Research classified by Journal of Economic Literature (JEL) codes

2025

• 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.
• Hsu, Ching-Chi & Tsai, Wei-Che, 2025, "Exploring the role of crude oil futures in portfolio diversification," Journal of Multinational Financial Management, Elsevier, volume 79, issue C, DOI: 10.1016/j.mulfin.2025.100917.
• Chen, Yang & Feng, Yun & Liu, Qing & Zhang, Zhipeng, 2025, "Does benchmark-driven investment amplify the impact of the global financial cycle on emerging markets?," Pacific-Basin Finance Journal, Elsevier, volume 89, issue C, DOI: 10.1016/j.pacfin.2024.102589.
• Zhou, Xiaozhou & Zhan, Feng & Chan, Chang, 2025, "How retail investors affect the stock market?," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102620.
• Kim, Donghoon & Kang, Jangkoo & Roh, Soohyun, 2025, "Market participants' trading behavior toward anomalies: Evidence from the Korean market," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102622.
• Chiu, I-Chan & Hung, Mao-Wei, 2025, "Finance-specific large language models: Advancing sentiment analysis and return prediction with LLaMA 2," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102632.
• Yan, Sen & Guo, Yuqiao & Qiao, Wen, 2025, "Impact of perceived unlucky years on investment performance: Evidence from Chinese cultural beliefs," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102633.
• He, Yuqian & Li, Lu & Li, Yihang & Liang, Yuehong & Ye, Yating, 2025, "Lexical diversity, soft information skills and hedge fund performance: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102635.
• Fong, Joelle H., 2025, "Financial literacy and household financial behavior in Singapore," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102651.
• Lai, Christine W. & Lien, Donald & Tsai, Shih-Chuan, 2025, "Competence and ambiguity aversion of heterogeneous investors," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2025.102678.
• Rabbani, Mustafa Raza & Hassan, M. Kabir & Billah, Syed Mabruk & Shaik, Muneer & Halim, Zairihan Abdul, 2025, "Religion vs. ethics: Tail dependence between Sukuk, green bond, Islamic Fintech, and fourth industrial revolution assets," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2025.102683.
• Gharghori, Philip & Nguyen, Annette, 2025, "Which factors in China? A pre-registered report," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2024.102562.
• Lin, Jiayu & Pan, Dongliang & Sha, Yezhou, 2025, "The impact of ESG investment on fund performance: Evidence from mutual fund style drift," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2025.102707.
• Naeem, Muhammad Abubakr & Gul, Raazia & Arfaoui, Nadia & Bakry, Walid & Bhatti, Muhammad Ishaq, 2025, "Riding the storm: AI-driven spillover effects across technology, commodities, and conventional markets," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102845.
• Li, Xiao-Xin & Xie, Chi & Wang, Gang-Jin & Zhu, You & Li, Zhao-Chen & Zhang, Zhi-Yu, 2025, "Enhancing stock market return predictability by using a novel autoencoder-based aggregate EPU index," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102873.
• Liu, Xiaojun & Ouyang, Hongbing & Chen, Jingqi, 2025, "How do investors trust mutual funds in cliques: Case in China," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102881.
• Meng, Weilu & Lu, Weijie & Yuan, Gecheng & Zhou, Li, 2025, "Automation and stock market participation," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102888.
• Chen, Tzu-Ying & Chen, Yi-Ting & Huang, Rachel J. & Tzeng, Larry Y., 2025, "A performance index consistent with fractional-order stochastic dominance," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102891.
• Mao, Jie & Xia, Xiaobao & Zhuo, Haotian, 2025, "Taming the factor zoo in China’s equity market: A Bayesian approach," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102892.
• Chang, Xin & Luo, Jiang & Peng, Jiaxin & Qian, Shuoge & Tan, Choon Wee, 2025, "Index-tracking rigidity and arbitrage opportunities in MSCI index reconstitutions," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102900.
• Mo, Di & Tian, Xiao & Zhong, Angel, 2025, "Financial constraints, cash flow timing patterns, and asset prices in the australian market," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102907.
• Li, Qinghai & Li, Hao & Li, Qian, 2025, "Can financial consumer protection promote residents' stock market participation? An investigation based on eastern China residents survey," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102912.
• Min, Byoung-Kyu & Roh, Tai-Yong, 2025, "Can machine learning uncover abnormal returns in uncharted financial territories?," Pacific-Basin Finance Journal, Elsevier, volume 94, issue C, DOI: 10.1016/j.pacfin.2025.102823.
• Liu, Weiyi & Zhao, Xiaojuan & Li, Wenjia & Wang, Ye, 2025, "The effect of the cryptocurrency halving event," Pacific-Basin Finance Journal, Elsevier, volume 94, issue C, DOI: 10.1016/j.pacfin.2025.102913.
• Wu, Haoran & Gao, Zhiwei & Nie, Boyang & Zhao, Binru, 2025, "Can machines learn Chinese mutual funds?," Pacific-Basin Finance Journal, Elsevier, volume 94, issue C, DOI: 10.1016/j.pacfin.2025.102935.
• Hu, Xiaolu & Song, Yiliao & Zhong, Angel, 2025, "Machine learning in the Australian equity market," Pacific-Basin Finance Journal, Elsevier, volume 94, issue C, DOI: 10.1016/j.pacfin.2025.102938.
• Abdullah, Mohammad & Adeabah, David & Lee, Chi-Chuan & Abakah, Emmanuel Joel Aikins & Bhuiyan, Rubaiyat Ahsan, 2025, "Does climate risk drive digital asset returns?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 666, issue C, DOI: 10.1016/j.physa.2025.130530.
• Bouri, Elie & Benbachir, Soufiane & Alaoui, Marwane El, 2025, "How Bitcoin market trends affect major cryptocurrencies?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 668, issue C, DOI: 10.1016/j.physa.2025.130587.
• Alcidi, Cinzia & D'Imperio, Paolo & Thirion, Gilles, 2025, "Shock absorption via savings in the EMU: The role of international and public mechanisms," European Journal of Political Economy, Elsevier, volume 90, issue PA, DOI: 10.1016/j.ejpoleco.2024.102560.
• Ledoit, Olivier & Wolf, Michael, 2025, "Markowitz portfolios under transaction costs," The Quarterly Review of Economics and Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.qref.2025.101962.
• Boufateh, Talel & Saadaoui, Zied & Jiao, Zhilun, 2025, "On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks," The Quarterly Review of Economics and Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.qref.2024.101951.
• Umar, Zaghum & Hadad, Elroi & Phiri, Andrew & Teplova, Tamara, 2025, "Dynamics of asymmetric connectedness among magnificent seven technology giants: Insights from QVAR analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.qref.2025.101977.
• Marinescu, Ion-Iulian & Mirza, Nawazish & Horobet, Alexandra & Belascu, Lucian, 2025, "Hedging uncertainty: Bitcoin's asymmetric diversification benefits in factor-based portfolios," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102015.
• Živkov, Dejan & Lončar, Sanja & Đurašković, Jasmina & Balaban, Suzana, 2025, "How do non-normal parametric VaR models perform in risk-minimizing portfolios?," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102016.
• Morier, Bruno & Valls Pereira, Pedro L., 2025, "Forecasting intraday volatility and densities using deep learning," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102076.
• Lim, Yuree, 2025, "Disclosure in corporate pension plans using a regression discontinuity design," The Quarterly Review of Economics and Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.qref.2024.101936.
• Muhammad, Sagheer & Huang, Xiaoxia, 2025, "Dynamic dependence and network analysis between renewable energy tokens, sustainability-driven investments and equity markets: Implications for portfolio management," Renewable Energy, Elsevier, volume 251, issue C, DOI: 10.1016/j.renene.2025.123256.
• Hevér, Judit & Csóka, Péter, 2025, "The effect of regulatory requirements on market liquidity: ESG promotion as a special case," International Review of Economics & Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.iref.2025.104078.
• Díaz, Antonio & Esparcia, Carlos & Tegtmeier, Lars, 2025, "Private equity market dynamics: Beyond the surface," International Review of Economics & Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.iref.2025.104087.
• Ozcelebi, Oguzhan & Yoon, Seong-Min, 2025, "Impact of financial stress on the REIT market stability," International Review of Economics & Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.iref.2025.104114.
• Abdoh, Hussein & Chitavi, Michael, 2025, "Mean reversion of the soybean crush spread: A new model and trading strategies," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104186.
• Gambarelli, Luca & Muzzioli, Silvia, 2025, "News sentiment indicators and the cross-section of stock returns in the European stock market," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104207.
• Chen, Zheng & Li, Wenlin & Huang, Jia, 2025, "Investor sentiment and optimizing traditional quantitative investments," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104227.
• Yang, Ting, 2025, "Volatility characteristics of stock markets during the US-China trade war," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104335.
• Liu, Hongjiao, 2025, "Artificial intelligence development and household financial asset allocation," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104365.
• Yang, Yiwen & Lin, Yi-Wei & Cheng, Li-Chen, 2025, "Impact of real-time public sentiment on herding behavior in Taiwan's stock market: Insights across investor types and industries," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104397.
• Horn, Matthias & Oehler, Andreas & Dabbous, Amal & Croutzet, Alexandre, 2025, "The relation between environmental awareness and stock returns," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104383.
• Hanif, Waqas & El Khoury, Rim & Gubareva, Mariya & Teplova, Tamara, 2025, "Asymmetric connectedness among regional green economies, carbon markets, and oil shocks," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104416.
• Bui, Huynh Tuan Duy & Herwartz, Helmut & Wang, Shu, 2025, "Central bank announcements and monitoring portfolio risks," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104427.
• Oehler, Andreas & Horn, Matthias, 2025, "Contemporaneous ESG ratings and idiosyncratic stock risk: Empirical evidence on measures of market consensus and dispersion," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104471.
• Fu, Jinlin & Lu, Xiaomeng & Xie, Yuxin & Wang, Binxu, 2025, "Are active mutual fund managers skilled in picking stock concepts?," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104474.
• Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Corbet, Shaen, 2025, "News sentiment and DeFi coin returns: An empirical analysis," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104483.
• Nazlıoğlu, Elif Hilal & Kök, Dündar & Soytaş, Uğur, 2025, "Energy prices and stock markets: Does energy supply security matter?," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104542.
• You, Zhirun & Gao, Yachun & Hu, Jun, 2025, "Equity duration in China: A deep learning approach," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104551.
• Wong, Wai-Yan & Tee, Chwee-Ming & Hooy, Chee-Wooi, 2025, "Are political connections valuable during a health pandemic crisis?," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104623.
• Hoang, Lai T., 2025, "Cryptocurrency price-based comovement," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104635.
• Li, Zhengzheng & Geng, Min & Su, Chi-Wei & Qin, Meng, 2025, "Turbulent tides: When green energy ambitions collide with brown resilience in the storm of uncertainty," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104689.
• Shi, Huiyi & Xia, Yufei & Cheng, Zihan & Zhang, Xinyu & Liu, Shutong, 2025, "Unleashing the effect of data asset information disclosure on corporate investment efficiency: Fresh evidence from double-debiased machine learning," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104698.
• Gaspar, Raquel M. & Jiaming, Xu, 2025, "Global patterns in consumer confidence and stock returns," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104703.
• Zhang, Zhiwei & Gang, Ziyi & Su, Fei, 2025, "Geographic diversification and bank efficiency: Evidence from China's commercial banks," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104706.
• Simlai, Prodosh Eugene, 2025, "Financial environment, dry powder, and the dynamics of private equity valuations," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104761.
• Allahdadi, Mohammad R., 2025, "Beyond Green Signaling: Are Institutional Investors Decarbonizing Their Portfolios?," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104767.
• Cheng, Tingting & Liu, Yiming & Ge, Shuyi & Shi, Yanlin, 2025, "Tail-event driven network dependence in the Belt and Road: Effects of crises and initiative implementation," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104768.
• Khaki, Audil Rashid & Bakry, Walid & Deo, Neha & Al-Mohamad, Somar, 2025, "Re-thinking diversification: Harnessing the diversification potential of AI stocks and cryptocurrencies using portfolio optimization," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104775.
• Li, Yihan & Sun, Yiqing, 2025, "Return extrapolation and U-shaped volatility asymmetry: Evidence from the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104790.
• Chen, Yanyun & Liu, XiangYu & Yao, Ziyan & Tang, Xiaoping, 2025, "Chinese household finance impacted by climate change - Evidence from stock investment," International Review of Economics & Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.iref.2024.103730.
• Billah, Mabruk & Enamul Hoque, Mohammad & Hadhri, Sinda & Do, Hung Xuan, 2025, "Tail risk connectedness between DeFi and Islamic assets and their determinants," International Review of Economics & Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.iref.2024.103789.
• Chen, Bing & Kazemi, Maziar M. & Yang, Xiaohui, 2025, "Do hedge fund clients of prime brokers front-run their analysts?," International Review of Economics & Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.iref.2024.103824.
• Duong, An Thi Thuy, 2025, "Resilience or returns: Assessing green equity index performance across market regimes," International Review of Economics & Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.iref.2024.103831.
• Gao, Yang & Zhou, Yueyi & Zhao, Wandi, 2025, "Liquidity spillover and investment strategy construction among Chinese green financial markets," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103843.
• Zhao, Zhiming & Qiu, Lingyan & Shu, Jianping, 2025, "The impact of write-down equity on bank stability under ambiguity aversion," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103851.
• Matallín-Sáez, Juan Carlos & de Mingo-López, Diego Víctor, 2025, "The components of tracking error, interim trading and mutual fund performance," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103874.
• Kumar, Satish & Rao, Amar & Dhochak, Monika, 2025, "Hybrid ML models for volatility prediction in financial risk management," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103915.
• Bouteska, Ahmed & Sharif, Taimur & Isskandarani, Layal & Abedin, Mohammad Zoynul, 2025, "Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103938.
• Atree, Manish Kumar & Tripathy, Naliniprava, 2025, "Cryptocurrency research: Bibliometric review and content analysis," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103940.
• Jiang, Yifu & Olmo, Jose & Atwi, Majed, 2025, "High-dimensional multi-period portfolio allocation using deep reinforcement learning," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103996.
• Zhen, Fang, 2025, "Market volatility and skewness risks in China," International Review of Economics & Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.iref.2025.103968.
• Qing, Lingli & Alnafrah, Ibrahim & Dagestani, Abd Alwahed, 2025, "Environmental attention in cryptocurrency markets: A catalyst for clean energy investments," International Review of Economics & Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.iref.2025.104063.
• Doğan, Buhari & Radulescu, Magdalena & Nassani, Abdelmohsen A. & Mohammed, Kamel S.I. & Benlagha, Noureddine & Baldan, Cristina Florentina, 2025, "Spillovers across the crude oil and major currencies exchange rates using dynamic-quantile-frequency analysis," International Review of Economics & Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.iref.2025.104065.
• Elie Bouri & Oguzhan Cepni & Rangan Gupta & Sibanjan Mishra & Muhammed Enes Olgun, 2025, "Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 202533, Sep.
• Onur Polat & Elie Bouri & Rangan Gupta & Riza Demirer, 2025, "Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis," Working Papers, University of Pretoria, Department of Economics, number 202544, Dec.
• Adam Èernohorský, 2025, "Design and Methodology of a Real Estate Fund Index for the Czech Market," ACTA VSFS, University of Finance and Administration, volume 19, issue 1, pages 53-72.
• Eleonora Salzmann, 2025, "Disaggregated ESG Risk in European Asset Pricing Based on ESG Leaders Data," ACTA VSFS, University of Finance and Administration, volume 19, issue 2, pages 204-233.
• Marty-Jörn Klein & Gabriela Chmelíková & Jozef Palkovič, 2025, "The Influence of Covid-19 Pandemic on Consideration of Corporate Social Irresponsibility by Sovereign Wealth Funds," Central European Business Review, Prague University of Economics and Business, volume 2025, issue 2, pages 45-73, DOI: 10.18267/j.cebr.383.
• Martina Sobková, 2025, "Comparison of the performance of Czech actively managed funds with ETFs
  [Porovnání výkonnosti českých aktivně spravovaných fondů s ETF]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2025, issue 1, pages 44-65, DOI: 10.18267/j.cfuc.608.
• Dejan Živkov & Boris Kuzman & Katica Radosavljević, 2025, "Risk-Adjusted Performance of American and European Clean-Energy Portfolios," Prague Economic Papers, Prague University of Economics and Business, volume 2025, issue 2, pages 137-164, DOI: 10.18267/j.pep.889.
• Christoph Kaufmann & Jaime Leyva & Manuela Storz, 2025, "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Papers, Banco de Portugal, Economics and Research Department, number w202502.
• Ante Šterc & Othman Bouabdallah & Pascal Jacquinot, 2025, "Tax Structures and Fiscal Multipliers in HANK Models," Working Papers, Banco de Portugal, Economics and Research Department, number w202508.
• Stelios Arvanitis, 2025, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Working Paper, Economics Department, Queen's University, number 1532, Feb.
• Stelios Arvanitis, 2025, "Norm Constrained Empirical Portfolio Optimization with Stochastic Dominance: Robust Optimization Non-Asymptotics," Working Paper, Economics Department, Queen's University, number 1533, Feb.
• Jorge Pozo, 2025, "The Impact of Deposit Dollarization on Credit Dollarization: Evidence of Natural Hedging and Excessive Risk-Taking Channels," Working Papers, Banco Central de Reserva del Perú, number 2025-013, Dec.
• Bettina Brueggemann & Zachary Mahone, 2025, "Code and data files for "Entrepreneurial Rates of Return and Wealth Inequality"," Computer Codes, Review of Economic Dynamics, number 23-242, revised .
• Bettina Brueggemann & Zachary Mahone, 2025, "Entrepreneurial Rates of Return and Wealth Inequality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 58, October, DOI: 10.1016/j.red.2025.101298.
• Botero-Ramírez, Oscar David & Murcia, Andrés & Villamizar-Villegas, Mauricio, 2025, "Foreign investment dynamics: The impact of benchmark-driven versus unconstrained investors on local credit conditions," Working papers, Red Investigadores de Economía, number 112, May.
• Gabriele Ciminelli & Filippo Maria D’Arcangelo & Mauro Pisu & Shu Tian, 2025, "Climate Laws and Green Finance: The Value of Legal Commitment," ADB Economics Working Paper Series, Asian Development Bank, number 830, Dec.
• Maksim Fayzulin & Tamara Teplova & Aleksei Kurkin, 2025, "Dynamic connectedness between trading volumes and retail investor sentiment in the Russian stock market with Bitcoin during external shock periods," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 79, pages 99-121.
• Muhammad Niaz Khan, 2025, "Dynamic Spillovers in Global Financial Markets: The Effect of Geopolitical Risk, Climate and Economic Uncertainties," East Asian Economic Review, Korea Institute for International Economic Policy, volume 29, issue 3, pages 303-335, September, DOI: 10.11644/KIEP.EAER.2025.29.3.451.
• Frank Heinz & Reinhard Madlener, 2025, "Optimal Stopping in Higher Dimensions: The Case of Investments in the Sustainable Energy Transition," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number No. 5/2025, Mar.
• Khan Muhammad Niaz, 2025, "Assessing the Impact of Geopolitical Crises on Global Financial Markets: Insights from the Novel TVP-VAR Model," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 40, issue 1, pages 29-52.
• Hyejin Park & Jiyoon Lee & Dojoon Park, 2025, "ESG Fund Performance in an Emerging Market: The Case of Korea Before and After Covid-19," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 50, issue 2, pages 65-96.
• Jong Ha Jeon & Zoonky Lee & Dojoon Park, 2025, "Reinforcement Learning Based Dynamic Asset Allocation with Technical and Macro-Economic Analysis," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 50, issue 3, pages 123-145, September, DOI: 10.35866/caujed.2024.50.3.006.
• Beatrice Bertelli & Marianna Brunetti & Costanza Torricelli & Mariangela Zoli, 2025, "Nudging Households’ Sustainable Investments: Results from a Pilot Lab-in-the-field Experiment In Italy," CEIS Research Paper, Tor Vergata University, CEIS, number 600, May, revised 30 May 2025.
• Beatrice Bertelli & Marianna Brunetti & Costanza Torricelli & Mariangela Zoli, 2025, "From Knowledge to Allocation of Sustainable Assets: Results From An In-Field Survey In Italy," CEIS Research Paper, Tor Vergata University, CEIS, number 612, Oct, revised 07 Oct 2025.
• Spyros Papathanasiou & Dimitrios Vasiliou & Anastasios Magoutas & Drosos Koutsokostas, 2025, "The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19," Australian Journal of Management, Australian School of Business, volume 50, issue 1, pages 200-219, February, DOI: 10.1177/03128962231184658.
• M A Aneesha & A Athira & P J Jijo Lukose, 2025, "Underwriter Reputation, Retail Demand, and Performance of Newly Public Small and Medium Enterprises," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 24, issue 1, pages 109-133, March, DOI: 10.1177/09726527241276194.
• Canan Yildirim & Dieter Vanwalleghem, 2025, "Firm Value Impact of Global Oil and Gas Mergers and Acquisitions: The Role of Environmental Policy Framework," The Energy Journal, , volume 46, issue 3, pages 217-241, May, DOI: 10.1177/01956574241307949.
• Jason P. Berkowitz & Kavya S. Dasari & R. Jared DeLisle, 2025, "The Effect of Fuel Hedging in the Airline Industry on Returns, Volatility, and on the Return-to-risk Relationship Analysis," The Energy Journal, , volume 46, issue 3, pages 265-284, May, DOI: 10.1177/01956574251315449.
• Delgertsetseg Delgerjargal & Ankhbileg Khurelbaatar & Delgerbayar Delgerjargal, 2025, "Empirical Analysis of Factors Influencing the Behavioral Intention to Use Cryptocurrency Among Mongolian Customers: Extended UTAUT2 Model," SAGE Open, , volume 15, issue 2, pages 21582440251, April, DOI: 10.1177/21582440251328141.
• Florin Aliu & Artor Nuhiu, 2025, "Analyzing the Interconnectedness Within the Volatile Crypto Market: Evidence from Two Consequent Non-economic Shocks," SAGE Open, , volume 15, issue 2, pages 21582440251, June, DOI: 10.1177/21582440251340458.
• Manh Huu Nguyen & Giang Thi Huong Vuong & Trung Duc Nguyen, 2025, "Corporate Investment and Political Stability: Role of an Enormous Anti-Corruption Campaign, Ownership Structure, and Financial Constraints in An Emerging Economy," SAGE Open, , volume 15, issue 2, pages 21582440251, June, DOI: 10.1177/21582440251340546.
• Haowen Jia, 2025, "Broadband Access and Household Risky Assets Investment: A Double/Debiased Machine Learning-Based Difference-in-Difference Approach," SAGE Open, , volume 15, issue 3, pages 21582440251, September, DOI: 10.1177/21582440251375789.
• Meng-Shiuh Chang & PengCheng Huang & LinSiDi Zhang & Liang Jiang, 2025, "The Asymmetric Effect of Market Uncertainty on Safe havens, Inverted Asymmetry and Contagion During COVID-19 Periods," SAGE Open, , volume 15, issue 3, pages 21582440251, September, DOI: 10.1177/21582440251378567.
• Debojyoti Das & Pranav Dharmani & Anupam Dutta & Sankarshan Basu, 2025, "The role of security measures: Addressing geopolitical risk in Indian hospitality investments," Tourism Economics, , volume 31, issue 8, pages 1629-1650, December, DOI: 10.1177/13548166241312732.
• Jinwon Kim & Jun-hee Kim, 2025, "Housing Valued Beyond Consumption Value: Evidence from the Korean Jeonse System," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2503.
• Dirk Bezemer & Richard Senner, 2025, "Asset pricing and the Covid-19 deposit glut: an application of Liquidity Preference Theory," Working Papers, Swiss National Bank, number 2025-05.
• Marie Briere & Léopold Simar & Ariane Szafarz & Anne Vanhems, 2025, "A Bootstrap Test of Portfolio Performance Tailored to Individual Preferences," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 25-007, Oct.
• Md. Bokhtiar Hasan & Md. Naiem Hossain & Juha Junttila & Gazi Salah Uddin & Mustafa Raza Rabbani, 2025, "Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?," Annals of Operations Research, Springer, volume 345, issue 2, pages 1387-1420, February, DOI: 10.1007/s10479-022-04876-0.
• Moshe Levy, 2025, "Relative risk aversion must be close to 1," Annals of Operations Research, Springer, volume 346, issue 1, pages 127-135, March, DOI: 10.1007/s10479-024-06193-0.
• Edward Tower, 2025, "Vanguard and Fidelity active stock funds: both generally beat their same-style Vanguard index funds," Annals of Operations Research, Springer, volume 346, issue 1, pages 645-656, March, DOI: 10.1007/s10479-024-06196-x.
• Haim Levy, 2025, "To revise or not to revise? This is the question," Annals of Operations Research, Springer, volume 346, issue 1, pages 157-179, March, DOI: 10.1007/s10479-024-06214-y.
• Haim Levy, 2025, "The maximum geometric mean criterion: revisiting the Markowitz–Samuelson debate: survey and analysis," Annals of Operations Research, Springer, volume 346, issue 1, pages 263-284, March, DOI: 10.1007/s10479-024-06250-8.
• Marcos López de Prado & Joseph Simonian & Francesco A. Fabozzi & Frank J. Fabozzi, 2025, "Enhancing Markowitz's portfolio selection paradigm with machine learning," Annals of Operations Research, Springer, volume 346, issue 1, pages 319-340, March, DOI: 10.1007/s10479-024-06257-1.
• Leonard MacLean & Yonggan Zhao & Oufan Zhang, 2025, "Mean-variance optimization with inferred regimes," Annals of Operations Research, Springer, volume 346, issue 1, pages 341-368, March, DOI: 10.1007/s10479-024-06267-z.
• Tom Anichini & Jim Grabot & Sherrie Grabot & Ming Yee Wang & Ganlin Xu & Louis Zijl, 2025, "Conditional shortfall risk of lifetime consumption," Annals of Operations Research, Springer, volume 346, issue 1, pages 623-644, March, DOI: 10.1007/s10479-024-06316-7.
• Lorne N. Switzer & Mashal Dhamani, 2025, "Inflation differentials and the diversification benefits of small cap equities in emerging markets for US investors," Annals of Operations Research, Springer, volume 346, issue 1, pages 585-622, March, DOI: 10.1007/s10479-024-06356-z.
• Rosario Maggistro & Mario Marino & Antonio Martire, 2025, "A dynamic game approach for optimal consumption, investment and life insurance problem," Annals of Operations Research, Springer, volume 346, issue 2, pages 1377-1398, March, DOI: 10.1007/s10479-024-05847-3.
• Yue Qi & Ralph E. Steuer, 2025, "An analytical derivation of properly efficient sets in multi-objective portfolio selection," Annals of Operations Research, Springer, volume 346, issue 2, pages 1573-1595, March, DOI: 10.1007/s10479-024-05848-2.
• Hongxia Wang & Duc Khuong Nguyen & Xiong Xiong & Peng-Fei Dai, 2025, "Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension," Annals of Operations Research, Springer, volume 347, issue 1, pages 69-85, April, DOI: 10.1007/s10479-022-05081-9.
• Muhammad Tahir Suleman & Umaid A Sheikh & Emilios C. Galariotis & David Roubaud, 2025, "The impact of bitcoin fear and greed on good and bad network connectedness: the case of the US sectoral high frequency returns," Annals of Operations Research, Springer, volume 347, issue 1, pages 633-677, April, DOI: 10.1007/s10479-023-05455-7.
• Sabri Boubaker & Tu D. Q. Le & Riadh Manita & Thanh Ngo, 2025, "The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis," Annals of Operations Research, Springer, volume 347, issue 1, pages 717-741, April, DOI: 10.1007/s10479-023-05506-z.
• Guohui Guan & Jiaqi Hu & Zongxia Liang, 2025, "N-player and mean field games among fund managers considering excess logarithmic returns," Annals of Operations Research, Springer, volume 349, issue 3, pages 1663-1691, June, DOI: 10.1007/s10479-025-06576-x.
• Zhuoya Du & Qian Wang, 2025, "Diffusion or polarization: the spatial spillover of digitalization on urban innovation," The Annals of Regional Science, Springer;Western Regional Science Association, volume 74, issue 2, pages 1-33, June, DOI: 10.1007/s00168-025-01395-1.
• Riccardo Riccobello & Giovanni Bonaccolto & Philipp J. Kremer & Piotr Sobczyk & Małgorzata Bogdan & Sandra Paterlini, 2025, "Sparse graphical modelling for global minimum variance portfolio," Computational Management Science, Springer, volume 22, issue 2, pages 1-32, December, DOI: 10.1007/s10287-025-00535-4.