Research classified by Journal of Economic Literature (JEL) codes

2026

• Cohen, Lior, 2026, "Do Markets Think about Stocks Proportionally?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 342228.
• Gondauri, Davit, 2026, "Structural Complexity of One-Factor Sparse Portfolio Selection: Exact Algorithms, Parameterized Hardness, and Restricted Circuit Lower Bounds," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 343614.
• Carnevali, Emilio & Corneo, Giacomo & Vellucci, Pierluigi, 2026, "How long would it take to establish shareholder socialism?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2026/19, DOI: 10.17169/refubium-52931.
• Dylla, Carolin, 2026, "The gender of wealth accumulation: Gender differences in risky portfolio choices and their determinants," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 267/2026.
• Fixemer, Matthias & Schubart, Constantin, 2026, "Der Einfluss von Portfolio-Tracking-Tools auf das Investitionsverhalten von Privatanlegern," IU Discussion Papers - Business & Management, IU International University of Applied Sciences, number 8 (Mai 2026), DOI: 10.56250/4122.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2026, "Defaulting 401(k) assets into payout annuities for "pretty good" lifetime incomes," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 484.
• Bäckman, Claes, 2026, "One advisor for the whole world? Cross-country evidence on financial advice from large language models," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 490.
• Knebel-Seitz, Caroline, 2026, "Testing an investment simulation tool: Effects on knowledge, confidence, and motivation," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 26-015.
• Lippi, Andrea & Barbieri, Laura, 2026, "Non-home biased individuals’ investment choices: the role of the birthplace of investors," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109026.
• Zhang, Yaoyushan & Shan, Jinbao & Li, Guanyu, 2026, "Digital marketing on the sustainable performance of retail enterprises: An analysis from the perspective of intelligent investment," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109060.
• Li, Boyan & Wu, Chongfeng, 2026, "Beyond delta neutrality: Confidence-scaled hedging with machine learning forecasts," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109098.
• Vinogradova, Veronika & Gubareva, Mariya, 2026, "Are impact crypto assets a new emerging asset class for sustainable and impact investors?," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109114.
• Yang, Jerry T. & Lin, Meng-Ying & Chang, Jow-Ran, 2026, "Profit from analysts’ earnings forecasts consensus? Evidence from Taiwan stock market," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109164.
• Zhao, Shuran & Gao, Ruiqing, 2026, "Is systematic tail risk priced in China?," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109308.
• Song, Xiaoyue & Yuan, Yuetong & Hu, Keer & Liu, Jialin, 2026, "How does executive pay stickiness affect corporate risk-taking under an innovation strategy orientation?," Finance Research Letters, Elsevier, volume 89, issue C, DOI: 10.1016/j.frl.2025.109304.
• Wei, Yu & Hu, Rui & Wang, Qian & Zhou, Chunyan, 2026, "The trump shockwave: How presidential tenure redefined cross-asset spillovers in cryptocurrency, commodity, and capital markets," Finance Research Letters, Elsevier, volume 89, issue C, DOI: 10.1016/j.frl.2025.109357.
• Jeong, Giho & Goh, Jihoon & Kim, Donghoon, 2026, "Speculation around celebration: Holiday, January, and lottery stocks in Korea," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109351.
• Carvalho, Paulo V. & Falcão, Pedro F. & Pinheiro, Carlos Manuel & Carrão, Diogo, 2026, "Revisiting ESG performance: do high scores translate to higher returns? A risk-adjusted analysis of S&P 500 portfolios," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109467.
• Lo, Wen-Chi & Ko, Kuan-Cheng, 2026, "Recency biases and the idiosyncratic volatility puzzle," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109468.
• Lo, Chi-Sheng, 2026, "Dual-objective autoencoder framework for Taiwan 50 index sparse portfolio," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2025.109438.
• Chen, Ziwen, 2026, "Monetary policy surprises and the distribution of art-market returns: evidence from panel quantile local projections," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109539.
• Wang, Chenhao & Zhang, Ting & Zhu, Shanyi, 2026, "Big data recommendations and portfolio diversification: evidence from account-level data," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109541.
• Li, Ruochen & Xue, Shuyu & Xuan, Quansheng & Cui, Xue, 2026, "The risk-reducing effect of ESG investment: Evidence from mutual funds," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109571.
• Duong, An Thi Thuy, 2026, "ESG as a conditional risk buffer: Idiosyncratic volatility and tail losses across market regimes," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109588.
• Dafna, Hofit Hamrani & Afik, Zvika & Lahav, Yaron, 2026, "Myopic loss aversion and relative performance: an experimental study," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109685.
• Chen, Yaozhi & Cui, Yue & Wei, Honghong, 2026, "Fund industry style drift and performance volatility in China," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109688.
• Lee, Ho-Seok & Park, Seyoung & Ryu, Doojin & Yoon, Jong Mun, 2026, "Borrowing constraints and marginal propensity to consume: Role of negative wealth constraint," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109682.
• Abdullazade, Zaur, 2026, "Chasing ghosts: the elusive ambiguity premium in U.S. equities," Finance Research Letters, Elsevier, volume 97, issue C, DOI: 10.1016/j.frl.2026.109836.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2026, "Asymmetric effects on asymmetry: The resilience of ESG indices," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109737.
• Choi, Young Jae & Gao, Xiang, 2026, "When portfolios speak: Identity signaling in congressional trading," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109772.
• V․K․, Anand Krishnan & Thomas, Sony & Kumar, S.S.S., 2026, "Trading on delay: Information frictions and cross-market arbitrage in index futures," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109842.
• Loyola, Gino & Portilla, Yolanda, 2026, "Dissuading excessive risk-taking: An agency model of optimal managerial compensation," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109895.
• Xu, Wen & Aschakulporn, Pakorn & Zhang, Jin E., 2026, "The economic value of forecasting and strategy gains in volatility timing," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109831.
• Polakow, Daniel Adam & Flint, Emlyn James & Turro, Isabella Cristina Josephine & van Rooyen, Joané, 2026, "Prediction reconditioned: Revisiting relevance," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109854.
• Zhang, Yuntian & Zhang, Yongjie & Guo, Zhenao, 2026, "Buy-side divergence of opinion and stock returns: Evidence from call auctions," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109927.
• Aharon, David Y. & Ali, Shoaib & Naveed, Muhammad, 2026, "Quantile-dependent connectedness of ESG uncertainty in G7 countries," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109933.
• Nguyen, Van Quoc Thinh, 2026, "Time variation of size premium in the options market," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109964.
• Faleye, Olubunmi, 2026, "Does familiarity breed activism? Geography and hedge fund activism," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101005.
• Yang, Yaqing & Kang, Junqing & Lou, Youcheng, 2026, "Can institutional investors always beat individual investors?," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101018.
• Chen, Shaoling & Wu, Xi & Yang, Haisheng & Zhong, Jiaying, 2026, "Incentives matter: Domestic funds and price informativeness improvement," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101027.
• Li, Haitao & Wu, Chongfeng & Zhou, Chunyang, 2026, "Machine+Heuristics: Nonlinear parametric portfolio policies with economic restrictions," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101001.
• Bie, Siyu & Feng, Guanhao & Guo, Naixin & He, Jingyu, 2026, "Can news predict firm bankruptcy?," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101002.
• Brown, William O. & Gao, Xiaoli & Han, Yufeng & Huang, Dayong & Wang, Fang, 2026, "Environmental sustainability and stock returns," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101006.
• Li, Delong & Lu, Lei & Qi, Zhen & Zhou, Guofu, 2026, "International corporate bond returns: Uncovering predictability using machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101008.
• Anastasopoulos, Alexia & Gradojevic, Nikola & Liu, Fred & Maynard, Alex & Tsiakas, Ilias, 2026, "Order flow and cryptocurrency returns," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2026.101047.
• Ross, Landon J. & Horn, Jim & Pilanci, Mert & Luo, Kaihong & Zhou, Guofu, 2026, "Bottom up vs. top down: What does firm 10-K tell us?," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2026.101070.
• Bradley, Daniel & Lahtinen, Kyre Dane & Shipe, Stephan, 2026, "Product markets, gender, and investment behavior," Journal of Financial Markets, Elsevier, volume 80, issue C, DOI: 10.1016/j.finmar.2025.101030.
• Wu, Zheng & Westerholm, P. Joakim & Wang, Zhen, 2026, "Diversification or distortion? The role of ETFs in retail investor portfolios and performance," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101514.
• Guo, Norman (Xuxi), 2026, "Decoding mutual fund performance: Dynamic return patterns via deep learning," Journal of Financial Stability, Elsevier, volume 84, issue C, DOI: 10.1016/j.jfs.2026.101532.
• Cornelli, Giulio & Gambacorta, Leonardo & Oliviero, Tommaso & Takahashi, Koji, 2026, "Mutual funds and climate news," Journal of Financial Stability, Elsevier, volume 86, issue C, DOI: 10.1016/j.jfs.2026.101579.
• Acharya, Subas & Jimenez-Gomez, David & Rachinskii, Dmitrii & Rivera, Alejandro, 2026, "Present-bias and the value of sophistication: Splurging vs. smoothing," Games and Economic Behavior, Elsevier, volume 157, issue C, pages 186-225, DOI: 10.1016/j.geb.2025.12.007.
• Freer, Mikhail & Friedman, Daniel & Weidenholzer, Simon, 2026, "Motives for delegating financial decisions," Games and Economic Behavior, Elsevier, volume 159, issue C, pages 56-70, DOI: 10.1016/j.geb.2026.05.012.
• Malone, Lance & Smales, Lee A. & Liu, Zhangxin (Frank), 2026, "Predicting serial credit rating downgrades," Global Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.gfj.2025.101221.
• Zhou, Yi, 2026, "Weather risk and financial markets: Credit risk, stock returns, and corporate fundamentals," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101239.
• Wang, Yaopeng & Zhang, Jinhong & Zhang, Yue, 2026, "Does greenwashing promote investment inefficiency: Evidence from the Chinese market," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101259.
• Khiar, Mohamed Nasrallah & Kooli, Maher, 2026, "Corruption and IPO underpricing: A global perspective," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101261.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2026, "Pollution premium: Further evidence," Global Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.gfj.2026.101288.
• Ge, Xiaowen & Luo, Qiling, 2026, "Greenwashing in green mutual funds: Symbolic ESG vs. substantive carbon emissions," Global Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.gfj.2026.101305.
• Pyun, Sungjune & Sulaeman, Johan, 2026, "Cross-border trade competition and international stock return comovement," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2025.104174.
• Tabova, Alexandra & Warnock, Francis E., 2026, "Preferred habitats and timing in the world’s safe asset," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2026.104233.
• Esparcia, Carlos & Jareño, Francisco & Escribano, Ana, 2026, "Considering the interaction between carbon allowances and cryptocurrencies across time and frequencies: Potential risk-return and environmental benefits," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100327.
• Mensi, Walid & El-Khoury, Rim & Alshater, Muneer & Kang, Sang Hoon, 2026, "Asymmetric spillovers between US sector stocks, Islamic stock index, conventional bond, green bond, and commodity markets," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100334.
• Guesmi, Mouna & Mensi, Walid & Boubaker, Adel & Al-Yahyaee, Khamis Hamed, 2026, "Frequency connectedness between green financial assets and GCC Islamic and conventional stock markets during bear and bull market modes," Innovation and Green Development, Elsevier, volume 5, issue 3, DOI: 10.1016/j.igd.2026.100353.
• Hallstein, Sebastian & Liebler, Daniel & Maurer, Raimond, 2026, "Rethinking the annuity puzzle: The role of loss aversion and money-back guarantees," Insurance: Mathematics and Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.insmatheco.2026.103233.
• Boubakri, Salem & Guillaumin, Cyriac, 2026, "Measuring financial integration in GCC stock markets: Dynamics, risk premia, and the path to enhanced cooperation," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2025.100667.
• REN, Fei & YI, Miaomiao & CHEN, Zhang-Hangjian & GAO, Xiang, 2026, "The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102258.
• Wang, Shujie & Han, Liyan & Yang, Xiaoguang & Qiao, Tongshuai, 2026, "What Drives the Regret Premium: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102277.
• Guidolin, Massimo & Ionta, Serena, 2026, "Predictive sorting of cryptocurrencies based on fundamentals and sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2026.102285.
• Feng, Yuruo & Young, Martin Robert & Fang, Jiali & Hao, Wei, 2026, "Encouraging retirement savings: The role of Chinese pension funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 108, issue C, DOI: 10.1016/j.intfin.2026.102290.
• Bui, Dien Giau & Chen, Ting-Hsuan & Hasan, Iftekhar & Lin, Chih-Yung, 2026, "Social capital and retail investor behavior: evidence from the corporate social irresponsibility shocks in Taiwan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 108, issue C, DOI: 10.1016/j.intfin.2026.102303.
• Fauvrelle, Thiago & Riedel, Max & Skrutkowski, Mathias, 2026, "Collateral pledgeability and asset manager portfolio choices during redemption waves," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102292.
• Cheng, Tingting & Xing, Shuo & Yan, Cheng & Pilbeam, Keith, 2026, "Do active Chinese equity fund managers produce positive alpha? A comprehensive performance evaluation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102312.
• Uz Akdogan, Idil & Halicioglu, Ferda, 2026, "Reducing the volatility of the exchange market pressure in emerging economies: The role of capital controls," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102315.
• Božič, Renato & Lončarski, Igor, 2026, "The effects of homeownership on stock demand: A housing assignments quasi-experiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102324.
• Lara-Bueno, Paula & Tercero-Lucas, David, 2026, "Two financial worlds and the bridge between them: profiling crypto, traditional, and dual investors," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102326.
• Choi, Jiyoon, 2026, "Factor timing in currency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102351.
• Qin, Weiping & Cho, Sungjun & Hyde, Stuart, 2026, "Global equity integration reconsidered: country- and industry-level components," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 112, issue C, DOI: 10.1016/j.intfin.2026.102390.
• Kapons, Martin & Veenman, David, 2026, "Seasonal variation in cash flows and the timing role of accruals," Journal of Accounting and Economics, Elsevier, volume 81, issue 3, DOI: 10.1016/j.jacceco.2025.101854.
• Blankespoor, Elizabeth & Croom, Joe & Grant, Stephanie M., 2026, "Generative AI and investor processing of financial information," Journal of Accounting and Economics, Elsevier, volume 82, issue 2, DOI: 10.1016/j.jacceco.2026.101908.
• Li, Xue, 2026, "Ideology-driven social media opinions and capital markets: Evidence from polarizing boycotts," Journal of Accounting and Economics, Elsevier, volume 82, issue 2, DOI: 10.1016/j.jacceco.2026.101909.
• Jia, Yuecheng & Simkins, Betty & Yan, Shu & Zhang, Hongyu & Zhao, Jiangyu, 2026, "Psychological anchoring effect and cross section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107592.
• Avramov, Doron & Cheng, Si & Tarelli, Andrea, 2026, "Active fund management when ESG matters," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107597.
• Bekemeier, Felix & Schär, Fabian & Schmeiser, Hato, 2026, "Decentralized Finance risk transfer and smart contract-based insurance," Journal of Banking & Finance, Elsevier, volume 183, issue C, DOI: 10.1016/j.jbankfin.2025.107606.
• Horneff, Vanya & Love, David & Maurer, Raimond, 2026, "Rules of thumb and retirement accounts," Journal of Banking & Finance, Elsevier, volume 183, issue C, DOI: 10.1016/j.jbankfin.2025.107619.
• Coqueret, Guillaume & Tavin, Bertrand & Zhou, Yuxin, 2026, "Sustainability in commodity markets," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2025.107599.
• Inghelbrecht, Koen & Tedde, Mariachiara, 2026, "Effectiveness of warning signal and overconfident investors," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2025.107617.
• Fang, Yvonne & Hu, Xiaolu & Zhong, Angel & Pan, Zheyao & Cao, Youdan, 2026, "Machine learning in corporate bonds: Evidence from China," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2026.107636.
• Dorn, Daniel & Yadav, Pramod Kumar, 2026, "Vanity in teams," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2026.107637.
• Guo, Mengmeng & Wu, Na & Zhao, Junyi, 2026, "Extreme heat and stock market participation: Evidence from China," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2026.107638.
• Azzone, Michele & Barucci, Emilio & Stocco, Davide, 2026, "Asset management with an ESG mandate," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2026.107640.
• Chague, Fernando & Giovannetti, Bruno & Paiva, Guilherme, 2026, "Familiarity breeds day trade," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2026.107651.
• Chen, Chen & Saha, Sounak & Shafaati, Mobina & Stivers, Chris & Sun, Licheng, 2026, "Predicting stock returns of past-winner stocks and bond returns of past-loser stocks with a stock’s 52-week price anchor," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107643.
• Caglayan, Mustafa O. & Canayaz, Mehmet I. & Simin, Timothy T. & Zhao, Le, 2026, "Macro sentiment and hedge fund returns," Journal of Banking & Finance, Elsevier, volume 187, issue C, DOI: 10.1016/j.jbankfin.2026.107685.
• Filippini, Massimo & Leippold, Markus & Wekhof, Tobias, 2026, "The impact of sustainable finance literacy on investment decisions," Journal of Banking & Finance, Elsevier, volume 187, issue C, DOI: 10.1016/j.jbankfin.2026.107687.
• Fanelli, Viviana & Fontana, Claudio & Rotondi, Francesco, 2026, "A hidden Markov model for statistical arbitrage in international crude oil futures markets," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107714.
• Colak, Gonul & Vedova, Joshua Della & Foley, Sean & Mai, Sinh Thoi, 2026, "Financial uncertainty and the cross-section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107717.
• Brou, Arsène & Luger, Richard, 2026, "A new decomposition approach to modeling financial returns: Conditioning sign on magnitude," Journal of Banking & Finance, Elsevier, volume 189, issue C, DOI: 10.1016/j.jbankfin.2026.107716.
• So, Raymond H.Y. & Zhang, Xuanchen, 2026, "Rejoicing, regret and stock returns – US and international evidence," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107742.
• Mangipudi, Chandra Sekhar & Wang, Cong (Roman), 2026, "Broker incentives and timing manipulation in mutual fund flows," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107744.
• Chibane, Messaoud & Dobrynskaya, Victoria & Ouzan, Samuel, 2026, "Value booms," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107745.
• Patel, Nimesh & Reuter, Jonathan & Spilker, Harold D., 2026, "Alpha by affiliation," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107751.
• Sakkas, Athanasios, 2026, "Risk premia in commodity markets," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107760.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2026, "Employer 401(k) matches for student debt repayment: Killing two birds with one stone?," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107761.
• Saffi, Pedro A.C. & Zheng, Xinrui, 2026, "ETF launching decisions," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107762.
• Kim, Gi H. & Li, Xu, 2026, "Reaching for coupon and investor flows in corporate bond mutual funds," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107764.
• Xia, Wenjing & Ye, Wuyi & Wu, Bin & Zhou, Yi, 2026, "Option-implied systemic risk measures," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107770.
• Aysun, Uluc, 2026, "Maturity mismatches and the transmission of term premium shocks through bank lending," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107763.
• Li, Xiao & Wang, Ying & Wei, Jason, 2026, "Do corporate bond mutual funds exhibit investment skill? Evidence from earnings announcements," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107776.
• Han, Bing & Han, Lu & Zhou, Zhengyi, 2026, "Housing market and entrepreneurship: Micro evidence from China," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107789.
• Verdickt, Gertjan, 2026, "The asset-pricing implications of selection neglect: Evidence from global fine wine auctions," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107792.
• Chen, Rongxin & Tai, Chung-Ching & Lepori, Gabriele M. & Sung, Ming-Chien & Tseng, Yi-Heng, 2026, "Behavioural theories of investor behaviour: Empirical evidence from the limit order book," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107797.
• Mamaysky, Harry & Shen, Yiwen & Wu, Hongyu, 2026, "Credit information in earnings calls," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107798.
• Shi, Fangquan & Qiu, Jiaping & Gu, Xinhua & Shu, Lianjie, 2026, "Integrating minds: An ensemble approach to portfolio optimization," Journal of Banking & Finance, Elsevier, volume 192, issue C, DOI: 10.1016/j.jbankfin.2026.107815.
• Ono, Arito & Aoki, Kosuke & Nishioka, Shinichi & Shintani, Kohei & Takahashi, Koji & Yasui, Yosuke, 2026, "Long-term interest rates and bank loan supply: Evidence from firm–bank loan-level data," Journal of Banking & Finance, Elsevier, volume 192, issue C, DOI: 10.1016/j.jbankfin.2026.107817.
• Filippou, Ilias & Nguyen, My T. & Viswanath-Natraj, Ganesh, 2026, "Fundamental Sentiment and Cryptocurrency Risk Premia," Journal of Banking & Finance, Elsevier, volume 192, issue C, DOI: 10.1016/j.jbankfin.2026.107832.
• Akhigbe, Aigbe & Balasubramnian, Bhanu & Wang, Jinjing, 2026, "Is investment in dirty sector portfolios linked to performance? Evidence from the insurance industry," Journal of Business Research, Elsevier, volume 217, issue C, DOI: 10.1016/j.jbusres.2026.116458.
• Modena, Andrea & Regis, Luca & Rizzini, Giorgio, 2026, "The equilibrium effects of mortality risk," Journal of Economic Behavior & Organization, Elsevier, volume 243, issue C, DOI: 10.1016/j.jebo.2026.107463.
• Liu, Yu & Shi, Xiangyu, 2026, "Connect to invest: Hometown ties, intercity capital flows, and allocative efficiency in China," Journal of Economic Behavior & Organization, Elsevier, volume 244, issue C, DOI: 10.1016/j.jebo.2026.107493.
• Cao, Qian & Luo, Jun & Niu, Xiaofei & Wang, Wenhua, 2026, "Booms, busts, and beliefs," Journal of Economic Behavior & Organization, Elsevier, volume 245, issue C, DOI: 10.1016/j.jebo.2026.107488.
• Meyer, Steffen & Uhr, Charline, 2026, "Can we make trading less hazardous to investors’ wealth? Evidence from a choice between flat rates or commissions for financial services," Journal of Economic Behavior & Organization, Elsevier, volume 248, issue C, DOI: 10.1016/j.jebo.2026.107626.
• Azarmsa, Ehsan, 2026, "Investment sophistication and wealth inequality," Journal of Economic Theory, Elsevier, volume 236, issue C, DOI: 10.1016/j.jet.2026.106206.
• Liu, Haoyang & Palmer, Christopher, 2026, "Implicit extrapolation and the beliefs channel of investment demand," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104172.
• Dahlquist, Magnus & Ibert, Markus, 2026, "Institutions’ return expectations across assets and time," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104188.
• Heyerdahl-Larsen, Christian & Illeditsch, Philipp, 2026, "Demand disagreement," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104191.
• Gálvez, Julio & Paz-Pardo, Gonzalo, 2026, "Richer earnings dynamics, consumption and portfolio choice over the life cycle," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104206.
• Han, Bing & Sui, Pengfei & Yang, Wenhao, 2026, "Prospect theory in the field: Revealed preferences from mutual fund flows," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104221.
• Sammon, Marco & Shim, John J., 2026, "Index rebalancing and stock market composition: Do indexes time the market?," Journal of Financial Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.jfineco.2025.104229.
• Eaton, Gregory W. & Green, T. Clifton & Roseman, Brian S. & Wu, Yanbin, 2026, "Retail option traders and the implied volatility surface," Journal of Financial Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.jfineco.2026.104238.
• Li, Yizhang & Sokolinski, Stanislav & Tamoni, Andrea, 2026, "Which investors drive anomaly returns and how?," Journal of Financial Economics, Elsevier, volume 179, issue C, DOI: 10.1016/j.jfineco.2026.104257.
• Avramov, Doron & Ge, Shuyi & Li, Shaoran & Linton, Oliver, 2026, "Dual peer effects and cross-stock predictability," Journal of Financial Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.jfineco.2026.104274.
• Huang, Teng & Sacchetto, Stefano, 2026, "Bonding with risk: Corporate investment and savings in risky financial assets," Journal of Financial Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.jfineco.2026.104283.
• Andersen, Steffen & Dimmock, Stephen G. & Nielsen, Kasper Meisner & Peijnenburg, Kim, 2026, "Extrapolators and contrarians: Forecast bias and individual investor stock trading," Journal of Financial Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.jfineco.2026.104291.
• Bell, Sebastian & Kakhbod, Ali & Lettau, Martin & Nazemi, Abdolreza, 2026, "Glass box machine learning and corporate bond returns," Journal of Financial Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.jfineco.2026.104294.
• Fisman, Raymond & Ghosh, Pulak & Sarkar, Arkodipta & Zhang, Jian, 2026, "Dirty air and green investments: The impact of pollution information on portfolio allocations," Journal of Financial Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.jfineco.2026.104309.
• Lu, Xu & Wu, Lingxuan, 2026, "Monetary transmission and portfolio rebalancing: A cross-sectional approach," Journal of Financial Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.jfineco.2026.104324.
• Baker, Scott R. & Balthrop, Justin & Johnson, Mark J. & Kotter, Jason & Pisciotta, Kevin, 2026, "Gambling away stability: Sports betting’s impact on vulnerable households," Journal of Financial Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.jfineco.2026.104330.
• Miller, Shane & Yimfor, Emmanuel & Zhang, Ye, 2026, "Investor expertise and private investment selection," Journal of Financial Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.jfineco.2026.104331.
• Lopez-Lira, Alejandro & Tang, Yuehua, 2026, "Can ChatGPT forecast stock price movements? Return predictability and large language models," Journal of Financial Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.jfineco.2026.104335.
• Korteweg, Arthur & Panageas, Stavros & Systla, Anand, 2026, "Private equity for pension plans? Evaluating private equity performance from an investor’s perspective," Journal of Financial Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.jfineco.2026.104336.
• van der Beck, Philippe, 2026, "Short versus long-run demand elasticities in asset pricing," Journal of Financial Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.jfineco.2026.104337.
• Sikorskaya, Taisiya, 2026, "Institutional investor mandates, securities lending, and short-selling constraints," Journal of Financial Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.jfineco.2026.104349.
• Huang, Teng, 2026, "Bank monopsony power and stock market spillovers on deposit markets," Journal of Financial Intermediation, Elsevier, volume 66, issue C, DOI: 10.1016/j.jfi.2026.101198.
• Huang, Rose Ruoxi & Jie, Elaine Yongshi & Ma, Yue, 2026, "Life cycle performance of hedge fund managers," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103447.
• Doeswijk, Ronald & Swinkels, Laurens, 2026, "The risk and reward of investing," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103453.
• Chu, Gang & Dowling, Michael & Li, Xiao, 2026, "Impermanent loss in cryptocurrency," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103476.
• Chen, Ran & Yang, Lu & Zhang, Xueyong, 2026, "Geopolitical risk and the cross-section of stock returns: International evidence," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2026.103526.
• Lu, Ting & Luo, Pengfei, 2026, "Price ceiling, carbon emissions reduction and capacity investment," Journal of International Money and Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jimonfin.2026.103541.
• Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2026, "Rethinking currency factors: The case for mean-variance optimisation," Journal of International Money and Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jimonfin.2026.103636.
• Maquieira, Carlos P. & Pastén-Henríquez, Boris, 2026, "Does climate policy uncertainty impact gold-mining stock returns? International evidence," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2026.100539.
• Tsekrekos, Andrianos E. & Vasileiadis, Konstantinos I., 2026, "Oil prices as a predictor of stock market returns," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2026.100540.
• Li, Jianfeng & Yao, Xiaoyang & Zhong, Yi & Wang, Hui, 2026, "Volatility connectedness and its sources between crude oil and commodity sectors: Evidence from China," Journal of Commodity Markets, Elsevier, volume 42, issue C, DOI: 10.1016/j.jcomm.2026.100558.
• Sonsino, Doron & Michaelsen, Patrik & Gärling, Tommy & Jansson, Magnus, 2026, "The sober outlook of proficient investors –Characterizing competence through canonical correlation analysis," Journal of Economic Psychology, Elsevier, volume 113, issue C, DOI: 10.1016/j.joep.2025.102876.
• Hitaj, Asmerilda & Mastrogiacomo, Elisa & Molho, Elena, 2026, "Robust bi-objective mean-CVaR portfolio selection: Applications to energy sector," Omega, Elsevier, volume 138, issue C, DOI: 10.1016/j.omega.2025.103404.
• Zheng, Qingying & Wu, Jintao & Lin, Boqiang, 2026, "Asymmetric volatility spillover between clean energy and nonferrous metal markets under climate risks: Portfolio hedging implications," Resources Policy, Elsevier, volume 112, issue C, DOI: 10.1016/j.resourpol.2025.105801.
• Radi, D. & Santacroce, M. & Trivellato, B., 2026, "Pricing natural-disasters and climate-change risks: Insights from CAPM with self and externally excited jumps," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 249, issue C, pages 583-610, DOI: 10.1016/j.matcom.2026.05.016.
• Birinci, Serdar & Faria-e-Castro, Miguel & See, Kurt, 2026, "Dissecting the great retirement boom," Journal of Monetary Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jmoneco.2025.103870.
• Gabrovski, Miroslav & Kospentaris, Ioannis & Lebeau, Lucie, 2026, "The effects of the secondary market for corporate loans on the real economy," Journal of Monetary Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jmoneco.2026.103976.
• Wattanatorn, Woraphon, 2026, "The role of climate exposure and ESG in forward-looking default risk: A global perspective," Journal of Multinational Financial Management, Elsevier, volume 81, issue C, DOI: 10.1016/j.mulfin.2026.100947.
• Cho, Eunyoung & Yang, Cheol-Won, 2026, "National pension fund and stock liquidity: Evidence from Korea," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103309.
• Lin, Wenlian & Song, Peiyang, 2026, "Do job postings predict firm performance in emerging markets? Evidence from China's A-share market," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103316.
• Guo, Shijun & Xin, Qingquan, 2026, "The feedback role of investors in corporate investment decisions," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103320.
• Wang, Jianqiu & Wang, Haochen & Wu, Ke & Yin, Chengdong, 2026, "Factor pricing in the frequency domain: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103324.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Tosun, Aynur Dilan, 2026, "Brand premium: Evidence from Asia," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103335.
• He, Yuqian & Li, Lu & Li, Yihang & Tong, Tong & Ye, Yating, 2026, "Sweet tones, bitter returns: Strategic optimism in Chinese hedge fund managers' informal statements," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103336.
• Xiao, Xinrong & Yi, Shubing & Zhou, Ye, 2026, "Technological similarity in mutual fund holdings: Evidence from China: A pre-registered report," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103340.
• Chen, Chang-Chih, 2026, "Optimal life insurance demand with endogenous wage depending on human capital factors," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103342.
• Tripathi, Abhinava & Jindal, Lagan & Jha, Ravi Raushan, 2026, "Political risk and stock markets: Evidence from 2024 Indian National Elections," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103346.
• Xu, Ruipeng, 2026, "Mutual fund herding and stock price momentum: The role of market sentiment," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103350.
• Cai, Xinni & Shen, Si & Shen, Yanyan, 2026, "Control as discipline: Ownership concentration and corporate financialization," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103359.
• Jiao, Weilin & Zheng, Xu, 2026, "Clustering-augmented reversal strategy improves return performance: Evidence from Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 95, issue C, DOI: 10.1016/j.pacfin.2025.102996.
• Chang, Hui-Wen & Tseng, Shiang-Ting & Yang, Nien-Tzu, 2026, "Asset pricing and a tale of night and day: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 95, issue C, DOI: 10.1016/j.pacfin.2025.103003.
• Bu, Hui & Chen, Huanghao & Tang, Wenjin & Yen, Jerome & Zheng, Erya, 2026, "Information diffusion through weighted positive causal networks: Evidence from pair-based trading strategy in China," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103002.
• Gharghori, Philip & Nguyen, Annette, 2026, "Which factors in China? A pre-registered study," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103012.
• Ko, Kuan-Cheng & Wang, Shu-Feng & Lo, Wen-Chi & Tsai, Pei-Chun, 2026, "Forward-looking signals and the predictability of size effect in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103021.
• Cao, Zhen & Gao, Qiang & Wang, Shijie & Wang, Yuanzhi, 2026, "News implied volatility and corporate leverage," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103035.
• Chen, Xing & Huang, Rui & Wu, Chongfeng, 2026, "Quantile auto-encode narrative asset pricing model in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2026.103060.
• Iwanaga, Yasuhiro & Hirose, Takehide, 2026, "Illusion momentum and cross-sectional returns," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2026.103063.
• Chen, Jing & Fu, Haoran & Xue, Yushan & Zhu, Yifeng, 2026, "Rainbow deep reinforcement learning in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2026.103066.
• Li, Xingyi & Liu, Zhuang & Yan, Jingzhou, 2026, "Performance-based regularization for downside-risk cryptocurrency portfolios: Evidence from mean-lower partial moment strategies," Pacific-Basin Finance Journal, Elsevier, volume 97, issue C, DOI: 10.1016/j.pacfin.2026.103084.
• Tonkin, Isaac & Bilson, Christopher & Brailsford, Timothy & Gallagher, David R., 2026, "Long-term comparative performance of Australian asset classes," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103126.
• Liang, Aoran & Qiu, Jing & Yi, Chao & Zhang, Xin, 2026, "Sustainability or performance? Ratings and fund managers' incentives in China," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103143.
• Chen, Shi & Wu, Xinyi & Li, Haohua & Li, Xindan, 2026, "Individual defense and joint defense: A new defensive portfolio selection method based on stock network structure," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103146.
• Zhuohan, Li & Minjian, Qiao, 2026, "Investor behaviors and heuristics based on lunar superstition beliefs: A pre-registered report," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103164.
• Lei, Xiangshan & Kong, Dongmin & Xu, Limin, 2026, "Small trades, order splitting, and stock returns: Evidence from China's stock markets," Pacific-Basin Finance Journal, Elsevier, volume 99, issue C, DOI: 10.1016/j.pacfin.2026.103196.
• Vincent, Kendro & Lin, Ching-Ting & Tsai, Kuei-Feng & Wu, Shun-Fa, 2026, "Capturing risk Premia in the Taiwanese market: A characteristic-free approach," Pacific-Basin Finance Journal, Elsevier, volume 99, issue C, DOI: 10.1016/j.pacfin.2026.103199.
• Singh, Bharati, 2026, "Surveillance action: Examining its efficacy and its relationship with earnings management and corporate governance," Pacific-Basin Finance Journal, Elsevier, volume 99, issue C, DOI: 10.1016/j.pacfin.2026.103225.
• Wang, Xinyu & Wang, Shaoping & Feng, Hao, 2026, "Comparing factor models across different market regimes: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 99, issue C, DOI: 10.1016/j.pacfin.2026.103234.
• Zheng, Yao & Osmer, Eric & Zu, Dingding, 2026, "Timing commonality in stock market misvaluation – Evidence from hedge funds," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102085.
• Boubakri, Narjess & Cotelioglu, Efe & Samet, Anis, 2026, "Bank government ownership and reaction to SVB collapse: Evidence from emerging markets," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102086.
• Nakamura, Kazuki, 2026, "Extension of marginal conditional stochastic dominance to prospect and Markowitz stochastic dominance rules," The Quarterly Review of Economics and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.qref.2026.102159.
• Uribe, Jorge M. & Guillén, Montserrat & Vidal-Llana, Xenxo, 2026, "Moving beyond the mean: Explaining the cross-sectional tails with firms’ characteristics," The Quarterly Review of Economics and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.qref.2026.102182.
• Mathur, Sachin & Joshipura, Mayank & Kumar, Raman, 2026, "The surprising power of the pre-IPO grey market to mitigate information asymmetry and winner’s curse for retail investors," The Quarterly Review of Economics and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.qref.2026.102210.
• Broihanne, Marie-Hélène & Orkut, Hava, 2026, "Financial risk tolerance within couples of retail bank clients," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104828.
• Hung, Jui-Cheng & Wu, An-Chi & Hsiao, I-Fan, 2026, "ESG, market microstructure, and herding behavior: Evidence from CSAD tests in Taiwan," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104865.
• Barone, Simona & Oggero, Noemi & Damilano, Marina, 2026, "Financial literacy and international portfolio diversification," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104876.
• Dwumfour, Richard Adjei & Pan, Lei & Nsafoah, Dennis, 2026, "From beaches to Fintech: Exploring the connectedness of tourism, Fintech, and cryptocurrency," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2025.104845.
• Mishra, Anil V. & Anwar, Sajid, 2026, "Exploring the cost of home bias in international equity investment," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104895.
• Bussoli, Candida & Fattobene, Lucrezia, 2026, "Can you read this chart? Evidence from the U.S. on financial graph literacy and its impact on behaviour," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104944.
• Su, Kuangxi & He, Yafang & Xiang, Yuxin & Ye, Meng & Yang, Xuduan, 2026, "Combining minimum-CVaR hedging models with a novel maximum efficiency strategy for crude oil future," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104993.
• Tian, Geran & Wu, Weixing, 2026, "Investor response to default shock: Diversification and strategy shifts in marketplace lending," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.105035.