Research classified by Journal of Economic Literature (JEL) codes

2025

• Renu Jonwall & Seema Gupta & Shuchi Pahuja, 2025, "Performance Evaluation of Socially Responsible Funds Compared to Their Benchmark Index in India: Evidence from the Covid-19 Crisis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 2, pages 489-523, June, DOI: 10.1007/s10690-024-09460-z.
• Khalid Ul Islam & Umer Mushtaq Lone & Younis Ahmed Gulam & Suhail Ahmad Bhat, 2025, "Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 2, pages 609-630, June, DOI: 10.1007/s10690-024-09464-9.
• Ha-Phuong Bui & Thai Hong Le, 2025, "Liquidity Connectedness Among Major Financial Asset Classes: Do Uncertainty Factors Matter?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 3, pages 997-1019, September, DOI: 10.1007/s10690-024-09478-3.
• Paramita Mukherjee & Samaresh Bardhan, 2025, "Dynamic Spillovers Among Equity, Gold and Oil Markets During COVID and Russia-Ukraine War: Evidence from India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 3, pages 1099-1127, September, DOI: 10.1007/s10690-024-09482-7.
• Kwame Annin & Kofi Agyarko Ababio & Solomon Sarpong, 2025, "Dynamic Risk Spillover in International Real Estate Investment Trusts: Implications for Asset Investors," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1519-1550, December, DOI: 10.1007/s10690-024-09496-1.
• Alan Chernoff, 2025, "The Dynamics of Asset Interdependence in the Great Recession," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 53, issue 3, pages 167-181, September, DOI: 10.1007/s11293-025-09829-z.
• Ana Sofia Monteiro & Helder Sebastião & Nuno Silva, 2025, "Prediction and Allocation of Stocks, Bonds, and REITs in the US Market," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 3, pages 1191-1230, March, DOI: 10.1007/s10614-024-10589-2.
• Vittorio Carlei & Piera Cascioli & Alessandro Ceccarelli & Donatella Furia, 2025, "Can Machine Learning Explain Alpha Generated by ESG Factors?," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 3, pages 1457-1477, March, DOI: 10.1007/s10614-024-10602-8.
• Wenling Liu & Fengmin Xu & Kui jing & Ziyue Hua, 2025, "Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 6, pages 3391-3418, June, DOI: 10.1007/s10614-024-10677-3.
• Javier Orlando Pantoja Robayo & Julián Alberto Alemán Muñoz & Diego F. Tellez-Falla, 2025, "Iterative Deep Learning Approach to Active Portfolio Management with Sentiment Factors," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 1, pages 301-322, July, DOI: 10.1007/s10614-024-10702-5.
• Mónica Andrea Arauco Ballesteros & Elio Agustín Martínez Miranda, 2025, "Stock Market Forecasting Using a Neural Network Through Fundamental Indicators, Technical Indicators and Market Sentiment Analysis," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1715-1745, August, DOI: 10.1007/s10614-024-10711-4.
• Hasan Murat Ertugrul & Onur Polat & Durmuş Çağrı Yıldırım & Abdullah Açık, 2025, "Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1545-1570, August, DOI: 10.1007/s10614-024-10750-x.
• Wael Dammak & Halilibrahim Gökgöz & Ahmed Jeribi, 2025, "Analysis of Gold, Bitcoin, and Gold-Backed Cryptocurrencies as Safe Havens during Global Crises: A Focus on Artificial Intelligence Companies," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 4, pages 2843-2872, October, DOI: 10.1007/s10614-024-10757-4.
• Benjamin Walwai Miba’am & Hasan Güngör, 2025, "Do Uncertainties in US Affect Bitcoin Returns? Evidence from Time Series Analysis," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 5, pages 4303-4327, November, DOI: 10.1007/s10614-024-10842-8.
• Naveed Khan & Hassan Zada & Ozair Siddiqui & Ehsan Ullah, 2025, "Sectoral Response to Economic Policy Uncertainty in Japan: An Empirical Evidence from the Cross-Quantilogram Approach," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 6, pages 4727-4762, December, DOI: 10.1007/s10614-025-10867-7.
• Anthony Bellofatto & Marie-Hélène Broihanne & Catherine D’Hondt, 2025, "Financial knowledge acquisition and trading behavior: empirical evidence from an online information tool," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 1, pages 1-45, March, DOI: 10.1007/s11408-024-00459-0.
• Thomas Gehrig & Leopold Sögner & Arne Westerkamp, 2025, "Extending the demand system approach to asset pricing," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 1, pages 133-166, March, DOI: 10.1007/s11408-024-00463-4.
• Alessandro Avellone & Ilaria Foroni & Chiara Pederzoli, 2025, "Minimum capital requirement portfolios according to the new Basel framework for market risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 2, pages 171-192, June, DOI: 10.1007/s11408-024-00454-5.
• Scott Li & James Refalo & Jong-Hwan Yi, 2025, "Industry classification, industry concentration, and stock returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 3, pages 337-363, September, DOI: 10.1007/s11408-025-00470-z.
• Baris Kocaarslan, 2025, "Reserve currency and the time-varying link between uncertainties in commodity and financial markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 3, pages 415-441, September, DOI: 10.1007/s11408-025-00472-x.
• Klaus Grobys & James W. Kolari & Davide Sandretto & Syed Jawad H. Shahzad & Janne Äijö, 2025, "Cryptocurrency momentum has (not) its moments," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 4, pages 443-476, December, DOI: 10.1007/s11408-025-00474-9.
• Tao Huang & Zeyu Sun & Zhe Zhao, 2025, "Is climate policy uncertainty priced in China?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 4, pages 477-500, December, DOI: 10.1007/s11408-025-00475-8.
• Gopal K. Basak & Pranab Kumar Das & Allena Rohit, 2025, "A model of contagion without trading relations," International Economics and Economic Policy, Springer, volume 22, issue 1, pages 1-34, February, DOI: 10.1007/s10368-024-00637-5.
• Rabab Abouarab & Tapas Mishra & Simon Wolfe, 2025, "Spotting Portfolio Greenwashing in Environmental Funds," Journal of Business Ethics, Springer, volume 197, issue 4, pages 811-839, April, DOI: 10.1007/s10551-024-05783-z.
• Amy Whitaker & Roman Kräussl, 2025, "Art collectors as venture-stage investors," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 49, issue 4, pages 659-687, December, DOI: 10.1007/s10824-024-09528-8.
• Roland Füss & Stefan Morkoetter & Maria Oliveira, 2025, "Investing in Your Alumni: Endowments’ Investment Choices in Private Equity," Journal of Financial Services Research, Springer;Western Finance Association, volume 68, issue 1, pages 1-50, August, DOI: 10.1007/s10693-023-00419-1.
• Valentina Dimitrova-Grajzl & Peter Grajzl & Lakota Vogel & Laurel Wheeler, 2025, "Harnessing Soft Information to Promote Financial Inclusion: The Case of Business Lending by a Native CDFI," Journal of Financial Services Research, Springer;Western Finance Association, volume 68, issue 3, pages 311-342, December, DOI: 10.1007/s10693-024-00439-5.
• Litan Wang & Kefei You & Hui Chen, 2025, "Financial investment by non-financial firms: does it affect audit quality?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 29, issue 3, pages 699-733, September, DOI: 10.1007/s10997-024-09714-y.
• Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2025, "Listed Real Estate as an Inflation Hedge Across Regimes," The Journal of Real Estate Finance and Economics, Springer, volume 70, issue 2, pages 189-239, February, DOI: 10.1007/s11146-023-09964-x.
• Chongyu Wang & Jeffrey P. Cohen & John L. Glascock, 2025, "Geographically Overlapping Real Estate Assets, Liquidity Spillovers, and Liquidity Multiplier Effects," The Journal of Real Estate Finance and Economics, Springer, volume 71, issue 1, pages 118-139, July, DOI: 10.1007/s11146-022-09905-0.
• Qi-an Chen & Huashi Li & Jianyi Lin & Yunfeng Gao, 2025, "The Role of Housing Mortgage Leverage in Stock Asset Pricing: Evidence from the Chinese A-share Market," The Journal of Real Estate Finance and Economics, Springer, volume 71, issue 2, pages 209-253, August, DOI: 10.1007/s11146-023-09940-5.
• Yong Huang & Nina Yin & Vanessa Yanhua Zhang & Shan Zhao, 2025, "Impact of Antitrust Events on Firm Market Value: Evidence from Chinese and U.S. Internet Platforms," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 67, issue 3, pages 251-288, October, DOI: 10.1007/s11151-025-10035-z.
• Sanjay Sehgal & Tarunika Jain Agrawal & Florent Deisting, 2025, "The tale of two tails and stock returns for two major emerging markets," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 1, pages 163-189, January, DOI: 10.1007/s11156-024-01301-4.
• Meng-Jou Lu & Matúš Horváth & Xingjia Wang & Wolfgang Karl Härdle, 2025, "Spectral risk for digital assets," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 2, pages 537-574, February, DOI: 10.1007/s11156-024-01313-0.
• Jian Chen & Ahmad Haboub & Ali Khan & Syed Mahmud, 2025, "Investor clientele and intraday patterns in the cross section of stock returns," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 2, pages 757-797, February, DOI: 10.1007/s11156-024-01319-8.
• Yu-Hong Liu & I-Ming Jiang & Mao-Wei Hung, 2025, "Optimal timing and proportion in two stages learning investment," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 3, pages 1001-1027, April, DOI: 10.1007/s11156-024-01325-w.
• Prodosh Eugene Simlai, 2025, "Investor sophistication, investor sentiment, and cash-based operating profitability," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 3, pages 1079-1103, April, DOI: 10.1007/s11156-024-01328-7.
• Keith Anderson & Anup Chowdhury & Moshfique Uddin, 2025, "Piotroski's Fscore under varying economic conditions," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 3, pages 1261-1307, April, DOI: 10.1007/s11156-024-01331-y.
• Anh-Tuan Le & Henry Hongren Huang & Tzu-Chang Forrest Cheng, 2025, "Growing pains: geographic expansion and labor investment efficiency," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 619-659, August, DOI: 10.1007/s11156-024-01355-4.
• Yongdeng Xu, 2025, "The exponential HEAVY model: an improved approach to volatility modeling and forecasting," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 727-748, August, DOI: 10.1007/s11156-024-01358-1.
• Yingwei Han & Ping Li & Jie Li & Sanmang Wu, 2025, "Diversification benefits of green bonds in China: a dynamic robust optimization approach," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 4, pages 1297-1325, November, DOI: 10.1007/s11156-024-01379-w.
• Dandan Wang & Jörg Prokop, 2025, "Gender homophily and local bias in equity crowdfunding," Small Business Economics, Springer, volume 64, issue 3, pages 805-836, March, DOI: 10.1007/s11187-024-00949-5.
• Jinjuan Yang & Jiayuan Xin & Yan Zeng & Pei Jose Liu, 2025, "Signaling and perceiving on equity crowdfunding decisions — a machine learning approach," Small Business Economics, Springer, volume 65, issue 1, pages 315-356, June, DOI: 10.1007/s11187-024-00991-3.
• Axel Buchner & Pia Helbing & Abdulkadir Mohamed & Hyungseok David Yoon, 2025, "Does the same investment team create value? Evidence from venture capital syndication," Small Business Economics, Springer, volume 65, issue 4, pages 2331-2360, December, DOI: 10.1007/s11187-025-01058-7.
• Nagy, Attila Zoltán, 2025, "A befektetési alapok tőkeáramlásai és a befektetői hangulat kapcsolata a magyar részvénypiacon
  [The relationship between mutual fund flows and investor sentiment in the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 465-487, DOI: 10.18414/KSZ.2025.5.465.
• Nagy, Attila Zoltán & Steiner, Beatrix, 2025, "Fenntarthatóság vagy hozam?. Mekkora áldozatot vállalnak a befektetők a felelős jövőért?
  [Sustainability or return?. How much are investors willing to sacrifice for a responsible future?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 919-938, DOI: 10.18414/KSZ.2025.0.919.
• Peter Albrecht & Evzen Kocenda, 2025, "Event-Driven Changes in Return Connectedness among Cryptocurrencies," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1113, Mar.
• Magnolia Miriam Sosa Castro & Maria Alejandra Cabello Rosales & Edgar Ortiz Calisto, 2025, "The Impacts of Monetary Policy Announcements and Derivatives Maturity on the Mexican Peso Exchange Rate Volatility: GARCH and OCHL Range Models," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 103, pages 47-75, June, DOI: 10.17533/udea.le.n103a358443.
• Junghum Park, 2025, "Taxing Speculative Trades as a Prudential Policy," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 138, Dec.
• Markuss Bergitis, 2025, "Assessment of Investment Regulation and its Effectiveness in the Latvian State Funded Pension Scheme," Discussion Papers, Latvijas Banka, number 2025/02, Oct.
• Sidharth J, 2025, "Assessing Market Liquidity Amidst Crisis: Evidence from Indian Stock Market," Working Papers, Madras School of Economics,Chennai,India, number 2025-283, Jun.
• Zerong Chen, 2025, "Evolutionary Finance: Models with Long-Lived Assets," Economics Discussion Paper Series, Economics, The University of Manchester, number 2501, Oct.
• Daniel Engler & Gunnar Gutsche & Andreas Ziegler, 2025, "Does the willingness to pay for sustainable investments differ between non-incentivized and incentivized choice experiments?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202515.
• Andreas Marcus Gohs, 2025, "The Choice of Unsmoothing Coefficients for Real Estate Appreciation Indices: With Notes on Correction Procedures, Appraisal-Smoothing, Nonsynchronous Appraisal, Asset Return Correlation and Market Efficiency," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202524.
• Majid Asadi & Jeffrey S. Racine & Ehsan S. Soof & Shaomin Wu, 2025, "Financial Risk Under Shortfall Level Uncertainty," Department of Economics Working Papers, McMaster University, number 2025-04, May.
• ATM Adnan & Md Arif Hasan Khan & Md Tapan Mahmud & Sabira Kumkum & Abdullah Al-Mamun, 2025, "Geopolitical Shocks and Asset Pricing: Global Cross-Sectional Evidence from Defense and Aerospace Firms amid the Russia-Ukraine War," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 11, issue 2, pages 220-249, DOI: 10.11118/ejobsat.2025.013.
• Jan Hanousek, Jr. & Jan Hanousek & Konstantin Sokolov, 2025, "X Bots and Earnings Announcements," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2025-101, Mar.
• Daniel Pastorek & Peter Albrecht, 2025, "Risk Without Reward? The Introduction of Bitcoin Spot ETFs," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2025-99, Mar.
• Yu-Wei Ma & Wee-Yeap Lau & Tien-Ming Yip, 2025, "Influence of ESG Rating on Stock Price Behavior: Evidence from Malaysian Public-Listed Companies," Capital Markets Review, Malaysian Finance Association, volume 33, issue 1, pages 87-104.
• Laszlo Csorba, 2025, "The Relationship between Competitiveness, Resilience and Risk Structure," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 24, issue 3, pages 73-94.
• Anke D. Leroux & Vance L. Martin, 2025, "Life at the brink: Livelihood portfolios of the food insecure," Monash Economics Working Papers, Monash University, Department of Economics, number 2025-11, Jul.
• Wing-Keung Wong & Chenghu Ma & Zhuo Qiao & Udo Broll & Joao Paulo Vieito, 2025, "New stochastic dominance theory for investors with risk-averse and risk-seeking utilities with applications including solutions for the Friedman-Savage paradox and the diversification puzzle," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2506, Jun.
• Abdullah Mamoon, 2025, "The impact of central bank independence on the cost of capital: a cross-country analysis," Bank i Kredyt, Narodowy Bank Polski, volume 56, issue 1, pages 45-80.
• Juliusz Jabłecki, 2025, "From theory to practice: Polish equity risk factors and their implementation costs," Bank i Kredyt, Narodowy Bank Polski, volume 56, issue 5, pages 515-542.
• Michał Łesyk & Grzegorz Wesołowski, 2025, "Household demand for treasury bonds and time deposits in a small open economy," NBP Working Papers, Narodowy Bank Polski, number 378.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025, "Artificial Intelligence Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 33351, Jan.
• Robert Novy-Marx & Mihail Z. Velikov, 2025, "AI-Powered (Finance) Scholarship," NBER Working Papers, National Bureau of Economic Research, Inc, number 33363, Jan.
• Hee Seo Han & David Hirshleifer & Jinfei Sheng & Zheng Sun, 2025, "Sleep Disruption and Retail Investor Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 33477, Feb.
• Brian Greaney & Andrii Parkhomenko & Stijn Van Nieuwerburgh, 2025, "Dynamic Urban Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 33512, Feb.
• Ravi Jagannathan & Iwan Meier & Valeri Sokolovski, 2025, "Dirty Business: Transition Risk of Factor Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 33535, Feb.
• Gillian Brunet & Eric Hilt & Matthew S. Jaremski, 2025, "‘Invest!’: Liberty Bonds and Stock Ownership over the Twentieth Century," NBER Working Papers, National Bureau of Economic Research, Inc, number 33541, Mar.
• Abhishek Bhardwaj & Abhinav Gupta & Sabrina T. Howell & Kyle Zimmerschied, 2025, "Does Fund Size Affect Private Equity Performance? Evidence from Donation Inflows to Private Universities," NBER Working Papers, National Bureau of Economic Research, Inc, number 33596, Mar.
• Toomas Laarits & Jeffrey Wurgler, 2025, "The Research Behavior of Individual Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 33625, Mar.
• Ege Y. Ercan & Steven N. Kaplan & Ilya A. Strebulaev, 2025, "Interim Valuations, Predictability, and Outcomes in Private Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 33637, Apr.
• Bryan Gutierrez Cortez & Victoria Ivashina & Juliana Salomao, 2025, "Performance Capital Flows in DC Pensions," NBER Working Papers, National Bureau of Economic Research, Inc, number 33693, Apr.
• Sebastian Di Tella & Cedomir Malgieri & Christopher Tonetti, 2025, "Risk Markups," NBER Working Papers, National Bureau of Economic Research, Inc, number 33778, May.
• Harrison Hong & Jeffrey D. Kubik & Edward P. Shore, 2025, "Renewable Asset Price Volatility and Its Implications for Decarbonization," NBER Working Papers, National Bureau of Economic Research, Inc, number 33789, May.
• Jose Portela & Eduardo S. Schwartz & Jaime Aparicio Garcia, 2025, "Litigation Risk and the Valuation of Legal Claims: A Real Option Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 33790, May.
• Michael P. Keane & Xiangling Liu, 2025, "Tax Preferences and Housing Affordability: Explorations using a Life-Cycle Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 33809, May.
• Jian Jia & Ginger Zhe Jin & Mario Leccese & Liad Wagman, 2025, "How Does Privacy Regulation Affect Transatlantic Venture Investment? Evidence from GDPR," NBER Working Papers, National Bureau of Economic Research, Inc, number 33909, Jun.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2025, "Defaulting 401(k) Assets into Payout Annuities for “Pretty Good” Lifetime Incomes," NBER Working Papers, National Bureau of Economic Research, Inc, number 33915, Jun.
• Xiaoyong (Jack) Fu & Lucian A. Taylor, 2025, "Due Diligence and the Allocation of Venture Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 33987, Jul.
• Andrew W. Lo & Egor V. Matveyev & Stefan Zeume, 2025, "The Risk, Reward, and Asset Allocation of Nonprofit Endowment Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 34078, Jul.
• Patrick Luo & Enrichetta Ravina & Marco C. Sammon & Luis M. Viceira, 2025, "Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 34086, Aug.
• Andreas Fagereng & Luigi Guiso & Luigi Pistaferri & Marius A. K. Ring, 2025, "Insuring Labor Income Shocks: The Role of the Dynasty," NBER Working Papers, National Bureau of Economic Research, Inc, number 34253, Sep.
• Jules H. van Binsbergen & João F. Cocco & Marco Grotteria & S. Lakshmi Naaraayanan, 2025, "The Impact of Carcinogenic Risk Exposure on Housing Values: Estimates From Chemical Reclassifications," NBER Working Papers, National Bureau of Economic Research, Inc, number 34305, Sep.
• Alexandra M. Tabova & Francis E. Warnock, 2025, "Exorbitant Changes in Three Parts," NBER Working Papers, National Bureau of Economic Research, Inc, number 34372, Oct.
• Narayana R. Kocherlakota, 2025, "Log-Linear Relative Asset Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 34395, Oct.
• Stefano Giglio & Matteo Maggiori & Joachim Rillo & Johannes Stroebel & Stephen P. Utkus & Xiao Xu, 2025, "Investor Beliefs and Expectation Formation," NBER Working Papers, National Bureau of Economic Research, Inc, number 34446, Nov.
• Zhiguo He & Péter Kondor & Jessica S. Li, 2025, "Demand Elasticity in Dynamic Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34450, Nov.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell & Julius Odenbreit, 2025, "Optimizing Retirement Financial Strategies: Integrating Annuities, Defined Contribution Plans, and Long-Term Care Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 34460, Nov.
• Javier Bianchi & Saki Bigio, 2025, "Portfolio Choice and Settlement Frictions: A Theory of Endogenous Convenience Yields," NBER Working Papers, National Bureau of Economic Research, Inc, number 34474, Nov.
• Johannes Beutel & Michael Weber, 2025, "Beliefs and Portfolios: Causal Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 34489, Nov.
• Caroline Flammer & Thomas Giroux & Geoffrey Heal & Marcella Lucchetta, 2025, "Ambiguity vs. Risk in Investment Decisions: An Illustration from Green Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34516, Nov.
• Clemens Sialm & David X. Xu, 2025, "Information Acquisition By Mutual Fund Investors: Evidence from Stock Trading Suspensions," NBER Working Papers, National Bureau of Economic Research, Inc, number 34520, Nov.
• Anusha Chari & Peter Blair Henry & Yanru Lee & Paolo Mauro, 2025, "Financial Returns to Equity Investments in Infrastructure in Emerging-Market and Developing Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 34537, Dec.
• Balash, V. & Faizliev, A., 2025, "Volatility spillovers in the Russian stock market: Responses to exogenous shocks," Journal of the New Economic Association, New Economic Association, volume 67, issue 2, pages 65-84, DOI: 10.31737/22212264_2025_2_65-84.
• Stanislava Petrova, 2025, "Cryptocurrencies As An Investment Tool And A Means To Hide The Origin Of Money," Entrepreneurship, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 13, issue 2, pages 118-134, DOI: 10.37708/ep.swu.v13i2.7.
• knut Anton Mork & Frida Nymark Engelstad, 2025, "Dynamic Spending and Portfolio Decisions with an Internal Soft Habit," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 20125, Feb.
• Iulia Monica Oehler-Şincai, 2025, "The Asian Tigers’ Degree Of Participation In The New Silk Roads Initiated By China," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 13, issue 2, pages 103-111, December.
• Nicoleta-Cristina Matei & Maria Zenovia Grigore & Mihai Dumitru Nedelescu, 2025, "Implementation Status Of Standard Audit File - Tax In The European Union Member States And Value Added Tax Gap," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 13, issue 2, pages 112-119, December.
• Dirin Mchirgui & Bashar Yaser Almansour, 2025, "Maritime Resilience in Crisis: Unraveling the Interconnectedness Dynamics of Oil and Gas Volatility Across Sectors," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 1231-1256, Desember.
• Ibrahim Salah Ali Alkhadrawi & Dirin Mchirgui & Younes Boujelbene, 2025, "On the Connectedness Between Bitcoin, Gold, Gold-Backed Cryptocurrencies and the G7 Banking Sector Stock Indices During Crises: Evidence from Quantile Vector Autoregression and Temporal Frequency Connectivity approach," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 990-1025, Desember.
• Luisa Dressler & Ross Warwick, 2025, "Corporate income tax, investment, and the Net-Zero Transition: Issues for consideration," OECD Taxation Working Papers, OECD Publishing, number 73, Mar, DOI: 10.1787/08e15e33-en.
• Pirmin Fessler & Beat Weber, 2025, "Crypto assets in Austria: robust evidence from HFCS wave 5 on ownership, motives and portfolio implications," OeNB Bulletin, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/25-2, pages 1-28.
• Pirmin Fessler & Beat Weber, 2025, "Crypto assets in Austria: robust evidence from HFCS wave 5 on ownership, motives and portfolio implications," OeNB Bulletin, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/25-2, pages 1-28.
• Doroteea Andreea SURLEA, 2025, "From Intuition To Algorithms: The Transformation Of Decision- Making Through Intelligent Data Technologies – A Bibliometric Study (2019-2024)," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 34, issue 2, pages 292-300, December.
• Liliana ANGHEL, 2025, "Using Artificial Intelligence In The Financial Planning Mechanism," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 34, issue 2, pages 506-512, December.
• Shoko Yamane & Hiroko Araki & Takashi Noda, 2025, "Big Five Personality Traits and Investment Behavior: An Empirical Investigation of Japanese Investors," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 25-12, Sep.
• Junghum Park, 2025, "Overconfidence and Correlated Information Structures," The Economic Journal, Royal Economic Society, volume 135, issue 668, pages 1300-1340.
• Anisha Ghosh & Christian Julliard & Alex P Taylor, 2025, "An Information-Theoretic Asset Pricing Model," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 1, pages 499-547.
• Simon T Bodilsen, 2025, "Large-Dimensional Portfolio Selection with a High-Frequency-Based Dynamic Factor Model," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 384-399.
• Karsten Müller & Simon N M Schmickler, 2025, "Interacting Anomalies," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 2, pages 162-216.
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2025, "The Geography of Investor Attention," The Review of Corporate Finance Studies, Society for Financial Studies, volume 14, issue 3, pages 752-803.
• Andreas Johansson & Riccardo Sabbatucci & Andrea Tamoni, 2025, "Tradable Risk Factors for Institutional and Retail Investors," Review of Finance, European Finance Association, volume 29, issue 1, pages 103-139.
• Jungkyu Ahn, 2025, "Margin constraints and asset prices," Review of Finance, European Finance Association, volume 29, issue 1, pages 141-168.
• Maximilian Germann & Lukas Mertes & Martin Weber & Benjamin Loos, 2025, "Trust and delegated investing: a Money Doctors experiment," Review of Finance, European Finance Association, volume 29, issue 1, pages 75-102.
• Itzhak Ben-David & Mark J. Johnson & René M. Stulz, 2025, "Models behaving badly: The limits of data-driven lending," Review of Finance, European Finance Association, volume 29, issue 3, pages 711-745.
• Giorgia Simion & Ugo Rigoni, 2025, "Understanding households’ bank bond holdings," Review of Finance, European Finance Association, volume 29, issue 3, pages 819-850.
• Brad Cannon & John Lynch, 2025, "Return extrapolation and dividends," Review of Finance, European Finance Association, volume 29, issue 4, pages 1009-1042.
• Bastian von Beschwitz & Pekka Honkanen & Daniel Schmidt, 2025, "Passive ownership and short selling," Review of Finance, European Finance Association, volume 29, issue 4, pages 1137-1188.
• Alessandro Moro & Andrea Zaghini, 2025, "The green sin: how exchange rate volatility and financial openness affect green premia," Review of Finance, European Finance Association, volume 29, issue 4, pages 1189-1217.
• Christoph Merkle & Michael Ungeheuer, 2025, "Beliefs about beta: upside participation and downside protection," Review of Finance, European Finance Association, volume 29, issue 5, pages 1397-1436.
• Jan Müller-Dethard & Niklas Reinhardt & Martin Weber, 2025, "Reinvesting or Consuming Dividends: Account Structure Matters," Review of Finance, European Finance Association, volume 29, issue 5, pages 1467-1495.
• Ran Duchin & David H Solomon & Jun Tu & Xi Wang, 2025, "The cryptocurrency elephant in the room," Review of Finance, European Finance Association, volume 29, issue 6, pages 1721-1767.
• Ha, JinGi, 2025, "Institutional trading and satellite data," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106341.
• Chen, Juan & Xiao, Zuoping, 2025, "Is the business cycle getting hit by climate policy uncertainty in China?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106344.
• Yao, Zengfu & Chen, Yonghuai & Deng, Shicheng & Zhang, Yifeng & Wei, Yu, 2025, "Carbon emission allowance, global climate risk, and agricultural futures: An extreme spillover analysis in China," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106391.
• Jin, Yangsoo, 2025, "Distinctive impacts of ESG pillars on corporate financial performance: A random forest analysis of Korean listed firms," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106395.
• Tapia-Griñen, Pablo & Pastén-Henríquez, Boris & Sepúlveda-Velásquez, Jorge, 2025, "Earthquakes in Chile and Peru: How are they reflected in the copper financial market?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106429.
• He, Yiran & He, Xinao & Yan, Siyu & Huang, Jian, 2025, "Social security, health capital and household investment behavior," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106478.
• Han, SeungOh, 2025, "Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106425.
• Mao, Songsheng & Yang, Gongyan, 2025, "Do diversified M&As improve R&D activity? Evidence from Chinese listed companies," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106465.
• Nguyen, Anh T.H. & Le, Thanh T., 2025, "In bank runs and market stress, it matters how networks impact: Exploring the financial connectedness in Vietnam," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106489.
• Farrell, Hugh & O'Connor, Fergal, 2025, "The CNN Fear and Greed Index as a predictor of US equity index returns: Static and time-varying Granger causality," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106492.
• Proelss, Juliane & Schweizer, Denis & Buchwalter, Bastien, 2025, "Do risk preferences drive momentum in cryptocurrencies?," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106531.
• Vidal, Marta & Vidal-García, Javier & Bekiros, Stelios & Segovia, Juan Evangelista Trinidad, 2025, "A comparison of international mutual funds efficiency," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106608.
• Zhang, Chang & Yao, Bo & Zhang, Chenjing, 2025, "Basic public service equalization and household risk investment behavior," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106635.
• Aneesha, M A & Lukose, P J Jijo, 2025, "From frenzy to flip: Unpacking foreign investor behavior in the wake of regulatory change," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106645.
• Chibane, Messaoud & Janson, Nathalie, 2025, "Is Bitcoin the best safe haven against geopolitical risk ?," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2024.106543.
• Wood, Katherine & Pyun, Chaehyun & Pham, Hieu, 2025, "Beyond Green Labels: Assessing Mutual Funds’ ESG Commitments through Large Language Models," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2024.106713.
• Mounir, Amine, 2025, "Curvature and the mean-variance-ESG frontier: A new measure of risk-return-ESG trade-offs," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106765.
• Yan, Yu & Tong, Yan & Wang, Yiming, 2025, "Is faster information transmission always better?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106751.
• Li, Yue & Zhao, Xiaoxia & Yang, Xinfang, 2025, "ESG performance and corporate environmental investment: Incentive or inhibition?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106814.
• Kruthof, Garvin & Müller, Sebastian, 2025, "Can deep reinforcement learning beat 1N," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106866.
• Du, Qianqian & Kong, Dongmin & Li, Yanglin & Ye, Kuicheng, 2025, "Customer ratings and firm value: Evidence from big data analysis of online consumption in China," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106867.
• Wan, Runqing & Xing, Bingxin Ann, 2025, "Can switching between predictive models and the historical average improve bond return predictability?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106874.
• Wang, Wenhao & Cai, Feifei & Hong, Ziyi & Liu, Ruiqi & Zhang, Qingyi, 2025, "A profitable currency portfolio strategy: Learning from connectedness," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106952.
• Zhu, Sha & Fu, Hai & Wei, Yu & Shang, Yue & Chen, Xiaodan, 2025, "Are brown stocks valuable to green stocks? Evidence from China," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106983.
• Bajra, Ujkan Q. & Aliu, Florin & Prenaj, Vlora, 2025, "Connectivity of green financial assets under geopolitical risks and market-implied volatility," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.107037.
• Wu, Yanran & Meng, Lili, 2025, "The “Betting” behavior of mutual fund families," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.106981.
• Luo, Ji & Zhang, Shuguang & Zhang, Cheng, 2025, "Drivers of investment intentions across diverse cryptocurrency categories," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107024.
• Isogai, Akifumi & Nozaki, Masatoshi & Yamamoto, Rei, 2025, "ESG business diversification and investment performance," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107132.
• Schwandtner, Nohl J. & Smith, David M., 2025, "The performance of active equity funds that incorporate venture capital," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107155.
• Fang, Fei & Parida, Sitikantha, 2025, "The cost of misclassification in mutual funds," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107074.
• Wang, Zhan & Chow, K. Victor & Gu, Jiahao, 2025, "Implied equity premium and market beta," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107095.
• Perlin, Marcelo S. & Foguesatto, Cristian R. & Müller, Fernanda M. & Righi, Marcelo B., 2025, "Can AI beat a naive portfolio? An experiment with anonymized data," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107126.
• Alshammari, Saad & Mbarek, Marouene & Mrad, Fatma & Msolli, Badreddine, 2025, "Downside risk transmission between green cryptocurrencies and carbon efficient equities: Evidence from a frequency connectedness approach," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107149.
• Taussig, Roi D., 2025, "Cash duration, risk, and implications for stock returns," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.106787.
• Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Sepúlveda-Velásquez, Jorge, 2025, "Gold and cryptocurrencies as safe-havens: Lessons from wartime," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107230.
• Sharma, Shivani & Sharma, Udayan, 2025, "What does green bond prospectus communicate about credit spread?," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107267.
• Ahmed, Neveen & Tanos, Barbara Abou & Farooq, Omar & Bouaddi, Mohammed, 2025, "Economic policy uncertainty and active management: Evidence from SRI funds," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107339.
• Bai, Ruxue & Li, Ying & Liu, Zhengwen & Yin, Libo, 2025, "Globalization, product specialization, and firm value," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107201.
• Dedousi, Ourania & Fassas, Athanasios P. & Philippas, Dionisis, 2025, "Investor behavior in the NFTs market: A bibliometric and systematic literature review," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107398.
• Boungou, Whelsy & Dufau, Bastien, 2025, "Shareholder wealth effects of corporate sustainability reporting regulations," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107404.
• Koo, Kang Mo & Song, Jeongseop, 2025, "Terrorism and acquisition decision: Evidence from real estate investment trusts," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107406.
• Hodula, Martin, 2025, "Does U.S. monetary policy sway global crypto investment demand?," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107408.
• Yuan, Jin & Jin, Liwei & Lan, Feng, 2025, "A BL-MF fusion model for portfolio optimization: Incorporating the Black–Litterman solution into multi-factor model," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107464.
• Shin, Jungcheol & Kim, Daehwan, 2025, "Active style drift and mutual fund performance," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107498.
• Luo, Ji & Cao, Qingning & Zhang, Shuguang & Gu, Dongxiao, 2025, "Generative AI usage among investor types: The role of personality and perceptions," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107604.
• Gacem, Syrine & Hervé, Fabrice & Marsat, Sylvain, 2025, "When green turns red: Is the perception of greenwashing a barrier to individual green investment?," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107605.
• Yan, Jingzhou & Shen, Jiahao & Zou, Jin & Zou, Yanchi, 2025, "ESG ratings and attention: The impact on stock market performance," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107541.
• Reichenbach, Felix, 2025, "Skin in the game: The returns of digital assets from computer games," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107670.
• Yan, Guan & Li, Fanglin & Liu, Zhidong & Zhou, Lu Jolly, 2025, "Climate risk concern and green premium in the stock market: Evidence from China," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107741.
• Doreleijers, Djep & Hambel, Christoph, 2025, "Dynamic portfolio choice with regret aversion and rejoicing," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107762.
• Nakagawa, Kei & Sakemoto, Ryuta, 2025, "New behaviorally-based cross-sectional reversal portfolios in the cryptocurrency market and market uncertainty," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107800.
• Baur, Dirk G. & Dimpfl, Thomas & Pena, Javier, 2025, "A Safe Haven Index," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107922.
• Ferriani, Fabrizio & Marchetti, Sabina, 2025, "The micro-determinants of portfolio allocation shifts in mutual funds: Evidence from machine learning models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107935.
• Wang, Jianye & Chen, Xuebin & Wu, Yan, 2025, "Shrinkage estimation of higher-order comoment matrices: Is complexity always better than simplicity?," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107978.
• Lu, Zhichao & Xu, Yuhong & Zhang, Yue & Zhao, Xinyao, 2025, "Is it difficult to predict the price movements of high-volatility assets," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107980.
• Kaplanski, Guy, 2025, "The box office as a leading indicator of investor sentiment," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107990.
• Wang, Peiwen & Huang, Guanglin & Lu, Wanbo, 2025, "Factor-based higher-order moment portfolio optimization," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108021.
• Müller, Lukas & Joubrel, Mathieu, 2025, "A novel approach to sustainable mean-variance portfolio optimization: Accounting for ESG-related uncertainty," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108056.
• Zhang, Liqin & Sun, Xiao & Guo, Wei & Sun, Ruiqi, 2025, "Green innovation and maturity mismatch: Evidence from China," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108124.
• Kaczmarek, Tomasz & Demir, Ender & Rouatbi, Wael & Zaremba, Adam, 2025, "Tariffs announcement as a global stress test: Early stock market reactions to U.S. protectionism," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108080.
• Furió, Dolores & Torró, Hipòlit, 2025, "Selective futures hedging in the Nordic electricity market," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108150.
• Nobanee, Haitham & Hasan, Md. Bokhtiar & Hossain, Md Tanim, 2025, "How impactful is the financial performance of impact investing? Compared to the conventional benchmark," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108168.
• Lee, Yu Kyung & Lee, Eun Jung & Kim, Ryumi, 2025, "Factor-loading uncertainty and expected return: Value vs. growth stocks," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108171.
• Kim, Hohyun, 2025, "Social media engagement and retail investors’ short-termism," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108249.
• Malik, Ali K. & Colak, Gonul, 2025, "Twitter-based economic uncertainty and corporate bond credit spreads," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108267.
• Ohmura, Hanako, 2025, "Investing with a political lens: Partisanship and stock market predictions in Japan," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108244.
• Bahcivan, Hulusi, 2025, "Day and night expected returns under overnight information shocks: New tug-of-war pattern," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108591.
• Shin, Yong Hyun & Lee, Ho-Seok, 2025, "Work hour flexibility and job mobility," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108573.
• Ma, Yue & Yan, Jingzhou, 2025, "A portfolio game under asymmetric information," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108666.
• Iwanaga, Yasuhiro, 2025, "Auction timing anomaly in the Japanese bond futures market," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108675.
• Kaczmarek, Tomasz & Zaremba, Adam, 2025, "Beyond the last surprise: Reviving PEAD with machine learning and historical earnings," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108751.