Research classified by Journal of Economic Literature (JEL) codes

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.
• Alexander Kriwoluzky & Christoph Schneider, 2025, "Bitcoin ist nicht das neue Gold," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 92, issue 9, pages 119-124.
• Lorenz Meister & Lukas Menkhoff & Carsten Schröder, 2025, "Stock Market Participation, Work from Home, and Inequality," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2138.
• Joern Block & Miriam Gnad & Alexander S. Kritikos & Caroline Stiel, 2025, "Decline in Job Satisfaction and How it Relates to Investment Decisions of the Self-Employed," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2142.
• Martijn Boermans & Tomás Carrera de Souza & Robert Vermeulen, 2025, "Quantitative easing and preferred habitat investors in the euro area bond market," Working Papers, DNB, number 826, Jan.
• Daniel Dimitrov, 2025, "Untangling Illiquidity: Optimal Asset Allocation with Private Asset Classes," Working Papers, DNB, number 827, Jan.
• Martijn Boermans, 2025, "Hedging against inflation: International evidence on investor clientele effects in the bond market," Working Papers, DNB, number 838, Jun.
• Naijia Guo & Charles Ka Yui Leung & Shumeng Zhang, 2025, "From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1274, Feb.
• Dudley Cooke & Tatiana Damjanovic, 2025, "Optimal Macroprudential Policy and Bank Capital in Open Economies," Department of Economics Working Papers, Durham University, Department of Economics, number 2025_04, Nov.
• Handziuk, Yurii, 2025, "Asset Demand Systems via Data Augmentation: Competition and Differentiation in Asset Management," HEC Research Papers Series, HEC Paris, number 1541, Jan, DOI: 10.2139/ssrn.5024001.
• Ecker, Frank & Li, Xitong & Li, Yilan & Wu, Fan, 2025, "How Stock Market Participants Use Generative Artificial Intelligence: Evidence from User-Platform Interaction Data," HEC Research Papers Series, HEC Paris, number 1563, May, DOI: 10.2139/ssrn.5224596.
• Duevski, Teodor, 2025, "Human Capital Breadth and the Financing of Innovative Startups," HEC Research Papers Series, HEC Paris, number 1605, Aug, revised 05 Dec 2025, DOI: 10.2139/ssrn.5239857.
• Voss, Paul & Mathews, Richmond D. & Jenter, Dirk & Dasgupta, Amil, 2025, "Are Socially Responsible Funds Viable?," HEC Research Papers Series, HEC Paris, number 1607, Nov, revised 30 Jan 2026, DOI: 10.2139/ssrn.5761204.
• Bertrand, Jean-Charles & Battistella, Arnaud & Coqueret, Guillaume & McLoughlin, Nicholas, 2025, "The Multiverse Across Asset Classes: Design Uncertainty in Asset Allocations," HEC Research Papers Series, HEC Paris, number 1612, Dec, DOI: 10.2139/ssrn.5919042.
• Grill, Michael & Molestina Vivar, Luis & O’Donnell, Charles & Wedow, Michael & Weistroffer, Christian, 2025, "Strengthening risk monitoring and policy for non-bank leverage," Macroprudential Bulletin, European Central Bank, volume 26.
• Bouveret, Antoine & Ferrari, Massimo & Grill, Michael & Molestina Vivar, Luis & Schmidt, Daniel Jonas & Weistroffer, Christian, 2025, "Leveraged investment funds: A framework for assessing risks and designing policies," Macroprudential Bulletin, European Central Bank, volume 26.
• Kubitza, Christian & Sigaux, Jean-David & Vandeweyer, Quentin, 2025, "The implications of CIP deviations for international capital flows," Working Paper Series, European Central Bank, number 3017, Feb.
• Le Blanc, Julia & Slacalek, Jiri & White, Matthew N., 2025, "Housing wealth across countries: the role of expectations, institutions and preferences," Working Paper Series, European Central Bank, number 3021, Feb.
• Molestina Vivar, Luis, 2025, "Mitigating fragility in open-ended investment funds: the role of redemption restrictions," Working Paper Series, European Central Bank, number 3025, Feb.
• Buchetti, Bruno & Bouteska, Ahmed & Harasheh, Murad & Santoni, Alessandro, 2025, "Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict," Working Paper Series, European Central Bank, number 3050, Apr.
• Breckenfelder, Johannes & Schepens, Glenn, 2025, "From purchases to exit: central bank interventions in corporate debt markets," Working Paper Series, European Central Bank, number 3055, May.
• Buchetti, Bruno & Miquel-Flores, Ixart & Fabrizi, Michele & Ipino, Elisabetta & Parbonetti, Antonio, 2025, "Organized crime and banks: assessing the effects of anti-mafia police actions on lending," Working Paper Series, European Central Bank, number 3060, Jun.
• De Nora, Giorgia & Pereira, Ana & Pirovano, Mara & Stammwitz, Florian, 2025, "From losses to buffer - calibrating the positive neutral CCyB rate in the euro area," Working Paper Series, European Central Bank, number 3061, Jun.
• Broeders, Dirk & Bauer, Rob & De Carolis, Flavio, 2025, "Local institutional ownership and price discovery around extreme weather events," Working Paper Series, European Central Bank, number 3069, Jul.
• Macchiati, Valentina & Cappiello, Lorenzo & Giuzio, Margherita & Ianiro, Annalaura & Lillo, Fabrizio, 2025, "When margins call: liquidity preparedness of non-bank financial institutions," Working Paper Series, European Central Bank, number 3074, Jul.
• Holm-Hadulla, Fédéric & Leombroni, Matteo, 2025, "Heterogeneous intermediaries in the transmission of central bank corporate bond purchases," Working Paper Series, European Central Bank, number 3101, Aug.
• Salakhova, Dilyara & Giuzio, Margherita & Kapadia, Sujit & Mazzolini, Giulio, 2025, "Sustainability labels vs. reality: how climate-friendly are green and ESG funds?," Working Paper Series, European Central Bank, number 3121, Sep.
• Nenova, Tsvetelina, 2025, "Global or regional safe assets: evidence from bond substitution patterns," Working Paper Series, European Central Bank, number 3159, Dec.
• Corradin, Stefano & Fillat, José L. & Vergara-Alert, Carles, 2025, "Misestimating house values: consequences for household finance," Working Paper Series, European Central Bank, number 3163, Dec.
• Baudino, Paolo Alberto & Grothe, Magdalena & Habib, Maurizio Michael & Manu, Ana-Simona & McQuade, Peter & Ricci, Martino & Siciliano, Emilio & Tomov, Toma & Tondo, Luca & Watfe, Gibran, 2025, "What safe haven after the April US tariff announcement? Implications for euro area financial stability," Financial Stability Review, European Central Bank, volume 2.
• Davis, Carter & Knupfer, Samuli & Kvaerner, Jens Soerlie & Dogan, Bahar Sen & Vokata, Petra, 2025, "Do Households Matter for Asset Prices?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-23, Mar.
• Deng, Jing & Liu, Yejiao & Xing, Xiaoyun, 2025, "Dependence and hedging between green bonds and clean energy sub-markets in China: Insights from time–frequency wavelet approaches," Journal of Asian Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.asieco.2025.101984.
• Chen, Shaoling & Wu, Jun & Liang, Weijuan & Yang, Haisheng, 2025, "News shock, limited institutional attention and stock market response: Evidence from China," Journal of Asian Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.asieco.2025.101993.
• Chen, Chuanglian & Yuting, Lin & Bowei, Su & Shujie, Yao, 2025, "Peer effect of fund trading and the risk of individual stock," Journal of Asian Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.asieco.2024.101867.
• Kim, Taehyun & Kim, Yongjun, 2025, "Does corporate environmental responsibility create value?: Evidence from supreme Court rulings," Journal of Behavioral and Experimental Finance, Elsevier, volume 45, issue C, DOI: 10.1016/j.jbef.2024.101006.
• Pantzalis, Christos & Park, Jung Chul & Wang, Pinshuo, 2025, "Noise trader clusters and market efficiency," Journal of Behavioral and Experimental Finance, Elsevier, volume 45, issue C, DOI: 10.1016/j.jbef.2025.101021.
• Mbarek, Marouene & Msolli, Badreddine, 2025, "Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101029.
• Huber, Christoph & Rose, Julia, 2025, "Presenting return charts in investment decisions," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101040.
• van Boxel, Koen & Decke, Philipp & Nolte, Sven & Schneider, Judith C., 2025, "Images and investment: Experimental evidence on the effects of visual stimuli on financial decisions," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101041.
• Chang, Liang & Liang, Xiaojun & Tan, Na, 2025, "Tossed by the tides of emotion: The impact of online media sentiment on stock returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101045.
• Chapkovski, Philipp & Khapko, Mariana & Zoican, Marius, 2025, "Gamified risk-taking," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101049.
• Rieder, Markus J., 2025, "How heterogeneous information induces market inefficiencies," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101052.
• Klocke, Nina & Müller-Okesson, Daniel & Hasso, Tim & Pelster, Matthias, 2025, "The impact of peer returns in social trading," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101057.
• Lee, Geul & Ryu, Doojin, 2025, "Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101059.
• Yang, Liu & Lee, Eunmi Tatum, 2025, "Why does good news increase stock price crash risk: An explanation based on the gambling channel," Journal of Behavioral and Experimental Finance, Elsevier, volume 47, issue C, DOI: 10.1016/j.jbef.2025.101089.
• Liu, Jie & Zhang, Jingru & Chen, Zhenshan, 2025, "The effect of stock market manipulation on investor behavioral bias," Journal of Behavioral and Experimental Finance, Elsevier, volume 47, issue C, DOI: 10.1016/j.jbef.2025.101090.
• Shahriari, Hesam & Stivers, Adam & Tsang, Ming, 2025, "Bias in cryptocurrency investing: The effect of financial and moral considerations," Journal of Behavioral and Experimental Finance, Elsevier, volume 47, issue C, DOI: 10.1016/j.jbef.2025.101097.
• Gaudeul, Alexia & Giannetti, Caterina, 2025, "Beyond Performance: Exploring trade-offs in the design of financial algorithms," Journal of Behavioral and Experimental Finance, Elsevier, volume 48, issue C, DOI: 10.1016/j.jbef.2025.101119.
• Yu, Mengxia & Xu, Ke & Zheng, Xinwei, 2025, "Reprint of: Mimicking crypto portfolios in sustainable investment," The British Accounting Review, Elsevier, volume 57, issue 1, DOI: 10.1016/j.bar.2025.101565.
• Cumming, Douglas & Lan, Yihui & Shan, Yuan George & Zhang, Junru, 2025, "Discretionary tone in reward-based crowdfunding: Do project owners talk their way to success?," The British Accounting Review, Elsevier, volume 57, issue 3, DOI: 10.1016/j.bar.2024.101433.
• Alam, Zinat & Hossain, Miran & Wang, Lingling, 2025, "The economic and cultural motives of green price premium," The British Accounting Review, Elsevier, volume 57, issue 5, DOI: 10.1016/j.bar.2025.101698.
• Zhang, Zhewei & Xu, Zhiwei & Zhou, Fangxing, 2025, "Financial liberalization and capital allocation in China," China Economic Review, Elsevier, volume 94, issue PA, DOI: 10.1016/j.chieco.2025.102503.
• He, Chao & Zhou, Zhongsheng & Jian, Fangfang & Qiu, Yuhan, 2025, "Robots and cost of equity: Evidence from China," China Economic Review, Elsevier, volume 94, issue PB, DOI: 10.1016/j.chieco.2025.102539.
• Li, Yong & Mao, Kun & Gan, Hongwu & Zhou, Yang, 2025, "Climate risk and household stock market participation," China Economic Review, Elsevier, volume 94, issue PC, DOI: 10.1016/j.chieco.2025.102596.
• Bhattacharya, Utpal & Shon, Janghoon & Zhang, Yu, 2025, "Rating on a behavioral curve," Journal of Corporate Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.jcorpfin.2024.102708.
• Boermans, Martijn Adriaan & Galema, Rients, 2025, "Carbon home bias of European investors," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102748.
• Hearn, Bruce & Filatotchev, Igor & Goergen, Marc, 2025, "Dispersed ownership and asset pricing: An unpriced premium associated with free float," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102763.
• Cui, Xinyu & Kolokolova, Olga, 2025, "Do hedge funds still manipulate stock prices?," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102765.
• Alves, Rómulo & Krüger, Philipp & van Dijk, Mathijs, 2025, "Drawing up the bill: Are ESG ratings related to stock returns around the world?," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102768.
• Andreou, Panayiotis C. & Lambertides, Neophytos & Trigeorgis, Lenos & Tuneshev, Ruslan, 2025, "Customer orientation and stock resilience during adversity periods," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102780.
• Dong, Dayong & Jiang, Danling & Peng, Yuelin & Shen, Longmin & Zhu, Hongquan, 2025, "Intercity mentioning: Stock posts, city network, and firms," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102803.
• Agoraki, Maria-Eleni K. & Kouretas, Georgios P. & Wu, Haoran & Zhao, Binru, 2025, "Imbalanced ESG investing?," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102810.
• Davis, Yehuda & Govindaraj, Suresh & Tejas, Tavish, 2025, "The demand for tax-favored risky assets with capital gains tax exclusions, tax policy uncertainty, and its implications for pricing," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102814.
• Agarwal, Vikas & Cochardt, Alexander & Orlov, Vitaly, 2025, "Birth order and fund manager’s trading behavior: Role of sibling rivalry," Journal of Corporate Finance, Elsevier, volume 95, issue C, DOI: 10.1016/j.jcorpfin.2025.102852.
• Feng, Runhuan & Jing, Xiaochen & Ng, Kenneth Tsz Hin, 2025, "Optimal investment-withdrawal strategy for variable annuities under a performance fee structure," Journal of Economic Dynamics and Control, Elsevier, volume 170, issue C, DOI: 10.1016/j.jedc.2024.105003.
• Draganac, Dragana & Lu, Kelin, 2025, "Pricing asset beyond financial fundamentals: The impact of prosocial preference and image concerns," Journal of Economic Dynamics and Control, Elsevier, volume 170, issue C, DOI: 10.1016/j.jedc.2024.105004.
• Bai, Caiquan & Feng, Chen & Mu, Congming & Zhao, Siqi, 2025, "Entrepreneurship and leverage dynamics without commitment," Journal of Economic Dynamics and Control, Elsevier, volume 171, issue C, DOI: 10.1016/j.jedc.2025.105043.
• Zhou, Ge, 2025, "Liquidity allocation and endogenous aggregate risks," Journal of Economic Dynamics and Control, Elsevier, volume 173, issue C, DOI: 10.1016/j.jedc.2025.105048.
• Hatcher, Michael & Hellmann, Tim, 2025, "Networks, beliefs, and asset prices," Journal of Economic Dynamics and Control, Elsevier, volume 173, issue C, DOI: 10.1016/j.jedc.2025.105059.
• Yin, Xiaoqing & Wang, Haijun, 2025, "Real investment decision under CRRA utility: The flow payoff case," Journal of Economic Dynamics and Control, Elsevier, volume 177, issue C, DOI: 10.1016/j.jedc.2025.105130.
• Wang, Luqi & Urga, Giovanni, 2025, "Optimal N-state endogenous Markov-switching model for currency liquidity timing," Journal of Economic Dynamics and Control, Elsevier, volume 177, issue C, DOI: 10.1016/j.jedc.2025.105137.
• Galindo Gil, Hamilton, 2025, "The role of external habits and preference heterogeneity in the equity term structure," Journal of Economic Dynamics and Control, Elsevier, volume 178, issue C, DOI: 10.1016/j.jedc.2025.105157.
• Galindo Gil, Hamilton & Mendoza Perez, Liu, 2025, "Dollarization hysteresis, inflation jumps, and fear of inflation," Journal of Economic Dynamics and Control, Elsevier, volume 180, issue C, DOI: 10.1016/j.jedc.2025.105194.
• Cartellier, Fanny & Tankov, Peter & Zerbib, Olivier David, 2025, "Can investors curb greenwashing?," Journal of Economic Dynamics and Control, Elsevier, volume 180, issue C, DOI: 10.1016/j.jedc.2025.105195.
• Meng, Delin & Li, Yanxi & Wang, Lan, 2025, "Foreign shareholders and the green internationalization strategy of enterprises: A response to the governance supervision and "locust invasion" perspectives," Economic Analysis and Policy, Elsevier, volume 87, issue C, pages 1142-1158, DOI: 10.1016/j.eap.2025.07.018.
• Yang, Xingquan & Zhang, Qingyan, 2025, "Supply chain digitization and corporate cash holdings: Evidence from China," Economic Analysis and Policy, Elsevier, volume 88, issue C, pages 1045-1062, DOI: 10.1016/j.eap.2025.10.017.
• Otchere, Isaac & Abdulrahman, Adam & Wang, Jun, 2025, "Environmental, social, and governance investing and sustainability of pension funds: Evidence from the organisation for economic cooperation and development countries," Economic Modelling, Elsevier, volume 143, issue C, DOI: 10.1016/j.econmod.2024.106948.
• Wang, Shaolin & Cheng, Ho Cheung & Wang, Jianli & Yick, Ho Yin, 2025, "The performance of ESG portfolios: Evidence from the Chinese market under COVID-19," Economic Modelling, Elsevier, volume 143, issue C, DOI: 10.1016/j.econmod.2024.106958.
• Fatima, Shumaila & Chakraborty, Madhumita, 2025, "Does mobile phone proficiency contribute to stock market participation? The role of payment convenience, liquidity, and social interaction," Economic Modelling, Elsevier, volume 144, issue C, DOI: 10.1016/j.econmod.2024.106988.
• Budras, Oliver & Dierkes, Maik & Sckade, Florian, 2025, "Localized risk factors: Performance differentials between state-level and US factor models," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107067.
• Chibane, Messaoud & Poncet, Patrice, 2025, "Housing rare disaster events and asset prices," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107070.
• Chen, An & Chen, Yusha & Nguyen, Thai & Uddin, Gazi Salah, 2025, "Goal-oriented preferences for green bonds: A model of sustainable investment strategies," Economic Modelling, Elsevier, volume 150, issue C, DOI: 10.1016/j.econmod.2025.107128.
• Yao, Yanming & Tian, Yuan, 2025, "Capital reallocation and sustainable growth with ambiguity to disaster risk," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107136.
• Tanaka, Hiroya & Hori, Keiichi & Shibata, Akihisa, 2025, "Search for yield and home bias in Asian bond markets," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107168.
• Fang, Fei & Parida, Sitikantha, 2025, "Mutual fund investor response to climate activism: Evidence from the 2019 Global Climate Strike," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107197.
• Wang, Hu & Lian, Yuanqiang & Shen, Hong, 2025, "Does the self-holding behavior of fund managers foster fund sustainable investment?," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107242.
• Lin, Wensheng & Wang, Xuewu, 2025, "Regime-dependent volatility spillover asymmetry in Shanghai and Hong Kong stock markets with forecasting and portfolio inferences," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107268.
• Isaenko, Sergey, 2025, "Liquidity premium and the shape of transaction costs," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107269.
• Guidolin, Massimo & Hansen, Erwin & Cabrera, Gabriel, 2025, "Time-varying risk aversion and international stock returns," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102271.
• Chase Lee, Chaeho & Atukeren, Erdal & Kim, Hohyun, 2025, "Organizational capital and stock performance during Crises: Moderating role of generalist CEO," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102274.
• Su, Xianfang & Zhao, Yachao, 2025, "Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102275.
• Luo, Changqing & Fu, Xinxin & Chen, Carl R. & Dong, Liang, 2025, "Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102283.
• Chen, Ya & Liu, Wei & Zhao, Zhen, 2025, "Optimal control problem for hybrid pension plans under longevity risk for alpha-maxmin expected utility minimization," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102285.
• Vu, Thanh Nam & Lehkonen, Heikki & Junttila, Juha-Pekka & Lucey, Brian, 2025, "ESG investment performance and global attention to sustainability," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102287.
• Patel, Ritesh & Kumar, Sanjeev & Agnihotri, Shalini, 2025, "Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102289.
• Owusu Amponsah, Dan & Abdullah, Mohammad & Joel Aikins Abakah, Emmanuel & Yindenaba Abor, Joshua & Lee, Chi-Chuan, 2025, "Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102294.
• Wen, Limin & Li, Junxue & Sheng, Jiliang & Zhang, Yi, 2025, "Active portfolio management in the face of ESG uncertainty: An agile framework for adaptive investment strategies," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102295.
• Yang, Jie & Feng, Yun & Yang, Hao, 2025, "Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102296.
• Zhang, Yi & Zhou, Long & Liu, Zhidong & Wu, Baoxiu, 2025, "Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102308.
• Ustaoglu, Erkan, 2025, "Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102312.
• Akyildirim, Erdinc & Corbet, Shaen & Coskun, Ali & Ercan, Metin, 2025, "Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102344.
• Wu, Hao & Huang, Yuan, 2025, "Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102354.
• Cao, Jiling & Kim, Jeong-Hoon & Liu, Wenqiang & Zhang, Wenjun, 2025, "Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102358.
• Valadkhani, Abbas & O'Mahony, Barry, 2025, "Market broadening and future volatility: A study of Russell 2000 and S&P 500 equal weight ETFs," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102369.
• Chen, Qi & Wang, Peng & Yang, Dong, 2025, "Mutual fund style drift measured using higher moments and its cash flow incentive," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102373.
• Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh, 2025, "The temporal variability in the returns of socially responsible funds to structural oil shocks," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102366.
• Escobar-Anel, Marcos & Yang, Yu-Jung & Zagst, Rudi, 2025, "Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102376.
• Han, SeungOh, 2025, "Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102380.
• Yao, Yinhong & Chen, Xiuwen & Chen, Zhensong, 2025, "Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102385.
• Covachev, Svetoslav & Martel, Jocelyn & Brito-Ramos, Sofia, 2025, "Are ESG factors truly unique?," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102386.
• Xu, Ziyao & Zhou, Deheng & Ma, Junfeng & Yuan, Jing, 2025, "The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102387.
• Civelli, Andrea & Jackson, Laura E., 2025, "Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102405.
• Yang, Jing & Shi, Jianxun & Xu, Ling, 2025, "Effect of digital finance on household financial asset allocation: a social psychology perspective," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102427.
• Yang, Mo & Cao, Jiawei & Meng, Yifan & Gong, Hao, 2025, "Managerial integrity and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102436.
• Yang, Liwei & Liu, Rumei & Zhang, Jianing, 2025, "Adaptive online portfolio selection incorporating systematic risk of the financial market," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102438.
• Lin, Zhenmei & Lai, Chong & Li, Rui, 2025, "Optimal consumption and portfolio selection for retirees under inflation and pension default risk," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102446.
• Khan, Hera Asif & Chahal, Rishman Jot Kaur, 2025, "Asymmetric impact of social media sentiments and stock market uncertainty on Indian sectoral returns: A quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102456.
• Li, Yinan & Liu, Qiang & Guo, Shuxin, 2025, "Ambiguity and stock price crash risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102458.
• Hsu, Ching-Chi & Tsai, Wei-Che, 2025, "Spillover effects of clean energy risks and the impacts of economic policy uncertainty on the stability of the equity market: A dependence dynamics analysis," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102475.
• Chang, Hao-Wen & Chi, Pei-Yu & Lin, Chin-Ho, 2025, "Superiority of ESG-oriented portfolios in Taiwan stock market: Quantile-on-quantile with GARCH approach," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102485.
• Wanidwaranan, Phasin & Wongkantarakorn, Jutamas & Padungsaksawasdi, Chaiyuth, 2025, "Geopolitical risk, herd behavior, and cryptocurrency market," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102487.
• Muckenhaupt, Jan & Hoesli, Martin & Zhu, Bing, 2025, "Real estate as an inflation hedge: new evidence from an international analysis," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102488.
• Monteux, Manou & Arcuri, Maria Cristina & Gandolfi, Gino & Caselli, Stefano, 2025, "Can extreme weather forecasts lead to a risk premium? Evidence of a non-linear response in U.S. natural gas futures," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102494.
• Luo, Ronghua & Huang, Zeyu & Liu, Yangyi, 2025, "Enhanced index tracking: A relative downside risk approach," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102501.
• Wu, Baoxiu & Wang, Qing, 2025, "Cross-asset contagion and risk transmission in global financial networks," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102511.
• Carlei, Vittorio & Furia, Donatella & Ceccarelli, Alessandro & Cascioli, Piera, 2025, "Outperforming ESG stocks portfolio: A machine learning ranking model with catboots regressor," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102517.
• Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Saleh Al-Faryan, Mamdouh Abdulaziz, 2025, "Can we put green bonds in a single basket?," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102518.
• Wang, Hailong & Hu, Duni, 2025, "Heterogeneous beliefs with information processing constraints and asset pricing in presence of non-tradable goods," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102520.
• Hadji-Lazaro, Paul, 2025, "Environmental responsibility and exposure of finance: Combining environmentally-extended input-output and balance sheet approaches," Ecological Economics, Elsevier, volume 228, issue C, DOI: 10.1016/j.ecolecon.2024.108466.
• de Prince, Diogo & Marçal, Emerson Fernandes & Valls Pereira, Pedro L., 2025, "Exploring co-explosive dynamics: Bitcoin price, attractiveness, and sentiment variables," Economics Letters, Elsevier, volume 246, issue C, DOI: 10.1016/j.econlet.2024.112072.
• Boungou, Whelsy & Urom, Christian, 2025, "Geopolitical tensions and banks’ stock market performance," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112093.
• Xie, Xiaodu, 2025, "Indirect and direct forecasting of volatility-timing portfolios," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112142.
• Shi, Yu & Song, Dandan & Luo, Pengfei, 2025, "Corporation social responsibility and dynamic agency under jump risk," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112148.
• Bellocchi, Alessandro & Travaglini, Giuseppe, 2025, "Financial literacy and financial education: The role of irreversible costs," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112173.
• Eliwa, Yasser & Elmaghrabi, Mohamed E., 2025, "Investment horizons and ESG decoupling: Distinct roles of long-term and short-term institutional investors," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112207.
• Gao, Huasheng & Lü, Yiqing & Zhao, Bin & Zhu, Ning, 2025, "Housing market investability and stock market participation," Economics Letters, Elsevier, volume 248, issue C, DOI: 10.1016/j.econlet.2025.112219.
• Hwang, Hyoseok David & Nam, Hocheol, 2025, "Political corruption and local mutual fund performance," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112258.
• Baulkaran, Vishaal & Jain, Pawan, 2025, "U.S Congress members’ trading activities: A case of NANC and KRUZ," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112263.
• Oefele, Nico, 2025, "One year of bitcoin spot ETPs: A brief market and fund flow analysis," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112304.
• Myeong, Jaeho & Kim, Donghoon, 2025, "Market reactions to Crypto-Specific announcements: Analyzing behaviors in coins and tokens," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112305.
• Yin, Xiaoqing & Wang, Haijun, 2025, "Dynamic portfolio choice with information-processing constraints and finite investment horizon," Economics Letters, Elsevier, volume 251, issue C, DOI: 10.1016/j.econlet.2025.112318.
• Pyun, Chaehyun, 2025, "Trading on government contracts: The investment potential of public procurement awards," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112335.
• Nochebuena-Evans, Leiza & Evans, Robert D. & Tarkom, Augustine, 2025, "The role of social capital on corporate social anti-activism and firm stock price: Evidence from DEI program elimination," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112376.
• Tang, Ning & Huang, Yin-Siang, 2025, "Geopolitical risk exposure and credit terms: Evidence from Global supply chains," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112478.
• Lalwani, Vaibhav, 2025, "Finfluencer recommendations," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112511.
• Kang, Sehwon & Oh, Hyelim, 2025, "Decoding the premium: The effect of name fluency on NFT artwork valuation," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112540.
• Cirulli, Antonello & Walker, Patrick S., 2025, "Outperforming equal weighting," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112552.
• Marohn, Marcel & Auer, Benjamin R., 2025, "Minimum variance investing under sustainability constraints," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112561.
• Li, Lun & Peng, Yanbo & Shao, Guanlin & Dai, Huiyang, 2025, "Betting on success: Unveiling the role of innovation and financing capability on funding decisions by human versus AI evaluators," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112605.
• Billio, Monica & Fitzpatrick, Aoife Claire & Latino, Carmelo & Pelizzon, Loriana, 2025, "Dissecting the ESG ratings: Does one size fit all?," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112606.
• He, Nan & Wang, Tan, 2025, "Is 1/N investment portfolio optimal under ambiguity?," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112624.
• Sun, Sidong & Hou, Wenxuan & Tan, Shenshen, 2025, "Medical expenditure risk and household portfolios: Evidence from an insurance reform in China," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112657.
• Bian, Yuxiang & Tang, Can & Xiong, Xiong & Yang, Jinqiang & Zhang, Yuzhao, 2025, "Rare disasters and their impact on hedge fund valuation and leverage choice," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112693.
• Aït-Sahalia, Yacine & Matthys, Felix & Osambela, Emilio & Sircar, Ronnie, 2025, "When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2023.105654.
• Luger, Richard, 2025, "Regularizing stock return covariance matrices via multiple testing of correlations," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105753.
• Bandi, Federico M. & Su, Yinan, 2025, "Conditional spectral methods," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105863.
• Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2025, "Identification-robust and simultaneous inference in multifactor asset pricing models," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105915.
• Kalnina, Ilze & Tewou, Kokouvi, 2025, "Cross-sectional dependence in idiosyncratic volatility," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106003.
• Li, Jia & Liao, Zhipeng & Zhou, Wenyu, 2025, "A general test for functional inequalities," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106063.
• Wu, Ruike & Yang, Yanrong & Shang, Han Lin & Zhu, Huanjun, 2025, "Making distributionally robust portfolios feasible in high dimension," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106118.
• Boddin, Dominik & te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2025, "Portfolio flows and household portfolios," European Economic Review, Elsevier, volume 172, issue C, DOI: 10.1016/j.euroecorev.2024.104904.
• Camarero, Mariam & Muñoz, Alejandro & Tamarit, Cecilio, 2025, "Unveiling the drivers of portfolio equity and bond investment in the European Union: The interplay of tax havens and gravity factors," European Economic Review, Elsevier, volume 179, issue C, DOI: 10.1016/j.euroecorev.2025.105130.
• Ouzan, Samuel & Six, Pierre, 2025, "The demand for hedging of oil producers: A tale of risk and regret," European Journal of Operational Research, Elsevier, volume 321, issue 1, pages 330-343, DOI: 10.1016/j.ejor.2024.09.036.
• Fießinger, Felix & Stadje, Mitja, 2025, "Time-consistent asset allocation for risk measures in a Lévy market," European Journal of Operational Research, Elsevier, volume 321, issue 2, pages 676-695, DOI: 10.1016/j.ejor.2024.09.049.
• Ketelaars, Martijn W. & Kort, Peter M., 2025, "On subsidization of investments in R&D and production capacity," European Journal of Operational Research, Elsevier, volume 321, issue 3, pages 1036-1054, DOI: 10.1016/j.ejor.2024.10.021.
• Bernardino, Wilton & Falcão, Rodrigo & Jr., João & Ospina, Raydonal & de Souza, Filipe Costa & Correia, José Jonas Alves, 2025, "A study of asset and liability management applied to Brazilian pension funds," European Journal of Operational Research, Elsevier, volume 322, issue 3, pages 1059-1076, DOI: 10.1016/j.ejor.2024.11.016.
• Bertelli, Beatrice & Torricelli, Costanza, 2025, "Sustainable optimal stock portfolios: What relationship between sustainability and performance?," European Journal of Operational Research, Elsevier, volume 323, issue 1, pages 323-340, DOI: 10.1016/j.ejor.2025.01.021.
• Conlon, Thomas & Cotter, John & Kynigakis, Iason, 2025, "Asset allocation with factor-based covariance matrices," European Journal of Operational Research, Elsevier, volume 325, issue 1, pages 189-203, DOI: 10.1016/j.ejor.2025.03.015.
• Abubakar, Jamila & Aysan, Ahmet F. & Disli, Mustafa, 2025, "(Un)risky commitments," Emerging Markets Review, Elsevier, volume 64, issue C, DOI: 10.1016/j.ememar.2024.101230.
• Abad, David & Massot, Magdalena & Nawn, Samarpan & Pascual, Roberto & Yagüe, José, 2025, "Message traffic and short-term illiquidity in high-speed markets," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2024.101251.
• Ocampo, José Antonio & Villamizar-Villegas, Mauricio & Orbegozo-Rodríguez, Germán & Fajardo-Baquero, Nicolás & Botero-Ramírez, Oscar & Orozco-Vanegas, Camilo, 2025, "The role of investor participation on sovereign debt markets: Evidence from an emerging economy," Emerging Markets Review, Elsevier, volume 66, issue C, DOI: 10.1016/j.ememar.2025.101284.
• Zhao, Chunkai & Wang, Runtao & Chen, Boou & Li, Jingrong, 2025, "Hidden costs of separation: Exploring the effect of left-behind experiences on financial market participation in China," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101328.
• Rai, Karan & Garg, Bhavesh, 2025, "Demographic transition and financial assets," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101340.
• Schwarz, Patrick, 2025, "On the performance of volatility-managed equity factors — International and further evidence," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101560.
• Scherer, Bernd & Lehner, Sebastian, 2025, "What drives robo-advice?," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101574.
• Xu, Xia, 2025, "Market neutrality and beta crashes," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101577.
• Cao, Jie & Hsu, Jason C. & Song, Linjia & Xiao, Zhanbing & Zhan, Xintong, 2025, "Smart beta, “smarter” flows," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101580.
• Duan, Rui & Larkin, Yelena, 2025, "Short-term institutional investors and the diffusion of supply chain information," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101581.
• Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan, 2025, "Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101595.
• Døskeland, Trond & Sjuve, André Wattø & Ørpetveit, Andreas, 2025, "Do fees matter? Investor’s sensitivity to active management fees," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101596.
• Chen, Chen & Cohen, Andrew & Liang, Qiqi & Sun, Licheng, 2025, "Maxing out short-term reversals in weekly stock returns," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101608.
• Ho, Thang & Kagkadis, Anastasios & Wang, George, 2025, "Bear factor and hedge fund performance," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101611.
• Du, Yilin & He, Wenfeng & Mei, Xiaoling, 2025, "Portfolio optimization with estimation errors—A robust linear regression approach," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101619.
• Li, Yunhe & Liu, Yu & Miletkov, Mihail & Yang, Tina, 2025, "Creating value through corporate social responsibility: The role of foreign institutional investors in Chinese listed firms," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101621.