Research classified by Journal of Economic Literature (JEL) codes

2026

• Xia, Wenjing & Ye, Wuyi & Zhou, Yi, 2026, "Good and bad cojump dynamics: A network modeling perspective," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102669.
• Nammouri, Hela & Braiek, Sana & Gheorghe, Catalin & Jeribi, Ahmed, 2026, "When does gold protect emerging markets? structural vs. cyclical uncertainty in a time–frequency analysis," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102676.
• 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.
• López Prol, Javier, 2026, "Measuring climate ambition: Annualization and ranking discrepancy," Economics Letters, Elsevier, volume 267, issue C, DOI: 10.1016/j.econlet.2026.113111.
• 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.
• Duffy, John & Friedman, Daniel & Rabanal, Jean Paul & Rud, Olga A., 2026, "Trade, voting, and firm policies: Theory and evidence," European Economic Review, Elsevier, volume 188, issue C, DOI: 10.1016/j.euroecorev.2026.105425.
• 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.
• Chen, Sheng-Syan & Kim, Jungmin & Peng, Shu-Cing, 2026, "The real effects of AI: Evidence from corporate investment efficiency," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101730.
• Dichtl, Hubert & Drobetz, Wolfgang & Otto, Tizian & Puhan, Tatjana, 2026, "Don’t draw the downs apart: How to best simulate asset price drawdowns," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101738.
• Shafaati, Mobina & Chance, Don M. & Brooks, Robert, 2026, "The cross-section of individual equity option returns," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101748.
• 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.
• Neupert-Zhuang, Menglu & Schenker, Oliver, 2026, "Regulated correlations — Climate policy and investment risks," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109476.
• 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.
• Villena, Marcelo J. & Villena, Mauricio G., 2026, "Gold, Bitcoin, and equity market stress: Evidence from Double Machine Learning," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110194.
• Breuer, Wolfgang & Lehnhoff, Hauke, 2026, "From confusion to credibility: Evaluating the effectiveness of sustainability profiles in retail investment decisions," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110265.
• Kwon, Ji Ho, 2026, "Housing, investment opportunities and intertemporal asset pricing," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110287.
• Sukanta Sarkar & Manan Sidana, 2026, "Retail Investor Behavior and Performance in Mid-Cap and Small-Cap Investments," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 21, issue 2, pages 111-119, June.
• 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.
• Hans-Peter Bermin, 2026, "Kelly trading and expected utility," Annals of Finance, Springer, volume 22, issue 2, pages 1-22, December, DOI: 10.1007/s10436-026-00487-y.
• 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.
• Wafa Kammoun Masmoudi & Olfa El Aoun & Wael Dammak, 2026, "Quantile Interactions and Spillovers among Blue Economy Indices, Bitcoin, VIX, and Traditional Assets during Crises," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 4, pages 3087-3117, October, DOI: 10.1007/s10614-025-11142-5.
• 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.
• Nguyen Thi Thu Huong, 2026, "Exchange rate volatility and trade margins: the moderating role of bilateral financial linkages," Economic Change and Restructuring, Springer, volume 59, issue 4, pages 1-42, August, DOI: 10.1007/s10644-026-10034-4.
• Houssem Eddine Belghouthi & Adel Boubaker, 2026, "Multiscale connectedness between stocks, energy, and green bonds under economic and climate policy uncertainty: evidence from the G7," Economic Change and Restructuring, Springer, volume 59, issue 4, pages 1-52, August, DOI: 10.1007/s10644-026-10042-4.
• Khder Alakkari, 2026, "Geopolitical risk and gold return predictability across quantile states: quantile on quantile regression with block bootstrap and scenario forecasts," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 53, issue 3, pages 837-866, August, DOI: 10.1007/s10663-026-09696-0.
• 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.
• David Gorzon & Rüdiger von Nitzsch, 2026, "Behavioral performance attribution of retail investors’ portfolio returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 40, issue 2, pages 213-244, June, DOI: 10.1007/s11408-025-00485-6.
• Zefeng Bai & Dessislava Pachamanova & Victoria Steblovskaya & Kai Wallbaum, 2026, "Target volatility strategies: optimal rebalancing boundary for transaction cost minimization," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 40, issue 2, pages 245-272, June, DOI: 10.1007/s11408-025-00486-5.
• David Ardia & Clément Aymard & Tolga Cenesizoglu, 2026, "Revisiting Boehmer et al. (2021): recent period, alternative method, different conclusions," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 40, issue 2, pages 273-306, June, DOI: 10.1007/s11408-025-00487-4.
• Carlo Rosa, 2026, "The impact of monetary policy on stock prices: gaining momentum or losing steam?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 40, issue 3, pages 341-374, September, DOI: 10.1007/s11408-025-00490-9.
• Jan Antell & Mika Vaihekoski, 2026, "Long-term equity investing and withdrawal rules," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 40, issue 3, pages 393-420, September, DOI: 10.1007/s11408-026-00492-1.
• 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.
• Walter D’Lima, 2026, "Tax Induced Divestment in the Residential Market - Insights from Investors and Non-investors," The Journal of Real Estate Finance and Economics, Springer, volume 72, issue 4, pages 825-842, May, DOI: 10.1007/s11146-024-09993-0.
• 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.
• Walid Mensi & Rim El-Khoury & Juan Carlos Reboredo & Ahmet Sensoy & Khamis Hamed Al-Yahyaee, 2026, "Modeling intraday jumps and cojumps in oil and currency markets: the role of U.S. macroeconomic news," Review of Quantitative Finance and Accounting, Springer, volume 67, issue 2, pages 547-582, August, DOI: 10.1007/s11156-025-01461-x.
• Lie-Jane Kao & Cheng-Few Lee & Han-Hsing Lee, 2026, "Estimated Sharpe ratio of asset returns with fat tails: theory and empirical evidence," Review of Quantitative Finance and Accounting, Springer, volume 67, issue 2, pages 869-889, August, DOI: 10.1007/s11156-025-01474-6.
• 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.
• Benjamin Le Pendeven & Jeroen Verbouw & Anna Söderblom & José Marti Pellon & Sophie Manigart & Massimo G. Colombo & Massimiliano Guerini & Christian Fisch, 2026, "Practices of European and American venture capitalists: homogeneity and heterogeneity at work," Small Business Economics, Springer, volume 67, issue 2, pages 941-973, August, DOI: 10.1007/s11187-026-01211-w.
• Tobias Hiller, 2026, "Weighted Shapley values and allocation of portfolio risk: one approach to solve the low-risk puzzle?," Theory and Decision, Springer, volume 100, issue 4, pages 977-992, June, DOI: 10.1007/s11238-025-10108-1.
• Rohith Surya M & Dr. Arpita Choudhary, 2026, "Regime-Aware Portfolio Robustness Across Emerging and Developed Equity Markets," Working Papers, Madras School of Economics,Chennai,India, number 2026-302, May.
• 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, "Measuring Neural Engagement in High-Stakes 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.
• Luis M. Viceira & Sally Shen, 2026, "Optimal Currency Strategies Under Deviations From Interest Parity," NBER Working Papers, National Bureau of Economic Research, Inc, number 35498, Jul.
• Ding Ding & Xiang Fang & Bryan Hardy & Karen K. Lewis, 2026, "Global Pension Asset Allocations and Debt Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 35507, Jul.
• Francesco D’Acunto & Michael Weber, 2026, "Information and Macroeconomic Expectations: Global Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 35511, Jul.
• Scott R. Baker & Justin Balthrop & Mark J. Johnson & Jason D. Kotter & Kevin Pisciotta, 2026, "Retail Betting Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 35520, Jul.
• Zhenyu Gao & Wei Xiong & Jian Yuan, 2026, "Beliefs That Predict Returns and Beliefs That Attract Flows: Policy Insights and Sentiment Catering in Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 35528, Jul.
• Taha Choukhmane & Tim de Silva & Weidong Lin & Matthew Akuzawa, 2026, "AI Financial Advice: Supply, Demand, and Life Cycle Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 35574, Aug.
• Remy Levin & Daniela Vidart, 2026, "The Yeoman's Portfolio: Measuring Historical Risk Preferences Using Crop Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 35634, Aug.
• Loukas Karabarbounis & Bruno Pellegrino & Juliana Salomao, 2026, "A Model of Global Firms and Capital Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 35652, Aug.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2026, "Democratizing Private Markets: Equilibrium Predictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 35665, Aug.
• 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.
• Ibrahim M.I. KHARIS & Adrian NEGREA & Adriana GIURGIU, 2026, "Bitmine'S Ethereum Strategy And Microstrategy'S Bitcoin Approach: A Comparative Analysis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 35, issue 1, pages 251-260, July, DOI: 10.47535/1991AUOES35(1)022.
• 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.

2025

• Aydemir, Abdurrahman B. & Ersan, Yasar, 2025, "Does Education Improve Financial Outcomes? Evidence from Stock Market and Retirement Accounts in Türkiye," IZA Discussion Papers, IZA Network @ LISER, number 17927, May.
• Kendzia, Michael Jan & Diaz de la Rosa, Cyrill & Dela Cruz, Jeremy, 2025, "The Work-Habit Premium: How Daily Routines Predict CEO Remuneration in the S&P 500," IZA Discussion Papers, IZA Network @ LISER, number 17929, May.
• Block, Jörn & Gnad, Miriam & Kritikos, Alexander S. & Stiel, Caroline, 2025, "Decline in Job Satisfaction and How It Relates to Investment Decisions of the Self-Employed," IZA Discussion Papers, IZA Network @ LISER, number 18204, Oct.
• Neves José Pedro Bastos & Semmler Willi, 2025, "A Carbon Wealth Tax: Modelling, Empirics, and Policy," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 245, issue 6, pages 643-672, DOI: 10.1515/jbnst-2024-0078.
• Le blanc, Julia & Slacalek, Jiri & White, Matthew N., 2025, "Housing Wealth Across Countries: The Role of Expectations, Institutions and Preferences," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2025-01, Jan.
• Catarina A. Ramos & Nuno C. Marques & Marta Faias & Hugo Santos, 2025, "Tailor-made strategies through different weight simulation of factor-based investing," Annals of Finance, Springer, volume 21, issue 2, pages 107-129, June, DOI: 10.1007/s10436-024-00456-3.
• Hyder Ali & Salma Naz, 2025, "Out-of-sample equity premium prediction: A voting approach to forecast combination," Annals of Finance, Springer, volume 21, issue 3, pages 243-281, September, DOI: 10.1007/s10436-025-00466-9.
• Beatrice Bertelli & Gianna Boero & Costanza Torricelli, 2025, "The market price of greenness: a factor pricing approach for green and conventional bonds," Annals of Finance, Springer, volume 21, issue 3, pages 317-350, September, DOI: 10.1007/s10436-025-00469-6.
• Mikhail V. Sokolov & Ekaterina V. Polyakova, 2025, "An interval-valued extension of the internal rate of return," Annals of Finance, Springer, volume 21, issue 4, pages 415-433, December, DOI: 10.1007/s10436-025-00470-z.
• Keming Li, 2025, "Does Innovation Relieve Corporate Financial Distress?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 1, pages 41-76, March, DOI: 10.1007/s10690-023-09445-4.
• Pearlean Chadha & Jenny Berrill, 2025, "The Indirect Diversification Benefits of Investing in Japanese Firms: An Alternative Perspective," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 1, pages 117-145, March, DOI: 10.1007/s10690-024-09448-9.
• Renu Jonwall & Seema Gupta & Shuchi Pahuja, 2025, "Performance Evaluation of Socially Responsible Funds Compared to Their Benchmark Index in India: Evidence from the Covid-19 Crisis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 2, pages 489-523, June, DOI: 10.1007/s10690-024-09460-z.
• Khalid Ul Islam & Umer Mushtaq Lone & Younis Ahmed Gulam & Suhail Ahmad Bhat, 2025, "Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 2, pages 609-630, June, DOI: 10.1007/s10690-024-09464-9.
• Ha-Phuong Bui & Thai Hong Le, 2025, "Liquidity Connectedness Among Major Financial Asset Classes: Do Uncertainty Factors Matter?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 3, pages 997-1019, September, DOI: 10.1007/s10690-024-09478-3.
• Paramita Mukherjee & Samaresh Bardhan, 2025, "Dynamic Spillovers Among Equity, Gold and Oil Markets During COVID and Russia-Ukraine War: Evidence from India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 3, pages 1099-1127, September, DOI: 10.1007/s10690-024-09482-7.
• Kwame Annin & Kofi Agyarko Ababio & Solomon Sarpong, 2025, "Dynamic Risk Spillover in International Real Estate Investment Trusts: Implications for Asset Investors," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1519-1550, December, DOI: 10.1007/s10690-024-09496-1.
• Alan Chernoff, 2025, "The Dynamics of Asset Interdependence in the Great Recession," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 53, issue 3, pages 167-181, September, DOI: 10.1007/s11293-025-09829-z.
• Ana Sofia Monteiro & Helder Sebastião & Nuno Silva, 2025, "Prediction and Allocation of Stocks, Bonds, and REITs in the US Market," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 3, pages 1191-1230, March, DOI: 10.1007/s10614-024-10589-2.
• Vittorio Carlei & Piera Cascioli & Alessandro Ceccarelli & Donatella Furia, 2025, "Can Machine Learning Explain Alpha Generated by ESG Factors?," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 3, pages 1457-1477, March, DOI: 10.1007/s10614-024-10602-8.
• Wenling Liu & Fengmin Xu & Kui jing & Ziyue Hua, 2025, "Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 6, pages 3391-3418, June, DOI: 10.1007/s10614-024-10677-3.
• Javier Orlando Pantoja Robayo & Julián Alberto Alemán Muñoz & Diego F. Tellez-Falla, 2025, "Iterative Deep Learning Approach to Active Portfolio Management with Sentiment Factors," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 1, pages 301-322, July, DOI: 10.1007/s10614-024-10702-5.
• Mónica Andrea Arauco Ballesteros & Elio Agustín Martínez Miranda, 2025, "Stock Market Forecasting Using a Neural Network Through Fundamental Indicators, Technical Indicators and Market Sentiment Analysis," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1715-1745, August, DOI: 10.1007/s10614-024-10711-4.
• Hasan Murat Ertugrul & Onur Polat & Durmuş Çağrı Yıldırım & Abdullah Açık, 2025, "Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1545-1570, August, DOI: 10.1007/s10614-024-10750-x.
• Wael Dammak & Halilibrahim Gökgöz & Ahmed Jeribi, 2025, "Analysis of Gold, Bitcoin, and Gold-Backed Cryptocurrencies as Safe Havens during Global Crises: A Focus on Artificial Intelligence Companies," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 4, pages 2843-2872, October, DOI: 10.1007/s10614-024-10757-4.
• Benjamin Walwai Miba’am & Hasan Güngör, 2025, "Do Uncertainties in US Affect Bitcoin Returns? Evidence from Time Series Analysis," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 5, pages 4303-4327, November, DOI: 10.1007/s10614-024-10842-8.
• Naveed Khan & Hassan Zada & Ozair Siddiqui & Ehsan Ullah, 2025, "Sectoral Response to Economic Policy Uncertainty in Japan: An Empirical Evidence from the Cross-Quantilogram Approach," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 6, pages 4727-4762, December, DOI: 10.1007/s10614-025-10867-7.
• Anthony Bellofatto & Marie-Hélène Broihanne & Catherine D’Hondt, 2025, "Financial knowledge acquisition and trading behavior: empirical evidence from an online information tool," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 1, pages 1-45, March, DOI: 10.1007/s11408-024-00459-0.
• Thomas Gehrig & Leopold Sögner & Arne Westerkamp, 2025, "Extending the demand system approach to asset pricing," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 1, pages 133-166, March, DOI: 10.1007/s11408-024-00463-4.
• Alessandro Avellone & Ilaria Foroni & Chiara Pederzoli, 2025, "Minimum capital requirement portfolios according to the new Basel framework for market risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 2, pages 171-192, June, DOI: 10.1007/s11408-024-00454-5.
• Scott Li & James Refalo & Jong-Hwan Yi, 2025, "Industry classification, industry concentration, and stock returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 3, pages 337-363, September, DOI: 10.1007/s11408-025-00470-z.
• Baris Kocaarslan, 2025, "Reserve currency and the time-varying link between uncertainties in commodity and financial markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 3, pages 415-441, September, DOI: 10.1007/s11408-025-00472-x.
• Klaus Grobys & James W. Kolari & Davide Sandretto & Syed Jawad H. Shahzad & Janne Äijö, 2025, "Cryptocurrency momentum has (not) its moments," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 4, pages 443-476, December, DOI: 10.1007/s11408-025-00474-9.
• Tao Huang & Zeyu Sun & Zhe Zhao, 2025, "Is climate policy uncertainty priced in China?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 4, pages 477-500, December, DOI: 10.1007/s11408-025-00475-8.
• Gopal K. Basak & Pranab Kumar Das & Allena Rohit, 2025, "A model of contagion without trading relations," International Economics and Economic Policy, Springer, volume 22, issue 1, pages 1-34, February, DOI: 10.1007/s10368-024-00637-5.
• Rabab Abouarab & Tapas Mishra & Simon Wolfe, 2025, "Spotting Portfolio Greenwashing in Environmental Funds," Journal of Business Ethics, Springer, volume 197, issue 4, pages 811-839, April, DOI: 10.1007/s10551-024-05783-z.
• Amy Whitaker & Roman Kräussl, 2025, "Art collectors as venture-stage investors," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 49, issue 4, pages 659-687, December, DOI: 10.1007/s10824-024-09528-8.
• Roland Füss & Stefan Morkoetter & Maria Oliveira, 2025, "Investing in Your Alumni: Endowments’ Investment Choices in Private Equity," Journal of Financial Services Research, Springer;Western Finance Association, volume 68, issue 1, pages 1-50, August, DOI: 10.1007/s10693-023-00419-1.
• Valentina Dimitrova-Grajzl & Peter Grajzl & Lakota Vogel & Laurel Wheeler, 2025, "Harnessing Soft Information to Promote Financial Inclusion: The Case of Business Lending by a Native CDFI," Journal of Financial Services Research, Springer;Western Finance Association, volume 68, issue 3, pages 311-342, December, DOI: 10.1007/s10693-024-00439-5.
• Litan Wang & Kefei You & Hui Chen, 2025, "Financial investment by non-financial firms: does it affect audit quality?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 29, issue 3, pages 699-733, September, DOI: 10.1007/s10997-024-09714-y.
• Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2025, "Listed Real Estate as an Inflation Hedge Across Regimes," The Journal of Real Estate Finance and Economics, Springer, volume 70, issue 2, pages 189-239, February, DOI: 10.1007/s11146-023-09964-x.
• Chongyu Wang & Jeffrey P. Cohen & John L. Glascock, 2025, "Geographically Overlapping Real Estate Assets, Liquidity Spillovers, and Liquidity Multiplier Effects," The Journal of Real Estate Finance and Economics, Springer, volume 71, issue 1, pages 118-139, July, DOI: 10.1007/s11146-022-09905-0.
• Qi-an Chen & Huashi Li & Jianyi Lin & Yunfeng Gao, 2025, "The Role of Housing Mortgage Leverage in Stock Asset Pricing: Evidence from the Chinese A-share Market," The Journal of Real Estate Finance and Economics, Springer, volume 71, issue 2, pages 209-253, August, DOI: 10.1007/s11146-023-09940-5.
• Yong Huang & Nina Yin & Vanessa Yanhua Zhang & Shan Zhao, 2025, "Impact of Antitrust Events on Firm Market Value: Evidence from Chinese and U.S. Internet Platforms," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 67, issue 3, pages 251-288, October, DOI: 10.1007/s11151-025-10035-z.