95, DOI: 10.31737/22212264_2026_1_74-95.
• Nasiha Osmanovic & Shabir Ahmad Hakim, 2026, "Equity Valuation in Emerging Markets: An Exploratory Study," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 674-693, June.
• Dion Bongaerts & Dominik Rösch & Mathijs van Dijk, 2026, "Cross-Sectional Identification of Private Information," The Review of Asset Pricing Studies, Society for Financial Studies, volume 16, issue 1, pages 1-49.
• Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng, 2026, "Biodiversity risk," Review of Finance, European Finance Association, volume 30, issue 1, pages 131-161.
• Franklin Allen & Patrick Behr & Riccardo Cosenza & Eric Nowak, 2026, "Do investors care about the rainforest? Evidence from voluntary carbon offsets around the world," Review of Finance, European Finance Association, volume 30, issue 1, pages 321-349.
• Sean Shun Cao & G Andrew Karolyi & William W Xiong & Hui Xu, 2026, "Biodiversity entrepreneurship," Review of Finance, European Finance Association, volume 30, issue 1, pages 43-86.
• Deeksha Gupta & Alexandr Kopytov & Jan Starmans, 2026, "The Pace of Change: Socially Responsible Investing in Private Markets," The Review of Financial Studies, Society for Financial Studies, volume 39, issue 1, pages 30-78.
• Michelle Lowry & Pingle Wang & Kelsey D Wei, 2026, "Are All ESG Funds Created Equal? Only Some Funds Are Committed," The Review of Financial Studies, Society for Financial Studies, volume 39, issue 1, pages 79-113.
• Lorenzo Bretscher & Lukas Schmid & Ishita Sen & Varun Sharma, 2026, "Institutional Corporate Bond Pricing," The Review of Financial Studies, Society for Financial Studies, volume 39, issue 3, pages 605-660.
• Xiang Fang & Yang Liu & Nikolai Roussanov, 2026, "Getting to the Core: Inflation Risks Within and Across Asset Classes," The Review of Financial Studies, Society for Financial Studies, volume 39, issue 3, pages 702-743.
• Terrence Hendershott & Saad Ali Khan & Ryan Riordan, 2026, "Option Auctions," The Review of Financial Studies, Society for Financial Studies, volume 39, issue 3, pages 783-834.
• Jonathan Fletcher & Michael O’Connell, 2026, "Exploring the real wealth creation in U.K. stocks," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 1, pages 1-16, March, DOI: 10.1057/s41260-025-00439-7.
• Md Khaled Hossain Rafi & Syed Riaz Mahmood Ali, 2026, "Geopolitical threats and the reversal of equity size premiums," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 2, pages 1-25, June, DOI: 10.1057/s41260-025-00441-z.
• Jyoti Garg & Madhusudan Karmakar, 2026, "Achieving international diversification benefits with domestically traded assets: a study based on mean–CVaR optimization framework," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 2, pages 1-23, June, DOI: 10.1057/s41260-026-00451-5.
• Sayantan Kundu & Sudipta Majumdar, 2026, "Indian fund managers’ corporate and peer network centrality and fund performance," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 2, pages 1-17, June, DOI: 10.1057/s41260-026-00453-3.
• Yong Hyuck Kim, 2026, "Are anomalies artefacts of sample composition?," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 3, pages 1-19, September, DOI: 10.1057/s41260-026-00465-z.