Research classified by Journal of Economic Literature (JEL) codes

2024

• Bian, Jiangze & Da, Zhi & He, Zhiguo & Lou, Dong & Shue, Kelly & Zhou, Hao, 2024, "The drivers and implications of retail margin trading," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126110, Jul.
• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2024, "Consumption in asset returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126152, Sep.
• Hilber, Christian A. L. & Turner, Tracy M., 2024, "Land use regulation, homeownership and wealth inequality," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126794, Jun.
• Bortolan, Leonardo & Dey, Atreya & Taschini, Luca, 2024, "Volatile temperatures and their effects on equity returns and firm performance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128521, Dec.
• Blasberg, Alexander & Kiesel, Rüdiger & Taschini, Luca, 2024, "Carbon default swap – disentangling the exposure to carbon risk through CDS," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128528, Jun.
• Thomas Gehrig & Maria Chiara Iannino & Stephan Unger, 2024, "Transatlantic differences in bank resilience," Chapters, Edward Elgar Publishing, chapter 17, in: Guglielmo M. Caporale, "Handbook of Financial Integration".
• Guglielmo Maria Caporale & Nicola Spagnolo, 2024, "US municipal green bonds and financial integration," Chapters, Edward Elgar Publishing, chapter 8, in: Guglielmo M. Caporale, "Handbook of Financial Integration".
• Stiglitz, Joseph E., 2024, "Neoliberalismo, economía keynesiana y la respuesta a la inflación actual," El Trimestre Económico, Fondo de Cultura Económica, volume 91, issue 363, pages 707-749, julio-sep, DOI: https://doi.org/10.20430/ete.v91i36.
• Ziwen Gao & Steven F. Lehrer & Tian Xie & Xinyu Zhang, 2024, "Averaging Heterogeneous Autoregression Models with Heteroskedastic Errors: Theory and an Application to Cryptocurrency Volatility Forecasting," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Subal Kumbhakar", DOI: 10.1108/S0731-905320240000046006.
• Adedeji David Ajadi, 2024, "An empirical evaluation of the performance of Nigerian pension fund managers," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 15, issue 4, pages 620-635, April, DOI: 10.1108/AJEMS-06-2023-0214.
• Lumengo Bonga-Bonga & Salifya Mpoha, 2024, "Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 16, issue 1, pages 148-159, August, DOI: 10.1108/AJEMS-11-2023-0436.
• Sukanya Wadhwa & Seshadev Sahoo, 2024, "Intellectual capital and subscription rate: an empirical investigation in the Indian initial public offering market," Accounting Research Journal, Emerald Group Publishing Limited, volume 37, issue 3, pages 330-349, June, DOI: 10.1108/ARJ-10-2023-0284.
• Aifan Ling & Jie Sun, 2024, "A robust financing theory of ICOs under demand uncertainty of products of token platforms," China Finance Review International, Emerald Group Publishing Limited, volume 14, issue 3, pages 549-594, October, DOI: 10.1108/CFRI-02-2024-0057.
• Ramūnas Pranauskas & David Charles George Liney & Jelena Stankevičienė, 2024, "Extending Modern Portfolio Framework with ESG Dimension for the Responsible Investment," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Exploring ESG Challenges and Opportunities: Navigating Towards a Better Future", DOI: 10.1108/S1569-375920240000116013.
• Greta Keliuotytė-Staniulėnienė & Joana Mačėnaitė, 2024, "The Impact of a Company's ESG Profile on Equity Value and Risk," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Exploring ESG Challenges and Opportunities: Navigating Towards a Better Future", DOI: 10.1108/S1569-375920240000116014.
• Costain, James & Nuño, Galo & Thomas, Carlos, 2024, "The Term Structure of Interest Rates in a Heterogeneous Monetary Union," CEPR Discussion Papers, Centre for Economic Policy Research, number 18736, Jan.
• Fiore, Nicola Maria & Martin, Thorsten & Nagler, Florian, 2024, "Fiscal Constraints, Disaster Vulnerability, and Corporate Investment Decisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 18741, Jan.
• Boyarchenko, Nina & Elias, Leonardo, 2024, "Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 18746, Jan.
• Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2024, "Constrained Liquidity Provision in Currency Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 18776, Jan.
• Nyborg, Kjell G. & Woschitz, Jiri, 2024, "Robust difference-in-differences analysis when there is a term structure," CEPR Discussion Papers, Centre for Economic Policy Research, number 18782, Jan.
• Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nick, 2024, "Relationship Discounts in Corporate Bond Trading," CEPR Discussion Papers, Centre for Economic Policy Research, number 18784, Jan.
• Didisheim, Antoine & Ke, Barry Shikun & Kelly, Bryan & Malamud, Semyon, 2024, "Complexity in Factor Pricing Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 18812, Feb.
• Doerr, Sebastian & Eren, Egemen & Malamud, Semyon, 2024, "Money Market Funds and the Pricing of Near-Money Assets," CEPR Discussion Papers, Centre for Economic Policy Research, number 18813, Feb.
• Gourier, Elise & Mathurin, Hélène, 2024, "A Greenwashing Index," CEPR Discussion Papers, Centre for Economic Policy Research, number 18831, Feb.
• Braggion, Fabio & Driessen, Joost & Moore, Lyndon, 2024, "The cross-section of stock returns around the world in the early twentieth century," CEPR Discussion Papers, Centre for Economic Policy Research, number 18850, Feb.
• te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2024, "Portfolio Flows and Household Portfolios," CEPR Discussion Papers, Centre for Economic Policy Research, number 18877, Mar.
• Fernández-Villaverde, Jesús & Yu, Yang & Zanetti, Francesco, 2024, "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 18899, Mar.
• Cheng, Gong & Jondeau, Eric & Mojon, Benoit & Vayanos, Dimitri, 2024, "The Impact of Green Investors on Stock Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 18906, Mar.
• Crosignani, Matteo & Han, Lina & Macchiavelli, Marco & Silva, Andre F., 2024, "Geopolitical Risk and Decoupling: Evidence from U.S. Export Controls," CEPR Discussion Papers, Centre for Economic Policy Research, number 18986, Apr.
• Esteves, Rui & Geisler Mesevage, Gabriel, 2024, "Missing Markets: Microstructure and Liquidity on the 19th Century London Stock Exchange," CEPR Discussion Papers, Centre for Economic Policy Research, number 19008, Apr.
• Jin, Lawrence & Peng, Cameron, 2024, "The Law of Small Numbers in Financial Markets: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 19111, May.
• KısacıkoÄŸlu, Burçin, 2024, "Overnight Index Swaps and Monetary Policy Expectations in the US," CEPR Discussion Papers, Centre for Economic Policy Research, number 19143, Jun.
• Cavallo, Eduardo & Cepeda, Ana & Panizza, Ugo, 2024, "Environmental Damage News and Stock Returns: Evidence from Latin America," CEPR Discussion Papers, Centre for Economic Policy Research, number 19154, Jun.
• Andries, Marianne & Eisenbach, Thomas & Schmalz, Martin, 2024, "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," CEPR Discussion Papers, Centre for Economic Policy Research, number 19196, Jul.
• Gorodnichenko, Yuriy & Yin, Xiao, 2024, "Higher-Order Beliefs and Risky Asset Holdings," CEPR Discussion Papers, Centre for Economic Policy Research, number 19205, Jul.
• Nyborg, Kjell G., 2024, "The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates?," CEPR Discussion Papers, Centre for Economic Policy Research, number 19243, Jul.
• Giannetti, Mariassunta & Chotibhak, Jotikasthira & Rapp, Andreas & Waibel, Martin, 2024, "Intermediary Balance Sheet Constraints, Bond Mutual Funds’ Strategies, and Bond Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 19250, Jul.
• Kräussl, Roman & Oladiran, Tobi & Stefanova, Denitsa, 2024, "ESG as Protection Against Downside Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 19292, Jul.
• Bahaj, Saleem & Della Corte, Pasquale & Massacci, Daniele & Seyde, Eduard, 2024, "Beyond Bilateral Flows: Indirect Connections and Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 19310, Jul.
• Belo, Frederico & Lin, Xiaoji & Salomao, Juliana & Yang, Fan, 2024, "The impact of heterogenous financial shocks on asset prices and corporate decisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 19311, Jul.
• Penaranda, Francisco & Sentana, Enrique, 2024, "Portfolio management with big data," CEPR Discussion Papers, Centre for Economic Policy Research, number 19314, Jul.
• Bergen, Derek & Franzoni, Francesco & Obrycki, Daniel & Resendes, Rafael, 2024, "Intrinsic Value: A Solution to the Declining Performance of Value Strategies," CEPR Discussion Papers, Centre for Economic Policy Research, number 19320, Aug.
• Glebkin, Sergei & Kuong, John Chi-Fong, 2024, "When Large Traders Create Noise," CEPR Discussion Papers, Centre for Economic Policy Research, number 19331, Aug.
• Bienz, Carsten & Fluck, Zsuzsanna & Thorburn, Karin S, 2024, "The covenant removal option in corporate bonds," CEPR Discussion Papers, Centre for Economic Policy Research, number 19336, Aug.
• Battiston, Stefano & Monasterolo, Irene & Montone, Maurizio, 2024, "Technological greenness and long-run performance," CEPR Discussion Papers, Centre for Economic Policy Research, number 19337, Aug.
• van Spronsen, Josha & Beetsma, Roel, 2024, "Yield Determinants and the Role of ESM Loans in the Primary Market for Spanish Sovereign Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 19341, Aug.
• Cieslak, Anna & McMahon, Michael & Pang, Hao, 2024, "Did I make myself clear? The Fed and the market under the 2020 monetary policy framework," CEPR Discussion Papers, Centre for Economic Policy Research, number 19360, Aug.
• Rindi, Barbara & Panayides, Marios & Werner, Ingrid, 2024, "Trading Fees and Intermarket Competition," CEPR Discussion Papers, Centre for Economic Policy Research, number 19363, Aug.
• Hamed, Allaudeen & Massa, Massimo & Ni, Zhenghui & Zhou, Zhou, 2024, "Information Aggregation: Evidence from Lockdown of Subsidiaries," CEPR Discussion Papers, Centre for Economic Policy Research, number 19391, Aug.
• Massa, Massimo & Zhang, Lei, 2024, "Stewardship Theatre and Political Catering," CEPR Discussion Papers, Centre for Economic Policy Research, number 19392, Aug.
• Bai, Jennie & Massa, Massimo, 2024, "Is Human-Interaction-based Information Substitutable?," CEPR Discussion Papers, Centre for Economic Policy Research, number 19394, Aug.
• Lu, Ruichang & Massa, Massimo & Qian, Wenlan & Zhang, Hong, 2024, "Does the Community Reinvestment Act (CRA) Crowd Out Corporate Lending?," CEPR Discussion Papers, Centre for Economic Policy Research, number 19396, Aug.
• Friewald, Nils & Nagler, Florian, 2024, "Dealer Inventory and the Cross-Section of Corporate Bond Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 19399, Aug.
• Atkeson, Andy & Heathcote, Jonathan & Perri, Fabrizio, 2024, "There Is No Excess Volatility Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 19411, Aug.
• Collin-Dufresne, Pierre & Hugonnier, Julien & Perazzi, Elena, 2024, "Admissible Surplus Dynamics and the Government Debt Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 19427, Sep.
• Cujean, Julien & Jaeger, Samuel, 2024, "Recovering Price Informativeness from "Nonfundamental" Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 19460, Sep.
• Chernov, Mikhail & Dahlquist, Magnus & Lochstoer, Lars, 2024, "Reassessing Sources of Risk Premiums in Currency Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 19470, Sep.
• Bekaert, Geert & De Santis, Roberto & Mondino, Tomas, 2024, "The Global Cross-Section of Corporate Bonds: Market, Maturity and Liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 19506, Sep.
• Bonaparte, Yosef & Korniotis, George & Kumar, Alok & Michaelides, Alexander & Zhang, Yuxin, 2024, "Stock Market Ownership Transitions," CEPR Discussion Papers, Centre for Economic Policy Research, number 19512, Sep.
• Collin-Dufresne, Pierre & Trolle, Anders, 2024, "Pricing of Risk in Credit and Equity Index Options - A Role for Option Order Flow?," CEPR Discussion Papers, Centre for Economic Policy Research, number 19580, Oct.
• Collin-Dufresne, Pierre & Daniel, Kent & Saglam, Mehmet, 2024, "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," CEPR Discussion Papers, Centre for Economic Policy Research, number 19581, Oct.
• Ndiaye, Abdoulaye, 2024, "Parallel Execution Fee Mechanisms," CEPR Discussion Papers, Centre for Economic Policy Research, number 19666, Nov.
• Acharya, Viral & Brunnermeier, Markus & Pierret, Diane, 2024, "Systemic Risk Measures: From the Panic of 1907 to the Banking Stress of 2023," CEPR Discussion Papers, Centre for Economic Policy Research, number 19727, Nov.
• Pástor, LuboÅ¡ & Stambaugh, Robert F. & Taylor, Lucian, 2024, "Sustainable Investing," CEPR Discussion Papers, Centre for Economic Policy Research, number 19746, Dec.
• Campbell, Gareth & Gallagher, Ã ine & Grossman, Richard, 2024, "Remote Investing in Latin America, 1869-1929," CEPR Discussion Papers, Centre for Economic Policy Research, number 19799, Dec.
• Nicole Branger & Mark Trede & Bernd Wilfling, 2024, "Extracting stock-market bubbles from dividend futures," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10724, Aug.
• Bellocca, Gian Pietro Enzo & Poncela, Pilar & Ruiz Ortega, Esther, 2024, "Extreme temperatures and the profitability of large European firms," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 44217, Jul.
• Irasema Alonso & Mauricio Prado, 2024, "Endogenous Aggregate Beliefs: Equity Trading under Heterogeneity in Ambiguity Aversion," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 2, issue 4, pages 45-60, Abril.
• Daniel Casado Ginard, 2024, "Econometric analysis of the share premium evolution of Oil and Natural Gas Corporation Limited," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 2, issue 4, pages 61-78, Abril.
• Yuming Li, 2024, "A Factor Model Comparison," Annals of Economics and Finance, Society for AEF, volume 25, issue 2, pages 663-674, November.
• Qingyuan Wu & Ke Zheng & Xue Wang, 2024, "Does the Tone of Management Discussion and Analysis Associate with Corporate Debt Expansion? Evidence from A-share Listed Companies," Annals of Economics and Finance, Society for AEF, volume 25, issue 2, pages 705-739, November.
• Bernales, Alejandro & Garrido, Nicolás & Sagade, Satchit & Valenzuela, Marcela & Westheide, Christian, 2024, "Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 1, pages 221-248, February.
• Cao, Jie & Goyal, Amit & Ke, Sai & Zhan, Xintong, 2024, "Options Trading and Stock Price Informativeness," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 4, pages 1516-1540, June.
• Fink, Josef & Palan, Stefan & Theissen, Erik, 2024, "Earnings Autocorrelation and the Post-Earnings-Announcement Drift: Experimental Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 6, pages 2799-2837, September.
• Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2024, "One Factor to Bind the Cross-Section of Returns," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2386, Apr.
• Martijn A. Boermans & Maurice Bun & Yasmine van der Straten, 2024, "Funding the Fittest? Pricing of Climate Transition Risk in the Corporate Bond Market," Working Papers, DNB, number 797, Jan.
• Dirk Broeders & Marleen de Jonge & David Rijsbergen, 2024, "The European Carbon Bond Premium," Working Papers, DNB, number 798, Jan.
• Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024, "Pension Liquidity Risk," Working Papers, DNB, number 801, Feb.
• Dirk Broeders & Daniel Dimitrov & Niek Verhoeven, 2024, "Climate-Linked Bonds," Working Papers, DNB, number 817, Oct.
• Chamon Wieles & Jan Kwakkel & Willem L. Auping & Jan Willem van den End, 2024, "Scenario discovery to address deep uncertainty in monetary policy," Working Papers, DNB, number 818, Nov.
• Takuma Kunieda & Akihisa Shibata, 2024, "Insurance against Aggregate Shocks," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1239, Apr.
• Massa, Massimo & Mensah, Albert & Tang, Vicki Wei & Asamoah, Prince Elvis, 2024, "The Early Bird Catches the Worm: How Lasting is the Value of New, Alternative Data?," HEC Research Papers Series, HEC Paris, number 1518, Apr, DOI: 10.2139/ssrn.4788210.
• Akkaya, Yıldız & Bitter, Lea & Brand, Claus & Sá, Diogo, 2024, "Policy expectation errors during the recent tightening cycle – insights from the ECB’s Survey of Monetary Analysts," Economic Bulletin Boxes, European Central Bank, volume 1.
• Munch Grønlund, Asger & Jørgensen, Kasper & Schupp, Fabian, 2024, "The role of technical factors in euro area inflation-linked swap rates," Economic Bulletin Boxes, European Central Bank, volume 3.
• Akkaya, Yıldız & Ilieva, Boryana, 2024, "Decoding revisions in policy rate expectations: insights from the Survey of Monetary Analysts," Economic Bulletin Boxes, European Central Bank, volume 7.
• Montes-Galdón, Carlos & Ajevskis, Viktors & Brázdik, František & Garcia, Pablo & Gatt, William & Lima, Diana & Mavromatis, Kostas & Ortega, Eva & Papadopoulou, Niki & De Lorenzo, Ivan & Kolb, Benedikt, 2024, "Using structural models to understand macroeconomic tail risks," Occasional Paper Series, European Central Bank, number 357, Oct.
• Breckenfelder, Johannes & De Falco, Veronica, 2024, "A diverse investor base impacts the effectiveness of large-scale asset purchases," Research Bulletin, European Central Bank, volume 120.
• Bustamante, Maria Cecilia & Zucchi, Francesca, 2024, "Dynamic carbon emission management," Working Paper Series, European Central Bank, number 2885, Jan.
• Bats, Joost Victor & Bua, Giovanna & Kapp, Daniel, 2024, "Physical and transition risk premiums in euro area corporate bond markets," Working Paper Series, European Central Bank, number 2899, Jan.
• Ferrara, Federico Maria, 2024, "Central bank asset purchases and auction cycles revisited: new evidence from the euro area," Working Paper Series, European Central Bank, number 2927, Apr.
• Graziano, Marco & Habib, Maurizio Michael, 2024, "Mutual funds and safe government bonds: do returns matter?," Working Paper Series, European Central Bank, number 2931, Apr.
• Altavilla, Carlo & Begenau, Juliane & Burlon, Lorenzo & Maruhn, Franziska, 2024, "Determinants of bank performance: evidence from replicating portfolios," Working Paper Series, European Central Bank, number 2937, May.
• Breckenfelder, Johannes & De Falco, Veronica, 2024, "Investor heterogeneity and large-scale asset purchases," Working Paper Series, European Central Bank, number 2938, May.
• Kerssenfischer, Mark & Helmus, Caspar, 2024, "Outages in sovereign bond markets," Working Paper Series, European Central Bank, number 2944, Jun.
• Kubitza, Christian, 2024, "Tackling the volatility paradox: spillover persistence and systemic risk," Working Paper Series, European Central Bank, number 2981, Sep.
• Mosk, Benjamin & Vassallo, Danilo, 2024, "Estimating the full effect of a partially anticipated event: a market-based approach applied to the case of TLTROIII," Working Paper Series, European Central Bank, number 2982, Sep.
• Witte, Niklas, 2024, "Capital requirements in Pillar 1 or Pillar 2: does it matter for market discipline?," Working Paper Series, European Central Bank, number 2988, Oct.
• Gormsen, Niels Joachim & Huber, Kilian & Oh, Sangmin S., 2024, "Climate capitalists," Working Paper Series, European Central Bank, number 2990, Oct.
• Dong, Mike & Goto, Shingo & Xu, Yan & Zhang, Yuzhao, 2024, "Beyond Carry: The Prospective Interest Rate Differential and Currencuy Excess Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-03, Jan.
• Erel, Isil & Flanagan, Thomas & Weisbach, Michael S., 2024, "Risk-Adjusting the Returns to Private Debt Funds," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-06, Mar.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2024, "Creative Destruction, Stock Return Volatility, and the Number of Listed Firms," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-09, Jun.
• Green, T. Clifton & Zhang, Shaojun, 2024, "Alternative Data in Active Asset Management," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-12, Jul.
• Couts, Spencer J. & Goncalves, Andrei S. & Liu, Yicheng & Loudis, Johnathan, 2024, "Institutional Investors' Subjective Risk Premia: Time Variation and Disagreement," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-17, Aug.
• Ben-David, Itzhak & Chinco, Alex, 2024, "Expected EPS x Trailing P/E," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-18, Sep.
• Brown, Gregory W. & Goncalves, Andrei S. & Hu, Wendy, 2024, "The Private Capital Alpha," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-20, Sep.
• Zhang, Shaojun & Shi, Zhan, 2024, "Oil-Driven Greenium," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-24, Oct.
• Matiur Rahman, 2024, "Interactions between Equity REITs and S&P 500 Returns," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 3, pages 206-211, May.
• Jianglin Dennis Ding, 2024, "Less is More: In Search of Sustainable Investment Premium," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 5, pages 233-241, September.
• Safae Benfeddoul & Asmâa Alaoui Taib, 2024, "Cross-Sectionnal Patterns in Moroccan Sock Returns: A Fama-French Perspective," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 182-194, October.
• Aysu Ahmadova & Taghi Guliyev & Khatai Aliyev, 2024, "The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 281-289, January.
• Mirzat Ullah & Kazi Sohag & Farrukh Nawaz & Oleg Mariev & Umar Kayani & Igor Mayburov & Svetlana Doroshenko, 2024, "Impact of Oil Price Shocks on Crypto and Conventional Financial Assets during Financial Crises: Evidence from the Russian Financial Market," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 472-483, July.
• Loc Dong Truong & Anh Thi Kim Nguyen & H. Swint Friday & Nhien Tuyet Doan, 2024, "The Asymmetric Effects of Oil Prices on Stock Returns: Evidence from Hanoi Stock Exchange, Vietnam," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 236-241, September.
• Sarra Ben Slimane & Majed Qabil Alsolamy, 2024, "Impact of Oil Price Shocks on Islamic and Conventional Bank Performance: Empirical Evidence from Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 629-642, September.
• Farrukh Nawaz & Mrestyal Khan & Umar Kayani & Indry Aristianto Pradipta & Aulia Luqman Aziz, 2024, "Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 597-604, November.
• Do, Chuong, 2024, "Financial analysts' information discovery: A study of manager-analyst interactions in conference calls," Advances in accounting, Elsevier, volume 64, issue C, DOI: 10.1016/j.adiac.2023.100727.
• Byun, Suk-Joon & Cho, Sangheum & Kim, Da-Hea, 2024, "Can a machine learn from behavioral biases? Evidence from stock return predictability of deep learning models," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2023.100881.
• Verhoeks, Ralph C. & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2024, "Wall street watches Washington: Asset pricing implications of policy uncertainty," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2023.100883.
• Scharnowski, Stefan & Shi, Yanghua, 2024, "Intraday herding and attention around the clock," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2024.100894.
• Bradrania, Reza & Gao, Ya, 2024, "Lottery demand, weather and the cross-section of stock returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100910.
• Zhou, Wenyu & Zhou, Yujun & Zaremba, Adam & Long, Huaigang, 2024, "Stock market reactions under the shadow of the COVID-19 pandemic: Evidence from China," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100923.
• Onishchenko, Olena & Zhao, Jing & Kongahawatte, Sampath & Kuruppuarachchi, Duminda, 2024, "Investor heterogeneity and anchoring-induced momentum," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100926.
• Ross, Stephen L. & Zhou, Tingyu, 2024, "Loss aversion and focal point bias: Empirical evidence from housing markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100930.
• Hu, Zhijun & Sun, Ping-Wen, 2024, "Salience theory, investor sentiment, and commonality in sentiment: Evidence from the Chinese stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100934.
• Kryzanowski, Lawrence & Rouhghalandari, Ali, 2024, "Institutional/retail investor active attention and behavior: Firm coverage on Mad Money," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100937.
• Heinke, Steve & Olschewski, Sebastian & Rieskamp, Jörg, 2024, "Experiences, demand for risky investments, and implications for price dynamics," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100939.
• Zhang, Huajing & Jiang, Fuwei & Liu, Yumin, 2024, "Extrapolative beliefs and return predictability: Evidence from China," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100957.
• Montone, Maurizio & Zhu, Yuhao & Zwinkels, Remco C.J., 2024, "Managerial sentiment and employment," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100961.
• Hoang, Lai & Vo, Duc Hong, 2024, "Google search and cross-section of cryptocurrency returns and trading activities," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.100991.
• Gu, Zhenjiang & Lu, Louise Yi & Yu, Yangxin, 2024, "CEO equity incentive duration and expected crash risk," The British Accounting Review, Elsevier, volume 56, issue 6, DOI: 10.1016/j.bar.2023.101265.
• Han, Han & Wang, Zhibin & Zhao, Xueqing, 2024, "Does cross-border investment improve mutual fund performance? Evidence from China," China Economic Review, Elsevier, volume 86, issue C, DOI: 10.1016/j.chieco.2024.102186.
• Qin, Meng & Su, Ai-Hsuan & Li, Ruifeng & Su, Chi-Wei, 2024, "Speculation, climate or pandemic: Who drives the Chinese herbal medicine bubbles?," China Economic Review, Elsevier, volume 87, issue C, DOI: 10.1016/j.chieco.2024.102213.
• Yang, Xiaolan & Wang, Jiaqi & Chen, Shu, 2024, "Impacts of CEO-employee pay disparity on investor behavior and market dynamics: Evidence from laboratory asset markets," China Economic Review, Elsevier, volume 88, issue C, DOI: 10.1016/j.chieco.2024.102282.
• Bostan, Ibrahim & Lin, Ji-Chai & Mian, G. Mujtaba, 2024, "Do firms manage their share prices to mitigate investor short-termism?," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2023.102505.
• Wang, Liyao, 2024, "Partisan conflict and corporate credit spreads: The role of political connection," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2023.102526.
• Zhou, Ye & Huang, Difang & Chen, Muzi & Wang, Yunlong & Yang, Xiaoguang, 2024, "How did small business respond to unexpected shocks? Evidence from a natural experiment in China," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2023.102528.
• Knill, April & Liu, Baixiao & McConnell, John J. & McKenzie, Glades, 2024, "The influence of media slant on short sellers," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2024.102541.
• Bergbrant, Mikael C. & Francis, Bill B. & Hunter, Delroy M., 2024, "How does currency risk impact firms? New evidence from bank loan contracts," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2024.102542.
• Wang, Shujing & Yan, Hongjun & Zhong, Ninghua & Tang, Yizhou, 2024, "Indirect effects of trading restrictions," Journal of Corporate Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jcorpfin.2024.102580.
• Bongaerts, Dion & Schoenmaker, Dirk, 2024, "Liquidity and clientele effects in green debt markets," Journal of Corporate Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jcorpfin.2024.102582.
• Jeon, Byounghyun & Sulaeman, Johan, 2024, "Corporate insider purchases and the options market: Competition among informed investors," Journal of Corporate Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jcorpfin.2024.102613.
• Li, Keming, 2024, "Option trading and equity price efficiency," Journal of Corporate Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jcorpfin.2024.102630.
• Hendijani Zadeh, Mohammad & Jalali, Zahra, 2024, "Do options trading activities affect underlying firms' asymmetric cost behavior?," Journal of Corporate Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jcorpfin.2024.102657.
• Li, Junye & Sarno, Lucio & Zinna, Gabriele, 2024, "Risks and risk premia in the US Treasury market," Journal of Economic Dynamics and Control, Elsevier, volume 158, issue C, DOI: 10.1016/j.jedc.2023.104788.
• Aboagye, Ernest & Ko, Stanley Iat-Meng & Lo, Chia Chun & Hsiao, Cody Yu-Ling & Peng, Liang, 2024, "A contagion test with unspecified heteroscedastic errors," Journal of Economic Dynamics and Control, Elsevier, volume 159, issue C, DOI: 10.1016/j.jedc.2023.104804.
• Madison, Florian, 2024, "Asymmetric information in frictional markets for liquidity: Collateralized credit vs asset sale," Journal of Economic Dynamics and Control, Elsevier, volume 159, issue C, DOI: 10.1016/j.jedc.2023.104808.
• Geromichalos, Athanasios & Jung, Kuk Mo, 2024, "Heterogeneous asset valuation in OTC markets and optimal inflation," Journal of Economic Dynamics and Control, Elsevier, volume 161, issue C, DOI: 10.1016/j.jedc.2024.104824.
• Gan, Liu & Yang, Zhaojun, 2024, "Financial decisions involving credit default swaps over the business cycle," Journal of Economic Dynamics and Control, Elsevier, volume 161, issue C, DOI: 10.1016/j.jedc.2024.104830.
• Croitoru, Benjamin & Jiao, Feng & Lu, Lei, 2024, "Nominal exchange rates and heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, volume 166, issue C, DOI: 10.1016/j.jedc.2024.104904.
• Caravello, Tomás E. & Driffill, John & Kenc, Turalay & Sola, Martin, 2024, "On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?," Journal of Economic Dynamics and Control, Elsevier, volume 166, issue C, DOI: 10.1016/j.jedc.2024.104919.
• Breckenfelder, Johannes, 2024, "Competition among high-frequency traders and market quality," Journal of Economic Dynamics and Control, Elsevier, volume 166, issue C, DOI: 10.1016/j.jedc.2024.104922.
• Ivanov, Katerina & Tian, Weidong, 2024, "Optimal early retirement with target wealth," Journal of Economic Dynamics and Control, Elsevier, volume 167, issue C, DOI: 10.1016/j.jedc.2024.104926.
• Xu, Jing & Yang, Peiquan, 2024, "Pairs trading with costly short-selling," Journal of Economic Dynamics and Control, Elsevier, volume 168, issue C, DOI: 10.1016/j.jedc.2024.104941.
• Kristensen, Dennis & Lee, Young Jun & Mele, Antonio, 2024, "Closed-form approximations of moments and densities of continuous–time Markov models," Journal of Economic Dynamics and Control, Elsevier, volume 168, issue C, DOI: 10.1016/j.jedc.2024.104948.
• Fève, Patrick & Moura, Alban, 2024, "Frictionless house-price momentum," Journal of Economic Dynamics and Control, Elsevier, volume 168, issue C, DOI: 10.1016/j.jedc.2024.105000.
• Yousfi, Mohamed & Farhani, Ramzi & Bouzgarrou, Houssam, 2024, "From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management," Economic Analysis and Policy, Elsevier, volume 81, issue C, pages 1178-1197, DOI: 10.1016/j.eap.2024.02.001.
• Nong, Huifu & Yu, Ziliang & Li, Yang, 2024, "Financial shock transmission in China's banking and housing sectors: A network analysis," Economic Analysis and Policy, Elsevier, volume 82, issue C, pages 701-723, DOI: 10.1016/j.eap.2024.04.007.
• Liu, Xiaojun & Ma, Yong & Xu, Zhongyue, 2024, "Economic policy uncertainty, risk perception and stock price crash risk: Evidence from China," Economic Analysis and Policy, Elsevier, volume 82, issue C, pages 865-876, DOI: 10.1016/j.eap.2024.04.013.
• Xiang, Xin & He, Xu & Han, Yajie, 2024, "Does oil price uncertainty affect IPO underpricing? Evidence from China," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 240-259, DOI: 10.1016/j.eap.2024.09.007.
• Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2024, "What drives the tail risk effect in the Chinese stock market?," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2023.106631.
• Ayoub, Mahmoud & Qadan, Mahmoud, 2024, "Ambiguity and risk in the oil market," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2024.106651.
• Nguyen, Thanh Cong & Ho, Thuy Tien, 2024, "Credit market regulations and bank loan pricing11The authors thank the Editor and two anonymous referees for their insightful comments and suggestions," Economic Modelling, Elsevier, volume 133, issue C, DOI: 10.1016/j.econmod.2024.106673.
• Seo, Myung Hwan & Koo, Bonsoo & Yang, Yangzhuoran Fin, 2024, "Nonlinear dynamics of Kimchi premium," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106726.
• Fehrle, Daniel & Heiberger, Christopher, 2024, "The return on everything and the business cycle in production economies," Economic Modelling, Elsevier, volume 136, issue C, DOI: 10.1016/j.econmod.2024.106742.
• Lin, Lin & Pun, Ngou Teng & Sun, Ping-Wen, 2024, "Impact of investor trust on public firms’ stock price efficiency and cost of capital: Insights from a firm-level measure for investor trust," Economic Modelling, Elsevier, volume 138, issue C, DOI: 10.1016/j.econmod.2024.106786.
• Wang, Miao & Wang, Wenfu, 2024, "Government debt and stock bubbles in China," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106899.
• Liu, Chenxi & Kang, Mengyao, 2024, "Is the cash-returns relationship risk induced?," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102012.
• Bales, Stephan & Burghof, Hans-Peter, 2024, "Public attention, sentiment and the default of Silicon Valley Bank," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102026.
• Hou, Yuting & Jin, Xiu, 2024, "Downside liquidity risk premium: From the perspective of higher moment," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102031.
• Li, Xiaowei & Wu, Zhengyu & Zhang, Hao & Zhang, Lu, 2024, "Risk-neutral skewness and stock market returns: A time-series analysis," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102040.
• Ji, Hongyun & Zhang, Han, 2024, "Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102060.
• Fu, Qi & So, Jacky Yuk-Chow & Li, Xiaotong, 2024, "Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102063.
• Zhuang, Yangyang & Zhang, Ditian & Tang, Pan & Peng, Hongjuan, 2024, "Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102064.
• Mohanty, Pitabas & Mishra, Supriti, 2024, "Did the Indian stock market overreact to Covid-19?," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102072.
• Bian, Yuxiang & Hu, Tiantian & Liu, Haoran & Su, Wentao & Wang, Ren, 2024, "The JOBS Act and IPO underpricing," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2024.102080.
• Huang, Helen Hui & Sun, Jianchun & Zhang, Shunming, 2024, "Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102078.
• Bouteska, Ahmed & Kabir Hassan, M. & Gider, Zeynullah & Bataineh, Hassan, 2024, "The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102084.
• Demmler, Michael & Fernández, Amilcar Orlian, 2024, "Explosive behavior in historic NASDAQ market prices," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102095.
• Jiang, Ying & Liu, Hong & Yang, Qingshan, 2024, "Asymmetric information correlation in financial markets," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102113.
• Mella, Javier, 2024, "Corporate taxes, partisan politics, and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102119.
• Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Ghardallou, Wafa, 2024, "Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102122.
• Wang, Hailong & Hu, Duni, 2024, "Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102143.
• Huang, Xinya & Wang, Yufeng & Li, Houjian, 2024, "Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102166.
• Li, Ningwei & Li, Zhihua & Liu, Hong & Yang, Qingshan, 2024, "Strategic information leakage with market supervision," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102180.
• Li, Xing & Zhou, Yanli & Zhu, Dixing & Ge, Xiangyu, 2024, "Research on effect of extreme climates penalties local government debt pricing: Evidence from urban investment bonds in China," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102195.
• Sanford, Anthony, 2024, "Information content of option prices: Comparing analyst forecasts to option-based forecasts," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102197.
• Yin, Zhengnan & O’Sullivan, Niall & Sherman, Meadhbh, 2024, "The liquidity timing ability of mutual funds," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102201.
• Yin, Ya-Hua & Zhu, Fu-min & Zheng, Zun-Xin, 2024, "Pricing VIX options based on mean-reverting models driven by information," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102203.
• Chen, Weihua & Mamon, Rogemar & Xiong, Heng & Zeng, Pingping, 2024, "Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102221.
• Lee, Geul & Ryu, Doojin, 2024, "Investor sentiment or information content? A simple test for investor sentiment proxies," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102222.
• Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao, 2024, "Dynamic impact of the US yield curve on green bonds: Navigating through recent crises," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102223.
• Audrino, Francesco & Serwart, Jan, 2024, "Yield curve trading strategies exploiting sentiment data," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102226.
• Wu, Yanran & Zhou, Riwang & Zhang, Chao, 2024, "Size and ESG premiums: Evidence from Chinese A-share market," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102246.
• Colesanti Senni, Chiara & Goel, Skand & von Jagow, Adrian, 2024, "Economic and financial consequences of water risks: The case of hydropower," Ecological Economics, Elsevier, volume 218, issue C, DOI: 10.1016/j.ecolecon.2023.108048.
• Giese, Julia & Joyce, Michael & Meaning, Jack & Worlidge, Jack, 2024, "Do preferred habitat investors exist? Evidence from the UK government bond market," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111462.
• Reschenhofer, Christoph, 2024, "Combining factors," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2023.111510.
• Gordon, Matthew V. & Lunsford, Kurt G., 2024, "The effects of the Federal Reserve Chair’s testimony on interest rates and stock prices," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111537.
• Banerjee, Ameet Kumar, 2024, "Second-order moment risk connectedness across climate and geopolitical risk and global commodity markets," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111551.
• Fieberg, Christian & Metko, Daniel & Zaremba, Adam, 2024, "Cross-country factor momentum," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111552.
• Cohen, Lior & Furman, Itai, 2024, "The impact of the ECB's PEPP project on the COVID-19-Induced crisis in the corporate bond market," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111563.