Research classified by Journal of Economic Literature (JEL) codes

2025

• Shen, Jianfeng & Zhang, Huiping & Zhang, Weiqi, 2025, "Credit rating and stock return comovement," Journal of Banking & Finance, Elsevier, volume 177, issue C, DOI: 10.1016/j.jbankfin.2025.107474.
• Rompolis, Leonidas S., 2025, "Quantitative easing, uncertainty, and risk aversion," Journal of Banking & Finance, Elsevier, volume 177, issue C, DOI: 10.1016/j.jbankfin.2025.107475.
• Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle & Zhao, Nan, 2025, "Newswire tone-overlay commodity portfolios," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107501.
• Fahmy, Hany, 2025, "A stochastic model for predicting the response time of green vs brown stocks to climate change news risk," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107507.
• Irvine, Paul J. & Karmaziene, Egle, 2025, "Competing for dark trades," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107509.
• Liu, Chunbo & Xu, Liang & Yang, Liuming & Zhou, Yang, 2025, "Trade liberalization and municipal financing costs," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107524.
• Flora, Maria & Renò, Roberto, 2025, "V-shapes," Journal of Banking & Finance, Elsevier, volume 179, issue C, DOI: 10.1016/j.jbankfin.2025.107521.
• Li, Zhibing & Liu, Jia & Liu, Jie & Liu, Xiaoyu & Wu, Chonglin, 2025, "Investor attention and stock price manipulation: Evidence from daily quasi-natural experiments," Journal of Banking & Finance, Elsevier, volume 179, issue C, DOI: 10.1016/j.jbankfin.2025.107528.
• Xu, Weidong & Zhu, Danyu & Gao, Xin & Xing, Lu & Li, Donghui, 2025, "The price of realized extreme climate events in the implied cost of equity capital: International evidence," Journal of Banking & Finance, Elsevier, volume 180, issue C, DOI: 10.1016/j.jbankfin.2025.107525.
• Lehkonen, Heikki & Heimonen, Kari & Pukthuanthong, Kuntara, 2025, "Media tone is a priced risk factor in currency markets," Journal of Banking & Finance, Elsevier, volume 180, issue C, DOI: 10.1016/j.jbankfin.2025.107542.
• Broman, Markus & Fulkerson, Jon, 2025, "Variation in the value of active share across regions of investments: Evidence from global equity funds," Journal of Banking & Finance, Elsevier, volume 180, issue C, DOI: 10.1016/j.jbankfin.2025.107545.
• Bangsgaard, Christine & Kokholm, Thomas, 2025, "The stock market impact of volatility hedging: Evidence from end-of-day trading by VIX ETPs," Journal of Banking & Finance, Elsevier, volume 180, issue C, DOI: 10.1016/j.jbankfin.2025.107556.
• Jiang, Christine & Wu, Yiyin & Zhu, John Qi, 2025, "A revisit to the IPO spillover effect: On the importance of technological proximity," Journal of Banking & Finance, Elsevier, volume 181, issue C, DOI: 10.1016/j.jbankfin.2025.107563.
• Beckmeyer, Heiner & Wiedemann, Timo, 2025, "All Days Are Not Created Equal: Understanding Momentum by Learning to Weight Past Returns," Journal of Banking & Finance, Elsevier, volume 181, issue C, DOI: 10.1016/j.jbankfin.2025.107565.
• Vittorio Carlei & Piera Cascioli & Alessandro Ceccarelli & Donatella Furia, 2025, "Can Machine Learning Explain Alpha Generated by ESG Factors?," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 3, pages 1457-1477, March, DOI: 10.1007/s10614-024-10602-8.
• Onur Polat & Berna Doğan Başar & İbrahim Halil Ekşi, 2025, "Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 5, pages 2873-2889, May, DOI: 10.1007/s10614-024-10666-6.
• François-Michel Boire & R. Mark Reesor & Lars Stentoft, 2025, "Bias Correction in the Least-Squares Monte Carlo Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 6, pages 3161-3205, June, DOI: 10.1007/s10614-024-10663-9.
• Taraneh Shahin & María Teresa Ballestar de las Heras & Ismael Sanz, 2025, "Enhancing Stock Market Prediction Using Gradient Boosting Neural Network: A Hybrid Approach," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 6, pages 3207-3235, June, DOI: 10.1007/s10614-024-10671-9.
• Zein Alamah & Ali Fakih, 2025, "Is the Price of Ether Driven by Demand or Pure Speculation?," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 1, pages 323-347, July, DOI: 10.1007/s10614-024-10658-6.
• Javier Orlando Pantoja Robayo & Julián Alberto Alemán Muñoz & Diego F. Tellez-Falla, 2025, "Iterative Deep Learning Approach to Active Portfolio Management with Sentiment Factors," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 1, pages 301-322, July, DOI: 10.1007/s10614-024-10702-5.
• Mónica Andrea Arauco Ballesteros & Elio Agustín Martínez Miranda, 2025, "Stock Market Forecasting Using a Neural Network Through Fundamental Indicators, Technical Indicators and Market Sentiment Analysis," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1715-1745, August, DOI: 10.1007/s10614-024-10711-4.
• Gaoshan Wang & Yue Wang & Yilin Dong & Xiaohong Shen, 2025, "Media Attention for Carbon Neutrality, Investor Sentiment, and Excess Stock Returns: Evidence from Mass Media and Social Media," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 3, pages 2413-2437, September, DOI: 10.1007/s10614-024-10739-6.
• Berna Aydoğan & Omer Cayirli & Gülin Vardar, 2025, "Impact of Macroeconomics Factors on Cryptocurrency Pricing: Evidence from Bitcoin and Ethereum Markets," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 4, pages 3131-3166, October, DOI: 10.1007/s10614-024-10804-0.
• Adamu Braimah Abille & Maria Siranova, 2025, "Capital flight and sovereign bond spreads in Africa: implications for public debt sustainability," Economic Change and Restructuring, Springer, volume 58, issue 4, pages 1-39, August, DOI: 10.1007/s10644-025-09891-2.
• Lukas Handler & Rainer Jankowitsch, 2025, "Political uncertainty and sovereign bond markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 1, pages 47-97, March, DOI: 10.1007/s11408-024-00461-6.
• Thomas Gehrig & Leopold Sögner & Arne Westerkamp, 2025, "Extending the demand system approach to asset pricing," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 1, pages 133-166, March, DOI: 10.1007/s11408-024-00463-4.
• Johannes Schmidt, 2025, "The influence of short-term subjective expectations on stock price movements," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 3, pages 303-333, September, DOI: 10.1007/s11408-025-00469-6.
• Scott Li & James Refalo & Jong-Hwan Yi, 2025, "Industry classification, industry concentration, and stock returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 3, pages 337-363, September, DOI: 10.1007/s11408-025-00470-z.
• Tao Huang & Zeyu Sun & Zhe Zhao, 2025, "Is climate policy uncertainty priced in China?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 4, pages 477-500, December, DOI: 10.1007/s11408-025-00475-8.
• Peng Zhou & Shijie Jin & Khelifa Mazouz & Wenjie Ding, 2025, "Choices and Effects of Different Green Labels in the EU Bond Market," Journal of Business Ethics, Springer, volume 200, issue 1, pages 207-229, August, DOI: 10.1007/s10551-024-05847-0.
• Peng Zhou & Shijie Jin & Khelifa Mazouz & Wenjie Ding, 2025, "Publisher Correction: Choices and Effects of Different Green Labels in the EU Bond Market," Journal of Business Ethics, Springer, volume 200, issue 1, pages 231-231, August, DOI: 10.1007/s10551-024-05908-4.
• Seohyeon Hwang & Jiye Ryu & Kihoon Hong, 2025, "The paradox of being unsold: hidden signaling value of bought-in in Korean art auction," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 49, issue 3, pages 639-658, September, DOI: 10.1007/s10824-025-09535-3.
• Gerardo Ferrara & Maria Flora & Roberto Renò, 2025, "The Impact of COVID-19 on Italian Sovereign Bond Market Quality," Journal of Financial Services Research, Springer;Western Finance Association, volume 67, issue 1, pages 55-71, April, DOI: 10.1007/s10693-024-00437-7.
• Qing Li & David C. Ling & Qie Ellie Yin, 2025, "Corporate Real Estate Usage and Firm Valuation," The Journal of Real Estate Finance and Economics, Springer, volume 70, issue 4, pages 677-705, May, DOI: 10.1007/s11146-023-09948-x.
• Frédéric Cherbonnier & Christian Gollier & Aude Pommeret, 2025, "Stress discounting," Journal of Risk and Uncertainty, Springer, volume 71, issue 3, pages 219-243, December, DOI: 10.1007/s11166-025-09469-3.
• Michał Rubaszek & Joscha Beckmann & Michele Ca’ Zorzi & Marek Kwas, 2025, "Boosting Carry with Equilibrium Exchange Rate Estimates," Open Economies Review, Springer, volume 36, issue 4, pages 1281-1307, September, DOI: 10.1007/s11079-024-09795-0.
• Ons Triki & Fathi Abid, 2025, "Financial decision making under optimal control and Markov switching double exponential jump process," Review of Derivatives Research, Springer, volume 28, issue 1, pages 1-34, April, DOI: 10.1007/s11147-025-09208-5.
• Martin Hibbeln & Ralf Metzler & Werner Osterkamp, 2025, "Not on the same page: comprehensibility of MBS investment prospectuses," Review of Derivatives Research, Springer, volume 28, issue 2, pages 1-37, July, DOI: 10.1007/s11147-025-09213-8.
• Hendrik Kohrs & Hermann Mühlichen & Benjamin R. Auer, 2025, "Swing option-implied volatility," Review of Derivatives Research, Springer, volume 28, issue 3, pages 1-44, October, DOI: 10.1007/s11147-025-09214-7.
• Ons Triki & Fathi Abid, 2025, "Corporate full-scale hedging and pricing of high-risk growth investment option," Review of Derivatives Research, Springer, volume 28, issue 3, pages 1-42, October, DOI: 10.1007/s11147-025-09218-3.
• Robert A. Jarrow, 2025, "Digital assets, bubbles, and derivative prices," Review of Derivatives Research, Springer, volume 28, issue 3, pages 1-16, October, DOI: 10.1007/s11147-025-09220-9.
• Bhaskar Chhimwal & Vikas Pandey & Piyush Pandey, 2025, "Effect of multiple index derivative expiry on volatility, volume, and connectedness: a tale of two stock indices in India," Review of Derivatives Research, Springer, volume 28, issue 3, pages 1-16, October, DOI: 10.1007/s11147-025-09221-8.
• Sanjay Sehgal & Tarunika Jain Agrawal & Florent Deisting, 2025, "The tale of two tails and stock returns for two major emerging markets," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 1, pages 163-189, January, DOI: 10.1007/s11156-024-01301-4.
• Alexander Brauneis & Roland Mestel & Erik Theissen, 2025, "The crypto world trades at tea time: intraday evidence from centralized exchanges across the globe," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 1, pages 275-304, January, DOI: 10.1007/s11156-024-01304-1.
• Vineet Agarwal & Richard J. Taffler & Chenyang Wang, 2025, "Investor emotions and market bubbles," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 1, pages 339-369, January, DOI: 10.1007/s11156-024-01309-w.
• Yu-An Chen & Dan Palmon, 2025, "The stock market boosts its rewards for increasing earnings patterns," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 2, pages 663-711, February, DOI: 10.1007/s11156-024-01316-x.
• Frankie Chau & Rataporn Deesomsak & Raja Shaikh, 2025, "Does Fed communication affect uncertainty and risk aversion?," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 2, pages 713-756, February, DOI: 10.1007/s11156-024-01318-9.
• Diego Leal Gonzalez & Bryan Stanhouse & Duane Stock & Xin Yue Zhou, 2025, "Nonlinear structural estimation of corporate bond liquidity," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 2, pages 799-827, February, DOI: 10.1007/s11156-024-01323-y.
• Prodosh Eugene Simlai, 2025, "Investor sophistication, investor sentiment, and cash-based operating profitability," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 3, pages 1079-1103, April, DOI: 10.1007/s11156-024-01328-7.
• Keith Anderson & Anup Chowdhury & Moshfique Uddin, 2025, "Piotroski's Fscore under varying economic conditions," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 3, pages 1261-1307, April, DOI: 10.1007/s11156-024-01331-y.
• Mingyu Hu & Xinyin Zhang & Yeyu Zhang, 2025, "The spillover effect of green bond issuance on corporate financial performances: evidence from China," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 4, pages 1567-1593, May, DOI: 10.1007/s11156-024-01343-8.
• Lukas Petrasek & Jiri Kukacka, 2025, "US equity announcement risk premia," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 1, pages 345-363, July, DOI: 10.1007/s11156-024-01372-3.
• Zhaobo Zhu & Dehua Shen, 2025, "Investor sentiment, limits to arbitrage, and hard-to-value stocks," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 573-597, August, DOI: 10.1007/s11156-024-01353-6.
• Peter Chinloy & Matthew Imes, 2025, "The endogeneity of profitability and investment," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 691-726, August, DOI: 10.1007/s11156-024-01357-2.
• Timothy King & Dimitrios Koutmos, 2025, "ESG crypto coins: speculative assets, or, the future of green money?," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 777-816, August, DOI: 10.1007/s11156-024-01360-7.
• Pengfei Luo & Xinle Liu, 2025, "Dynamic investment in new technology and risk management," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 817-835, August, DOI: 10.1007/s11156-024-01361-6.
• Gang Chu & Xiao Li & Dehua Shen & Andrew Urquhart, 2025, "Price divergence in bitcoin market," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 3, pages 1135-1176, October, DOI: 10.1007/s11156-024-01371-4.
• Junbo Wang & Chunchi Wu & Xiaoguang Yang & Ye Zhou, 2025, "Policy uncertainty and corporate bond issuance costs," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 4, pages 1475-1516, November, DOI: 10.1007/s11156-025-01386-5.
• Fakhrul Hasan & Basil Al-Najjar, 2025, "Consumer confidence as a mediator between dividend announcements and stock returns," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 4, pages 1571-1594, November, DOI: 10.1007/s11156-025-01388-3.
• Masaya Sakuragawa & Satoshi Tobe, 2025, "Credit expansion and boom-bust cycle of housing prices," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2025-011, Jun.
• Manabu Nose, 2025, "Determinants of Domestic Sovereign Bond Yields: Fiscal Policy and the Sovereign–Bank Nexus in Emerging Market and Developing Economies," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2025-022, Oct.
• Takuma Kunieda & Kei Kuwahara, 2025, "Collateral Constraints in the Kiyotaki-Moore Model: Evidence from the Regional Land Price," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 300, Sep.
• Yoshitaka Ogisu & Shoka Hayaki & Masahiko Shibamoto, 2025, "Identification of Relationship Lending in Bank-Borrower Networks," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2025-02, Feb, revised Apr 2026.
• Nagy, Attila Zoltán, 2025, "A befektetési alapok tőkeáramlásai és a befektetői hangulat kapcsolata a magyar részvénypiacon
  [The relationship between mutual fund flows and investor sentiment in the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 465-487, DOI: 10.18414/KSZ.2025.5.465.
• Michael Zierhut & Chiaki Hara, 2025, "Shareholder Unanimity: A Survey from the Viewpoint of Incomplete Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1112, Mar.
• Rokas Kaminskas & Tomas Reichenbachas, 2025, "Solving the Yield Puzzle: Building Lithuania’s Term Structure from the Fragmented Data," Bank of Lithuania Occasional Paper Series, Bank of Lithuania, number 58, Aug.
• Kiril Simeonovski & Gani Ramadani & Danica Unevska Andonova, 2025, "Assessment of the fundamental value of residential properties in the Macedonian real estate market with a macroprudential approach," Working Papers, National Bank of the Republic of North Macedonia, number 2025-02.
• Sebastian Eichfelder & Jochen Hundsdoerfer & Martin Kaltenhaeuser & Mona Noack, 2025, "The Cost of Inattention: Deadline and Media Effects on Implicit Taxes," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 26005, Dec.
• ATM Adnan & Md Arif Hasan Khan & Md Tapan Mahmud & Sabira Kumkum & Abdullah Al-Mamun, 2025, "Geopolitical Shocks and Asset Pricing: Global Cross-Sectional Evidence from Defense and Aerospace Firms amid the Russia-Ukraine War," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 11, issue 2, pages 220-249, DOI: 10.11118/ejobsat.2025.013.
• Dominik Svoboda & Svatopluk Kapounek & Peter Albrecht, 2025, "The Effects of Short Interest on the Likelihood of Short Squeeze," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2025-104, May.
• Stephen P. Ferris & Jan Hanousek, Jr. & Jan Hanousek & Jolana Stejskalova, 2025, "The Power of the Crowd: Retail Investors and the Cost of Capital," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2025-105, May.
• Daniel Pastorek & Peter Albrecht, 2025, "Risk Without Reward? The Introduction of Bitcoin Spot ETFs," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2025-99, Mar.
• Paola Galfrascoli & Gianna Serafina Monti & Elisa Ossola, 2025, "The greenness of European Green Bonds," Working Papers, University of Milano-Bicocca, Department of Economics, number 556, Jul.
• Elisa Ossola & Irina Trifan, 2025, "The Risk Premia from the European Equity Market: An application of the Three-Pass Estimation Methodology," Working Papers, University of Milano-Bicocca, Department of Economics, number 565, Dec.
• Tomohiro Hirano & Alexis Akira Toda, 2025, "Unbalanced growth and land overvaluation," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, volume 122, issue 14, pages 2423295122-, April, DOI: 10.1073/pnas.2423295122.
• Roberto Ercegovac & Tea Šestanović & Mario Pečarić, 2025, "ECB quantitative tightening: Euribor-Overnight Index Swap spread and transmission mechanism efficiency," Bank i Kredyt, Narodowy Bank Polski, volume 56, issue 2, pages 163-184.
• Piotr Mielus, 2025, "The shaping channels of the currency swap prices on the PLN market," Bank i Kredyt, Narodowy Bank Polski, volume 56, issue 5, pages 593-612.
• Robert Novy-Marx & Mihail Z. Velikov, 2025, "AI-Powered (Finance) Scholarship," NBER Working Papers, National Bureau of Economic Research, Inc, number 33363, Jan.
• Söhnke M. Bartram & Mark Grinblatt & Yan Xu, 2025, "Monetary Policy Predicts Currency Movements," NBER Working Papers, National Bureau of Economic Research, Inc, number 33423, Jan.
• Hee Seo Han & David Hirshleifer & Jinfei Sheng & Zheng Sun, 2025, "Trading in Twilight: Sleep, Mental Alertness, and Stock Market Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 33477, Feb.
• Steven J. Davis & Dingqian Liu & Xuguang Simon Sheng & Yan Wang, 2025, "Policy Interventions and China’s Stock Market in the Early Stages of the COVID-19 Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 33485, Feb.
• Ravi Jagannathan & Iwan Meier & Valeri Sokolovski, 2025, "Dirty Business: Transition Risk of Factor Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 33535, Feb.
• Ignacio González & Juan A. Montecino & Joseph E. Stiglitz, 2025, "Equity Prices, Market Power, and Optimal Corporate Tax Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 33544, Mar.
• Campbell R. Harvey & Michele G. Mazzoleni & Alessandro Melone, 2025, "The Unintended Consequences of Rebalancing," NBER Working Papers, National Bureau of Economic Research, Inc, number 33554, Mar.
• Mikhail Chernov & Bryan T. Kelly & Semyon Malamud & Johannes Schwab, 2025, "A Test of the Efficiency of a Given Portfolio in High Dimensions," NBER Working Papers, National Bureau of Economic Research, Inc, number 33565, Mar.
• Robert Novy-Marx & Mamdouh Medhat, 2025, "Profitability Retrospective: What Have We Learned?," NBER Working Papers, National Bureau of Economic Research, Inc, number 33601, Mar.
• Roberto Gomez Cram & Howard Kung & Hanno Lustig, 2025, "Can Treasury Markets Add and Subtract?," NBER Working Papers, National Bureau of Economic Research, Inc, number 33604, Mar.
• Toomas Laarits & Jeffrey Wurgler, 2025, "The Research Behavior of Individual Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 33625, Mar.
• Xavier Gabaix & Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2025, "Asset Embeddings," NBER Working Papers, National Bureau of Economic Research, Inc, number 33651, Apr.
• Roberto Gomez Cram & Howard Kung & Hanno Lustig & David Zeke, 2025, "Fiscal Redistribution Risk in Treasury Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 33769, May.
• Narayana R. Kocherlakota, 2025, "Public Debt Bubbles, Liquidity, and Risk: Policy Assessments Based on the Zero-Beta Interest Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 33897, Jun.
• Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2025, "Convenience Lost," NBER Working Papers, National Bureau of Economic Research, Inc, number 33940, Jun.
• Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer, 2025, "Unpriced Risks: Rethinking Cross-Sectional Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34009, Jul.
• John B. Donaldson & Hyung Seok E. Kim & Rajnish Mehra, 2025, "Wealth Inequality, Labor Market Arrangements and the Secular Decline in the Real Interest Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 34016, Jul.
• Max Miller & James D. Paron & Jessica Wachter, 2025, "Sovereign Default and the Decline in Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 34021, Jul.
• Patrick Luo & Enrichetta Ravina & Marco C. Sammon & Luis M. Viceira, 2025, "Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 34086, Aug.
• Stefan Nagel, 2025, "Seemingly Virtuous Complexity in Return Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 34104, Aug.
• Isaiah Andrews & Maryam Farboodi, 2025, "Do Markets Believe in Transformative AI?," NBER Working Papers, National Bureau of Economic Research, Inc, number 34243, Sep.
• Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang, 2025, "Nature and Biodiversity Loss: A Research Agenda for Financial Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 34286, Sep.
• John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2025, "Bond-Stock Comovements," NBER Working Papers, National Bureau of Economic Research, Inc, number 34323, Oct.
• Jasmina Hasanhodzic & Laurence J. Kotlikoff, 2025, "“No One Can Borrow” – Reassessing the “Junior Can’t Borrow” Equity-Premium Puzzle Resolution," NBER Working Papers, National Bureau of Economic Research, Inc, number 34328, Oct.
• Teng Liu & Brook Constantz & Galina Hale & Michael Beck, 2025, "Financial Value of Nature: Coastal Housing Markets, Mangroves, and Climate Resilience," NBER Working Papers, National Bureau of Economic Research, Inc, number 34329, Oct.
• Tarek Alexander Hassan & Thomas M. Mertens & Jingye Wang & Tony Zhang, 2025, "Trade War and the Dollar Anchor," NBER Working Papers, National Bureau of Economic Research, Inc, number 34332, Oct.
• Monika Piazzesi, 2025, "Housing Betas," NBER Working Papers, National Bureau of Economic Research, Inc, number 34335, Oct.
• Alexandra M. Tabova & Francis E. Warnock, 2025, "Exorbitant Changes in Three Parts," NBER Working Papers, National Bureau of Economic Research, Inc, number 34372, Oct.
• Narayana R. Kocherlakota, 2025, "Log-Linear Relative Asset Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 34395, Oct.
• Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2025, "The Austerity Threshold," NBER Working Papers, National Bureau of Economic Research, Inc, number 34397, Oct.
• William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2025, "GDP Growth Expectations and Cash-flow Risk Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 34402, Oct.
• Mai C. Dao & Pierre-Olivier Gourinchas & Oleg Itskhoki, 2025, "Breaking Parity: Equilibrium Exchange Rates and Currency Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 34443, Nov.
• Eduardo Dávila & Cecilia Parlatore & Ansgar Walther, 2025, "Probability Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34448, Nov.
• Lars A. Lochstoer & Stig R. H. Lundeby & Zhaneta K. Tancheva, 2025, "Present Bias and Discount Rate Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 34453, Nov.
• Johannes Beutel & Michael Weber, 2025, "Beliefs and Portfolios: Causal Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 34489, Nov.
• Chuck Fang & Itay Goldstein, 2025, "Target Allocation Funds, Strategic Complementarities, and Market Fragility," NBER Working Papers, National Bureau of Economic Research, Inc, number 34509, Nov.
• Clemens Sialm & David X. Xu, 2025, "Information Acquisition By Mutual Fund Investors: Evidence from Stock Trading Suspensions," NBER Working Papers, National Bureau of Economic Research, Inc, number 34520, Nov.
• Fefelov, D. & Rogova, E. & Vukovic, D., 2025, "Assessing the financial interconnectedness between China and Russia: A dynamic approach," Journal of the New Economic Association, New Economic Association, volume 67, issue 2, pages 110-137, DOI: 10.31737/22212264_2025_2_110-137.
• Fika Fitriasari & Noor Azryani Auzairy & Ruzita Abdul Rahim & Hafizah Omar Zaki, 2025, "A Bibliometric Analysis of Stock Trading Research: Unveiling Publication Trends and Future Direction," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 961-989, Desember.
• Peter BAGDACS, 2025, "Integrated Controlling Approaches And Their Impact On Working Capital Efficiency And Corporate Profitability," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 34, issue 1, pages 309-321, July.
• Anisha Ghosh & Christian Julliard & Alex P Taylor, 2025, "An Information-Theoretic Asset Pricing Model," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 1, pages 499-547.
• Hasan Fallahgoul & Loriano Mancini & Stoyan Stoyanov, 2025, "An L-Moment Approach for Portfolio Choice under Non-Expected Utility," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 297-297.
• Qiang Chen & Yu Han & Ying Huang & George J Jiang, 2025, "Jump Risk Implicit in Options Market," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 9-47.
• Jose Gonzalo Rangel, 2025, "FX Comovements and Their Economic Determinants," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 4042-4064.
• Pascal Letourneau & Lars Stentoft, 2025, "Efficient Pricing and Model Calibration With Large Panels of Options," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 5, pages 1-019..
• Gerhard Kling & Yuen C Lo & Victor Murinde & Ulrich Volz, 2025, "Climate vulnerability and the cost of debt," Oxford Open Economics, Oxford University Press, volume 4, issue , pages 1-003..
• Adam Copeland & Darrell Duffie & Yilin (David) Yang, 2025, "Reserves Were Not So Ample After All," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 140, issue 1, pages 239-281.
• Hongye Guo & Jessica A Wachter, 2025, "“Superstitious” Investors," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 1, pages 1-45.
• Fabio Braggion & Joost Driessen & Lyndon Moore, 2025, "The Cross-Section of Stock Returns Around the World in the Early Twentieth Century," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 1, pages 46-73.
• Jinfei Sheng, 2025, "Asset Pricing in the Information Age: Employee Expectations and Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 1, pages 74-101.
• George M Constantinides, 2025, "Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 2, pages 103-120.
• Antonio Diez de los Rios, 2025, "A Portfolio-Balance Model of Inflation and Yield Curve Determination," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 2, pages 121-161.
• Karsten Müller & Simon N M Schmickler, 2025, "Interacting Anomalies," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 2, pages 162-216.
• Darwin Choi & Wenxi Jiang & Chao Zhang, 2025, "Alpha Go Everywhere: Machine Learning and International Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 3-4, pages 288-331.
• Mitsuru Katagiri & Junnosuke Shino & Koji Takahashi, 2025, "To Lend or Not to Lend: The Bank of Japan’s ETF Purchase Program and Securities Lending," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 3-4, pages 332-376.
• Louis Gagnon & Alexandre Jeanneret, 2025, "How Does Corporate Governance Affect Equity Volatility? Worldwide Evidence and Theory," The Review of Corporate Finance Studies, Society for Financial Studies, volume 14, issue 1, pages 166-203.
• Diogo Duarte & Özde Öztekin & Yuri F Saporito, 2025, "Capital Structure and the Yield Curve," The Review of Corporate Finance Studies, Society for Financial Studies, volume 14, issue 1, pages 85-124.
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2025, "The Geography of Investor Attention," The Review of Corporate Finance Studies, Society for Financial Studies, volume 14, issue 3, pages 752-803.
• Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2025, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," The Review of Economic Studies, Review of Economic Studies Ltd, volume 92, issue 4, pages 2502-2536.
• Andreas Johansson & Riccardo Sabbatucci & Andrea Tamoni, 2025, "Tradable Risk Factors for Institutional and Retail Investors," Review of Finance, European Finance Association, volume 29, issue 1, pages 103-139.
• Jungkyu Ahn, 2025, "Margin constraints and asset prices," Review of Finance, European Finance Association, volume 29, issue 1, pages 141-168.
• Amit Goyal & Narasimhan Jegadeesh & Avanidhar Subrahmanyam, 2025, "Empirical determinants of momentum: a perspective using international data," Review of Finance, European Finance Association, volume 29, issue 1, pages 241-273.
• Tomas Breach & Thomas B King, 2025, "Securities financing and asset markets: new evidence," Review of Finance, European Finance Association, volume 29, issue 1, pages 33-73.
• Sanghyun Hong & Xiaopeng Wei, 2025, "Blockbuster or bust? Silver screen effect and stock returns," Review of Finance, European Finance Association, volume 29, issue 2, pages 603-632.
• Jiayin Hu & Laura Xiaolei Liu & Chloe Yue Liu & Hao Qu & Yingguang Zhang, 2025, "CEO turnover, sequential disclosure, and stock returns," Review of Finance, European Finance Association, volume 29, issue 3, pages 887-921.
• Brad Cannon & John Lynch, 2025, "Return extrapolation and dividends," Review of Finance, European Finance Association, volume 29, issue 4, pages 1009-1042.
• Viet-Dung Doan, 2025, "Exchange-traded funds and transparency in over-the-counter markets," Review of Finance, European Finance Association, volume 29, issue 4, pages 1043-1065.
• Bastian von Beschwitz & Pekka Honkanen & Daniel Schmidt, 2025, "Passive ownership and short selling," Review of Finance, European Finance Association, volume 29, issue 4, pages 1137-1188.
• Alessandro Moro & Andrea Zaghini, 2025, "The green sin: how exchange rate volatility and financial openness affect green premia," Review of Finance, European Finance Association, volume 29, issue 4, pages 1189-1217.
• Christoph Merkle & Michael Ungeheuer, 2025, "Beliefs about beta: upside participation and downside protection," Review of Finance, European Finance Association, volume 29, issue 5, pages 1397-1436.
• Di Wu, 2025, "A disaster explanation of equity term structures," Review of Finance, European Finance Association, volume 29, issue 5, pages 1437-1465.
• Marianne Andries & Thomas M Eisenbach & R Jay Kahn & Martin C Schmalz, 2025, "The term structure of the price of variance risk," Review of Finance, European Finance Association, volume 29, issue 6, pages 1699-1720.

2024

• Peter J. Zeitsch, 2024, "Convertible Bond Arbitrage Smart Beta," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 1, pages 159-192, January, DOI: 10.1007/s10614-022-10335-6.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2024, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 3, pages 1775-1801, September, DOI: 10.1007/s10614-023-10490-4.
• David Alaminos & María Belén Salas & Manuel A. Fernández-Gámez, 2024, "High-Frequency Trading in Bond Returns: A Comparison Across Alternative Methods and Fixed-Income Markets," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 4, pages 2263-2354, October, DOI: 10.1007/s10614-023-10502-3.
• Kamyr Gomes Souza & Flavio Barboza & Daniel Vitor Tartari Garruti, 2024, "A Discourse Analysis of Tweets and Its Implications for Cryptocurrency Prices and Trade Volumes," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 4, pages 2355-2383, October, DOI: 10.1007/s10614-023-10504-1.
• Aykut Ekinci & Safa Sen, 2024, "Forecasting Bank Failure in the U.S.: A Cost-Sensitive Approach," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3161-3179, December, DOI: 10.1007/s10614-023-10537-6.
• Rosa Drift & Jan Haan & Peter Boelhouwer, 2024, "Forecasting House Prices through Credit Conditions: A Bayesian Approach," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3381-3405, December, DOI: 10.1007/s10614-023-10542-9.
• Quang Khai Nguyen, 2024, "Globalization, credit information sharing and financial stability in developing countries," Economic Change and Restructuring, Springer, volume 57, issue 6, pages 1-21, December, DOI: 10.1007/s10644-024-09839-y.
• Bogdan Dima & Ștefana Maria Dima, 2024, "The non-linear impact of monetary policy on shifts in economic policy uncertainty: evidence from the United States of America," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 3, pages 755-781, August, DOI: 10.1007/s10663-024-09618-y.
• Stan Olijslagers & Sweder Wijnbergen, 2024, "Discounting the Future: On Climate Change, Ambiguity Aversion and Epstein–Zin Preferences," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 87, issue 3, pages 683-730, March, DOI: 10.1007/s10640-023-00832-z.
• Pi-Yun Yang & Dun-Yao Ke & Kai-Chien Chen & Thi Bao Ngoc Nguyen, 2024, "Foreign versus domestic institutional ownership and stock price synchronicity in Taiwan," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 2, pages 239-263, June, DOI: 10.1007/s11408-023-00441-2.
• Antoine Giannetti, 2024, "A simple test of misspecification for linear asset pricing models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 3, pages 305-330, September, DOI: 10.1007/s11408-024-00445-6.
• Joon Chul James Ahn & Dragos Gorduza & Seonho Park, 2024, "Hidden neighbours: extracting industry momentum from stock networks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 4, pages 415-441, December, DOI: 10.1007/s11408-024-00455-4.
• Zhengnan Yin & Niall O’Sullivan & Meadhbh Sherman, 2024, "The performance of asset allocation mutual funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 4, pages 465-514, December, DOI: 10.1007/s11408-024-00457-2.
• Trevor W. Chamberlain & Zehua Zhang & Ran Zhao & Lu Zhu, 2024, "ESG Performance and Corporate Bond Volatility," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 30, issue 2, pages 219-221, May, DOI: 10.1007/s11294-024-09893-2.
• Monika Sywak & Carolyne C. Soper, 2024, "Trump versus Biden: A Driver of Abnormal Returns?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 30, issue 4, pages 445-447, November, DOI: 10.1007/s11294-024-09913-1.
• Avis Devine & Isabelle Jolin & Nils Kok & Erkan Yönder, 2024, "How Gender Diversity Shapes Cities: Evidence from Risk Management Decisions in REITs," Journal of Business Ethics, Springer, volume 189, issue 4, pages 723-741, February, DOI: 10.1007/s10551-023-05563-1.
• Leyuan You, 2024, "The Impact of Social Norms of Responsibility on Corporate Social Responsibility Short Title: The Impact of Social Norms of Responsibility on Corporate Social Responsibility," Journal of Business Ethics, Springer, volume 190, issue 2, pages 309-326, March, DOI: 10.1007/s10551-023-05417-w.
• Dharmendra Naidu & Kumari Ranjeeni, 2024, "Shhh… Do Gender-Diverse Boards Prioritize Product Market Concerns Over Capital Market Incentives?," Journal of Business Ethics, Springer, volume 193, issue 1, pages 235-257, August, DOI: 10.1007/s10551-023-05553-3.
• Daisuke Miyakawa & Chihiro Shimizu & Iichiro Uesugi, 2024, "Do Foreign Buyers Pay More Than Domestic Buyers? Evidence from International Transaction-Level Data," The Journal of Real Estate Finance and Economics, Springer, volume 68, issue 3, pages 394-424, April, DOI: 10.1007/s11146-022-09937-6.
• Spencer J. Couts, 2024, "How do Non-Core Allocations Affect the Risk and Returns of Private Real Estate Funds?," The Journal of Real Estate Finance and Economics, Springer, volume 68, issue 4, pages 715-748, May, DOI: 10.1007/s11146-022-09886-0.
• Bing Zhu & Colin Lizieri, 2024, "Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns?," The Journal of Real Estate Finance and Economics, Springer, volume 69, issue 4, pages 682-718, November, DOI: 10.1007/s11146-022-09890-4.
• Haoyu Gao & Fukang Chen & Yiling Ouyang, 2024, "The impacts of political uncertainty on public financing costs: evidence from anti-corruption investigations in China," Public Choice, Springer, volume 198, issue 1, pages 69-91, January, DOI: 10.1007/s11127-023-01111-7.
• Yuecai Han & Fengtong Zhang, 2024, "Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility," Review of Derivatives Research, Springer, volume 27, issue 1, pages 37-53, April, DOI: 10.1007/s11147-023-09198-2.
• Haitham A. Al-Zoubi, 2024, "An affine model for short rates when monetary policy is path dependent," Review of Derivatives Research, Springer, volume 27, issue 2, pages 151-201, July, DOI: 10.1007/s11147-024-09202-3.
• Sharif Mozumder & Bakhtear Talukdar & M. Humayun Kabir & Bingxin Li, 2024, "Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 1, pages 97-133, January, DOI: 10.1007/s11156-023-01195-8.
• Jang-Chul Kim & Kaun Y. Lee & Ha-Chin Yi, 2024, "Liquidity difference between non-U.S. and U.S. IPOs on the NYSE listings," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 1, pages 365-387, January, DOI: 10.1007/s11156-023-01204-w.
• Rilwan Sakariyahu & Audrey Paterson & Eleni Chatzivgeri & Rodiat Lawal, 2024, "Chasing noise in the stock market: an inquiry into the dynamics of investor sentiment and asset pricing," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 1, pages 135-169, January, DOI: 10.1007/s11156-023-01214-8.
• Chuang-Chang Chang & Hsiao-Wei Ho & Henry Hongren Huang & Yildiray Yildirim, 2024, "A reduced-form model for lease contract valuation with embedded options," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 2, pages 841-864, February, DOI: 10.1007/s11156-023-01222-8.
• Shu Zhang & Peimin Chen & Chunchi Wu, 2024, "Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 3, pages 911-951, April, DOI: 10.1007/s11156-023-01229-1.
• Zhe Shen & Haili Li & Norvald Instefjord & Xinming Liu, 2024, "Audit committee equity incentives and stock price crash risk," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 3, pages 1145-1190, April, DOI: 10.1007/s11156-023-01233-5.
• Shibo Bian & Iftekhar Hasan & Xunxiao Wang & Zhipeng Yan, 2024, "Do markets value manager-investor interaction quality? Evidence from IPO returns," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 2, pages 599-632, August, DOI: 10.1007/s11156-024-01267-3.
• Jungshik Hur & Qing Yang, 2024, "The role of dividends and investor sentiment in the relation between idiosyncratic risk and expected returns," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 807-827, October, DOI: 10.1007/s11156-023-01156-1.
• Chuxuan Xiao & Winifred Huang & David P. Newton, 2024, "Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 979-1006, October, DOI: 10.1007/s11156-024-01279-z.
• Jonathan Fletcher, 2024, "AN examination of linear factor models in U.K. stock returns in the presence of dynamic trading," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 1121-1147, October, DOI: 10.1007/s11156-024-01286-0.
• Shigenori SHIRATSUKA, 2024, "What Does the Yield Curve Control Policy Do?," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2024-002, Feb.
• Takuma Kunieda & Akihisa Shibata, 2024, "Insurance against Aggregate Shocks," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 267, Apr.
• Takeo Hori & Ryonghun Im & Hiroshi Nakaota, 2024, "Bubbly fundamentals," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 278, Sep, revised Mar 2025.
• Takács, András, 2024, "A tőkestruktúra és a piaci érték közötti kapcsolat a hazai kis- és középvállalati szektorban
  [The relationship between capital structure and market value in the domestic small and medium-sized enterprise sector]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 915-929, DOI: 10.18414/KSZ.2024.9.915.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024, "Mental Models of the Stock Market," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 23-07, Nov.
• Takuma Kunieda & Akihisa Shibata, 2024, "Insurance against Aggregate Shocks," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1102, Apr.
• Thorsten Hens & Ester Trutwin, 2024, "Modelling Sustainable Investing in the CAPM," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1104, Apr.
• Antonio Rafael Rodríguez Abraham, 2024, "Effects of Inflation-Targeting Monetary Policy on Stock Market Returns," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 102, pages 203-235, November, DOI: 10.17533/udea.le.n102a354263.
• Tanweer Akram & Khawaja Mamun, 2024, "Interest Rate Dynamics: An Examination of Mainstream and Keynesian Empirical Studies," Economics Working Paper Archive, Levy Economics Institute, number wp_1043, Feb.
• Tanweer Akram & Shahida Pervin, 2024, "Empirical Models of Chinese Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1044, Feb.
• Tanweer Akram & Mahima Yadav, 2024, "An Empirical Analysis of Swedish Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1048, Apr.
• Tanweer Akram & Khawaja Mamun, 2024, "Euro Interest Rate Swap Yields: Some ARDL Models," Economics Working Paper Archive, Levy Economics Institute, number wp_1051, May.
• Eric Tymoigne, 2024, "The Origins of the Platonic Approach to Monetary Systems: Retracing European and Chinese Monetary Thoughts on Chartalism, Nominalism, and the Origins of Monetary Systems," Economics Working Paper Archive, Levy Economics Institute, number wp_1058, Nov.
• Tanweer Akram & Khawaja Mamun, 2024, "Macro-Financial Models of Canadian Dollar Interest Rate Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1072, Dec.
• Rokas Kaminskas & Linas JurkÅ¡as, 2024, "Waves Across the Atlantic: How Macro Releases Ripple Through Euro Area Markets," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 38, Oct.