Research classified by Journal of Economic Literature (JEL) codes

2025

• Shi, Fangquan & Shu, Lianjie & Gu, Xinhua, 2025, "A robust latent factor model for high-dimensional portfolio selection," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101623.
• Huang, Jing-Zhi & Li, Peipei & Wang, Ying & Wang, Yuan & Yao, Xiangkun & Zhang, Licheng, 2025, "Do investors reach for yield? Evidence from corporate bond mutual fund flows," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101625.
• Yuan, Ying & Qu, Yong & Wang, Tianyang, 2025, "Predicting risk premiums: A constraint-based model," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101647.
• Faria, Gonçalo & Verona, Fabio, 2025, "Unlocking predictive potential: The frequency-domain approach to equity premium forecasting," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101648.
• Chen, Shan & Li, Tao, 2025, "A unified duration-based explanation of the value, profitability, and investment anomalies," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101645.
• Gu, Ariel & Yoo, Hong Il, 2025, "Mutual fund performance and flow-performance relationship under ambiguity," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101655.
• Dong, Mengmeng, 2025, "Economic aggregation of return signals in global markets," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101663.
• Nguyen, Minh Nhat & Liu, Ruipeng & Li, Youwei, 2025, "Performance of energy ETFs and climate risks," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108031.
• Iqbal, Najaf & Umar, Zaghum & Shaoyong, Zhang & Sokolova, Tatiana, 2025, "Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108077.
• Zhong, Qian & Zhang, Qun & Yang, Jingjing, 2025, "Can artificial intelligence empower energy enterprises to cope with climate policy uncertainty?," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108088.
• Adeabah, David & Pham, Thu Phuong, 2025, "Asymmetric tail risk spillover and co-movement between climate risk and the international energy market," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108122.
• Christnacht, Lukas & Mertzanis, Charilaos, 2025, "Foreign direct investment, technology transfer and the global issuance of green bonds," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108246.
• Qian, Shuitu & You, Hang & Wan, Die, 2025, "From pro-environmental behavior to ESG fund investing: Evidence from account-level data in China," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108271.
• Tripathi, Abhinava & Jha, Ravi Raushan & Vadhava, Charu, 2025, "A critique of the inappropriate interpretation of the quantile connectedness approach by Ando et al. (2022)," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108291.
• Dutta, Sunil & Hwang, Jinsung & Patatoukas, Panos N., 2025, "Fundamentals of carbon emissions scaling: Implications for sector peer comparisons and carbon efficient indexing," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108300.
• Li, Bingxin & Li, Shenru, 2025, "Tail risk premium in the crude oil market," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108282.
• Hanif, Waqas & El Khoury, Rim & Arfaoui, Nadia & Hammoudeh, Shawkat, 2025, "Are interconnectedness and spillover alike across green sectors during the COVID-19 and the Russia–Ukraine conflict?," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108293.
• Cao, Jin-Hui & Xie, Chi & Zhou, Yang & Wang, Gang-Jin & Zhu, You, 2025, "Forecasting carbon price: A novel multi-factor spatial-temporal GNN framework integrating Graph WaveNet and self-attention mechanism," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108318.
• Hodula, Martin, 2025, "Retail crypto investors when facing financial constraints: Evidence from energy shocks and the use and downloads of crypto trading apps," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108338.
• Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk, 2025, "Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108342.
• Liao, Ling & Diaz-Rainey, Ivan & Kuruppuarachchi, Duminda, 2025, "The interplay of carbon offset, renewable energy certificate and electricity markets in Australia," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108343.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Karim, Sitara & Sadorsky, Perry, 2025, "A partial correlation-based connectedness approach: Extreme dependence among commodities and portfolio implications," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108421.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri, 2025, "Government intervention and green innovation in renewable energy," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108185.
• Jiang, Zhuhua & Dong, Xiyong & Yoon, Seong-Min, 2025, "Impact of oil prices on key energy mineral prices: Fresh evidence from quantile and wavelet approaches," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108461.
• Huang, Binghua & Li, Rui, 2025, "ESG ratings and ESG mutual fund management compensation," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108511.
• Chen, An & Gerick, Leonard & Jin, Zhuo, 2025, "Optimizing portfolios under carbon risk constraints: Setting effective constraints to favor green investments," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108634.
• Abigaba, Micah Lucy & Bengtsson, Jens & Ketelaars, Martijn W. & Kort, Peter M., 2025, "Uncertain time to completion in a sequential investment problem: A theoretical analysis and an empirical application," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108693.
• Baltodano López, Ovielt & Billio, Monica & Casarin, Roberto & Costola, Michele, 2025, "Compounding geopolitical and energy risks: A clustered stochastic multi-COVOL model," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108700.
• Smimou, K. & Abrokwah, M. & Drougas, A., 2025, "Corporate investment decisions and related commodities: International evidence from energy and mining industries," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108766.
• French, Joseph J. & Gurdgiev, Constantin & Lucey, Brian M. & Shin, Seungho, 2025, "Sailing the stormy seas: Energy hedge funds strategy innovation, and market uncertainties," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108799.
• Chang, Dongfeng & Li, Jin & Miao, Chenglin, 2025, "Economic policy uncertainty and financial innovations: A perspective from spillovers in energy exchange-traded funds," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108842.
• Zou, Jin & Gao, Li & Yan, Jingzhou & Liu, Yuan, 2025, "ESG report tone and bond spreads," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108955.
• Palmer, Owen & Radet, Hugo & Camal, Simon & Kazempour, Jalal & Girard, Robin, 2025, "Hedging hydrogen: Planning and contracting under uncertainty for a green hydrogen producer," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108981.
• Xu, Shuanglei & Zhao, Xiaomeng & Taghizadeh-Hesary, Farhad, 2025, "Towards the environmental sustainability path: the role of fintech, renewable energy consumption, and climate policy uncertainty," Energy Policy, Elsevier, volume 207, issue C, DOI: 10.1016/j.enpol.2025.114841.
• Hua, Xia & Dong, Dairui & Xu, Zhiwei & Huang, Wentao, 2025, "Official media sentiments toward energy and equity returns: Evidence from China," Energy, Elsevier, volume 340, issue C, DOI: 10.1016/j.energy.2025.139126.
• Wang, Chuyu & Zhang, Guanglong, 2025, "In the shadows of opacity: Firm information quality and latent factor model performance," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103970.
• Yan, Lili & Kellard, Neil M. & Lambercy, Lyudmyla, 2025, "Multivariate range-based EGARCH models," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103983.
• König, Johannes & Longmuir, Maximilian, 2025, "Wage risk and portfolio choice: The role of correlated returns," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103985.
• Orlando, Giuseppe, 2025, "Exchange traded products: Taxonomy, risk and mitigations," International Review of Financial Analysis, Elsevier, volume 101, issue C, DOI: 10.1016/j.irfa.2025.103969.
• Liu, Qingfu & Tang, Ke & Wang, Zi & Zheng, Dechang, 2025, "Does information transmission alleviate the salience bias of fund managers?," International Review of Financial Analysis, Elsevier, volume 101, issue C, DOI: 10.1016/j.irfa.2025.103984.
• Zheng, Kaixin, 2025, "Do FinTech platforms amplify the wealth effect?," International Review of Financial Analysis, Elsevier, volume 101, issue C, DOI: 10.1016/j.irfa.2025.104007.
• Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025, "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104128.
• Parnes, Dror & Parnes, Sapir S., 2025, "Hedging geopolitical risks with diverse commodities," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104129.
• Vidal, Marta & Vidal-García, Javier & Bekiros, Stelios & Trinidad-Segovia, Juan E., 2025, "Global mutual fund flows," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104156.
• Miguel, António F. & Chen, Yihao, 2025, "How active is your (nominally) actively managed quantitative fund?," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104173.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Tosun, Aynur Dilan, 2025, "Regret in global equity markets," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104198.
• Zapata Quimbayo, Carlos Andres & Carmona Espejo, Diego Felipe & Gamboa Hidalgo, Jhonatan, 2025, "Robust Bayesian portfolio optimization," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104215.
• Ortiz, Roberto & Contreras, Mauricio & Mellado, Cristhian, 2025, "Optimal shrinkage of means in the Markowitz model," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104136.
• Balietti, Stefano & Celebi, Can & Tercero-Lucas, David, 2025, "From crypto to NFTs: Identifying the new wave of digital investors," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104172.
• Dimitriou, Dimitrios & Tsioutsios, Alexandros & Corbet, Shaen, 2025, "Analysing art as a safe-haven asset in times of crisis," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104194.
• Xu, Li & Zhao, Ningru & Zheng, Jin Di, 2025, "Religion, places of worship, and individual risk-taking in China," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104250.
• liu, Wenling & Dong, Zhi-Long & Xu, Fengmin & Jing, Kui, 2025, "ESG-integration investment strategy for TDFs with a multi-objective dynamic programming," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104262.
• Zhou, Mingtao & Ma, Yong, 2025, "Physical vs. Transition climate risks: Asymmetric effects on stock return predictability," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104266.
• Li, Bing & Liu, Yaping, 2025, "Household aging, commercial insurance participation, and risky asset allocation," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104291.
• Zhan, Yaosong & Ling, Shiqing & Liu, Zhenya & Wang, Shixuan, 2025, "Modeling bimodal stock price dynamics by a parsimonious diffusion process," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104367.
• Ardia, David & Aymard, Clément & Cenesizoglu, Tolga, 2025, "Examining high-frequency patterns in Robinhood users’ trading behavior," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104369.
• Chen, Qingchong & Xiong, Xiong & Gao, Ya & Zhang, Yumeng, 2025, "Birthplace bias, familiarity and portfolio choice," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104377.
• Allodi, Evita & Soana, Maria Gaia, 2025, "Circular economy and firm-specific risks: A risk management perspective," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104454.
• Fedenia, Mark & Skiba, Hilla & Sokolyk, Tatyana, 2025, "Concentration in mutual fund equity holdings during global economic crises," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104413.
• Li, Luyang & Yin, Ximing & Yu, Deshui, 2025, "On the time-varying relation between monetary policy uncertainty and bond risk premia," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104465.
• Name, Author & Liu, Hongjiao, 2025, "The impact of job quality on household risky financial asset allocation," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104542.
• Yin, Wei & Wu, Fan & Zhou, Peng & Kirkulak-Uludag, Berna, 2025, "Exploring resilience in the cryptocurrency market: Risk transmission and network robustness," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104546.
• Feng, Yongqi & Zhang, Haolin & Zhang, Lei, 2025, "How monetary policies and fintech shape the peer effect of corporate financialization: Evidence from China's listed companies," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104513.
• Otchere, Isaac & Phan, Hanh Hong Thi, 2025, "Value effects of sovereign wealth funds' exclusionary policies: The case of the Norwegian government pension fund-global (NGPF-G)," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104573.
• Mertzanis, Charilaos, 2025, "Artificial intelligence and investment management: Structure, strategy, and governance," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104599.
• Meister, Lorenz & Menkhoff, Lukas & Schröder, Carsten, 2025, "Stock market participation, work from home, and inequality," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104604.
• Oehler, Andreas & Neuss, Charlotte, 2025, "ESG disclosure vs. ESG ratings: Consistent information value?," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104623.
• Nechvátalová, Lenka, 2025, "Autoencoder asset pricing models and economic restrictions — international evidence," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104642.
• Wang, Jiqian & Chen, Chuang & Dai, Xingyu, 2025, "News topic attention and crude oil price predictability," International Review of Financial Analysis, Elsevier, volume 108, issue PA, DOI: 10.1016/j.irfa.2025.104696.
• Feng, Yang & Jang, Jiwook & Li, Shuanming & Liu, Guo, 2025, "Robust risk sharing and reinsurance contract design for contagious catastrophe and secondary claims under principal–agent framework," International Review of Financial Analysis, Elsevier, volume 108, issue PB, DOI: 10.1016/j.irfa.2025.104646.
• Hearn, Bruce & Tauringana, Venancio & Ntim, Collins & Malagila, John K. & Mishra, Tapas, 2025, "Asset pricing in African frontier equity markets," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103752.
• Rudkin, Wanling & Cai, Charlie X. & Zhou, You, 2025, "Can we enhance investment with ESG?," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103776.
• Jang, Jaehee & Jun, Sang-gyung, 2025, "YouTube view count, investor attention and stock returns," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103782.
• Sulas, Alessandro & Maringer, Dietmar & Paterlini, Sandra, 2025, "Systemic risk from overlapping portfolios: A multi-objective optimization framework," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103794.
• Mercik, Aleksander & Będowska-Sójka, Barbara & Karim, Sitara & Zaremba, Adam, 2025, "Cross-sectional interactions in cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103809.
• Xu, Danyang & Hu, Yang & Oxley, Les & Lin, Boqiang & He, Yongda, 2025, "Exploring the connectedness between major volatility indexes and worldwide sustainable investments," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103862.
• Díaz, Juan D. & Hansen, Erwin, 2025, "Price effects of asset forced sales during massive pension funds withdrawals," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103869.
• Iwaki, Hideki & Yoshikawa, Daisuke, 2025, "Does ambiguity drive the disposition effect?," International Review of Financial Analysis, Elsevier, volume 98, issue C, DOI: 10.1016/j.irfa.2024.103887.
• Ha, JinGi, 2025, "Institutional trading and satellite data," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106341.
• Chen, Juan & Xiao, Zuoping, 2025, "Is the business cycle getting hit by climate policy uncertainty in China?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106344.
• Yao, Zengfu & Chen, Yonghuai & Deng, Shicheng & Zhang, Yifeng & Wei, Yu, 2025, "Carbon emission allowance, global climate risk, and agricultural futures: An extreme spillover analysis in China," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106391.
• Jin, Yangsoo, 2025, "Distinctive impacts of ESG pillars on corporate financial performance: A random forest analysis of Korean listed firms," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106395.
• Tapia-Griñen, Pablo & Pastén-Henríquez, Boris & Sepúlveda-Velásquez, Jorge, 2025, "Earthquakes in Chile and Peru: How are they reflected in the copper financial market?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106429.
• He, Yiran & He, Xinao & Yan, Siyu & Huang, Jian, 2025, "Social security, health capital and household investment behavior," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106478.
• Han, SeungOh, 2025, "Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106425.
• Mao, Songsheng & Yang, Gongyan, 2025, "Do diversified M&As improve R&D activity? Evidence from Chinese listed companies," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106465.
• Nguyen, Anh T.H. & Le, Thanh T., 2025, "In bank runs and market stress, it matters how networks impact: Exploring the financial connectedness in Vietnam," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106489.
• Farrell, Hugh & O'Connor, Fergal, 2025, "The CNN Fear and Greed Index as a predictor of US equity index returns: Static and time-varying Granger causality," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106492.
• Proelss, Juliane & Schweizer, Denis & Buchwalter, Bastien, 2025, "Do risk preferences drive momentum in cryptocurrencies?," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106531.
• Vidal, Marta & Vidal-García, Javier & Bekiros, Stelios & Segovia, Juan Evangelista Trinidad, 2025, "A comparison of international mutual funds efficiency," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106608.
• Zhang, Chang & Yao, Bo & Zhang, Chenjing, 2025, "Basic public service equalization and household risk investment behavior," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106635.
• Aneesha, M A & Lukose, P J Jijo, 2025, "From frenzy to flip: Unpacking foreign investor behavior in the wake of regulatory change," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106645.
• Chibane, Messaoud & Janson, Nathalie, 2025, "Is Bitcoin the best safe haven against geopolitical risk ?," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2024.106543.
• Wood, Katherine & Pyun, Chaehyun & Pham, Hieu, 2025, "Beyond Green Labels: Assessing Mutual Funds’ ESG Commitments through Large Language Models," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2024.106713.
• Mounir, Amine, 2025, "Curvature and the mean-variance-ESG frontier: A new measure of risk-return-ESG trade-offs," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106765.
• Yan, Yu & Tong, Yan & Wang, Yiming, 2025, "Is faster information transmission always better?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106751.
• Li, Yue & Zhao, Xiaoxia & Yang, Xinfang, 2025, "ESG performance and corporate environmental investment: Incentive or inhibition?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106814.
• Kruthof, Garvin & Müller, Sebastian, 2025, "Can deep reinforcement learning beat 1N," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106866.
• Du, Qianqian & Kong, Dongmin & Li, Yanglin & Ye, Kuicheng, 2025, "Customer ratings and firm value: Evidence from big data analysis of online consumption in China," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106867.
• Wan, Runqing & Xing, Bingxin Ann, 2025, "Can switching between predictive models and the historical average improve bond return predictability?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106874.
• Wang, Wenhao & Cai, Feifei & Hong, Ziyi & Liu, Ruiqi & Zhang, Qingyi, 2025, "A profitable currency portfolio strategy: Learning from connectedness," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106952.
• Zhu, Sha & Fu, Hai & Wei, Yu & Shang, Yue & Chen, Xiaodan, 2025, "Are brown stocks valuable to green stocks? Evidence from China," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106983.
• Bajra, Ujkan Q. & Aliu, Florin & Prenaj, Vlora, 2025, "Connectivity of green financial assets under geopolitical risks and market-implied volatility," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.107037.
• Wu, Yanran & Meng, Lili, 2025, "The “Betting” behavior of mutual fund families," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.106981.
• Luo, Ji & Zhang, Shuguang & Zhang, Cheng, 2025, "Drivers of investment intentions across diverse cryptocurrency categories," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107024.
• Isogai, Akifumi & Nozaki, Masatoshi & Yamamoto, Rei, 2025, "ESG business diversification and investment performance," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107132.
• Schwandtner, Nohl J. & Smith, David M., 2025, "The performance of active equity funds that incorporate venture capital," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107155.
• Fang, Fei & Parida, Sitikantha, 2025, "The cost of misclassification in mutual funds," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107074.
• Wang, Zhan & Chow, K. Victor & Gu, Jiahao, 2025, "Implied equity premium and market beta," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107095.
• Perlin, Marcelo S. & Foguesatto, Cristian R. & Müller, Fernanda M. & Righi, Marcelo B., 2025, "Can AI beat a naive portfolio? An experiment with anonymized data," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107126.
• Alshammari, Saad & Mbarek, Marouene & Mrad, Fatma & Msolli, Badreddine, 2025, "Downside risk transmission between green cryptocurrencies and carbon efficient equities: Evidence from a frequency connectedness approach," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107149.
• Taussig, Roi D., 2025, "Cash duration, risk, and implications for stock returns," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.106787.
• Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Sepúlveda-Velásquez, Jorge, 2025, "Gold and cryptocurrencies as safe-havens: Lessons from wartime," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107230.
• Sharma, Shivani & Sharma, Udayan, 2025, "What does green bond prospectus communicate about credit spread?," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107267.
• Ahmed, Neveen & Tanos, Barbara Abou & Farooq, Omar & Bouaddi, Mohammed, 2025, "Economic policy uncertainty and active management: Evidence from SRI funds," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107339.
• Bai, Ruxue & Li, Ying & Liu, Zhengwen & Yin, Libo, 2025, "Globalization, product specialization, and firm value," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107201.
• Dedousi, Ourania & Fassas, Athanasios P. & Philippas, Dionisis, 2025, "Investor behavior in the NFTs market: A bibliometric and systematic literature review," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107398.
• Boungou, Whelsy & Dufau, Bastien, 2025, "Shareholder wealth effects of corporate sustainability reporting regulations," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107404.
• Koo, Kang Mo & Song, Jeongseop, 2025, "Terrorism and acquisition decision: Evidence from real estate investment trusts," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107406.
• Hodula, Martin, 2025, "Does U.S. monetary policy sway global crypto investment demand?," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107408.
• Yuan, Jin & Jin, Liwei & Lan, Feng, 2025, "A BL-MF fusion model for portfolio optimization: Incorporating the Black–Litterman solution into multi-factor model," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107464.
• Shin, Jungcheol & Kim, Daehwan, 2025, "Active style drift and mutual fund performance," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107498.
• Luo, Ji & Cao, Qingning & Zhang, Shuguang & Gu, Dongxiao, 2025, "Generative AI usage among investor types: The role of personality and perceptions," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107604.
• Gacem, Syrine & Hervé, Fabrice & Marsat, Sylvain, 2025, "When green turns red: Is the perception of greenwashing a barrier to individual green investment?," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107605.
• Yan, Jingzhou & Shen, Jiahao & Zou, Jin & Zou, Yanchi, 2025, "ESG ratings and attention: The impact on stock market performance," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107541.
• Reichenbach, Felix, 2025, "Skin in the game: The returns of digital assets from computer games," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107670.
• Yan, Guan & Li, Fanglin & Liu, Zhidong & Zhou, Lu Jolly, 2025, "Climate risk concern and green premium in the stock market: Evidence from China," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107741.
• Doreleijers, Djep & Hambel, Christoph, 2025, "Dynamic portfolio choice with regret aversion and rejoicing," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107762.
• Nakagawa, Kei & Sakemoto, Ryuta, 2025, "New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107800.
• Baur, Dirk G. & Dimpfl, Thomas & Pena, Javier, 2025, "A Safe Haven Index," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107922.
• Ferriani, Fabrizio & Marchetti, Sabina, 2025, "The micro-determinants of portfolio allocation shifts in mutual funds: Evidence from machine learning models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107935.
• Wang, Jianye & Chen, Xuebin & Wu, Yan, 2025, "Shrinkage estimation of higher-order comoment matrices: Is complexity always better than simplicity?," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107978.
• Lu, Zhichao & Xu, Yuhong & Zhang, Yue & Zhao, Xinyao, 2025, "Is it difficult to predict the price movements of high-volatility assets," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107980.
• Kaplanski, Guy, 2025, "The box office as a leading indicator of investor sentiment," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107990.
• Wang, Peiwen & Huang, Guanglin & Lu, Wanbo, 2025, "Factor-based higher-order moment portfolio optimization," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108021.
• Müller, Lukas & Joubrel, Mathieu, 2025, "A novel approach to sustainable mean-variance portfolio optimization: Accounting for ESG-related uncertainty," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108056.
• Zhang, Liqin & Sun, Xiao & Guo, Wei & Sun, Ruiqi, 2025, "Green innovation and maturity mismatch: Evidence from China," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108124.
• Kaczmarek, Tomasz & Demir, Ender & Rouatbi, Wael & Zaremba, Adam, 2025, "Tariffs announcement as a global stress test: Early stock market reactions to U.S. protectionism," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108080.
• Furió, Dolores & Torró, Hipòlit, 2025, "Selective futures hedging in the Nordic electricity market," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108150.
• Nobanee, Haitham & Hasan, Md. Bokhtiar & Hossain, Md Tanim, 2025, "How impactful is the financial performance of impact investing? Compared to the conventional benchmark," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108168.
• Lee, Yu Kyung & Lee, Eun Jung & Kim, Ryumi, 2025, "Factor-loading uncertainty and expected return: Value vs. growth stocks," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108171.
• Kim, Hohyun, 2025, "Social media engagement and retail investors’ short-termism," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108249.
• Malik, Ali K. & Colak, Gonul, 2025, "Twitter-based economic uncertainty and corporate bond credit spreads," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108267.
• Ohmura, Hanako, 2025, "Investing with a political lens: Partisanship and stock market predictions in Japan," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108244.
• Bahcivan, Hulusi, 2025, "Day and night expected returns under overnight information shocks: New tug-of-war pattern," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108591.
• Shin, Yong Hyun & Lee, Ho-Seok, 2025, "Work hour flexibility and job mobility," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108573.
• Ma, Yue & Yan, Jingzhou, 2025, "A portfolio game under asymmetric information," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108666.
• Iwanaga, Yasuhiro, 2025, "Auction timing anomaly in the Japanese bond futures market," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108675.
• Kaczmarek, Tomasz & Zaremba, Adam, 2025, "Beyond the last surprise: Reviving PEAD with machine learning and historical earnings," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108751.
• Li, Huijing & Fu, Chengbo & Hashemishahraki, Soleiman & Wang, Xiaohong (Sara), 2025, "Comparative analysis of precious metals as hedges for clean energy stocks," Finance Research Letters, Elsevier, volume 86, issue PF, DOI: 10.1016/j.frl.2025.108758.
• Lee, Sunhyung & Wang, Yunsen, 2025, "Foreign direct investment and the rise of multinational market power," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108788.
• Chon, Sora & Kim, Jaehoon & Kim, Jaeho, 2025, "Multifaceted variability in LLM-driven stock recommendations," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108923.
• Vidal-Tomás, David & Aste, Tomaso, 2025, "Integration or separation? Examining the dynamic relationship between crypto and traditional finance," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108927.
• de Jong, Pieter, 2025, "ESG disclosure inconsistency and tail risk," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108928.
• Lin, Juan & Ling, Yufan, 2025, "A unified factor model for emerging market currency comovements," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108960.
• Garriott, Corey & van Kervel, Vincent & Zoican, Marius, 2025, "Queuing and inventories in limit order markets," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100982.
• Qin, Lu & Autore, Don M. & Jiang, Danling & Zhu, Hongquan, 2025, "Faster than flying: High-speed rail, investors, and firms," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100984.
• Fan, Yinghua & Feng, Guanhao & Qiao, Xiao & Baronyan, Sayad, 2025, "Institutional granular impact is benign on asset sales and price efficiency," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100987.
• Jiang, Danling & Liu, Baixiao & Xiao, Steven Chong, 2025, "Social norms and stock lending," Journal of Financial Markets, Elsevier, volume 76, issue C, DOI: 10.1016/j.finmar.2025.100991.
• Hogen, Yoshihiko & Kasai, Yoshiyasu & Shinozaki, Yuji, 2025, "Rise of NBFIs and the global structural change in the transmission of market shocks," Journal of Financial Stability, Elsevier, volume 79, issue C, DOI: 10.1016/j.jfs.2025.101419.
• Grigis, Federico & Ortobelli Lozza, Sergio & Vitali, Sebastiano, 2025, "Computing agents' reputation within a network," Games and Economic Behavior, Elsevier, volume 150, issue C, pages 312-333, DOI: 10.1016/j.geb.2025.01.002.
• Neugebauer, Tibor & Sadrieh, Abdolkarim & Selten, Reinhard, 2025, "Taming selten's horse with impulse response," Games and Economic Behavior, Elsevier, volume 150, issue C, pages 71-92, DOI: 10.1016/j.geb.2024.11.014.
• Nguyen, Harvey & Pham, Anh Viet & Pham, Man Duy (Marty) & Pham, Mia Hang, 2025, "Climate change and corporate credit worthiness: International evidence," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2024.101073.
• Shi, Huai-Long & Chen, Huayi, 2025, "Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2025.101079.
• Byrka-Kita, Katarzyna & Czerwiński, Mateusz & Ferris, Stephen P. & Preś-Perepeczo, Agnieszka & Wiśniewski, Tomasz, 2025, "CEO casting call: Investor attention to corporate leadership appointments," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2025.101083.
• DeCoste, Joseph, 2025, "Comovement and S&P 500 membership," Global Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.gfj.2025.101110.
• Lalwani, Vaibhav, 2025, "Mean-variance optimization and the cross-section of stock returns," Global Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.gfj.2025.101130.
• AlKhazali, Osamah & Kirimhan, Destan & Rabbani, Mustafa Raza & Billah, Syed Mabruk & Shaik, Muneer, 2025, "Cryptocurrencies and alternative bonds: Novel evidence on co-movement and risk sharing," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101149.
• Papathanasiou, Spyros & Syriopoulos, Theodore & Kenourgios, Dimitris & Koutsokostas, Drosos, 2025, "Sailing through uncertainty: Shipping's role in financial shock transmission and hedging strategies," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101159.
• Yuan, Ying & Qu, Yong & Qiao, Sijia, 2025, "Equity premium prediction: A constraint-based predictor decomposition approach," Global Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.gfj.2025.101199.
• Wang, Zhen & Wu, Kai, 2025, "How do institutional investors respond to climate change exposure? International evidence," Global Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.gfj.2025.101202.
• Bush, Georgia & Cañón, Carlos, 2025, "Capital flows: The role of investment fund portfolio managers," Journal of International Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jinteco.2025.104062.
• Peng, Xingchun & Luo, Liuling, 2025, "Optimal investment strategy for DC pension with mean-weighted variance-CVaR criterion under partial information," Insurance: Mathematics and Economics, Elsevier, volume 120, issue C, pages 302-324, DOI: 10.1016/j.insmatheco.2024.12.006.
• Yang, Yang & Wang, Guojing & Yao, Jing & Xie, Hengyue, 2025, "A generalized tail mean-variance model for optimal capital allocation," Insurance: Mathematics and Economics, Elsevier, volume 122, issue C, pages 157-179, DOI: 10.1016/j.insmatheco.2025.03.003.
• Fießinger, Felix & Stadje, Mitja, 2025, "Mean-variance optimization for participating life insurance contracts," Insurance: Mathematics and Economics, Elsevier, volume 122, issue C, pages 230-248, DOI: 10.1016/j.insmatheco.2025.03.005.
• Chen, Lv & Li, Danping & Wang, Yumin & Zhu, Xiaobai, 2025, "Equilibrium intergenerational risk-sharing design for a target benefit pension plan," Insurance: Mathematics and Economics, Elsevier, volume 122, issue C, pages 275-299, DOI: 10.1016/j.insmatheco.2025.03.008.
• Huang, Daxin & Liu, Yang, 2025, "Portfolio benchmarks in defined contribution pension plan management," Insurance: Mathematics and Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.insmatheco.2025.04.002.
• Wang, Ning & Zhang, Yumo, 2025, "Robust asset-liability management games in a stochastic market with stochastic cash flows under HARA utility," Insurance: Mathematics and Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.insmatheco.2025.103125.
• Asimit, Vali & Chong, Wing Fung & Tunaru, Radu & Zhou, Feng, 2025, "Portfolio selection and risk sharing via risk budgeting," Insurance: Mathematics and Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.insmatheco.2025.103139.
• Li, Wenyuan & Wei, Pengyu, 2025, "Optimal life insurance and annuity decisions under money illusion," Insurance: Mathematics and Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.insmatheco.2025.103141.
• Chen, Zheng & Li, Zhongfei & Zeng, Yan & Shen, Yang, 2025, "Dynamic derivative-based pension investment with stochastic volatility: A behavioral perspective," Insurance: Mathematics and Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.insmatheco.2025.103158.
• Ng, Tak Wa & Nguyen, Thai, 2025, "Individual survivor fund account: The impact of bequest motives on tontine participation," Insurance: Mathematics and Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.insmatheco.2025.103161.
• Li, Shuang & Meng, Hui & Zhou, Ming, 2025, "Optimal consumption-leisure-investment and retirement choices with nonconcave aspirational utility," Insurance: Mathematics and Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.insmatheco.2025.103165.
• Jin, Youliang & Feng, Xuan & Zeng, Huixiang, 2025, "Does tax incentive improve corporate resilience?A quasi-natural experiment based on value-added tax retained rebate policy," International Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.inteco.2025.100617.
• Berle, Erika & He, Wanwei (Angela) & Ødegaard, Bernt Arne, 2025, "The stock market and corporate consequences of ethical exclusions by the world’s largest fund," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 102, issue C, DOI: 10.1016/j.intfin.2025.102174.
• Kedar-Levy, Haim & Kim, Joon-Seok & Yoo, Sean Sehyun, 2025, "Predictable liquidity properties in a Segmented, inelastic stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 103, issue C, DOI: 10.1016/j.intfin.2025.102181.
• Vidal-Tomás, David, 2025, "Centralized exchanges & proof-of-solvency: The guardians of trust," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 103, issue C, DOI: 10.1016/j.intfin.2025.102183.
• Islam, Md Jaber Al & Moreira, Fernando & Douch, Mustapha, 2025, "Does banks’ environmental engagement impact funding costs?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 103, issue C, DOI: 10.1016/j.intfin.2025.102184.
• Ben Ameur, Hachmi & Ftiti, Zied & Louhichi, Wael, 2025, "Do ESG investments improve portfolio diversification and risk management during times of uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 103, issue C, DOI: 10.1016/j.intfin.2025.102199.
• Xu, Dezhong & Li, Bin & Singh, Tarlok & Chen, Xiaoyue & Li, Jinze, 2025, "Cross-market overnight time-series momentum," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 105, issue C, DOI: 10.1016/j.intfin.2025.102239.
• Perras, Patrizia & Wagner, Niklas, 2025, "Give me a break: What does the equity premium compensate for?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2024.102103.
• Bauwens, Luc & Xu, Yongdeng, 2025, "The contribution of realized variance–covariance models to the economic value of volatility timing," International Journal of Forecasting, Elsevier, volume 41, issue 3, pages 1165-1183, DOI: 10.1016/j.ijforecast.2024.11.010.
• Degiannakis, Stavros & Kafousaki, Eleftheria, 2025, "Disaggregating VIX," International Journal of Forecasting, Elsevier, volume 41, issue 4, pages 1559-1588, DOI: 10.1016/j.ijforecast.2025.01.007.
• Hagenberg, Thomas C., 2025, "Transaction-level transparency and portfolio mimicking," Journal of Accounting and Economics, Elsevier, volume 79, issue 1, DOI: 10.1016/j.jacceco.2024.101713.
• Al-Fayoumi, Nedal & Abuzayed, Bana & Bouri, Elie, 2025, "Gold for global airline stock indices during COVID-19: Hedge or safe-haven asset?," Journal of Air Transport Management, Elsevier, volume 127, issue C, DOI: 10.1016/j.jairtraman.2025.102791.
• Kim, Somyung & Ohk, Kiyool, 2025, "Regret aversion in Japanese and U.S. stock markets: Analyzing the effects of market conditions," Japan and the World Economy, Elsevier, volume 74, issue C, DOI: 10.1016/j.japwor.2025.101311.
• Iwanaga, Yasuhiro, 2025, "Decomposing the reversal effect: Exploring low-to-price and other indicators," Japan and the World Economy, Elsevier, volume 76, issue C, DOI: 10.1016/j.japwor.2025.101334.
• Cakici, Nusret & Fieberg, Christian & Metko, Daniel & Zaremba, Adam, 2025, "Factor momentum versus price momentum: Insights from international markets," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107332.
• Argyropoulos, Christos & Panopoulou, Ekaterini & Vrontos, Spyridon, 2025, "Downside risk and hedge fund returns," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107345.
• Huang, Yichu & Bose, Udichibarna & Li, Zeguang & Liu, Frank Hong, 2025, "Trading without meeting friends: Empirical evidence from the wuhan lockdown in 2020," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107355.