Research classified by Journal of Economic Literature (JEL) codes

2024

• 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.
• 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 faktor," 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.
• 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.
• Alexander GANCHEV & Catalin DEATCU, 2024, "Quantitative Dimensions of Yield Curve Dynamics in Post-Pandemic Environment – The Case of Romania," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 600-609, August.
• Robert-?tefan CONSTANTIN & Marina-Diana AGAFI?EI & Adriana AnaMaria DAVIDESCU, 2024, "Enhancing Portfolio Structure with Evolutionary Multi-Objective Optimisation," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 682-691, August.
• Wanbo Lu & Guanglin Huang & Kris Boudt, 2024, "Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 24/1085, Mar.
• James Brugler & Minsoo Kim & Zhuo Zhong, 2024, "Liquidity shocks and pension fund performance: Evidence from early access," Australian Journal of Management, Australian School of Business, volume 49, issue 2, pages 170-191, May, DOI: 10.1177/03128962221127804.
• Alastair Marsden & Zoltan Murgulov & S Ghon Rhee & Madhu Veeraraghavan, 2024, "Underwriting in the Australian IPO markets: Determinants and pricing," Australian Journal of Management, Australian School of Business, volume 49, issue 3, pages 403-427, August, DOI: 10.1177/03128962221139728.
• Moumita Basu & Rilina Basu & Ranjanendra Narayan Nag, 2024, "Understanding Pandemic Crisis in a Dependent Economy: A Structuralist Analysis," Foreign Trade Review, , volume 59, issue 4, pages 562-587, November, DOI: 10.1177/00157325231166763.
• Priya Malhotra & Pankaj Sinha, 2024, "Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?," IIM Kozhikode Society & Management Review, , volume 13, issue 1, pages 7-24, January, DOI: 10.1177/22779752211050693.
• Khoa Dang Duong & Ngoc Thi Thanh Nguyen & Nga Thu Thi Do & Hoa Thanh Phan Le, 2024, "Limit to Arbitrage and Distress Risk Puzzle in Vietnam: Does Corporate Bankruptcy Regulation Matter?," SAGE Open, , volume 14, issue 2, pages 21582440241, May, DOI: 10.1177/21582440241255676.
• Assad Ullah & Xinshun Zhao & Chenghui Ye & Muhammad Abdul Kamal, 2024, "Impact of Economic Policy Uncertainty Shocks on China’s Stock Market Development: Evidence from Nonlinear Autoregressive Distributed Lag and Spectral Causality Approaches," SAGE Open, , volume 14, issue 3, pages 21582440241, September, DOI: 10.1177/21582440241266026.
• Ronald Nhleko & Daniel Schutte, 2024, "A Panel Analysis of the Impact of EBITDA, Equity Book Values, Growth, Risk and Negative Earnings on Share Price Variations," SAGE Open, , volume 14, issue 3, pages 21582440241, August, DOI: 10.1177/21582440241271172.
• Ayesha Anwar & Rasidah Mohd-Rashid & Norliza Che-Yahya & Mohamed Bouteraa & Brahim Chekima, 2024, "Government Ownership, Political Regime, and Flipping of IPOs in Pakistan: Evidence from Emerging Market," SAGE Open, , volume 14, issue 4, pages 21582440241, November, DOI: 10.1177/21582440241260962.
• Enzo Rossi, 2024, "Swiss treasury bill auctions: a review," Economic Studies, Swiss National Bank, number 2024-12.
• Jessica Gentner, 2024, "The role of hedge funds in the Swiss franc foreign exchange market," Working Papers, Swiss National Bank, number 2024-05.
• Francesco Audrino & Jessica Gentner & Simon Stalder, 2024, "Quantifying uncertainty: a new era of measurement through large language models," Working Papers, Swiss National Bank, number 2024-12.
• Enrico Campos de Mira & Wilfredo Leiva Maldonado, 2024, "Detecting Bubbles in the Brazilian Commercial Real Estate Market: 2012-2023," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2024_08, Mar.
• Peter C. B. Phillips & Jun Yu, 2024, "Information loss in volatility measurement with flat price trading," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, "Advances in Applied Econometrics", DOI: 10.1007/978-3-031-48385-1_19.
• Mariya Gubareva & Maria Rosa Borges, 2024, "Correction to: Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, volume 332, issue 1, pages 1257-1257, January, DOI: 10.1007/s10479-021-04009-z.
• Sami Ben Jabeur & Salma Mefteh-Wali & Jean-Laurent Viviani, 2024, "Forecasting gold price with the XGBoost algorithm and SHAP interaction values," Annals of Operations Research, Springer, volume 334, issue 1, pages 679-699, March, DOI: 10.1007/s10479-021-04187-w.
• Benoît Faye & Eric Fur & Stéphanie Prat, 2024, "Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics," Annals of Operations Research, Springer, volume 334, issue 1, pages 497-520, March, DOI: 10.1007/s10479-021-04510-5.
• Simone Cerreia-Vioglio & Fulvio Ortu & Francesco Rotondi & Federico Severino, 2024, "On horizon-consistent mean-variance portfolio allocation," Annals of Operations Research, Springer, volume 336, issue 1, pages 797-828, May, DOI: 10.1007/s10479-022-04798-x.
• Lorenzo Silotto & Marco Scaringi & Marco Bianchetti, 2024, "XVA modelling: validation, performance and model risk management," Annals of Operations Research, Springer, volume 336, issue 1, pages 183-274, May, DOI: 10.1007/s10479-023-05323-4.
• Marta Vidal & Javier Vidal-García & Sabri Boubaker & Stelios Bekiros, 2024, "Short-term volatility timing: a cross-country study," Annals of Operations Research, Springer, volume 336, issue 3, pages 1681-1706, May, DOI: 10.1007/s10479-022-04998-5.
• Thomas Conlon & Shaen Corbet & Richard McGee, 2024, "Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar," Annals of Operations Research, Springer, volume 337, issue 1, pages 45-73, June, DOI: 10.1007/s10479-024-05884-y.
• Hans-Peter Bermin & Magnus Holm, 2024, "The geometry of risk adjustments," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 47, issue 1, pages 83-120, June, DOI: 10.1007/s10203-023-00421-1.
• Raphael Auer & Bernhard Haslhofer & Stefan Kitzler & Pietro Saggese & Friedhelm Victor, 2024, "The technology of decentralized finance (DeFi)," Digital Finance, Springer, volume 6, issue 1, pages 55-95, March, DOI: 10.1007/s42521-023-00088-8.
• Nils Bundi & Ching-Lin Wei & Khaldoun Khashanah, 2024, "Optimal trade execution in cryptocurrency markets," Digital Finance, Springer, volume 6, issue 2, pages 283-318, June, DOI: 10.1007/s42521-023-00103-y.
• Takeshi Inuduka & Akihito Yokose & Shunsuke Managi, 2024, "Influencing cryptocurrency: analyzing celebrity sentiments on X (formerly Twitter) and their impact on bitcoin prices," Digital Finance, Springer, volume 6, issue 3, pages 379-426, September, DOI: 10.1007/s42521-024-00106-3.
• Nacira Agram & Bernt Øksendal & Jan Rems, 2024, "Deep learning for quadratic hedging in incomplete jump market," Digital Finance, Springer, volume 6, issue 3, pages 463-499, September, DOI: 10.1007/s42521-024-00112-5.
• Werner Brönnimann & Pascal Egloff & Thomas Krabichler, 2024, "Automated market makers and their implications for liquidity providers," Digital Finance, Springer, volume 6, issue 3, pages 573-604, September, DOI: 10.1007/s42521-024-00117-0.
• Erdong Chen & Mengzhong Ma & Zixin Nie, 2024, "Perpetual future contracts in centralized and decentralized exchanges: Mechanism and traders’ behavior," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-36, December, DOI: 10.1007/s12525-024-00715-1.
• Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2024, "The dynamic connectedness between collateralized loan obligations and major asset classes: a TVP-VAR approach and portfolio hedging strategies for investors," Empirical Economics, Springer, volume 67, issue 3, pages 1063-1089, September, DOI: 10.1007/s00181-024-02583-2.
• Mehmet Balcilar & Ojonugwa Usman & Mark Wohar & David Roubaud & Hasan Gungor, 2024, "Global liquidity effect of quantitative easing on emerging markets," Empirical Economics, Springer, volume 67, issue 6, pages 2449-2461, December, DOI: 10.1007/s00181-024-02625-9.
• Behrooz Shahmoradi & Nejla Ould Daoud Ellili, 2024, "Bibliometric review of research on economic complexity: current trends, developments, and future research directions," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 51, issue 4, pages 859-891, December, DOI: 10.1007/s40812-024-00298-0.
• Leonard Grebe & Dirk Schiereck, 2024, "Day-of-the-week effect: a meta-analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 4, pages 1057-1094, December, DOI: 10.1007/s40822-024-00293-9.
• Boglarka Bianka Kovacs & Gábor Neszveda & Eszter Baranyai & Adam Zaremba, 2024, "ESG unpacked: Environmental, social, and governance pillars and the stock price reaction to the invasion of Ukraine," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 755-777, September, DOI: 10.1007/s40821-024-00277-4.
• Mahmoud Qadan & Gil Cohen, 2024, "Uncertainty about interest rates and crude oil prices," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-14, December, DOI: 10.1186/s40854-023-00551-w.
• Juan Laborda & Ricardo Laborda & Javier Cruz, 2024, "Can ETFs affect U.S. financial stability? A quantile cointegration analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-24, December, DOI: 10.1186/s40854-023-00591-2.
• Wei Liu & Yoshihisa Suzuki, 2024, "Stock liquidity, financial constraints, and innovation in Chinese SMEs," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-43, December, DOI: 10.1186/s40854-023-00597-w.
• Walid M. A. Ahmed, 2024, "On the robust drivers of cryptocurrency liquidity: the case of Bitcoin," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-32, December, DOI: 10.1186/s40854-023-00598-9.
• Daehan Kim & Doojin Ryu & Robert I. Webb, 2024, "Does a higher hashrate strengthen Bitcoin network security?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-15, December, DOI: 10.1186/s40854-023-00599-8.
• Xiaozhen Jing & Dezhong Xu & Bin Li & Tarlok Singh, 2024, "Does the U.S. extreme indicator matter in stock markets? International evidence," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-27, December, DOI: 10.1186/s40854-024-00610-w.
• Wenya Sun & Yichen Luo & Siu-Ming Yiu & Luping Yu & Wenzhi Ding, 2024, "ESG scores, scandal probability, and event returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-21, December, DOI: 10.1186/s40854-024-00635-1.
• Ahmed Bossman & Mariya Gubareva & Samuel Kwaku Agyei & Xuan Vinh Vo, 2024, "When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-38, December, DOI: 10.1186/s40854-024-00638-y.
• Pengcheng Zhang & Kunpeng Xu & Jian Huang & Jiayin Qi, 2024, "Investor sentiment and the holiday effect in the cryptocurrency market: evidence from China," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-36, December, DOI: 10.1186/s40854-024-00639-x.
• Md. Bokhtiar Hasan & Gazi Salah Uddin & Md. Sumon Ali & Md. Mamunur Rashid & Donghyun Park & Sang Hoon Kang, 2024, "Examining time–frequency quantile dependence between green bond and green equity markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-28, December, DOI: 10.1186/s40854-024-00641-3.
• Mahmoud Ayoub & Mahmoud Qadan, 2024, "Financial ambiguity and oil prices," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-23, December, DOI: 10.1186/s40854-024-00656-w.
• Dean Buckner & Kevin Dowd & Hardy Hulley, 2024, "Arbitrage problems with reflected geometric Brownian motion," Finance and Stochastics, Springer, volume 28, issue 1, pages 1-26, January, DOI: 10.1007/s00780-023-00525-x.
• Kim Weston, 2024, "Existence of an equilibrium with limited participation," Finance and Stochastics, Springer, volume 28, issue 2, pages 329-361, April, DOI: 10.1007/s00780-024-00530-8.
• Dirk Becherer & Todor Bilarev, 2024, "Hedging with physical or cash settlement under transient multiplicative price impact," Finance and Stochastics, Springer, volume 28, issue 2, pages 285-328, April, DOI: 10.1007/s00780-024-00531-7.
• Ulrich Horst & Evgueni Kivman, 2024, "Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies," Finance and Stochastics, Springer, volume 28, issue 3, pages 759-812, July, DOI: 10.1007/s00780-024-00536-2.
• Fred Espen Benth & Heidar Eyjolfsson, 2024, "Robustness of Hilbert space-valued stochastic volatility models," Finance and Stochastics, Springer, volume 28, issue 4, pages 1117-1146, October, DOI: 10.1007/s00780-024-00542-4.
• Martin Friesen & Sven Karbach, 2024, "Stationary covariance regime for affine stochastic covariance models in Hilbert spaces," Finance and Stochastics, Springer, volume 28, issue 4, pages 1077-1116, October, DOI: 10.1007/s00780-024-00543-3.
• Alexander Gairat & Vadim Shcherbakov, 2024, "Extreme ATM skew in a local volatility model with discontinuity: joint density approach," Finance and Stochastics, Springer, volume 28, issue 4, pages 1179-1202, October, DOI: 10.1007/s00780-024-00545-1.
• Fred Espen Benth & Carlo Sgarra, 2024, "A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets," Finance and Stochastics, Springer, volume 28, issue 4, pages 1035-1076, October, DOI: 10.1007/s00780-024-00546-0.
• Lennart Ante & Benjamin Schellinger & Ender Demir, 2024, "The impact of football games and sporting performance on intra-day fan token returns," Journal of Business Economics, Springer, volume 94, issue 5, pages 813-850, July, DOI: 10.1007/s11573-023-01187-z.
• Ravindra N. Shukla & Vishal Vyas & Animesh Chaturvedi, 2024, "Leverage adjustment analytics: effect of Covid-19 crisis on financial adjustments of Indian firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 513-543, June, DOI: 10.1007/s12197-024-09659-w.
• Matthew D. Crook & Andrew A. Lynch & Brian R. Walkup, 2024, "Retail and institutional trading during a COVID-19 presidential press conference," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 544-562, June, DOI: 10.1007/s12197-024-09663-0.
• Heeho Kim & Zhang Hongxia, 2024, "Herding behavior and digital trading during the crisis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 4, pages 978-998, December, DOI: 10.1007/s12197-024-09683-w.
• Simone Alfarano & Eva Camacho-Cuena & Annarita Colasante & Alba Ruiz-Buforn, 2024, "The effect of time-varying fundamentals in learning-to-forecast experiments," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 19, issue 4, pages 619-647, October, DOI: 10.1007/s11403-023-00397-6.
• Ramzi Boussaidi & Majed Ibrahim AlSaggaf, 2024, "Post-Earnings Announcement Drift, Momentum, and Contrarian Strategies in the Saudi Stock Market: Risk Explanation vs. Behavioral Explanation," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 3, pages 13622-13653, September, DOI: 10.1007/s13132-023-01648-4.
• Filippo Gusella & Giorgio Ricchiuti, 2024, "Endogenous cycles in heterogeneous agent models: a state-space approach," Journal of Evolutionary Economics, Springer, volume 34, issue 4, pages 739-782, December, DOI: 10.1007/s00191-024-00870-w.
• Konstantinos D. Melas & Nektarios A. Michail, 2024, "Can commodity prices predict stock market returns? The case of dry bulk shipping companies," Journal of Shipping and Trade, Springer, volume 9, issue 1, pages 1-14, December, DOI: 10.1186/s41072-024-00178-9.
• Saksham Sood & Bichitrananda Seth & Samir Ranjan Behera & Deba Prasad Rath, 2024, "Asymmetric Impact of Monetary Policy on 10-Year G-Sec Yield in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 3, pages 615-629, September, DOI: 10.1007/s40953-024-00395-w.
• Christina Christou & Konstantinos Eleftheriou & Patroklos Patsoulis, 2024, "Convergence behavior of sovereign bond yields in the EU and COVID-19 government responses," Letters in Spatial and Resource Sciences, Springer, volume 17, issue 1, pages 1-16, December, DOI: 10.1007/s12076-024-00376-w.
• Ansgar Steland, 2024, "Are minimum variance portfolios in multi-factor models long in low-beta assets?," Mathematics and Financial Economics, Springer, number 6, June, DOI: 10.1007/s11579-024-00366-y.
• Jyotirmayee Behera & Pankaj Kumar, 2024, "Implementation of machine learning in $$\ell _{\infty }$$ ℓ ∞ -based sparse Sharpe ratio portfolio optimization: a case study on Indian stock market," Operational Research, Springer, volume 24, issue 4, pages 1-26, December, DOI: 10.1007/s12351-024-00867-0.
• Yao-Tsung Wu & Chien-Hung Liu & Kuo-Hao Lin & Dun-Yao Ke, 2024, "Does media coverage matter for the performance of technical trading strategies? Evidence from Taiwan," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 23, issue 1, pages 147-166, January, DOI: 10.1007/s10258-022-00231-0.
• Ruge-Murcia, Francisco, 2024, "Asset prices in a production network," European Economic Review, Elsevier, volume 166, issue C, DOI: 10.1016/j.euroecorev.2024.104751.
• Blot, Christophe & Hubert, Paul & Labondance, Fabien, 2024, "The asymmetric effects of monetary policy on stock price bubbles," European Economic Review, Elsevier, volume 168, issue C, DOI: 10.1016/j.euroecorev.2024.104824.
• Coqueret, Guillaume & Deguest, Romain, 2024, "Unexpected opportunities in misspecified predictive regressions," European Journal of Operational Research, Elsevier, volume 318, issue 2, pages 686-700, DOI: 10.1016/j.ejor.2024.05.044.
• Guo, Mengmeng & Su, Yun & Zhao, Rui, 2024, "The effect of expanded audit report on IPO underpricing: Evidence from China," Emerging Markets Review, Elsevier, volume 58, issue C, DOI: 10.1016/j.ememar.2023.101092.
• Kim, Karam & Ryu, Doojin & Yu, Jinyoung, 2024, "Star analyst activities and stock price synchronicity: Korean equity market reforms," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101148.
• Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara & Marfo-Yiadom, Edward, 2024, "Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101160.
• Zhang, Teng & Li, Jiaqi & Xu, Zhiwei, 2024, "Speculative trading, stock returns and asset pricing anomalies," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101165.
• Kersting, Erasmus & Kilby, Christopher, 2024, "How do stock markets in emerging economies respond to World Bank loan approvals?," Emerging Markets Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.ememar.2024.101207.
• Kurtović, Hrvoje & Markarian, Garen, 2024, "Tail risks and private equity performance," Journal of Empirical Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jempfin.2023.101457.
• Ma, Tian & Liao, Cunfei & Jiang, Fuwei, 2024, "Factor momentum in the Chinese stock market," Journal of Empirical Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jempfin.2023.101458.
• Chen, Zhuo & Liu, Jinyu & Lu, Andrea & Tao, Libin, 2024, "Carbon dioxide and asset pricing: Evidence from international stock markets," Journal of Empirical Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jempfin.2023.101461.
• Wan, Xiaoyuan, 2024, "Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?," Journal of Empirical Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jempfin.2024.101476.
• Yin, Ximing & Yang, Ge, 2024, "Instantaneous volatility of the yield curve, variance risk premium and bond return predictability," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101490.
• Chichernea, Doina & Huang, Kershen & Petkevich, Alex & Teterin, Pavel, 2024, "Options trading imbalance, cash-flow news, and discount-rate news," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101491.
• Jacobs, Kris & Mai, Anh Thu, 2024, "The role of intermediaries in derivatives markets: Evidence from VIX options," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101492.
• Fung, Scott & Obaid, Khaled & Tsai, Shih-Chuan, 2024, "Information acquisition and processing skills of institutions and retail investors around information shocks," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101495.
• Sun, Chuanping, 2024, "Factor correlation and the cross section of asset returns: A correlation-robust machine learning approach," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101497.
• Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan, 2024, "Global and local information efficiency: An examination of samuelson's dictum," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101500.
• Jiang, Fuwei & Kang, Jie & Meng, Lingchao, 2024, "Certainty of uncertainty for asset pricing," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101501.
• Soebhag, Amar & Van Vliet, Bart & Verwijmeren, Patrick, 2024, "Non-standard errors in asset pricing: Mind your sorts," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101517.
• Barroso, Pedro & Maio, Paulo, 2024, "The risk–return tradeoff among equity factors," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101518.
• Ignatieva, Katja & Wong, Patrick, 2024, "Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101519.
• Cotelioglu, Efe, 2024, "Do mutual funds and ETFs affect the commonality in liquidity of corporate bonds?," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101520.
• Xu, Hongyi & Katselas, Dean & Drienko, Jo, 2024, "A portfolio-level, sum-of-the-parts approach to return predictability," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101525.
• Chen, Keqi & Wang, Yuehan & Zhu, Xiaoquan, 2024, "The value of information in China’s connected market," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101526.
• Peng, Yueqian & Shi, Li & Shi, Xiaojun & Tan, Songtao, 2024, "Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101534.
• Han, Yufeng & Lu, Yueliang (Jacques) & Xu, Weike & Zhou, Guofu, 2024, "Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101537.
• Ghanbari, Hamed, 2024, "Persistent and transient variance components in option pricing models with variance-dependent Kernel," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101531.
• Wang, Jinzhe & Zhu, Yifeng, 2024, "A comparison of factor models in China," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101548.
• Malik, Ali K. & Colak, Gonul & Löflund, Anders, 2024, "Gold, platinum, and mutual fund flows," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101552.
• Parija, Arpit Kumar & Chhatwani, Malvika, 2024, "How does bank opacity affect credit growth and return predictability?," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101553.
• Chen, Chen & Stivers, Chris & Sun, Licheng, 2024, "Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101556.
• Ceballos, Luis & Piljak, Vanja & Swinkels, Laurens, 2024, "Is firm-level political risk priced in the corporate bond market?," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101562.
• Hansen, Anne Lundgaard, 2024, "Time-varying variance decomposition of macro-finance term structure models," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101563.
• Jain, Pankaj K. & Mishra, Suchismita & O'Donoghue, Shawn M. & Zhao, Le, 2024, "Trading volume shares and market quality: Pre- and post- zero commissions," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101564.
• Alexiou, Lykourgos & Rompolis, Leonidas S., 2024, "Jump tail risk exposure and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101565.
• Balash, Vladimir & Faizliev, Alexey, 2024, "Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107202.
• Dong, Qingli & Zhao, Yanzhi & Ma, Xiaojun & Zhou, Yanan, 2024, "Risk spillover between carbon markets and stock markets from a progressive perspective: Measurements, spillover networks, and driving factors," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107228.
• Simshauser, Paul, 2024, "On static vs. dynamic line ratings in renewable energy zones," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107233.
• Zhang, Xuan & Zhang, Zhekai & Xu, Liao & Zhou, Zhiping, 2024, "In search of distress premium in the Chinese energy sector," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107246.
• Cepni, Oguzhan & Şensoy, Ahmet & Yılmaz, Muhammed Hasan, 2024, "Climate change exposure and cost of equity," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2023.107288.
• Beckmann, Joscha & Rogmann, Jennifer, 2024, "Determinants and effects of country ESG controversy," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107326.
• Zadeh, Omid Razavi & Romagnoli, Silvia, 2024, "Financing sustainable energy transition with algorithmic energy tokens," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107420.
• Rao, Amar & Kumar, Satish & Gupta, Prashant & Dash, Saumya Ranjan, 2024, "Quantifying the impact of interest rate volatility on Asian energy companies: A comparative study of fossil and renewable sectors," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107482.
• Yousaf, Imran & Ijaz, Muhammad Shahzad & Umar, Muhammad & Li, Yanshuang, 2024, "Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107490.
• Yang, Jinyu & Dong, Dayong & Liang, Chao & Cao, Yang, 2024, "Monetary policy uncertainty and the price bubbles in energy markets," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107503.
• Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2024, "Credit default swaps and corporate carbon emissions in Japan," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107504.
• Hu, Xin & Zhu, Bo & Lin, Renda & Li, Xiru & Zeng, Lidan & Zhou, Sitong, 2024, "How does greenness translate into greenium? Evidence from China's green bonds," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107511.
• Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie & Wang, Qunwei, 2024, "Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107537.
• Ali, Shoaib & Umar, Muhammad & Naveed, Muhammad & Shan, Shan, 2024, "Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107523.
• Pan, Zhiyuan & Zhong, Hao & Wang, Yudong & Huang, Juan, 2024, "Forecasting oil futures returns with news," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107606.
• Simshauser, Paul & Newbery, David, 2024, "Non-firm vs priority access: On the long run average and marginal costs of renewables in Australia," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107671.
• Barbosa, Maria de Fatima & Street, Alexandre & Fanzeres, Bruno, 2024, "A Tailored Derivative Instrument to Mitigate the Price-and-Quantity Risk Faced by Wind Power Companies," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107676.
• Ahmed, Walid M.A., 2024, "Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107696.
• Gu, Qinen & Li, Shaofang & Tian, Sihua & Wang, Yuyouting, 2024, "Impact of climate risk on energy market risk spillover: Evidence from dynamic heterogeneous network analysis," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107775.
• Dong, Xiyong & Zhang, John F., 2024, "Heterogeneity of regional carbon emission markets in China: Evidence from multidimensional determinants," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107835.
• Sheenan, Lisa & Schweers, Koen & Klein, Tony, 2024, "Interactions between sustainable bonds, renewable energy and other financial markets: A macroprudential perspective," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107839.
• Pombo-Romero, Julio & Rúas-Barrosa, Oliver & Vázquez, Carlos, 2024, "Assessing the value and risk of renewable PPAs," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107861.
• Zhang, Yongji & Cao, Liyuan & Lan, Minghui & Su, Zhi & Wang, Ke, 2024, "Air pollution and issuance credit spread of municipal investment bond," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107866.
• Sen, Chitrakalpa & Chakrabarti, Gagari, 2024, "Exploring the risk dynamics of US green energy stocks: A green time-varying beta approach," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107951.
• Benchora, Inessa & Galanti, Sébastien, 2024, "Verified carbon emissions and stock returns in the EU Emissions Trading System," Energy Policy, Elsevier, volume 193, issue C, DOI: 10.1016/j.enpol.2024.114264.
• Michelfelder, Richard A. & Pilotte, Eugene A., 2024, "U.S. vertically integrated electric utility greenhouse gas emissions and carbon risk premiums around the Paris Accord," Energy Policy, Elsevier, volume 195, issue C, DOI: 10.1016/j.enpol.2024.114346.
• Xu, Zhiwei & Wang, Xuefei & Zhang, Teng, 2024, "The international natural gas price and its cross-sectional pricing implication: Evidence from Chinese stock market," Energy, Elsevier, volume 313, issue C, DOI: 10.1016/j.energy.2024.133939.
• Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2024, "Google search trends and stock markets: Sentiment, attention or uncertainty?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102549.
• Palwishah, Rana & Kashif, Muhammad & Rehman, Mobeen Ur & Al-Faryan, Mamdouh Abdulaziz Saleh, 2024, "Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102919.
• Hong, Yun & Yao, Youfu, 2024, "Can comment letters impact excess perks? Evidence from China," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102943.
• Dobrynskaya, Victoria, 2024, "Is downside risk priced in cryptocurrency market?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102947.
• Zhang, Jiaming & Xiang, Yitian & Zou, Yang & Guo, Songlin, 2024, "Volatility forecasting of Chinese energy market: Which uncertainty have better performance?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102952.
• Zhang, Zikai & Neupane, Suman, 2024, "Global IPO underpricing during the Covid-19 pandemic: The impact of firm fundamentals, financial intermediaries, and global factors," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102954.
• Hanauer, Matthias X. & Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2024, "Factor models for Chinese A-shares," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102975.
• Vafai, Nima & Rakowski, David, 2024, "The sources of portfolio volatility and mutual fund performance," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102985.
• Mangee, Nicholas, 2024, "Stock price swings and fundamentals: The role of Knightian uncertainty," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102987.