Research classified by Journal of Economic Literature (JEL) codes

2025

• 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.
• Ge, Shuyi & Li, Shaoran & Zheng, Hanyu, 2025, "Diamond cuts diamond: News co-mention momentum spillover prevails in China," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107356.
• Sheng, Jiliang & Yang, Yanyan & Yang, Jun, 2025, "Optimal delegation contract with portfolio risk," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107357.
• Fieberg, Christian & Liedtke, Gerrit & Zaremba, Adam & Cakici, Nusret, 2025, "A factor model for the cross-section of country equity risk premia," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107373.
• Deschamps, Bruno & Fei, Tianlun & Jiang, Ying & Liu, Xiaoquan, 2025, "Uncertainty and cross-sectional stock returns: Evidence from China," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107374.
• Zhuang, Zhuang & Hsin-han Shen, Carl & Yao, Juan, 2025, "Conflict of interest to declare? A study of individual-controlled funds in China," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107376.
• Ulrych, Urban & Vasiljević, Nikola, 2025, "Global currency hedging with ambiguity," Journal of Banking & Finance, Elsevier, volume 172, issue C, DOI: 10.1016/j.jbankfin.2024.107366.
• Cheng, Tzu-Chang Forrest & Huang, Hsuan-Hua & Lin, Tse-Chun & Yang, Tzu-Ting & Zhu, Jian-Da, 2025, "Windfall gains and stock market participation: Evidence from shopping receipt lottery," Journal of Banking & Finance, Elsevier, volume 172, issue C, DOI: 10.1016/j.jbankfin.2024.107378.
• Beare, Brendan K. & Seo, Juwon & Zheng, Zhongxi, 2025, "Stochastic arbitrage with market index options," Journal of Banking & Finance, Elsevier, volume 173, issue C, DOI: 10.1016/j.jbankfin.2025.107395.
• Lu, Zhongjin & Pyun, Chaehyun, 2025, "Dissecting the return-predicting power of risk-neutral variance," Journal of Banking & Finance, Elsevier, volume 173, issue C, DOI: 10.1016/j.jbankfin.2025.107409.
• Bernile, Gennaro & Bonaparte, Yosef & Delikouras, Stefanos, 2025, "Stock market experience and investor overconfidence: Do investors learn to be overconfident?," Journal of Banking & Finance, Elsevier, volume 174, issue C, DOI: 10.1016/j.jbankfin.2025.107431.
• Tang, Lin & Zhuo, Zhi & Zou, Hong, 2025, "When expectations of implicit government guarantees diminished, do retail stock investors run away?," Journal of Banking & Finance, Elsevier, volume 175, issue C, DOI: 10.1016/j.jbankfin.2025.107418.
• Guo, Junru & He, Jia & Liu, Sibo & Wang, Yonglin, 2025, "CEO relative age at school entry and corporate risk-taking," Journal of Banking & Finance, Elsevier, volume 176, issue C, DOI: 10.1016/j.jbankfin.2025.107457.
• Białkowski, Jędrzej & Wei, Xiaopeng, 2025, "Quality of political information and return predictability: Evidence from investor sentiment and risk aversion," Journal of Banking & Finance, Elsevier, volume 177, issue C, DOI: 10.1016/j.jbankfin.2025.107469.
• Antoniou, Constantinos & Cuculiza, Carina & Kumar, Alok & Yang, Lizhengbo, 2025, "Seeing is believing: Tourism and foreign equity investments," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107498.
• Honig, Igor & Kircher, Felix, 2025, "Large dynamic covariance matrices and portfolio selection with a heterogeneous autoregressive model," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107505.
• Asano, Takao & Cai, Xiaojing & Sakemoto, Ryuta, 2025, "Global foreign exchange volatility, ambiguity, and currency carry trades," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107508.
• Lien, Donald & Roseman, Brian & Shi, Yanlin, 2025, "A new leadership share measure for price discovery," Journal of Banking & Finance, Elsevier, volume 180, issue C, DOI: 10.1016/j.jbankfin.2025.107527.
• Broman, Markus & Fulkerson, Jon, 2025, "Variation in the value of active share across regions of investments: Evidence from global equity funds," Journal of Banking & Finance, Elsevier, volume 180, issue C, DOI: 10.1016/j.jbankfin.2025.107545.
• Beckmeyer, Heiner & Wiedemann, Timo, 2025, "All Days Are Not Created Equal: Understanding Momentum by Learning to Weight Past Returns," Journal of Banking & Finance, Elsevier, volume 181, issue C, DOI: 10.1016/j.jbankfin.2025.107565.
• Guo, Naijia & Leung, Charles Ka Yui & Zhang, Shumeng, 2025, "From pandemics to portfolios: Long-term impacts of the 2009 H1N1 outbreak on household investment choices," Journal of Economic Behavior & Organization, Elsevier, volume 231, issue C, DOI: 10.1016/j.jebo.2025.106931.
• Li, Jidong & Yuan, Cheng & Huang, Zhichun, 2025, "Invest to win: A study of "Local bias jumping" in China," Journal of Economic Behavior & Organization, Elsevier, volume 236, issue C, DOI: 10.1016/j.jebo.2025.107127.
• Wasiuzzaman, Shaista & Pg Hj Ahmad, Ak Md Saiful Luqman, 2025, "Perception towards government advisory, perceived risk and willingness to invest in cryptocurrency," Journal of Economics and Business, Elsevier, volume 133, issue C, DOI: 10.1016/j.jeconbus.2024.106208.
• Rodriguez, Harold & Colombo, Jefferson, 2025, "Is bitcoin an inflation hedge?," Journal of Economics and Business, Elsevier, volume 133, issue C, DOI: 10.1016/j.jeconbus.2024.106218.
• Lanciano, Edoardo & Previati, Daniele & Ricci, Ornella & Santilli, Gianluca, 2025, "Financial literacy and sustainable finance decisions among Italian households," Journal of Economics and Business, Elsevier, volume 134, issue , DOI: 10.1016/j.jeconbus.2024.106220.
• Khorrami, Paymon & Zentefis, Alexander K., 2025, "Segmentation and beliefs: A theory of self-fulfilling idiosyncratic risk," Journal of Economic Theory, Elsevier, volume 223, issue C, DOI: 10.1016/j.jet.2024.105954.
• Perotti, Enrico & Terovitis, Spyros, 2025, "Achieving safety: Personal, private, and public provision," Journal of Economic Theory, Elsevier, volume 224, issue C, DOI: 10.1016/j.jet.2025.105962.
• Maenhout, Pascal J. & Vedolin, Andrea & Xing, Hao, 2025, "Robustness and dynamic sentiment," Journal of Financial Economics, Elsevier, volume 163, issue C, DOI: 10.1016/j.jfineco.2024.103953.
• Bonnefon, Jean-François & Landier, Augustin & Sastry, Parinitha & Thesmar, David, 2025, "The moral preferences of investors: Experimental evidence," Journal of Financial Economics, Elsevier, volume 163, issue C, DOI: 10.1016/j.jfineco.2024.103955.
• Cosemans, Mathijs & Frehen, Rik, 2025, "Strategic insider trading and its consequences for outsiders: Evidence from the eighteenth century," Journal of Financial Economics, Elsevier, volume 164, issue C, DOI: 10.1016/j.jfineco.2024.103974.
• Edelen, Roger M. & Fong, Kingsley Y.L. & Han, Jingyi, 2025, "Regulating inattention in fee-based financial advice," Journal of Financial Economics, Elsevier, volume 164, issue C, DOI: 10.1016/j.jfineco.2024.103985.
• Flammer, Caroline & Giroux, Thomas & Heal, Geoffrey M., 2025, "Biodiversity finance," Journal of Financial Economics, Elsevier, volume 164, issue C, DOI: 10.1016/j.jfineco.2024.103987.
• Chen, Huaizhi & Evans, Richard & Sun, Yang, 2025, "Self-Declared benchmarks and fund manager intent: “Cheating” or competing?," Journal of Financial Economics, Elsevier, volume 165, issue C, DOI: 10.1016/j.jfineco.2024.103975.
• Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny, 2025, "Yield drifts when issuance comes before macro news," Journal of Financial Economics, Elsevier, volume 165, issue C, DOI: 10.1016/j.jfineco.2025.103993.
• Barroso, Pedro & Detzel, Andrew & Maio, Paulo, 2025, "The volatility puzzle of the beta anomaly," Journal of Financial Economics, Elsevier, volume 165, issue C, DOI: 10.1016/j.jfineco.2025.103994.
• Bryzgalova, Svetlana & Pavlova, Anna & Sikorskaya, Taisiya, 2025, "Strategic arbitrage in segmented markets," Journal of Financial Economics, Elsevier, volume 166, issue C, DOI: 10.1016/j.jfineco.2025.104008.
• Bekaert, Geert & Bergbrant, Mikael & Kassa, Haimanot, 2025, "Expected idiosyncratic volatility," Journal of Financial Economics, Elsevier, volume 167, issue C, DOI: 10.1016/j.jfineco.2025.104023.
• Cong, Lin William & Feng, Guanhao & He, Jingyu & He, Xin, 2025, "Growing the efficient frontier on panel trees," Journal of Financial Economics, Elsevier, volume 167, issue C, DOI: 10.1016/j.jfineco.2025.104024.
• Gomes, Francisco & Peng, Cameron & Smirnova, Oksana & Zhu, Ning, 2025, "Reaching for yield: Evidence from households," Journal of Financial Economics, Elsevier, volume 168, issue C, DOI: 10.1016/j.jfineco.2025.104057.
• Kruttli, Mathias S. & Monin, Phillip J. & Petrasek, Lubomir & Watugala, Sumudu W., 2025, "LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints," Journal of Financial Economics, Elsevier, volume 169, issue C, DOI: 10.1016/j.jfineco.2025.104017.
• Abuzov, Rustam & Gornall, Will & Strebulaev, Ilya A., 2025, "The value of privacy and the choice of limited partners by venture capitalists," Journal of Financial Economics, Elsevier, volume 169, issue C, DOI: 10.1016/j.jfineco.2025.104063.
• Davis, Carter & Kargar, Mahyar & Li, Jiacui, 2025, "Why do portfolio choice models predict inelastic demand?," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104096.
• Chen, Huaizhi, 2025, "Diversification driven demand for large stock," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104109.
• Hu, Danqi & Jones, Charles M. & Zhang, Xiaoyan & Zhang, Xinran, 2025, "When do short sellers trade? Evidence from intraday data and implications for informed trading models," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104148.
• Aragon, George O. & Jiang, Yuxiang & Joenväärä, Juha & Tiu, Cristian Ioan, 2025, "Responsible investing: Costs and benefits for university endowment funds," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104151.
• Gupta, Arpit & Hansman, Christopher & Mabille, Pierre, 2025, "Financial constraints and the racial housing gap," Journal of Financial Economics, Elsevier, volume 173, issue C, DOI: 10.1016/j.jfineco.2025.104142.
• McLean, R. David & Pontiff, Jeffrey & Reilly, Christopher, 2025, "Taking sides on return predictability," Journal of Financial Economics, Elsevier, volume 173, issue C, DOI: 10.1016/j.jfineco.2025.104158.
• Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2025, "Inflation and Trading," Journal of Financial Economics, Elsevier, volume 173, issue C, DOI: 10.1016/j.jfineco.2025.104166.
• Pastor, Lubos & Stambaugh, Robert F. & Taylor, Lucian A., 2025, "Green tilts," Journal of Financial Economics, Elsevier, volume 174, issue C, DOI: 10.1016/j.jfineco.2025.104173.
• Brunet, Gillian & Hilt, Eric & Jaremski, Matthew, 2025, "‘Invest!’: Liberty bonds and stock ownership over the twentieth century," Journal of Financial Intermediation, Elsevier, volume 64, issue C, DOI: 10.1016/j.jfi.2025.101179.
• Choi, Sangyup & Havel, Jiri, 2025, "Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets," Journal of International Money and Finance, Elsevier, volume 151, issue C, DOI: 10.1016/j.jimonfin.2024.103253.
• Xie, Qichang & Gong, Ruize & Yin, Lei & Xu, Xin, 2025, "Does extreme climate exacerbate the risk spillover in green finance markets? evidence from a multi-horizon investment perspective," Journal of International Money and Finance, Elsevier, volume 151, issue C, DOI: 10.1016/j.jimonfin.2024.103262.
• An, Yunbi & Chen, Zhao & Yiu Liu, Clement Man & Liu, Qingfu & Wang, Chuanjie, 2025, "Compass guided: Northbound capital flow and investment clustering in China," Journal of International Money and Finance, Elsevier, volume 153, issue C, DOI: 10.1016/j.jimonfin.2025.103305.
• Fricke, Daniel, 2025, "Synthetic leverage and fund risk-taking," Journal of International Money and Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jimonfin.2025.103308.
• Fricke, Daniel & Meinerding, Christoph, 2025, "Who pays the greenium and why? A decomposition," Journal of International Money and Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jimonfin.2025.103381.
• Hadhri, Sinda & Younus, Mehak & Naeem, Muhammad Abubakr & Yarovaya, Larisa, 2025, "Listening to the Market: Music sentiment and cryptocurrency returns," Journal of International Money and Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jimonfin.2025.103394.
• Perusset, Florian & Rockinger, Michael, 2025, "Do structured products improve portfolio performance? A backtesting exercise," Journal of International Money and Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jimonfin.2025.103396.
• Sapkota, Niranjan, 2025, "DeFi: Mirage or reality? Unveiling wealth centralization risk in Decentralized Finance," Journal of International Money and Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jimonfin.2025.103404.
• Lai, Tat-kei & Ng, Travis & Tsang, Kwok Ping, 2025, "Do foreign firms cater to American investors’ dividend desires?," Journal of International Money and Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jimonfin.2025.103406.
• Huij, Joop & Laurs, Dries & van Zanten, Jan Anton, 2025, "The investment implications of sustainable investing," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103372.
• Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2025, "Risk-on/risk-off: Measuring shifts in investor risk bearing capacity," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103438.
• Roy, Suvra & Marshall, Ben R. & Nguyen, Hung T. & Visaltanachoti, Nuttawat, 2025, "Stock price crashes and systematic risk," Journal of Contemporary Accounting and Economics, Elsevier, volume 21, issue 3, DOI: 10.1016/j.jcae.2025.100509.
• Chi, Yeguang & El-Jahel, Lina & Vu, Thanh, 2025, "Media emotion intensity and commodity futures pricing," Journal of Commodity Markets, Elsevier, volume 37, issue C, DOI: 10.1016/j.jcomm.2025.100460.
• Angelidis, Timotheos & Sakkas, Athanasios & Tessaromatis, Nikolaos, 2025, "Predicting commodity returns: Time series vs. cross sectional prediction models," Journal of Commodity Markets, Elsevier, volume 38, issue C, DOI: 10.1016/j.jcomm.2025.100475.
• Lai, Yu-Sheng, 2025, "Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization," Journal of Commodity Markets, Elsevier, volume 38, issue C, DOI: 10.1016/j.jcomm.2025.100479.
• Han, Lin & Cribben, Ivor & Trück, Stefan, 2025, "Extremal dependence in Australian electricity markets," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100476.
• Zheng, Qingying & Wu, Jintao & Lin, Boqiang, 2025, "Performance of systemic stress in agricultural commodities and its implication for volatility prediction in SSA equities," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100480.
• Yao, Xiaoyang & Maimaitijiang, Sairidaer & Li, Jianfeng & Le, Wei, 2025, "How financial markets respond to climate policy uncertainty: A dynamic resilience analysis," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100490.
• Zhang, Yulian & Hamori, Shigeyuki, 2025, "Portfolio implications based on quantile connectedness among cryptocurrency, stock, energy, and safe-haven assets," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100494.
• Wang, Mengjiao & Liu, Jianxu, 2025, "Twin commodity shocks: A multi-to-one CoVaR analysis of systemic risk spillovers from gold and crude oil to emerging market currencies," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100500.
• Li, Shuaibing & Ma, Yong, 2025, "News-based equity market uncertainty aligned: An informative predictor for gold market volatility," Journal of Commodity Markets, Elsevier, volume 40, issue C, DOI: 10.1016/j.jcomm.2025.100522.
• Mili, Mehdi & Sohrab, Ebrahim & Hamza, Tahar, 2025, "Green transitions and asymmetric volatility spillovers: A time-varying GAS copula analysis of clean and fossil energy markets," The Journal of Economic Asymmetries, Elsevier, volume 32, issue C, DOI: 10.1016/j.jeca.2025.e00439.
• Mujcic, Redzo & Powdthavee, Nattavudh, 2025, "How do humans respond to large realized losses?," Journal of Economic Psychology, Elsevier, volume 107, issue C, DOI: 10.1016/j.joep.2025.102805.
• Živkov, Dejan & Kuzman, Boris & Japundžić, Miloš, 2025, "Using metals to hedge carbon emission allowances – Tail-risk and Omega ratio analysis," Resources Policy, Elsevier, volume 100, issue C, DOI: 10.1016/j.resourpol.2024.105447.
• Li, Jinguo & Kim, Youngmi, 2025, "Responsibility of the private sector to fossil fuels transition through ESG awareness," Resources Policy, Elsevier, volume 102, issue C, DOI: 10.1016/j.resourpol.2025.105492.
• Khan, Naveed & Yaya, OlaOluwa S. & Vo, Xuan Vinh & Zada, Hassan, 2025, "Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105527.
• Chattopadhyay, Dhriti & Saha, Bidipta & Saha, Dikshita & Saha, Madhurima & Chakrabarti, Gagari, 2025, "Adding precious metals to a risk avert Investor's portfolio – Is gold alone?," Resources Policy, Elsevier, volume 106, issue C, DOI: 10.1016/j.resourpol.2025.105627.
• Galindo Gil, Hamilton, 2025, "How to build and solve continuous-time heterogeneous agents models in asset pricing? The martingale approach and the finite difference method," Journal of Mathematical Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.jmateco.2024.103078.
• Spanaus, Conrad & Wenzelburger, Jan, 2025, "Aggregation of downside risk and portfolio selection," Journal of Mathematical Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.jmateco.2025.103138.
• Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & Kenny, Geoff, 2025, "Wealth shocks and portfolio choice," Journal of Monetary Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.jmoneco.2024.103632.
• Han, Leyla Jianyu, 2025, "Announcements, expectations, and stock returns with asymmetric information," Journal of Monetary Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jmoneco.2025.103751.
• Shi, Qi, 2025, "Technical indicators and aggregate stock returns: An updated look," Journal of Multinational Financial Management, Elsevier, volume 77, issue C, DOI: 10.1016/j.mulfin.2025.100898.
• Samet, Anis & Gleason, Kimberly C. & Salama, Feras M. & Ye, Xi, 2025, "How did banks react to SVB collapse?," Journal of Multinational Financial Management, Elsevier, volume 78, issue C, DOI: 10.1016/j.mulfin.2025.100900.