Research classified by Journal of Economic Literature (JEL) codes

2024

• de Oliveira Souza, Thiago, 2024, "Model risk pricing and hedging," MPRA Paper, University Library of Munich, Germany, number 121827, Sep.
• Chang, Kuo-Ping, 2024, "Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach," MPRA Paper, University Library of Munich, Germany, number 122654, Aug.
• Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2024, "Social Capital and Stock Price Crash Risk: Cross-Country Evidence," MPRA Paper, University Library of Munich, Germany, number 122896, Nov.
• Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2024, "Heroes or Villains? Culturally endorsed charismatic leadership style and stock price crash risk," MPRA Paper, University Library of Munich, Germany, number 122898, Nov.
• Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024, "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper, University Library of Munich, Germany, number 122899, Oct.
• Korobova, Elena & Fantazzini, Dean, 2024, "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper, University Library of Munich, Germany, number 122951.
• Tymoigne, Eric, 2024, "The Origins of the Platonic Approach to Monetary Systems: Retracing European and Chinese Monetary Thoughts on Chartalism, Nominalism, and the Origins of Monetary," MPRA Paper, University Library of Munich, Germany, number 124797, Nov.
• Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024, "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers, University of Pretoria, Department of Economics, number 202419, Apr.
• Richard Synek, 2024, "Cointegration Analysis of US M2 and Gold Price Over the Last Half Century," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2024, issue 1, pages 1-19, DOI: 10.18267/j.efaj.283.
• Štěpán Kohoutek & Pavla Maříková, 2024, "Analysis of historical developments in the European M&A market and identification of factors affecting the market
  [Analýza historického vývoje na evropském trhu fúzí a akvizic a identifikace faktorů, které na daném trhu působí]," Oceňování, Prague University of Economics and Business, volume 17, issue 1, pages 16-33, DOI: 10.18267/j.ocenovani.292.
• Michal Vyletelka, 2024, "ESG Score Uncertainty and Excess Stock Returns: European Stock Market Case," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 2, pages 137-163, DOI: 10.18267/j.pep.854.
• Tomáš Podškubka & Štěpán Kohoutek & Jana Skálová, 2024, "Exploration of the Size Effect on Transaction Data of Non-publicly Traded EU Companies," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 4, pages 414-443, DOI: 10.18267/j.pep.870.
• Qi Shi, 2024, "The Second RP-PCA Factor and Crude Oil Price Predictability," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 6, pages 662-690, DOI: 10.18267/j.pep.879.
• Pongsak Luangaram & Yuthana Sethapramote & Kannika Thampanishvong & Gazi Salah Uddin, 2024, "Climate Risk and Financial Stability: A Systemic Risk Perspective from Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 224, Nov.
• Andres Olmos & Nelson Muriel, 2024, "Accurate delta hedging of european options using conformable calculus," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 21, issue 1, pages 59-69, January-J.
• Shuo Liu, 2024, "Code and data files for "Social Optimal Search Intensity in Over-the-Counter Markets"," Computer Codes, Review of Economic Dynamics, number 22-80, revised .
• Shuo Liu, 2024, "Social Optimal Search Intensity in Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 53, pages 224-282, July, DOI: 10.1016/j.red.2024.04.002.
• Petar-Pierre Matek & Maša Galiæ, 2024, "The impact of designated market-makers on liquidity in frontier markets: Evidence from Zagreb and Ljubljana Stock Exchanges," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 42, issue 1, pages 95-121.
• Anh H. Le & Donghyun Park & John Beirne & Gazi Salah Uddin, 2024, "Disaster Risk, Inequality, and Fiscal Sustainability," ADB Economics Working Paper Series, Asian Development Bank, number 750, Nov.
• Javed Bin Kamal & Akhand Akhtar Hossain & Omar Al Farooque & Mark Wohar, 2024, "Asset Returns and Economic Uncertainty: A Cross-Country Analysis," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 244-276.
• Liang Chen & Jiankun Liu & Rongyu Pei & Zhenqing Su & Ziyang Liu, 2024, "Shanghai Containerised Freight Index Forecasting Based on Deep Learning Methods: Evidence from Chinese Futures Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 28, issue 3, pages 359-388, DOI: 10.11644/KIEP.EAER.2024.28.3.439.
• Thi Ngoc Lan Nguyen & Mai Nguyen & Viet Dzung Nguyen & Xuan Vinh Vo, 2024, "Accruals Quality, Stock Returns and Information Risk: Evidence from Vietnam," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 49, issue 2, pages 53-80.
• Hossein Samanpour & Mehrzad Ebrahimi & Hashem Zare, 2024, "Designing the Financial Price Puzzle Regarding the Response of Inflation to Government Spending Shocks," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 11, issue 1, pages 69-104.
• Hamed Khezrzadegan, 2024, "Asymmetries in the Iran Stock Price – Exchange Rate Nexus: A Momentum Threshold Autoregressive (MTAR) Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 11, issue 3, pages 227-252.
• Jinyoung Seo, 2024, "The Determinants of Bond-Stock Correlation: the Role of Trend Inflation and Monetary Policy," Working Papers, Wake Forest University, Economics Department, number 115, Aug.
• Guangyun Deng & Hui-Chung Che & Yingwu Peng, 2024, "A Study on Patents Invalidation Reexamination Decisions for Discussing Variance between Strong Utility Models and Weak Utility Models," Bulletin of Applied Economics, Risk Market Journals, volume 11, issue 2, pages 83-110.
• 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.
• Mulalo Mamburu, 2024, "Local-Currency sovereign risk on South African government bonds," ERSA Working Paper Series, Economic Research Southern Africa, number 20, Aug.
• Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2024, "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series, Economic Research Southern Africa, number 38, Aug.
• 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.
• Andrzej Bien & Lukasz Gebski, 2024, "Consumers’ Financial Literacy in Poland - the Research and the Resulting Conclusions," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 21, pages 1-13, DOI: 10.7172/2353-6845.jbfe.2024.1.1.
• Tomasz Florczak & Marika Ziemba, 2024, "Can Financialisation Counteract Banking Exclusion? A Study on the Example of the European Union Member States," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 21, pages 14-28, DOI: 10.7172/2353-6845.jbfe.2024.1.2.
• Pascal Alterauge & Marc Mehlhorn, 2024, "Betting on the Market: The Influence of Match-Day Odds on Price Reactions of European Football Clubs," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 22, pages 1-12, DOI: 10.7172/2353-6845.jbfe.2024.2.1.
• Piotr Bartkiewicz, 2024, "Optimal Empirical Strategy for Deriving the Spot Curve: The Case of Poland," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 22, pages 13-31, DOI: 10.7172/2353-6845.jbfe.2024.2.2.
• 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.
• Mignot, Sarah & Pellizzari, Paolo & Westerhoff, Frank H., 2024, "Fake news and asset price dynamics," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 192.
• Greppmair, Stefan & Jank, Stephan & Saffi, Pedro A. C. & Sturgess, Jason, 2024, "Securities lending and information acquisition," Discussion Papers, Deutsche Bundesbank, number 08/2024.
• Zhou, Sophie Lian & van der Ploeg, Frederick, 2024, "Structural change and the climate risk premium during the green transition," Discussion Papers, Deutsche Bundesbank, number 17/2024.
• Arnold, Lutz & Russ, David, 2024, "Listening to the noise: On price efficiency with dynamic trading," Discussion Papers, Deutsche Bundesbank, number 19/2024.
• Weth, Mark A. & Baltzer, Markus & Bertram, Christoph & Hilaire, Jérôme & Johnston, Craig, 2024, "The scenario-based equity price impact induced by greenhouse gas emissions," Discussion Papers, Deutsche Bundesbank, number 30/2024.
• Hoffmann, Peter & Jank, Stephan, 2024, "What is the value of retail order flow?," Discussion Papers, Deutsche Bundesbank, number 33/2024.
• Metiu, Norbert, 2024, "A financial stress indicator for Germany," Technical Papers, Deutsche Bundesbank, number 10/2024.
• Beyer, Victor & Bauckloh, Michael Tobias, 2024, "Non-standard errors in carbon premia," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 24-06.
• Cohen, Lior & Furman, Itai, 2024, "The impact of the ECB's PEPP project on the COVID-19-Induced crisis in the corporate bond market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 235.
• Coqueret, Guillaume & Filippin, Maria Elena & Laguerre, Martial & Weber, Christoph, 2024, "A Comment on Safe Assets by Barro et al. (2022)," I4R Discussion Paper Series, The Institute for Replication (I4R), number 122.
• Huber, Christoph & Holzmeister, Felix & Johannesson, Magnus & König-Kersting, Christian & Dreber, Anna & Huber, Jürgen & Kirchler, Michael, 2024, "Do Experimental Asset Market Results Replicate? High-Powered Preregistered Replications of 17 Claims," I4R Discussion Paper Series, The Institute for Replication (I4R), number 190.
• de Boer, Jantke & Eichler, Stefan, 2024, "FX dealer constraints and external imbalances," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1132, DOI: 10.4419/96973314.
• de Boer, Jantke, 2024, "Global portfolio network and currency risk premia," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1133, DOI: 10.4419/96973315.
• Melissinos, Errikos, 2024, "Real term premia in consumption-based models," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 413, DOI: 10.2139/ssrn.4582708.
• Bagnara, Matteo, 2024, "The economic value of cross-predictability: A performance-based measure," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 424.
• Berg, Florian & Heeb, Florian & Kölbel, Julian, 2024, "The economic impact of ESG ratings," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 439, DOI: 10.2139/ssrn.4088545.
• Lambrecht, Marco & Oechssler, Jörg & Weidenholzer, Simon, 2024, "On the benefits of robo-advice in financial markets," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302354.
• Corgnet, Brice & DeSantis, Mark & Siemroth, Christoph, 2024, "Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302411.
• 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, March, 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.
• Venky Nagar & Jordan Schoenfeld, 2024, "Measuring weather exposure with annual reports," Review of Accounting Studies, Springer, volume 29, issue 1, pages 1-32, March, DOI: 10.1007/s11142-022-09711-2.
• Alexander Barinov & Shawn Saeyeul Park & Çelim Yıldızhan, 2024, "Firm complexity and post-earnings announcement drift," Review of Accounting Studies, Springer, volume 29, issue 1, pages 527-579, March, DOI: 10.1007/s11142-022-09727-8.
• Jeremiah Green & John R. M. Hand & Anywhere Sikochi, 2024, "The asymmetric mispricing information in analysts’ target prices," Review of Accounting Studies, Springer, volume 29, issue 1, pages 889-915, March, DOI: 10.1007/s11142-022-09730-z.
• Andy Fodor & Kelley Bergsma Lovelace & Vijay Singal & Jitendra Tayal, 2024, "Does firm life cycle stage affect investor perceptions? Evidence from earnings announcement reactions," Review of Accounting Studies, Springer, volume 29, issue 2, pages 1039-1096, June, DOI: 10.1007/s11142-022-09749-2.
• Feifei Wang & Xuemin Sterling Yan & Lingling Zheng, 2024, "Do sophisticated investors follow fundamental analysis strategies? Evidence from hedge funds and mutual funds," Review of Accounting Studies, Springer, volume 29, issue 2, pages 1097-1146, June, DOI: 10.1007/s11142-023-09762-z.
• Chen Chen & Michelle Song & Cameron Truong & Jin Zhang, 2024, "Naming as business strategy: an analysis of eponymy and debt contracting," Review of Accounting Studies, Springer, volume 29, issue 3, pages 2971-3017, September, DOI: 10.1007/s11142-023-09765-w.
• Dan Amiram & Edward Owens, 2024, "Accounting-based expected loss given default and debt contract design," Review of Accounting Studies, Springer, volume 29, issue 3, pages 2437-2467, September, DOI: 10.1007/s11142-023-09772-x.
• Christopher S. Armstrong & Mirko S. Heinle & Irina Luneva, 2024, "Financial information and diverging beliefs," Review of Accounting Studies, Springer, volume 29, issue 3, pages 2082-2124, September, DOI: 10.1007/s11142-024-09832-w.
• Martina Andreani & Diogo Palhares & Scott Richardson, 2024, "Computing corporate bond returns: a word (or two) of caution," Review of Accounting Studies, Springer, volume 29, issue 4, pages 3887-3906, December, DOI: 10.1007/s11142-023-09777-6.
• Ryan J. Casey & George W. Ruch, 2024, "Are earnings better than cash flows at predicting future cash flows? Evidence from apples-to-apples comparisons," Review of Accounting Studies, Springer, volume 29, issue 4, pages 3218-3257, December, DOI: 10.1007/s11142-023-09805-5.
• Marcus Becker & Andreas Löffler, 2024, "Arbitrage and non-linear taxes," Review of Managerial Science, Springer, volume 18, issue 12, pages 3487-3514, December, DOI: 10.1007/s11846-023-00721-1.
• Somayyeh Lotfi & Stavros A. Zenios, 2024, "Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance," Review of Managerial Science, Springer, volume 18, issue 7, pages 2115-2140, July, DOI: 10.1007/s11846-023-00715-z.
• Tri Minh Phan, 2024, "Sentiment-semantic word vectors: A new method to estimate management sentiment," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 160, issue 1, pages 1-22, December, DOI: 10.1186/s41937-024-00126-1.
• Gregor Dorfleitner & Rongxin Zhang, 2024, "ESG News Sentiment and Stock Price Reactions: A Comprehensive Investigation via BERT," Schmalenbach Journal of Business Research, Springer, volume 76, issue 2, pages 197-244, June, DOI: 10.1007/s41471-024-00185-3.
• Claude Bergeron, 2024, "Inflation, risk, and dividend growth," SN Business & Economics, Springer, volume 4, issue 7, pages 1-21, July, DOI: 10.1007/s43546-024-00674-x.
• Burak Pirgaip & Mehmet Baha Karan & Seçil Sayın Kutluca, 2024, "Do Green Bonds Improve the Stock and Environmental Performance of Energy Firms? International Evidence," Springer Books, Springer, in: James Thewissen & Özgür Arslan-Ayaydin & Wim Westerman & André Dorsman, "The ESG Framework and the Energy Industry", DOI: 10.1007/978-3-031-48457-5_9.
• Tatsuyoshi Okimoto & Sumiko Takaoka, 2024, "Sustainability and Credit Spreads in Japan," Springer Books, Springer, in: Sumiko Takaoka, "Environmental Technology Innovation and ESG Investment", DOI: 10.1007/978-981-99-9768-8_2.
• Han-Ching Huang & Guan-Yu Chen, 2024, "The Performance Analysis of Trading Strategies Based on Insider Silence," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 2, pages 1-4.
• Ching-Lin Chu & Hui-Chung Che & Jia Li, 2024, "Invention Patent’s Capability for Differentiating Stock Return Rates - Patent Informatics on Manufacturing Industries," Journal of Risk & Control, SCIENPRESS Ltd, volume 11, issue 1, pages 1-2.
• Boudiaf, Ismael Alexander & Scheicher, Martin & Frieden, Immo, 2024, "The market liquidity of interest rate swaps," ESRB Working Paper Series, European Systemic Risk Board, number 147, Mar.
• Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2024, "Pricing anomalies in a general equilibrium model with biased learning," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2024/14, Apr.
• Alicia Aguilar, 2024, "Beyond Fragmentation: Unraveling the Drivers of Yield Divergence in the euro area," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 9/2024, Nov.
• Nathan Lassance & Rodolphe Vanderveken & Frédéric Vrins, 2024, "On the Combination of Naive and Mean-Variance Portfolio Strategies," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 875-889, July, DOI: 10.1080/07350015.2023.2256801.
• Fabian MOODLEY, 2024, "Bond Indices Maturities and Changing Macroeconomic Conditions: Evidence from South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 1, pages 57-73, DOI: 10.1991/jefa.v8i1.a66.
• Mehran Akbari & Christian Bauer & Matthias Neuenkirch & Dennis Umlandt, 2024, "Economic Forecast Disagreement and Equity Pricing: International Evidence," Research Papers in Economics, University of Trier, Department of Economics, number 2025-07.
• Gollier, Christian, 2024, "The welfare cost of ignoring the beta," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1556, Jul.
• Cherbonnier, Frédéric & Pommeret, Aude, 2024, "Valuing mitigation projects under uncertainty," TSE Working Papers, Toulouse School of Economics (TSE), number 131727.
• Lorette DANILO & Fayssal JAMHAMED & Franck MARTIN, 2024, "Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-11, Nov.
• Josué Thélissaint, 2024, "Assessing Cryptomarket Risks: Macroeconomic Forces, Market Shocks and Behavioural Dynamics," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-14, Dec.
• Jessica Nallely Flores Gálvez & Abdiel Hernández Mendoza & José Miguel Mata Hernández, 2024, "Análisis de deslocalización, relocalización y financiero de empresas energéticas de litio y gas afectadas por el conflicto Rusia-Ucrania
  [Analysis of dislocation, relocation, and financial valuation of energy companies of lithium and gas affected ," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), volume 37, pages 90197-90197, DOI: 10.5209/pade.90197.
• Priit Jeenas & Ricardo Lagos, 2024, "Q-Monetary Transmission," Journal of Political Economy, University of Chicago Press, volume 132, issue 3, pages 971-1012, DOI: 10.1086/726904.
• Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2024, "Belief Overreaction and Stock Market Puzzles," Journal of Political Economy, University of Chicago Press, volume 132, issue 5, pages 1450-1484, DOI: 10.1086/727713.
• Eduardo Dávila & Daniel Graves & Cecilia Parlatore, 2024, "The Value of Arbitrage," Journal of Political Economy, University of Chicago Press, volume 132, issue 6, pages 1947-1993, DOI: 10.1086/728453.
• Leland E. Farmer & Emi Nakamura & Jón Steinsson, 2024, "Learning about the Long Run," Journal of Political Economy, University of Chicago Press, volume 132, issue 10, pages 3334-3377, DOI: 10.1086/730207.
• Zacharias Psaradakis & Martin Sola & Francisco Rapetti & Patricio Yunis, 2024, "The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_01, Apr.
• Zacharias Psaradakis & Martin Sola & Nicola Spagnolo & Patricio Yunis, 2024, "Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_02, May.
• Clément Landormy, 2024, "An inquiry of Bitcoin price formation: Evidence from Linear and Nonlinear ARDL Frameworks, 2017-2018," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2024-31.
• Claudio Columbano & Andrea Bafundi, 2024, "Contenido de la información y efecto de consenso de los planes fiscales
  [Information content and consensus effect of fiscal plans]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 41, issue 83, pages 93-122, july-dece, DOI: https://doi.org/10.52292/j.estudeco.
• Leonov Ivan, 2024, "Pricing imbalances in the motor fuel markets in Russia," Working Papers, Moscow State University, Faculty of Economics, number 0067, May.
• Yandiev Magomet, 2024, "The underpricing phenomenon in initial public offerings is explained by the greed of financial speculators," Working Papers, Moscow State University, Faculty of Economics, number 0069, Apr.
• Yandiev Magomet, 2024, "An unusually great number of stock exchange transactions on the first trading day following an IPO/SPO," Working Papers, Moscow State University, Faculty of Economics, number 0072, Aug.
• Oleg Korenok & Ioannis Kospentaris & John Lightle, 2024, "An Experimental Evaluation of the Over-the-Counter Search Model," Working Papers, VCU School of Business, Department of Economics, number 2401, Jan.
• Monica Billio & Massimo Guidolin & Francesco Rocciolo, 2024, "Responsible Investing under Climate Change Uncertainty," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2024: 15.
• ANGHEL, Bogdan Ionuț, 2024, "Predicting Stock Price Direction Of Eurozone Banks: Can Deep Learning Techniques Outperform Traditional Models?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 4, pages 29-42, December.
• Chi-Ming Ho, 2024, "Are Financial Stocks Driven by Substantive Factors or Virtual Factors? Comparing Taiwan and China Markets," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 1, pages 95-118.
• Ahmed Alsayed & Kivanç Halil Ariç & Siok Kun Sek, 2024, "The Behavior of Stock Market Index During the Coronavirus Pandemic in Turkey," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 4, pages 555-570.
• Samet Gunay & Emrah Ismail Cevik & Sel Dibooglu, 2024, "Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 4, pages 571-604.
• Mikołajek-Gocejna Magdalena, 2024, "The Relationship Between ESG Rating and Firm Value—Evidence from Companies Listed on Polish Capital Market in the WIG-ESG Index," Central European Economic Journal, Paradigm, volume 11, issue 58, pages 141-158, January, DOI: 10.2478/ceej-2024-0011.
• Ivanov Illia, 2024, "Volatility Implications for Asset Returns Correlation," Central European Economic Journal, Paradigm, volume 11, issue 58, pages 424-446, DOI: 10.2478/ceej-2024-0027.
• Mallieswari R. & Palanisamy Varadharajan & Senthilnathan Arthi Thangavelu & Gurumurthy Suganya & Joshua Selvakumar J. & Pachiyappan Sathish, 2024, "A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python," Economics, Paradigm, volume 12, issue 2, pages 113-127, DOI: 10.2478/eoik-2024-0014.
• Inđić Milica & Pjanić Miloš & Kalaš Branimir, 2024, "How Did the Stock Exchange Respond to Geopolitical Events? Evidence from the Former Yugoslav Republics," Economic Themes, Paradigm, volume 62, issue 2, pages 203-218, DOI: 10.2478/ethemes-2024-0011.
• Bursać Nataša Martić & Stričević Ljiljana & Gocić Milena, 2024, "Impact of Climate Change on Agricultural Production and Agroclimatic Conditions in the Pirot Valley," Economic Themes, Paradigm, volume 62, issue 3, pages 293-315, DOI: 10.2478/ethemes-2024-0015.
• Potrykus Marcin & Augustynowicz Urszula, 2024, "The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 60, issue 3, pages 157-172, DOI: 10.2478/ijme-2024-0011.
• Egan Paul & McQuinn Kieran & O’Toole Conor, 2024, "Credit and House Prices in the Irish Residential Market," Intereconomics: Review of European Economic Policy, Paradigm, volume 59, issue 5, pages 293-300, DOI: 10.2478/ie-2024-0057.
• Paientko Tetiana & Pundir Rashmi Ravindra Kumar, 2024, "Volatility Analysis of the Indian Stock Market: Insights from Bank Nifty Index and Futures Trading," Journal of Intercultural Management, Paradigm, volume 16, issue 4, pages 5-41, DOI: 10.2478/joim-2024-0013.
• Vodă Tudor-Ovidiu, 2024, "The Nexus Between Investors’ Sentiment and Hedge Funds Risk Premiums," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 69, issue 2, pages 26-39, DOI: 10.2478/subboec-2024-0008.
• Orlović Zrinka & Zoričić Davor & Golubić Zrinka Lovretin, 2024, "Yield Curve Estimation Based on Government Security Prices in the Croatian Financial Market," Zagreb International Review of Economics and Business, Paradigm, volume 27, issue 2, pages 27-41, DOI: 10.2478/zireb-2024-0016.
• Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2024, "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2024-013, Dec.
• Gregory Phelan & Wei Li & Yongqin Wang, 2024, "Collateralizability and Asset Prices: Evidence from Structured Funds," Department of Economics Working Papers, Department of Economics, Williams College, number 2025-102, Oct, DOI: 10.36934/wecon:2025-102.
• Thorsten V. Koeppl & Jeremy M. Kronick & James McNeil, 2024, "Using functional shocks to assess conventional and unconventional monetary policy in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 57, issue 4, pages 1314-1336, November, DOI: 10.1111/caje.12741.
• Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2024, "The U.S. Public Debt Valuation Puzzle," Econometrica, Econometric Society, volume 92, issue 4, pages 1309-1347, July, DOI: 10.3982/ECTA20497.
• Christoph Hambel & Holger Kraft & Frederick van der Ploeg, 2024, "Asset Diversification Versus Climate Action," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 65, issue 3, pages 1323-1355, August, DOI: 10.1111/iere.12691.
• Kimberly A. Berg & Nelson C. Mark, 2024, "Uncertainty, Long‐Run, And Monetary Policy Risks In A Two‐Country Macro Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 65, issue 3, pages 1387-1413, August, DOI: 10.1111/iere.12697.
• Laura Carabotta & Peter Claeys, 2024, "Combine to compete: Improving fiscal forecast accuracy over time," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 4, pages 948-982, July, DOI: 10.1002/for.3058.
• William Chen & Gregory Phelan, 2024, "Liquidity Provision and Financial Stability," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 2-3, pages 455-487, March, DOI: 10.1111/jmcb.13026.
• Benjamin Beckers & Kerstin Bernoth, 2024, "Monetary Policy and Mispricing in Stock Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 7, pages 1887-1904, October, DOI: 10.1111/jmcb.13090.
• Wolfgang Breuer & Can K. Soypak & Bertram I. Steininger, 2024, "Conventional or reverse magnitude effect for negative outcomes: A matter of framing," Review of Financial Economics, John Wiley & Sons, volume 42, issue 2, pages 109-123, April, DOI: 10.1002/rfe.1190.
• Tanweer Akram & Khawaja Mamun, 2024, "Modeling Chilean Long-Term Swap Yields Based on the Short-Term Interest Rate: A Garch Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 02, pages 1-25, June, DOI: 10.1142/S201049522450009X.
• Dilip B. Madan & King Wang, 2024, "Financial Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 03n04, pages 1-27, May, DOI: 10.1142/S0219024924500110.
• Karen Grigorian & Robert A. jarrow, 2024, "Option Pricing in an Incomplete Market," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 1-16, September, DOI: 10.1142/S2010139224500095.
• Hardy Hulley & Leo Liu & Kenny Phua, 2024, "Investor Search and Asset Prices," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 1-33, December, DOI: 10.1142/S2010139224500149.
• Robert A. Jarrow, 2024, "A Credit Spread Decomposition: A Resolution of the Credit Spread Puzzle," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 1-14, December, DOI: 10.1142/S2010139224500162.
• Thomas C. Chiang, 2024, "Searching for Assets to Hedge Against Inflation in the U.S. Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 01, pages 1-18, March, DOI: 10.1142/S0219091523500297.
• Paul A. Griffin & Estelle Y. Sun, 2024, "Climate-Related Financial Risk: Insights from a Semisystematic Review of the Literature and Implications for Financial Reporting," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 02, pages 1-60, June, DOI: 10.1142/S1094406024500070.
• Ammar Ali Gull & Muhammad Atif & Muhammad Usman, 2024, "Informal Institutions and Audit Pricing: Cross-Country Evidence of National Culture and Audit Fees," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 02, pages 1-56, June, DOI: 10.1142/S1094406024500082.
• Cheng Few Lee & Alice C Lee & John C Lee (ed.), 2024, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives:In 4 Volumes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13051, ISBN: ARRAY(0x5ddbbf00), May.
• Leonard MacLean & Sébastien Lleo (ed.), 2024, "Selected Works of William T Ziemba:A Memorial Volume," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13656, ISBN: ARRAY(0x61a87d28), May.
• Cheng Few Lee, 2024, "Introduction to Investment Analysis, Portfolio Management, and Financial Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yu-An Chen & Dan Palmon, 2024, "Analyst Characteristics-Based Consensus Forecasts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".