Research classified by Journal of Economic Literature (JEL) codes

2024

• Jyotirmayee Behera & Pankaj Kumar, 2024, "Implementation of machine learning in $$\ell _{\infty }$$ ℓ ∞ -based sparse Sharpe ratio portfolio optimization: a case study on Indian stock market," Operational Research, Springer, volume 24, issue 4, pages 1-26, December, DOI: 10.1007/s12351-024-00867-0.
• Marcos Escobar-Anel & Ben Spies & Rudi Zagst, 2024, "Optimal consumption and investment in general affine GARCH models," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 46, issue 3, pages 987-1026, September, DOI: 10.1007/s00291-024-00749-z.
• Yao-Tsung Wu & Chien-Hung Liu & Kuo-Hao Lin & Dun-Yao Ke, 2024, "Does media coverage matter for the performance of technical trading strategies? Evidence from Taiwan," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 23, issue 1, pages 147-166, January, DOI: 10.1007/s10258-022-00231-0.
• Maria-Laura Torrente & Pierpaolo Uberti, 2024, "Risk-adjusted geometric diversified portfolios," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 1, pages 35-55, February, DOI: 10.1007/s11135-023-01631-w.
• Alexander Barinov & Shawn Saeyeul Park & Çelim Yıldızhan, 2024, "Firm complexity and post-earnings announcement drift," Review of Accounting Studies, Springer, volume 29, issue 1, pages 527-579, March, DOI: 10.1007/s11142-022-09727-8.
• Thomas Bourveau & Alexandre Garel & Peter Joos & Arthur Petit-Romec, 2024, "When attention is away, analysts misplay: distraction and analyst forecast performance," Review of Accounting Studies, Springer, volume 29, issue 1, pages 916-958, March, DOI: 10.1007/s11142-022-09733-w.
• Michelle Hutchens & Sonja O. Rego & Brian Williams, 2024, "The impact of standard setting on individual investors: evidence from SFAS 109," Review of Accounting Studies, Springer, volume 29, issue 2, pages 1407-1455, June, DOI: 10.1007/s11142-022-09740-x.
• Feifei Wang & Xuemin Sterling Yan & Lingling Zheng, 2024, "Do sophisticated investors follow fundamental analysis strategies? Evidence from hedge funds and mutual funds," Review of Accounting Studies, Springer, volume 29, issue 2, pages 1097-1146, June, DOI: 10.1007/s11142-023-09762-z.
• Martina Andreani & Diogo Palhares & Scott Richardson, 2024, "Computing corporate bond returns: a word (or two) of caution," Review of Accounting Studies, Springer, volume 29, issue 4, pages 3887-3906, December, DOI: 10.1007/s11142-023-09777-6.
• Ryan J. Casey & George W. Ruch, 2024, "Are earnings better than cash flows at predicting future cash flows? Evidence from apples-to-apples comparisons," Review of Accounting Studies, Springer, volume 29, issue 4, pages 3218-3257, December, DOI: 10.1007/s11142-023-09805-5.
• Amelia Bilbao-Terol & Mar Arenas-Parra & Raquel Quiroga-García & Celia Bilbao-Terol, 2024, "Is investing in the renewable energy stock market both financially and ESG efficient? A COVID-19 pandemic analysis," Review of Managerial Science, Springer, volume 18, issue 7, pages 1885-1916, July, DOI: 10.1007/s11846-023-00664-7.
• Somayyeh Lotfi & Stavros A. Zenios, 2024, "Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance," Review of Managerial Science, Springer, volume 18, issue 7, pages 2115-2140, July, DOI: 10.1007/s11846-023-00715-z.
• Rita Laura D’Ecclesia & Anoop Rai & Karen Watkins-Fassler & Onno Steenbeek, 2024, "Special Issue in memoriam Jacob Spronk: new developments in Financial Modelling and their impact on society beyond Finance," Review of Managerial Science, Springer, volume 18, issue 7, pages 1801-1806, July, DOI: 10.1007/s11846-024-00766-w.
• Brendan Berthold, 2024, "The macro-financial effects of Climate Policy Risk: evidence from Switzerland," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 160, issue 1, pages 1-13, December, DOI: 10.1186/s41937-024-00122-5.
• Alfonso Valero, 2024, "Diversification strategies for indirect real estate. Intersection of business, economics, and society in shanghai mixed-use developments," SN Business & Economics, Springer, volume 4, issue 10, pages 1-26, October, DOI: 10.1007/s43546-024-00660-3.
• Louis Logogye & Godfred Aawaar & Kwasi Poku, 2024, "Regional and global shock spillovers to Africa’s equity markets: evidence from the global financial crisis and COVID-19 pandemic," SN Business & Economics, Springer, volume 4, issue 12, pages 1-31, December, DOI: 10.1007/s43546-024-00764-w.
• Anouar Ben Mabrouk & Majed S. Balalaa, 2024, "A Backward-Forward Non-uniform Wavelet Forecasting Quality of Life Model in Digital Media Framework," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 172, issue 2, pages 393-427, March, DOI: 10.1007/s11205-024-03313-y.
• Taras Bodnar & Stepan Mazur & Hoang Nguyen, 2024, "Estimation of Optimal Portfolio Compositions for Small Sample and Singular Covariance Matrix," Springer Books, Springer, in: Sven Knoth & Yarema Okhrin & Philipp Otto, "Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science", DOI: 10.1007/978-3-031-69111-9_13.
• Etienne Lepers, 2024, "Cross-border real estate investment: a different animal? Comparative evidence from bilateral flow data," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 160, issue 2, pages 481-508, May, DOI: 10.1007/s10290-023-00505-5.
• Ruike Wang, 2024, "ESG Integration into Venture Capital in the UK," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 1, pages 1-7.
• Hsiao-Peng Fu & Shu-Fan Hsieh, 2024, "Seasonality, Monetary Supply and Taiwanese Momentum," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 2, pages 1-2.
• Han-Ching Huang & Guan-Yu Chen, 2024, "The Performance Analysis of Trading Strategies Based on Insider Silence," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 2, pages 1-4.
• Frieder Meyer-Bullerdiek, 2024, "The Quality of Blume and Vasicek Betas for forecasting systematic risk: Evidence from a German stock portfolio," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 6, pages 1-1.
• Paolo Zagaglia, 2024, "Stocks, Gold and Crude Oil: How Valuable are Volatility and Correlation Timing?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 6, pages 1-5.
• Federico Cini & Annalisa Ferrari, 2024, "A Darwinian Approach via ML to the Analysis of Cryptocurrencies’ Returns," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 6, pages 1-6.
• Ching-Lin Chu & Hui-Chung Che & Jia Li, 2024, "Invention Patent’s Capability for Differentiating Stock Return Rates - Patent Informatics on Manufacturing Industries," Journal of Risk & Control, SCIENPRESS Ltd, volume 11, issue 1, pages 1-2.
• Muñoz, Manuel A. & Soons, Oscar, 2024, "Public money as a store of value, heterogeneous beliefs and banks: implications of CBDC," ESRB Working Paper Series, European Systemic Risk Board, number 146, Feb.
• Bräuer, Leonie & Hau, Harald, 2024, "Fund-Level FX Hedging Redux," ESRB Working Paper Series, European Systemic Risk Board, number 148, Nov.
• Ondřej Peclinovský & Robin Kunju Mol Raj & Harinaraynan Kayathingal, 2024, "Investments in Industry 4.0," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 12, issue 2, pages 243-261, December, DOI: 10.9770/x5537493962.
• Stephen L Cheung & Nathan Rogut, 2024, "Portfolio framing and diversification in a disposition effect experiment," Working Papers, University of Sydney, School of Economics, number 2024-17, Aug.
• Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N. Harris & Christopher Spencer, 2024, "Portfolio allocation and borrowing constraints," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 9, pages 915-948, June, DOI: 10.1080/1351847X.2023.2241528.
• Nathan Lassance & Rodolphe Vanderveken & Frédéric Vrins, 2024, "On the Combination of Naive and Mean-Variance Portfolio Strategies," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 875-889, July, DOI: 10.1080/07350015.2023.2256801.
• Enzo D’Innocenzo & André Lucas & Bernd Schwaab & Xin Zhang, 2024, "Modeling Extreme Events: Time-Varying Extreme Tail Shape," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 903-917, July, DOI: 10.1080/07350015.2023.2260439.
• Farrukh Javed & Stepan Mazur & Erik Thorsén, 2024, "Tangency portfolio weights under a skew-normal model in small and large dimensions," Journal of the Operational Research Society, Taylor & Francis Journals, volume 75, issue 7, pages 1395-1406, July, DOI: 10.1080/01605682.2023.2249935.
• Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2024, "Factor-Mimicking Portfolios for Climate Risk," Financial Analysts Journal, Taylor & Francis Journals, volume 80, issue 3, pages 37-58, July, DOI: 10.1080/0015198X.2024.2332164.
• Aleksi Pitkäjärvi & Matteo Vacca, 2024, "Striking Out: Biases and Losses of Retail Option Traders," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-039/IV, Jun.
• Enzo D'Innocenzo & Andre Lucas & Bernd Schwaab & Xin Zhang, 2024, "Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-069/III, Nov.
• Charles A.E. Goodhart & M. Udara Peiris & Dimitrios P. Tsomocos & Xuan Wang, 2024, "Corporate Legacy Debt, Inflation, and the Efficacy of Monetary Policy," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-071/VI, Nov.
• Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024, "International Trade in Brown Shares and Economic Development," Discussion Paper, Tilburg University, Center for Economic Research, number 2024-002.
• David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2024, "Art in times of crisis," Other publications TiSEM, Tilburg University, School of Economics and Management, number 11f037eb-5454-46ee-82a8-7.
• Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024, "International Trade in Brown Shares and Economic Development," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2f31c2d5-58ef-4b23-b929-a.
• Gordon Anderson & Oliver Linton, 2024, "Should Expected or Most Likely Returns be the Focus in Investment Decisions? Introducing “Most Likely†Versions of Sharpe and Sortino Ratios," Working Papers, University of Toronto, Department of Economics, number tecipa-787, Dec.
• Yoram Halevy & Guy Mayraz, 2024, "Identifying Rule-Based Rationality," The Review of Economics and Statistics, MIT Press, volume 106, issue 5, pages 1369-1380, September, DOI: 10.1162/rest_a_01232.
• Damien KUNJAL & Faeezah PEERBHAI & Paul Francois MUZINDUTSI, 2024, "The Effect of Disaggregated Country Risk on the Returns of the South African Exchange Traded Fund Market," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 1, pages 1-34, DOI: 10.1991/jefa.v8i1.a64.
• Thabang NDLOVU & Nozibusiso Mavuso NDLOVU, 2024, "The Dynamic Linkages among Gold Prices, Stock Prices, the Exchange Rate and Interest Rate in South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 1, pages 35-56, DOI: 10.1991/jefa.v8i1.a65.
• Fabian MOODLEY, 2024, "Bond Indices Maturities and Changing Macroeconomic Conditions: Evidence from South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 1, pages 57-73, DOI: 10.1991/jefa.v8i1.a66.
• Farah Amira FIRDAUSIA & Nasrudin NASRUDIN, 2024, "Spillover Volatility Effect Return Of Stock, Gold, and Cryptocurrency: Evidence of Peak Pandemic and Transition towards Endemic COVID-19 in Indonesia," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 2, pages 89-113, DOI: 10.1991/jefa.v9i1.a74.
• Felix Haase, 2024, "Sum-of-the-Parts Revised: Economic Regimes and Flexible Probabilities," Research Papers in Economics, University of Trier, Department of Economics, number 2024-10.
• Brown, Zach Y. & Egan, Mark & Jeon, Jihye & Jin, Chuqing & Wu, Alex A., 2024, "Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1542, May.
• Andries, Marianne & Bianchi, Milo & Huynh, Karen & Pouget, Sébastien, 2024, "Return Predictability, Expectations, and Investment: Experimental Evidence," TSE Working Papers, Toulouse School of Economics (TSE), number 1561, Aug.
• Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024, "Collateral Demand in Wholesale Funding Markets," TSE Working Papers, Toulouse School of Economics (TSE), number 130323, May.
• Monti Maria Giovanna & Pellegrino Simone & Vernizzi Achille, 2024, "The Zenga Index Reveals More Than the Gini and the Bonferroni Indexes. An Analysis of Distributional Changes and Social Welfare Levels," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 084, Jan.
• Lorette DANILO & Fayssal JAMHAMED & Franck MARTIN, 2024, "Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-11, Nov.
• Leandro Carvalho & Dan Silverman, 2024, "Complexity and Sophistication," Journal of Political Economy Microeconomics, University of Chicago Press, volume 2, issue 1, pages 43-76, DOI: 10.1086/727560.
• Clément Landormy, 2024, "An inquiry of Bitcoin price formation: Evidence from Linear and Nonlinear ARDL Frameworks, 2017-2018," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2024-31.
• Leonov Ivan, 2024, "Pricing imbalances in the motor fuel markets in Russia," Working Papers, Moscow State University, Faculty of Economics, number 0067, May.
• Yandiev Magomet, 2024, "The underpricing phenomenon in initial public offerings is explained by the greed of financial speculators," Working Papers, Moscow State University, Faculty of Economics, number 0069, Apr.
• Yandiev Magomet, 2024, "An unusually great number of stock exchange transactions on the first trading day following an IPO/SPO," Working Papers, Moscow State University, Faculty of Economics, number 0072, Aug.
• Javier Gil-Bazo & Raffaele Santioni, 2024, "Geographic shareholder dispersion and mutual fund flow risk," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1886, Apr.
• Monica Billio & Massimo Guidolin & Francesco Rocciolo, 2024, "Responsible Investing under Climate Change Uncertainty," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2024: 15.
• BERISHVILI, Vakhtang & DIDMANIDZE, Monika, 2024, "The Impact Of The Georgian Real Estate Investment Trust On The Performance Of Various Portfolios," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 3, pages 6-25, September.
• Ivanov Illia, 2024, "Volatility Implications for Asset Returns Correlation," Central European Economic Journal, Sciendo, volume 11, issue 58, pages 424-446, DOI: 10.2478/ceej-2024-0027.
• Oubani Ahmed El, 2024, "Quantile connectedness between social network sentiment and sustainability index volatility: Evidence from the Moroccan financial market," Economics and Business Review, Sciendo, volume 10, issue 3, pages 163-196, DOI: 10.18559/ebr.2024.3.1200.
• Mallieswari R. & Palanisamy Varadharajan & Senthilnathan Arthi Thangavelu & Gurumurthy Suganya & Joshua Selvakumar J. & Pachiyappan Sathish, 2024, "A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python," Economics, Sciendo, volume 12, issue 2, pages 113-127, DOI: 10.2478/eoik-2024-0014.
• Kadiri Hamza & Oukhouya Hassan & Belkhoutout Khalid & Himdi Khalid El, 2024, "Dynamic Interconnections and Contagion Effects Among Global Stock Markets: A Vecm Analysis," Economics, Sciendo, volume 12, issue 3, pages 55-73, DOI: 10.2478/eoik-2024-0039.
• Radojković Ivan D. & Radović Ognjen V. & Stevanović Kristina R., 2024, "Modeling the Volatility of Returns on Investment Units of Voluntary Pension Funds in Serbia," Economic Themes, Sciendo, volume 62, issue 4, pages 541-560, DOI: 10.2478/ethemes-2024-0029.
• Tahani Nabil & Robinson Chris, 2024, "Comprehensive Financial Planning for a Sustainable Retirement†," Financial Planning Research Journal, Sciendo, volume 10, issue 1, pages 1-20, DOI: 10.2478/fprj-2024-0002.
• Potrykus Marcin & Augustynowicz Urszula, 2024, "The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 60, issue 3, pages 157-172, DOI: 10.2478/ijme-2024-0011.
• Ghosh Prosenjeet & Golder Uttam & Shanur Rahman Md. & Rumaly Nishat, 2024, "Mezzanine momentum: A cross-continental examination of corporate financing trends," Journal of Economics and Management, Sciendo, volume 46, issue 1, pages 387-423, DOI: 10.22367/jem.2024.46.15.
• Fatica Serena & Pycroft Jonathan & Stasio Andrzej & Stöhlker Daniel, 2024, "Economic Effects of Simplified Procedures for Claiming Cross-Border Tax Reliefs," Nordic Tax Journal, Sciendo, volume 2024, issue s1, pages 2-24, DOI: 10.2478/ntaxj-2024-0007.
• Dittmann Iwona, 2024, "The Potential of Residential Property in Poland as an Inflation Hedge Investment," Real Estate Management and Valuation, Sciendo, volume 32, issue 1, pages 58-70, March, DOI: 10.2478/remav-2024-0006.
• Zaimovic Azra & Arnaut-Berilo Almira & Bešlija Rijad, 2024, "International Portfolio Diversification Benefits: An Empirical Investigation of the 28 European Stock Markets During the Period 2014–2024," South East European Journal of Economics and Business, Sciendo, volume 19, issue 1, pages 96-112, DOI: 10.2478/jeb-2024-0007.
• Vlad Ioana Maria, 2024, "The Impact of Social Norms on Foreign Direct Investments," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 69, issue 2, pages 13-25, DOI: 10.2478/subboec-2024-0007.
• Vodă Tudor-Ovidiu, 2024, "The Nexus Between Investors’ Sentiment and Hedge Funds Risk Premiums," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 69, issue 2, pages 26-39, DOI: 10.2478/subboec-2024-0008.
• Riaz Tabassum & Selama Aslam Izah & Nor Normaziah Mohd & Hassan Ahmad Fahmi Sheikh, 2024, "Meaningful Review of Existing Trends, Expansion, and Future Directions of Green Bond Research: A Bibliometric Approach," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 34, issue 1, pages 1-36, March, DOI: 10.2478/sues-2024-0001.
• Turgeman Avraham & Jude Octavian, 2024, "Cryptocurrencies Volatility: Empirical Evidence," Timisoara Journal of Economics and Business, Sciendo, volume 17, issue 1, pages 113-120, DOI: 10.2478/tjeb-2024-0005.
• Kogler Michael & Malmendier Ulrike & Nöh Lukas & Schaffranka Claudia, 2024, "Kapitalmärkte stärken: Deutschland braucht mehr institutionelle Anleger," Wirtschaftsdienst, Sciendo, volume 104, issue 8, pages 539-542, DOI: 10.2478/wd-2024-0141.
• Adam Korniejczuk & Robert Ślepaczuk, 2024, "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-09.
• Zuzanna Kostecka & Robert Ślepaczuk, 2024, "Improving Realized LGD approximation: A Novel Framework with XGBoost for handling missing cash-flow data," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-12.
• Natalia Roszyk & Robert Ślepaczuk, 2024, "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-13.
• Stanisław Łaniewski & Robert Ślepaczuk, 2024, "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-16.
• Moretti,Matías & Pandolfi,Lorenzo & Schmukler,Sergio L. & Villegas Bauer,Germán & Williams,Tomás, 2024, "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," Policy Research Working Paper Series, The World Bank, number 10735, Mar.
• Anum Khan & Syed Muhammad Noaman Ahmed Shah & Muhammad Shujaat Mubarik, 2024, "Insights from Neuroscience towards Investment Decision Making," Economic Research Guardian, Mutascu Publishing, volume 14, issue 2, pages 88-109, December.
• Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2024, "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2024-013, Dec.
• Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2024, "Modelling the composition of household portfolios: A latent class approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 57, issue 1, pages 243-275, February, DOI: 10.1111/caje.12691.
• Svetlana Pashchenko & Ponpoje Porapakkarm, 2024, "Accounting For Social Security Claiming Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 65, issue 1, pages 505-545, February, DOI: 10.1111/iere.12658.
• Valentina Michelangeli & Eliana Viviano, 2024, "Can Internet Banking Affect Households' Participation in Financial Markets and Financial Awareness?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 4, pages 705-739, June, DOI: 10.1111/jmcb.13098.
• Thomas Hintermaier & Winfried Koeniger, 2024, "Differences in euro‐area household finances and their relevance for monetary‐policy transmission," Quantitative Economics, Econometric Society, volume 15, issue 4, pages 1249-1301, November, DOI: 10.3982/QE2068.
• Akbas, Ozan E. & Wang, Ao, 2024, "Portfolio Diversification and Complementarity in Asset Demand Systems," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1533.
• Christos Floros & Christos Kountzakis & Moawia Alghalith, 2024, "CAPM in Real World: Risk-Friendly Investments," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 02, pages 1-11, June, DOI: 10.1142/S2010495224500088.
• Hossein Dastkhan & Hossein Saber, 2024, "Does Bitcoin Add Any Value To The Investment Portfolios In Emerging Markets? A Case From Tehran Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 03, pages 1-23, September, DOI: 10.1142/S201049522450012X.
• Ooi Kok Loang, 2024, "Risk Avoidance, Macroeconomic Indicators and Bank Performances in Developing Economies," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 04, pages 1-30, December, DOI: 10.1142/S2010495224500180.
• Tobias Hiller, 2024, "Varying weights of marginal contributions: One approach to solving the low-risk puzzle?," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 01, pages 1-9, March, DOI: 10.1142/S0219198923500147.
• Dhanraj Sharma & Ruchita Verma & Shiney Sam & Prince Godara, 2024, "Relationship between COVID-19 waves and stock market: An event study analysis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 03, pages 1-16, September, DOI: 10.1142/S2424786324410019.
• Dilip B. Madan & King Wang, 2024, "Financial Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 03n04, pages 1-27, May, DOI: 10.1142/S0219024924500110.
• Thomas C. Chiang, 2024, "Searching for Assets to Hedge Against Inflation in the U.S. Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 01, pages 1-18, March, DOI: 10.1142/S0219091523500297.
• Sarika Lohana & Miklesh Prasad Yadav & A. G. Rekha, 2024, "Volatility Spillover from the Chinese Stock Market to the G20 Stock Markets in the Wake of the Pandemic COVID-19," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 02, pages 1-19, June, DOI: 10.1142/S0219091524500115.
• Kingsley E. Dogah & Gamini Premaratne, 2024, "Dynamic Interconnectedness And Risk Contagion Among Asian Financial Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 08, pages 2475-2520, December, DOI: 10.1142/S021759082050071X.
• Imen Omri & Oguzhan Ozcelebi, 2024, "Examination Of The Impacts Of Cryptocurrency Uncertainty On Exchange-Traded Funds," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 08, pages 2687-2712, December, DOI: 10.1142/S0217590823500509.
• Cheng Few Lee & Alice C Lee & John C Lee (ed.), 2024, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives:In 4 Volumes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13051, ISBN: ARRAY(0x84d9a470).
• Leonard MacLean & Sébastien Lleo (ed.), 2024, "Selected Works of William T Ziemba:A Memorial Volume," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13656, ISBN: ARRAY(0x84e64688).
• Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), 2024, "Artificial Intelligence and Beyond for Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0449, ISBN: ARRAY(0x854dc320).
• Massimo Guidolin, 2024, "Machine Learning in Portfolio Decisions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Manuela Pedio, 2024, "Natural Language Processing and Stock Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• René Garcia & Alissa Marinenko, 2024, "Portfolio Allocation and Reinforcement Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Silvio Andrae, 2024, "Explainable Artificial Intelligence in Risk Management: A Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Abraham Itzhak Weinberg, 2024, "How Can Sentiment Analysis Contribute to Financial Markets and Services?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Alessio Faccia, 2024, "Quantum Fintech," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Veni Arakelian & Roberto Savona & Marika Vezzoli, 2024, "Tail Dependence of Eurozone Bond Yields and Sovereign CDS Spreads," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Yuanyuan Zhang & Stephen Chan & Jeffrey Chu & Xin Liao & Min Helu, 2024, "Stylized Facts of Decentralized Finance (DeFi)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Reem Abdulla Alkhalifa & Riadh Ksantini & Khaoula Tbarki, 2024, "Effective Systems for Bot Detection and Real-Time Stock Market Predictions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Mazin A.M. Al Janabi, 2024, "Reinforcement Machine Learning Optimization Algorithms for the Computation of Downside Risk and Investable Portfolios in Post 2007–2009 Financial Meltdown," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Alaa Tareq Mohamed & Riadh Ksantini & Jihene Kaabi, 2024, "Deep Learning in Insurance: An Incremental Deep Learning Approach for Pricing Prediction Strategy in the Insurance Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Cheng Few Lee, 2024, "Introduction to Investment Analysis, Portfolio Management, and Financial Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yu-An Chen & Dan Palmon, 2024, "Analyst Characteristics-Based Consensus Forecasts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jia Shao & Nathan Lael Joseph & Ahmed A. El-Masry, 2024, "Models of Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Wan-Jiun Paul Chiou & Wen-Yi Lee & Jing-Rung Yu, 2024, "Realized Diversification Benefits of Risk Portfolio Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ehud I. Ronn, 2024, "VIX Implied Volatility as a Time-Invariant, Stationary Assessor of Market Nervousness/Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Anastassios A. Drakos & Georgios P. Kouretas & Stavros Stavroyiannis & Leonidas Zarangas, 2024, "Investment and Saving in the European Union: Another Look at Feldstein–Horioka," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Bharat Sarath & Yixun Zhou, 2024, "A Three-Stage Procedure for Predicting Stock Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Phillip A. Cartwright & Natalija Riabko, 2024, "Temporal Aggregation and the Estimation of Reverse Regressions for Commodities Market Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Luis Alberiko Gil-Alana, 2024, "Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Charles Cao & Timothy Simin & Han Xiao, 2024, "Predicting the Equity Premium with the Implied Volatility Spread," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yang Zhao & Cheng Few Lee & Min-Teh Yu, 2024, "Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2024, "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng Few Lee, 2024, "Alternative Methods for Estimating Firm’s Growth Rate: Update and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Cheng Few Lee & Wei K. Shih, 2024, "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Yibing Chen & John Lee, 2024, "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024, "An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2024, "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2024, "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Cheng Few Lee, 2024, "Do Investors Still Benefit from Culturally Home-biased Diversification? An Empirical Study of China, Hong Kong, and Taiwan," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hao-Chang Sung, 2024, "Product Market Competition and Real Activities Manipulations: Theory, Implications, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Fu-Lai Lin & Sheng-Yung Yang & Yu-Fen Chen, 2024, "Gold in Portfolio: A Long-Term or Short-Term Diversifier?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Shin-Yun Wang & Cheng Few Lee, 2024, "Fuzzy Multicriteria Decision-Making for Evaluating Mutual Fund Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Weifeng Hung & Chia-Chi Lu & Cheng Few Lee, 2024, "Mutual Fund Herding and Its Impact on Stock Returns: Evidence from the Taiwan Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Alice C. Lee & Cheng Few Lee, 2024, "Stock Return, Risk, and Legal Environment around the World," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Dinh Tran Ngoc Huy & Vu Quynh Nam & Hoang Thanh Hanh & Nguyen Ngoc Thach, 2024, "Further Analysis of Bitcoin, Fintech, and P2P Lending: Perspectives and Recommendations from Industry 4.0," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Julia Nasev & Dominik von der Emde, 2024, "Earnings Quality and the Coinsurance Effect," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2024, "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Andy C.W. Chui, 2024, "Economic Policy Uncertainty and Short-term Reversals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Fu-Lai Lin & Phillip Cartwright, 2024, "Time Aggregation and the Estimation of the Market Model: Revision and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Peter Chinloy & Matthew Imes & Wendy Liu, 2024, "Leases on Balance Sheets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Financial Econometrics, Mathematics, Statistics, and Financial Technology: An Overall View," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Tumellano Sebehela, 2024, "Entropic Two-Asset Option," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sheng-Syan Chen & Cheng Few Lee & Keshab Shrestha, 2024, "Joint Normality Test for the Returns on the Futures and Spot," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Keshab Shrestha & Robert L. Welch, 2024, "Analysis of Theoretical and Empirical Relationships between the Treasury Bills and Eurodollar," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Giulio Anselmi, 2024, "Volatility Risk Measures and Banks’ Leverage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chaoshin Chiao & Tung-Ying Lin & Cheng Few Lee, 2024, "The Reactions to On-Air Stock Reports: Prices, Volume, and Order Submission Behavior," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 36, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Thi Thanh Huyen Nguyen & Duc De Ngo & Mouloud Tensaout, 2024, "Mutual Fund Competition for Ranking: When Risk-Taking Comes with Managerial Effort," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sheng-Syan Chen & Cheng Few Lee & Fu-Lai Lin & Keshab Shrestha, 2024, "Hedge Ratios: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 38, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chin-Chen Chien & Cheng Few Lee & Andrew M. L. Wang, 2024, "A Note on Stock Market Seasonality: The Impact of Stock Price Volatility on the Application of Dummy Variable Regression Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 39, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024, "Time-Changed GARCH versus GARJI Model for Extreme Events: An Empirical Study," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 40, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hany B. Ahmed & Yilmaz Guney, 2024, "Corporate Financial Hedging and the Cost of Equity Capital," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 41, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Oliver M. Rui, 2024, "Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China’s Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 42, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Orla Lenihan, 2024, "Financial Statement Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 43, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Alessandra Allini & Bikki Jaggi & Annamaria Zampella & Martina Prisco, 2024, "Expected Credit Losses under IFRS 9: Concept, Models, and Disclosures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 44, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Fu-Lai Lin & Cheng Few Lee & Win-Lin Chou & Dennis Kin-Keung Fan, 2024, "Hedging with the International Equity Index Futures: The Conventional Model versus the Error Correction Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 45, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cohen Gil, 2024, "Technical Analysis in Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 46, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 47, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jonathan Ross & Joshua Madsen & Gordon Alexander, 2024, "A Correlation-Based Portfolio Choice Algorithm," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 48, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Oliver M. Rui, 2024, "Stock Returns and Volatility on China’s Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 49, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hun Y. Park, 2024, "Value Line Investment Survey Rank Changes and Beta Coefficients," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 50, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Fu-Lai Lin & Mei-Ling Chen, 2024, "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 51, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2024, "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 52, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hanxin Hu & Ting Sun, 2024, "Predicting Stock Return Movement Directions with Sentiment Analysis of News Headlines: A Machine Learning Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 53, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chunchi Wu & Xinyuan Tao, 2024, "Style Investing, Momentum, and Co-movement," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 54, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Carsten Homburg & Laurens O. J. Lapp & Roman Schick, 2024, "Mining for “Green Diamonds” — Value Relevance of Greenhouse Gas Emissions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 55, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Risk Estimation, Diversification, and Optimal Weights," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 56, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Bin Srinidhi, 2024, "The Role of Founder Presence in Investment Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 57, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Wen-Chi Yeh, 2024, "Financial Statement Analyses and Firm Valuation: Johnson & Johnson as a Case Study," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 58, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yufeng Han & Yang Liu & Guofu Zhou & Yingzi Zhu, 2024, "Technical Analysis in the Stock Market: A Review," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 59, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Dimitris Georgoutsos & George Moratis, 2024, "The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 60, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Mark Iarovyi & Sasson Bar-Yosef & Itzhak Venezia, 2024, "Interest Rate Sensitivity and Investor Disagreement: How to Explain Bank Stock Turnover," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 61, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• 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".