Research classified by Journal of Economic Literature (JEL) codes

2024

• Nicole Bäuerle & Tamara Göll, 2024, "Nash equilibria for relative investors with (non)linear price impact," Mathematics and Financial Economics, Springer, number 2, December, 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, December, 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, December, 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, December, 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, December, 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, December, 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.
• Muñoz, Manuel A. & Soons, Oscar, 2024, "Public money as a store of value, heterogeneous beliefs and banks: implications of CBDC," ESRB Working Paper Series, European Systemic Risk Board, number 146, Feb.
• Bräuer, Leonie & Hau, Harald, 2024, "Fund-Level FX Hedging Redux," ESRB Working Paper Series, European Systemic Risk Board, number 148, Nov.
• Ondřej Peclinovský & Robin Kunju Mol Raj & Harinaraynan Kayathingal, 2024, "Investments in Industry 4.0," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 12, issue 2, pages 243-261, December, DOI: 10.9770/x5537493962.
• Stephen L Cheung & Nathan Rogut, 2024, "Portfolio framing and diversification in a disposition effect experiment," Working Papers, University of Sydney, School of Economics, number 2024-17, Aug.
• Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N. Harris & Christopher Spencer, 2024, "Portfolio allocation and borrowing constraints," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 9, pages 915-948, June, DOI: 10.1080/1351847X.2023.2241528.
• Nathan Lassance & Rodolphe Vanderveken & Frédéric Vrins, 2024, "On the Combination of Naive and Mean-Variance Portfolio Strategies," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 875-889, July, DOI: 10.1080/07350015.2023.2256801.
• Enzo D’Innocenzo & André Lucas & Bernd Schwaab & Xin Zhang, 2024, "Modeling Extreme Events: Time-Varying Extreme Tail Shape," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 903-917, July, DOI: 10.1080/07350015.2023.2260439.
• Farrukh Javed & Stepan Mazur & Erik Thorsén, 2024, "Tangency portfolio weights under a skew-normal model in small and large dimensions," Journal of the Operational Research Society, Taylor & Francis Journals, volume 75, issue 7, pages 1395-1406, July, DOI: 10.1080/01605682.2023.2249935.
• Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2024, "Factor-Mimicking Portfolios for Climate Risk," Financial Analysts Journal, Taylor & Francis Journals, volume 80, issue 3, pages 37-58, July, DOI: 10.1080/0015198X.2024.2332164.
• Aleksi Pitkäjärvi & Matteo Vacca, 2024, "Striking Out: Biases and Losses of Retail Option Traders," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-039/IV, Jun.
• Enzo D'Innocenzo & Andre Lucas & Bernd Schwaab & Xin Zhang, 2024, "Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-069/III, Nov.
• Charles A.E. Goodhart & M. Udara Peiris & Dimitrios P. Tsomocos & Xuan Wang, 2024, "Corporate Legacy Debt, Inflation, and the Efficacy of Monetary Policy," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-071/VI, Nov.
• Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024, "International Trade in Brown Shares and Economic Development," Discussion Paper, Tilburg University, Center for Economic Research, number 2024-002.
• David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2024, "Art in times of crisis," Other publications TiSEM, Tilburg University, School of Economics and Management, number 11f037eb-5454-46ee-82a8-7.
• Benink, Harald & Huizinga, Harry & Raes, Louis & Zhang, Lishu, 2024, "International Trade in Brown Shares and Economic Development," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2f31c2d5-58ef-4b23-b929-a.
• Gordon Anderson & Oliver Linton, 2024, "Should Expected or Most Likely Returns be the Focus in Investment Decisions? Introducing “Most Likely†Versions of Sharpe and Sortino Ratios," Working Papers, University of Toronto, Department of Economics, number tecipa-787, Dec.
• Yoram Halevy & Guy Mayraz, 2024, "Identifying Rule-Based Rationality," The Review of Economics and Statistics, MIT Press, volume 106, issue 5, pages 1369-1380, September, DOI: 10.1162/rest_a_01232.
• Damien KUNJAL & Faeezah PEERBHAI & Paul Francois MUZINDUTSI, 2024, "The Effect of Disaggregated Country Risk on the Returns of the South African Exchange Traded Fund Market," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 1, pages 1-34, DOI: 10.1991/jefa.v8i1.a64.
• Thabang NDLOVU & Nozibusiso Mavuso NDLOVU, 2024, "The Dynamic Linkages among Gold Prices, Stock Prices, the Exchange Rate and Interest Rate in South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 1, pages 35-56, DOI: 10.1991/jefa.v8i1.a65.
• Fabian MOODLEY, 2024, "Bond Indices Maturities and Changing Macroeconomic Conditions: Evidence from South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 1, pages 57-73, DOI: 10.1991/jefa.v8i1.a66.
• Farah Amira FIRDAUSIA & Nasrudin NASRUDIN, 2024, "Spillover Volatility Effect Return Of Stock, Gold, and Cryptocurrency: Evidence of Peak Pandemic and Transition towards Endemic COVID-19 in Indonesia," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 2, pages 89-113, DOI: 10.1991/jefa.v9i1.a74.
• Felix Haase, 2024, "Sum-of-the-Parts Revised: Economic Regimes and Flexible Probabilities," Research Papers in Economics, University of Trier, Department of Economics, number 2024-10.
• Brown, Zach Y. & Egan, Mark & Jeon, Jihye & Jin, Chuqing & Wu, Alex A., 2024, "Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1542, May.
• Andries, Marianne & Bianchi, Milo & Huynh, Karen & Pouget, Sébastien, 2024, "Return Predictability, Expectations, and Investment: Experimental Evidence," TSE Working Papers, Toulouse School of Economics (TSE), number 1561, Aug.
• Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024, "Collateral Demand in Wholesale Funding Markets," TSE Working Papers, Toulouse School of Economics (TSE), number 130323, May.
• Monti Maria Giovanna & Pellegrino Simone & Vernizzi Achille, 2024, "The Zenga Index Reveals More Than the Gini and the Bonferroni Indexes. An Analysis of Distributional Changes and Social Welfare Levels," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 084, Jan.
• Lorette DANILO & Fayssal JAMHAMED & Franck MARTIN, 2024, "Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-11, Nov.
• Lukas Menkhoff & Jannis Westermann, 2024, "Determinants of Stock Market Participation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2078.
• Nils Brouwer & Jakob de Haan, 2024, "What Drives Households’ Knowledge about Cryptocurrencies?," Working Papers, DNB, number 799, Feb.
• Madi Mangan & Mauro Mastrogiacomo & Hans Bloemen, 2024, "Residual Mortgage Debt, Insurance, and Defaults in the Netherlands," Working Papers, DNB, number 824, Dec.
• Gottschalg, Oliver, 2024, "Continuation Funds: Performance and Determinants, 2018-2022 Vintages," HEC Research Papers Series, HEC Paris, number 1515, Apr, DOI: 10.2139/ssrn.4752652.
• Massa, Massimo & Mensah, Albert & Tang, Vicki Wei & Asamoah, Prince Elvis, 2024, "The Early Bird Catches the Worm: How Lasting is the Value of New, Alternative Data?," HEC Research Papers Series, HEC Paris, number 1518, Apr, DOI: 10.2139/ssrn.4788210.
• Adalid, Ramón & Scopel, Silvia & Kazarian, Lucía & Malacrino, Davide, 2024, "Money and credit dynamics in the euro area and a comparison with the United States," Economic Bulletin Boxes, European Central Bank, volume 6.
• Adalid, Ramón & Lampe, Max & Scopel, Silvia, 2024, "Monetary dynamics during the tightening cycle," Economic Bulletin Boxes, European Central Bank, volume 8.
• Coste, Charles-Enguerrand, 2024, "Toss a stablecoin to your banker - Stablecoins’ impact on banks’ balance sheets and prudential ratios," Occasional Paper Series, European Central Bank, number 353, Jul.
• Christelis, Dimitris & Georgarakos, Dimitris & Jappelli, Tullio & Kenny, Geoff, 2024, "Consumer risk-taking and stock market investment: Insights using the CES’s consumer finance module," Research Bulletin, European Central Bank, volume 119.
• Breckenfelder, Johannes & De Falco, Veronica, 2024, "A diverse investor base impacts the effectiveness of large-scale asset purchases," Research Bulletin, European Central Bank, volume 120.
• Kaufmann, Christoph & Leyva, Jaime & Storz, Manuela, 2024, "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Paper Series, European Central Bank, number 2892, Jan.
• Georgarakos, Dimitris & Popov, Alexander, 2024, "I (don’t) owe you: sovereign default and borrowing behavior," Working Paper Series, European Central Bank, number 2893, Jan.
• Lambert, Claudia & Molestina Vivar, Luis & Wedow, Michael, 2024, "Is home bias biased? New evidence from the investment fund sector," Working Paper Series, European Central Bank, number 2924, Apr.
• Graziano, Marco & Habib, Maurizio Michael, 2024, "Mutual funds and safe government bonds: do returns matter?," Working Paper Series, European Central Bank, number 2931, Apr.
• Breckenfelder, Johannes & De Falco, Veronica, 2024, "Investor heterogeneity and large-scale asset purchases," Working Paper Series, European Central Bank, number 2938, May.
• Dekker, Lennart & Molestina Vivar, Luis & Weistroffer, Christian, 2024, "Passing on the hot potato: the use of ETFs by open-ended funds to manage redemption requests," Working Paper Series, European Central Bank, number 2963, Jul.
• Feinstein, Zachary & Hałaj, Grzegorz & Søjmark, Andreas, 2024, "The not-so-hidden risks of ‘hidden-to-maturity’ accounting: on depositor runs and bank resilience," Working Paper Series, European Central Bank, number 2970, Aug.
• Couts, Spencer J. & Goncalves, Andrei S., 2024, "A First Look at the Historical Performance of the New NAV REITs," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-01, Jan.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2024, "Creative Destruction, Stock Return Volatility, and the Number of Listed Firms," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-09, Jun.
• Green, T. Clifton & Zhang, Shaojun, 2024, "Alternative Data in Active Asset Management," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-12, Jul.
• Couts, Spencer J. & Goncalves, Andrei S. & Liu, Yicheng & Loudis, Johnathan, 2024, "Institutional Investors' Subjective Risk Premia: Time Variation and Disagreement," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-17, Aug.
• Brown, Gregory W. & Goncalves, Andrei S. & Hu, Wendy, 2024, "The Private Capital Alpha," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-20, Sep.
• Yin, Cynthia, 2024, "Do Production Frictions Affect the Impact of Sustainable Investing?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-25, Dec.
• Gipper, Brandon & Sequeira, Fiona & Shi, Shawn X., 2024, "Carbon Accounting Quality: Measurement and the Role of Assurance," Research Papers, Stanford University, Graduate School of Business, number 4186, Feb.
• Mariem Talbi & Monia Mokhtar Ferchichi & Fatma Ismaalia & Samia Samil, 2024, "Unveiling COVID-19’s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 1, pages 216-232, January.
• Faeezah Peerbhai & Damien Kunjal, 2024, "The Impact of COVID-19 on Banking Sector Returns, Profitability, and Liquidity in South Africa," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 2, pages 146-151, March.
• Lamine Diane & Pradeep Brijlal, 2024, "Forecasting Stock Market Realized Volatility using Random Forest and Artificial Neural Network in South Africa," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 2, pages 5-14, March.
• Gautam Milind Gokhale & Ankur Mittal, 2024, "Exploring the Nexus of Capital Market and Investor Behaviour: A Systematic Literature Review," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 2, pages 65-76, March.
• Selamet Herman Cipto & Endri Endri & Yono Haryono & Dhanang Hartanto, 2024, "Islamic Stock Indices and COVID-19: Evidence from Indonesia," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 3, pages 83-88, May.
• Matiur Rahman, 2024, "Interactions between Equity REITs and S&P 500 Returns," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 3, pages 206-211, May.
• à ureo Manuel & Rui Dias & Rosa Galvão & Miguel Varela, 2024, "Analysing Financial Market Integration between Stock and Precious Metals Indices," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 4, pages 222-238, July.
• Jianglin Dennis Ding, 2024, "Less is More: In Search of Sustainable Investment Premium," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 5, pages 233-241, September.
• Feby Yanti & Endri Endri, 2024, "Financial Behavior, Overconfidence, Risk Perception and Investment Decisions: The Mediating Role of Financial Literacy," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 5, pages 289-298, September.
• Viktoriia Myronchuk & Oleksandr Yatsenko & Dmytro Riznyk & Olena Hurina & Andrii Frolov, 2024, "Financing Sustainable Development: Analysis of Modern Approaches and Practices in the Context of Financial and Credit Activities," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 5, pages 317-329, September.
• Shalini Ojha & Amal Kumar Agarwala, 2024, "A Critical Review of Overconfidence in Investment Decisions: A Bibliometric Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 104-109, October.
• Safae Benfeddoul & Asmâa Alaoui Taib, 2024, "Cross-Sectionnal Patterns in Moroccan Sock Returns: A Fama-French Perspective," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 182-194, October.
• Arif Çilek & Onur SeyranlıoÄŸlu, 2024, "Portfolio Optimization with Entropy-CRITIC-IDDWS- PROMETHEE Model in BIST Retail Trade Sector," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 23-35, October.
• Khaled Bataineh, 2024, "Crude Oil Prices and the Egyptian Economy Evidence from the Stock Market," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 383-392, January.
• Farah Durani, 2024, "Time-varying Relationship between Fossil Fuel-Free Energy Indices and Economic Uncertainty: Global Evidence from Wavelet Coherence Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 663-672, January.
• Bashu Dev Dhungel & Pitambar Lamichhane, 2024, "Emerging Trend and Causes of Discrepancy between Proposed and Actual Flows of Foreign Capital into Nepalese Energy Sector," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 341-348, March.
• Ahmad Monir Abdullah & Aini Aman, 2024, "Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 216-234, May.
• Rui Dias & Mariana Chambino & Rosa Galvão & Paulo Alexandre & Mohammad Irfan, 2024, "Side Effects and Interactions: Exploring the Relationship between Dirty and Green Cryptocurrencies and Clean Energy Stock Indices," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 411-416, May.
• Mirzat Ullah & Kazi Sohag & Farrukh Nawaz & Oleg Mariev & Umar Kayani & Igor Mayburov & Svetlana Doroshenko, 2024, "Impact of Oil Price Shocks on Crypto and Conventional Financial Assets during Financial Crises: Evidence from the Russian Financial Market," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 472-483, July.
• Aloysius Sam & Michael Karikari Appiah & Elikplim Ameko & Beverly Akomea Bonsu, 2024, "Smart Initiatives to Drive Solar Energy Investments under Environmental Uncertainty: Exploring Linear and Quadratic Relationships," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 550-561, July.
• Hatem Brik & Jihene El Ouakdi, 2024, "Interplay of Volatility and Geopolitical Tensions in Clean Energy Markets: A Comprehensive GARCH-LSTM Forecasting Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 92-107, July.
• Serkan Yilmaz Kandir & Gozde Elbir Mermer, 2024, "Investigating the Impact of Renewable Energy Investment Announcements on Stock Returns of Borsa Istanbul Energy Companies," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 542-547, November.
• Farrukh Nawaz & Mrestyal Khan & Umar Kayani & Indry Aristianto Pradipta & Aulia Luqman Aziz, 2024, "Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 597-604, November.
• Samson Adewumi, 2024, "Level of Financial Literacy Skills and Managerial Decision Implication among University Managers," International Review of Management and Marketing, Econjournals, volume 14, issue 4, pages 1-11, July.
• Shankar, Ravi & Goel, Mayank, 2024, "Risk-sensitive benchmarked portfolio optimization under non-linear market dynamics," Applied Mathematics and Computation, Elsevier, volume 481, issue C, DOI: 10.1016/j.amc.2024.128926.
• Li, Carmen & Chyong, Chi Kong & Reiner, David M. & Roques, Fabien, 2024, "Taking a Portfolio approach to wind and solar deployment: The case of the National Electricity Market in Australia," Applied Energy, Elsevier, volume 369, issue C, DOI: 10.1016/j.apenergy.2024.123427.
• Yu, Xing & Li, Yanyan & Zhao, Qian, 2024, "Research on optimization strategy of futures hedging dependent on market state," Applied Energy, Elsevier, volume 373, issue C, DOI: 10.1016/j.apenergy.2024.123885.
• Behera, Chinmaya & Rath, Badri Narayan & Mishra, Pramod Kumar, 2024, "The impact of monetary and fiscal stimulus on stock returns during the COVID-19 Pandemic," Journal of Asian Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.asieco.2023.101680.
• Löfgren, Åsa & Nordblom, Katarina, 2024, "Reconciling sustainability preferences and behavior — The case of mutual fund investments," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2023.100880.
• Byun, Suk-Joon & Cho, Sangheum & Kim, Da-Hea, 2024, "Can a machine learn from behavioral biases? Evidence from stock return predictability of deep learning models," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2023.100881.
• Ben Amor, Salma & Kooli, Maher, 2024, "Does overconfidence affect venture capital firms’ investment?," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2023.100884.
• Díaz, Antonio & Escribano, Ana & Esparcia, Carlos, 2024, "Sustainable risk preferences on asset allocation: a higher order optimal portfolio study," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2024.100887.
• Nakavachara, Voraprapa & Ratanabanchuen, Roongkiat & Saengchote, Kanis & Amonthumniyom, Thitiphong & Parinyavuttichai, Pongsathon & Vinaibodee, Polpatt, 2024, "Do people gamble or invest in the cryptocurrency market? Transactional-level evidence from Thailand," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2024.100895.
• Cai, Xing & Xia, Wei & Huang, Weihua & Yang, Haijun, 2024, "Dynamics of momentum in financial markets based on the information diffusion in complex social networks," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2024.100897.
• Zhang, Xu & Naeem, Muhammad Abubakr & Du, Yuting & Rauf, Abdul, 2024, "Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2024.100904.
• Feng, Guo & Zhuo, Jiayi & Hou, Fangzhuo & Yan, Shuo, 2024, "Judging a book by its cover: Fund investors’ physical attractiveness stereotypes and investor behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100908.
• Bradrania, Reza & Gao, Ya, 2024, "Lottery demand, weather and the cross-section of stock returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100910.
• Bachmann, Kremena & Meyer, Julia & Krauss, Annette, 2024, "Investment motives and performance expectations of impact investors," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100911.
• Krull, Sebastian & Pelster, Matthias & Steinorth, Petra, 2024, "Skill, effort, luck: Determinants of rank-based endowments and risk-taking in a social setting," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100924.
• Onishchenko, Olena & Zhao, Jing & Kongahawatte, Sampath & Kuruppuarachchi, Duminda, 2024, "Investor heterogeneity and anchoring-induced momentum," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100926.
• Hu, Zhijun & Sun, Ping-Wen, 2024, "Salience theory, investor sentiment, and commonality in sentiment: Evidence from the Chinese stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100934.
• Kryzanowski, Lawrence & Rouhghalandari, Ali, 2024, "Institutional/retail investor active attention and behavior: Firm coverage on Mad Money," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100937.
• Heinke, Steve & Olschewski, Sebastian & Rieskamp, Jörg, 2024, "Experiences, demand for risky investments, and implications for price dynamics," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100939.
• Zhang, Huajing & Jiang, Fuwei & Liu, Yumin, 2024, "Extrapolative beliefs and return predictability: Evidence from China," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100957.
• Kleffel, Philipp & Muck, Matthias, 2024, "The confusion of taste and consumption: Evidence from a stated-choice experiment," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100964.
• Kuzubaş, Tolga U. & Saltoğlu, Burak, 2024, "Survey-based measures of risk attitudes and portfolio risk: Evidence from pension participants," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100973.
• Meyer, Julia, 2024, "Do sustainably managed pension savings foster sustainable investments? Evidence from a field experiment," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.100976.
• Hauff, Jeanette Carlsson & Hermansson, Cecilia, 2024, "“Buy him some Tesla stocks for his baptism”: Gender differences among young savers," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.100996.
• Cheung, Stephen L. & Rogut, Nathan, 2024, "Portfolio framing and diversification in a disposition effect experiment," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.100997.
• Bouteska, A. & Ha, Le Thanh & Hassan, M. Kabir & Safa, M. Faisal, 2024, "Riding the waves of investor sentiment: Cryptocurrency price and renewable energy volatility during the pandemic-war era," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.101001.
• Kuerzinger, Lars & Stangor, Philipp, 2024, "The relevance and influence of social media posts on investment decisions of young and social media-savvy individuals — An experimental approach based on Tweets," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.101005.
• Valcanover, Vanessa Martins & Costa Jr, Newton da & Vieira, Kelmara Mendes, 2024, "Brazilian investors' susceptibility to interpersonal influence: Impacts on risk tolerance and the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.101007.
• He, Chao & Kryzanowski, Lawrence, 2024, "Political connections, corruption, and investment decisions of Chinese mutual funds," The British Accounting Review, Elsevier, volume 56, issue 5, DOI: 10.1016/j.bar.2023.101300.
• Xie, Yuxin & Tang, Ruohua & Pantelous, Athanasios A. & Lu, Xiaomeng, 2024, "Narrow framing and under-diversification: Empirical evidence from Chinese households," China Economic Review, Elsevier, volume 83, issue C, DOI: 10.1016/j.chieco.2023.102095.
• Si, Deng-Kui & Zhuang, Jiali & Ge, Xinyu & Yu, Yong, 2024, "The nexus between trade policy uncertainty and corporate financialization: Evidence from China," China Economic Review, Elsevier, volume 84, issue C, DOI: 10.1016/j.chieco.2024.102113.
• Han, Han & Wang, Zhibin & Zhao, Xueqing, 2024, "Does cross-border investment improve mutual fund performance? Evidence from China," China Economic Review, Elsevier, volume 86, issue C, DOI: 10.1016/j.chieco.2024.102186.
• Zeng, Sipeng & Yu, Frank, 2024, "Does farming culture shape household financial decisions?," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2023.102533.
• Knill, April & Liu, Baixiao & McConnell, John J. & McKenzie, Glades, 2024, "The influence of media slant on short sellers," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2024.102541.
• Bongaerts, Dion & Schoenmaker, Dirk, 2024, "Liquidity and clientele effects in green debt markets," Journal of Corporate Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jcorpfin.2024.102582.
• Lü, Yiqing & Zhao, Bin & Zhu, Ning, 2024, "Unveiling investors' substitution behavior: Stock trading decisions in response to housing market dynamics," Journal of Corporate Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jcorpfin.2024.102590.
• Fröberg, Emelie & Halling, Michael, 2024, "Do investors benefit from MiFID II unbundling?," Journal of Corporate Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jcorpfin.2024.102615.
• Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Montone, Maurizio, 2024, "Political uncertainty and institutional herding," Journal of Corporate Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jcorpfin.2024.102627.
• Lee, Hye Seung & Salas, Jesus M. & Shen, Ke & Yang, Ke, 2024, "The effect of bond ownership structure on ESG performance," Journal of Corporate Finance, Elsevier, volume 89, issue C, DOI: 10.1016/j.jcorpfin.2024.102678.
• Loyola, Gino & Portilla, Yolanda, 2024, "Optimal financing of highly innovative projects under double moral hazard," Journal of Corporate Finance, Elsevier, volume 89, issue C, DOI: 10.1016/j.jcorpfin.2024.102684.
• Hossain, Ashrafee & Masum, Abdullah-Al & Benkraiem, Ramzi, 2024, "Long-term institutional investors and climate change news Beta," Journal of Corporate Finance, Elsevier, volume 89, issue C, DOI: 10.1016/j.jcorpfin.2024.102693.
• Guo, Li & Sang, Bo & Tu, Jun & Wang, Yu, 2024, "Cross-cryptocurrency return predictability," Journal of Economic Dynamics and Control, Elsevier, volume 163, issue C, DOI: 10.1016/j.jedc.2024.104863.
• Gatt, William, 2024, "Wealth inequality and the distributional effects of maximum loan-to-value ratio policy," Journal of Economic Dynamics and Control, Elsevier, volume 164, issue C, DOI: 10.1016/j.jedc.2024.104873.
• Li, C. Wei & Yao, Tong & Ying, Jie, 2024, "Investment policies and risk sharing by corporate pensions," Journal of Economic Dynamics and Control, Elsevier, volume 165, issue C, DOI: 10.1016/j.jedc.2024.104891.
• Xu, Jing & Yang, Peiquan, 2024, "Pairs trading with costly short-selling," Journal of Economic Dynamics and Control, Elsevier, volume 168, issue C, DOI: 10.1016/j.jedc.2024.104941.
• Sharif, Taimur & Ghouli, Jihene & Bouteska, Ahmed & Abedin, Mohammad Zoynul, 2024, "The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 25-41, DOI: 10.1016/j.eap.2024.08.008.
• Yuan, Gecheng & Fang, Jie & Sun, Yongping, 2024, "The impact of Fintech on the nexus between household debt and financial crises: A global perspective," Economic Modelling, Elsevier, volume 130, issue C, DOI: 10.1016/j.econmod.2023.106589.
• Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2024, "What drives the tail risk effect in the Chinese stock market?," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2023.106631.
• Braun, Matias & Riutort, Julio & Roche, Hervé, 2024, "Hedge fund fee structure and risk exposure," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2024.106646.
• Ayoub, Mahmoud & Qadan, Mahmoud, 2024, "Ambiguity and risk in the oil market," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2024.106651.
• Su, Xiaoshan & Li, Yuhan, 2024, "Robust portfolio selection with subjective risk aversion under dependence uncertainty," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2024.106667.
• Tu, Xueyong & Li, Bin, 2024, "Robust portfolio selection with smart return prediction," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106719.
• Gossé, Jean-Baptiste & Jehle, Camille, 2024, "Benefits of diversification in EU capital markets: Evidence from stock portfolios," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106725.
• Rudiawarni, Felizia Arni & Sulistiawan, Dedhy & Sergi, Bruno S., 2024, "The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106730.
• Fehrle, Daniel & Heiberger, Christopher, 2024, "The return on everything and the business cycle in production economies," Economic Modelling, Elsevier, volume 136, issue C, DOI: 10.1016/j.econmod.2024.106742.
• Xu, Danyang & Corbet, Shaen & Lang, Chunlin & Hu, Yang, 2024, "Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106864.
• Karakoç, Gülen & Pagnozzi, Marco & Piccolo, Salvatore & Puopolo, Giovanni Walter, 2024, "Information acquisition and financial advice," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106891.
• Wang, Xiantao & Zhu, Yuanguo & Tang, Pan, 2024, "Uncertain mean-CVaR model for portfolio selection with transaction cost and investors’ preferences," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102028.
• Hou, Yuting & Jin, Xiu, 2024, "Downside liquidity risk premium: From the perspective of higher moment," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102031.
• Chen, Bin-xia & Sun, Yan-lin, 2024, "Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102036.
• Covachev, Svetoslav & Yadav, Vijay, 2024, "Effect of sectoral holdings on the flow-performance sensitivity of mutual funds," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102014.
• Esparcia, Carlos & Fakhfakh, Tarek & Jareño, Francisco, 2024, "The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102020.
• Yang, Junhua & Agyei, Samuel Kwaku & Bossman, Ahmed & Gubareva, Mariya & Marfo-Yiadom, Edward, 2024, "Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102030.
• Jiang, Yifu & Olmo, Jose & Atwi, Majed, 2024, "Dynamic robust portfolio selection under market distress," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102037.
• Li, Xiaowei & Wu, Zhengyu & Zhang, Hao & Zhang, Lu, 2024, "Risk-neutral skewness and stock market returns: A time-series analysis," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102040.
• Kim, Donghyun & Shin, Yong Hyun & Yoon, Ji-Hun, 2024, "The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102058.
• Peng, Xingchun & Wang, Yushuang, 2024, "A non-zero-sum investment and reinsurance game between two mean–variance insurers with dynamic CVaR constraints," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102074.
• Fakhfekh, Mohamed & Bejaoui, Azza & Bariviera, Aurelio F. & Jeribi, Ahmed, 2024, "Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2024.102079.
• Huang, Helen Hui & Sun, Jianchun & Zhang, Shunming, 2024, "Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102078.
• Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš, 2024, "Crypto havens during war times? Evidence from the Russian invasion of Ukraine," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102093.
• Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Ghardallou, Wafa, 2024, "Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102122.
• Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan, 2024, "Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102126.
• Joo, Young C. & Park, Sung Y., 2024, "Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102127.
• Yan, Han & Liu, Bin & Zhu, Xingting & Wu, Yan, 2024, "Systemic risk monitoring model from the perspective of public information arrival," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102141.
• Wang, Hailong & Hu, Duni, 2024, "Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102143.
• Živkov, Dejan & Manić, Slavica & Gajić-Glamočlija, Marina, 2024, "How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102145.
• Zhang, Wenting & Liu, Tiantian & Zhang, Yulian & Hamori, Shigeyuki, 2024, "Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102149.
• He, Yong & Luouyang, Xueqi & He, Lin & Chen, Haiyan & Li, Sheng, 2024, "Non-zero-sum investment-reinsurance game with delay and ambiguity aversion," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102160.
• Ji, Xinzhi & Guo, Ranran & Ye, Wuyi, 2024, "Adjustable light robust optimization with second order stochastic dominance constraints," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102162.
• Zhang, Yi & Zhou, Long & Wu, Baoxiu & Liu, Fang, 2024, "Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102164.
• Go, You-How & Lau, Wee-Yeap, 2024, "Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102178.
• Yin, Zhengnan & O’Sullivan, Niall & Sherman, Meadhbh, 2024, "The liquidity timing ability of mutual funds," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102201.
• Zhang, Yi & Zhou, Long & Liu, Zhidong & Wu, Baoxiu, 2024, "Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102219.
• Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao, 2024, "Dynamic impact of the US yield curve on green bonds: Navigating through recent crises," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102223.
• Tzeng, Kae-Yih & Su, Yi-Kai, 2024, "Can U.S. macroeconomic indicators forecast cryptocurrency volatility?," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102224.
• Wang, Peiguang & Wang, Zihui & Wang, Wenli, 2024, "Modeling mispricing risk of defined contribution pension plan with a mean–variance criteria," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102237.
• Tunc, Ahmet, 2024, "ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102243.
• Wu, Yanran & Zhou, Riwang & Zhang, Chao, 2024, "Size and ESG premiums: Evidence from Chinese A-share market," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102246.
• Liu, Zixin & Hu, Jun & Zhang, Shuguang & He, Zhipeng, 2024, "Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102249.
• Giese, Julia & Joyce, Michael & Meaning, Jack & Worlidge, Jack, 2024, "Do preferred habitat investors exist? Evidence from the UK government bond market," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111462.
• Reschenhofer, Christoph, 2024, "Combining factors," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2023.111510.
• Wang, Lunyi & Yang, Shiqi & Zhao, Sibo, 2024, "The momentum ambiguity and investor trading behavior," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111533.
• Banerjee, Ameet Kumar, 2024, "Second-order moment risk connectedness across climate and geopolitical risk and global commodity markets," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111551.