Research classified by Journal of Economic Literature (JEL) codes

2024

• Chun-Chong Fu & Chuan-Hsiang Han & Kun Wang, 2024, "A Novel Semi-Static Method for the Index Tracking Problem," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 62, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Andreas G. Koutoupis & Leonidas G. Davidopoulos, 2024, "Fundamental Analysis: A Practical Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 63, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• John M. Longo, 2024, "Lessons on Risk, Return, and Portfolio Construction from the Great Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 64, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Pin-Huang Chou & Kuan-Cheng Ko & K.C. John Wei, 2024, "Sources of Liquidity Premium: Risk or Mispricing?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 65, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cristina Chueca Vergara & Luis Ferruz Agudo, 2024, "Analysis of IBEX-35 Listed Companies: Recent CSR Reports and Behavior of the Main Indicators. Existence of a Proportional Relationship between Greenwashing and Deficient CSR Reports," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 66, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Alex YiHou Huang & Ming-Che Hu, 2024, "Return Volatility, Skewness, and Momentum Effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 67, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xinjie Wang & Ge Wu & Suyang Zhao, 2024, "Predicting Implied Volatility with Historical Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 68, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• LiJane Kao & John Lee & Cheng Few Lee, 2024, "Estimating Binomial and Black & Scholes Option Pricing Models: Excel, R Language, and SAS Program Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 69, 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, 2024, "Value Contributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 70, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• David A. Ziebart & Mark Cheng & Sohee Kim & Wenyin Li & Anh Pham & Darren Woodward, 2024, "Using Computational Science Methods in Accounting and Finance Research," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 71, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Foued Hamouda, 2024, "Stock Buybacks and Financial Turmoil: Pros and Cons for Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 72, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Guanming He & April Zhichao Li, 2024, "The Roles of Financial Analysts in the Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 73, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xinjie Wang & Zhaodong (Ken) Zhong, 2024, "Funding Liquidity and CDS-Bond Basis: Evidence from the CDS Big Bang," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 74, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• G.V. Satya Sekhar, 2024, "Issues and Challenges of Weather and Freight Derivatives: Impact of Pandemic Situation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 75, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Guanming He & April Zhichao Li & Dongxiao Shen, 2024, "On a Long-Term Investment Strategy in a Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 76, 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, "European Option, American Option, and Option Bounds: Theory, Method, and Some Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 77, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xi Zhang & Philip S. Yu, 2024, "Improving the Stock Market Prediction with Social Media via Broad Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 78, 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, "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 79, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yao Zheng & Eric Osmer, 2024, "Do CFA Charterholders Make Better Hedge Fund Managers?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 80, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yu-Li Huang & Kun-Li Lin, 2024, "Impact of Bank Activity and Funding Strategies on Liquidity Management: International Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 81, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cathy Zishang Liu & Kai-Cheung Kenneth Chu & C. S. Agnes Cheng, 2024, "Accounting Information and Firm Valuation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 82, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xingyi Hu & Zhaodong (Ken) Zhong, 2024, "Developments in CDS Markets: A Review on Recent CDS Studies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 83, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jow-Ran Chang & John Lee, 2024, "Decision Tree and Microsoft Excel Approach for Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 84, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Huei-Wen Teng, 2024, "Comparisons between the Markowitz Model and the Black–Litterman Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 85, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2024, "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 86, 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 & Ken-Kuan Su, 2024, "Asset Allocation with Cryptocurrencies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 87, 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, "Market-Based, Accounting-Based, and Composite-Based Beta Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 88, 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, "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio Selection Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 89, 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, "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 90, 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 & Paul W. Chiou, 2024, "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 91, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Tamala Amelia Manda, 2024, "Modeling Different REIT Cash Flows," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 92, 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 & Huei Ching Soo & Cheng Few Lee, 2024, "Bayesian Portfolio Mean-Variance Efficiency Test with Sampling Error of Sharpe Ratio," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 93, 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, "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 94, 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, "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 95, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Robert Snigaroff & David Wroblewski, 2024, "Global International ELM versus Momentum," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 96, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jow-Ran Chang & John Lee & Cheng Few Lee, 2024, "Estimating European and American Option Pricing Models: Excel and SAS Language Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 97, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jacob Oded & Itzhak Venezia, 2024, "Estimating the Probabilities of Default under the Assumption of Unobserved Heterogeneity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 98, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Wei-Fang Niu & Henry Horng-Shing Lu, 2024, "A Factor Model for Graph Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 99, 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 & Chiung-Min Tsai & Alice C. Lee, 2024, "A Dynamic CAPM with Supply Effect: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 100, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sibongile Zwane, 2024, "Indices Herding Behavior and Its Impact on Listed Real Estate and Two Other Asset Classes: A Case of Developed versus Emerging Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 101, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Christopher C. Geczy & John B. Guerard Jr., 2024, "Price Momentum, Earnings Forecasting, and Valuation: Implications for Inefficient Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 102, 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 & Jing-Rung Yu, 2024, "Advancement of Optimal Portfolio Models with Short Sales and Transaction Costs: Methodology and Effectiveness," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 103, 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, "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 104, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Philip Keejae Hong & Kyonghee Kim & Sukesh Patro, 2024, "On the Treatment of the Momentum Factor in Accounting-Based Anomalies: A Discussion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 105, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Y. L. Hsu & T. L. Lin & Cheng Few Lee, 2024, "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 106, 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, "Options, Put–Call Parities, and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 107, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jungshik Hur, 2024, "A Cross-sectional Asset Pricing Test with More Power: An Instrumental Variable Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 108, 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 & Hong-Yi Chen & Alice Lee & Yuhsin Tai, 2024, "Current vs. Permanent Earnings for Estimating Alternative Dividend Payment Behavioral Model: Theory, Methods, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 109, 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 & Chengru Hu & Maggie Foley, 2024, "Differential Effect of Inside Debt, CEO Compensation Diversification, and Firm Investment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 110, 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 & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2024, "Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory, Empirical Evidence, and Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 111, 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 & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2024, "Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 112, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• William T. Ziemba, 2024, "Solving Nonlinear Programming Problems With Stochastic Objective Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• C. C. Huang & W. T. Ziemba & A. Ben-Tal, 2024, "Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• N. C. P. Edirisinghe & W. T. Ziemba, 2024, "Bounds For Two-Stage Stochastic Programs With Fixed Recourse," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• J. A. Ohlson & W. T. Ziemba, 2024, "Portfolio Selection In A Lognormal Market When The Investor Has A Power Utility Function," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• J. G. Kallberg & W. T. Ziemba, 2024, "Comparison Of Alternative Utility Functions In Portfolio Selection Problems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Vijay K. Chopra & William T. Ziemba, 2024, "The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Yonggan Zhao & Ulrich Haussmann & William T. Ziemba, 2024, "A Dynamic Investment Model With Control On The Portfolio’S Worst Case Outcome," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• M. I. Kusy & W. T. Ziemba, 2024, "A Bank Asset And Liability Management Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• David R. Cariño & William T. Ziemba, 2024, "Formulation Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• David R. Cariño & David H. Myers & William T. Ziemba, 2024, "Concepts, Technical Issues, And Uses Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Alois Geyer & William T Ziemba, 2024, "The Innovest Austrian Pension Fund Financial Planning Model InnoALM: OR PRACTICE," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• L. C. Maclean & W. T. Ziemba & G. Blazenko, 2024, "Growth Versus Security In Dynamic Investment Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Leonard C. Maclean & William T. Ziemba & Yuming Li, 2024, "Time to wealth goals in capital accumulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Leonard C. Maclean & Edward O. Thorp & William T. Ziemba, 2024, "Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Donald B. Hausch & William T. Ziemba & Mark Rubinstein, 2024, "Efficiency Of The Market For Racetrack Betting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Donald B. Hausch & William T. Ziemba, 2024, "Arbitrage Strategies for Cross-Track Betting on Major Horse Races," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Sébastien Lleo & William T. Ziemba, 2024, "Stock market crashes in 2007–2009: were we able to predict them?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• A. N. Shiryaev & M. V. Zhitlukhin & W. T Ziemba, 2024, "Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Faria, Gonçalo & Verona, Fabio, 2024, "Unlocking predictive potential: the frequency-domain approach to equity premium forecasting," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2024.
• Faria, Gonçalo & Verona, Fabio, 2024, "Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators," Bank of Finland Research Discussion Papers, Bank of Finland, number 14/2024.
• Bednarek, Peter & Franke, Günter, 2024, "Dynamics of probabilities of default," Discussion Papers, Deutsche Bundesbank, number 32/2024.
• Fricke, Daniel & Meinerding, Christoph, 2024, "Who pays the greenium and why? A decomposition," Discussion Papers, Deutsche Bundesbank, number 41/2024.
• Metiu, Norbert & Stockerl, Valentin, 2024, "What moves households' expectations during a crisis? Evidence from a randomized information experiment," Discussion Papers, Deutsche Bundesbank, number 42/2024.
• Cici, Gjergji & Schuster, Philipp & Weishaupt, Franziska, 2024, "Once a trader, always a trader: The role of traders in fund management," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 24-01.
• Beyer, Victor & Bauckloh, Michael Tobias, 2024, "Non-standard errors in carbon premia," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 24-06.
• Auzepy, Alix & Bannier, Christina E. & Gärtner, Florian, 2024, "Looking beyond ESG preferences: The role of sustainable finance literacy in sustainable investing," CFS Working Paper Series, Center for Financial Studies (CFS), number 719, DOI: 10.2139/ssrn.4773211.
• Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024, "Inflation and trading," CFS Working Paper Series, Center for Financial Studies (CFS), number 727.
• Khavari, Saeed Dehghan & Mirjalili, Seyed Hossein & Abdorrahimian, Mohammad Hossein & Khosh Sirat, Farida, 2024, "Adjustment Speed of Capital Structure: Effect of Organizational and Performance Characteristics (Comparison between Financial and Non-Financial Sectors)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 16, issue 2, pages 221-242, DOI: 10.22111/ijbds.2024.49669.2144.
• Wen, Xin & Cheng, Zhiming & Tani, Massimiliano, 2024, "Daughters, Savings and Household Finances," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1474.
• Kick, Andreas & Rottmann, Horst, 2024, "On the protective effects of European sustainable stocks during the Russian invasion of Ukraine," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 88.
• Coqueret, Guillaume & Filippin, Maria Elena & Laguerre, Martial & Weber, Christoph, 2024, "A Comment on Safe Assets by Barro et al. (2022)," I4R Discussion Paper Series, The Institute for Replication (I4R), number 122.
• Rosati, Nicoletta & Bomprezzi, Pietro & Martinez Cillero, Maria, 2024, "Critical dimensions in the empirical measurement of common shareholding," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel), number 306566, DOI: 10.1016/j.ribaf.2024.102315.
• Chaliasos, Michael, 2024, "Wealth accumulation: The role of others," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 211.
• Dylla, Carolin & Ries, Dorothea & Schütt, Karolina, 2024, "Is there no women in investment?," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 236/2024.
• Billio, Monica & Fitzpatrick, Aoife Claire & Latino, Carmelo & Pelizzon, Loriana, 2024, "Unpacking the ESG ratings: Does one size fit all?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 415, DOI: 10.2139/ssrn.4742445.
• Fauvrelle, Thiago & Riedel, Max & Skrutkowski, Mathias, 2024, "Collateral pledgeability and asset manager portfolio choices during redemption waves," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 417, DOI: 10.2139/ssrn.4795971.
• Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024, "Inflation and trading," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 419, DOI: 10.2139/ssrn.4838014.
• Hackethal, Andreas & Hanspal, Tobin & Hartzmark, Samuel M. & Bräuer, Konstantin, 2024, "Educating investors about dividends," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 420, DOI: 10.2139/ssrn.4827769.
• Bagnara, Matteo, 2024, "The economic value of cross-predictability: A performance-based measure," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 424.
• Laudenbach, Christine & Siegel, Stephan, 2024, "Personal communication in an automated world: Evidence from loan repayments," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 428, DOI: 10.2139/ssrn.3153192.
• Famulok, Jakob & Kormanyos, Emily & Worring, Daniel, 2024, "Do investors use sustainable assets as carbon offsets?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 431, DOI: 10.2139/ssrn.4966257.
• Berg, Florian & Heeb, Florian & Kölbel, Julian, 2024, "The economic impact of ESG ratings," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 439, DOI: 10.2139/ssrn.4088545.
• Meister, Lorenz & Menkhoff, Lukas & Schröder, Carsten, 2024, "Work from Home, Stock Market Participation, and Inequality," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302335.
• Li, Shasha & Yang, Biao, 2024, "Green Investing, Information Asymmetry, and Capital Structure," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302416.
• Eiblmeier, Sebastian, 2024, "Differential Effects of Unconventional Monetary Policy," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302432.
• Neupert-Zhuang, Menglu & Schenker, Oliver, 2024, "Regulated correlations - Climate policy and investment risks," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 24-064.
• Michal Vyletelka, 2024, "ESG Score Uncertainty and Excess Stock Returns: European Stock Market Case," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 2, pages 137-163, DOI: 10.18267/j.pep.854.
• Pavel Jankulár, 2024, "Risk-return Portfolio Level Trade-off for Czech Banks," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 2, pages 187-219, DOI: 10.18267/j.pep.859.
• Kryštof Tichý & Pavlína Petrová, 2024, "The Level of Awareness of Non-fungible Tokens as an Investment Tool in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 3, pages 319-335, DOI: 10.18267/j.pep.861.
• Ecem Demirhan & Ekin Tokat & Hakki Arda Tokat, 2024, "Assessing the Impact of Terrorist Attacks on Sovereign Risk Perception: Evidence from Turkey's CDS Market," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 5, pages 645-661, DOI: 10.18267/j.pep.877.
• Ngo Thai Hung, 2024, "Price Spillovers from Decentralized Finance to CEE Stock Markets," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue 3, pages 565-596, DOI: 10.18267/j.polek.1416.
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2024, "Online Appendix to "The Macroeconomics of Hedging Income Shares"," Online Appendices, Review of Economic Dynamics, number 20-335.
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2024, "Code and data files for "The Macroeconomics of Hedging Income Shares"," Computer Codes, Review of Economic Dynamics, number 20-335, revised .
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2024, "The Macroeconomics of Hedging Income Shares," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 54, October, DOI: 10.1016/j.red.2024.101235.
• Muhammad Wajid Raza & Bahrawar Said & Ijaz Hassan, 2024, "A Low-Risk vs. Market-Based Portfolio in Equity Market: Evidence from Global Financial Crisis and Global Pandemic Crisis in Pakistan," Audit and Accounting Review, University of Management and Technology, Lahore, Pakistan, volume 4, issue 2, pages 60-90.
• Zhenyu Gao & Yan Luo & Shu Tian & Hao Yang, 2024, "Green Preference, Green Investment," ADB Economics Working Paper Series, Asian Development Bank, number 722, Apr.
• Xiaomin Guo & Huijian Dong & Gary A. Patterson, 2024, "Equity Returns Around Extreme Loss: A Stochastic Event Approach," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 207-220.
• Javed Bin Kamal & Akhand Akhtar Hossain & Omar Al Farooque & Mark Wohar, 2024, "Asset Returns and Economic Uncertainty: A Cross-Country Analysis," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 244-276.
• Hongjun Zeng & Abdullahi D. Ahmed, 2024, "Risk Transmission and Hedging Strategies Between Chinese Stock Market and Major Trading Partners Along the Belt and Road in COVID-19 Scenario," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 2, pages 372-400.
• Dmitry Patlasov, 2024, "Assessment of the Russian stock market volatility impact on credit spreads of Russian corporate bonds," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 76, pages 29-50.
• Candra Kusuma & Sri Delasmi Jayanti, 2024, "Pengaruh Informasi Akuntansi Keuangan dan Pendanaan Syariah terhadap Keputusan Investasi pada Perusahaan Properti yang Baru Berdiri: Studi Kasus pada PT Dwika Raya Propertindo," Jurnal Bisnis Mahasiswa, Aksara Indo Rajawali, volume 4, issue 3, pages 226-236.
• Iman Dadfar & Roya Seyfipour & Azadeh Mehrabiyan & Narciss Aminrashti, 2024, "Introduction Determining the optimal portfolio of bank facilities with the Markowitz approach and meta-heuristic algorithms (Case study of Sina Bank)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 11, issue 2, pages 167-198.
• Guangyun Deng & Hui-Chung Che & Yingwu Peng, 2024, "A Study on Patents Invalidation Reexamination Decisions for Discussing Variance between Strong Utility Models and Weak Utility Models," Bulletin of Applied Economics, Risk Market Journals, volume 11, issue 2, pages 83-110.
• Robert-?tefan CONSTANTIN & Marina-Diana AGAFI?EI & Adriana AnaMaria DAVIDESCU, 2024, "Enhancing Portfolio Structure with Evolutionary Multi-Objective Optimisation," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 682-691, August.
• Wanbo Lu & Guanglin Huang & Kris Boudt, 2024, "Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 24/1085, Mar.
• James Brugler & Minsoo Kim & Zhuo Zhong, 2024, "Liquidity shocks and pension fund performance: Evidence from early access," Australian Journal of Management, Australian School of Business, volume 49, issue 2, pages 170-191, May, DOI: 10.1177/03128962221127804.
• Andrew Ainsworth & Shumi Akhtar & Adam Corbett & Adrian Lee & Terry Walter, 2024, "Superannuation fees, asset allocation and fund performance," Australian Journal of Management, Australian School of Business, volume 49, issue 3, pages 340-365, August, DOI: 10.1177/03128962221137775.
• Son D Pham & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2024, "Predicting ETF liquidity," Australian Journal of Management, Australian School of Business, volume 49, issue 3, pages 478-508, August, DOI: 10.1177/03128962221143494.
• Paramita Mukherjee & Rajashri Chatterjee, 2024, "Feedback Trading and Its Implications for Return Autocorrelations in India During COVID," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 23, issue 2, pages 246-270, June, DOI: 10.1177/09726527231215541.
• Zynobia Barson & Kwame Simpe Ofori & Peterson Owusu Junior & Kwabena G. Boakye & George Oppong Appiagyei Ampong, 2024, "Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 23, issue 3, pages 306-335, September, DOI: 10.1177/09726527241233920.
• Ameet Kumar Banerjee & HK Pradhan, 2024, "Did Precious Metals Serve as Hedge and Safe-haven Alternatives to Equity During the COVID-19 Pandemic: New Insights Using a Copula-based Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 23, issue 4, pages 399-423, December, DOI: 10.1177/09726527241251515.
• Sebastian Schwenen & Karsten Neuhoff, 2024, "Renewable Energy and Equilibrium Hedging in Electricity Forward Markets," The Energy Journal, , volume 45, issue 5, pages 105-123, September, DOI: 10.1177/01956574241241878.
• Claas Digmayer, 2024, "Automated Economic Welfare for Everyone? Examining Barriers to Adopting Robo-Advisors from the Perspective of Explainable Artificial Intelligence," Journal of Interdisciplinary Economics, , volume 36, issue 2, pages 224-245, July, DOI: 10.1177/02601079221130183.
• Sayyed Sadaqat Hussain Shah & Muhammad Asif Khan & Masood Ahmed & Daniel F. Meyer & Judit Oláh, 2024, "A Micro-Level Evidence of how Investor and Manager Herding Behavior Influence the Firm Financial Performance," SAGE Open, , volume 14, issue 1, pages 21582440231, January, DOI: 10.1177/21582440231219358.
• Khoa Dang Duong & Ngoc Thi Thanh Nguyen & Nga Thu Thi Do & Hoa Thanh Phan Le, 2024, "Limit to Arbitrage and Distress Risk Puzzle in Vietnam: Does Corporate Bankruptcy Regulation Matter?," SAGE Open, , volume 14, issue 2, pages 21582440241, May, DOI: 10.1177/21582440241255676.
• Assad Ullah & Xinshun Zhao & Chenghui Ye & Muhammad Abdul Kamal, 2024, "Impact of Economic Policy Uncertainty Shocks on China’s Stock Market Development: Evidence from Nonlinear Autoregressive Distributed Lag and Spectral Causality Approaches," SAGE Open, , volume 14, issue 3, pages 21582440241, September, DOI: 10.1177/21582440241266026.
• Ronald Nhleko & Daniel Schutte, 2024, "A Panel Analysis of the Impact of EBITDA, Equity Book Values, Growth, Risk and Negative Earnings on Share Price Variations," SAGE Open, , volume 14, issue 3, pages 21582440241, August, DOI: 10.1177/21582440241271172.
• Muhammad Naveed & Shoaib Ali, 2024, "Does Risk Tolerance Mediates the Relationship Between Financial Literacy and Financial Wellbeing During COVID-19: Empirical Evidence From an Emerging Economy," SAGE Open, , volume 14, issue 4, pages 21582440241, December, DOI: 10.1177/21582440241297065.
• Matias Moretti & Lorenzo Pandolfi & Sergio L. Schmukler & Germán Villegas Bauer & Tomás Williams, 2024, "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 713, Mar, revised 13 Oct 2025.
• Jacek Tomaszewski, 2024, "Replikacja szerokiego rynku akcji Giełdy Papierów Wartościowych w Warszawie (GPW S. A.) z wykorzystaniem indeksu inwestycji odpowiedzialnych społecznie WIG-ESG," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 60-72.
• Artur F. Tomeczek & Tomasz M. Napiórkowski, 2024, "PageRank and Regression as a Two-Step Approach to Analysing a Network of Nasdaq Firms During a Recession: Insights from Minimum Spanning Tree Topology," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 56-69.
• Alberto Montagnoli & Karl Taylor, 2024, "Who Cares about Investing Responsibly? Attitudes and Financial Decisions," Working Papers, The University of Sheffield, Department of Economics, number 2024010, Oct.
• Raslan Alzuabi & Daniel Gray, 2024, "Household Portfolio Allocation and Stock Market Impressions: Evidence from Japan Households," Working Papers, The University of Sheffield, Department of Economics, number 2024012, Nov.
• Thorsten Chmura & Tanvir Khan & Kim Nguyen, 2024, "Understanding Responsibility in Financial Management: The Role of Fee Structures," Working Papers, The University of Sheffield, Department of Economics, number 2024013, Nov.
• Richard Bofinger & Simon Cornée & Ariane Szafarz, 2024, "When in Rome, Do as the Romans Do: Disclosure Regulation and ESG Fund Management by Social and Conventional Banks," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 24-003, Jan.
• Yavuz GÜL & Ceren ALTUNTAŞ, 2024, "Do ESG Ratings Affect Stock Prices? The Case of Developed and Emerging Stock Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 32(60).
• Mariya Gubareva & Maria Rosa Borges, 2024, "Correction to: Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, volume 332, issue 1, pages 1257-1257, January, DOI: 10.1007/s10479-021-04009-z.
• Benoît Faye & Eric Fur & Stéphanie Prat, 2024, "Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics," Annals of Operations Research, Springer, volume 334, issue 1, pages 497-520, March, DOI: 10.1007/s10479-021-04510-5.
• Philippe Bertrand, 2024, "Black-scholes approximation of warrant prices: slight return in a low interest rate environment," Annals of Operations Research, Springer, volume 334, issue 1, pages 83-100, March, DOI: 10.1007/s10479-022-04622-6.
• Andrea Rigamonti & Katarína Lučivjanská, 2024, "Mean-semivariance portfolio optimization using minimum average partial," Annals of Operations Research, Springer, volume 334, issue 1, pages 185-203, March, DOI: 10.1007/s10479-022-04736-x.
• Simone Cerreia-Vioglio & Fulvio Ortu & Francesco Rotondi & Federico Severino, 2024, "On horizon-consistent mean-variance portfolio allocation," Annals of Operations Research, Springer, volume 336, issue 1, pages 797-828, May, DOI: 10.1007/s10479-022-04798-x.
• John Armstrong & Damiano Brigo & Alex S. L. Tse, 2024, "The importance of dynamic risk constraints for limited liability operators," Annals of Operations Research, Springer, volume 336, issue 1, pages 861-898, May, DOI: 10.1007/s10479-023-05295-5.
• Marta Vidal & Javier Vidal-García & Sabri Boubaker & Stelios Bekiros, 2024, "Short-term volatility timing: a cross-country study," Annals of Operations Research, Springer, volume 336, issue 3, pages 1681-1706, May, DOI: 10.1007/s10479-022-04998-5.
• Giacomo Morelli, 2024, "Responsible investing and portfolio selection: a shapley - CVaR approach," Annals of Operations Research, Springer, volume 342, issue 3, pages 1991-2019, November, DOI: 10.1007/s10479-022-05144-x.
• Hans-Peter Bermin & Magnus Holm, 2024, "The geometry of risk adjustments," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 47, issue 1, pages 83-120, June, DOI: 10.1007/s10203-023-00421-1.
• C. Vijaya & M. Thenmozhi, 2024, "Spillover and leverage effect in Smart Beta Exchange Traded Funds: Evidence from India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 51, issue 1, pages 105-122, March, DOI: 10.1007/s40622-024-00376-1.
• Dirk G. Baur & Lai T. Hoang, 2024, "Cryptocurrency spillovers and correlations: inefficiency and co-movement," Digital Finance, Springer, volume 6, issue 2, pages 203-224, June, DOI: 10.1007/s42521-023-00099-5.
• Nils Bundi & Ching-Lin Wei & Khaldoun Khashanah, 2024, "Optimal trade execution in cryptocurrency markets," Digital Finance, Springer, volume 6, issue 2, pages 283-318, June, DOI: 10.1007/s42521-023-00103-y.
• Nacira Agram & Bernt Øksendal & Jan Rems, 2024, "Deep learning for quadratic hedging in incomplete jump market," Digital Finance, Springer, volume 6, issue 3, pages 463-499, September, DOI: 10.1007/s42521-024-00112-5.
• Werner Brönnimann & Pascal Egloff & Thomas Krabichler, 2024, "Automated market makers and their implications for liquidity providers," Digital Finance, Springer, volume 6, issue 3, pages 573-604, September, DOI: 10.1007/s42521-024-00117-0.
• Fakhrul Hasan & Manaf Al-Okaily & Tonmoy Choudhury & Umar Kayani, 2024, "A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data," Electronic Commerce Research, Springer, volume 24, issue 1, pages 629-654, March, DOI: 10.1007/s10660-023-09734-0.
• Hendrik Jöntgen & Nicholas Valentin Lingnau & Oliver Hinz & Roland Holten, 2024, "This is why we pay—Motivational factors for supporting subscription-based crowdfunding campaigns," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-21, December, DOI: 10.1007/s12525-024-00710-6.
• Christian Zeiß & Myriam Schaschek & Lisa Straub & Christoph Tomitza & Axel Winkelmann, 2024, "Re-intermediation of the crypto asset ecosystem by banks: An empirical study on acceptance drivers among the populace," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-24, December, DOI: 10.1007/s12525-024-00720-4.
• Chong Guan & Ding Ding & Jing Ren & Jiancang Guo, 2024, "Unveiling the aesthetic “wow factor”: The role of aesthetic incongruity and image quality in NFT art valuation with computer vision," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-16, December, DOI: 10.1007/s12525-024-00722-2.
• Zirui Guo & Yihan Li & Guangyan Jia, 2024, "Research on the effectiveness of the volatility–tail risk-managed portfolios in China’s market," Empirical Economics, Springer, volume 66, issue 3, pages 1191-1222, March, DOI: 10.1007/s00181-023-02493-9.
• Zhikai Zhang & Yaojie Zhang & Yudong Wang, 2024, "Forecasting the equity premium using weighted regressions: Does the jump variation help?," Empirical Economics, Springer, volume 66, issue 5, pages 2049-2082, May, DOI: 10.1007/s00181-023-02521-8.
• Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2024, "The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors," Empirical Economics, Springer, volume 67, issue 3, pages 1063-1089, September, DOI: 10.1007/s00181-024-02583-2.
• John Kingsley Woode & Anokye M. Adam & Peterson Owusu Junior & Anthony Adu-Asare Idun, 2024, "Industrial metal and cryptocurrency market plummets: Interdependence, policy uncertainty, or investor sentiments?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 51, issue 4, pages 1001-1040, December, DOI: 10.1007/s40812-024-00315-2.
• Boglarka Bianka Kovacs & Gábor Neszveda & Eszter Baranyai & Adam Zaremba, 2024, "ESG unpacked: Environmental, social, and governance pillars and the stock price reaction to the invasion of Ukraine," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 755-777, September, DOI: 10.1007/s40821-024-00277-4.
• Xiaoye Jin, 2024, "Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-39, December, DOI: 10.1186/s40854-023-00582-3.
• Ewa Feder-Sempach & Piotr Szczepocki & Joanna Bogołębska, 2024, "Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00589-w.
• Carlos Esparcia & Tarek Fakhfakh & Francisco Jareño & Achraf Ghorbel, 2024, "Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-26, December, DOI: 10.1186/s40854-024-00618-2.
• Dohyun Chun & Jongho Kang & Jihun Kim, 2024, "Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-30, December, DOI: 10.1186/s40854-024-00648-w.
• Jiahui Xi & Conghua Wen & Yifan Tang & Feifan Zhao, 2024, "A factor score clustering approach to analyze the biopharmaceutical sector in the Chinese market during COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-28, December, DOI: 10.1186/s40854-024-00654-y.
• Yike Wang & Jingzhen Liu & Tak Kuen Siu, 2024, "Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting," Finance and Stochastics, Springer, volume 28, issue 1, pages 161-214, January, DOI: 10.1007/s00780-023-00510-4.
• Sergei Egorov & Serguei Pergamenchtchikov, 2024, "Optimal investment and consumption for financial markets with jumps under transaction costs," Finance and Stochastics, Springer, volume 28, issue 1, pages 123-159, January, DOI: 10.1007/s00780-023-00521-1.
• Andrew L. Allan & Chong Liu & David J. Prömel, 2024, "A càdlàg rough path foundation for robust finance," Finance and Stochastics, Springer, volume 28, issue 1, pages 215-257, January, DOI: 10.1007/s00780-023-00522-0.
• Julien Guyon, 2024, "Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle," Finance and Stochastics, Springer, volume 28, issue 1, pages 27-79, January, DOI: 10.1007/s00780-023-00524-y.
• Matteo Brachetta & Giorgia Callegaro & Claudia Ceci & Carlo Sgarra, 2024, "Optimal reinsurance via BSDEs in a partially observable model with jump clusters," Finance and Stochastics, Springer, volume 28, issue 2, pages 453-495, April, DOI: 10.1007/s00780-023-00523-z.
• Junkee Jeon & Minsuk Kwak, 2024, "Optimal consumption and investment with welfare constraints," Finance and Stochastics, Springer, volume 28, issue 2, pages 391-451, April, DOI: 10.1007/s00780-024-00529-1.
• Oleksii Mostovyi & Mihai Sîrbu, 2024, "Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model," Finance and Stochastics, Springer, volume 28, issue 2, pages 553-613, April, DOI: 10.1007/s00780-024-00532-6.
• Blanka Horvath & Antoine Jacquier & Aitor Muguruza & Andreas Søjmark, 2024, "Functional central limit theorems for rough volatility," Finance and Stochastics, Springer, volume 28, issue 3, pages 615-661, July, DOI: 10.1007/s00780-024-00533-5.
• Kexin Chen & Hoi Ying Wong, 2024, "Duality in optimal consumption–investment problems with alternative data," Finance and Stochastics, Springer, volume 28, issue 3, pages 709-758, July, DOI: 10.1007/s00780-024-00535-3.
• Ulrich Horst & Evgueni Kivman, 2024, "Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies," Finance and Stochastics, Springer, volume 28, issue 3, pages 759-812, July, DOI: 10.1007/s00780-024-00536-2.
• Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2024, "Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems," Finance and Stochastics, Springer, volume 28, issue 3, pages 813-863, July, DOI: 10.1007/s00780-024-00537-1.
• Jonathan Ansari & Eva Lütkebohmert & Ariel Neufeld & Julian Sester, 2024, "Improved robust price bounds for multi-asset derivatives under market-implied dependence information," Finance and Stochastics, Springer, volume 28, issue 4, pages 911-964, October, DOI: 10.1007/s00780-024-00539-z.
• Fred Espen Benth & Carlo Sgarra, 2024, "A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets," Finance and Stochastics, Springer, volume 28, issue 4, pages 1035-1076, October, DOI: 10.1007/s00780-024-00546-0.
• Shubham Kakran & Nishant Sapra & Ashish Kumar & Arpit Sidhu, 2024, "Interrelationship dynamics between stock markets of nation under debt crisis and its major trading partners: evidence from Sri Lankan crisis," Future Business Journal, Springer, volume 10, issue 1, pages 1-15, December, DOI: 10.1186/s43093-024-00301-z.
• Ahmed El Oubani, 2024, "Investor sentiment and sustainable investment: evidence from North African stock markets," Future Business Journal, Springer, volume 10, issue 1, pages 1-20, December, DOI: 10.1186/s43093-024-00349-x.
• Hiroyuki Aman & Taizo Motonishi & Chisako Yamane, 2024, "Do financial ethics matter in risky asset investment of households? Evidence from Japan," International Journal of Economic Policy Studies, Springer, volume 18, issue 2, pages 387-414, August, DOI: 10.1007/s42495-024-00134-2.
• Prince Bhatia & Rahul Kumar, 2024, "Do debt, and operating efficiency contributes to corporate performance?," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, volume 15, issue 3, pages 1203-1209, March, DOI: 10.1007/s13198-023-02206-6.
• Andreas Oehler & Matthias Horn & Stefan Wendt, 2024, "Investment in risky assets and participation in the financial market: does financial literacy matter?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 71, issue 1, pages 19-45, March, DOI: 10.1007/s12232-023-00432-9.
• Tobias Hiller, 2024, "Shapley-based risk rankings: some theoretical considerations," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 71, issue 1, pages 67-74, March, DOI: 10.1007/s12232-023-00434-7.
• Beatrice Bertelli & Costanza Torricelli, 2024, "The trade-off between ESG screening and portfolio diversification in the short and in the long run," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 298-322, June, DOI: 10.1007/s12197-023-09652-9.
• Marc W. Simpson & Axel Grossmann, 2024, "The role of industry membership and monetary policy in generating the size effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 419-436, June, DOI: 10.1007/s12197-023-09658-3.
• Matthew D. Crook & Andrew A. Lynch & Brian R. Walkup, 2024, "Retail and institutional trading during a COVID-19 presidential press conference," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 544-562, June, DOI: 10.1007/s12197-024-09663-0.
• Daniel Hofmann & Karl Ludwig Keiber & Adalbert Luczak, 2024, "On the linkage of momentum and reversal – evidence from the G7 stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 3, pages 798-833, September, DOI: 10.1007/s12197-024-09676-9.
• Heeho Kim & Zhang Hongxia, 2024, "Herding behavior and digital trading during the crisis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 978-998, December, DOI: 10.1007/s12197-024-09683-w.
• Eduardo G. Minuci & Zachary Rodriguez, 2024, "Does uniqueness matter for community banks?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 947-977, December, DOI: 10.1007/s12197-024-09684-9.
• Elias A. Udeaja & Jeremiah M. Tule & Seyi Saint Akadiri & Elijah O. Akanni & Peter F. Offum, 2024, "Do economic policy uncertainty and geopolitical risk impede economic transformation? Evidence from resource rich country," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 1145-1165, December, DOI: 10.1007/s12197-024-09690-x.
• Aissa Djedaiet & Hassan Guenichi & Hicham Ayad, 2024, "Do asymmetric oil shocks impact gold and Bitcoin returns symmetrically? A comparison between the COVID-19 pandemic and the Russo-Ukrainian war," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 1187-1213, December, DOI: 10.1007/s12197-024-09692-9.
• Michael Hatcher & Tim Hellmann, 2024, "Communication, networks and asset price dynamics: a survey," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 19, issue 1, pages 1-58, January, DOI: 10.1007/s11403-023-00395-8.
• Jlenia Di Noia, 2024, "When firms buy corporate bonds: an agent-based approach to credit within firms," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 19, issue 4, pages 689-725, October, DOI: 10.1007/s11403-023-00399-4.
• Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2024, "The effects of a green monetary policy on firms financing cost," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 19, issue 4, pages 727-757, October, DOI: 10.1007/s11403-023-00400-0.
• Ramzi Boussaidi & Majed Ibrahim AlSaggaf, 2024, "Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 3, pages 13622-13653, September, DOI: 10.1007/s13132-023-01648-4.
• Jiliang Sheng & Yanyan Yang & Xiaoting Wang & Jun Yang, 2024, "How nonlinear benchmark in delegation contract can affect asset price and price informativeness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 78, issue 4, pages 1117-1168, December, DOI: 10.1007/s00199-024-01573-w.
• Konstantinos D. Melas & Nektarios A. Michail, 2024, "Can commodity prices predict stock market returns? The case of dry bulk shipping companies," Journal of Shipping and Trade, Springer, volume 9, issue 1, pages 1-14, December, DOI: 10.1186/s41072-024-00178-9.
• Christin Höge-Junge & Stefan Eckert, 2024, "Multinationality and systematic risk: a literature review and meta-analysis," Management Review Quarterly, Springer, volume 74, issue 1, pages 377-414, February, DOI: 10.1007/s11301-022-00304-6.