Research classified by Journal of Economic Literature (JEL) codes

2024

• Yasuhiro Iwanaga & Takehide Hirose & Tomohiro Yoshida, 2024, "Decomposing the Momentum in the Japanese Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 2, pages 221-250, June, DOI: 10.1007/s10690-023-09413-y.
• Yunpeng Su & Jia Li & Baochen Yang & Yunbi An, 2024, "The Impacts of Policy Uncertainty on Asset Prices: Evidence from China’s Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 4, pages 1087-1133, December, DOI: 10.1007/s10690-023-09442-7.
• Harald Uhlig, 2024, "On Digital Currencies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 52, issue 1, pages 1-14, March, DOI: 10.1007/s11293-024-09792-1.
• Dimiter Nenkov, 2024, "“The Magnificent Seven” Technology Stocks and Their Impact on the S&P 500: A Review 4 Years Later," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 6, issue 2, pages 180-195, December.
• Jeko Milev & Kremena Choutilova-Yochkolovska, 2024, "The Multifund System – Is It an Option for Raising the Sustainability of The Bulgarian Pension System?," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 6, issue 2, pages 206-216, December.
• Rava Azeredo da Silveira & Yeji Sung & Michael Woodford, 2024, "Optimally Imprecise Memory and Biased Forecasts," American Economic Review, American Economic Association, volume 114, issue 10, pages 3075-3118, October, DOI: 10.1257/aer.20201806.
• Tim Bollerslev & Jia Li & Yuexuan Ren, 2024, "Optimal Inference for Spot Regressions," American Economic Review, American Economic Association, volume 114, issue 3, pages 678-708, March, DOI: 10.1257/aer.20221338.
• Kai Hao Yang & Alexander K. Zentefis, 2024, "Monotone Function Intervals: Theory and Applications," American Economic Review, American Economic Association, volume 114, issue 8, pages 2239-2270, August, DOI: 10.1257/aer.20230330.
• Zhiguo He & Maggie Hu & Zhenping Wang & Vincent Yao, 2024, "Valuing Long-Term Property Rights with Anticipated Political Regime Shifts," American Economic Review, American Economic Association, volume 114, issue 9, pages 2701-2747, September, DOI: 10.1257/aer.20211242.
• Nathan Foley-Fisher & Gary Gorton & Stéphane Verani, 2024, "Adverse Selection Dynamics in Privately Produced Safe Debt Markets," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 1, pages 441-468, January, DOI: 10.1257/mac.20210383.
• Marzena Rostek & Ji Hee Yoon, 2024, "Innovation in Decentralized Markets: Technology versus Synthetic Products," American Economic Journal: Microeconomics, American Economic Association, volume 16, issue 1, pages 63-109, February, DOI: 10.1257/mic.20220138.
• Alan D. Crane & Andrew Koch & Leming Lin, 2024, "Real Effects of Markets on Politics: Evidence from US Presidential Elections," American Economic Review: Insights, American Economic Association, volume 6, issue 1, pages 73-88, March, DOI: 10.1257/aeri.20220240.
• Whelsy Boungou & Alhonita Yatie, 2024, "Crypto-assets, Uncertainties, and Geopolitical Risks," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 14, issue 2, pages 55-64.
• Muhammad Muddasir & Gülşah Kulalı, 2024, "The Validity of CAPM and ICAPM in the Istanbul Stock Exchange," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 1, pages 26-42, DOI: 10.30784/epfad.1383837.
• Selçuk Yalçın, 2024, "Piyasa Çarpanları ile Portföy Oluşturma: BİST’te Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 3, pages 610-627, DOI: 10.30784/epfad.1477190.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2024, "Rational bubbles on assets with a fundamental value," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2408, Mar.
• Mirzat Ullah, 2024, "Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 1, pages 110-135, DOI: https://doi.org/10.15826/vestnik.20.
• Vanderveken, Rodolphe & Lassance, Nathan & Vrins, Frédéric, 2024, "Optimal Portfolio Size under Parameter Uncertainty," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024004, Jul.
• Boulier, Jean-François & D’Hondt, Catherine & Jawadi, Fredj & Prat, Georges & Rozin, Philippe & Taffler, Richard, 2024, "How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024001, Feb.
• Vrins, Frédéric & Wang, Linqi, 2024, "Asymmetric short-rate model without lower bound," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024005, Jan, DOI: https://doi.org/10.1080/14697688.20.
• Ozge Camalan & Sahika Gokmen & Sibel Atan, 2024, "Using Advanced Machine Learning Techniques to Predict the Sales Volume of Non-Fungible Tokens," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 10, issue 1, pages 17-27, June, DOI: 10.22440/wjae.10.1.2.
• Lars Peter Hansen & Paymon Khorrami & Fabrice Tourre, 2024, "Comparative Valuation Dynamics in Production Economies: Long-Run Uncertainty, Heterogeneity, and Market Frictions," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 1-38, November, DOI: 10.1146/annurev-financial-082123-10.
• Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2024, "Supply and Demand and the Term Structure of Interest Rates," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 115-151, November, DOI: 10.1146/annurev-financial-082123-11.
• Zhuo Chen & Zhiguo He & Wei Wei, 2024, "Margin Rules and Margin Trading: Past, Present, and Implications," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 153-177, November, DOI: 10.1146/annurev-financial-110921-10.
• Ricardo J. Caballero & Alp Simsek, 2024, "Central Banks, Stock Markets, and the Real Economy," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 179-205, November, DOI: 10.1146/annurev-financial-082123-10.
• Ian Dew-Becker & Stefano Giglio, 2024, "Recent Developments in Financial Risk and the Real Economy," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 39-60, November, DOI: 10.1146/annurev-financial-082123-10.
• David Chambers & Elroy Dimson & Antti Ilmanen & Paul Rintamäki, 2024, "Long-Run Asset Returns," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 435-458, November, DOI: 10.1146/annurev-financial-082123-10.
• Lin Tan & Xiaoyan Zhang & Xinran Zhang, 2024, "Retail and Institutional Investor Trading Behaviors: Evidence from China," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 459-483, November, DOI: 10.1146/annurev-financial-082123-11.
• Kent Daniel & Alexander Klos & Simon Rottke, 2024, "Optimists, Pessimists, and Stock Prices," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 61-87, November, DOI: 10.1146/annurev-financial-082123-10.
• Яндиев М. // Yandiyev М., 2024, "Феномен недооценки при первичном размещении акций объясняется алчностью финансовых спекулянтов // The Phenomenon of Underpricing during Initial Public Offering is Explained by the Greed of Financial Speculators," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 65-85.
• Шамар Бауыржан // Shamar Bauyrzhan, 2024, "Декомпозиция кривой доходности ГЦБ // Decomposition of the government securities yield curve," Working Papers, National Bank of Kazakhstan, number #2024-3.
• Yulia V. Vymyatnina & Aleksandr A. Chernykh, 2024, "Green bonds in the Russian market: Assessing environmental influence on returns," Russian Journal of Economics, ARPHA Platform, volume 10, issue 3, pages 211-228, October, DOI: 10.32609/j.ruje.10.121967.
• B. N. Kausik, 2024, "Equity Premium in Efficient Markets," Papers, arXiv.org, number 2401.09265, Jan.
• Bryan Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu & Yuan Zhang, 2024, "Large and Deep Factor Models," Papers, arXiv.org, number 2402.06635, Jan, revised Feb 2026.
• Moshe A. Milevsky & Thomas S. Salisbury, 2024, "The Riccati Tontine: How to Satisfy Regulators on Average," Papers, arXiv.org, number 2402.14555, Feb.
• Degui Li & Oliver Linton & Haoxuan Zhang, 2024, "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Papers, arXiv.org, number 2403.06246, Mar.
• Tomohiro Hirano & Alexis Akira Toda, 2024, "On Equilibrium Determinacy in Overlapping Generations Models with Money," Papers, arXiv.org, number 2403.13222, Mar.
• Aman Saggu & Lennart Ante & Ender Demir, 2024, "Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup," Papers, arXiv.org, number 2403.15810, Mar.
• Elham Daadmehr, 2024, "Workplace sustainability or financial resilience? Composite-financial resilience index," Papers, arXiv.org, number 2403.16296, Mar.
• Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2024, "One Factor to Bind the Cross-Section of Returns," Papers, arXiv.org, number 2404.08129, Apr.
• Abdulnasser Hatemi-J, 2024, "An Asymmetric Capital Asset Pricing Model," Papers, arXiv.org, number 2404.14137, Apr, revised May 2024.
• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024, "Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching," Papers, arXiv.org, number 2408.12863, Aug, revised May 2025.
• Aman Saggu & Lennart Ante & Kaja Kopiec, 2024, "Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Papers, arXiv.org, number 2412.02452, Dec.
• Victor Olkhov, 2024, "Expressions of Market-Based Correlations Between Prices and Returns of Two Assets," Papers, arXiv.org, number 2412.13172, Dec.
• Kemal Kirtac & Guido Germano, 2024, "Sentiment trading with large language models," Papers, arXiv.org, number 2412.19245, Dec.
• Daneshmand, Arian & Mazyaki, Ali & Gheidari, Mohammad Javad, 2024, "The Effects of Income Support Policy on Covid-19 Related Mortality: A Cross-Country Study (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 29, issue 1, pages 21-50, May.
• Feghhi Kashani, Mohammad & ziyaee, zahra, 2024, "Supply Side Implications of Ambiguity Aversion for Risk Premium and Risk-Free Rate Puzzles (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 29, issue 1, pages 51-78, May.
• Josko Maric & Mislav Sagovac & Luka Sikic, 2024, "The Effects Of Momentum And Contrarian Strategies On The Croatian Capital Market," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 33, issue 1, pages 149-175, june, DOI: 10.17818/EMIP/2024/1.8.
• Nuruddeen Usman & Chinecherem Dionne Okoronkwo, 2024, "The Epidemic of COVID-19 and the Persistence of MINT Stock Prices," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 1, pages 1-6, DOI: 2024/07/01.
• Javed Bin Kamal & Mark Wohar & Khaled Bin Kamal, 2024, "On the Potential Hedging Instruments Against Central Bank Digital Currency Uncertainty and Attention Indices," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-7, DOI: 2024/06/28.
• Seyed Alireza Athari & Ali Awais Khalid & Qasim Raza Syed, 2024, "Twitter-Based Economic Uncertainty and US Energy Market - An Investigation Using Wavelet Coherence," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 1, pages 1-7, DOI: 2024/07/10.
• Matias Cattaneo & Richard K. Crump & Weining Wang, 2024, "Beta-sorted portfolios," CeMMAP working papers, Institute for Fiscal Studies, number 20/24, Nov, DOI: 10.47004/wp.cem.2024.2024.
• Massimo Guidolin & Monia Magnani, 2024, "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24220.
• Pietro Munari, 2024, "The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24228.
• Monia Magnani, 2024, "Can Monetary Policies Inflate a Stock Market Bubble? A Regime Switching Model of Periodically Collapsing Bubbles," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24231.
• Monia Magnani, 2024, "Does Macroeconomic Predictability Enhance the Economic Value of Hedge Funds to Risk-Averse Investors?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24232.
• Dejan Zivkov & Boris Kuzman & Natasa Papic-Blagojevic, 2024, "Multiscale non-linear tale risk spillover effect from oil to stocks – The case of East European emerging markets," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 27, issue 3, pages 186-200, September, DOI: 10.15240/tul/001/2024-5-015.
• Bruno Feunou & Zabi Tarshi, 2024, "Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada," Discussion Papers, Bank of Canada, number 2024-09, Jul, DOI: 10.34989/sdp-2024-9.
• Yuteng Cheng & Roberto Robatto, 2024, "Fire Sales and Liquidity Requirements," Staff Working Papers, Bank of Canada, number 24-18, May, DOI: 10.34989/swp-2024-18.
• Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2024, "Entry and Exit in Treasury Auctions," Staff Working Papers, Bank of Canada, number 24-29, Jul, DOI: 10.34989/swp-2024-29.
• Antonio Diez de los Rios, 2024, "Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program," Staff Working Papers, Bank of Canada, number 24-34, Oct, DOI: 10.34989/swp-2024-34.
• Andreas Uthemann & Rishi Vala, 2024, "How big is cash-futures basis trading in Canada’s government bond market?," Staff Analytical Notes, Bank of Canada, number 2024-16, Jun, DOI: 10.34989/san-2024-16.
• Andreas Uthemann & Rishi Vala, 2024, "Quelle est la part de l’arbitrage comptant-terme sur le marché canadien des obligations d’État?," Staff Analytical Notes, Bank of Canada, number 2024-16fr, Jun, DOI: 10.34989/san-2024-16.
• Jabir Sandhu & Rishi Vala, 2024, "Could all-to-all trading improve liquidity in the Government of Canada bond market?," Staff Analytical Notes, Bank of Canada, number 2024-17, Jul, DOI: 10.34989/san-2024-17.
• Jabir Sandhu & Rishi Vala, 2024, "La négociation ouverte à tous les acteurs pourrait-elle améliorer la liquidité du marché des obligations du gouvernement du Canada?," Staff Analytical Notes, Bank of Canada, number 2024-17fr, Jul, DOI: 10.34989/san-2024-17.
• Ingomar Krohn & Mariel Maguiña, 2024, "Foreign Exchange Risk Premiums and Global Currency Factors," Staff Analytical Notes, Bank of Canada, number 2024-20, Jul, DOI: 10.34989/san-2024-20.
• Boran Plong & Neil Maru, 2024, "CORRA: Explaining the rise in volumes and resulting upward pressure," Staff Analytical Notes, Bank of Canada, number 2024-21, Aug, DOI: 10.34989/san-2024-21.
• Antonio Diez de los Rios, 2024, "Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve," Staff Analytical Notes, Bank of Canada, number 2024-22, Oct, DOI: 10.34989/san-2024-22.
• Antonio Diez de los Rios, 2024, "Évaluation des effets de portefeuille du Programme d’achat d’obligations du gouvernement du Canada sur la courbe de rendement canadienne," Staff Analytical Notes, Bank of Canada, number 2024-22fr, Oct, DOI: 10.34989/san-2024-22.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024, "How foreign central banks can affect liquidity in the Government of Canada bond market," Staff Analytical Notes, Bank of Canada, number 2024-26, Dec, DOI: 10.34989/san-2024-26.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024, "Le rôle des banques centrales étrangères sur la liquidité du marché des obligations du gouvernement du Canada," Staff Analytical Notes, Bank of Canada, number 2024-26fr, Dec, DOI: 10.34989/san-2024-26.
• Boran Plong & Neil Maru, 2024, "What has been putting upward pressure on CORRA?," Staff Analytical Notes, Bank of Canada, number 2024-4, Mar, DOI: 10.34989/san-2024-4.
• Patrick Aldridge & Stephane Gignac & Rishi Vala & Adrian Walton, 2024, "Comment les sociétés d’assurance vie canadiennes gèrent leurs risques de liquidité," Staff Analytical Notes, Bank of Canada, number 2024-7fr, Apr, DOI: 10.34989/san-2024-7.
• Ricardo Barahona & María Rodríguez-Moreno, 2024, "Estimating the OIS term premium with analyst expectation surveys," Occasional Papers, Banco de España, number 2410, Mar, DOI: https://doi.org/10.53479/36253.
• Arturo Pablo Macías Fernández & Ignacio de la Peña Leal, 2024, "Sensibilidad a los tipos de interés soberanos de la cartera de colateral elegible para los préstamos de política monetaria," Occasional Papers, Banco de España, number 2417, May, DOI: https://doi.org/10.53479/36612.
• Alicia Aguilar & Ricardo Gimeno, 2024, "Discrete Probability Forecasts: What to expect when you are expecting a monetary policy decision," Working Papers, Banco de España, number 2438, Oct, DOI: https://doi.org/10.53479/37893.
• Danilo Liberati & Giuseppe Marinelli, 2024, "Was Covid-19 a wake-up call on climate risks? Evidence from the greenium," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 832, Mar.
• Fabrizio Ferriani & Marcello Pericoli, 2024, "ESG risks and corporate viability: insights from default probability term structure analysis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 892, Nov.
• Stefano Nobili & Mattia Persico & Rosario Romeo, 2024, "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 52, Oct.
• Alessandro Moro & Andrea Zaghini, 2024, "The green sin: how exchange rate volatility and financial openness affect green premia," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1447, Mar.
• Valère Fourel & Alice Schwenninger, 2024, "The Impact of the PEPP on the Corporate Commercial Paper Market," Working papers, Banque de France, number 946.
• Jens Christensen & Sarah Mouabbi, 2024, "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working papers, Banque de France, number 948.
• Stéphane Lhuissier & Aymeric Ortmans & Fabien Tripier, 2024, "The Risk of Inflation Dispersion in the Euro Area," Working papers, Banque de France, number 954.
• José Manuel Carbó Martinez & Sergio Gorjón Rivas, 2024, "Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Granular data: new horizons and challenges".
• Gaston Gelos & Pietro Patelli & Ilhyock Shim, 2024, "The US dollar and capital flows to EMEs," BIS Quarterly Review, Bank for International Settlements, September.
• James Costain & Galo Nuño Barrau & Carlos Thomas, 2024, "The term structure of interest rates in a heterogeneous monetary union," BIS Working Papers, Bank for International Settlements, number 1165, Feb.
• Lioba Heimbach & Wenqian Huang, 2024, "DeFi leverage," BIS Working Papers, Bank for International Settlements, number 1171, Mar.
• Tobias Adrian & Gaston Gelos & Nora Lamersdorf & Emanuel Moench, 2024, "The asymmetric and persistent effects of Fed policy on global bond yields," BIS Working Papers, Bank for International Settlements, number 1195, Jul.
• Rodney Garratt & Maarten RC van Oordt, 2024, "Crypto Exchange Tokens," BIS Working Papers, Bank for International Settlements, number 1201, Jul.
• Phạm Thu Hương & Hoàng Mạnh Hùng & Lê Đạt Chí, 2024, "Ứng dụng mô hình F-SCORE cho chiến lược đầu tư cổ phiếu tại Sở Giao dịch Chứng khoán Thành phố Hồ Chí Minh," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 5, pages 46-58, DOI: 10.46223/HCMCOUJS.econ.vi.19.5.2968.
• Trịnh Hữu Lực & Lê Huỳnh Như, 2024, "Vai trò trung gian của kế toán quản trị môi trường trong mối quan hệ giữa chiến lược và thành quả môi trường," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 7, pages 61-71, DOI: 10.46223/HCMCOUJS.econ.vi.19.7.3053.
• Phạm Đình Hân & Lê Thị Diệu Huyên & Vũ Quốc Quý, 2024, "Áp dụng mở rộng lý thuyết hành vi có kế hoạch để dự đoán ý định mua căn hộ chung cư của người tiêu dùng," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 8, pages 94-111, DOI: 10.46223/HCMCOUJS.econ.vi.19.8.2986.
• Richard Mawulawoe Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2024, "COVID‐19, Mobility Restriction Policies and Stock Market Volatility: A Cross‐Country Empirical Study," Economic Papers, The Economic Society of Australia, volume 43, issue 2, pages 184-203, June, DOI: 10.1111/1759-3441.12414.
• Michael Bauer & Mikhail Chernov, 2024, "Interest Rate Skewness and Biased Beliefs," Journal of Finance, American Finance Association, volume 79, issue 1, pages 173-217, February, DOI: 10.1111/jofi.13276.
• Lin William Cong & Yizhou Xiao, 2024, "Information Cascades and Threshold Implementation: Theory and an Application to Crowdfunding," Journal of Finance, American Finance Association, volume 79, issue 1, pages 579-629, February, DOI: 10.1111/jofi.13294.
• Francesca Barbiero & Glenn Schepens & Jean‐David Sigaux, 2024, "Liquidation Value and Loan Pricing," Journal of Finance, American Finance Association, volume 79, issue 1, pages 95-128, February, DOI: 10.1111/jofi.13291.
• David O. Lucca & Jonathan H. Wright, 2024, "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Journal of Finance, American Finance Association, volume 79, issue 2, pages 1055-1085, April, DOI: 10.1111/jofi.13307.
• Hui Chen & Winston Wei Dou & Leonid Kogan, 2024, "Measuring “Dark Matter” in Asset Pricing Models," Journal of Finance, American Finance Association, volume 79, issue 2, pages 843-902, April, DOI: 10.1111/jofi.13317.
• Ricardo J. Caballero & Alp Simsek, 2024, "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," Journal of Finance, American Finance Association, volume 79, issue 3, pages 1719-1753, June, DOI: 10.1111/jofi.13343.
• Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2024, "The Term Structure of Covered Interest Rate Parity Violations," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2077-2114, June, DOI: 10.1111/jofi.13336.
• Thummim Cho & Christopher Polk, 2024, "Putting the Price in Asset Pricing," Journal of Finance, American Finance Association, volume 79, issue 6, pages 3943-3984, December, DOI: 10.1111/jofi.13391.
• Clemens Sialm & Qifei Zhu, 2024, "Currency Management by International Fixed‐Income Mutual Funds," Journal of Finance, American Finance Association, volume 79, issue 6, pages 4037-4081, December, DOI: 10.1111/jofi.13381.
• Stefano Giglio & Bryan Kelly & Serhiy Kozak, 2024, "Equity Term Structures without Dividend Strips Data," Journal of Finance, American Finance Association, volume 79, issue 6, pages 4143-4196, December, DOI: 10.1111/jofi.13394.
• María Eugenia Carmona Morales, 2024, "Descomposición de los componentes de las tasas de interés de largo plazo: caso Bolivia," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2024/02, Dec.
• Robert Eccles & Shiva Rajgopal & Jing Xie, 2024, "Does ESG negative screening work?," Working Papers, University of Macau, Faculty of Business Administration, number 202404, Jun.
• Allaudeen Hameed & Jing Xie & Yuxiang Zhong, 2024, "Preferences for dividends and stock returns around the world," Working Papers, University of Macau, Faculty of Business Administration, number 202405, Jun.
• Carlos Cañon & Eddie Gerba & Alberto Pambira & Evarist Stoja, 2024, "An unconventional FX tail risk story," Bank of England working papers, Bank of England, number 1068, Apr.
• Rhys Bidder & Jamie Coen & Caterina Lepore & Laura Silvestri, 2024, "Whose asset sales matter?," Bank of England working papers, Bank of England, number 1088, Aug.
• Gabor Pinter & Emil Siriwardane & Danny Walker, 2024, "Fire sales of safe assets," Bank of England working papers, Bank of England, number 1089, Aug.
• Michael Joyce & Andras Lengyel, 2024, "The yield curve impact of government debt issuance surprises and the implications for QT," Bank of England working papers, Bank of England, number 1097, Nov.
• Haris Giannakidis & Louis Karathanos & Athanasios Kontinopoulos & Athanasios Lampousis & Petros Migiakis, 2024, "The investment grade and funds’ portfolio allocation in Greek assets," Economic Bulletin, Bank of Greece, issue 59, pages 7-24, July, DOI: 10.52903/econbull20245901.
• Ari Kutai & Daniel Nathan & Milena Wittwer, 2024, "Exchanges for government bonds? Evidence during COVID-19," Bank of Israel Working Papers, Bank of Israel, number 2024.03, Mar.
• Akihito Yoneyama & Akitaka Tsuchiya & Noritaka Fukuma, 2024, "Changes in Risk Perceptions on Yen Interest Rates and Exchange Rates Observed in Options Markets: Developments in Implied Probability Distributions amid Rate Hikes in the United States and Europe from 2022 to 2023," Bank of Japan Review Series, Bank of Japan, number 24-E-8, Aug.
• Noritaka Fukuma & Tomiyuki Kitamura & Kohei Maehashi & Naoki Matsuda & Keita Takemura & Kota Watanabe, 2024, "The Impact of Quantitative and Qualitative Easing and Yield Curve Control on the Functioning of the Japanese Government Bond Market," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-9, Aug.
• Takashi Nakazawa & Mitsuhiro Osada, 2024, "The Bank of Japan's Large-Scale Government Bond Purchases and the Formation of Long-Term Interest Rates," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-10, Sep.
• Kohei Maehashi & Daisuke Miyakawa & Kana Sasamoto, 2024, "Pricing Implications of Centrality in an OTC Derivative Market: An Empirical Analysis Using Transaction-Level CDS Data," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-11, Sep.
• Liyan Han & Lei Li & Huiyi Liao & Libo Yin, 2024, "Hedging Along the Global Value Chain: Trade War and Firm Value," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_531, Apr.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024, "Mental Models of the Stock Market," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_611, Nov.
• Kim Jeong-Yoo, 2024, "Comments on the Signaling Theory of IPO Underpricing and Investor Protection Laws," Asian Journal of Law and Economics, De Gruyter, volume 15, issue 1, pages 151-165, April, DOI: 10.1515/ajle-2023-0153.
• Horie Tetsushi & Yamamoto Yohei, 2024, "Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices," Journal of Econometric Methods, De Gruyter, volume 13, issue 1, pages 1-27, January, DOI: 10.1515/jem-2022-0017.
• Burda Martin & Schroeder Adrian K., 2024, "Recurrent Neural Network GO-GARCH Model for Portfolio Selection," Journal of Time Series Econometrics, De Gruyter, volume 16, issue 2, pages 67-81, DOI: 10.1515/jtse-2023-0012.
• Baltodano López Ovielt & Bulfone Giacomo & Casarin Roberto & Ravazzolo Francesco, 2024, "Modeling Corporate CDS Spreads Using Markov Switching Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 271-292, April, DOI: 10.1515/snde-2022-0106.
• Koval Borys & Frühwirth-Schnatter Sylvia & Sögner Leopold, 2024, "Bayesian Reconciliation of Return Predictability," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 337-378, April, DOI: 10.1515/snde-2022-0110.
• Yin Haiyuan & Yang Qingsong, 2024, "Investor Sentiment Mining Based on Bi-LSTM Model and its Impact on Stock Price Bubbles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 5, pages 703-724, DOI: 10.1515/snde-2022-0028.
• Lenhard, Gregor, 2024, "Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets," Working papers, Faculty of Business and Economics - University of Basel, number 2024/01, Mar.
• Simshauser, P. & Gohde, N., 2024, "3-Party Covenant Financing of 'Semi-Regulated' Pumped Hydro Assets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2425, May.
• Zhao, X. & Hong, S. Y. & Linton, O. B., 2024, "Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2449, Sep.
• Simshauser, P. & Gilmore, J., 2024, "Demand Shocks from the Gas Turbine Fleet in Australia's National Electricity Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2452, Sep.
• Li, D. & Linton, O. B. & Zhang, H., 2024, "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2454, Sep.
• Kagerer, B., 2024, "Geopolitics and corporate risk: Evidence from EU-Russia conflict shocks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2471, Dec.
• Simshauser, P., 2024, "Competition vs. Coordination: Optimising Wind, Solar and Batteries in Renewable Energy Zones," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2475, Dec.
• Matthijs Breugem & Stefano Colonnello & Roberto Marfe & Francesca Zucchi, 2024, "Dynamic Equity Slope," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 713 JEL Classification: D.
• Matthijs Breugem & Raffaele Corvino & Roberto Marfe & Lorenzo Schonleber, 2024, "Pandemic Tail Risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 714 JEL Classification: C.
• Roberto Marfe & Julien Penasse, 2024, "Measuring Macroeconomic Tail Risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 715 JEL Classification: E.
• Stefano Colonnello & Roberto Marfè & Qizhou Xiong, 2024, "Housing Yields," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 716 JEL Classification: G.
• Changhyun Lee, 2024, "The outside option channel of central bank asset purchase programs: A tale of two crises," Working Papers, University of California, Davis, Department of Economics, number 363, Jun.
• Athanasios Geromichalos & Lucas Herrenbrueck & Changhyun Lee & Sukjoon Lee, 2024, "What’s so Inconvenient About TIPS?," Working Papers, University of California, Davis, Department of Economics, number 364, Dec.
• Sudhir A. Shah, 2024, "Money-metric valuation of assets," Working papers, Centre for Development Economics, Delhi School of Economics, number 347, Apr.
• Lu, Chengyue & Paczos, Wojtek, 2024, "Impact of COVID-19 Vaccinations on UK Stock Market," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/10, Apr.
• Zhou, Peng & Jin, Shijie & Mazouz, Khelifa & Ding, Wenjie, 2024, "Choices and Effects of Different Green Labels in the EU Bond Market," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/21, Nov.
• Farmer, Leland E & Nakamura, Emi & Steinsson, Jón, 2024, "Learning about the Long Run," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt0tn1s1hp, Oct.
• Christian A. L. Hilber & Tracy M. Turner, 2024, "Land use regulation, homeownership and wealth inequality," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp2003, Jun.
• Yu Awaya & Kohei Iwasaki & Makoto Watanabe, 2024, "Money Is the Root of Asset Bubbles," CESifo Working Paper Series, CESifo, number 10923.
• Patrick Hirsch & Lars P. Feld & Ekkehard A. Köhler & Tobias Thomas, 2024, "“Whatever It Takes!” How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis," CESifo Working Paper Series, CESifo, number 10980.
• Jésus Fernández-Villaverde & Yang Yu & Francesco Zanetti & Jesús Fernández-Villaverde, 2024, "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CESifo Working Paper Series, CESifo, number 11000.
• Nicolas Caramp & Dejanir H. Silva, 2024, "Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity," CESifo Working Paper Series, CESifo, number 11049.
• Marina Albanese & Guglielmo Maria Caporale & Ida Colella & Nicola Spagnolo, 2024, "The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence," CESifo Working Paper Series, CESifo, number 11184.
• Marina Albanese & Guglielmo Maria Caporale & Ida Colella & Nicola Spagnolo, 2024, "Climate Physical Risk and Asian Stock Market Returns," CESifo Working Paper Series, CESifo, number 11222.
• Ben Knox & Yannick Timmer, 2024, "Stagflationary Stock Returns," CESifo Working Paper Series, CESifo, number 11236.
• Stefan Nagel & Zhengyang Xu, 2024, "Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux," CESifo Working Paper Series, CESifo, number 11305.
• Leonardo Bortolan & Atreya Dey & Luca Taschini, 2024, "Volatile Temperatures and Their Effects on Equity Returns and Firm Performance," CESifo Working Paper Series, CESifo, number 11438.
• Woongchan Jeon & Lint Barrage & Kieran James Walsh, 2024, "Pricing Climate Risks: Evidence from Wildfires and Municipal Bonds," CESifo Working Paper Series, CESifo, number 11447.
• Scott Alan Carson & Scott A. Carson, 2024, "Equity, Commodity, and Distillate Risks During Industrial Transformation: Innovation in the Oil & Gas Industry Using GARCH Difference-in-Decompositions," CESifo Working Paper Series, CESifo, number 11534.
• Kelly Shue & Richard Townsend & Chen Wang, 2024, "Categorical Thinking About Interest Rates," CESifo Working Paper Series, CESifo, number 11558.
• Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024, "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," Discussion Papers, Centre for Macroeconomics (CFM), number 2412, Mar.
• Lukas Schmid & Vytautas Valaitis & Alessandro T. Villa, 2024, "Government Debt Management and Inflation with Real and Nominal Bonds," Discussion Papers, Centre for Macroeconomics (CFM), number 2413, Mar.
• Tomohiro Hirano & Alexis Akira Toda, 2024, "Bubble Necessity Theorem," Discussion Papers, Centre for Macroeconomics (CFM), number 2421, Apr.
• Tomohiro Hirano & Alexis Akira Toda, 2024, "Housing Bubbles with Phase Transitions," Discussion Papers, Centre for Macroeconomics (CFM), number 2427, Jun.
• Tomohiro Hirano & Alexis Akira Toda, 2024, "Unbalanced Growth and Land Overvaluation," Discussion Papers, Centre for Macroeconomics (CFM), number 2442, Nov.
• Elias Albagli & Luis Ceballos & Sebastian Claro & Damian Romero, 2024, "UIP Deviations: Insights from Event Studies," Working Papers Central Bank of Chile, Central Bank of Chile, number 1007, Mar.
• Kjell G. Nyborg & Jiri Woschitz, 2024, "Robust difference-in-differences analysis when there is a term structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-03, Jan.
• Filippo Cavaleri & Angelo Ranaldo & Enzo Rossi, 2024, "The Demand for Safe Assets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-110, Dec.
• Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024, "Pension Liquidity Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-16, Feb.
• Kjell G. Nyborg & Jiri Woschitz, 2024, "The Price of Money: The Reserves Convertibility Premium over the Term Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-17, Feb.
• Thea Kolasa & Zacharias Sautner, 2024, "Institutional Investors and the Fight Against Climate Change," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-26, Apr.
• Kjell G. Nyborg, 2024, "The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-37, Jul.
• Irem Erten & Steven Ongena, 2024, "Do Banks Price Environmental Risk? Only When Local Beliefs are Binding!," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-40, Aug.
• Damir Filipović & Paul Schneider, 2024, "Fundamental properties of linear factor models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-42, Aug.
• Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2024, "Hunting for Dollars," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-52, Sep.
• Pierre Collin-Dufresne & Anders B. Trolle, 2024, "Pricing of risk in credit and equity index options-A role for option order flow?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-53, Sep.
• Lorenzo Bretscher & Aytek Malkhozov & Andrea Tamoni & Haoxi Yang, 2024, "Distorted Beliefs and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-66, Oct.
• Francesco Audrino & Jessica Gentner & Simon Stalder, 2024, "Quantifying Uncertainty: A New Era of Measurement through Large Language Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-68, Aug.
• Amit Goyal & Adam V. Reed & Esad Smajlbegovic & Amar Soebhag, 2024, "Stealthy Shorts: Informed Liquidity Supply," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-75, Sep.
• Derek Bergen & Francesco A. Franzoni & Daniel Obrycki & Rafael Resendes, 2024, "Intrinsic Value: A Solution to the Declining Performance of Value Strategies," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-76, Sep.
• Martin Hoesli & Alona Shmygel, 2024, "Determinants of Discount Rates, Capitalization Rates, and Growth Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-91, Dec.
• Brice Corgnet & Mark DeSantis & Yan Peng & David Porter & Jason Shachat, 2024, "How Does P How Does Passive Investing E esting Effect the Informational Efficiency of ect the Informational Efficiency of Prices?," Working Papers, Chapman University, Economic Science Institute, number 24-02.
• Francisco Peñaranda & Enrique Sentana, 2024, "Portfolio management with big data," Working Papers, CEMFI, number wp2024_2411, Jun.
• Makoto WATANABE & Yu Awaya & kohei Iwasaki, 2024, "Money is the roof of asset bubbles," CIGS Working Paper Series, The Canon Institute for Global Studies, number 24-001E, Jan.
• Tomohiro HIRANO & Alexis Akira Toda, 2024, "Housing Bubbles with Phase Transitions," CIGS Working Paper Series, The Canon Institute for Global Studies, number 24-009E, May.
• Queremón Riba Meseguer, Maria Isabel Cambón, 2024, "Fragmentación, formación de precios y liquidez de las acciones españolas en un contexto europeo," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Queremon Riba Meseguer, María Isabel Cambón Murcia, 2024, "Fragmentation price formation and liquidity of Spanish equities in a European context," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 8.
• López Martha & Sarmiento Gómez Eduardo, 2023, "Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia," Revista de Economía del Rosario, Universidad del Rosario, volume 26, issue 2, pages 1-29.
• 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, December, 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.