Research classified by Journal of Economic Literature (JEL) codes

2025

• Bezgin Muge Saglam & Gungor Selim, 2025, "Does climate policy uncertainty move with stock markets? Evidence from advanced economies with the best climate change performance," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 21, issue 3, pages 62-76, DOI: 10.2478/fiqf-2025-0019.
• Muszyński Mateusz & Podgórski Krzysztof, 2025, "Analysis of the Rates of Return on Investments in Socially Responsible Companies with the Example of the WIG-ESG Index," Folia Oeconomica Stetinensia, Sciendo, volume 25, issue 1, pages 218-239, DOI: 10.2478/foli-2025-0011.
• Pattnaik Sonali & Hota Sweta Leena, 2025, "Exploring the Nexus of Robotic Advisory, Digital Fluency, and Financial Literacy in the Future Investment Landscape – A Systematic Review," Folia Oeconomica Stetinensia, Sciendo, volume 25, issue 1, pages 240-258, DOI: 10.2478/foli-2025-0012.
• Lisicki Bartłomiej & Podgórski Krzysztof, 2025, "Trading signals of the relative strength index and market valuation of State Treasury companies listed on the Warsaw Stock Exchange," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 61, issue 3, pages 212-224, DOI: 10.2478/ijme-2024-0041.
• Karp Piotr & Wolski Rafał, 2025, "Housing Investment in Poland as Inflation Hedge in Low and High Inflation. Threshold Cointegration Analysis," Real Estate Management and Valuation, Sciendo, volume 33, issue 2, pages 23-38, DOI: 10.2478/remav-2025-0013.
• Riaz Tabassum & Selamat Aslam Izah & Nor Normaziah Mohd & Hassan Ahmad Fahmi Sheikh, 2025, "Do Investors Get an Advantage from Corporate Green Bond Issuance? A Cross-Country Study," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 35, issue 2, pages 1-37, DOI: 10.2478/sues-2025-0006.
• Rusche Christian, 2025, "Direktinvestitionsströme deuten die Deindustrialisierung Deutschlands an," Wirtschaftsdienst, Sciendo, volume 105, issue 3, pages 212-214, DOI: 10.2478/wd-2025-0055.
• Radke Marc Peter, 2025, "Geldanlage in turbulenten Zeiten: Wer erzielt die besseren Renditen – „Arm“ oder „Reich“?," Wirtschaftsdienst, Sciendo, volume 105, issue 6, pages 456-461, DOI: 10.2478/wd-2025-0115.
• Malik Amina & Latif Bilal & Butt Babar Zaheer, 2025, "Regulatory Capital Adequacy Ratio is an Elixir For Efficiency in Islamic Banks," Zagreb International Review of Economics and Business, Sciendo, volume 28, issue 2, pages 7-22, DOI: 10.2478/zireb-2025-0013.
• Yufei Sun, 2025, "A survey of statistical arbitrage pairs trading strategies with non-machine learning methods, 2016-2023," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-19.
• Yufei Sun, 2025, "Performance of Pairs Trading Strategies Based on Renko and Kagi Charts," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-20.
• Yufei Sun, 2025, "Performance of Pairs Trading Strategies Based on Principal Component Analysis Methods," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-21.
• Yufei Sun, 2025, "A survey of statistical arbitrage pair trading with machine learning, deep learning, and reinforcement learning methods," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-22.
• Yufei Sun, 2025, "Does Pair Trading Still Work During Extreme Events? A Comprehensive Empirical Evidence from Chinese Stock Market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-23.
• Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2025, "Remote Investing in Latin America, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2025-010, Oct.
• Chao Li & Alexander Ryota Keeley & Shutaro Takeda & Daikichi Seki & Shunsuke Managi, 2025, "Investor's ESG tendency probed by pre‐trained transformers," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, volume 32, issue 2, pages 2051-2071, March, DOI: 10.1002/csr.3055.
• Jesús Fernández‐Villaverde & Samuel Hurtado & Galo Nuño, 2025, "Corrigendum: Financial Frictions and the Wealth Distribution," Econometrica, Econometric Society, volume 93, issue 4, pages 1491-1496, July, DOI: 10.3982/ECTA22259.
• António Afonso & Francisco Gomes Pereira, 2025, "Unconventional monetary policy in the Euro area: Impacts on loans, employment, and investment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 190-220, January, DOI: 10.1002/ijfe.2913.
• Stavros Degiannakis & Panagiotis Delis & George Filis & George Giannopoulos, 2025, "Trading VIX on Volatility Forecasts: Another Volatility Puzzle?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1602-1618, July, DOI: 10.1002/for.3257.
• Kurter, Zeynep O. & Bhatti, Balaaj, 2025, "The Effect of AI Investment Announcements on Adopting Companies Abnormal Returns : A Critical Analysis of the UK Market," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1581.
• Barrow, Daisy, 2025, "How Does the Level of Market Liquidity Impact the Prevalence of Herding in European Equity Markets?," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 92.
• Zongxin Li & Yongchang Hui & Wing-Keung Wong & Ruiyue Lin, 2025, "Portfolio Selection Based on Mean-Generalized Variance Analysis: Evidence from the G20 Stock Markets," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., volume 42, issue 03, pages 1-24, June, DOI: 10.1142/S0217595924500167.
• Wael Dammak & Halilibrahim Gã–Kgã–Z & Ahmed Jeribi, 2025, "Time–Frequency Connectedness In Global Banking: Volatility And Return Dynamics Of Brics And G7 Banks," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 01n02, pages 1-37, July, DOI: 10.1142/S2194565925500046.
• Jian Wang & Jiatuo Xu & Xiaoting Wang & Ting Liu & Jun Yang, 2025, "Information transparency and stock sentiment beta: Evidence from China," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 1-38, March, DOI: 10.1142/S2424786324500087.
• Rahul Kumar & Prasenjit Chakrabarti, 2025, "Unveiling market dynamics: Assessing the impact of derivatives contract redesign on market quality," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-28, June, DOI: 10.1142/S242478632550001X.
• Dilip B. Madan & Yoshihiro Shirai & King Wang, 2025, "Optimal Spot Slides," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 28, issue 01n02, pages 1-30, March, DOI: 10.1142/S0219024925500086.
• Paola Bongini & Doriana Cucinelli & Monica Rossolini, 2025, "Enhancing Customers’ Esg Investments: Key Factors Shaping Financial Advisors’ Recommendations," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 1-34, June, DOI: 10.1142/S2282717X25500021.
• Ruoke Yang & Iva Koci, 2025, "Socially Conscious Investors Mitigating Stock Market Losses in A Time of Crisis: Evidence from the COVID-19 Crash," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-39, March, DOI: 10.1142/S2010139225500016.
• Fulvio Ortu & Pietro Reggiani & Federico Severino, 2025, "Persistence-Based Capital Allocation along the FOMC Cycle," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-35, March, DOI: 10.1142/S2010139225500053.
• Michel Crouhy & Dan Galai & Aner Ravon & Zvi Wiener, 2025, "Trading ESG vs. Trading E, S, and G Separately: An Exploratory Research," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-22, June, DOI: 10.1142/S2010139225400038.
• D. Eli Sherrill & Kate Upton, 2025, "Behind the Curtain: Analysis of TDFs’ Holdings and the Performance of Their Underlying Funds," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-25, September, DOI: 10.1142/S2010139225500065.
• Shit-Ti Yu & Chih-Yi Chi & Yan-Yi Shen, 2025, "Sample Selection Bias and Collinearity in Analyzing ESG Ratings and Stock Returns in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 28, issue 02, pages 1-26, June, DOI: 10.1142/S0219091525500080.
• Nianzhi Guo & Hai-Tao Tsao & Di Zhao, 2025, "Financial Availability, Income Gap And Household Consumption Rate In Transitional China: A Theoretical Approach And Empirical Test," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 02, pages 303-323, March, DOI: 10.1142/S0217590821500247.
• Yuping Song & Zhenwei Li & Jing Han & Xiaochen Wang, 2025, "Research On The Application Of Artificial Intelligence In Fund Manager Identification," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 04, pages 973-1007, June, DOI: 10.1142/S0217590820480033.
• Lian Liu & Naoko Nemoto, 2025, "Empirical Study On The Effect Of Environmental, Social And Governance Factors On Sovereign Funding Costs," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 07, pages 1953-1972, December, DOI: 10.1142/S0217590821500466.
• Sagheer Muhammad & Xiaoxia Huang, 2025, "Tail Risk Spillovers Between Fintech, Sustainability-Driven Investments And Sme’S Stock Markets: Portfolio Implications," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 08, pages 2439-2476, December, DOI: 10.1142/S0217590825490128.
• Lijun Bo & Xiang Yu, 2025, "New Models and Methods in Dynamic Portfolio Optimization," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13522, ISBN: ARRAY(0x54001e60), March.
• Joseph Simonian, 2025, "Computational Global Macro:Game Theory, Machine Learning, and Causal Inference," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13860, ISBN: ARRAY(0x53aac4d0), March.
• Carlo A Favero & Claudio Tebaldi, 2025, "Lectures on the Theory and Application of Modern Finance with R and ChatGPT," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14268, ISBN: ARRAY(0x539e3360), March.
• Horst Simon (ed.), 2025, "Transactions of ADIA Lab:Interdisciplinary Advances in Data and Computational Science," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14310, ISBN: ARRAY(0x53d44d58), March.
• Bart Taub, 2025, "Economic Fundamentals of Financial Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14360, ISBN: ARRAY(0x53918000), March.
• Alexandre V. Antonov & Koushik Balasubramanian & Alexander Lipton & Marcos Lopez de Prado, 2025, "A Geometric Approach to Asset Allocation with Investor Views," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• Álvaro F. Macías & Jorge P. Zubelli, 2025, "Static Liquidation and Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• Alexandre Antonov & Alexander Lipton & Marcos Lopez de Prado, 2025, "Overcoming Markowitz’s Instability with the Help of the Hierarchical Risk Parity (HRP): Theoretical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• Vinicius V. L. Albani & Leonardo Sarmanho & Jorge P. Zubelli, 2025, "A Statistical Learning Approach to Local Volatility Calibration and Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• Laura Sanz Martín & Javier Parra Domínguez & Guillermo Rivas & Alexander Lipton & Juan Manuel Corchado, 2025, "Challenges of Artificial Intelligence and Quantum Potential in the Digital Economy: A Literature Review," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• Manuel J. Cobo & Nadia Karina Gamboa-Rosales & José Ricardo López-Robles & Enrique Herrera-Viedma, 2025, "Exploring the Digital Economy: Current Research Trends, Challenges, and Opportunities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• Thomas Hardjono & Alexander Lipton & Alex Pentland, 2025, "Interoperability Challenges in Tokenized Asset Networks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• David Garvin & Oleksiy Kondratyev & Alexander Lipton & Marco Paini, 2025, "Symmetric Encryption on a Quantum Computer," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• Joshua Chung & Marcos Lopez de Prado & Horst D. Simon & Kesheng Wu, 2025, "Performance-Driven Dimensionality Reduction: A Data-Centric Approach to Feature Engineering in Machine Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• Torsten Hoefler & Alexandru Calotoiu & Anurag Dipankar & Thomas Schulthess & Xavier Lapillonne & Oliver Fuhrer, 2025, "Toward Specialized Supercomputers for Climate Sciences: Computational Requirements of the Icosahedral Nonhydrostatic Weather and Climate Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• Ana Paula Peron & Emilio Porcu, 2025, "Dimension Walks on Generalized Spaces," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• Francisco Herrera & Andres Herrera & Javier Del Ser & Enrique Herrera-Viedma & Marcos López de Prado, 2025, "Trustworthy Artificial Intelligence: Nature, Requirements, Regulation, and Emerging Discussions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• Kevin Webster & Nicholas Westray, 2025, "Getting More for Less: Better A/B Testing via Causal Regularization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• Alik Sokolov & Fabrizzio Sabelli & Behzad Azadie Faraz & Wuding Li & Luis Seco, 2025, "Toward Automating Causal Discovery in Financial Markets and Beyond," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Horst Simon, "Transactions of ADIA Lab Interdisciplinary Advances in Data and Computational Science".
• Sangyup Choi & Jongho Park & Kwangyong Park, 2025, "US Monetary Policy, Exchange Rates, and Delayed Portfolio Adjustments," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-240, Apr.
• Duk Gyoo Kim & Ohik Kwon & Seungduck Lee, 2025, "Public Demand and Financial Implications for Retail CBDC: A Randomized Survey Experiment," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-274, Dec.
• Eichfelder, Sebastian & Knaisch, Jonas David & Schneider, Kerstin, 2025, "Bonus depreciation as instrument for structural economic policy: Effects on investment and asset structure," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 288.
• Fischer, Marcel & Jankowski, Natascha, 2025, "Life cycle consumption and portfolio choice under real interest rate risk," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 291.
• Bazley, William J. & Cici, Gjergji & Liao, Junchao, 2025, "Conflicts of interest among affiliated financial advisors in 401(k) plans: Implications for plan participants," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 25-03.
• Hess, Dieter & Simon, Frederik & Weibels, Sebastian, 2025, "Interpretable machine learning for earnings forecasts: Leveraging high-dimensional financial statement data," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 25-06.
• Moro, Alessandro & Zaghini, Andrea, 2025, "Cui prodest? The heterogeneous impact of green bonds on companies' ESG score," CFS Working Paper Series, Center for Financial Studies (CFS), number 733.
• Brühl, Volker & Radetzky, Marie-Therèse & Stolper, Oscar, 2025, "Shaping the compass? How sustainability preference elicitation guides investor demand," CFS Working Paper Series, Center for Financial Studies (CFS), number 737, DOI: 10.2139/ssrn.5932054.
• Alexandru Silviu, Goga, 2025, "Challenges of Industry Portfolio Management with Artificial Intelligence," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2024), Hybrid Conference, Dubrovnik, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Hybrid Conference, Dubrovnik, Croatia, 5-7 September, 2024", DOI: 10.54820/entrenova-2024-0007.
• Theisen, Michelle & Isaak, Andrew & Lutz, Eva, 2025, "Organizational homophily of family firms: The case of family corporate venture capital," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 63, issue 2, pages 719-756, DOI: 10.1080/00472778.2024.2349532.
• Janda, Karel & Rozsahegyi, Marketa & Quang Van Tran & Zhang, Binyi, 2025, "The Impact of Machine Learning Derived Green Bonds Sentiment on Performance of Green Bond Portfolio," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 335550.
• Campbell, Gareth & Gallagher, Áine & Grossman, Richard S., 2025, "Remote investing in Latin America, 1869-1929," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 25-09.
• Carbone, Sante & Giuzio, Margherita & Kapadia, Sujit & Krämer, Johannes Sebastian & Nyholm, Ken & Vozian, Katia, 2025, "The low-carbon transition, climate commitments and firm credit risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 442, DOI: 10.2139/ssrn.5125405.
• Latino, Carmelo & Pelizzon, Loriana & Riedel, Max & Wang, Yue, 2025, "Mutual funds' appetite for sustainability in European Auto ABS," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 448, DOI: 10.2139/ssrn.5234973.
• Gao, Can & Han, Brandon Yueyang, 2025, "When no news is good news: Multidimensional heterogeneous beliefs in financial markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 451, DOI: 10.2139/ssrn.5341704.
• Balakina, Olga & Christiansen, Charlotte & Kallestrup-Lamb, Malene, 2025, "Greener pensions, greener choices: Linking investments to sustainable behavior," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 452, DOI: 10.2139/ssrn.5356784.
• Fitzpatrick, Aoife Claire, 2025, "Understanding electric vehicle adoption: The role of information frictions and heterogeneous beliefs," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 453, DOI: 10.2139/ssrn.5391851.
• Badenhoop, Nikolai & Mücke, Christian, 2025, "Do investors care about sustainable investment targets? An assessment using the sustainable finance disclosure regulation," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 457, DOI: 10.2139/ssrn.5474749.
• Heeb, Florian & Kölbel, Julian & Weder, Camilla, 2025, "Beliefs about the climate impact of green investing," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 463, DOI: 10.2139/ssrn.5841424.
• Melone, Alessandro & Randl, Otto & Sögner, Leopold & Zechner, Josef, 2025, "Stock-Oil Comovement: Cash Flows or Discount Rates?," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy, Verein für Socialpolitik / German Economic Association, number 325398.
• Riedel, Max & Skrutkowski, Mathias & Fauvrelle, Thiago, 2025, "Collateral pledgeability and asset manager portfolio choices during redemption waves," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy, Verein für Socialpolitik / German Economic Association, number 325430.
• Becker, Annette & Hottenrott, Hanna & Mukherjee, Anwesha, 2025, "Founder personality and scaling decisions in entrepreneurial firms," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 25-014.
• Niessen-Ruenzi, Alexandra & Mueden, Vanessa & Zimmerer, Leah, 2025, "Financial socialization and the gender investment gap," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 25-063.
• Antonello Cirulli & Gianluca De Nard & Joshua Traut & Patrick Walker, 2025, "Low risk, high variability: practical guide for portfolio construction," ECON - Working Papers, Department of Economics - University of Zurich, number 463, Jan, revised Nov 2025.
• Gianluca De Nard & Damjan Kostovic, 2025, "Learning the shrinkage intensity: a data-driven approach for risk-optimized portfolios," ECON - Working Papers, Department of Economics - University of Zurich, number 470, May, revised Nov 2025.

2024

• Clément Landormy, 2024, "An inquiry of Bitcoin price formation: Evidence from Linear and Nonlinear ARDL Frameworks, 2017-2018," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2024-31.
• Leonov Ivan, 2024, "Pricing imbalances in the motor fuel markets in Russia," Working Papers, Moscow State University, Faculty of Economics, number 0067, May.
• Yandiev Magomet, 2024, "The underpricing phenomenon in initial public offerings is explained by the greed of financial speculators," Working Papers, Moscow State University, Faculty of Economics, number 0069, Apr.
• Yandiev Magomet, 2024, "An unusually great number of stock exchange transactions on the first trading day following an IPO/SPO," Working Papers, Moscow State University, Faculty of Economics, number 0072, Aug.
• Javier Gil-Bazo & Raffaele Santioni, 2024, "Geographic shareholder dispersion and mutual fund flow risk," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1886, Apr.
• Monica Billio & Massimo Guidolin & Francesco Rocciolo, 2024, "Responsible Investing under Climate Change Uncertainty," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2024: 15.
• BERISHVILI, Vakhtang & DIDMANIDZE, Monika, 2024, "The Impact Of The Georgian Real Estate Investment Trust On The Performance Of Various Portfolios," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 3, pages 6-25, September.
• Ivanov Illia, 2024, "Volatility Implications for Asset Returns Correlation," Central European Economic Journal, Sciendo, volume 11, issue 58, pages 424-446, DOI: 10.2478/ceej-2024-0027.
• Oubani Ahmed El, 2024, "Quantile connectedness between social network sentiment and sustainability index volatility: Evidence from the Moroccan financial market," Economics and Business Review, Sciendo, volume 10, issue 3, pages 163-196, DOI: 10.18559/ebr.2024.3.1200.
• Mallieswari R. & Palanisamy Varadharajan & Senthilnathan Arthi Thangavelu & Gurumurthy Suganya & Joshua Selvakumar J. & Pachiyappan Sathish, 2024, "A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python," Economics, Sciendo, volume 12, issue 2, pages 113-127, DOI: 10.2478/eoik-2024-0014.
• Kadiri Hamza & Oukhouya Hassan & Belkhoutout Khalid & Himdi Khalid El, 2024, "Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis," Economics, Sciendo, volume 12, issue 3, pages 55-73, DOI: 10.2478/eoik-2024-0039.
• Radojković Ivan D. & Radović Ognjen V. & Stevanović Kristina R., 2024, "Modeling the Volatility of Returns on Investment Units of Voluntary Pension Funds in Serbia," Economic Themes, Sciendo, volume 62, issue 4, pages 541-560, DOI: 10.2478/ethemes-2024-0029.
• Tahani Nabil & Robinson Chris, 2024, "Comprehensive Financial Planning for a Sustainable Retirement†," Financial Planning Research Journal, Sciendo, volume 10, issue 1, pages 1-20, DOI: 10.2478/fprj-2024-0002.
• Potrykus Marcin & Augustynowicz Urszula, 2024, "The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 60, issue 3, pages 157-172, DOI: 10.2478/ijme-2024-0011.
• Ghosh Prosenjeet & Golder Uttam & Shanur Rahman Md. & Rumaly Nishat, 2024, "Mezzanine momentum: A cross-continental examination of corporate financing trends," Journal of Economics and Management, Sciendo, volume 46, issue 1, pages 387-423, DOI: 10.22367/jem.2024.46.15.
• Fatica Serena & Pycroft Jonathan & Stasio Andrzej & Stöhlker Daniel, 2024, "Economic Effects of Simplified Procedures for Claiming Cross-Border Tax Reliefs," Nordic Tax Journal, Sciendo, volume 2024, issue s1, pages 2-24, DOI: 10.2478/ntaxj-2024-0007.
• Dittmann Iwona, 2024, "The Potential of Residential Property in Poland as an Inflation Hedge Investment," Real Estate Management and Valuation, Sciendo, volume 32, issue 1, pages 58-70, March, DOI: 10.2478/remav-2024-0006.
• Zaimovic Azra & Arnaut-Berilo Almira & Bešlija Rijad, 2024, "International Portfolio Diversification Benefits: An Empirical Investigation of the 28 European Stock Markets During the Period 2014–2024," South East European Journal of Economics and Business, Sciendo, volume 19, issue 1, pages 96-112, DOI: 10.2478/jeb-2024-0007.
• Vlad Ioana Maria, 2024, "The Impact of Social Norms on Foreign Direct Investments," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 69, issue 2, pages 13-25, DOI: 10.2478/subboec-2024-0007.
• Vodă Tudor-Ovidiu, 2024, "The Nexus Between Investors’ Sentiment and Hedge Funds Risk Premiums," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 69, issue 2, pages 26-39, DOI: 10.2478/subboec-2024-0008.
• Riaz Tabassum & Selama Aslam Izah & Nor Normaziah Mohd & Hassan Ahmad Fahmi Sheikh, 2024, "Meaningful Review of Existing Trends, Expansion, and Future Directions of Green Bond Research: A Bibliometric Approach," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 34, issue 1, pages 1-36, March, DOI: 10.2478/sues-2024-0001.
• Turgeman Avraham & Jude Octavian, 2024, "Cryptocurrencies Volatility: Empirical Evidence," Timisoara Journal of Economics and Business, Sciendo, volume 17, issue 1, pages 113-120, DOI: 10.2478/tjeb-2024-0005.
• Kogler Michael & Malmendier Ulrike & Nöh Lukas & Schaffranka Claudia, 2024, "Kapitalmärkte stärken: Deutschland braucht mehr institutionelle Anleger," Wirtschaftsdienst, Sciendo, volume 104, issue 8, pages 539-542, DOI: 10.2478/wd-2024-0141.
• Adam Korniejczuk & Robert Ślepaczuk, 2024, "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-09.
• Zuzanna Kostecka & Robert Ślepaczuk, 2024, "Improving Realized LGD approximation: A Novel Framework with XGBoost for handling missing cash-flow data," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-12.
• Natalia Roszyk & Robert Ślepaczuk, 2024, "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-13.
• Stanisław Łaniewski & Robert Ślepaczuk, 2024, "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-16.
• Moretti,Matías & Pandolfi,Lorenzo & Schmukler,Sergio L. & Villegas Bauer,Germán & Williams,Tomás, 2024, "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," Policy Research Working Paper Series, The World Bank, number 10735, Mar.
• Anum Khan & Syed Muhammad Noaman Ahmed Shah & Muhammad Shujaat Mubarik, 2024, "Insights from Neuroscience towards Investment Decision Making," Economic Research Guardian, Mutascu Publishing, volume 14, issue 2, pages 88-109, December.
• Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2024, "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2024-013, Dec.
• Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2024, "Modelling the composition of household portfolios: A latent class approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 57, issue 1, pages 243-275, February, DOI: 10.1111/caje.12691.
• Svetlana Pashchenko & Ponpoje Porapakkarm, 2024, "Accounting For Social Security Claiming Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 65, issue 1, pages 505-545, February, DOI: 10.1111/iere.12658.
• Valentina Michelangeli & Eliana Viviano, 2024, "Can Internet Banking Affect Households' Participation in Financial Markets and Financial Awareness?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 4, pages 705-739, June, DOI: 10.1111/jmcb.13098.
• Thomas Hintermaier & Winfried Koeniger, 2024, "Differences in euro‐area household finances and their relevance for monetary‐policy transmission," Quantitative Economics, Econometric Society, volume 15, issue 4, pages 1249-1301, November, DOI: 10.3982/QE2068.
• Akbas, Ozan E. & Wang, Ao, 2024, "Portfolio Diversification and Complementarity in Asset Demand Systems," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1533.
• Christos Floros & Christos Kountzakis & Moawia Alghalith, 2024, "CAPM in Real World: Risk-Friendly Investments," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 02, pages 1-11, June, DOI: 10.1142/S2010495224500088.
• Hossein Dastkhan & Hossein Saber, 2024, "Does Bitcoin Add Any Value To The Investment Portfolios In Emerging Markets? A Case From Tehran Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 03, pages 1-23, September, DOI: 10.1142/S201049522450012X.
• Ooi Kok Loang, 2024, "Risk Avoidance, Macroeconomic Indicators and Bank Performances in Developing Economies," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 04, pages 1-30, December, DOI: 10.1142/S2010495224500180.
• Tobias Hiller, 2024, "Varying weights of marginal contributions: One approach to solving the low-risk puzzle?," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 01, pages 1-9, March, DOI: 10.1142/S0219198923500147.
• Dhanraj Sharma & Ruchita Verma & Shiney Sam & Prince Godara, 2024, "Relationship between COVID-19 waves and stock market: An event study analysis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 03, pages 1-16, September, DOI: 10.1142/S2424786324410019.
• Dilip B. Madan & King Wang, 2024, "Financial Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 03n04, pages 1-27, May, DOI: 10.1142/S0219024924500110.
• Thomas C. Chiang, 2024, "Searching for Assets to Hedge Against Inflation in the U.S. Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 01, pages 1-18, March, DOI: 10.1142/S0219091523500297.
• Sarika Lohana & Miklesh Prasad Yadav & A. G. Rekha, 2024, "Volatility Spillover from the Chinese Stock Market to the G20 Stock Markets in the Wake of the Pandemic COVID-19," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 02, pages 1-19, June, DOI: 10.1142/S0219091524500115.
• Kingsley E. Dogah & Gamini Premaratne, 2024, "Dynamic Interconnectedness And Risk Contagion Among Asian Financial Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 08, pages 2475-2520, December, DOI: 10.1142/S021759082050071X.
• Imen Omri & Oguzhan Ozcelebi, 2024, "Examination Of The Impacts Of Cryptocurrency Uncertainty On Exchange-Traded Funds," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 08, pages 2687-2712, December, DOI: 10.1142/S0217590823500509.
• Cheng Few Lee & Alice C Lee & John C Lee (ed.), 2024, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives:In 4 Volumes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13051, ISBN: ARRAY(0x558e8e18), March.
• Leonard MacLean & Sébastien Lleo (ed.), 2024, "Selected Works of William T Ziemba:A Memorial Volume," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13656, ISBN: ARRAY(0x5770c838), March.
• Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), 2024, "Artificial Intelligence and Beyond for Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0449, ISBN: ARRAY(0x53cff280), March.
• Massimo Guidolin, 2024, "Machine Learning in Portfolio Decisions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Manuela Pedio, 2024, "Natural Language Processing and Stock Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• René Garcia & Alissa Marinenko, 2024, "Portfolio Allocation and Reinforcement Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Silvio Andrae, 2024, "Explainable Artificial Intelligence in Risk Management: A Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Abraham Itzhak Weinberg, 2024, "How Can Sentiment Analysis Contribute to Financial Markets and Services?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Alessio Faccia, 2024, "Quantum Fintech," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Veni Arakelian & Roberto Savona & Marika Vezzoli, 2024, "Tail Dependence of Eurozone Bond Yields and Sovereign CDS Spreads," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Yuanyuan Zhang & Stephen Chan & Jeffrey Chu & Xin Liao & Min Helu, 2024, "Stylized Facts of Decentralized Finance (DeFi)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Reem Abdulla Alkhalifa & Riadh Ksantini & Khaoula Tbarki, 2024, "Effective Systems for Bot Detection and Real-Time Stock Market Predictions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Mazin A.M. Al Janabi, 2024, "Reinforcement Machine Learning Optimization Algorithms for the Computation of Downside Risk and Investable Portfolios in Post 2007–2009 Financial Meltdown," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Alaa Tareq Mohamed & Riadh Ksantini & Jihene Kaabi, 2024, "Deep Learning in Insurance: An Incremental Deep Learning Approach for Pricing Prediction Strategy in the Insurance Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Cheng Few Lee, 2024, "Introduction to Investment Analysis, Portfolio Management, and Financial Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yu-An Chen & Dan Palmon, 2024, "Analyst Characteristics-Based Consensus Forecasts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jia Shao & Nathan Lael Joseph & Ahmed A. El-Masry, 2024, "Models of Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Wan-Jiun Paul Chiou & Wen-Yi Lee & Jing-Rung Yu, 2024, "Realized Diversification Benefits of Risk Portfolio Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ehud I. Ronn, 2024, "VIX Implied Volatility as a Time-Invariant, Stationary Assessor of Market Nervousness/Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Anastassios A. Drakos & Georgios P. Kouretas & Stavros Stavroyiannis & Leonidas Zarangas, 2024, "Investment and Saving in the European Union: Another Look at Feldstein–Horioka," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Bharat Sarath & Yixun Zhou, 2024, "A Three-Stage Procedure for Predicting Stock Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Phillip A. Cartwright & Natalija Riabko, 2024, "Temporal Aggregation and the Estimation of Reverse Regressions for Commodities Market Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Luis Alberiko Gil-Alana, 2024, "Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Meth," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Charles Cao & Timothy Simin & Han Xiao, 2024, "Predicting the Equity Premium with the Implied Volatility Spread," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yang Zhao & Cheng Few Lee & Min-Teh Yu, 2024, "Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2024, "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng Few Lee, 2024, "Alternative Methods for Estimating Firm’s Growth Rate: Update and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Cheng Few Lee & Wei K. Shih, 2024, "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Yibing Chen & John Lee, 2024, "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024, "An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2024, "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2024, "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Cheng Few Lee, 2024, "Do Investors Still Benefit from Culturally Home-biased Diversification? An Empirical Study of China, Hong Kong, and Taiwan," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hao-Chang Sung, 2024, "Product Market Competition and Real Activities Manipulations: Theory, Implications, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Fu-Lai Lin & Sheng-Yung Yang & Yu-Fen Chen, 2024, "Gold in Portfolio: A Long-Term or Short-Term Diversifier?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Shin-Yun Wang & Cheng Few Lee, 2024, "Fuzzy Multicriteria Decision-Making for Evaluating Mutual Fund Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Weifeng Hung & Chia-Chi Lu & Cheng Few Lee, 2024, "Mutual Fund Herding and Its Impact on Stock Returns: Evidence from the Taiwan Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Alice C. Lee & Cheng Few Lee, 2024, "Stock Return, Risk, and Legal Environment around the World," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Dinh Tran Ngoc Huy & Vu Quynh Nam & Hoang Thanh Hanh & Nguyen Ngoc Thach, 2024, "Further Analysis of Bitcoin, Fintech, and P2P Lending: Perspectives and Recommendations from Industry 4.0," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Julia Nasev & Dominik von der Emde, 2024, "Earnings Quality and the Coinsurance Effect," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2024, "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Andy C.W. Chui, 2024, "Economic Policy Uncertainty and Short-term Reversals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Fu-Lai Lin & Phillip Cartwright, 2024, "Time Aggregation and the Estimation of the Market Model: Revision and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Peter Chinloy & Matthew Imes & Wendy Liu, 2024, "Leases on Balance Sheets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Financial Econometrics, Mathematics, Statistics, and Financial Technology: An Overall View," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Tumellano Sebehela, 2024, "Entropic Two-Asset Option," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sheng-Syan Chen & Cheng Few Lee & Keshab Shrestha, 2024, "Joint Normality Test for the Returns on the Futures and Spot," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Keshab Shrestha & Robert L. Welch, 2024, "Analysis of Theoretical and Empirical Relationships between the Treasury Bills and Eurodollar," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Giulio Anselmi, 2024, "Volatility Risk Measures and Banks’ Leverage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chaoshin Chiao & Tung-Ying Lin & Cheng Few Lee, 2024, "The Reactions to On-Air Stock Reports: Prices, Volume, and Order Submission Behavior," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 36, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Thi Thanh Huyen Nguyen & Duc De Ngo & Mouloud Tensaout, 2024, "Mutual Fund Competition for Ranking: When Risk-Taking Comes with Managerial Effort," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sheng-Syan Chen & Cheng Few Lee & Fu-Lai Lin & Keshab Shrestha, 2024, "Hedge Ratios: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 38, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chin-Chen Chien & Cheng Few Lee & Andrew M. L. Wang, 2024, "A Note on Stock Market Seasonality: The Impact of Stock Price Volatility on the Application of Dummy Variable Regression Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 39, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024, "Time-Changed GARCH versus GARJI Model for Extreme Events: An Empirical Study," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 40, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hany B. Ahmed & Yilmaz Guney, 2024, "Corporate Financial Hedging and the Cost of Equity Capital," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 41, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Oliver M. Rui, 2024, "Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China’s Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 42, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Orla Lenihan, 2024, "Financial Statement Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 43, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Alessandra Allini & Bikki Jaggi & Annamaria Zampella & Martina Prisco, 2024, "Expected Credit Losses under IFRS 9: Concept, Models, and Disclosures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 44, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Fu-Lai Lin & Cheng Few Lee & Win-Lin Chou & Dennis Kin-Keung Fan, 2024, "Hedging with the International Equity Index Futures: The Conventional Model versus the Error Correction Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 45, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cohen Gil, 2024, "Technical Analysis in Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 46, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 47, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jonathan Ross & Joshua Madsen & Gordon Alexander, 2024, "A Correlation-Based Portfolio Choice Algorithm," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 48, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Oliver M. Rui, 2024, "Stock Returns and Volatility on China’s Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 49, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hun Y. Park, 2024, "Value Line Investment Survey Rank Changes and Beta Coefficients," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 50, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Fu-Lai Lin & Mei-Ling Chen, 2024, "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 51, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2024, "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 52, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hanxin Hu & Ting Sun, 2024, "Predicting Stock Return Movement Directions with Sentiment Analysis of News Headlines: A Machine Learning Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 53, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chunchi Wu & Xinyuan Tao, 2024, "Style Investing, Momentum, and Co-movement," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 54, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Carsten Homburg & Laurens O. J. Lapp & Roman Schick, 2024, "Mining for “Green Diamonds” — Value Relevance of Greenhouse Gas Emissions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 55, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Risk Estimation, Diversification, and Optimal Weights," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 56, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Bin Srinidhi, 2024, "The Role of Founder Presence in Investment Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 57, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Wen-Chi Yeh, 2024, "Financial Statement Analyses and Firm Valuation: Johnson & Johnson as a Case Study," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 58, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yufeng Han & Yang Liu & Guofu Zhou & Yingzi Zhu, 2024, "Technical Analysis in the Stock Market: A Review," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 59, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Dimitris Georgoutsos & George Moratis, 2024, "The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 60, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Mark Iarovyi & Sasson Bar-Yosef & Itzhak Venezia, 2024, "Interest Rate Sensitivity and Investor Disagreement: How to Explain Bank Stock Turnover," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 61, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".