Research classified by Journal of Economic Literature (JEL) codes

2024

• Mark Iarovyi & Sasson Bar-Yosef & Itzhak Venezia, 2024, "Interest Rate Sensitivity and Investor Disagreement: How to Explain Bank Stock Turnover," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 61, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chun-Chong Fu & Chuan-Hsiang Han & Kun Wang, 2024, "A Novel Semi-Static Method for the Index Tracking Problem," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 62, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Andreas G. Koutoupis & Leonidas G. Davidopoulos, 2024, "Fundamental Analysis: A Practical Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 63, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• John M. Longo, 2024, "Lessons on Risk, Return, and Portfolio Construction from the Great Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 64, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Pin-Huang Chou & Kuan-Cheng Ko & K.C. John Wei, 2024, "Sources of Liquidity Premium: Risk or Mispricing?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 65, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cristina Chueca Vergara & Luis Ferruz Agudo, 2024, "Analysis of IBEX-35 Listed Companies: Recent CSR Reports and Behavior of the Main Indicators. Existence of a Proportional Relationship between Greenwashing and Deficient CSR Reports," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 66, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Alex YiHou Huang & Ming-Che Hu, 2024, "Return Volatility, Skewness, and Momentum Effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 67, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xinjie Wang & Ge Wu & Suyang Zhao, 2024, "Predicting Implied Volatility with Historical Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 68, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• LiJane Kao & John Lee & Cheng Few Lee, 2024, "Estimating Binomial and Black & Scholes Option Pricing Models: Excel, R Language, and SAS Program Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 69, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Peter Chinloy & Matthew Imes, 2024, "Value Contributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 70, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• David A. Ziebart & Mark Cheng & Sohee Kim & Wenyin Li & Anh Pham & Darren Woodward, 2024, "Using Computational Science Methods in Accounting and Finance Research," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 71, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Foued Hamouda, 2024, "Stock Buybacks and Financial Turmoil: Pros and Cons for Investors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 72, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Guanming He & April Zhichao Li, 2024, "The Roles of Financial Analysts in the Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 73, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xinjie Wang & Zhaodong (Ken) Zhong, 2024, "Funding Liquidity and CDS-Bond Basis: Evidence from the CDS Big Bang," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 74, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• G.V. Satya Sekhar, 2024, "Issues and Challenges of Weather and Freight Derivatives: Impact of Pandemic Situation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 75, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Guanming He & April Zhichao Li & Dongxiao Shen, 2024, "On a Long-Term Investment Strategy in a Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 76, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "European Option, American Option, and Option Bounds: Theory, Method, and Some Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 77, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xi Zhang & Philip S. Yu, 2024, "Improving the Stock Market Prediction with Social Media via Broad Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 78, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 79, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yao Zheng & Eric Osmer, 2024, "Do CFA Charterholders Make Better Hedge Fund Managers?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 80, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yu-Li Huang & Kun-Li Lin, 2024, "Impact of Bank Activity and Funding Strategies on Liquidity Management: International Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 81, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cathy Zishang Liu & Kai-Cheung Kenneth Chu & C. S. Agnes Cheng, 2024, "Accounting Information and Firm Valuation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 82, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Xingyi Hu & Zhaodong (Ken) Zhong, 2024, "Developments in CDS Markets: A Review on Recent CDS Studies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 83, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jow-Ran Chang & John Lee, 2024, "Decision Tree and Microsoft Excel Approach for Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 84, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Huei-Wen Teng, 2024, "Comparisons between the Markowitz Model and the Black–Litterman Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 85, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2024, "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 86, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Han-Hsing Lee & Ken-Kuan Su, 2024, "Asset Allocation with Cryptocurrencies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 87, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Market-Based, Accounting-Based, and Composite-Based Beta Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 88, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio Selection Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 89, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 90, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Paul W. Chiou, 2024, "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 91, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Tamala Amelia Manda, 2024, "Modeling Different REIT Cash Flows," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 92, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Huei Ching Soo & Cheng Few Lee, 2024, "Bayesian Portfolio Mean-Variance Efficiency Test with Sampling Error of Sharpe Ratio," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 93, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 94, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 95, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Robert Snigaroff & David Wroblewski, 2024, "Global International ELM versus Momentum," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 96, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jow-Ran Chang & John Lee & Cheng Few Lee, 2024, "Estimating European and American Option Pricing Models: Excel and SAS Language Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 97, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jacob Oded & Itzhak Venezia, 2024, "Estimating the Probabilities of Default under the Assumption of Unobserved Heterogeneity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 98, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Wei-Fang Niu & Henry Horng-Shing Lu, 2024, "A Factor Model for Graph Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 99, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2024, "A Dynamic CAPM with Supply Effect: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 100, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sibongile Zwane, 2024, "Indices Herding Behavior and Its Impact on Listed Real Estate and Two Other Asset Classes: A Case of Developed versus Emerging Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 101, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Christopher C. Geczy & John B. Guerard Jr., 2024, "Price Momentum, Earnings Forecasting, and Valuation: Implications for Inefficient Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 102, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Jing-Rung Yu, 2024, "Advancement of Optimal Portfolio Models with Short Sales and Transaction Costs: Methodology and Effectiveness," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 103, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Yibing Chen & John Lee, 2024, "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 104, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Philip Keejae Hong & Kyonghee Kim & Sukesh Patro, 2024, "On the Treatment of the Momentum Factor in Accounting-Based Anomalies: A Discussion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 105, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Y. L. Hsu & T. L. Lin & Cheng Few Lee, 2024, "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 106, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Wen-Chi Yeh, 2024, "Options, Put–Call Parities, and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 107, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jungshik Hur, 2024, "A Cross-sectional Asset Pricing Test with More Power: An Instrumental Variable Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 108, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hong-Yi Chen & Alice Lee & Yuhsin Tai, 2024, "Current vs. Permanent Earnings for Estimating Alternative Dividend Payment Behavioral Model: Theory, Methods, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 109, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Chengru Hu & Maggie Foley, 2024, "Differential Effect of Inside Debt, CEO Compensation Diversification, and Firm Investment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 110, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2024, "Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory, Empirical Evidence, and Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 111, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2024, "Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 112, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• William T. Ziemba, 2024, "Solving Nonlinear Programming Problems With Stochastic Objective Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• C. C. Huang & W. T. Ziemba & A. Ben-Tal, 2024, "Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• N. C. P. Edirisinghe & W. T. Ziemba, 2024, "Bounds For Two-Stage Stochastic Programs With Fixed Recourse," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• J. A. Ohlson & W. T. Ziemba, 2024, "Portfolio Selection In A Lognormal Market When The Investor Has A Power Utility Function," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• J. G. Kallberg & W. T. Ziemba, 2024, "Comparison Of Alternative Utility Functions In Portfolio Selection Problems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Vijay K. Chopra & William T. Ziemba, 2024, "The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Yonggan Zhao & Ulrich Haussmann & William T. Ziemba, 2024, "A Dynamic Investment Model With Control On The Portfolio’S Worst Case Outcome," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• M. I. Kusy & W. T. Ziemba, 2024, "A Bank Asset And Liability Management Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• David R. Cariño & William T. Ziemba, 2024, "Formulation Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• David R. Cariño & David H. Myers & William T. Ziemba, 2024, "Concepts, Technical Issues, And Uses Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Alois Geyer & William T Ziemba, 2024, "The Innovest Austrian Pension Fund Financial Planning Model InnoALM: OR PRACTICE," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• L. C. Maclean & W. T. Ziemba & G. Blazenko, 2024, "Growth Versus Security In Dynamic Investment Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Leonard C. Maclean & William T. Ziemba & Yuming Li, 2024, "Time to wealth goals in capital accumulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Leonard C. Maclean & Edward O. Thorp & William T. Ziemba, 2024, "Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Donald B. Hausch & William T. Ziemba & Mark Rubinstein, 2024, "Efficiency Of The Market For Racetrack Betting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Donald B. Hausch & William T. Ziemba, 2024, "Arbitrage Strategies for Cross-Track Betting on Major Horse Races," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Sébastien Lleo & William T. Ziemba, 2024, "Stock market crashes in 2007–2009: were we able to predict them?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• A. N. Shiryaev & M. V. Zhitlukhin & W. T Ziemba, 2024, "Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Leonard MacLean & Sébastien Lleo, "Selected Works of William T Ziemba A Memorial Volume".
• Mignot, Sarah & Pellizzari, Paolo & Westerhoff, Frank H., 2024, "Fake news and asset price dynamics," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 192.
• Greppmair, Stefan & Jank, Stephan & Saffi, Pedro A. C. & Sturgess, Jason, 2024, "Securities lending and information acquisition," Discussion Papers, Deutsche Bundesbank, number 08/2024.
• Zhou, Sophie Lian & van der Ploeg, Frederick, 2024, "Structural change and the climate risk premium during the green transition," Discussion Papers, Deutsche Bundesbank, number 17/2024.
• Arnold, Lutz & Russ, David, 2024, "Listening to the noise: On price efficiency with dynamic trading," Discussion Papers, Deutsche Bundesbank, number 19/2024.
• Weth, Mark A. & Baltzer, Markus & Bertram, Christoph & Hilaire, Jérôme & Johnston, Craig, 2024, "The scenario-based equity price impact induced by greenhouse gas emissions," Discussion Papers, Deutsche Bundesbank, number 30/2024.
• Hoffmann, Peter & Jank, Stephan, 2024, "What is the value of retail order flow?," Discussion Papers, Deutsche Bundesbank, number 33/2024.
• Metiu, Norbert, 2024, "A financial stress indicator for Germany," Technical Papers, Deutsche Bundesbank, number 10/2024.
• Beyer, Victor & Bauckloh, Michael Tobias, 2024, "Non-standard errors in carbon premia," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 24-06.
• Cohen, Lior & Furman, Itai, 2024, "The impact of the ECB's PEPP project on the COVID-19-Induced crisis in the corporate bond market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 235.
• Coqueret, Guillaume & Filippin, Maria Elena & Laguerre, Martial & Weber, Christoph, 2024, "A Comment on Safe Assets by Barro et al. (2022)," I4R Discussion Paper Series, The Institute for Replication (I4R), number 122.
• Huber, Christoph & Holzmeister, Felix & Johannesson, Magnus & König-Kersting, Christian & Dreber, Anna & Huber, Jürgen & Kirchler, Michael, 2024, "Do Experimental Asset Market Results Replicate? High-Powered Preregistered Replications of 17 Claims," I4R Discussion Paper Series, The Institute for Replication (I4R), number 190.
• de Boer, Jantke & Eichler, Stefan, 2024, "FX dealer constraints and external imbalances," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1132, DOI: 10.4419/96973314.
• de Boer, Jantke, 2024, "Global portfolio network and currency risk premia," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1133, DOI: 10.4419/96973315.
• Melissinos, Errikos, 2024, "Real term premia in consumption-based models," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 413, DOI: 10.2139/ssrn.4582708.
• Bagnara, Matteo, 2024, "The economic value of cross-predictability: A performance-based measure," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 424.
• Berg, Florian & Heeb, Florian & Kölbel, Julian, 2024, "The economic impact of ESG ratings," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 439, DOI: 10.2139/ssrn.4088545.
• Lambrecht, Marco & Oechssler, Jörg & Weidenholzer, Simon, 2024, "On the benefits of robo-advice in financial markets," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302354.
• Corgnet, Brice & DeSantis, Mark & Siemroth, Christoph, 2024, "Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302411.
• Dimiter Nenkov, 2024, "“The Magnificent Seven” Technology Stocks and Their Impact on the S&P 500: A Review 4 Years Later," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 6, issue 2, pages 180-195, December.
• Jeko Milev & Kremena Choutilova-Yochkolovska, 2024, "The Multifund System – Is It an Option for Raising the Sustainability of The Bulgarian Pension System?," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 6, issue 2, pages 206-216, December.
• Rava Azeredo da Silveira & Yeji Sung & Michael Woodford, 2024, "Optimally Imprecise Memory and Biased Forecasts," American Economic Review, American Economic Association, volume 114, issue 10, pages 3075-3118, October, DOI: 10.1257/aer.20201806.
• Tim Bollerslev & Jia Li & Yuexuan Ren, 2024, "Optimal Inference for Spot Regressions," American Economic Review, American Economic Association, volume 114, issue 3, pages 678-708, March, DOI: 10.1257/aer.20221338.
• Kai Hao Yang & Alexander K. Zentefis, 2024, "Monotone Function Intervals: Theory and Applications," American Economic Review, American Economic Association, volume 114, issue 8, pages 2239-2270, August, DOI: 10.1257/aer.20230330.
• Zhiguo He & Maggie Hu & Zhenping Wang & Vincent Yao, 2024, "Valuing Long-Term Property Rights with Anticipated Political Regime Shifts," American Economic Review, American Economic Association, volume 114, issue 9, pages 2701-2747, September, DOI: 10.1257/aer.20211242.
• Nathan Foley-Fisher & Gary Gorton & Stéphane Verani, 2024, "Adverse Selection Dynamics in Privately Produced Safe Debt Markets," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 1, pages 441-468, January, DOI: 10.1257/mac.20210383.
• Marzena Rostek & Ji Hee Yoon, 2024, "Innovation in Decentralized Markets: Technology versus Synthetic Products," American Economic Journal: Microeconomics, American Economic Association, volume 16, issue 1, pages 63-109, February, DOI: 10.1257/mic.20220138.
• Alan D. Crane & Andrew Koch & Leming Lin, 2024, "Real Effects of Markets on Politics: Evidence from US Presidential Elections," American Economic Review: Insights, American Economic Association, volume 6, issue 1, pages 73-88, March, DOI: 10.1257/aeri.20220240.
• Whelsy Boungou & Alhonita Yatie, 2024, "Crypto-assets, Uncertainties, and Geopolitical Risks," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 14, issue 2, pages 55-64.
• Muhammad Muddasir & Gülşah Kulalı, 2024, "The Validity of CAPM and ICAPM in the Istanbul Stock Exchange," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 1, pages 26-42, DOI: 10.30784/epfad.1383837.
• Selçuk Yalçın, 2024, "Piyasa Çarpanları ile Portföy Oluşturma: BİST’te Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 3, pages 610-627, DOI: 10.30784/epfad.1477190.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2024, "Rational bubbles on assets with a fundamental value," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2408, Mar.
• Mirzat Ullah, 2024, "Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 1, pages 110-135, DOI: https://doi.org/10.15826/vestnik.20.
• Vanderveken, Rodolphe & Lassance, Nathan & Vrins, Frédéric, 2024, "Optimal Portfolio Size under Parameter Uncertainty," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024004, Jul.
• Boulier, Jean-François & D’Hondt, Catherine & Jawadi, Fredj & Prat, Georges & Rozin, Philippe & Taffler, Richard, 2024, "How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024001, Feb.
• Vrins, Frédéric & Wang, Linqi, 2024, "Asymmetric short-rate model without lower bound," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024005, Jan, DOI: https://doi.org/10.1080/14697688.20.
• Ozge Camalan & Sahika Gokmen & Sibel Atan, 2024, "Using Advanced Machine Learning Techniques to Predict the Sales Volume of Non-Fungible Tokens," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 10, issue 1, pages 17-27, June, DOI: 10.22440/wjae.10.1.2.
• Яндиев М. // Yandiyev М., 2024, "Феномен недооценки при первичном размещении акций объясняется алчностью финансовых спекулянтов // The Phenomenon of Underpricing during Initial Public Offering is Explained by the Greed of Financial S," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 65-85.
• Шамар Бауыржан // Shamar Bauyrzhan, 2024, "Декомпозиция кривой доходности ГЦБ // Decomposition of the government securities yield curve," Working Papers, National Bank of Kazakhstan, number #2024-3.
• Yulia V. Vymyatnina & Aleksandr A. Chernykh, 2024, "Green bonds in the Russian market: Assessing environmental influence on returns," Russian Journal of Economics, ARPHA Platform, volume 10, issue 3, pages 211-228, October, DOI: 10.32609/j.ruje.10.121967.
• B. N. Kausik, 2024, "Equity Premium in Efficient Markets," Papers, arXiv.org, number 2401.09265, Jan.
• Moshe A. Milevsky & Thomas S. Salisbury, 2024, "The Riccati Tontine: How to Satisfy Regulators on Average," Papers, arXiv.org, number 2402.14555, Feb.
• Degui Li & Oliver Linton & Haoxuan Zhang, 2024, "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Papers, arXiv.org, number 2403.06246, Mar.
• Tomohiro Hirano & Alexis Akira Toda, 2024, "On Equilibrium Determinacy in Overlapping Generations Models with Money," Papers, arXiv.org, number 2403.13222, Mar.
• Aman Saggu & Lennart Ante & Ender Demir, 2024, "Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup," Papers, arXiv.org, number 2403.15810, Mar.
• Elham Daadmehr, 2024, "Workplace sustainability or financial resilience? Composite-financial resilience index," Papers, arXiv.org, number 2403.16296, Mar.
• Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2024, "One Factor to Bind the Cross-Section of Returns," Papers, arXiv.org, number 2404.08129, Apr.
• Abdulnasser Hatemi-J, 2024, "An Asymmetric Capital Asset Pricing Model," Papers, arXiv.org, number 2404.14137, Apr, revised May 2024.
• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024, "Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching," Papers, arXiv.org, number 2408.12863, Aug, revised May 2025.
• Aman Saggu & Lennart Ante & Kaja Kopiec, 2024, "Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Papers, arXiv.org, number 2412.02452, Dec.
• Victor Olkhov, 2024, "Expressions of Market-Based Correlations Between Prices and Returns of Two Assets," Papers, arXiv.org, number 2412.13172, Dec.
• Kemal Kirtac & Guido Germano, 2024, "Sentiment trading with large language models," Papers, arXiv.org, number 2412.19245, Dec.
• Daneshmand, Arian & Mazyaki, Ali & Gheidari, Mohammad Javad, 2024, "The Effects of Income Support Policy on Covid-19 Related Mortality: A Cross-Country Study (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 29, issue 1, pages 21-50, May.
• Feghhi Kashani, Mohammad & ziyaee, zahra, 2024, "Supply Side Implications of Ambiguity Aversion for Risk Premium and Risk-Free Rate Puzzles (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 29, issue 1, pages 51-78, May.
• Josko Maric & Mislav Sagovac & Luka Sikic, 2024, "The Effects Of Momentum And Contrarian Strategies On The Croatian Capital Market," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 33, issue 1, pages 149-175, june, DOI: 10.17818/EMIP/2024/1.8.
• Nuruddeen Usman & Chinecherem Dionne Okoronkwo, 2024, "The Epidemic of COVID-19 and the Persistence of MINT Stock Prices," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 1, pages 1-6, DOI: 2024/07/01.
• Javed Bin Kamal & Mark Wohar & Khaled Bin Kamal, 2024, "On the Potential Hedging Instruments Against Central Bank Digital Currency Uncertainty and Attention Indices," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-7, DOI: 2024/06/28.
• Seyed Alireza Athari & Ali Awais Khalid & Qasim Raza Syed, 2024, "Twitter-Based Economic Uncertainty and US Energy Market - An Investigation Using Wavelet Coherence," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 1, pages 1-7, DOI: 2024/07/10.
• Matias Cattaneo & Richard K. Crump & Weining Wang, 2024, "Beta-sorted portfolios," CeMMAP working papers, Institute for Fiscal Studies, number 20/24, Nov, DOI: 10.47004/wp.cem.2024.2024.
• Massimo Guidolin & Monia Magnani, 2024, "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24220.
• Pietro Munari, 2024, "The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24228.
• Monia Magnani, 2024, "Can Monetary Policies Inflate a Stock Market Bubble? A Regime Switching Model of Periodically Collapsing Bubbles," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24231.
• Monia Magnani, 2024, "Does Macroeconomic Predictability Enhance the Economic Value of Hedge Funds to Risk-Averse Investors?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24232.
• Dejan Zivkov & Boris Kuzman & Natasa Papic-Blagojevic, 2024, "Multiscale non-linear tale risk spillover effect from oil to stocks – The case of East European emerging markets," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 27, issue 3, pages 186-200, September, DOI: 10.15240/tul/001/2024-5-015.
• Bruno Feunou & Zabi Tarshi, 2024, "Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada," Discussion Papers, Bank of Canada, number 2024-09, Jul, DOI: 10.34989/sdp-2024-9.
• Yuteng Cheng & Roberto Robatto, 2024, "Fire Sales and Liquidity Requirements," Staff Working Papers, Bank of Canada, number 24-18, May, DOI: 10.34989/swp-2024-18.
• Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2024, "Entry and Exit in Treasury Auctions," Staff Working Papers, Bank of Canada, number 24-29, Jul, DOI: 10.34989/swp-2024-29.
• Antonio Diez de los Rios, 2024, "Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program," Staff Working Papers, Bank of Canada, number 24-34, Oct, DOI: 10.34989/swp-2024-34.
• Andreas Uthemann & Rishi Vala, 2024, "How big is cash-futures basis trading in Canada’s government bond market?," Staff Analytical Notes, Bank of Canada, number 2024-16, Jun, DOI: 10.34989/san-2024-16.
• Andreas Uthemann & Rishi Vala, 2024, "Quelle est la part de l’arbitrage comptant-terme sur le marché canadien des obligations d’État?," Staff Analytical Notes, Bank of Canada, number 2024-16fr, Jun, DOI: 10.34989/san-2024-16.
• Jabir Sandhu & Rishi Vala, 2024, "Could all-to-all trading improve liquidity in the Government of Canada bond market?," Staff Analytical Notes, Bank of Canada, number 2024-17, Jul, DOI: 10.34989/san-2024-17.
• Jabir Sandhu & Rishi Vala, 2024, "La négociation ouverte à tous les acteurs pourrait-elle améliorer la liquidité du marché des obligations du gouvernement du Canada?," Staff Analytical Notes, Bank of Canada, number 2024-17fr, Jul, DOI: 10.34989/san-2024-17.
• Ingomar Krohn & Mariel Maguiña, 2024, "Foreign Exchange Risk Premiums and Global Currency Factors," Staff Analytical Notes, Bank of Canada, number 2024-20, Jul, DOI: 10.34989/san-2024-20.
• Boran Plong & Neil Maru, 2024, "CORRA: Explaining the rise in volumes and resulting upward pressure," Staff Analytical Notes, Bank of Canada, number 2024-21, Aug, DOI: 10.34989/san-2024-21.
• Antonio Diez de los Rios, 2024, "Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve," Staff Analytical Notes, Bank of Canada, number 2024-22, Oct, DOI: 10.34989/san-2024-22.
• Antonio Diez de los Rios, 2024, "Évaluation des effets de portefeuille du Programme d’achat d’obligations du gouvernement du Canada sur la courbe de rendement canadienne," Staff Analytical Notes, Bank of Canada, number 2024-22fr, Oct, DOI: 10.34989/san-2024-22.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024, "How foreign central banks can affect liquidity in the Government of Canada bond market," Staff Analytical Notes, Bank of Canada, number 2024-26, Dec, DOI: 10.34989/san-2024-26.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024, "Le rôle des banques centrales étrangères sur la liquidité du marché des obligations du gouvernement du Canada," Staff Analytical Notes, Bank of Canada, number 2024-26fr, Dec, DOI: 10.34989/san-2024-26.
• Boran Plong & Neil Maru, 2024, "What has been putting upward pressure on CORRA?," Staff Analytical Notes, Bank of Canada, number 2024-4, Mar, DOI: 10.34989/san-2024-4.
• Patrick Aldridge & Stephane Gignac & Rishi Vala & Adrian Walton, 2024, "Comment les sociétés d’assurance vie canadiennes gèrent leurs risques de liquidité," Staff Analytical Notes, Bank of Canada, number 2024-7fr, Apr, DOI: 10.34989/san-2024-7.
• Ricardo Barahona & María Rodríguez-Moreno, 2024, "Estimating the OIS term premium with analyst expectation surveys," Occasional Papers, Banco de España, number 2410, Mar, DOI: https://doi.org/10.53479/36253.
• Arturo Pablo Macías Fernández & Ignacio de la Peña Leal, 2024, "Sensibilidad a los tipos de interés soberanos de la cartera de colateral elegible para los préstamos de política monetaria," Occasional Papers, Banco de España, number 2417, May, DOI: https://doi.org/10.53479/36612.
• Alicia Aguilar & Ricardo Gimeno, 2024, "Discrete Probability Forecasts: What to expect when you are expecting a monetary policy decision," Working Papers, Banco de España, number 2438, Oct, DOI: https://doi.org/10.53479/37893.
• Danilo Liberati & Giuseppe Marinelli, 2024, "Was Covid-19 a wake-up call on climate risks? Evidence from the greenium," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 832, Mar.
• Fabrizio Ferriani & Marcello Pericoli, 2024, "ESG risks and corporate viability: insights from default probability term structure analysis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 892, Nov.
• Stefano Nobili & Mattia Persico & Rosario Romeo, 2024, "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 52, Oct.
• Alessandro Moro & Andrea Zaghini, 2024, "The green sin: how exchange rate volatility and financial openness affect green premia," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1447, Mar.
• Valère Fourel & Alice Schwenninger, 2024, "The Impact of the PEPP on the Corporate Commercial Paper Market," Working papers, Banque de France, number 946.
• Jens Christensen & Sarah Mouabbi, 2024, "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working papers, Banque de France, number 948.
• Stéphane Lhuissier & Aymeric Ortmans & Fabien Tripier, 2024, "The Risk of Inflation Dispersion in the Euro Area," Working papers, Banque de France, number 954.
• José Manuel Carbó Martinez & Sergio Gorjón Rivas, 2024, "Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Granular data: new horizons and challenges".
• Gaston Gelos & Pietro Patelli & Ilhyock Shim, 2024, "The US dollar and capital flows to EMEs," BIS Quarterly Review, Bank for International Settlements, September.
• James Costain & Galo Nuño Barrau & Carlos Thomas, 2024, "The term structure of interest rates in a heterogeneous monetary union," BIS Working Papers, Bank for International Settlements, number 1165, Feb.
• Lioba Heimbach & Wenqian Huang, 2024, "DeFi leverage," BIS Working Papers, Bank for International Settlements, number 1171, Mar.
• Tobias Adrian & Gaston Gelos & Nora Lamersdorf & Emanuel Moench, 2024, "The asymmetric and persistent effects of Fed policy on global bond yields," BIS Working Papers, Bank for International Settlements, number 1195, Jul.
• Rodney Garratt & Maarten RC van Oordt, 2024, "Crypto Exchange Tokens," BIS Working Papers, Bank for International Settlements, number 1201, Jul.
• Phạm Thu Hương & Hoàng Mạnh Hùng & Lê Đạt Chí, 2024, "Ứng dụng mô hình F-SCORE cho chiến lược đầu tư cổ phiếu tại Sở Giao dịch Chứng khoán Thành phố Hồ Chí Minh," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 5, pages 46-58, DOI: 10.46223/HCMCOUJS.econ.vi.19.5.2968.
• Trịnh Hữu Lực & Lê Huỳnh Như, 2024, "Vai trò trung gian của kế toán quản trị môi trường trong mối quan hệ giữa chiến lược và thành quả môi trường," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 7, pages 61-71, DOI: 10.46223/HCMCOUJS.econ.vi.19.7.3053.
• Phạm Đình Hân & Lê Thị Diệu Huyên & Vũ Quốc Quý, 2024, "Áp dụng mở rộng lý thuyết hành vi có kế hoạch để dự đoán ý định mua căn hộ chung cư của người tiêu dùng," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 8, pages 94-111, DOI: 10.46223/HCMCOUJS.econ.vi.19.8.2986.
• Richard Mawulawoe Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2024, "COVID‐19, Mobility Restriction Policies and Stock Market Volatility: A Cross‐Country Empirical Study," Economic Papers, The Economic Society of Australia, volume 43, issue 2, pages 184-203, June, DOI: 10.1111/1759-3441.12414.
• Michael Bauer & Mikhail Chernov, 2024, "Interest Rate Skewness and Biased Beliefs," Journal of Finance, American Finance Association, volume 79, issue 1, pages 173-217, February, DOI: 10.1111/jofi.13276.
• Lin William Cong & Yizhou Xiao, 2024, "Information Cascades and Threshold Implementation: Theory and an Application to Crowdfunding," Journal of Finance, American Finance Association, volume 79, issue 1, pages 579-629, February, DOI: 10.1111/jofi.13294.
• Francesca Barbiero & Glenn Schepens & Jean‐David Sigaux, 2024, "Liquidation Value and Loan Pricing," Journal of Finance, American Finance Association, volume 79, issue 1, pages 95-128, February, DOI: 10.1111/jofi.13291.
• Hui Chen & Winston Wei Dou & Leonid Kogan, 2024, "Measuring “Dark Matter” in Asset Pricing Models," Journal of Finance, American Finance Association, volume 79, issue 2, pages 843-902, April, DOI: 10.1111/jofi.13317.
• Ricardo J. Caballero & Alp Simsek, 2024, "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," Journal of Finance, American Finance Association, volume 79, issue 3, pages 1719-1753, June, DOI: 10.1111/jofi.13343.
• Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2024, "The Term Structure of Covered Interest Rate Parity Violations," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2077-2114, June, DOI: 10.1111/jofi.13336.
• Thummim Cho & Christopher Polk, 2024, "Putting the Price in Asset Pricing," Journal of Finance, American Finance Association, volume 79, issue 6, pages 3943-3984, December, DOI: 10.1111/jofi.13391.
• Clemens Sialm & Qifei Zhu, 2024, "Currency Management by International Fixed‐Income Mutual Funds," Journal of Finance, American Finance Association, volume 79, issue 6, pages 4037-4081, December, DOI: 10.1111/jofi.13381.
• Stefano Giglio & Bryan Kelly & Serhiy Kozak, 2024, "Equity Term Structures without Dividend Strips Data," Journal of Finance, American Finance Association, volume 79, issue 6, pages 4143-4196, December, DOI: 10.1111/jofi.13394.
• María Eugenia Carmona Morales, 2024, "Descomposición de los componentes de las tasas de interés de largo plazo: caso Bolivia," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2024/02, Dec.
• Robert Eccles & Shiva Rajgopal & Jing Xie, 2024, "Does ESG negative screening work?," Working Papers, University of Macau, Faculty of Business Administration, number 202404, Jun.
• Allaudeen Hameed & Jing Xie & Yuxiang Zhong, 2024, "Preferences for dividends and stock returns around the world," Working Papers, University of Macau, Faculty of Business Administration, number 202405, Jun.
• Carlos Cañon & Eddie Gerba & Alberto Pambira & Evarist Stoja, 2024, "An unconventional FX tail risk story," Bank of England working papers, Bank of England, number 1068, Apr.
• Rhys Bidder & Jamie Coen & Caterina Lepore & Laura Silvestri, 2024, "Whose asset sales matter?," Bank of England working papers, Bank of England, number 1088, Aug.
• Gabor Pinter & Emil Siriwardane & Danny Walker, 2024, "Fire sales of safe assets," Bank of England working papers, Bank of England, number 1089, Aug.
• Michael Joyce & Andras Lengyel, 2024, "The yield curve impact of government debt issuance surprises and the implications for QT," Bank of England working papers, Bank of England, number 1097, Nov.
• Haris Giannakidis & Louis Karathanos & Athanasios Kontinopoulos & Athanasios Lampousis & Petros Migiakis, 2024, "The investment grade and funds’ portfolio allocation in Greek assets," Economic Bulletin, Bank of Greece, issue 59, pages 7-24, July, DOI: 10.52903/econbull20245901.
• Ari Kutai & Daniel Nathan & Milena Wittwer, 2024, "Exchanges for government bonds? Evidence during COVID-19," Bank of Israel Working Papers, Bank of Israel, number 2024.03, Mar.
• Akihito Yoneyama & Akitaka Tsuchiya & Noritaka Fukuma, 2024, "Changes in Risk Perceptions on Yen Interest Rates and Exchange Rates Observed in Options Markets: Developments in Implied Probability Distributions amid Rate Hikes in the United States and Europe from," Bank of Japan Review Series, Bank of Japan, number 24-E-8, Aug.
• Noritaka Fukuma & Tomiyuki Kitamura & Kohei Maehashi & Naoki Matsuda & Keita Takemura & Kota Watanabe, 2024, "The Impact of Quantitative and Qualitative Easing and Yield Curve Control on the Functioning of the Japanese Government Bond Market," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-9, Aug.
• Takashi Nakazawa & Mitsuhiro Osada, 2024, "The Bank of Japan's Large-Scale Government Bond Purchases and the Formation of Long-Term Interest Rates," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-10, Sep.
• Kohei Maehashi & Daisuke Miyakawa & Kana Sasamoto, 2024, "Pricing Implications of Centrality in an OTC Derivative Market: An Empirical Analysis Using Transaction-Level CDS Data," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-11, Sep.
• Liyan Han & Lei Li & Huiyi Liao & Libo Yin, 2024, "Hedging Along the Global Value Chain: Trade War and Firm Value," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_531, Apr.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024, "Mental Models of the Stock Market," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_611, Nov.
• Kim Jeong-Yoo, 2024, "Comments on the Signaling Theory of IPO Underpricing and Investor Protection Laws," Asian Journal of Law and Economics, De Gruyter, volume 15, issue 1, pages 151-165, April, DOI: 10.1515/ajle-2023-0153.
• Horie Tetsushi & Yamamoto Yohei, 2024, "Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices," Journal of Econometric Methods, De Gruyter, volume 13, issue 1, pages 1-27, January, DOI: 10.1515/jem-2022-0017.
• Burda Martin & Schroeder Adrian K., 2024, "Recurrent Neural Network GO-GARCH Model for Portfolio Selection," Journal of Time Series Econometrics, De Gruyter, volume 16, issue 2, pages 67-81, DOI: 10.1515/jtse-2023-0012.
• Baltodano López Ovielt & Bulfone Giacomo & Casarin Roberto & Ravazzolo Francesco, 2024, "Modeling Corporate CDS Spreads Using Markov Switching Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 271-292, April, DOI: 10.1515/snde-2022-0106.
• Koval Borys & Frühwirth-Schnatter Sylvia & Sögner Leopold, 2024, "Bayesian Reconciliation of Return Predictability," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 337-378, April, DOI: 10.1515/snde-2022-0110.
• Yin Haiyuan & Yang Qingsong, 2024, "Investor Sentiment Mining Based on Bi-LSTM Model and its Impact on Stock Price Bubbles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 5, pages 703-724, DOI: 10.1515/snde-2022-0028.