Research classified by Journal of Economic Literature (JEL) codes

2026

• Huber, Stefan J. & Watts, Edward M. & Zhu, Christina, 2026, "Information flows in trading networks," Journal of Accounting and Economics, Elsevier, volume 82, issue 1, DOI: 10.1016/j.jacceco.2026.101876.
• Jia, Yuecheng & Simkins, Betty & Yan, Shu & Zhang, Hongyu & Zhao, Jiangyu, 2026, "Psychological anchoring effect and cross section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107592.
• Jacobs, Heiko & Lauber, Alexander, 2026, "Media reporting and asset pricing models," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107596.
• Avramov, Doron & Cheng, Si & Tarelli, Andrea, 2026, "Active fund management when ESG matters," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107597.
• Cao, Wenbin & Duan, Xiaoman & Linn, Scott & Six, Pierre, 2026, "New tests of the theory of storage and the theory of normal backwardation: Time and frequency dimensions," Journal of Banking & Finance, Elsevier, volume 183, issue C, DOI: 10.1016/j.jbankfin.2025.107611.
• Coqueret, Guillaume & Tavin, Bertrand & Zhou, Yuxin, 2026, "Sustainability in commodity markets," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2025.107599.
• Fischer, Marcel & Hauf, Patrick & Stehle, Simon, 2026, "How do assessed values affect the transaction prices of homes?," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2025.107610.
• Fang, Yvonne & Hu, Xiaolu & Zhong, Angel & Pan, Zheyao & Cao, Youdan, 2026, "Machine learning in corporate bonds: Evidence from China," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2026.107636.
• Liu, Xin & Zhang, Tianyao (Terry) & Zhang, Yaodong, 2026, "A hidden cost of ETF investing: Retail demand shocks and limits to arbitrage," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2025.107621.
• Chava, Sudheer & Efremenko, Polina & Salva, Carolina, 2026, "ESG and bond market resilience: Evidence from the Covid crisis," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2026.107634.
• Liu, Yahui & Zhao, Wenxuan & Gao, Di & Chen, Zhaohui, 2026, "From chain waves to market moves: Untangling price efficiency in the supply chain network," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2026.107639.
• van der Wel, Michel & Zhang, Yaoyuan, 2026, "Global evidence on unspanned macro risks in dynamic term structure models," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2026.107656.
• Chen, Chen & Saha, Sounak & Shafaati, Mobina & Stivers, Chris & Sun, Licheng, 2026, "Predicting stock returns of past-winner stocks and bond returns of past-loser stocks with a stock’s 52-week price anchor," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107643.
• Guo, Jiaqi & Li, Kai & Li, Peng & Li, Youwei, 2026, "Risk appetite and (mis)pricing," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107657.
• Cakici, Nusret & Zaremba, Adam, 2026, "The more, the better? Predicting stock returns with local and global data," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107658.
• Gao, Xin & Hu, Guanglian & Li, Bingxin & Liu, Rui, 2026, "Risk premiums in the U.S. Treasury futures," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107669.
• Jiang, Fuwei & Meng, Lingchao & Xue, Bowen & Yu, Jiasheng, 2026, "Interest rate skewness and stock market returns," Journal of Banking & Finance, Elsevier, volume 187, issue C, DOI: 10.1016/j.jbankfin.2026.107675.
• Yin, Ximing & Yu, Deshui & Chen, Li, 2026, "The time-varying pollution premium," Journal of Banking & Finance, Elsevier, volume 187, issue C, DOI: 10.1016/j.jbankfin.2026.107693.
• Lioui, Abraham & Misra, Sanjay, 2026, "Which carbon factor?," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107699.
• Alexiou, Lykourgos & Bevilacqua, Mattia & Hizmeri, Rodrigo, 2026, "Uncovering the asymmetric information content of high-frequency options," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107720.
• Betermier, Sebastien & Holland, Sara B. & Wilkoff, Sean, 2026, "Retiree health benefits and municipal borrowing costs," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107723.
• Goto, Shingo & Yamada, Toru, 2026, "Selection versus diversification in noisy alpha environments," Journal of Banking & Finance, Elsevier, volume 189, issue C, DOI: 10.1016/j.jbankfin.2026.107726.
• So, Raymond H.Y. & Zhang, Xuanchen, 2026, "Rejoicing, regret and stock returns – US and international evidence," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107742.
• Müller, Sebastian & Preissler, Fabian, 2026, "In good and in bad times? The relation between anomaly returns and market states," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107746.
• Patel, Nimesh & Reuter, Jonathan & Spilker, Harold D., 2026, "Alpha by affiliation," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107751.
• Sakkas, Athanasios, 2026, "Risk premia in commodity markets," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107760.
• Saffi, Pedro A.C. & Zheng, Xinrui, 2026, "ETF launching decisions," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107762.
• Wang, Yizhi & Zhu, Qiaoqiao, 2026, "Digesting the profitability and investment premiums: Evidence from short-selling activity," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107773.
• Aysun, Uluc, 2026, "Maturity mismatches and the transmission of term premium shocks through bank lending," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107763.
• Hüttl, Pia & Ider, Gökhan & Kaldorf, Matthias, 2026, "Collateral policy surprises," Discussion Papers, Deutsche Bundesbank, number 22/2026, DOI: 10.71734/DP-2026-22.
• Müller, Sebastian & Pugachyov, Nikolay & Weigert, Florian, 2026, "Forecasting mutual fund performance: Combining return-based with portfolio holdings-based predictors," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-01.
• Bali, Turan G. & Goyal, Amit & Mörke, Mathis & Weigert, Florian, 2026, "In search of seasonality in intraday and overnight option returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-02.
• Fausch, Jürg & Frigg, Moreno & Ruenzi, Stefan & Weigert, Florian, 2026, "Machine learning mutual fund flows," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-03.
• Weibels, Sebastian, 2026, "Hard to process: Atypical firms and the cross-section of expected stock returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-05.
• Bauckloh, Michael Tobias & Kirsch, Paula, 2026, "The green bond premium: Evidence from a multiverse analysis," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-06.
• Moro, Alessandro & Zaghini, Andrea, 2026, "Green is the new black," CFS Working Paper Series, Center for Financial Studies (CFS), number 741, DOI: 10.2139/ssrn.6247059.
• Zwart, Sanne, 2026, "Sovereign debt dynamics at the brink of default and the special role of supranational lenders," EIB Working Papers, European Investment Bank (EIB), number 2026/04, DOI: 10.2867/8652135.
• Gondauri, Davit, 2026, "Robust Portfolio Optimization under Computational Complexity: A P-vs-NP-Inspired Markowitz-CAPM Framework with Cardinality Constraints and a Black-Scholes Derivative-Pricing Overlay," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341673.
• Kim, Meeroo & Hong, Jong Soo, 2026, "The effects of increased Korea Treasury Bond issuance on the yield curve," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 48, issue 2, pages 1-35, DOI: 10.23895/KDIJEP.2026.48.2.1.
• Shoaib Ali & Nassar S. Al-Nassar & Ali Awais Khalid & Charbel Salloum, 2026, "Dynamic Tail Risk Connectedness between Artificial Intelligence and Fintech Stocks," Annals of Operations Research, Springer, volume 357, issue 1, pages 373-407, February, DOI: 10.1007/s10479-024-06349-y.
• Emanuele Citera & Francesco De Pretis, 2026, "Analyzing financial markets dynamics: a statistical equilibrium framework for stocks and cryptocurrencies," Annals of Operations Research, Springer, volume 357, issue 1, pages 11-43, February, DOI: 10.1007/s10479-024-06451-1.
• Mahdi Sojoudi & Carole Bernard & Philippe Dupuy & Gareth W. Peters, 2026, "Green spread of US municipal bonds," Annals of Operations Research, Springer, volume 357, issue 1, pages 679-705, February, DOI: 10.1007/s10479-025-06479-x.
• Yaosong Zhan & Zhenya Liu, 2026, "Detecting turning points in high-frequency financial data analysis," Annals of Operations Research, Springer, volume 363, issue 2, pages 1327-1354, August, DOI: 10.1007/s10479-025-06542-7.
• Stefano Battilossi & Stefan O. Houpt & Miguel Artola Blanco, 2026, "The historical and expected equity risk premium in Spain: a long-run view, 1900–2020," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 20, issue 1, pages 1-36, January, DOI: 10.1007/s11698-025-00309-7.
• Gianluca Cassese, 2026, "Subjective expected utility and psychological gambles," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 49, issue 1, pages 351-372, June, DOI: 10.1007/s10203-024-00493-7.
• Umberto Cherubini & Sabrina Mulinacci, 2026, "Implied dividend bounds in option prices: anatomy of two markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 49, issue 1, pages 373-398, June, DOI: 10.1007/s10203-025-00506-z.
• Hans-Peter Bermin & Magnus Holm, 2026, "Kelly trading when asset prices have jumps," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 49, issue 1, pages 819-846, June, DOI: 10.1007/s10203-025-00561-6.
• Alejandro Balbás & Beatriz Balbás & Raquel Balbás, 2026, "Expectile-linked golden investment strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 49, issue 1, pages 847-868, June, DOI: 10.1007/s10203-026-00564-x.
• Krishna Sharma & Pritam Basnet & Khem Raj Bhatt, 2026, "Social media discussion and short-horizon stock returns: evidence from a retail coordination episode," Digital Finance, Springer, volume 8, issue 1, pages 1-17, March, DOI: 10.1007/s42521-026-00184-5.
• František Pollák & Kristián Kalamen & Roman Vavrek & Mónica García-Melón, 2026, "Understanding sectoral co-movement and investor behaviour during black swan events: a study of tech and pharma stocks during the global pandemic," Digital Finance, Springer, volume 8, issue 2, pages 1-23, June, DOI: 10.1007/s42521-026-00190-7.
• Frederick H. Willeboordse, 2026, "Fiat versus stablecoin price integration on Kraken: triangle dislocations and correction hierarchy in BTC and ETH spot markets," Digital Finance, Springer, volume 8, issue 3, pages 1-26, September, DOI: 10.1007/s42521-026-00206-2.
• Ricardo Teruel-Gutiérrez & Genoveva Aparicio Serrano, 2026, "Do spot ethereum ETFs change macroeconomic price discovery? Hourly evidence from U.S. inflation announcements," Digital Finance, Springer, volume 8, issue 3, pages 1-20, September, DOI: 10.1007/s42521-026-00216-0.
• Sami Al-Kharusi & Hamdi Bennasr & Bedri Kamil Onur Tas, 2026, "FinTech news sentiment and stock returns: the role of economic uncertainty," Digital Finance, Springer, volume 8, issue 3, pages 1-25, September, DOI: 10.1007/s42521-026-00217-z.
• András Szeberényi & Mátyás Imre Kovács, 2026, "Fear, greed and bitcoin return distributions: evidence from digital asset market states," Digital Finance, Springer, volume 8, issue 3, pages 1-29, September, DOI: 10.1007/s42521-026-00218-y.
• Yuhang Li & Hyoung-Goo Kang & Myeongsu Choi, 2026, "Protocol liquidity, rule-based benchmarks, and USDT yield predictability in DeFi lending," Digital Finance, Springer, volume 8, issue 4, pages 1-26, December, DOI: 10.1007/s42521-026-00223-1.
• Moritz F. Uttscheid, 2026, "Dividend stripping in Germany: evidence from the futures market," Economics of Governance, Springer, volume 27, issue 1, pages 1-44, December, DOI: 10.1007/s10101-026-00378-y.
• Michael O’Connell & Jonathan Fletcher, 2026, "Fiscal flows and asset prices," Empirical Economics, Springer, volume 70, issue 3, pages 1-17, March, DOI: 10.1007/s00181-026-02901-w.
• Tarek Chebbi & Bruno S. Sergi & Salem Hamad Aldawsari, 2026, "Spread the foreign redenomination risk to default premia: dynamic frequency connectedness analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-40, December, DOI: 10.1186/s40854-025-00799-4.
• Radmir Mishelevich Leushuis & Nicolai Petkov, 2026, "Advances in forecasting realized volatility: a review of methodologies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-29, December, DOI: 10.1186/s40854-025-00809-5.
• Moran Wang & Yuying Sun & Shouyang Wang, 2026, "Can Chinese firms benefit from issuing carbon–neutral bonds?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-28, December, DOI: 10.1186/s40854-025-00828-2.
• SeungOh Han, 2026, "Volatility spillovers and portfolio diversification strategies after the 2023 Israel–Hamas conflict," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-45, December, DOI: 10.1186/s40854-025-00850-4.
• Ruwei Zhao & Hansong Guo & Xiaotong Wang & Xiong Xiong, 2026, "Capital market liberalization and stock price crash risk: a Shanghai-Hong Kong stock connect expansion perspective," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-23, December, DOI: 10.1186/s40854-026-00961-6.
• Martin Bladt & Andreea Minca & Oscar Peralta, 2026, "Approximations of semi-Markov processes and insurance policy valuation," Finance and Stochastics, Springer, volume 30, issue 1, pages 237-276, January, DOI: 10.1007/s00780-025-00578-0.
• Francesca Biagini & Alessandro Doldi & Jean-Pierre Fouque & Marco Frittelli & Thilo Meyer-Brandis, 2026, "Collective arbitrage and the value of cooperation," Finance and Stochastics, Springer, volume 30, issue 1, pages 1-57, January, DOI: 10.1007/s00780-025-00582-4.
• Tahir Choulli & Emmanuel Lepinette, 2026, "Super-hedging-pricing formulas and immediate-profit arbitrage for market models under random horizon," Finance and Stochastics, Springer, volume 30, issue 4, pages 1135-1177, October, DOI: 10.1007/s00780-026-00599-3.
• Zain Abidin & Muhammad Zia ur Rehman & Khalid Latif, 2026, "From market signals to investor surges—unveiling the fallacy of bird-in-hand in a volatile emerging market," Future Business Journal, Springer, volume 12, issue 1, pages 1-12, December, DOI: 10.1186/s43093-026-00855-0.
• Ashok Panigrahi, 2026, "Global dollar tightening, market liquidity, and business resilience: evidence from India’s NIFTY-50," Future Business Journal, Springer, volume 12, issue 1, pages 1-17, December, DOI: 10.1186/s43093-026-00857-y.
• Karkaria Dusmanta & Nirakar Barik, 2026, "Dynamics of return volatility and firm characteristics in explaining average abnormal portfolio returns: evidence from Indian stock market," Future Business Journal, Springer, volume 12, issue 1, pages 1-12, December, DOI: 10.1186/s43093-026-00875-w.
• Markus Baltzer & Kathi Schlepper & Christian Speck, 2026, "The Eurosystem’s asset purchase programmes, securities lending and bund specialness," Journal of Business Economics, Springer, volume 96, issue 1, pages 71-105, January, DOI: 10.1007/s11573-025-01243-w.
• Stefan Nagel, 2026, "Experiences, expectations, and asset prices," Journal of Business Economics, Springer, volume 96, issue 1, pages 11-34, January, DOI: 10.1007/s11573-025-01256-5.
• Jingwen GE & Syed Hassan Raza Kazmi, 2026, "Spillover effect of analysts’ stock recommendations: the channel effect of firm industrial position," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-20, December, DOI: 10.1007/s12197-025-09748-4.
• Hakan Yilmazkuday, 2026, "ChatGPT and stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-23, December, DOI: 10.1007/s12197-026-09767-9.
• Bisma Raina & Paramita Mukherjee & Samaresh Bardhan, 2026, "Risk premia and hedging role of gold in the ICAPM framework: evidence from India," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-29, December, DOI: 10.1007/s12197-026-09772-y.
• Karim Henide, 2026, "Incredulous creditors: ESG momentum, credibility barriers, and state-contingent pricing in corporate bonds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-22, December, DOI: 10.1007/s12197-026-09785-7.
• Ramzi Boussaidi, 2026, "Are Earnings and Price Momentum Related? Evidence from Ten MENA Stock Markets," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 17, issue 3, pages 8492-8521, June, DOI: 10.1007/s13132-026-03201-5.
• Nikolay Doskov & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2026, "Complementarity and substitutability of investment strategies," Journal of Evolutionary Economics, Springer, volume 36, issue 1, pages 1-25, April, DOI: 10.1007/s00191-025-00922-9.
• Zbigniew Palmowski & Paweł Stȩpniak, 2026, "Pricing American options time-capped by a drawdown event," Mathematics and Financial Economics, Springer, number 5, March, DOI: 10.1007/s11579-025-00408-z.
• Joel M. Vanden, 2026, "Asset pricing: a new approach for a family of problems," Mathematics and Financial Economics, Springer, number 5, March, DOI: 10.1007/s11579-026-00423-8.
• Aram Balagyozyan & Christos Giannikos, 2026, "Fuzzy decision-making in asset markets," Mathematics and Financial Economics, Springer, number 6, March, DOI: 10.1007/s11579-026-00424-7.
• Ayşen Sivrikaya & A. Yasemin Yalta, 2026, "The relationship between bitcoin trade volume and inflation: evidence from nonlinear cointegration," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 2, pages 4315-4330, April, DOI: 10.1007/s11135-025-02430-1.
• Wafa Masmoudi Kammoun, 2026, "Are NFTs and DeFi tokens separate asset classes from conventional cryptocurrencies: a quantile time frequency connectedness analysis," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 2, pages 5249-5278, April, DOI: 10.1007/s11135-025-02464-5.
• Mohanan Moni & Sreeraj Venuraj & Biju Ajithakumari Vijayappan Nair & Darko B. Vuković & Adel Dalal, 2026, "A temporal-fusion-based speculation index: early-warning signals from trading activity," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 4, pages 14019-14047, August, DOI: 10.1007/s11135-026-02764-4.
• Hyun Jung Rim & Jenny Zha Giedt, 2026, "Mistaking bad news for good news: investor optimism and mispricing of strategic alternatives announcements," Review of Accounting Studies, Springer, volume 31, issue 1, pages 167-209, March, DOI: 10.1007/s11142-025-09917-0.
• Daniel P. Lynch & Max Pflitsch & Michael Stich, 2026, "Earnings management around the Tax Cuts and Jobs Act of 2017," Review of Accounting Studies, Springer, volume 31, issue 2, pages 981-1018, June, DOI: 10.1007/s11142-026-09946-3.
• Jing Pan & Edward Sul & Sean Wang, 2026, "Firm–specific information processing and the delayed discovery of macroeconomic news: evidence from earnings announcement returns," Review of Accounting Studies, Springer, volume 31, issue 3, pages 1750-1796, September, DOI: 10.1007/s11142-026-09959-y.
• Braiden Coleman & Karson Fronk & Matthew Hall & Brady Twedt, 2026, "Sound analysis? Investing podcasts and investor information processing," Review of Accounting Studies, Springer, volume 31, issue 3, pages 1837-1876, September, DOI: 10.1007/s11142-026-09960-5.
• Patricia M. Dechow & Weili Ge & Wei Ting Loh & Sarah McVay, 2026, "Beyond earnings quality: evaluating the quality of corporate disclosure practices," Review of Accounting Studies, Springer, volume 31, issue 3, pages 1567-1637, September, DOI: 10.1007/s11142-026-09971-2.
• Azi Ben-Rephael & Joshua Ronen & Tavy Ronen & Mi Zhou, 2026, "“Show Me!” The Informativeness of images in firms’ annual reports," Review of Accounting Studies, Springer, volume 31, issue 3, pages 1924-1969, September, DOI: 10.1007/s11142-026-09975-y.
• Nawazish Mirza & Alexandra Horobet & Cristiana Doina Tudor & Ioana Alexandra Radu, 2026, "The green paradox: Does sustainability drive financial performance in energy?," Review of Managerial Science, Springer, volume 20, issue 10, pages 3779-3809, October, DOI: 10.1007/s11846-026-00991-5.
• Weiliang Zhang & Haoran Li, 2026, "How extreme weather affects stock pricing efficiency: a three-dimensional analysis based on information, corporate fundamentals, and investor behavior," Review of Managerial Science, Springer, volume 20, issue 8, pages 2547-2579, August, DOI: 10.1007/s11846-025-00945-3.
• Silvia Bressan & Alex Weissensteiner, 2026, "Stock returns and environmental, social, and governance scores of banks," SN Business & Economics, Springer, volume 6, issue 6, pages 1-32, June, DOI: 10.1007/s43546-026-01162-0.
• Naveed Khan, 2026, "Evaluating the resilience of asset pricing models during crises: evidence from Russia’s economic recession, COVID-19 pandemic, and the Russia–Ukraine war," SN Business & Economics, Springer, volume 6, issue 6, pages 1-44, June, DOI: 10.1007/s43546-026-01192-8.
• Rieke Fehrenkötter, 2026, "Mapping financial and institutional theories in green bond research: a systematic review and agenda for policy and practice," SN Business & Economics, Springer, volume 6, issue 9, pages 1-35, September, DOI: 10.1007/s43546-026-01196-4.
• Suna Şahin & Emin Ahmet Kaplan & Özlem Toplu Yılmaz, 2026, "Green bonds and sustainable finance: a multidimensional analysis of macroeconomic and environmental determinants across nine countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 162, issue 3, pages 1043-1074, August, DOI: 10.1007/s10290-025-00610-7.
• Antonino de Andrade Machado & André Nunes Maranhão, 2026, "Customer Valuation under Systematic and Idiosyncratic Risk: Evidence from a Private Bank in Brazil," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 2, pages 1-3.
• Cheng-Wen Lee & Hong-Vui Ngo, 2026, "Global Behavioral Drivers and Domestic Feedback Dynamics to Foreign Trading Activity: An OLS–VAR Analysis of Vietnam’s Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 3, pages 1-2.
• Dimitrios Koutmos & Gregory Koutmos, 2026, "On the Contribution of Multi-factors to Hedge Fund Returns," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 5, pages 1-1.
• Cheng-Wen Lee & Sephali Bera, 2026, "Cryptocurrency Returns and the Macro-economy: Evaluating the Predictive Role of Inflation and Financial Conditions," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 5, pages 1-2.
• Khalid Laabidi & Mohamed El Aallaoui, 2026, "Downside Risk and Average Returns: A Condensed Cross-Sectional Analysis Using Semi-Continuous Complex Wavelet Frames," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 5, pages 1-4.
• Onyango Collins Omondi & Nixon Omoro & Luther Otieno, 2026, "Joint Effects of Capital Structure, Interest Rate Sensitivity and Market Value of Non-financial Firms Listed at Nairobi Securities Exchange in Kenya," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 15, issue 1, pages 1-2.
• Saleh Ali El Abd & Aref M. Eissa & Aref M. Eissa & Ahmed Diab, 2026, "The relationship between risk-taking and firm value: does earnings management matter? Evidence from an emerging context," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 13, issue 4, pages 381-394, June, DOI: 10.9770/m7649526929.
• Claus Brand & Gavin Goy & Wolfgang Lemke, 2026, "Estimating the Natural Rate of Interest in a Macro-Finance Yield Curve Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 3, pages 797-809, July, DOI: 10.1080/07350015.2025.2561409.
• Lorette Danilo & Fayssal Jamhamed & Franck Martin, 2026, "Pair trading strategies in the cryptoassets market: a cointegration framework with optimized thresholds using genetic algorithms," Quantitative Finance, Taylor & Francis Journals, volume 26, issue 5, pages 799-821, May, DOI: 10.1080/14697688.2026.2653663.
• Hiroyuki Oi & Shigenori Shiratsuka & Shunichi Yoneyama, 2026, "Revisiting Shadow Short-term Interest Rate Models: Evidence from the Ultra-Low Interest Rate Environment in Japan," Working Papers, Tokyo Center for Economic Research, number e228, Mar.
• Itzhak Ben-David & Pascal Towbin & Sebastian Weber, 2026, "Inferring Expectations from Observables: Evidence from the Housing Market," The Review of Economics and Statistics, MIT Press, volume 108, issue 1, pages 162-178, January, DOI: 10.1162/rest_a_01435.
• Cherbonnier, Frédéric & Gollier, Christian & Pommeret, Aude, 2026, "Stress discounting," TSE Working Papers, Toulouse School of Economics (TSE), number 26-1697, Jan.
• Gollier, Christian, 2026, "Discounting along the merit order, with an application to the electricity market," TSE Working Papers, Toulouse School of Economics (TSE), number 26-1762, Apr.
• Gaudio Francesco Saverio & Petrella Ivan & Santoro Emiliano, 2026, "Asset Market Participation, Redistribution, and Asset Pricing," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 108, Jul.
• Sally Dubach, 2026, "Tracing the History of Asset Price Bubble Theory," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2604, May.
• Christian Gollier, 2026, "The Welfare Cost of Ignoring the Beta," Journal of Political Economy Microeconomics, University of Chicago Press, volume 4, issue 1, pages 147-172, DOI: 10.1086/733779.
• Sebastian Di Tella & Benjamin Hébert & Pablo Kurlat & Qitong Wang, 2026, "The Zero-Beta Interest Rate," Journal of Political Economy, University of Chicago Press, volume 134, issue 7, pages 2074-2118, DOI: 10.1086/740220.
• Jens H. E. Christensen & Daan Steenkamp, 2026, "A market-based assessment of the outlook for inflation: Expectations and monetary policy in South Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2026-21.
• IANCU, Laura Andreea, 2026, "Explosive Price Dynamics In Global Reit Markets: Evidence From Developed Regions," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 30, issue 1, pages 50-67, March, DOI: https://doi.org/10.65672/fs.2026.1..
• CROICU, Andreea Elena, 2026, "Speculative Bubble Dynamics And Systemic Risk In Shadow Banking Institutions: Evidence From The United States And Europe," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 30, issue 2, pages 146-165, June, DOI: https://doi.org/10.65672/fs.2026.2..
• Nezir Köse & Emre Ünal, 2026, "The Effects of the Volatilities in Global Determinants on the Istanbul Stock Exchange," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 73, issue 3, pages 411-442.
• Miziołek Tomasz & Asyngier Roman, 2026, "Pricing Efficiency of Exchange-Traded Funds Listed on the Warsaw Stock Exchange," Central European Economic Journal, Paradigm, volume 13, issue 60, pages 37-55, DOI: 10.2478/ceej-2026-0003.
• Kumar Suresh & Ali Hyder, 2026, "Liquidity risk and liquidity timing in the cross-section of Indian equity mutual fund returns," Economics and Business Review, Paradigm, volume 12, issue 1, pages 105-133, DOI: 10.18559/ebr.2026.1.2746.
• Pham Thuy Tu, 2026, "Global Information Uncertainty and Real Estate Stock Valuation in Emerging Markets: an Integrated Behavioral - Theoretical and Machine Learning Framework," Real Estate Management and Valuation, Paradigm, volume 34, issue 1, pages 63-83, DOI: 10.2478/remav-2026-0006.
• Carol Luengo & Steven Tucker & Yilong Xu & Frank Scrimgeour, 2026, "How does AI affect price discovery and liquidity in asset market experiments?," Working Papers in Economics, University of Waikato, number 26/05, Sep.
• Rethabile Nhlapho & Adefemi A Obalade & Paul-Francois Muzindutsi, 2026, "Regime-Dependent Linkages Across South African Asset Markets and Commodities: Application of Markov-Switching Vector Autoregressive Model," Economic Research Guardian, Mutascu Publishing, volume 16, issue 1, pages 45-69, June.
• Rupon Bhowmick, 2026, "Tariff Liberalization and Economic Outcomes of a Dual Economy: A General Equilibrium Analysis," Economic Research Guardian, Mutascu Publishing, volume 16, issue 1, pages 70-83, June.
• Mai Thu Thuy Pham, 2026, "Cash-Backed Earnings Quality and Price-to-Book Valuation among Global Clean200 Firms," Economic Research Guardian, Mutascu Publishing, volume 16, issue 2, pages 212-232, December.
• Igor Livshits & Youngmin Park, 2026, "Democratic Political Economy of Financial Regulation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 67, issue 2, pages 451-473, May, DOI: 10.1111/iere.12781.
• Fabio Antoniou & Manthos D. Delis & Steven Ongena & Chris Tsoumas, 2026, "Pollution Permits and Financing Costs," Journal of Money, Credit and Banking, Blackwell Publishing, volume 58, issue 3, pages 637-679, April, DOI: 10.1111/jmcb.13241.
• Liu, Junxi & Pi, Shaoting & Wang, Ao, 2026, "Greenwashing or Pragmatism?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1607.
• Arunava Bandyopadhyay & Prabina Rajib, 2026, "Does Index Investment and Speculative Sentiment Impact Price Discovery?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 01, pages 1-38, March, DOI: 10.1142/S2010495226500077.
• Manel Mahjoubi & Jamel Eddine Henchiri, 2026, "The Effect of Uncertainty Indexes on the Overconfidence Bias of Bitcoin," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 02, pages 1-51, June, DOI: 10.1142/S2010495226300012.
• Dheeraj Daniel & Shoaib Alam Siddiqui, 2026, "Are Debt Mutual Funds Efficient, Too? Evidence from the Indian Mutual Fund Industry," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 02, pages 1-26, June, DOI: 10.1142/S2010495226500089.
• K. Fergusson & E. Platen, 2026, "Stylized Properties of the Interest Rate Term Structure under the Benchmark Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 03, pages 1-33, September, DOI: 10.1142/S2010495226500120.
• Ricardo Lalloo, 2026, "Multivariate Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 03, pages 1-78, September, DOI: 10.1142/S201049522650017X.
• Dilip Madan & King Wang, 2026, "Multidimensional forecasting in option markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 1-15, March, DOI: 10.1142/S2424786326500076.
• Ichrak Dridi & Mohamed Malek Belhoula, 2026, "The moderating role of inflation targeting in stock market volatility drivers: Machine learning insights into macro-financial channels," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-36, June, DOI: 10.1142/S2424786326500180.
• Teressa Elliott & Jang-Chul Kim & Sharif Mazumder & Qing Su, 2026, "The Peace Benefit: How a Country’s Peacefulness Enhances Liquidity for Cross-listed Stocks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 29, issue 02, pages 1-34, June, DOI: 10.1142/S0219091526500098.
• Sampath Thokala, 2026, "Volatility Spillovers in Indian Commodity Markets: Empirical Evidence from the MGARCH Model," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 29, issue 02, pages 1-24, June, DOI: 10.1142/S0219091526500116.
• Anna Battauz & Fulvio Ortu & Francesco Rotondi, 2026, "Arbitrage Theory in Discrete and Continuous Time," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14409, ISBN: ARRAY(0x5da6b9b8), May.
• Andrew Chin & Frank J Fabozzi & Jim Kyung-Soo Liew & Alexander Rudin & Igor Yelnik, 2026, "Perspectives on Financial Modeling for Institutional Investors," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0585, ISBN: ARRAY(0x5cff3a18), May.
• Andrew Chin & Frank J. Fabozzi & Jim Kyung-Soo Liew & Alexander Rudin & Igor Yelnik, 2026, "From Theory to Practice: Framing Financial Modeling in Modern Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Perspectives on Financial Modeling for Institutional Investors".
• Andrew Chin & Frank J. Fabozzi & Jim Kyung-Soo Liew & Alexander Rudin & Igor Yelnik, 2026, "Strategic Portfolio Construction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Perspectives on Financial Modeling for Institutional Investors".
• Andrew Chin & Frank J. Fabozzi & Jim Kyung-Soo Liew & Alexander Rudin & Igor Yelnik, 2026, "Factor Optimization with Portfolio Constraints," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Perspectives on Financial Modeling for Institutional Investors".
• Andrew Chin & Frank J. Fabozzi & Jim Kyung-Soo Liew & Alexander Rudin & Igor Yelnik, 2026, "Portfolio Rules: From an Elegant Theory to Practical Implementation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Perspectives on Financial Modeling for Institutional Investors".
• Andrew Chin & Frank J. Fabozzi & Jim Kyung-Soo Liew & Alexander Rudin & Igor Yelnik, 2026, "Fixed-Income Financial Modeling: Yield Curves, Risk Premia, and Credit," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Perspectives on Financial Modeling for Institutional Investors".
• Andrew Chin & Frank J. Fabozzi & Jim Kyung-Soo Liew & Alexander Rudin & Igor Yelnik, 2026, "From Black Box to Recipe Book: Rethinking Explainability in AI Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Perspectives on Financial Modeling for Institutional Investors".
• Andrew Chin & Frank J. Fabozzi & Jim Kyung-Soo Liew & Alexander Rudin & Igor Yelnik, 2026, "Model Implementability, Governance, and Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Perspectives on Financial Modeling for Institutional Investors".
• Andrew Chin & Frank J. Fabozzi & Jim Kyung-Soo Liew & Alexander Rudin & Igor Yelnik, 2026, "The Evolution of Quantitative Modeling: From Econometrics to Agentic AI," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Perspectives on Financial Modeling for Institutional Investors".
• Andrew Chin & Frank J. Fabozzi & Jim Kyung-Soo Liew & Alexander Rudin & Igor Yelnik, 2026, "The End of the Divide: Investing at the Human–Machine Frontier," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Perspectives on Financial Modeling for Institutional Investors".
• Andrew Chin & Frank J. Fabozzi & Jim Kyung-Soo Liew & Alexander Rudin & Igor Yelnik, 2026, "Appendix," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Perspectives on Financial Modeling for Institutional Investors".
• Kai-Yin Woo & Hassan Zada & Shin-Hung Pan, 2026, "A Review of Behavioral Finance and Econometrics: Theories and Applications," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 2, pages 302-331, June.
• Thanh Pham & Huyen Thu Nguyen & Thanh Trung Le, 2026, "Behavioral Biases and Market Fluctuations: An Empirical Study of Herding and Volatility in Vietnam," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 3, pages 27-62, September.
• Grigoriy Korolev, 2026, "Facts and fantasies about DeFi: Lending, DEX and Derivatives," Working Papers, New Economic School (NES), number sp0002, Apr.
• Ayşegül Toy & Adalet Hazar & Şenol Babuşcu, 2026, "The Presence and Determinants of Price Bubbles in the Housing Markets: Empirical Findings From Türkiye," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 41, issue 125, pages 175-196, April, DOI: https://doi.org/10.33203/mfy.176976.
• Mukadder Horasan, 2026, "Stock Return Dynamics in Logistics Companies: Evidence From Panel Data," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 41, issue 125, pages 243-261, April, DOI: https://doi.org/10.33203/mfy.174751.
• Arpit Gupta & Vrinda Mittal & Stijn Van Nieuwerburgh, 2026, "Work from Home and the Office Real Estate Apocalypse," American Economic Review, American Economic Association, volume 116, issue 2, pages 674-709, February, DOI: 10.1257/aer.20231619.
• Verónica Bäcker-Peral & Jonathon Hazell & Atif Mian, 2026, "Dynamics of the Long-Term Housing Yield: Evidence from Natural Experiments," American Economic Review, American Economic Association, volume 116, issue 3, pages 1014-1051, March, DOI: 10.1257/aer.20240513.
• Nicolae Gârleanu & Stavros Panageas & Geoffery Zheng, 2026, "A Long and a Short Leg Make for a Wobbly Equilibrium," American Economic Review, American Economic Association, volume 116, issue 4, pages 1234-1273, April, DOI: 10.1257/aer.20211548.
• Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer & Stephen J. Terry, 2026, "Real Credit Cycles," American Economic Review, American Economic Association, volume 116, issue 4, pages 1274-1308, April, DOI: 10.1257/aer.20211820.
• Milena Wittwer & Jason Allen, 2026, "Market Power and Capital Constraints," American Economic Review, American Economic Association, volume 116, issue 4, pages 1309-1339, April, DOI: 10.1257/aer.20231202.
• Giovanni Cespa & Xavier Vives, 2026, "Market Opacity and Fragility: Why Liquidity Evaporates When It Is Most Needed," American Economic Review, American Economic Association, volume 116, issue 7, pages 2454-2503, July, DOI: 10.1257/aer.20231613.
• Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Tallon, 2026, "Sharing Model Uncertainty," American Economic Journal: Microeconomics, American Economic Association, volume 18, issue 2, pages 313-347, May, DOI: 10.1257/mic.20240188.
• Robert Novy-Marx & Mihail Velikov, 2026, "Artificial Intelligence–Powered (Finance) Scholarship," Journal of Economic Literature, American Economic Association, volume 64, issue 1, pages 5-37, March, DOI: 10.1257/jel.20251821.
• Valentin Haddad & Tyler Muir, 2026, "Intermediaries and Asset Prices," Journal of Economic Literature, American Economic Association, volume 64, issue 3, pages 876-906, September, DOI: 10.1257/jel.20251766.
• Alexandru Tugui & Lucia Morosan-Danila & Claudia-Elena Grigoras-Ichim & Dumitru Filipeanu & Radu Lupu & Adrian Cantemir Calin & Dan Gabriel Dumitrescu & Oana-Cristina Popovici & Adnan Khurshid, 2026, "Unravelling Systemic Risk Dynamics amid Financial Asset Bubbles in Times of Enhanced Volatilit," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 28, issue 71, pages 328-328, February.
• Aivaz Kamer-Ainur & Lavinia Mastac, 2026, "The Effects of Fake News on Business Organisations: Evidence from an Event Study on US Listed Companies," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 28, issue 73, pages 1098-1098, August.
• Murat Aygun & Yunus Savas, 2026, "Fake News, Market Reactions, and Informational Efficiency: Evidence from Four Publicly Listed Football Clubs on Borsa Istanbul," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 28, issue 73, pages 1169-1169, August.
• Christian Chiemela OTUONYE & Uche Christopher CHUKWU & Joseph Ogwu ELOM & Gilbert Ogechukwu NWORIE, 2026, "Dividend Policy as a Strategic Driver of Shareholders’ Wealth Creation in Nigerian Quoted Banks," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 7, issue 1, pages 68-79, January, DOI: 10.37945/cbr.2026.01.06.
• Muhammed Samancı & Emrah Noyan & Zeynep Öztürk Yaprak, 2026, "Can the Index Model Be Used in Cryptocurrencies? Evidence from Traditional Methods and Numerical Simulation," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 4, pages 1399-1418, DOI: 10.30784/epfad.1706657.
• Merve Yıldırım & Durmus Yıldırım, 2026, "The Effects of Macroeconomic News Surprises on Borsa Istanbul Sectoral Indices: A Study with Volatility Models," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 4, pages 1495-1515, DOI: 10.30784/epfad.1725746.
• Zekai Şenol & Fatma Zeren & Gökhan Konat & Ayşegül Han, 2026, "The Impact of Stock Markets, Interest Rates, and Exchange Rates on Credit Default Swap Premiums: Evidence from Advanced and Emerging Economies," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 2, pages 449-479, DOI: 10.30784/epfad.1777228.
• Ece Kepenek & Erkan Ağaslan, 2026, "Economic Policy Uncertainty, Financial Factors, and BIST 100 Volatility in Türkiye: Evidence from A TVP-VAR Model," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 2, pages 646-670, DOI: 10.30784/epfad.1953422.
• Rüya Kaplan Yıldırım & Turgay Münyas & Gülden Kadooğlu Aydın & Ayşegül Yılmaz, 2026, "The Impact of Monetary and Fiscal Policy Uncertainty on Bond Yields: Findings from a Panel of Developed Countries (1999–2025)," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 2, pages 747-768, DOI: 10.30784/epfad.1943985.
• N. Serap Vurur, 2026, "How Does the IPO Index in Türkiye React to Risks? ARDL and NARDL Approach," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 3, pages 1036-1055, DOI: 10.30784/epfad.1951521.
• Gilles Dufrénot & Céline Gimet, 2026, "Beyond Fundamentals: Crashes and Bubbles in Global Oil Prices from a FIMARX model," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2612, Jan.
• Asmara RANI & Zeeshan GHAFOOR & Rafi Ullah SHEIKH & Ghulam SUBANI, 2026, "Technology committee, digital transformation and stock price sychronicity," Access Journal, Access Press Publishing House, volume 7, issue 2, pages 355-375, March, DOI: 10.46656/access.2026.7.2(6).
• Anastasiia A. Dergileva & Victoria V. Dobrynskaya & Sergei V. Gurov & Tatiana V. Sokolova, 2026, "Investment Behavior in the Global Cryptocurrency Market: Do Traders Take into Account the Possibilities of Diversification?," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 25, issue 1, pages 249-282, DOI: http://dx.doi.org/10.15826/vestnik..
• Long, Suwan (Cheng) & Mohaddes, Kamiar & Ul Haq, Imtiaz, 2026, "Binding Commitments and Credit Spreads in Sustainability-Linked Bonds," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2026-20, Aug.
• Swayamshree Barik & Manish K. Singh & Harsh Vardhan, 2026, "Monetary policy transmission in primary and secondary markets: Evidence from Indian government securities," Working Papers, xKDR, number 48, Apr.
• Ayoub SAIDI & Ahlam QAFAS, 2026, "The term structure of interest rates in a financially repressed economy: toward an integrated conceptual reading of the Moroccan case," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 7, issue 8, pages 455-479.
• Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2026, "On- and off-chain demand and supply drivers of Bitcoin price," Papers, arXiv.org, number 2602.08429, Feb.
• Alexander Dickerson & Christian Julliard & Philippe Mueller, 2026, "The Co-Pricing Factor Zoo," Papers, arXiv.org, number 2604.04430, Apr.
• Alexander Dickerson & Philippe Mueller & Cesare Robotti, 2026, "Priced risk in corporate bonds," Papers, arXiv.org, number 2604.05699, Apr.
• Fei Ren & Miao-Miao Yi & Zhang-Hangjian Chen & Xiang Gao, 2026, "The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States," Papers, arXiv.org, number 2605.08726, May.
• Andrew Chen & Francisco Palomino, 2026, "An Irrelevance Theorem for Risk Aversion and Time-Varying Risk," Papers, arXiv.org, number 2606.05554, Jun.
• Arati Uday Kamat, 2026, "Post-Rejection Follow-up Sampling: Measuring Outcomes of Rejected Decisions in Algorithmic DEX Trading," Papers, arXiv.org, number 2606.08228, Jun, revised Sep 2026.
• Jiri Schwarz & Tomas Havranek & Zuzana Irsova & Jiri Novak, 2026, "Trust, Rule of Law, and the Size Premium: Evidence from a Meta-Analysis," Papers, arXiv.org, number 2609.26212, Aug.
• William Brock & Anastasios Xepapadeas, 2026, "Managing the Global Commons: Taxes, Bonds, and the Equivalence Between Fiscal and Financial Instruments," DEOS Working Papers, Athens University of Economics and Business, number 2612, Apr.
• Massimo Guidolin, Serena Ionta, 2026, "Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26262.
• Yuhan Zhang, Gianfranco Gianfrate, 2026, "Climate Risks and Private Infrastructure Valuation," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26276.
• Massimo Guidolin, Manuela Pedio, 2026, "Biodiversity Risk and Commodity Markets: Evidence, Theory, and an Agenda for Future Research," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26286.
• Dimiter Shalvardjiev, 2026, "How Bitcoin Spot ETFS Affect Spot Prices," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 175-196.
• Jeko Milev & Kliment Robev, 2026, "Transforming Universal Pension Fund Savings into Effective Supplementary Mechanism for Pension Security in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 153-165.
• Mattia Bevilacqua & Jon Danielsson & Lerby Ergun & Andreas Uthemann & Jean-Pierre Zigrand, 2026, "Central Bank Crisis Interventions and the Term Structure of Market Fear," Staff Working Papers, Bank of Canada, number 26-17, May, DOI: 10.34989/swp-2026-17.
• Antonio Diez de los Rios, 2026, "A New Approach to Estimating Portfolio-Balance Models of the Yield Curve," Staff Working Papers, Bank of Canada, number 26-33, Sep, DOI: 10.34989/swp-2026-33.
• Yanis Belkacem & Fabienne Schneider & Adrian Walton, 2026, "Repo transaction costs and balance sheet frictions," Staff Analytical Papers, Bank of Canada, number 2026-10, Mar, DOI: 10.34989/sap-2026-10.
• Danny Auger & Adrian Walton, 2026, "Central Clearing in Repo Markets: Do the Benefits Extend to Non-Dealers?," Staff Analytical Papers, Bank of Canada, number 2026-31, Jun, DOI: 10.34989/sap-2026-31.
• Vincent Meh & Jabir Sandhu & Andreas Uthemann, 2026, "Hedge funds and bond market liquidity dynamics at the onset of the 2026 Middle East conflict," Staff Analytical Papers, Bank of Canada, number 2026-42, Sep, DOI: 10.34989/sap-2026-42.
• Bruno Feunou & Jean-Sébastien Fontaine & Rishi Vala, 2026, "Macro News in Market Moves: Classifying News through Asset Co-movements," Staff Analytical Papers, Bank of Canada, number 2026-7, Mar, DOI: 10.34989/sap-2026-7.
• Diego Bonelli, 2026, "Inflation risk and yield spread changes," Working Papers, Banco de España, number 2603, Jan, DOI: https://doi.org/10.53479/42345.
• Craig A. Chikis & Jonathan Goldberg & David López-Salido, 2026, "The Innovator's Risk Premium: Sticky Hurdle Rates, the Cost of Capital, and Creative Destruction," Working Papers, Banco de España, number 2628, Sep, DOI: https://doi.org/10.53479/44406.
• Fabio Fornari & Daniele Pianeselli & Andrea Zaghini, 2026, "Environmental score and bond pricing: it better be good, it better be green," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1002, Mar.
• Giovanni Bonfanti & Juri Marcucci, 2026, "A European safe asset? Not without the investors," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1010, Jun.
• Marco Albori & Andrea Zaghini, 2026, "Corporate bond pricing in the AI era," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1057, Sep.