Research classified by Journal of Economic Literature (JEL) codes

2025

• Luca Gerotto & Paolo Pellizzari & Marco Tolotti, 2025, "Fleeting extinction? Unraveling the persistence of noise traders in financial markets with learning and replacement," Journal of Evolutionary Economics, Springer, volume 35, issue 2, pages 355-379, April, DOI: 10.1007/s00191-025-00892-y.
• Mauricio Elizalde & Carlos Escudero & Tomoyuki Ichiba, 2025, "Optimal Investment with Insider Information Using Skorokhod & Russo-Vallois Integration," Journal of Optimization Theory and Applications, Springer, volume 207, issue 3, pages 1-43, December, DOI: 10.1007/s10957-025-02789-z.
• Arpita Agarwal & Rishuka Bansal & Silu Muduli, 2025, "Post-pandemic Credit Allocation and Real Economic Activities: Evidence from Indian Firms," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 1, pages 85-103, March, DOI: 10.1007/s40953-024-00429-3.
• Jungjun Park & Andrew L. Nguyen, 2025, "Black–Litterman asset allocation under hidden truncation distribution," Mathematics and Financial Economics, Springer, number 7, January, DOI: 10.1007/s11579-025-00387-1.
• René Aïd & Luciano Campi & Jérôme Renault, 2025, "Introduction to the special issue in honor of Professor Elyès Jouini," Mathematics and Financial Economics, Springer, number 1, January, DOI: 10.1007/s11579-025-00409-y.
• Esmaeil Babaei, 2025, "On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 101, issue 1, pages 29-50, February, DOI: 10.1007/s00186-024-00881-0.
• Kerstin Lamert & Benjamin R. Auer & Ralf Wunderlich, 2025, "Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 101, issue 2, pages 163-218, April, DOI: 10.1007/s00186-025-00889-0.
• Philipp Carsten Hornung & Mogens Steffensen, 2025, "Optimal smooth consumption and its trade-offs," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 102, issue 1, pages 29-78, August, DOI: 10.1007/s00186-025-00902-6.
• S. Muruganandan & Asha Mamraj Sharma, 2025, "Does the technique for order of preference by similarity to ideal solution (TOPSIS) help to find winners in mutual funds?," OPSEARCH, Springer;Operational Research Society of India, volume 62, issue 4, pages 2314-2337, December, DOI: 10.1007/s12597-024-00881-y.
• Nehal Joshipura & Mayank Joshipura & Tanvi Joshi, 2025, "Decoding mutual fund performance: current pathways and new avenues," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 4, pages 3113-3135, August, DOI: 10.1007/s11135-025-02104-y.
• Jeremy Michels, 2025, "Retail investor trade and the pricing of earnings," Review of Accounting Studies, Springer, volume 30, issue 1, pages 575-610, March, DOI: 10.1007/s11142-024-09825-9.
• Marcus Kirk & Zhenhao Jeffery Piao, 2025, "Investor-firm private interactions and informed trading: Evidence from New York City taxi patterns," Review of Accounting Studies, Springer, volume 30, issue 2, pages 1136-1174, June, DOI: 10.1007/s11142-024-09845-5.
• Alper Darendeli, 2025, "How do retail investors respond to summary disclosure? Evidence from mutual fund factsheets," Review of Accounting Studies, Springer, volume 30, issue 2, pages 1222-1266, June, DOI: 10.1007/s11142-024-09849-1.
• Brandon Gipper & Samantha Ross & Shawn X. Shi, 2025, "ESG assurance in the United States," Review of Accounting Studies, Springer, volume 30, issue 2, pages 1753-1803, June, DOI: 10.1007/s11142-024-09856-2.
• Zhongwen Fan & Jia Guo & Jeffrey Ng & Xiao Zhang, 2025, "Investment portfolio management to meet or beat earnings expectations," Review of Accounting Studies, Springer, volume 30, issue 2, pages 2134-2183, June, DOI: 10.1007/s11142-024-09867-z.
• Juan Matias De Lucchi, 2025, "A balance of payments model with non-reserve currency: long-run real stability and short-run financial instability," Review of Evolutionary Political Economy, Springer, volume 6, issue 3, pages 689-722, December, DOI: 10.1007/s43253-025-00151-7.
• Thomas Kaspereit, 2025, "Forecasting Share Redemption Suspensions and Net Asset Value Decreases of Open-End Real Estate Funds: The Role of Investment Ratings," Schmalenbach Journal of Business Research, Springer, volume 77, issue 2, pages 357-405, June, DOI: 10.1007/s41471-025-00206-9.
• Rumysa & Ajaz Ul Islam, 2025, "Mapping investor sentiment and behavioral biases in financial decisions (2000–2024): a bibliometric approach," SN Business & Economics, Springer, volume 5, issue 11, pages 1-31, November, DOI: 10.1007/s43546-025-00941-5.
• Timo Busch & Eric Pruessner & Hendrik Brosche & Christina Bannier & Young-Jin Choi & Gunnar Friede & André Höck & Roland Kölsch & Philipp Krüger & Michael Schmidt & Judith Ströhle, 2025, "Principles for impact investments: practical guidance for impact measurement, assessment and valuation," SN Business & Economics, Springer, volume 5, issue 5, pages 1-26, May, DOI: 10.1007/s43546-025-00796-w.
• Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2025, "Financial Fragility Across Europe: Is it the Household or the Country that Matters?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 176, issue 2, pages 799-850, January, DOI: 10.1007/s11205-024-03456-y.
• Georges Dionne, 2025, "Causality in Empirical Analyses with Emphasis on Asymmetric Information and Risk Management," Springer Books, Springer, in: Georges Dionne, "Handbook of Insurance", DOI: 10.1007/978-3-031-69561-2_13.
• Helder Sebastião & Pedro Godinho, 2025, "Forecasting and Trading Cryptocurrencies with Machine Learning Under Changing Market Conditions," Springer Books, Springer, in: Gang Kou & Yongqiang Li & Zongyi Zhang & J. Leon Zhao & Zhi Zhuo, "Blockchain, Crypto Assets, and Financial Innovation", DOI: 10.1007/978-981-96-6839-7_10.
• Guangyun Deng & Hui-Chung Che & Yingwu Peng, 2025, "Exploring Valuable Indicators for Classifying Strong and Weak Patents Based on Invalidation Reexamination Decisions," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 15, issue 1, pages 1-4.
• Han-Ching Huang & Yong-Yu Chen, 2025, "The Relationship between Investment Horizons and Signals of Insider Trading in Takeover," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 15, issue 1, pages 1-8.
• Cheng-Wen Lee & Hong-Vui Ngo & Avi Sunani & Adil Zareef Khan, 2025, "An Analysis of the Determinants Behind the Investment Changing Perception from Gold to Cryptocurrency among Vietnamese Investors," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 15, issue 5, pages 1-4.
• Frieder Meyer-Bullerdiek, 2025, "The Industry Beta as a Substitute for the Individual Stock Beta – An Empirical Analysis," Journal of Risk & Control, SCIENPRESS Ltd, volume 12, issue 1, pages 1-4.
• Molestina Vivar, Luis, 2025, "Mitigating fragility in open-ended investment funds: the role of redemption restrictions," ESRB Working Paper Series, European Systemic Risk Board, number 150, Jan.
• Dmitrii Gimmelberg & Alexey Belinskiy & Alexey Belinskiy & Marta Głowacka & Marta Głowacka & Sergei Korotkii & Valentin Artamonov & Iveta Ludviga, 2025, "Market moves predictions using Retrieval-Augmented Generation (RAG) analysis of capital market expert opinions in social media," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 13, issue 1, pages 175-188, September, DOI: 10.9770/w9365778559.
• Jakub Horák & Jakub Horák, 2025, "Capital market behavior and stock forecasting – a neural network approach to Lufthansa’s shares," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 13, issue 2, pages 222-237, December, DOI: 10.9770/e7888298227.
• Alistair Macaulay & Chenchuan Shi, 2025, "Ambiguity Aversion, Portfolio Choice, and Life Expectancy," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0425, Apr.
• Milad Goodarzi & Christoph Meinerding, 2025, "Asset allocation with recursive parameter updating and macroeconomic regime identifiers," The European Journal of Finance, Taylor & Francis Journals, volume 31, issue 9, pages 1141-1167, June, DOI: 10.1080/1351847X.2025.2465453.
• Michelle Theisen & Andrew Isaak & Eva Lutz, 2025, "Organizational homophily of family firms: The case of family corporate venture capital," Journal of Small Business Management, Taylor & Francis Journals, volume 63, issue 2, pages 719-756, March, DOI: 10.1080/00472778.2024.2349532.

2024

• Da Huo, Da, 2024, "Efficient Estimation of Stochastic Parameters: A GLS Approach," MPRA Paper, University Library of Munich, Germany, number 119731, Jan.
• Bonga-Bonga, Lumengo & Montshioa, Keitumetse, 2024, "Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies," MPRA Paper, University Library of Munich, Germany, number 119910, Jan.
• Lee, David, 2024, "Hedge Fund Investment Returns and Performance," MPRA Paper, University Library of Munich, Germany, number 120350, Mar.
• DiMaria, charles-henri, 2024, "ESG principles: the limits to green benchmarking," MPRA Paper, University Library of Munich, Germany, number 120410, revised 2024.
• Rodriguez, Harold & Colombo, Jefferson, 2024, "Is bitcoin an inflation hedge?," MPRA Paper, University Library of Munich, Germany, number 120477, Mar.
• Neifar, Malika & Hdider, Anis, 2024, "Role of Crude Oil, Natural Gas and Wheat Prices and the Impact of the ‎Russian-Ukrainian War on the Investor Social Network Sentiment; Evidence ‎from the US Stock Market," MPRA Paper, University Library of Munich, Germany, number 120920, May.
• Khanam, Rifat Binte & Rabeya, Jannatul Ferdous & Hasan, Amena, 2024, "Building Trust, Fueling Growth: The Cornerstone Role of Capital Market Governance in Bangladesh," MPRA Paper, University Library of Munich, Germany, number 121449, Apr, revised 08 May 2024.
• Arnone, Massimo & Leogrande, Angelo & Costantiello, Alberto & Laureti, Lucio, 2024, "Banking Stability in the ESG Framework Across Italian Regions," MPRA Paper, University Library of Munich, Germany, number 121452, Jul.
• Ibanez, Francisco & Urga, Giovanni, 2024, "Incorporating Market Regimes into Large-Scale Stock Portfolios: A Hidden Markov Model Approach," MPRA Paper, University Library of Munich, Germany, number 121552, Jul.
• de Oliveira Souza, Thiago, 2024, "Model risk pricing and hedging," MPRA Paper, University Library of Munich, Germany, number 121827, Sep.
• Li, Chao & Keeley, Alexander Ryota & Takeda, Shutaro & Seki, Daikichi & Managi, Shunsuke, 2024, "Investor’s ESG Tendency Probed by Pre-trained Transformers," MPRA Paper, University Library of Munich, Germany, number 122756, Nov.
• Winkler, Julian, 2024, "Changing preferences as a source of stock return variation," MPRA Paper, University Library of Munich, Germany, number 122802.
• Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024, "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper, University Library of Munich, Germany, number 122899, Oct.
• Sokhombela, Andiswa Luncedo Lwandile & Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2024, "Assessing the performance of safe haven assets during major crises," MPRA Paper, University Library of Munich, Germany, number 123066, Dec.
• Okeke, Clement Ejiofor & Oyewobi, Ifeoluwapo A., 2024, "Effect of Corporate Reserve on the Financial Performance of Listed Industrial Good Companies in Nigeria," MPRA Paper, University Library of Munich, Germany, number 124021, Jun.
• Roudari, Soheil & Omidi, Vahid & Ahmadian-Yazdi, Fazaneh, 2024, "The Dynamics of Fossil Fuels, Cryptocurrencies, and Clean Energy: Dose the Energy market's price volatility create an incentive for cryptocurrency mining?," MPRA Paper, University Library of Munich, Germany, number 126833, Mar.
• Roudari, Soheil, 2024, "Optimal Investment Portfolio and Time‑Varying Risk Hedging: New Evidence from Currency, Stock, Gold Coin, and Housing Markets," MPRA Paper, University Library of Munich, Germany, number 126952, Aug.
• Roudari, Soheil, 2024, "بررسی رابطه علی پویا میان بازار سهام و سایر بازارهای دارایی: شواهدی جدید از الگوی Rolling- Window Bootstrap Causality
  [Dynamic Causal Relationships Between the Stock Market and Other Asset Markets: New Evidence from a Rolling Window Bootstrap Caus," MPRA Paper, University Library of Munich, Germany, number 126972, Aug.
• Farahanifard, Saeed & Rahimi Kahkashi, Sanaz & Roudari, Soheil, 2024, "طراحی سبد بهینه پویای سرمایه گذاری با حداقل ریسک: شواهدی جدید از الگوی خودرگرسیون برداری متغیر در زمان
  [Dynamic Optimal Portfolio Design with Minimum Risk: New Evidence from the Time Varying Parameter Vector Autoregression Model]," MPRA Paper, University Library of Munich, Germany, number 127332, Oct, revised 16 Feb 2025.
• Michal Vyletelka, 2024, "ESG Score Uncertainty and Excess Stock Returns: European Stock Market Case," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 2, pages 137-163, DOI: 10.18267/j.pep.854.
• Pavel Jankulár, 2024, "Risk-return Portfolio Level Trade-off for Czech Banks," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 2, pages 187-219, DOI: 10.18267/j.pep.859.
• Kryštof Tichý & Pavlína Petrová, 2024, "The Level of Awareness of Non-fungible Tokens as an Investment Tool in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 3, pages 319-335, DOI: 10.18267/j.pep.861.
• Ecem Demirhan & Ekin Tokat & Hakki Arda Tokat, 2024, "Assessing the Impact of Terrorist Attacks on Sovereign Risk Perception: Evidence from Turkey's CDS Market," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 5, pages 645-661, DOI: 10.18267/j.pep.877.
• Ngo Thai Hung, 2024, "Price Spillovers from Decentralized Finance to CEE Stock Markets," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue 3, pages 565-596, DOI: 10.18267/j.polek.1416.
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2024, "Online Appendix to "The Macroeconomics of Hedging Income Shares"," Online Appendices, Review of Economic Dynamics, number 20-335.
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2024, "Code and data files for "The Macroeconomics of Hedging Income Shares"," Computer Codes, Review of Economic Dynamics, number 20-335, revised .
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2024, "The Macroeconomics of Hedging Income Shares," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 54, October, DOI: 10.1016/j.red.2024.101235.
• Muhammad Wajid Raza & Bahrawar Said & Ijaz Hassan, 2024, "A Low-Risk vs. Market-Based Portfolio in Equity Market: Evidence from Global Financial Crisis and Global Pandemic Crisis in Pakistan," Audit and Accounting Review, University of Management and Technology, Lahore, Pakistan, volume 4, issue 2, pages 60-90.
• Zhenyu Gao & Yan Luo & Shu Tian & Hao Yang, 2024, "Green Preference, Green Investment," ADB Economics Working Paper Series, Asian Development Bank, number 722, Apr.
• Xiaomin Guo & Huijian Dong & Gary A. Patterson, 2024, "Equity Returns Around Extreme Loss: A Stochastic Event Approach," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 207-220.
• Javed Bin Kamal & Akhand Akhtar Hossain & Omar Al Farooque & Mark Wohar, 2024, "Asset Returns and Economic Uncertainty: A Cross-Country Analysis," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 244-276.
• Hongjun Zeng & Abdullahi D. Ahmed, 2024, "Risk Transmission and Hedging Strategies Between Chinese Stock Market and Major Trading Partners Along the Belt and Road in COVID-19 Scenario," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 2, pages 372-400.
• Dmitry Patlasov, 2024, "Assessment of the Russian stock market volatility impact on credit spreads of Russian corporate bonds," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 76, pages 29-50.
• Candra Kusuma & Sri Delasmi Jayanti, 2024, "Pengaruh Informasi Akuntansi Keuangan dan Pendanaan Syariah terhadap Keputusan Investasi pada Perusahaan Properti yang Baru Berdiri: Studi Kasus pada PT Dwika Raya Propertindo," Jurnal Bisnis Mahasiswa, Aksara Indo Rajawali, volume 4, issue 3, pages 226-236.
• Iman Dadfar & Roya Seyfipour & Azadeh Mehrabiyan & Narciss Aminrashti, 2024, "Introduction Determining the optimal portfolio of bank facilities with the Markowitz approach and meta-heuristic algorithms (Case study of Sina Bank)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 11, issue 2, pages 167-198.
• Guangyun Deng & Hui-Chung Che & Yingwu Peng, 2024, "A Study on Patents Invalidation Reexamination Decisions for Discussing Variance between Strong Utility Models and Weak Utility Models," Bulletin of Applied Economics, Risk Market Journals, volume 11, issue 2, pages 83-110.
• Robert-?tefan CONSTANTIN & Marina-Diana AGAFI?EI & Adriana AnaMaria DAVIDESCU, 2024, "Enhancing Portfolio Structure with Evolutionary Multi-Objective Optimisation," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 682-691, August.
• Wanbo Lu & Guanglin Huang & Kris Boudt, 2024, "Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 24/1085, Mar.
• James Brugler & Minsoo Kim & Zhuo Zhong, 2024, "Liquidity shocks and pension fund performance: Evidence from early access," Australian Journal of Management, Australian School of Business, volume 49, issue 2, pages 170-191, May, DOI: 10.1177/03128962221127804.
• Andrew Ainsworth & Shumi Akhtar & Adam Corbett & Adrian Lee & Terry Walter, 2024, "Superannuation fees, asset allocation and fund performance," Australian Journal of Management, Australian School of Business, volume 49, issue 3, pages 340-365, August, DOI: 10.1177/03128962221137775.
• Son D Pham & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2024, "Predicting ETF liquidity," Australian Journal of Management, Australian School of Business, volume 49, issue 3, pages 478-508, August, DOI: 10.1177/03128962221143494.
• Paramita Mukherjee & Rajashri Chatterjee, 2024, "Feedback Trading and Its Implications for Return Autocorrelations in India During COVID," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 23, issue 2, pages 246-270, June, DOI: 10.1177/09726527231215541.
• Zynobia Barson & Kwame Simpe Ofori & Peterson Owusu Junior & Kwabena G. Boakye & George Oppong Appiagyei Ampong, 2024, "Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 23, issue 3, pages 306-335, September, DOI: 10.1177/09726527241233920.
• Ameet Kumar Banerjee & HK Pradhan, 2024, "Did Precious Metals Serve as Hedge and Safe-haven Alternatives to Equity During the COVID-19 Pandemic: New Insights Using a Copula-based Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 23, issue 4, pages 399-423, December, DOI: 10.1177/09726527241251515.
• Sebastian Schwenen & Karsten Neuhoff, 2024, "Renewable Energy and Equilibrium Hedging in Electricity Forward Markets," The Energy Journal, , volume 45, issue 5, pages 105-123, September, DOI: 10.1177/01956574241241878.
• Claas Digmayer, 2024, "Automated Economic Welfare for Everyone? Examining Barriers to Adopting Robo-Advisors from the Perspective of Explainable Artificial Intelligence," Journal of Interdisciplinary Economics, , volume 36, issue 2, pages 224-245, July, DOI: 10.1177/02601079221130183.
• Sayyed Sadaqat Hussain Shah & Muhammad Asif Khan & Masood Ahmed & Daniel F. Meyer & Judit Oláh, 2024, "A Micro-Level Evidence of how Investor and Manager Herding Behavior Influence the Firm Financial Performance," SAGE Open, , volume 14, issue 1, pages 21582440231, January, DOI: 10.1177/21582440231219358.
• Khoa Dang Duong & Ngoc Thi Thanh Nguyen & Nga Thu Thi Do & Hoa Thanh Phan Le, 2024, "Limit to Arbitrage and Distress Risk Puzzle in Vietnam: Does Corporate Bankruptcy Regulation Matter?," SAGE Open, , volume 14, issue 2, pages 21582440241, May, DOI: 10.1177/21582440241255676.
• Assad Ullah & Xinshun Zhao & Chenghui Ye & Muhammad Abdul Kamal, 2024, "Impact of Economic Policy Uncertainty Shocks on China’s Stock Market Development: Evidence from Nonlinear Autoregressive Distributed Lag and Spectral Causality Approaches," SAGE Open, , volume 14, issue 3, pages 21582440241, September, DOI: 10.1177/21582440241266026.
• Ronald Nhleko & Daniel Schutte, 2024, "A Panel Analysis of the Impact of EBITDA, Equity Book Values, Growth, Risk and Negative Earnings on Share Price Variations," SAGE Open, , volume 14, issue 3, pages 21582440241, August, DOI: 10.1177/21582440241271172.
• Muhammad Naveed & Shoaib Ali, 2024, "Does Risk Tolerance Mediates the Relationship Between Financial Literacy and Financial Wellbeing During COVID-19: Empirical Evidence From an Emerging Economy," SAGE Open, , volume 14, issue 4, pages 21582440241, December, DOI: 10.1177/21582440241297065.
• Matias Moretti & Lorenzo Pandolfi & Sergio L. Schmukler & Germán Villegas Bauer & Tomás Williams, 2024, "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 713, Mar, revised 13 Oct 2025.
• Jacek Tomaszewski, 2024, "Replikacja szerokiego rynku akcji Giełdy Papierów Wartościowych w Warszawie (GPW S. A.) z wykorzystaniem indeksu inwestycji odpowiedzialnych społecznie WIG-ESG," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 60-72.
• Artur F. Tomeczek & Tomasz M. Napiórkowski, 2024, "PageRank and Regression as a Two-Step Approach to Analysing a Network of Nasdaq Firms During a Recession: Insights from Minimum Spanning Tree Topology," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 56-69.
• Andrzej Bien & Lukasz Gebski, 2024, "Consumers’ Financial Literacy in Poland - the Research and the Resulting Conclusions," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 21, pages 1-13, DOI: 10.7172/2353-6845.jbfe.2024.1.1.
• Tomasz Florczak & Marika Ziemba, 2024, "Can Financialisation Counteract Banking Exclusion? A Study on the Example of the European Union Member States," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 21, pages 14-28, DOI: 10.7172/2353-6845.jbfe.2024.1.2.
• Alberto Montagnoli & Karl Taylor, 2024, "Who Cares about Investing Responsibly? Attitudes and Financial Decisions," Working Papers, The University of Sheffield, Department of Economics, number 2024010, Oct.
• Raslan Alzuabi & Daniel Gray, 2024, "Household Portfolio Allocation and Stock Market Impressions: Evidence from Japan Households," Working Papers, The University of Sheffield, Department of Economics, number 2024012, Nov.
• Thorsten Chmura & Tanvir Khan & Kim Nguyen, 2024, "Understanding Responsibility in Financial Management: The Role of Fee Structures," Working Papers, The University of Sheffield, Department of Economics, number 2024013, Nov.
• Richard Bofinger & Simon Cornée & Ariane Szafarz, 2024, "When in Rome, Do as the Romans Do: Disclosure Regulation and ESG Fund Management by Social and Conventional Banks," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 24-003, Jan.
• Yavuz GÜL & Ceren ALTUNTAŞ, 2024, "Do ESG Ratings Affect Stock Prices? The Case of Developed and Emerging Stock Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 32(60).
• Mariya Gubareva & Maria Rosa Borges, 2024, "Correction to: Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, volume 332, issue 1, pages 1257-1257, January, DOI: 10.1007/s10479-021-04009-z.
• Benoît Faye & Eric Fur & Stéphanie Prat, 2024, "Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics," Annals of Operations Research, Springer, volume 334, issue 1, pages 497-520, March, DOI: 10.1007/s10479-021-04510-5.
• Philippe Bertrand, 2024, "Black-scholes approximation of warrant prices: slight return in a low interest rate environment," Annals of Operations Research, Springer, volume 334, issue 1, pages 83-100, March, DOI: 10.1007/s10479-022-04622-6.
• Andrea Rigamonti & Katarína Lučivjanská, 2024, "Mean-semivariance portfolio optimization using minimum average partial," Annals of Operations Research, Springer, volume 334, issue 1, pages 185-203, March, DOI: 10.1007/s10479-022-04736-x.
• Simone Cerreia-Vioglio & Fulvio Ortu & Francesco Rotondi & Federico Severino, 2024, "On horizon-consistent mean-variance portfolio allocation," Annals of Operations Research, Springer, volume 336, issue 1, pages 797-828, May, DOI: 10.1007/s10479-022-04798-x.
• John Armstrong & Damiano Brigo & Alex S. L. Tse, 2024, "The importance of dynamic risk constraints for limited liability operators," Annals of Operations Research, Springer, volume 336, issue 1, pages 861-898, May, DOI: 10.1007/s10479-023-05295-5.
• Marta Vidal & Javier Vidal-García & Sabri Boubaker & Stelios Bekiros, 2024, "Short-term volatility timing: a cross-country study," Annals of Operations Research, Springer, volume 336, issue 3, pages 1681-1706, May, DOI: 10.1007/s10479-022-04998-5.
• Giacomo Morelli, 2024, "Responsible investing and portfolio selection: a shapley - CVaR approach," Annals of Operations Research, Springer, volume 342, issue 3, pages 1991-2019, November, DOI: 10.1007/s10479-022-05144-x.
• Hans-Peter Bermin & Magnus Holm, 2024, "The geometry of risk adjustments," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 47, issue 1, pages 83-120, June, DOI: 10.1007/s10203-023-00421-1.
• C. Vijaya & M. Thenmozhi, 2024, "Spillover and leverage effect in Smart Beta Exchange Traded Funds: Evidence from India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 51, issue 1, pages 105-122, March, DOI: 10.1007/s40622-024-00376-1.
• Dirk G. Baur & Lai T. Hoang, 2024, "Cryptocurrency spillovers and correlations: inefficiency and co-movement," Digital Finance, Springer, volume 6, issue 2, pages 203-224, June, DOI: 10.1007/s42521-023-00099-5.
• Nils Bundi & Ching-Lin Wei & Khaldoun Khashanah, 2024, "Optimal trade execution in cryptocurrency markets," Digital Finance, Springer, volume 6, issue 2, pages 283-318, June, DOI: 10.1007/s42521-023-00103-y.
• Nacira Agram & Bernt Øksendal & Jan Rems, 2024, "Deep learning for quadratic hedging in incomplete jump market," Digital Finance, Springer, volume 6, issue 3, pages 463-499, September, DOI: 10.1007/s42521-024-00112-5.
• Werner Brönnimann & Pascal Egloff & Thomas Krabichler, 2024, "Automated market makers and their implications for liquidity providers," Digital Finance, Springer, volume 6, issue 3, pages 573-604, September, DOI: 10.1007/s42521-024-00117-0.
• Fakhrul Hasan & Manaf Al-Okaily & Tonmoy Choudhury & Umar Kayani, 2024, "A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data," Electronic Commerce Research, Springer, volume 24, issue 1, pages 629-654, March, DOI: 10.1007/s10660-023-09734-0.
• Hendrik Jöntgen & Nicholas Valentin Lingnau & Oliver Hinz & Roland Holten, 2024, "This is why we pay—Motivational factors for supporting subscription-based crowdfunding campaigns," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-21, December, DOI: 10.1007/s12525-024-00710-6.
• Christian Zeiß & Myriam Schaschek & Lisa Straub & Christoph Tomitza & Axel Winkelmann, 2024, "Re-intermediation of the crypto asset ecosystem by banks: An empirical study on acceptance drivers among the populace," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-24, December, DOI: 10.1007/s12525-024-00720-4.
• Chong Guan & Ding Ding & Jing Ren & Jiancang Guo, 2024, "Unveiling the aesthetic “wow factor”: The role of aesthetic incongruity and image quality in NFT art valuation with computer vision," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-16, December, DOI: 10.1007/s12525-024-00722-2.
• Zirui Guo & Yihan Li & Guangyan Jia, 2024, "Research on the effectiveness of the volatility–tail risk-managed portfolios in China’s market," Empirical Economics, Springer, volume 66, issue 3, pages 1191-1222, March, DOI: 10.1007/s00181-023-02493-9.
• Zhikai Zhang & Yaojie Zhang & Yudong Wang, 2024, "Forecasting the equity premium using weighted regressions: Does the jump variation help?," Empirical Economics, Springer, volume 66, issue 5, pages 2049-2082, May, DOI: 10.1007/s00181-023-02521-8.
• Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2024, "The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors," Empirical Economics, Springer, volume 67, issue 3, pages 1063-1089, September, DOI: 10.1007/s00181-024-02583-2.
• John Kingsley Woode & Anokye M. Adam & Peterson Owusu Junior & Anthony Adu-Asare Idun, 2024, "Industrial metal and cryptocurrency market plummets: Interdependence, policy uncertainty, or investor sentiments?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 51, issue 4, pages 1001-1040, December, DOI: 10.1007/s40812-024-00315-2.
• Boglarka Bianka Kovacs & Gábor Neszveda & Eszter Baranyai & Adam Zaremba, 2024, "ESG unpacked: Environmental, social, and governance pillars and the stock price reaction to the invasion of Ukraine," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 755-777, September, DOI: 10.1007/s40821-024-00277-4.
• Xiaoye Jin, 2024, "Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-39, December, DOI: 10.1186/s40854-023-00582-3.
• Ewa Feder-Sempach & Piotr Szczepocki & Joanna Bogołębska, 2024, "Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00589-w.
• Carlos Esparcia & Tarek Fakhfakh & Francisco Jareño & Achraf Ghorbel, 2024, "Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-26, December, DOI: 10.1186/s40854-024-00618-2.
• Dohyun Chun & Jongho Kang & Jihun Kim, 2024, "Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-30, December, DOI: 10.1186/s40854-024-00648-w.
• Jiahui Xi & Conghua Wen & Yifan Tang & Feifan Zhao, 2024, "A factor score clustering approach to analyze the biopharmaceutical sector in the Chinese market during COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-28, December, DOI: 10.1186/s40854-024-00654-y.
• Yike Wang & Jingzhen Liu & Tak Kuen Siu, 2024, "Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting," Finance and Stochastics, Springer, volume 28, issue 1, pages 161-214, January, DOI: 10.1007/s00780-023-00510-4.
• Sergei Egorov & Serguei Pergamenchtchikov, 2024, "Optimal investment and consumption for financial markets with jumps under transaction costs," Finance and Stochastics, Springer, volume 28, issue 1, pages 123-159, January, DOI: 10.1007/s00780-023-00521-1.
• Andrew L. Allan & Chong Liu & David J. Prömel, 2024, "A càdlàg rough path foundation for robust finance," Finance and Stochastics, Springer, volume 28, issue 1, pages 215-257, January, DOI: 10.1007/s00780-023-00522-0.
• Julien Guyon, 2024, "Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle," Finance and Stochastics, Springer, volume 28, issue 1, pages 27-79, January, DOI: 10.1007/s00780-023-00524-y.
• Matteo Brachetta & Giorgia Callegaro & Claudia Ceci & Carlo Sgarra, 2024, "Optimal reinsurance via BSDEs in a partially observable model with jump clusters," Finance and Stochastics, Springer, volume 28, issue 2, pages 453-495, April, DOI: 10.1007/s00780-023-00523-z.
• Junkee Jeon & Minsuk Kwak, 2024, "Optimal consumption and investment with welfare constraints," Finance and Stochastics, Springer, volume 28, issue 2, pages 391-451, April, DOI: 10.1007/s00780-024-00529-1.
• Oleksii Mostovyi & Mihai Sîrbu, 2024, "Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model," Finance and Stochastics, Springer, volume 28, issue 2, pages 553-613, April, DOI: 10.1007/s00780-024-00532-6.
• Blanka Horvath & Antoine Jacquier & Aitor Muguruza & Andreas Søjmark, 2024, "Functional central limit theorems for rough volatility," Finance and Stochastics, Springer, volume 28, issue 3, pages 615-661, July, DOI: 10.1007/s00780-024-00533-5.
• Kexin Chen & Hoi Ying Wong, 2024, "Duality in optimal consumption–investment problems with alternative data," Finance and Stochastics, Springer, volume 28, issue 3, pages 709-758, July, DOI: 10.1007/s00780-024-00535-3.
• Ulrich Horst & Evgueni Kivman, 2024, "Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies," Finance and Stochastics, Springer, volume 28, issue 3, pages 759-812, July, DOI: 10.1007/s00780-024-00536-2.
• Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2024, "Reducing Obizhaeva–Wang-type trade execution problems to LQ stochastic control problems," Finance and Stochastics, Springer, volume 28, issue 3, pages 813-863, July, DOI: 10.1007/s00780-024-00537-1.
• Jonathan Ansari & Eva Lütkebohmert & Ariel Neufeld & Julian Sester, 2024, "Improved robust price bounds for multi-asset derivatives under market-implied dependence information," Finance and Stochastics, Springer, volume 28, issue 4, pages 911-964, October, DOI: 10.1007/s00780-024-00539-z.
• Fred Espen Benth & Carlo Sgarra, 2024, "A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets," Finance and Stochastics, Springer, volume 28, issue 4, pages 1035-1076, October, DOI: 10.1007/s00780-024-00546-0.
• Shubham Kakran & Nishant Sapra & Ashish Kumar & Arpit Sidhu, 2024, "Interrelationship dynamics between stock markets of nation under debt crisis and its major trading partners: evidence from Sri Lankan crisis," Future Business Journal, Springer, volume 10, issue 1, pages 1-15, December, DOI: 10.1186/s43093-024-00301-z.
• Ahmed El Oubani, 2024, "Investor sentiment and sustainable investment: evidence from North African stock markets," Future Business Journal, Springer, volume 10, issue 1, pages 1-20, December, DOI: 10.1186/s43093-024-00349-x.
• Hiroyuki Aman & Taizo Motonishi & Chisako Yamane, 2024, "Do financial ethics matter in risky asset investment of households? Evidence from Japan," International Journal of Economic Policy Studies, Springer, volume 18, issue 2, pages 387-414, August, DOI: 10.1007/s42495-024-00134-2.
• Prince Bhatia & Rahul Kumar, 2024, "Do debt, and operating efficiency contributes to corporate performance?," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, volume 15, issue 3, pages 1203-1209, March, DOI: 10.1007/s13198-023-02206-6.
• Andreas Oehler & Matthias Horn & Stefan Wendt, 2024, "Investment in risky assets and participation in the financial market: does financial literacy matter?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 71, issue 1, pages 19-45, March, DOI: 10.1007/s12232-023-00432-9.
• Tobias Hiller, 2024, "Shapley-based risk rankings: some theoretical considerations," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 71, issue 1, pages 67-74, March, DOI: 10.1007/s12232-023-00434-7.
• Beatrice Bertelli & Costanza Torricelli, 2024, "The trade-off between ESG screening and portfolio diversification in the short and in the long run," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 298-322, June, DOI: 10.1007/s12197-023-09652-9.
• Marc W. Simpson & Axel Grossmann, 2024, "The role of industry membership and monetary policy in generating the size effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 419-436, June, DOI: 10.1007/s12197-023-09658-3.
• Matthew D. Crook & Andrew A. Lynch & Brian R. Walkup, 2024, "Retail and institutional trading during a COVID-19 presidential press conference," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 544-562, June, DOI: 10.1007/s12197-024-09663-0.
• Daniel Hofmann & Karl Ludwig Keiber & Adalbert Luczak, 2024, "On the linkage of momentum and reversal – evidence from the G7 stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 3, pages 798-833, September, DOI: 10.1007/s12197-024-09676-9.
• Heeho Kim & Zhang Hongxia, 2024, "Herding behavior and digital trading during the crisis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 978-998, December, DOI: 10.1007/s12197-024-09683-w.
• Eduardo G. Minuci & Zachary Rodriguez, 2024, "Does uniqueness matter for community banks?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 947-977, December, DOI: 10.1007/s12197-024-09684-9.
• Elias A. Udeaja & Jeremiah M. Tule & Seyi Saint Akadiri & Elijah O. Akanni & Peter F. Offum, 2024, "Do economic policy uncertainty and geopolitical risk impede economic transformation? Evidence from resource rich country," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 1145-1165, December, DOI: 10.1007/s12197-024-09690-x.
• Aissa Djedaiet & Hassan Guenichi & Hicham Ayad, 2024, "Do asymmetric oil shocks impact gold and Bitcoin returns symmetrically? A comparison between the COVID-19 pandemic and the Russo-Ukrainian war," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 1187-1213, December, DOI: 10.1007/s12197-024-09692-9.
• Michael Hatcher & Tim Hellmann, 2024, "Communication, networks and asset price dynamics: a survey," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 19, issue 1, pages 1-58, January, DOI: 10.1007/s11403-023-00395-8.
• Jlenia Di Noia, 2024, "When firms buy corporate bonds: an agent-based approach to credit within firms," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 19, issue 4, pages 689-725, October, DOI: 10.1007/s11403-023-00399-4.
• Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2024, "The effects of a green monetary policy on firms financing cost," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 19, issue 4, pages 727-757, October, DOI: 10.1007/s11403-023-00400-0.
• Ramzi Boussaidi & Majed Ibrahim AlSaggaf, 2024, "Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 3, pages 13622-13653, September, DOI: 10.1007/s13132-023-01648-4.
• Jiliang Sheng & Yanyan Yang & Xiaoting Wang & Jun Yang, 2024, "How nonlinear benchmark in delegation contract can affect asset price and price informativeness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 78, issue 4, pages 1117-1168, December, DOI: 10.1007/s00199-024-01573-w.
• Konstantinos D. Melas & Nektarios A. Michail, 2024, "Can commodity prices predict stock market returns? The case of dry bulk shipping companies," Journal of Shipping and Trade, Springer, volume 9, issue 1, pages 1-14, December, DOI: 10.1186/s41072-024-00178-9.
• Christin Höge-Junge & Stefan Eckert, 2024, "Multinationality and systematic risk: a literature review and meta-analysis," Management Review Quarterly, Springer, volume 74, issue 1, pages 377-414, February, DOI: 10.1007/s11301-022-00304-6.
• Nicole Bäuerle & Tamara Göll, 2024, "Nash equilibria for relative investors with (non)linear price impact," Mathematics and Financial Economics, Springer, number 2, January, DOI: 10.1007/s11579-024-00356-0.
• Ansgar Steland, 2024, "Are minimum variance portfolios in multi-factor models long in low-beta assets?," Mathematics and Financial Economics, Springer, number 6, January, DOI: 10.1007/s11579-024-00366-y.
• Andrea Modena & Luca Regis, 2024, "Capital risk, fiscal policy, and the distribution of wealth," Mathematics and Financial Economics, Springer, number 8, January, DOI: 10.1007/s11579-024-00359-x.
• Kentaro Kikuchi & Koji Kusuda, 2024, "Age-dependent robust strategic asset allocation with inflation–deflation hedging demand," Mathematics and Financial Economics, Springer, number 4, January, DOI: 10.1007/s11579-024-00369-9.
• Tim Leung & Hyungbin Park & Heejun Yeo, 2024, "Robust long-term growth rate of expected utility for leveraged ETFs," Mathematics and Financial Economics, Springer, number 5, January, DOI: 10.1007/s11579-024-00371-1.
• Weiwei Shen, 2024, "Optimal investment and reinsurance strategies for an insurer with regime-switching," Mathematics and Financial Economics, Springer, number 1, January, DOI: 10.1007/s11579-024-00374-y.
• Zhichao Lu & Peiyuan Pang & Yuhong Xu & Wenxin Zhang, 2024, "Portfolio Selection with Contrarian Strategy," Methodology and Computing in Applied Probability, Springer, volume 26, issue 2, pages 1-28, June, DOI: 10.1007/s11009-024-10085-y.
• 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.
• Sultan Sikandar Mirza & Tanveer Ahsan & Bakr Al-Gamrh & Muhammad Ansar Majeed & Fazal Muhammad, 2024, "The impact of economic policy uncertainty on corporate innovation in China: the role of family ownership and political connections," Applied Economics, Taylor & Francis Journals, volume 56, issue 59, pages 8586-8605, December, DOI: 10.1080/00036846.2023.2291414.
• 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.