Research classified by Journal of Economic Literature (JEL) codes

2024

• Buthelezi Eugene Msizi, 2024, "Is Money Supply Endogenous a Markov-Switch Exploration in the Zero Lower Bound Interest Rate in the USA," Review of Economics, De Gruyter, volume 75, issue 3, pages 193-213, DOI: 10.1515/roe-2024-0026.
• Theodore Panagiotidis & Georgios Papapanagiotou, 2024, "A note on the determinants of NFTs returns," Discussion Paper Series, Department of Economics, University of Macedonia, number 2024_02, Feb, revised Feb 2024.
• Michal Drábek & Pavel Syrovátka, 2024, "Enhancing Market Value Estimation for Privately Held Companies: Differentiated Multipliers in the Czech Brewing Industry," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 10, issue 1, pages 25-46, DOI: 10.11118/ejobsat.2024.002.
• Veronika Staňková, 2024, "(Out)smart the Peer Group in Market Comparison: Building Business Valuation Multiples by Machine Learning," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 10, issue 2, pages 156-172, DOI: 10.11118/ejobsat.2024.011.
• Phaik Nie Chin & Abdulsalam Abuhamra & Zheng Xian Lee, 2024, "The Determinants of Malaysian Real Estate Investment Trusts’ Systematic Risks," Capital Markets Review, Malaysian Finance Association, volume 32, issue 2, pages 1-26.
• Sweta Aggarwal & Smita Dayal & Nidhi Malhotra, 2024, "Is There A Risk Premium in ESG Investing in India?," Capital Markets Review, Malaysian Finance Association, volume 32, issue 2, pages 17-33.
• Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2024, "Estimation and Inference for a Class of Generalized Hierarchical Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/24.
• Jiti Gao & Bin Peng & Yayi Yan, 2024, "Robust Inference for High Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/24.
• Benjamin A. Jansen, 2024, "Risk is not Sufficient to Generate a Return on Investment," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 202401, Apr.
• Hassan A Butt & Lucas Dille & Brian Nichols, 2024, "Impact of Non-Normality of Returns on the Informational Efficiency of Stock Prices," Journal of Economic Insight, Missouri Valley Economic Association, volume 50, issue 1, pages 53-85.
• Paweł Radwański, 2024, "Impact of tax changes on the risk premium of the WIG index," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 3, pages 333-356.
• Paweł Kowalewski & Dominik A. Skopiec, 2024, "Price processes in the global gold market," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 4, pages 381-424, January.
• Tomasz Kopczewski & Łukasz Bil, 2024, "Exploring stock markets dynamics: a two-dimensional entropy approach in return/volume space," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 6, pages 731-758.
• Tomasz Piotr Kostyra, 2024, "Forecasting the yield curve for Poland with the PCA and machine learning," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 4, pages 459-478.
• Ricardo J. Caballero & Alp Simsek, 2024, "Central Banks, Stock Markets, and the Real Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 32053, Jan.
• Harald Uhlig, 2024, "On Digital Currencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 32159, Feb.
• Nicolae B. Gârleanu & Stavros Panageas, 2024, "Finance in a Time of Disruptive Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 32184, Mar.
• Bullipe R. Chintha & Ravi Jagannathan & Sri S. Sridhar, 2024, "Globalization and Profitability of US Firms: The Role of Intangibles," NBER Working Papers, National Bureau of Economic Research, Inc, number 32202, Mar.
• Masao Fukui & Niels Joachim Gormsen & Kilian Huber, 2024, "Sticky Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 32238, Mar.
• Martin Lettau, 2024, "3D-PCA: Factor Models with Restrictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 32261, Mar.
• Sebastian Di Tella & Benjamin M. Hébert & Pablo Kurlat, 2024, "Aggregation, Liquidity, and Asset Prices with Incomplete Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 32268, Mar.
• Isil Erel & Thomas Flanagan & Michael S. Weisbach, 2024, "Risk-Adjusting the Returns to Private Debt Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 32278, Mar.
• Jess Benhabib & Feng Dong & Pengfei Wang & Zhenyang Xu, 2024, "Aggregate Demand Externality and Self-Fulfilling Default Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 32291, Mar.
• Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2024, "What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 32301, Apr.
• Joshua Aizenman & Donghyun Park & Irfan A. Qureshi & Gazi Salah Uddin & Jamel Saadaoui, 2024, "The Performance of Emerging Markets During the Fed’s Easing and Tightening Cycles: A Cross-Country Resilience Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 32303, Apr.
• Gong Cheng & Eric Jondeau & Benoit Mojon & Dimitri Vayanos, 2024, "The Impact of Green Investors on Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 32317, Apr.
• Rohan Kekre & Moritz Lenel & Federico Mainardi, 2024, "Monetary Policy, Segmentation, and the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 32324, Apr.
• Efraim Benmelech, 2024, "The Benefits and Costs of Secured Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 32353, Apr.
• Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2024, "One Factor to Bind the Cross-Section of Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 32365, Apr.
• Damir Filipović & Markus Pelger & Ye Ye, 2024, "Shrinking the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 32472, May.
• Andrew Atkeson & Jonathan Heathcote & Fabrizio Perri, 2024, "There is No Excess Volatility Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 32481, May.
• Quentin Vandeweyer & Minghao Yang & Constantine Yannelis, 2024, "Discount Factors and Monetary Policy: Evidence from Dual-Listed Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 32499, May.
• Gorkem Bostanci & Guillermo Ordoñez, 2024, "Business, Liquidity, and Information Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 32501, May.
• William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2024, "Procyclical Stocks Earn Higher Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 32509, May.
• Lawrence J. Jin & Cameron Peng, 2024, "The Law of Small Numbers in Financial Markets: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 32519, May.
• Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2024, "Creative Destruction, Stock Return Volatility, and the Number of Listed Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 32568, Jun.
• Yuriy Gorodnichenko & Xiao Yin, 2024, "Higher-Order Beliefs and Risky Asset Holdings," NBER Working Papers, National Bureau of Economic Research, Inc, number 32680, Jul.
• Jacob Boudoukh & Yukun Liu & Tobias J. Moskowitz & Matthew P. Richardson, 2024, "Identifying Shocks to Systematic Risk in Times of Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 32693, Jul.
• Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024, "Risk, Specialization, and Covered-Interest Parity," NBER Working Papers, National Bureau of Economic Research, Inc, number 32707, Jul.
• Matthias Fleckenstein & Francis A. Longstaff, 2024, "Is Maturity-Transformation Risk Priced into Bank Deposit Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32724, Jul.
• Fukang Chen & Minhao Chen & Lin William Cong & Haoyu Gao & Jacopo Ponticelli, 2024, "Pricing the Priceless: The Financial Cost of Biodiversity Conservation," NBER Working Papers, National Bureau of Economic Research, Inc, number 32743, Jul.
• Yacine Aït-Sahalia & Chen Xu Li & Chenxu Li, 2024, "So Many Jumps, So Few News," NBER Working Papers, National Bureau of Economic Research, Inc, number 32746, Jul.
• Zhengyang Jiang & Jialu Sun, 2024, "Quantitative Tightening with Slow-Moving Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 32757, Jul.
• David Hirshleifer & Liang Ma, 2024, "The Effect of New Information Technologies on Asset Pricing Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 32767, Aug.
• Michael Gelman & David Hirshleifer & Yaron Levi & Liron Reiter-Gavish, 2024, "Social Interaction Intensity and Investor Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 32772, Aug.
• Stefan Nagel & Zhengyang Xu, 2024, "Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux," NBER Working Papers, National Bureau of Economic Research, Inc, number 32884, Aug.
• Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer, 2024, "Reassessing Sources of Risk Premiums in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 32900, Sep.
• Niels Joachim Gormsen & Kilian Huber & Sangmin Simon Oh, 2024, "Climate Capitalists," NBER Working Papers, National Bureau of Economic Research, Inc, number 32933, Sep.
• Itzhak Ben-David & Alex Chinco, 2024, "Expected EPS × Trailing P/E," NBER Working Papers, National Bureau of Economic Research, Inc, number 32942, Sep.
• Andrea L. Eisfeldt & Bernard Herskovic & Shuo Liu, 2024, "Interdealer Price Dispersion and Intermediary Capacity," NBER Working Papers, National Bureau of Economic Research, Inc, number 32998, Sep.
• Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2024, "APT or “AIPT”? The Surprising Dominance of Large Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 33012, Sep.
• Ruslan Goyenko & Bryan T. Kelly & Tobias J. Moskowitz & Yinan Su & Chao Zhang, 2024, "Trading Volume Alpha," NBER Working Papers, National Bureau of Economic Research, Inc, number 33037, Oct.
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Sağlam, 2024, "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," NBER Working Papers, National Bureau of Economic Research, Inc, number 33058, Oct.
• Tarek Alexander Hassan & Stephan Hollander & Aakash Kalyani & Laurence van Lent & Markus Schwedeler & Ahmed Tahoun, 2024, "Economic Surveillance using Corporate Text," NBER Working Papers, National Bureau of Economic Research, Inc, number 33158, Nov.
• Arthur Korteweg & Stavros Panageas & Anand Systla, 2024, "Private Equity for Pension Plans? Evaluating Private Equity Performance from an Investor's Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 33194, Nov.
• Kenneth S. Rogoff & Zhiheng He & Yang You, 2024, "Market Power and Redeemable Loyalty Token Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 33201, Nov.
• Huaizhi Chen & Lauren Cohen, 2024, "Assessing Assessors," NBER Working Papers, National Bureau of Economic Research, Inc, number 33238, Dec.
• Kristy A.E. Jansen & Wenhao Li & Lukas Schmid, 2024, "Granular Treasury Demand with Arbitrageurs," NBER Working Papers, National Bureau of Economic Research, Inc, number 33243, Dec.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2024, "Sustainable Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 33252, Dec.
• Antony Millner, 2024, "Long Run Cost Benefit Rules," NBER Working Papers, National Bureau of Economic Research, Inc, number 33291, Dec.
• Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2024, "Glass Box Machine Learning and Corporate Bond Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 33320, Dec.
• Tanushree Sharma & Puja Sharma & Simon Grima, 2024, "A Study of Market Efficiency and Volatility of Jeera Future Trading," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 796-809, December.
• Orsolya Tünde NAGY & Anita KISS, 2024, "Conceptual Framework And Levels Of Competitiveness," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 2, pages 74-82, December.
• Péter BAGDÁCS, 2024, "Half A Century Of Progress In Controlling," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 1, pages 231-236, July.
• Anita KISS & Orsolya Tünde NAGY, 2024, "Empirical Analysis Of Firms' Value Creation In The Context Of Crises," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 1, pages 297-303, July.
• Éva DARABOS & Anita KISS & Orsolya Tünde NAGY, 2024, "The Hungarian Tourism And Hospitality Sector In The Mirror Of The Crises," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 1, pages 46-52, July.
• Iyad SNUNU, 2024, "Mood Swings And The Firm Size Premium," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 9, issue 1, pages 165-176, March, DOI: http://doi.org/10.47535/1991ojbe191.
• Yuichi Fukuta & Akiko Yamane, 2024, "Implied Equity Duration: Lessons from the Japanese Financial Crises," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 24-08, Jul.
• Stephen J ChoiStephen & Mitu Gulati & Ugo Panizza & Robert E Scott & Mark C Weidemaier, 2024, "Obscure contract terms: an inadvertent pricing experiment," Capital Markets Law Journal, Oxford University Press, volume 19, issue 3, pages 230-241.
• Peter Reinhard Hansen & Chan Kim & Wade Kim, 2024, "Periodicity in Cryptocurrency Volatility and Liquidity," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 224-251.
• Gregory Connor & Robert A Korajczyk, 2024, "Semi-Strong Factors in Asset Returns," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 70-93.
• M Hashem Pesaran & Takashi Yamagata, 2024, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 2, pages 407-460.
• Zongwu Cai & Seong Yeon Chang, 2024, "A New Test on Asset Return Predictability with Structural Breaks," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1042-1074.
• Rustam Ibragimov & Rasmus Søndergaard Pedersen & Anton Skrobotov, 2024, "New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence†," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1075-1097.
• Leonardo Bargigli & Giulio Cifarelli, 2024, "Endogenous Volatility in the Foreign Exchange Market," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 773-807.
• Rasmus Lönn & Peter C Schotman, 2024, "Empirical Asset Pricing with Many Test Assets," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1236-1263.
• Thomas Giroux & Julien Royer & Olivier David Zerbib, 2024, "Empirical Asset Pricing with Score-Driven Conditional Betas†," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1310-1344.
• Shaoxin Hong & Daniel J Henderson & Jiancheng Jiang & XQingshan Ni, 2024, "Unifying Estimation and Inference for Linear Regression with Stationary and Integrated or Near-Integrated Variables," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1397-1420.
• Emese Lazar & Shuyuan Qi & Radu Tunaru, 2024, "Measures of Model Risk for Continuous-Time Finance Models," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1456-1481.
• Anne-Florence Allard & Hamza Hanbali & Kristien Smedts, 2024, "COAALA: A Novel Approach to Understanding Extreme Stock–Bond Comovement," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1532-1557.
• Jian Chen, 2024, "Jump Clustering, Information Flows, and Stock Price Efficiency†," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1588-1615.
• Ajim Uddin & Xinyuan Tao & Dantong Yu, 2024, "The Network Factor of Equity Pricing: A Signed Graph Laplacian Approach," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1616-1655.
• Soohun Kim & Robert A Korajczyk, 2024, "Large Sample Estimators of the Stochastic Discount Factor," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1672-1713.
• Asher Curtis & Chang-Jin Kim & Hyung Il Oh, 2024, "A Structural Break in the Aggregate Earnings–Returns Relation," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1785-1808.
• Robert Dam & Shaun William Davies & S Katie Moon, 2024, "Investor Demand for Leverage: Evidence from Equity Closed-End Funds," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 1, pages 1-39.
• Adam Goliński & Peter Spencer, 2024, "Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 1, pages 119-152.
• Baolian Wang, 2024, "A New Value Strategy," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 1, pages 40-83.
• Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman, 2024, "Loss Sharing in Central Clearinghouses: Winners and Losers," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 2, pages 237-273.
• Yang Liu & Guofu Zhou & Yingzi Zhu, 2024, "Trend Factor in China: The Role of Large Individual Trading," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 2, pages 348-380.
• Baris Ince & Han Ozsoylev, 2024, "Price of Regulations: Regulatory Costs and the Cross-section of Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 3, pages 381-427.
• Michael Hasler & Charles Martineau, 2024, "Equity Return Predictability with the ICAPM," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 3, pages 481-512.
• Tzu-Ying Chen & Yo-Lan Lin & Larry Y Tzeng, 2024, "Estimating Probability Weighting Functions through Option Pricing Bounds," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 3, pages 513-543.
• Sebastian Denk & Gunter Löffler, 2024, "Predicting the Equity Premium with Combination Forecasts: A Reappraisal," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 4, pages 545-577.
• Paul Karehnke, 2024, "Systematic Skewness and Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 4, pages 578-612.
• Amy K Edwards & Adam V Reed & Pedro A C Saffi, 2024, "A Survey of Short-Selling Regulations," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 4, pages 613-639.
• Junbo Wang & Yun Wang & Chunchi Wu & Xiaoguang Yang & Lin Zhao, 2024, "Social Proximity, Information, and Incentives in Local Bank Lending," The Review of Corporate Finance Studies, Society for Financial Studies, volume 13, issue 1, pages 80-146.
• Kangli Li & Jordan van Rijn, 2024, "Credit Union and Bank Subprime Lending in the Great Recession," The Review of Corporate Finance Studies, Society for Financial Studies, volume 13, issue 2, pages 494-538.
• Redouane Elkamhi & Daniel Kim & Chanik Jo & Marco Salerno, 2024, "Agency Conflicts and Investment: Evidence from a Structural Estimation," The Review of Corporate Finance Studies, Society for Financial Studies, volume 13, issue 2, pages 539-582.
• Pooya Molavi & Alireza Tahbaz-Salehi & Andrea Vedolin, 2024, "Model Complexity, Expectations, and Asset Prices," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 4, pages 2462-2507.
• Nusret Cakici & Christian Fieberg & Daniel Metko & Adam Zaremba, 2024, "Do Anomalies Really Predict Market Returns? New Data and New Evidence," Review of Finance, European Finance Association, volume 28, issue 1, pages 1-44.
• Sudheer Chava & Baridhi Malakar & Manpreet Singh, 2024, "Impact of Corporate Subsidies on Borrowing Costs of Local Governments: Evidence from Municipal Bonds," Review of Finance, European Finance Association, volume 28, issue 1, pages 117-161.
• Marco Ceccarelli & Stefano Ramelli & Alexander F Wagner, 2024, "Low Carbon Mutual Funds," Review of Finance, European Finance Association, volume 28, issue 1, pages 45-74.
• Jitendra Aswani & Aneesh Raghunandan & Shiva Rajgopal, 2024, "Are Carbon Emissions Associated with Stock Returns?," Review of Finance, European Finance Association, volume 28, issue 1, pages 75-106.
• Jack Favilukis & Terry Zhang, 2024, "Why momentum concentrates among overvalued stocks?," Review of Finance, European Finance Association, volume 28, issue 2, pages 389-412.
• David Schröder, 2024, "The term structure of equity yields—a bottom-up approach," Review of Finance, European Finance Association, volume 28, issue 2, pages 661-697.
• Wenxi Jiang, 2024, "Leveraged speculators and asset prices†," Review of Finance, European Finance Association, volume 28, issue 3, pages 769-804.
• Markus Sihvonen, 2024, "Yield curve momentum," Review of Finance, European Finance Association, volume 28, issue 3, pages 805-830.
• Xuanchen Zhang & Raymond H Y So & Tarik Driouchi, 2024, "Common risk factors in cross-sectional FX options returns," Review of Finance, European Finance Association, volume 28, issue 3, pages 897-944.
• Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander F Wagner, 2024, "Do investors care about biodiversity?," Review of Finance, European Finance Association, volume 28, issue 4, pages 1151-1186.
• Bruce D Grundy & Sjoerd van Bekkum & Patrick Verwijmeren, 2024, "Complementarity of sovereign and corporate debt issuance: mind the gap," Review of Finance, European Finance Association, volume 28, issue 4, pages 1187-1213.
• Elena Asparouhova & Peter Bossaerts & Xiaoqin Cai & Kristian Rotaru & Nitin Yadav & Wenhao Yang, 2024, "Humans in charge of trading robots: the first experiment," Review of Finance, European Finance Association, volume 28, issue 4, pages 1215-1244.
• Darius Palia & Stanislav Sokolinski, 2024, "Strategic borrowing from passive investors," Review of Finance, European Finance Association, volume 28, issue 5, pages 1537-1573.
• Jeffery (Jinfan) Chang & Shijie Yang & Bohui Zhang, 2024, "Does express delivery run ahead of stock price?," Review of Finance, European Finance Association, volume 28, issue 5, pages 1687-1724.
• Michail Anthropelos & Paul Schneider, 2024, "Optimal investment and equilibrium pricing under ambiguity," Review of Finance, European Finance Association, volume 28, issue 6, pages 1759-1805.
• Yufeng Han & Ai He & David E Rapach & Guofu Zhou, 2024, "Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning," Review of Finance, European Finance Association, volume 28, issue 6, pages 1807-1831.
• Lambrecht, Marco & Oechssler, Jörg & Weidenholzer, Simon, 2024, "On the benefits of robo-advice in financial markets," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302354.
• Corgnet, Brice & DeSantis, Mark & Siemroth, Christoph, 2024, "Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302411.
• Carlos A Ramírez, 2024, "Firm Networks and Asset Returns," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 10, pages 3050-3091.
• Marta Khomyn & Tālis Putniņs̆Stockholm & Marius Zoican, 2024, "The Value of ETF Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 10, pages 3092-3148.
• Rui Albuquerque & José Miguel Cardoso-Costa & José Afonso Faias, 2024, "Price elasticity of demand and risk-bearing capacity in sovereign bond auctions," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 10, pages 3149-3187.
• Benjamin Golez & Jens Jackwerth, 2024, "Holding Period Effects in Dividend Strip Returns," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 10, pages 3188-3215.
• Victor Duarte & Diogo Duarte & Dejanir H Silva, 2024, "Machine Learning for Continuous-Time Finance," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3217-3271.
• Marianne Andries & Thomas M Eisenbach & Martin C Schmalz, 2024, "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3272-3334.
• Emilio Bisetti & Kai Li & Jun Yu, 2024, "The Technical Default Spread," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3386-3430.
• Amit Goyal & Ivo Welch & Athanasse Zafirov, 2024, "A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3490-3557.
• Daniel G Garrett, 2024, "Conflicts of Interest in Municipal Bond Advising and Underwriting," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 12, pages 3835-3876.
• Federico Nucera & Lucio Sarno & Gabriele Zinna, 2024, "Currency Risk Premiums Redux," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 2, pages 356-408.
• Adem Atmaz & Suleyman Basak & Fangcheng Ruan, 2024, "Dynamic Equilibrium with Costly Short-Selling and Lending Market," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 2, pages 444-506.
• Thummim Cho & Lukas Kremens & Dongryeol Lee & Christopher Polk, 2024, "Scale or Yield? A Present-Value Identity," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 950-988.
• Walter Pohl & Karl Schmedders & Ole Wilms, 2024, "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 989-1028.
• Justin Birru & Sinan Gokkaya & Xi Liu & René Stulz, 2024, "Are Analyst “Top Picks” Informative?," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 5, pages 1538-1583.
• Qing Li & Hongyu Shan & Yuehua Tang & Vincent Yao, 2024, "Corporate Climate Risk: Measurements and Responses," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 6, pages 1778-1830.
• Magnus Dahlquist & Markus Ibert, 2024, "Equity Return Expectations and Portfolios: Evidence from Large Asset Managers," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 6, pages 1887-1928.
• Ricardo De la & Sean Myers, 2024, "Which Subjective Expectations Explain Asset Prices?," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 6, pages 1929-1978.
• Olivier Accominotti & Thilo N H Albers & Kim Oosterlinck, 2024, "Selective Default Expectations," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 6, pages 1979-2015.
• Mariassunta Giannetti & Chotibhak Jotikasthira, 2024, "Bond Price Fragility and the Structure of the Mutual Fund Industry," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 7, pages 2063-2109.
• Spencer J Couts & Andrei S Gonçalves & Andrea Rossi, 2024, "Unsmoothing Returns of Illiquid Funds," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 7, pages 2110-2155.
• Gabor Pinter & Chaojun Wang & Junyuan Zou, 2024, "Size Discount and Size Penalty: Trading Costs in Bond Markets," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 7, pages 2156-2190.
• John R Huck, 2024, "The Psychological Externalities of Investing: Evidence from Stock Returns and Crime," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 7, pages 2273-2314.
• Indrajit Mitra & Yu Xu, 2024, "A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 8, pages 2461-2509.
• Kimberly Cornaggia & Xuelin Li & Zihan Ye, 2024, "Financial Effects of Remote Product Delivery: Evidence from Hospitals," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 9, pages 2817-2854.
• Jesús Fernández-Villaverde & Yang Yu & Francesco Zanetti, 2024, "Technological synergies, heterogeneous firms, and idiosyncratic volatility," Economics Series Working Papers, University of Oxford, Department of Economics, number 1037, Mar.
• Thomas M. Treptow, 2024, "CO2 investment risk analysis," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 1, pages 19-30, February, DOI: 10.1057/s41260-023-00342-z.
• Belal Ehsan Baaquie & Muhammad Mahmudul Karim, 2024, "Corporate bonds: fixed versus stochastic coupons—an empirical study," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 1, pages 113-128, February, DOI: 10.1057/s41260-023-00343-y.
• Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas, 2024, "Do ESG fund managers pump and dump the stocks in their portfolios? European evidence," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 3, pages 245-260, May, DOI: 10.1057/s41260-024-00351-6.
• Kay Stankov & Dirk Schiereck & Volker Flögel, 2024, "Cost mitigation of factor investing in emerging equity markets," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 3, pages 303-325, May, DOI: 10.1057/s41260-024-00353-4.
• Mikhail Samonov & Nonna Sorokina, 2024, "A century of asset allocation crash risk," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 4, pages 383-406, July, DOI: 10.1057/s41260-024-00355-2.
• Desislava Vladimirova, 2024, "In the shadow of country risk: asset pricing model of emerging market corporate bonds," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 5, pages 479-492, September, DOI: 10.1057/s41260-024-00370-3.
• Zhengnan Yin & Niall O’Sullivan & Meadhbh Sherman, 2024, "The market timing ability of bond mutual funds," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 5, pages 508-527, September, DOI: 10.1057/s41260-024-00371-2.
• Hilal Anwar Butt & James W. Kolari & Mohsin Sadaqat, 2024, "Market volatility, momentum, and reversal: a switching strategy," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 5, pages 460-478, September, DOI: 10.1057/s41260-024-00372-1.
• Monia Magnani & Massimo Guidolin & Ian Berk, 2024, "Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 7, pages 666-699, December, DOI: 10.1057/s41260-024-00377-w.
• Christian Gollier, 2024, "Evaluating sustainability actions under uncertainty: the role of improbable extreme scenarios," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 49, issue 1, pages 59-74, March, DOI: 10.1057/s10713-023-00095-0.
• Georges Dionne & Jingyuan Li & Cédric Okou, 2024, "An alternative representation of the C-CAPM with higher-order risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 49, issue 2, pages 194-233, September, DOI: 10.1057/s10713-023-00085-2.
• Georges Dionne & Jingyuan Li & Cédric Okou, 2024, "Publisher Correction: An alternative representation of the C-CAPM with higher-order risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 49, issue 2, pages 234-234, September, DOI: 10.1057/s10713-023-00087-0.
• Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2024, "The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 72, issue 4, pages 1320-1346, December, DOI: 10.1057/s41308-023-00226-7.
• Elham Daadmehr, 2024, "Workplace sustainability or financial resilience? Composite-financial resilience index," Risk Management, Palgrave Macmillan, volume 26, issue 2, pages 1-35, May, DOI: 10.1057/s41283-023-00139-9.
• Petr Jakubik & Saida Teleu, 2024, "Do insurance stress tests matter? Evidence from the EU-wide insurance stress tests," Risk Management, Palgrave Macmillan, volume 26, issue 3, pages 1-27, September, DOI: 10.1057/s41283-024-00147-3.
• Arianna Agosto & Alessandra Tanda, 2024, "Divergence and aggregation of ESG ratings: a survey," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 225, Dec.
• Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024, "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-008, Aug.
• Xu Cheng & Eric Renault & Paul Sangrey, 2024, "Identifying the Volatility Risk Price Through the Leverage Effect," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-013, Apr.
• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024, "Machine Learning and the Yield Curve:Tree-Based Macroeconomic Regime Switching," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-028, Oct.
• Bélyácz, Iván & Daubner, Katalin, 2024, "Distortions in the investment system driven by financial markets," Public Finance Quarterly, Corvinus University of Budapest, volume 70, issue 2, pages 9-29, DOI: https://doi.org/10.35551/PFQ_2024_2.
• Da Huo, Da, 2024, "Efficient Estimation of Stochastic Parameters: A GLS Approach," MPRA Paper, University Library of Munich, Germany, number 119731, Jan.
• Susanta, Datta, 2024, "An Empirical Assessment of India’s Position in Global Sustainable Bond Market," MPRA Paper, University Library of Munich, Germany, number 119925, Jan.
• Lee, David, 2024, "Hedge Fund Investment Returns and Performance," MPRA Paper, University Library of Munich, Germany, number 120350, Mar.
• Geromichalos, Athanasios & Wang, Yijing, 2024, "Money and Competing Means of Payment," MPRA Paper, University Library of Munich, Germany, number 121388, Jun.
• Arnone, Massimo & Leogrande, Angelo & Costantiello, Alberto & Laureti, Lucio, 2024, "Banking Stability in the ESG Framework Across Italian Regions," MPRA Paper, University Library of Munich, Germany, number 121452, Jul.
• Lee, King Fuei, 2024, "Evaluating Stock Selection in the SaaS Industry: The Effectiveness of the Rule of 40," MPRA Paper, University Library of Munich, Germany, number 121568, Jul.
• de Oliveira Souza, Thiago, 2024, "Model risk pricing and hedging," MPRA Paper, University Library of Munich, Germany, number 121827, Sep.
• Chang, Kuo-Ping, 2024, "Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach," MPRA Paper, University Library of Munich, Germany, number 122654, Aug.
• Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2024, "Social Capital and Stock Price Crash Risk: Cross-Country Evidence," MPRA Paper, University Library of Munich, Germany, number 122896, Nov.
• Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2024, "Heroes or Villains? Culturally endorsed charismatic leadership style and stock price crash risk," MPRA Paper, University Library of Munich, Germany, number 122898, Nov.
• Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024, "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper, University Library of Munich, Germany, number 122899, Oct.
• Korobova, Elena & Fantazzini, Dean, 2024, "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper, University Library of Munich, Germany, number 122951.
• Tymoigne, Eric, 2024, "The Origins of the Platonic Approach to Monetary Systems: Retracing European and Chinese Monetary Thoughts on Chartalism, Nominalism, and the Origins of Monetary," MPRA Paper, University Library of Munich, Germany, number 124797, Nov.
• Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024, "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers, University of Pretoria, Department of Economics, number 202419, Apr.
• Richard Synek, 2024, "Cointegration Analysis of US M2 and Gold Price Over the Last Half Century," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2024, issue 1, pages 1-19, DOI: 10.18267/j.efaj.283.
• Štěpán Kohoutek & Pavla Maříková, 2024, "Analysis of historical developments in the European M&A market and identification of factors affecting the market
  [Analýza historického vývoje na evropském trhu fúzí a akvizic a identifikace faktorů, které na daném trhu působí]," Oceňování, Prague University of Economics and Business, volume 17, issue 1, pages 16-33, DOI: 10.18267/j.ocenovani.292.
• Michal Vyletelka, 2024, "ESG Score Uncertainty and Excess Stock Returns: European Stock Market Case," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 2, pages 137-163, DOI: 10.18267/j.pep.854.
• Tomáš Podškubka & Štěpán Kohoutek & Jana Skálová, 2024, "Exploration of the Size Effect on Transaction Data of Non-publicly Traded EU Companies," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 4, pages 414-443, DOI: 10.18267/j.pep.870.
• Qi Shi, 2024, "The Second RP-PCA Factor and Crude Oil Price Predictability," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 6, pages 662-690, DOI: 10.18267/j.pep.879.
• Pongsak Luangaram & Yuthana Sethapramote & Kannika Thampanishvong & Gazi Salah Uddin, 2024, "Climate Risk and Financial Stability: A Systemic Risk Perspective from Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 224, Nov.
• Andres Olmos & Nelson Muriel, 2024, "Accurate delta hedging of european options using conformable calculus," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 21, issue 1, pages 59-69, January-J.
• Shuo Liu, 2024, "Code and data files for "Social Optimal Search Intensity in Over-the-Counter Markets"," Computer Codes, Review of Economic Dynamics, number 22-80, revised .
• Shuo Liu, 2024, "Social Optimal Search Intensity in Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 53, pages 224-282, July, DOI: 10.1016/j.red.2024.04.002.
• Petar-Pierre Matek & Maša Galiæ, 2024, "The impact of designated market-makers on liquidity in frontier markets: Evidence from Zagreb and Ljubljana Stock Exchanges," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 42, issue 1, pages 95-121.
• Anh H. Le & Donghyun Park & John Beirne & Gazi Salah Uddin, 2024, "Disaster Risk, Inequality, and Fiscal Sustainability," ADB Economics Working Paper Series, Asian Development Bank, number 750, Nov.
• Javed Bin Kamal & Akhand Akhtar Hossain & Omar Al Farooque & Mark Wohar, 2024, "Asset Returns and Economic Uncertainty: A Cross-Country Analysis," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 244-276.
• Liang Chen & Jiankun Liu & Rongyu Pei & Zhenqing Su & Ziyang Liu, 2024, "Shanghai Containerised Freight Index Forecasting Based on Deep Learning Methods: Evidence from Chinese Futures Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 28, issue 3, pages 359-388, DOI: 10.11644/KIEP.EAER.2024.28.3.439.
• Thi Ngoc Lan Nguyen & Mai Nguyen & Viet Dzung Nguyen & Xuan Vinh Vo, 2024, "Accruals Quality, Stock Returns and Information Risk: Evidence from Vietnam," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 49, issue 2, pages 53-80.
• Hossein Samanpour & Mehrzad Ebrahimi & Hashem Zare, 2024, "Designing the Financial Price Puzzle Regarding the Response of Inflation to Government Spending Shocks," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 11, issue 1, pages 69-104.
• Hamed Khezrzadegan, 2024, "Asymmetries in the Iran Stock Price – Exchange Rate Nexus: A Momentum Threshold Autoregressive (MTAR) Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 11, issue 3, pages 227-252.
• Jinyoung Seo, 2024, "The Determinants of Bond-Stock Correlation: the Role of Trend Inflation and Monetary Policy," Working Papers, Wake Forest University, Economics Department, number 115, Aug.
• Guangyun Deng & Hui-Chung Che & Yingwu Peng, 2024, "A Study on Patents Invalidation Reexamination Decisions for Discussing Variance between Strong Utility Models and Weak Utility Models," Bulletin of Applied Economics, Risk Market Journals, volume 11, issue 2, pages 83-110.