Research classified by Journal of Economic Literature (JEL) codes

2025

• Aracely Sánchez-Serna & Alba-Rocío Carvajal-Sandoval & Elmer-Adrian Camacho-Zabala & Milton-Januario Rueda-Varon, 2025, "Cálculo de pérdidas crediticias esperadas en escenarios de incertidumbre para el sector real
  [Calculation of Expected Credit Losses in Uncertain Scenarios for the Real Sector]," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-26, August, DOI: 10.14718/revfinanzpolitecon.v17.202.
• Luis Enrique Cayatopa-Rivera & Héctor Javier Bendezú-Jiménez, 2025, "Stock market interrelationships in the Latin American Integrated Market (MILA): a VAR approach to short-term dynamics (2015–2022)," Revista Tendencias, Universidad de Narino, volume 26, issue 02, pages 136-161, July, DOI: 10.22267/rtend.2526.
• Bartram, Söhnke & Grinblatt, Mark & Xu, Yan, 2025, "Monetary Policy Predicts Currency Movements," CEPR Discussion Papers, Centre for Economic Policy Research, number 19881, Jan.
• Atkeson, Andy & Heathcote, Jonathan & Perri, Fabrizio, 2025, "Reconciling Macroeconomics and Finance for the U.S. Corporate Sector: 1929 to Present," CEPR Discussion Papers, Centre for Economic Policy Research, number 19910, Feb.
• Bruneel, Christophe & Chapelle, Guillaume & Eymeoud, Jean Benoit & Wasmer, Etienne, 2025, "Housing Prices Propagation: A Theory of Spatial Interactions," CEPR Discussion Papers, Centre for Economic Policy Research, number 19956, Feb.
• D'Andrea, Angelo & Fabiani, Andrea & Piersanti, Fabio Massimo & Segura, Anatoli, 2025, "Inflation, Leverage and Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 19966, Feb.
• D'Ercole, Francesco & Wagner, Alexander F. & Yamada, Kazuo, 2025, "Investor Repricing of Chronic Undervaluation: Evidence from the Tokyo Stock Exchange Capital Efficiency Initiative," CEPR Discussion Papers, Centre for Economic Policy Research, number 19971, Feb.
• Chernov, Mikhail & Kelly, Bryan & Malamud, Semyon & Schwab, Johannes, 2025, "A Test of the Efficiency of a Given Portfolio in High Dimensions," CEPR Discussion Papers, Centre for Economic Policy Research, number 19999, Mar.
• Hambel, Christoph & van der Ploeg, Frederick, 2025, "Policy Transition Risk, Carbon Premiums, and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 20005, Mar.
• Chen, Zhang-Hangjian & Derwall, Jeroen & Gao, Xiang & Koedijk, Kees, 2025, "Does Biodiversity Risk Matter to Capital Markets? New Evidence from China," CEPR Discussion Papers, Centre for Economic Policy Research, number 20066, Mar.
• Liao, Yuan & Ma, Xinjie & Neuhierl, Andreas & Schilling, Linda, 2025, "The Uncertainty of Machine Learning Predictions in Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 20080, Mar.
• Gabaix, Xavier & Koijen, Ralph & Richmond, Robert & Yogo, Motohiro, 2025, "Asset Embeddings," CEPR Discussion Papers, Centre for Economic Policy Research, number 20082, Mar.
• Ceccarelli, Marco & Ramelli, Stefano & Vasileva, Anna & Wagner, Alexander F., 2025, "Socially Responsible Investing in the Political Context," CEPR Discussion Papers, Centre for Economic Policy Research, number 20123, Apr.
• Adrian, Tobias & Fleming, Michael J. & Nikolaou, Kleopatra, 2025, "US Treasury Market Functioning from the GFC to the Pandemic," CEPR Discussion Papers, Centre for Economic Policy Research, number 20125, Apr.
• Piatti, Ilaria & Shapiro, Joel & Wang, Xuan, 2025, "Sustainable Investing and Public Goods Provision," CEPR Discussion Papers, Centre for Economic Policy Research, number 20133, Apr.
• Bahaj, Saleem & Czech, Robert & Ding, Sitong & Reis, Ricardo, 2025, "The Market for Inflation Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 20157, Apr.
• Hou, Ai Jun & Sarno, Lucio & Ye, Xiaoxia, 2025, "The Trade Imbalance Network and Currency Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 20163, Apr.
• Hendershott, Terrence & Li, Dan & Livdan, Dmitry & Schürhoff, Norman & Venkataraman, Kumar, 2025, "Quote Competition in Corporate Bonds," CEPR Discussion Papers, Centre for Economic Policy Research, number 20205, May.
• Massacci, Daniele & Sarno, Lucio & Trapani, Lorenzo, 2025, "Factor Models of Asset Returns and Bear Market Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 20294, May.
• Dick-Nielsen, Jens & Feldhütter, Peter & Lando, David, 2025, "The Financial Premium," CEPR Discussion Papers, Centre for Economic Policy Research, number 20307, May.
• Garel, Alexandre & Romec, Arthur & Sautner, Zacharias & Wagner, Alexander F., 2025, "Firm-Level Nature Dependence," CEPR Discussion Papers, Centre for Economic Policy Research, number 20384, Jun.
• Gjerde, Snorre & Sautner, Zacharias & Wagner, Alexander F. & Wegerich, Alexis, 2025, "Corporate Nature Risk Perceptions," CEPR Discussion Papers, Centre for Economic Policy Research, number 20385, Jun.
• Gormsen, Niels & Huber, Kilian & Oh, Sangmin S., 2025, "Climate Capitalists," CEPR Discussion Papers, Centre for Economic Policy Research, number 20406, Jul.
• Aldasoro, Inaki & Hördahl, Peter & Schrimpf, Andreas & Zhu, Sonya, 2025, "Predicting Financial Market Stress with Machine Learning," CEPR Discussion Papers, Centre for Economic Policy Research, number 20439, Jul.
• Guarino, Antonio & Jehiel, Philippe & Symons-Hicks, James, 2025, "Q-Learning and Algorithmic Market Making: Loss-free, Collusive, or Competitive Prices?," CEPR Discussion Papers, Centre for Economic Policy Research, number 20461, Jul.
• Crosignani, Matteo & Osambela, Emilio & Pritsker, Matt, 2025, "Understanding the Pricing of Carbon Emissions: New Evidence from the Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 20531, Aug.
• Guarino, Antonio & Wang, Gang & Yu, Yang, 2025, "Extrapolation and Rational Inattention: Evidence from Chinese Mutual Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 20533, Aug.
• Cho, Thummim & Grotteria, Marco & Kremens, Lukas & Kung, Howard, 2025, "The Present Value of Future Market Power," CEPR Discussion Papers, Centre for Economic Policy Research, number 20540, Aug.
• Barrios, John & Neuhierl, Andreas & Schilling, Linda, 2025, "Accounting Under Pressure: How Accounting Rules Shape Bond Prices and Firm Investment Post Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 20565, Aug.
• Li, Junye & Sarno, Lucio & Zinna, Gabriele, 2025, "Skewness Risk Premia and the Cross-Section of Currency Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 20587, Aug.
• Jiao, Peiran & Koedijk, Kees & Xu, Yilong, 2025, "Green Premium or Brown Discount? Evidence from Experimental Asset Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 20646, Sep.
• Ayalasomayajula, Madhushree & Jondeau, Eric, 2025, "The Dual Strategy of Exclusion and Engagement: Impact on Asset Prices and Green Transition," CEPR Discussion Papers, Centre for Economic Policy Research, number 20655, Sep.
• Corsetti, Giancarlo & Lloyd, Simon & Marin, Emile & Ostry, Daniel, 2025, "U.S. Risk and Treasury Convenience," CEPR Discussion Papers, Centre for Economic Policy Research, number 20657, Sep.
• Liu, Teng & Constantz, Brook & Hale, Galina & Beck, Michael, 2025, "Financial Value of Nature: Coastal Housing Markets, Mangroves, and Climate Resilience," CEPR Discussion Papers, Centre for Economic Policy Research, number 20684, Sep.
• Schmeling, Maik & Schrimpf, Andreas & Todorov, Karamfil, 2025, "Crypto Carry," CEPR Discussion Papers, Centre for Economic Policy Research, number 20719, Oct.
• Mavus Kutuk, Merve & van Wijnbergen, Sweder, 2025, "Carry Trade and Currency Crash Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 20745, Oct.
• Adrian, Tobias & Mosk, Benjamin & Wu, Jason, 2025, "The Future of AI in Capital Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 20748, Oct.
• Dao, Mai Chi & Gourinchas, Pierre-Olivier & Itskhoki, Oleg, 2025, "Breaking Parity: Equilibrium Exchange Rates and Currency Premia," CEPR Discussion Papers, Centre for Economic Policy Research, number 20792, Oct.
• Chambers, David & Dimson, Elroy & Ilmanen, Antti & Rintamäki, Paul, 2025, "Long-Run Asset Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 20800, Oct.
• Genc, Egemen & Moench, Emanuel & Pazarbasi, Altan, 2025, "Reaching for Beta," CEPR Discussion Papers, Centre for Economic Policy Research, number 20812, Nov.
• Panizza, Ugo & Shi, Shuyang & Weder di Mauro, Beatrice & Gulati, Mitu, 2025, "The Sovereign Greenium: Big Promise but Small Price Effect," CEPR Discussion Papers, Centre for Economic Policy Research, number 20817, Nov.
• Menkveld, Albert J., 2025, "Equilibrium VIX in Inelastic Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 20834, Nov.
• Feldhütter, Peter & Lundén, Felix Akilles, 2025, "Which Market Leads Price Discovery? New Conclusions from a New Test," CEPR Discussion Papers, Centre for Economic Policy Research, number 20898, Dec.
• Edmans, Alex, 2025, "The End of DEI," CEPR Discussion Papers, Centre for Economic Policy Research, number 20914, Dec.
• Dew-Becker, Ian & Giglio, Stefano & Molavi, Pooya, 2025, "Learning and the Emergence of Nonlinearity in Financial Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 20923, Dec.
• Dao, Mai Chi & Gourinchas, Pierre-Olivier, 2025, "Covered Interest Parity in Emerging Markets: Measurement and Drivers," CEPR Discussion Papers, Centre for Economic Policy Research, number 20927, Dec.
• Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2025, "Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion," CEPR Discussion Papers, Centre for Economic Policy Research, number 20932, Dec.
• Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2025, "Transitory and permanent components of exchange rate volatility: Further evidence from causality tests," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 3, issue 7, pages 1-20, Enero.
• Xiaowen Wang, 2025, "Inattentive Capital Investment with Nonconvex Costs," Annals of Economics and Finance, Society for AEF, volume 26, issue 1, pages 389-413, May.
• Heping Xiong & Chao Tang & Jianhui Cao & Haitao Zhang, 2025, "A New Four-factor Model for the Chinese Stock Market," Annals of Economics and Finance, Society for AEF, volume 26, issue 2, pages 853-890, November.
• Bartram, Söhnke M. & Grinblatt, Mark & Nozawa, Yoshio, 2025, "Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 3, pages 1185-1233, May.
• Ammer, John & Rogers, John & Wang, Gang & Yu, Yang, 2025, "Visible Hands: Professional Asset Managers’ Expectations and the Stock Market in China," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 5, pages 2469-2499, August.
• Kubitza, Christian, 2025, "Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 6, pages 2997-3023, September.
• Ana Paula MARTINS, 2025, "Multivariate risk exposure: Risk-premium, optimal decisions and mean-variance implications," Journal of Economics and Political Economy, EconSciences Journals, volume 12, issue 1, pages 1-39, March.
• Alexandre Dmitriev & Qiaoxian He, 2025, "The Role of Composite Habits in Asset Prices and Business Cycles: A Bayesian Approach," Working Papers, University of Auckland, Economic Policy Center (EPC), number 024, Oct.
• Raphaelle G. Coulombe & James McNeil, 2025, "The term structure of interest rates in a noisy information model," Working Papers, Dalhousie University, Department of Economics, number daleconwp2025-01, Jul.
• Alexander Kriwoluzky & Christoph Schneider, 2025, "Bitcoin Is Not the New Gold," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 15, issue 9, pages 55-60.
• Alexander Kriwoluzky & Christoph Schneider, 2025, "Bitcoin ist nicht das neue Gold," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 92, issue 9, pages 119-124.
• Daniel Dimitrov, 2025, "Untangling Illiquidity: Optimal Asset Allocation with Private Asset Classes," Working Papers, DNB, number 827, Jan.
• Dylan Dunlop-Barrett, 2025, "Toward Paris-Aligned Sovereign Investment Portfolios: Utilizing Implied Temperature Rise as a Measure of Alignment," Working Papers, DNB, number 833, May.
• Dorinth van Dijk & Marc Francke & Yumei Wang, 2025, "The Dynamic Relationship between Delinquency Rates, Funding and Market Liquidity and Asset Prices in Private Commercial Real Estate Markets," Working Papers, DNB, number 835, May.
• Coqueret, Guillaume & Pérignon, Christophe, 2025, "Persistent Anomalies and Nonstandard Errors," HEC Research Papers Series, HEC Paris, number 1578, Jun, DOI: 10.2139/ssrn.5276723.
• Stolowy, Hervé & Zhao, Wuyang & Paugam, Luc & Madelaine, Alexandre, 2025, "Investors' Quantitative Disclosure: Target Prices by Short Sellers," HEC Research Papers Series, HEC Paris, number 1595, Nov, DOI: 10.2139/ssrn.5737798.
• Biais, Bruno & Mariotti, Thomas & Moinas, Sophie & Pouget, Sebastien, 2025, "Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation," HEC Research Papers Series, HEC Paris, number 1598, Nov, revised 08 Dec 2025, DOI: 10.2139/ssrn.5746849.
• Derrien, François & Hadjigavriel, Stavriana & Martin-Flores, Jose M. & Romec, Arthur, 2025, "Political Conflict and Corporate Policies: Evidence from the Basque Country," HEC Research Papers Series, HEC Paris, number 1600, Dec, revised 18 Dec 2025, DOI: 10.2139/ssrn.5838642.
• Biais, Bruno & Mariotti, Thomas & Pouget , Sebastien & Pouget, Sebastien, 2025, "Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation1," HEC Research Papers Series, HEC Paris, number 1620, Nov, revised 10 Mar 2026, DOI: 10.2139/ssrn.6388957.
• Domenech Palacios, Mar & Jančoková, Martina, 2025, "Challenges to the resilience of US corporate bond spreads," Economic Bulletin Boxes, European Central Bank, volume 3.
• Klass, Cajsa & Manu, Ana-Simona, 2025, "US financial conditions and their link to economic activity: the role of equity valuations," Economic Bulletin Boxes, European Central Bank, volume 4.
• Grothe, Magdalena & Manu, Ana-Simona & Tomov, Toma, 2025, "What’s behind the resilience of US equity prices – market structure, earnings expectations or equity risk premia?," Economic Bulletin Boxes, European Central Bank, volume 8.
• Broeders, Dirk & Dimitrov, Daniel & Verhoeven, Niek, 2025, "Climate-linked bonds," Working Paper Series, European Central Bank, number 3011, Jan.
• Andreeva, Desislava & Samarina, Anna & Faria, Lara Sousa, 2025, "Leverage actually: the impact on banks’ borrowing costs in euro area money markets," Working Paper Series, European Central Bank, number 3016, Feb.
• Fontana, Adele & Jarmulska, Barbara & Schwarz, Claudia & Scheid, Benedikt & Scheins, Christopher, 2025, "From flood to fire: is physical climate risk taken into account in banks’ residential mortgage rates?," Working Paper Series, European Central Bank, number 3036, Mar.
• Buchetti, Bruno & Bouteska, Ahmed & Harasheh, Murad & Santoni, Alessandro, 2025, "Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict," Working Paper Series, European Central Bank, number 3050, Apr.
• Hermes, Felix & Schmeling, Maik & Schrimpf, Andreas, 2025, "The international dimension of repo: five new facts," Working Paper Series, European Central Bank, number 3065, Jun.
• d'Avernas, Adrien & Vandeweyer, Quentin & Petersen, Damon, 2025, "The central bank’s balance sheet and treasury market disruptions," Working Paper Series, European Central Bank, number 3066, Jul.
• Ferrari Minesso, Massimo & Van Robays, Ine & Cassinis, Maria Giulia, 2025, "Supply shocks and inflation: timely insights from financial markets," Working Paper Series, European Central Bank, number 3096, Aug.
• Bonk, Alica Ida & Larkou, Chloe, 2025, "The macroeconomic impact of trade policy: a new identification approach," Working Paper Series, European Central Bank, number 3102, Aug.
• Domenech Palacios, Mar, 2025, "Firms’ risk and monetary transmission: revisiting the excess bond premium," Working Paper Series, European Central Bank, number 3118, Sep.
• Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2025, "Estimating the natural rate of interest in a macro-finance yield curve model," Working Paper Series, European Central Bank, number 3160, Dec.
• Hui, Xitong, 2025, "Asset prices, wealth inequality, and welfare: safe assets as a solution," Working Paper Series, European Central Bank, number 3162, Dec.
• Davis, Carter & Knupfer, Samuli & Kvaerner, Jens Soerlie & Dogan, Bahar Sen & Vokata, Petra, 2025, "Do Households Matter for Asset Prices?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-23, Mar.
• Kim, Jeong-Bon & Kim, Junwoo & Lee, Jay Junghun, 2025, "Earnings versus cash flows in equity valuation: Evidence from the COVID-19 crisis," Advances in accounting, Elsevier, volume 69, issue C, DOI: 10.1016/j.adiac.2025.100837.
• Choi, Sun-Yong & Kim, Jeong-Hoon, 2025, "A unified model of SABR and mean-reverting stochastic volatility for derivative pricing," Applied Mathematics and Computation, Elsevier, volume 507, issue C, DOI: 10.1016/j.amc.2025.129599.
• Dato, Prudence & Dioha, Michael & Hessou, Hélyoth & Houenou, Boris & Mukhaya, Brian & Okyere, Michael Adu & Odarno, Lily, 2025, "Computation of weighted average cost of capital (WACC) in the power sector for African countries and the implications for country-specific electricity technology cost," Applied Energy, Elsevier, volume 397, issue C, DOI: 10.1016/j.apenergy.2025.126333.
• Chen, Shaoling & Wu, Jun & Liang, Weijuan & Yang, Haisheng, 2025, "News shock, limited institutional attention and stock market response: Evidence from China," Journal of Asian Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.asieco.2025.101993.
• TRIPATHI, Nitya Nand & TIWARI, Aviral Kumar & LEE, Chi-Chuan, 2025, "Crude oil price shocks and idiosyncratic risk: Implications for business groups," Journal of Asian Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.asieco.2025.102007.
• Antico, Andrea & Bottazzi, Giulio & Giachini, Daniele, 2025, "Pricing anomalies in a general equilibrium model with biased learning," Journal of Behavioral and Experimental Finance, Elsevier, volume 45, issue C, DOI: 10.1016/j.jbef.2025.101027.
• Dumrongwong, Konpanas & Papangkorn, Suwongrat, 2025, "Happiness and IPO performance," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101044.
• Chang, Liang & Liang, Xiaojun & Tan, Na, 2025, "Tossed by the tides of emotion: The impact of online media sentiment on stock returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101045.
• Deng, Chao & Chen, Keyuan & Yu, Li & He, Yinxi & Hong, Yun & Jiang, Yanhui, 2025, "The asymmetric relationship between state media tone and the Chinese bond market during COVID-19: Evidence from a nonlinear ARDL model," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101048.
• Yahyaei, Hamid & Singh, Abhay & Smith, Tom, 2025, "How does the smart money feel? Hedge fund sentiment, returns, and the business cycle," Journal of Behavioral and Experimental Finance, Elsevier, volume 47, issue C, DOI: 10.1016/j.jbef.2025.101082.
• Davis, Douglas & Korenok, Oleg & Lightle, John, 2025, "The effects of public disclosures and information acquisition on price informativeness in a multi-attribute asset market," Journal of Behavioral and Experimental Finance, Elsevier, volume 47, issue C, DOI: 10.1016/j.jbef.2025.101084.
• Yang, Liu & Lee, Eunmi Tatum, 2025, "Why does good news increase stock price crash risk: An explanation based on the gambling channel," Journal of Behavioral and Experimental Finance, Elsevier, volume 47, issue C, DOI: 10.1016/j.jbef.2025.101089.
• Liu, Jie & Zhang, Jingru & Chen, Zhenshan, 2025, "The effect of stock market manipulation on investor behavioral bias," Journal of Behavioral and Experimental Finance, Elsevier, volume 47, issue C, DOI: 10.1016/j.jbef.2025.101090.
• Popova, Ivilina & Liu, Yifan & Yi, Ha-Chin, 2025, "Anchoring on safe haven: Russia–Ukraine war effects on the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, volume 48, issue C, DOI: 10.1016/j.jbef.2025.101122.
• Rezaee, Zabihollah & Homayoun, Saeid, 2025, "Reprint of: Key audit matters disclosures and informed traders," The British Accounting Review, Elsevier, volume 57, issue 1, DOI: 10.1016/j.bar.2025.101554.
• Lee, Sang Mook & Park, Jong Chool & Song, Hakjoon, 2025, "Reprint of: The capital market consequence of sustained abnormal Audit fees: Evidence from stock price crash risk," The British Accounting Review, Elsevier, volume 57, issue 1, DOI: 10.1016/j.bar.2025.101555.
• Chen, Wei & Dai, Lili & Fang, Xiaohua & Zhang, Wenjun, 2025, "Labor protection and stock price crash risk: Evidence from international equity markets," The British Accounting Review, Elsevier, volume 57, issue 3, DOI: 10.1016/j.bar.2023.101274.
• Foley, Sean & Hu, Xiaolu & Huang, Haozhi & Li, Jiang, 2025, "Should underwriters be trusted? Reducing agency costs through primary market supervision," The British Accounting Review, Elsevier, volume 57, issue 3, DOI: 10.1016/j.bar.2024.101510.
• Cumming, Douglas & Nguyen, My, 2025, "The impact of asset specificity on corporate tax avoidance: Do financial constraints and product market power matter?," The British Accounting Review, Elsevier, volume 57, issue 3, DOI: 10.1016/j.bar.2024.101515.
• Ghitti, Marco & Gianfrate, Gianfranco & Lopez-de-Silanes, Florencio & Spinelli, Marco, 2025, "What’s in a shade? The market relevance of green bonds’ external reviews," The British Accounting Review, Elsevier, volume 57, issue 5, DOI: 10.1016/j.bar.2023.101271.
• He, Guanming & Li, Zhichao & Yu, Ling & Zhou, Zhanqiang, 2025, "Does commercial reform embracing digital technologies mitigate stock price crash risk?," Journal of Corporate Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.jcorpfin.2025.102741.
• Grossmann, Axel & Ngo, Thanh, 2025, "The stock market reaction to bond refinancing issues with and without senior debt," Journal of Corporate Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.jcorpfin.2025.102746.
• Hearn, Bruce & Filatotchev, Igor & Goergen, Marc, 2025, "Dispersed ownership and asset pricing: An unpriced premium associated with free float," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102763.
• Cheng, Zhuo & Fang, Jing, 2025, "Financial distress and return: A finite mixture approach," Journal of Corporate Finance, Elsevier, volume 92, issue C, DOI: 10.1016/j.jcorpfin.2025.102779.
• Alves, Rómulo & Krüger, Philipp & van Dijk, Mathijs, 2025, "Drawing up the bill: Are ESG ratings related to stock returns around the world?," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102768.
• Schwenkler, G. & Zheng, H., 2025, "News-driven peer co-movement in crypto markets," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102772.
• Andreou, Panayiotis C. & Lambertides, Neophytos & Trigeorgis, Lenos & Tuneshev, Ruslan, 2025, "Customer orientation and stock resilience during adversity periods," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102780.
• Duong, Truong & Pi, Shaoting & Sapp, Travis R.A., 2025, "Betting on my enemy: Insider trading ahead of hedge fund 13D filings," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102794.
• Dong, Dayong & Jiang, Danling & Peng, Yuelin & Shen, Longmin & Zhu, Hongquan, 2025, "Intercity mentioning: Stock posts, city network, and firms," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102803.
• Khoo, Shee-Yee & Klein, Paul-Olivier, 2025, "Islamic bonds ratings and the price of risk," Journal of Corporate Finance, Elsevier, volume 93, issue C, DOI: 10.1016/j.jcorpfin.2025.102807.
• Campbell, John L. & Zheng, Xin & Zhou, Dexin, 2025, "Number of numbers: Does a greater proportion of quantitative textual disclosure reduce information risk?," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102813.
• Imerman, Michael B. & Ye, Xiaoxia & Zhao, Ran, 2025, "Voluntary disclosures and climate change uncertainty: Evidence from CDS premiums," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102831.
• John, Kose & Li, Jingrui, 2025, "Bitcoin price volatility: Effects of retail traders, illegal users, and sentiment," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102837.
• Cheng, Peter & Li, Lin & Tong, Wilson H.S. & Tsai, Chingfu, 2025, "The intangible shift: Redefining the dynamics of market-to-book ratios," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102850.
• Gholami, Amir & Elnahas, Ahmed, 2025, "The dark side of CEO inside debt: Evidence from stock price crash risk," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102860.
• Guo, Jiaqi & Han, Xing & Li, Kai & Li, Youwei, 2025, "The nexus of overnight trend and asset prices in China," Journal of Economic Dynamics and Control, Elsevier, volume 170, issue C, DOI: 10.1016/j.jedc.2024.104997.
• Draganac, Dragana & Lu, Kelin, 2025, "Pricing asset beyond financial fundamentals: The impact of prosocial preference and image concerns," Journal of Economic Dynamics and Control, Elsevier, volume 170, issue C, DOI: 10.1016/j.jedc.2024.105004.
• Peeters, Ronald & Veiga, Helena & Vorsatz, Marc, 2025, "An experimental analysis of contagion in financial markets," Journal of Economic Dynamics and Control, Elsevier, volume 171, issue C, DOI: 10.1016/j.jedc.2024.105033.
• Zhou, Ge, 2025, "Liquidity allocation and endogenous aggregate risks," Journal of Economic Dynamics and Control, Elsevier, volume 173, issue C, DOI: 10.1016/j.jedc.2025.105048.
• Di Francesco, Tommaso & Hommes, Cars, 2025, "Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach," Journal of Economic Dynamics and Control, Elsevier, volume 175, issue C, DOI: 10.1016/j.jedc.2025.105092.
• Frijns, Bart & Huynh, Thanh & Zwinkels, Remco C.J., 2025, "Expectation formation in financial markets: Heterogeneity and sentiment," Journal of Economic Dynamics and Control, Elsevier, volume 177, issue C, DOI: 10.1016/j.jedc.2025.105133.
• Galindo Gil, Hamilton, 2025, "The role of external habits and preference heterogeneity in the equity term structure," Journal of Economic Dynamics and Control, Elsevier, volume 178, issue C, DOI: 10.1016/j.jedc.2025.105157.
• Zhao, Zhiming & Chen, Wenjie & Luo, Pengfei, 2025, "Investment, capital structure and agency costs with write-down equity," Journal of Economic Dynamics and Control, Elsevier, volume 178, issue C, DOI: 10.1016/j.jedc.2025.105159.
• Wieles, Chamon & Kwakkel, Jan & Auping, Willem L. & van den End, J.W., 2025, "Scenario discovery to address deep uncertainty in monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 179, issue C, DOI: 10.1016/j.jedc.2025.105168.
• Galindo Gil, Hamilton & Mendoza Perez, Liu, 2025, "Dollarization hysteresis, inflation jumps, and fear of inflation," Journal of Economic Dynamics and Control, Elsevier, volume 180, issue C, DOI: 10.1016/j.jedc.2025.105194.
• Cartellier, Fanny & Tankov, Peter & Zerbib, Olivier David, 2025, "Can investors curb greenwashing?," Journal of Economic Dynamics and Control, Elsevier, volume 180, issue C, DOI: 10.1016/j.jedc.2025.105195.
• Forte, Santiago, 2025, "A simple nonparametric approach to pricing credit default swaps," Journal of Economic Dynamics and Control, Elsevier, volume 180, issue C, DOI: 10.1016/j.jedc.2025.105198.
• Yu, Junhong & Ruan, Xinfeng & Fan, Zheqi, 2025, "Merton (1976) implied jump," Journal of Economic Dynamics and Control, Elsevier, volume 180, issue C, DOI: 10.1016/j.jedc.2025.105199.
• Duan, Xinrui & Guo, Li & Li, Frank Weikai & Tu, Jun, 2025, "Do factor models capture both sentiment and limited attention?," Journal of Economic Dynamics and Control, Elsevier, volume 181, issue C, DOI: 10.1016/j.jedc.2025.105203.
• Nagy, Olivér & Neszveda, Gábor, 2025, "Assessing geopolitical risk: Sovereign CDS insights from the Russo-Ukrainian War," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1995-2006, DOI: 10.1016/j.eap.2025.02.027.
• Liu, Mengxun & Lin, Faqin & Feng, Fan & Xiong, Guang, 2025, "Sino-US trade friction and the firm value: Evidence from listed firms in China," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 978-987, DOI: 10.1016/j.eap.2025.04.016.
• He, Ruihong & Yang, Yingce & Guo, Junjie & Deng, Xiang, 2025, "Which macroprudential policy instruments is more effective? From the perspective of China's economic model," Economic Analysis and Policy, Elsevier, volume 87, issue C, pages 909-925, DOI: 10.1016/j.eap.2025.06.032.
• Wang, Zhenxin & Wang, Shaoping & Yan, Yayi & Xia, Yingcun, 2025, "Examining Chinese volume–volatility nexus: A regime-switching perspective," Economic Modelling, Elsevier, volume 144, issue C, DOI: 10.1016/j.econmod.2024.106983.
• Benchora, Inessa & Leroy, Aurélien & Raffestin, Louis, 2025, "Is monetary policy transmission green?," Economic Modelling, Elsevier, volume 144, issue C, DOI: 10.1016/j.econmod.2024.106992.
• Wu, Zhou & Yu, Muyao & Zeng, Tao & Zhang, Yonghui, 2025, "Efficient approximation of post-processing posterior predictive p value with economic applications," Economic Modelling, Elsevier, volume 146, issue C, DOI: 10.1016/j.econmod.2025.107023.
• Li, Lanyu & Liu, Hong & Yang, Qingshan, 2025, "Non-fundamental information disclosure and discretionary liquidity trading," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107038.
• Ciżkowicz, Piotr & Ledóchowski, Michał & Rzońca, Andrzej, 2025, "Fiscal policy and government bond yields: New evidence from the EU," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107054.
• Budras, Oliver & Dierkes, Maik & Sckade, Florian, 2025, "Localized risk factors: Performance differentials between state-level and US factor models," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107067.
• Chibane, Messaoud & Poncet, Patrice, 2025, "Housing rare disaster events and asset prices," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107070.
• Gebka, Bartosz, 2025, "Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?," Economic Modelling, Elsevier, volume 148, issue C, DOI: 10.1016/j.econmod.2025.107077.
• Sordi, Serena & Naimzada, Ahmad & Davila-Fernandez, Marwil J., 2025, "A dynamic model of real-financial markets interaction," Economic Modelling, Elsevier, volume 149, issue C, DOI: 10.1016/j.econmod.2025.107103.
• Berdiev, Urol, 2025, "What shapes greenium in bond markets? Evidence from Japan," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107159.
• Dimitriadis, Konstantinos A. & Koursaros, Demetris & Savva, Christos S., 2025, "Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107195.
• Figuerola-Ferretti, Isabel & Cueto, José Manuel & Márquez, Javier & Bermejo, Ramón, 2025, "Firm-level analysis of bubble formation in Chinese real estate equities," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107226.
• Wang, Hu & Lian, Yuanqiang & Shen, Hong, 2025, "Does the self-holding behavior of fund managers foster fund sustainable investment?," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107242.
• Lin, Wensheng & Wang, Xuewu, 2025, "Regime-dependent volatility spillover asymmetry in Shanghai and Hong Kong stock markets with forecasting and portfolio inferences," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107268.
• Isaenko, Sergey, 2025, "Liquidity premium and the shape of transaction costs," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107269.
• Wang, Weijia & Ni, He, 2025, "Financial connectedness in the digital age: The impact of regional FinTech development," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107290.
• Ma, Yong & Li, Shuaibing & Liu, Xiaojun, 2025, "Forecasting energy commodity returns: Can weak factors and nonlinearity help?," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107295.
• Zhu, Lin & Zang, Wenjiao, 2025, "Effect of operating leverage on stock price crash risk: Evidence from China," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107320.
• Ma, Yong & Li, Shuaibing & Zhou, Mingtao, 2025, "Twitter-based market uncertainty and global stock volatility predictability," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102256.
• Yan, Yu & Tong, Yan & Wang, Yiming, 2025, "Momentum mechanisms under heterogeneous beliefs," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102262.
• Vu, Thanh Nam & Lehkonen, Heikki & Junttila, Juha-Pekka & Lucey, Brian, 2025, "ESG investment performance and global attention to sustainability," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102287.
• Xiang, Youtao & Borjigin, Sumuya, 2025, "Hedge funds network and stock price crash risk," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102288.
• Lupu, Radu & Călin, Adrian Cantemir & Dumitrescu, Dan Gabriel & Lupu, Iulia, 2025, "Introducing a novel fragility index for assessing financial stability amid asset bubble episodes," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102291.
• Wen, Limin & Li, Junxue & Sheng, Jiliang & Zhang, Yi, 2025, "Active portfolio management in the face of ESG uncertainty: An agile framework for adaptive investment strategies," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102295.
• Li, Jinfang, 2025, "Higher order expectations, learning, and sentiment pricing dynamics," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102298.
• Ghulam, Yaseen, 2025, "A further examination of sovereign domestic and external debt defaults," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102322.
• Samarakoon, S.M.R.K. & Pradhan, Rudra P. & Tripathy, Sasikanta & Jayakumar, Manju, 2025, "Does the VIX act as the main transmitter of mispricing in index futures markets? Insights from European and American regions," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102341.
• Wang, Qiyu & Yang, Junhong & Chong, Terence Tai-Leung, 2025, "Creditable bonds’ multifunctional roles during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102348.
• Staněk Gyönyör, Lucie & Horváth, Matúš & Stašek, Daniel & Stachoň, Martin, 2025, "The role of ESG factor in stock clustering based on risk-return-liquidity dimensions," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102350.
• Liu, Shican & Li, Qing & Fan, Siqi, 2025, "The impact of volatility regime dynamics on option pricing," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102352.
• Ozocak, Onem, 2025, "Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102357.
• Yamazaki, Akira, 2025, "Subjective probability distributions of nonlinear payoffs: Recovering option payoff, agent’s utility, and pricing kernel distributions," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102362.
• Han, SeungOh, 2025, "Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102380.
• Márquez-de-la-Cruz, Elena & Martínez-Cañete, Ana R. & Nieto, Belén, 2025, "Stock and corporate bond liquidity: When having the same issuer induces commonality," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102384.
• Covachev, Svetoslav & Martel, Jocelyn & Brito-Ramos, Sofia, 2025, "Are ESG factors truly unique?," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102386.
• Xu, Ziyao & Zhou, Deheng & Ma, Junfeng & Yuan, Jing, 2025, "The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102387.
• Naifar, Nader, 2025, "Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102389.
• Fernandez-Perez, Adrián & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2025, "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102407.
• Li, Mingnan & Manahov, Viktor & Ashton, John, 2025, "A note on the relationship between Bitcoin price and sentiment: New evidence obtained from a cryptocurrency heist," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102432.
• Yang, Mo & Cao, Jiawei & Meng, Yifan & Gong, Hao, 2025, "Managerial integrity and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102436.
• Vázquez, Jesús, 2025, "Misaligned expectations and bond term premium measures," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102442.
• Coën, Alain & Guardiola, Philippe, 2025, "Common risk factors in REIT Returns: New insights," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102447.
• McMillan, David G., 2025, "The FED model: Is it still with us?," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102448.
• Li, Yinan & Liu, Qiang & Guo, Shuxin, 2025, "Ambiguity and stock price crash risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102458.
• Lei, Ziqi & Li, Ping & Wang, Yujing, 2025, "The effect of compound heat-drought risk on municipal corporate bonds pricing: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102462.
• Lee, Wei-Ming & Wu, Shue-Jen, 2025, "Do oil price changes contain useful predictive information about the U.S. bear stock market?," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102464.
• Herger, Nils, 2025, "A runs test for stock-market prices with an unobserved trend," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102469.
• Grobys, Klaus, 2025, "Is energy risk scale Invariant? evidence from crude oil futures," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102476.
• Wu, Qiong & Guo, Ge & Li, Xiaogang & Singh, Rajesh & Zhang, Ting, 2025, "Bitcoin’s fundamental value and speculative behavior: A new framework for price dynamics," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102509.
• Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Saleh Al-Faryan, Mamdouh Abdulaziz, 2025, "Can we put green bonds in a single basket?," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102518.
• Wang, Hailong & Hu, Duni, 2025, "Heterogeneous beliefs with information processing constraints and asset pricing in presence of non-tradable goods," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102520.
• Xin, Wei & Grant, Lewis & Groom, Ben & Zhang, Chendi, 2025, "Noisy biodiversity: The impact of ESG biodiversity ratings on asset prices," Ecological Economics, Elsevier, volume 236, issue C, DOI: 10.1016/j.ecolecon.2025.108662.
• Zhou, Peng & Li, Xiang & Shi, Xing & Jiang, Kun, 2025, "Spillover of the carbon risk along the supply chain: Evidence from the U.S. corporate bond market," Journal of Business Research, Elsevier, volume 201, issue C, DOI: 10.1016/j.jbusres.2025.115742.
• He, Xue-Zhong (Tony) & Shi, Lei & Tolotti, Marco, 2025, "The social value of information uncertainty," Journal of Economic Behavior & Organization, Elsevier, volume 229, issue C, DOI: 10.1016/j.jebo.2024.106840.
• Chiah, Mardy & Tian, Xiao & Zhong, Angel, 2025, "Nature's impact: Do extreme natural disasters influence retail investors?," Journal of Economic Behavior & Organization, Elsevier, volume 232, issue C, DOI: 10.1016/j.jebo.2025.106954.
• Marmora, Paul, 2025, "The causal effect of limited attention to FOMC announcements," Journal of Economic Behavior & Organization, Elsevier, volume 234, issue C, DOI: 10.1016/j.jebo.2025.106999.
• Moretti, Angelo & Santi, Caterina, 2025, "Worries about energy security and stock returns," Journal of Economic Behavior & Organization, Elsevier, volume 238, issue C, DOI: 10.1016/j.jebo.2025.107210.
• Di Francesco, Tommaso & Torren-Peraire, Daniel, 2025, "(Mis)information diffusion and the financial market," Journal of Economic Behavior & Organization, Elsevier, volume 238, issue C, DOI: 10.1016/j.jebo.2025.107211.
• van Cappelle, Tjeerd & Pokidin, Dmytro & Zwinkels, Remco C.J., 2025, "The cross section of stock returns in an artificial stock market," Journal of Economic Behavior & Organization, Elsevier, volume 239, issue C, DOI: 10.1016/j.jebo.2025.107258.
• Dias, Marco Antonio Guimarães & Borges, Roberto Evelim Penha, 2025, "Valuing oil reserve volumes under price uncertainty," Journal of Economics and Business, Elsevier, volume 137, issue C, DOI: 10.1016/j.jeconbus.2025.106277.
• Gao, Pingyang & Jiang, Xu & Lu, Jinzhi, 2025, "Manipulation, panic runs, and the short selling ban," Journal of Economic Theory, Elsevier, volume 223, issue C, DOI: 10.1016/j.jet.2024.105939.
• Khorrami, Paymon & Zentefis, Alexander K., 2025, "Segmentation and beliefs: A theory of self-fulfilling idiosyncratic risk," Journal of Economic Theory, Elsevier, volume 223, issue C, DOI: 10.1016/j.jet.2024.105954.
• Guasoni, Paolo & Weber, Marko Hans, 2025, "General equilibrium with unhedgeable fundamentals and heterogeneous agents," Journal of Economic Theory, Elsevier, volume 224, issue C, DOI: 10.1016/j.jet.2025.105978.
• Gopalakrishna, Goutham & Lee, Seung Joo & Papamichalis, Theofanis, 2025, "Beliefs and the net worth trap," Journal of Economic Theory, Elsevier, volume 227, issue C, DOI: 10.1016/j.jet.2025.106033.
• Maenhout, Pascal J. & Vedolin, Andrea & Xing, Hao, 2025, "Robustness and dynamic sentiment," Journal of Financial Economics, Elsevier, volume 163, issue C, DOI: 10.1016/j.jfineco.2024.103953.
• Horvath, Ferenc, 2025, "Arbitrage-based recovery," Journal of Financial Economics, Elsevier, volume 163, issue C, DOI: 10.1016/j.jfineco.2024.103969.
• Cosemans, Mathijs & Frehen, Rik, 2025, "Strategic insider trading and its consequences for outsiders: Evidence from the eighteenth century," Journal of Financial Economics, Elsevier, volume 164, issue C, DOI: 10.1016/j.jfineco.2024.103974.