Research classified by Journal of Economic Literature (JEL) codes

2026

• Ozocak, Onem, 2026, "Adjustment of U.S. Treasury yields to the cointegrating relationship amid high intrapersonal uncertainty," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109681.
• Singer, Alexander, 2026, "Dealer competition in over-the-counter markets," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101004.
• Liu, Crocker H. & Trzcinka, Charles & Zhao, Ziwei, 2026, "The Chinese trading halt puzzle," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101007.
• Kausar, Asad & Kumar, Alok & Taffler, Richard J., 2026, "Do investors gamble with going-concern firms?," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101011.
• Li, Weihan & Zhang, Jin E. & Ruan, Xinfeng & Aschakulporn, Pakorn, 2026, "The rare disaster concern index: RIX," Global Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.gfj.2025.101226.
• Bissoondoyal-Bheenick, Emawtee & Tran, Vuong Thao & Zhong, Angel, 2026, "Multivariate crash risk and worldwide stock returns," Global Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.gfj.2025.101230.
• Dufrénot, Gilles & Égert, Balázs & Jawadi, Fredj, 2026, "Uncertainty, nonlinearity, and macro-financial dynamics," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2026.100677.
• Aslam, Adnan, 2026, "Oil shock spillovers in emerging markets: Sectoral dynamics of demand, supply, and risk channels," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2026.100682.
• McMillan, David G., 2026, "Stock-bond return correlation: Understanding the changing behaviour," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102242.
• Cheng, Maoyong & Duan, Huiqin & Li, Liuchuang, 2026, "Political leaders’ absences and equity market returns: Evidence from a novel uncertainty in China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102247.
• REN, Fei & YI, Miaomiao & CHEN, Zhang-Hangjian & GAO, Xiang, 2026, "The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102258.
• Sun, Xuchu & Zhang, Qing & Li, Tangrong, 2026, "How are retail investors informed? A perspective from institutional trading intention exposure," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102259.
• Seikku, Henrik & Sifat, Imtiaz, 2026, "Bitcoin bans & regulatory segmentation in digitally native asset markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102261.
• Wang, Shujie & Han, Liyan & Yang, Xiaoguang & Qiao, Tongshuai, 2026, "What Drives the Regret Premium: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102277.
• Guidolin, Massimo & Ionta, Serena, 2026, "Predictive sorting of cryptocurrencies based on fundamentals and sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2026.102285.
• Bui, Dien Giau & Chen, Ting-Hsuan & Hasan, Iftekhar & Lin, Chih-Yung, 2026, "Social capital and retail investor behavior: evidence from the corporate social irresponsibility shocks in Taiwan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 108, issue C, DOI: 10.1016/j.intfin.2026.102303.
• Libgober, Jonathan & Michaeli, Beatrice & Wiedman, Elyashiv, 2026, "With a Grain of Salt: Investor Reactions to Uncertain News and (Non)disclosure," Journal of Accounting and Economics, Elsevier, volume 81, issue 1, DOI: 10.1016/j.jacceco.2025.101802.
• 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.
• George D. Cashman & David M. Harrison & Hainan Sheng, 2026, "Dynamic Incentives in REIT Option Markets," The Journal of Real Estate Finance and Economics, Springer, volume 72, issue 1, pages 191-234, January, DOI: 10.1007/s11146-025-10022-x.
• William Miles & Xiaoyang Zhu, 2026, "Convergence in House Price Cycles across the US: Recent Developments and the Impact of Covid," The Journal of Real Estate Finance and Economics, Springer, volume 72, issue 2, pages 451-476, February, DOI: 10.1007/s11146-024-10001-8.
• Pakorn Aschakulporn & Jin E. Zhang, 2026, "Option-pricing formulas with skewness and kurtosis," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-23, December, DOI: 10.1007/s11147-025-09224-5.
• Spyros Papathanasiou & Anastasios Magoutas & Drosos Koutsokostas, 2026, "The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-31, December, DOI: 10.1007/s11147-025-09226-3.
• Paolo Matteucci & Daniela Venanzi, 2026, "Momentum, value, and size strategy returns: the explanatory power of global macroeconomic risks," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 3, pages 993-1033, April, DOI: 10.1007/s11156-025-01421-5.
• Ming Gu & David Hirshleifer & Siew Hong Teoh & Shijia Wu, 2026, "GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 34636, Jan.
• Viral V. Acharya & Toomas Laarits, 2026, "Tariff War Shock and the Convenience Yield of US Treasuries — A Hedging Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 34640, Jan.
• Matthias Fleckenstein & Shohini Kundu & Francis A. Longstaff, 2026, "Valuing Sticky Deposits," NBER Working Papers, National Bureau of Economic Research, Inc, number 34641, Jan.
• Milena Wittwer & Jason Allen, 2026, "Market Power and Capital Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 34645, Jan.
• Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2026, "Entry and Exit in Treasury Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 34646, Jan.
• Stefan Nagel, 2026, "Experiences, Expectations, and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34675, Jan.
• Andrew Atkeson & Jonathan Heathcote & Fabrizio Perri, 2026, "A Macroeconomic Perspective on Stock Market Valuation Ratios," NBER Working Papers, National Bureau of Economic Research, Inc, number 34748, Jan.
• Jason Allen & Jakub Kastl & Milena Wittwer, 2026, "Estimating Demand Systems with Bidding Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 34774, Jan.
• David Hirshleifer & Lin Peng & Qiguang Wang & Weichen Zhang & Xiaoyan Zhang, 2026, "AI, Opinion Ecosystems, and Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34807, Feb.
• Niels Joachim Gormsen & Eben Lazarus, 2026, "Interest Rates and Equity Valuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 34814, Feb.
• Jennie Bai & Erik Bostrom & Sebastian Infante & Victoria Ivashina, 2026, "Liquidity Flows to Bank-Affiliated Broker Dealers: Insights from Volumes and Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34844, Feb.
• Yijie Wang & Hao Gao & Campbell R. Harvey & Yan Liu & Xinyuan Tao, 2026, "Machine Learning Meets Markowitz," NBER Working Papers, National Bureau of Economic Research, Inc, number 34861, Feb.
• Juliane Begenau & Vadim Elenev & Tim Landvoigt, 2026, "Interest Rate Risk and Cross-Sectional Effects of Micro-Prudential Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 34892, Feb.
• Campbell R. Harvey & Alessio Sancetta & Yuqian Zhao, 2026, "What Threshold Should be Applied to Tests of Factor Models?," NBER Working Papers, National Bureau of Economic Research, Inc, number 34898, Feb.
• William N. Goetzmann & K. Geert Rouwenhorst, 2026, "Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929," NBER Working Papers, National Bureau of Economic Research, Inc, number 34899, Feb.
• William N. Goetzmann & Otto Manninen & James Tyler, 2026, "Bubbles, Booms and Crashes in the US Stock Market 1792-2024," NBER Working Papers, National Bureau of Economic Research, Inc, number 34903, Feb.
• Yu An & Amy W. Huber, 2026, "Geoeconomic Competition and Capital Reallocation in Global FX Funding," NBER Working Papers, National Bureau of Economic Research, Inc, number 34908, Feb.
• Andrew Atkeson & Fabrizio Perri & Jonathan Heathcote, 2026, "Why People Disagree About What Drives Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34923, Mar.
• Itzhak Ben-David & Alex Chinco, 2026, "max EPS Payout Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 34960, Mar.
• Itzhak Ben-David & Alex Chinco, 2026, "The max EPS Paradigm for Corporate Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34971, Mar.
• Ricardo J. Caballero & Alp Simsek, 2026, "Financial Conditions Targeting in a Multi-Asset Open Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 34974, Mar.
• Lubos Pastor & Taisiya Sikorskaya & Jinrui Wang, 2026, "The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits," NBER Working Papers, National Bureau of Economic Research, Inc, number 35007, Mar.
• Sean Dougherty & Christos Makridis, 2026, "Artificial intelligence and local debt: Evidence from five OECD bond markets," OECD Working Papers on Fiscal Federalism, OECD Publishing, number 51, Jan.
• Akitada Kasahara & Masahiro Yamada, 2026, "Effectiveness of Trading Pauses: Evidence from the Tokyo Stock Exchange," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 26-03, Mar.
• Christoph E Boehm & T Niklas Kroner, 2026, "The U.S., Economic News, and the Global Financial Cycle," The Review of Economic Studies, Review of Economic Studies Ltd, volume 93, issue 1, pages 215-249.
• Snorre Gjerde & Zacharias Sautner & Alexander F Wagner & Alexis Wegerich, 2026, "Corporate nature risk perceptions," Review of Finance, European Finance Association, volume 30, issue 1, pages 11-42.
• Stefano Giglio & Theresa Kuchler & Johannes Stroebe & Xuran Zeng, 2026, "Biodiversity risk," Review of Finance, European Finance Association, volume 30, issue 1, pages 131-161.
• Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander Wagner, 2026, "Firm-level nature dependence," Review of Finance, European Finance Association, volume 30, issue 1, pages 231-272.
• Andre Poyser, 2026, "Does financing biodiversity reduce biodiversity loss? Evidence from EU funding of science and innovation," Review of Finance, European Finance Association, volume 30, issue 1, pages 273-319.
• Franklin Allen & Patrick Behr & Riccardo Cosenza & Eric Nowak, 2026, "Do investors care about the rainforest? Evidence from voluntary carbon offsets around the world," Review of Finance, European Finance Association, volume 30, issue 1, pages 321-349.
• Massimo Guidolin & Manuela Pedio, 2026, "The pricing of biodiversity risk in commodity markets," Review of Finance, European Finance Association, volume 30, issue 1, pages 351-389.
• Teng Liu & Brook Constantz & Galina Hale & Michael W Beck, 2026, "Financial value of nature: coastal housing markets, mangroves, and climate resilience," Review of Finance, European Finance Association, volume 30, issue 1, pages 87-129.
• Emilie Couture, 2026, "Hydrogen in financial markets: A hybrid asset at the crossroads of technology and clean energy," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2026-7.
• Fornari, Fabio & Pianeselli, Daniele & Zaghini, Andrea, 2026, "Environmental score and bond pricing: it better be good, it better be green," Working Paper Series, European Central Bank, number 3176, Jan.
• Anyfantaki, Sofia & Migiakis, Petros & Petroulakis, Filippos & Giannakidis, Haris & Malliaropulos, Dimitris, 2026, "Bond funds’ risk taking and monetary policy," Working Paper Series, European Central Bank, number 3196, Feb.
• Kim, Jeongsim, 2026, "Stock market performance of exporting firms during the COVID-19 pandemic: Evidence from South Korea," Journal of Asian Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.asieco.2026.102137.
• Herrmann-Romero, Matthias & Liegl, Simon & Angerer, Martin & Stöckl, Thomas, 2026, "Golden eye — How traders focus on and select information in experimental asset markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2025.101138.
• Fan, John Hua & Li, Mingyi & Wang, Xinyu, 2026, "Cultural celebrations and investor gambling behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101139.
• de Vries, Martijn A., 2026, "Time-varying risk aversion and the equity term structure," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101141.
• Flynn, Matthew & Liu, Yifan, 2026, "Gambling on Bitcoin options?," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101142.
• Deep, Gagan & Deep, Akash & Rachev, Svetlozar T. & Fabozzi, Frank J., 2026, "Google Trends—Augmented XGBoost for market volatility prediction: A machine learning early warning system," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101159.
• Cheng, Zhuo (June) & Fang, Jing & Zhang, Yinglei, 2026, "Idiosyncratic volatility and return: A finite mixture approach," The British Accounting Review, Elsevier, volume 58, issue 2, DOI: 10.1016/j.bar.2023.101261.
• Wu, Mian & Huang, Wenli & Liu, Xiaoquan & Meng, Qingxin, 2026, "Firm connection and equity return predictability – Graph-based machine learning methods," The British Accounting Review, Elsevier, volume 58, issue 2, DOI: 10.1016/j.bar.2024.101436.
• Chan, Keith Jin Deng & Wan, Wilson Tsz Shing, 2026, "The double-edged sword of corporate net zero commitment on the carbon risk premium," Journal of Corporate Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.jcorpfin.2025.102920.
• Kim, Daniel & Pouget, Sébastien, 2026, "Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets," Journal of Corporate Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.jcorpfin.2025.102932.
• Fliegel, Philip, 2026, "How you measure transition risk matters: comparing and evaluating climate transition risk metrics," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2025.102939.
• Gu, Ming & Li, Dongxu & Xiong, Zhitao, 2026, "Curbing stock price crash: The bright side of regulatory fragmentation," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2026.102950.
• Nazemi, Abdolreza & Baumann, Friedrich & Fabozzi, Frank J., 2026, "Inter-industry network and corporate bond recovery rates," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2026.102975.
• Weretka, Marek & Dec, Marcin, 2026, "Welfare measurements with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, volume 184, issue C, DOI: 10.1016/j.jedc.2025.105252.
• Liu, Feng, 2026, "A simple higher-order rational email-game bubble model," Journal of Economic Dynamics and Control, Elsevier, volume 185, issue C, DOI: 10.1016/j.jedc.2026.105284.
• Chen, Xingyu & Chen, Zilin & Tu, Jun & Wang, Liyao & Wang, Luying, 2026, "Proximity to the 52-week high and the risk-return trade-off," Journal of Economic Dynamics and Control, Elsevier, volume 185, issue C, DOI: 10.1016/j.jedc.2026.105286.
• Peña, Juan Ignacio, 2026, "Uncertain policies, unstable markets: How energy regulation shapes financial outcomes," Economic Analysis and Policy, Elsevier, volume 90, issue C, pages 818-833, DOI: 10.1016/j.eap.2026.01.056.
• Huang, XiaoHong & Ni, Jian & Xu, Yue, 2026, "Information diversity, collusion of informed traders and asset prices," Economic Modelling, Elsevier, volume 154, issue C, DOI: 10.1016/j.econmod.2025.107321.
• Jena, Sangram Keshari & Lahiani, Amine & Dash, Ashutosh & Ray, Sougata, 2026, "Stock market vulnerability to US monetary policy: Evidenced from quantile coherency analysis," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102536.
• Nasir, Rana Muhammad & He, Feng & Asadi, Mehrad & Roubaud, David, 2026, "Spillover and return connectedness between uncertainties, digital assets, green bond, green and traditional energy markets: Evidence from quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102538.
• Kim, Jinyong & Kim, Yongsik & Lee, Seunghyun, 2026, "Simultaneous inference in testing conditional alphas of momentum portfolios," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102557.
• Brik, Hatem, 2026, "Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102566.
• Alex, Fabian, 2026, "On the non-neutrality of socially responsible investing in the presence of a greenium," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102567.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2026, "Short-Term market impact of 2024 US President elections and Trump-Zelensky meeting in defence industry," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102569.
• Aslam, Adnan & Brahmana, Rayenda Khresna, 2026, "Systemic spillovers in high-growth private market sectors: determinants and portfolio implications," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102579.
• Dridi, Ichrak & Belhoula, Mohamed Malek & Boughrara, Adel, 2026, "Inflation targeting and stock market liquidity: a difference-in-difference and doubly robust analysis of emerging markets," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102580.
• Addey, Kwame Asiam & Sakouvogui, Kekoura, 2026, "Industrial policy and downside risk: Evidence from CHIPS-Exposed firms," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102603.
• Lim, Sanghoon & Ha, Mijin & Park, Jongkyu & Yoon, Ji-Hun & Lee, Hyojung, 2026, "Detecting endogenous structural breaks in the KOSPI200: A change-point detection and event study analysis of the COVID-19 crisis," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102609.
• Ahn, Jungkyu & Lee, Doowon, 2026, "A tale of two tails," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112729.
• Bradrania, Reza & Veron, Jose Francisco & Wu, Winston, 2026, "Investor behavior and the beta anomaly: Who benefits from betting against beta?," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112745.
• Wang, Zhuo & Liu, Tong & Chen, Mizhou, 2026, "Current stance vs. future guidance: LLM evidence on how PBC communication shapes the yield curve," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112781.
• Choi, Byoungho, 2026, "Central bank independence and stock price crash risk," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112775.
• Aksoy-Yurdagul, Dilan & Buchner, Axel & Zareei, Abalfazl, 2026, "The persistence of news sentiment: Implications for return predictability," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112803.
• Filip, Angela-Maria & Negrea, Bogdan, 2026, "Hedge fund strategies performance: The edge of Omega ratio over conventional metrics," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112804.
• Cao, Min & Schaberl, Philipp D., 2026, "Yielding to relevance: How treasury yields impact accounting relevance," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2026.112807.
• Xia, Xin & Gan, Liu, 2026, "Present-biased preferences and corporate carbon emission management," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2026.112825.
• Ding, Mingfa & Hou, Ai Jun & Suardi, Sandy & Xu, Caihong, 2026, "Carbon emission risk and cross-asset pricing in commodity markets," Economics Letters, Elsevier, volume 261, issue C, DOI: 10.1016/j.econlet.2026.112854.
• Kothe, Rafael, 2026, "Regime-dependent predictive accuracy and structural stability of Eurozone inflation swaps," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112826.
• Hofmann, Daniel & Keiber, Karl Ludwig & Scholle, Jan-Christopher, 2026, "Generalized momentum," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112878.
• Chen, Ziwen, 2026, "Monetary tightening and the art-market speculative premium: evidence from a contemporary–19th century spread," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112892.
• Arshi Firdous & Sarbapriya Ray, 2026, "Analysis of Month of the Year Effect: Evidence from GARCH Model in Indian Stock Market," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 210-232.
• Akram Brahim & Mohamed Aymen Ben Moussa, 2026, "The Impact of Economic, Geopolitical, and Climate Uncertainty on Stock Market Returns in MENA Countries: Evidence from a SVAR Model," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 16, issue 1, pages 119-137.
• Sara Nada, 2026, "The Relative Risk Aversion (RRA) Riddle," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 16, issue 1, pages 167-195.
• Wojciech Slomski & Piotr Nowicki, 2026, "Hope for Success as a Source of Eco-Innovation: The Psychological Foundations of Green Technologies in the Approach of Prof. Marcin Staniewski," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 101-115.
• Wojciech Slomski & Piotr Nowicki, 2026, "The Psychology of Investors in Green Finance According to Prof. Marcin Staniewski: Hope, Agency and Moral Motivation as Determinants of Investment Choices," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 116-133.
• Ibrahim Filiz & Florian Kirchhoff & Thomas Nahmer & Markus Spiwoks, 2026, "The Influence of ESG Ratings on the Returns of Real Estate Companies," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 402-420.
• Bing Han & Haoyang Liu & Pengfei Sui, 2026, "Social Network and Sentiment Contagion: Evidence from the Bitcoin Market," Working Papers, Federal Reserve Bank of Dallas, number 2605, Mar, DOI: 10.24149/wp2605.
• Jens H. E. Christensen & Daan Steenkamp, 2026, "A Market-Based Assessment of the Outlook for Inflation Expectations and Monetary Policy in South Africa," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-03, Feb, DOI: 10.24148/wp2026-03.
• Anna Amirdjanova & David Lynch & Anni Zheng, 2026, "Initial Margin for Crypto Currencies Risks in Uncleared Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-009, Feb, DOI: 10.17016/FEDS.2026.009.
• Ketan B. Patel, 2026, "How the U.S. Treasury Futures Market and the Basis Trade Could Be Affected by the Treasury Clearing Mandate: Part 1—A Primer," Chicago Fed Letter, Federal Reserve Bank of Chicago, volume 516, pages 1-8, January, DOI: 10.21033/cfl-2026-516.
• Ketan B. Patel, 2026, "How the U.S. Treasury Futures Market and the Basis Trade Could Be Affected by the Treasury Clearing Mandate: Part 2—The Possible Role of Cross-Margining," Chicago Fed Letter, Federal Reserve Bank of Chicago, volume 517, pages 1-8, January, DOI: 10.21033/cfl-2026-517.
• Tomas Jankauskas, 2026, "Estimating the Term Structure of Corporate Bond Risk Premia," Liberty Street Economics, Federal Reserve Bank of New York, number 20260224, Feb, DOI: 10.59576/lse.20260224.
• Henry Dyer & Michael J. Fleming, 2026, "Treasury Market Liquidity Since April 2025," Liberty Street Economics, Federal Reserve Bank of New York, number 20260402, Apr, DOI: 10.59576/lse.20260402.
• Borel Ahonon & Guillaume Roussellet, 2026, "When Long-Run Trends Are Unknown: Bond Pricing Implications," Staff Reports, Federal Reserve Bank of New York, number 1187, Mar, DOI: 10.59576/sr.1187.
• Michael J. Fleming & Weiling Liu & Giang Nguyen, 2026, "Intraday Price Pressure and Order Flow Around U.S. Treasury Auctions," Staff Reports, Federal Reserve Bank of New York, number 1188, Mar, DOI: 10.59576/sr.1188.
• Marcin Dec, 2026, "Extracting Risk Free Interest Rate Expectations in a Less Liquid Government Bond Markets," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 113.
• Oscar Botero-Ramírez, 2026, "The Role of Investor Composition in Sovereign Bond Pricing: Evidence from an Emerging Market," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2026, Feb.
• Angelo Leogrande & Fabio Anobile & Alberto Costantiello & Carlo Drago & Massimo Arnone, 2026, "Equity Market Structure and Trading Diversification: Insights from Panel Data, Clustering, and Machine Learning," Working Papers, HAL, number hal-05523554, Feb.
• Sara Shurdhi & Ingrid Konomi, 2026, "Cashless economy: opportunities and challenges in the digital age," Romanian Journal of Economics, Institute of National Economy, volume 62, issue 1(71), pages 411-427, June.
• Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos, 2026, "The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns," Management Science, INFORMS, volume 72, issue 2, pages 1595-1615, February, DOI: 10.1287/mnsc.2022.02027.
• Bernard Cornet, 2026, "Pricing rules with market frictions: an axiomatic approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202606, Feb.
• Hai Duong & Bart Taub, 2026, "The value of information flows in the stock market," Annals of Finance, Springer, volume 22, issue 1, pages 1-41, June, DOI: 10.1007/s10436-026-00479-y.
• Abhisek Mahanta & Naresh Chandra Sahu & Pradeep Kumar Behera, 2026, "Sustainable Indices Outperforming Traditional Indices in India: A Comparative Study Pre and During COVID-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 213-261, March, DOI: 10.1007/s10690-024-09506-2.
• Mohammadreza Tavakoli Baghdadabad & Girijasankar Mallik & Sriram Shankar, 2026, "Market-News Co-Moments and the Cross Section of Stock Returns," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 413-504, March, DOI: 10.1007/s10690-024-09511-5.
• Wing-Keung Wong & Riffat Mughal & Mustafa Afeef & Naveed Khan & Hassan Zada, 2026, "Human Capital Based Six-Factor Asset Pricing Model in the Era of Covid-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 25-63, March, DOI: 10.1007/s10690-025-09579-7.
• Matthias Bank & Franz Insam & Jochen Lawrenz, 2026, "Taste for characteristics or risk factor aversion? Evidence from institutional demand," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 40, issue 1, pages 27-96, March, DOI: 10.1007/s11408-025-00480-x.

2025

• Martin Hoesli & Alona Shmygel, 2025, "Determinants of discount rates, capitalisation rates and growth rates," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 43, issue 3, pages 303-319, February, DOI: 10.1108/JPIF-12-2024-0152.
• Parveen P. Gupta & Heibatollah Sami & Joseph H. Zhang & Haiyan Zhou, 2025, "Does the 2013 COSO internal control framework improve the information environment in the U.S. capital markets?," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 40, issue 4, pages 357-383, February, DOI: 10.1108/MAJ-11-2023-4118.
• Manisha Yadav, 2025, "Intraday lottery demands in cryptocurrency market," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 42, issue 4, pages 799-835, March, DOI: 10.1108/SEF-07-2024-0461.
• Paul Simshauser & Evan Shellshear, 2025, "Renewable Energy Zones: generator cost allocation under uncertainty [Revised version]," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2506, Nov.
• Paul Simshauser & Joel Gilmore, 2025, "Policy sequencing: on the electrification of gas loads in Australia’s National Electricity Market," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2509, Jan.
• Paul Simshauser, 2025, "Are gas turbines 'bankable' in transitioning energy-only markets?," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2601, Nov.
• Sara Nada, 2025, "The Relative Risk Aversion Riddle," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 43-72.
• Aloui Mouna & Imed Daliy & Jarboui Anis, 2025, "Good Corporate Governance, Market Stock Liquidity, and Stock Return Volatility: French Context," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 15, issue 1, pages 03-36.
• Hayet Soltani & Mouna Boujelbene Abbes, 2025, "Unveiling the Co-Movements and Spillovers in Financial, Cryptocurrency and Commodity Markets: Insights from Googling Investors' Sentiment," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 15, issue 1, pages 112-138.
• Abdullahi Adio Babatunde, 2025, "Mobile Application Usage and Academic Performance: Examining the Moderating Effect of Learning Strategies," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 15, issue 3, pages 03-17.
• Piotr Misztal & Arkadiusz Durasiewicz & Ewa Falkiewicz & Ewelina Markowska & Magdalena Pazdzior, 2025, "Interest Rate Policy, Asset Value, and the National Bank of Poland's Financial Outcomes," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 723-738.
• Jaroslaw Pawlowski, 2025, "Evolution of Value and Structure of Currency Derivatives Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 861-873.
• Stanislaw Urbanski & Bartosz Rymkiewicz, 2025, "The Impact of the Covid-19 Pandemic on Changes in the Cost of Capital on the U.S. Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 651-664.
• Mariyah El Dada, 2025, "Volatility Spillovers among Major U.S. Companies," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 1072-1091.
• Dorota Zebrowska-Suchodolska & Tomasz Swislocki, 2025, "Managers’ Skills in Periods of Crisis: The Case of Proximity to Armed Conflict," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 49-60.
• Woongchan Jeon & Lint Barrage & Kieran James Walsh, 2025, "Warming with Borders: Forced Climate Migration and Carbon Pricing," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 25/398, Mar.
• Peter Albrecht & Daniel Pastorek & David Manousek, 2025, "Riding the Waves of Crypto Sentiment: Examining the Dynamics Between Returns and Sentiment in the Cryptocurrency Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 75, issue 2, pages 98-127, June.
• Pinar Evrim Mandaci & Efe Caglar Cagli & Birce Tedik Kocakaya, 2025, "The Effects of Global Volatility Indices on Green and Fossil Energy Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 75, issue 3, pages 277-302, September.
• Falk Bräuning & Hillary Stein, 2025, "Evidence That Relaxing Dealers’ Risk Constraints Can Make the Treasury Market More Liquid," Current Policy Perspectives, Federal Reserve Bank of Boston, number 25-4, Mar.
• Yuliya Demyanyk & Luis Lopez & Nitzan Tzur-Ilan, 2025, "The Impact of Labels on Real Asset Valuations," Working Papers, Federal Reserve Bank of Dallas, number 2504, Jan, DOI: 10.24149/wp2504.
• Brandyn Bok & Thomas M. Mertens & John C. Williams, 2025, "Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds," Working Paper Series, Federal Reserve Bank of San Francisco, number 2022-06, Apr, DOI: 10.24148/wp2022-06.
• Jens H. E. Christensen & Sarah Mouabbi & Caroline M. Paulson, 2025, "German Inflation-Linked Bonds: Overpriced, Yet Undervalued," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-03, Apr, DOI: 10.24148/wp2025-03.
• Diego Bonelli & Berardino Palazzo & Ram S. Yamarthy, 2025, "“Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-002, Jan, DOI: 10.17016/FEDS.2025.002.
• Andrew C. Meldrum & Oleg Sokolinskiy, 2025, "The Relationship between Market Depth and Liquidity Fragility in the Treasury Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-014, Feb, DOI: 10.17016/FEDS.2025.014.
• Niklas Kroner, 2025, "How Markets Process Macro News: The Importance of Investor Attention," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-022, Mar.
• Shantanu Banerjee & Paul Cordova & Michiel De Pooter & Olesya V. Grishchenko, 2025, "Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-048, Jul, DOI: 10.17016/FEDS.2025.048.
• Oleg Sokolinskiy, 2025, "Trading Costs v. Indicative Liquidity in the Off-the-Run Treasury Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-049, Jul, DOI: 10.17016/FEDS.2025.049.
• Benjamin Knox & Yannick Timmer, 2025, "Stagflationary Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-056, Aug, DOI: 10.17016/FEDS.2025.056.
• Rochelle M. Edge & Dan Li, 2025, "Central bank preparedness for market-functioning asset purchases as a consideration for long-run balance sheet composition," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-077, Sep, DOI: 10.17016/FEDS.2025.077.
• Yesol Huh & Matthew Kling, 2025, "Parallel Trends Forest: Data-Driven Control Sample Selection in Difference-in-Differences," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-091, Sep, DOI: 10.17016/FEDS.2025.091.
• Luca Benzoni & Marisa Wernick, 2025, "The 2025 U.S. Debt Limit Through the Lens of Financial Markets," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-07, May, DOI: 10.21033/wp-2025-07.
• Ian Dew-Becker & Stefano Giglio, 2025, "The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-17, Sep.
• Ian Dew-Becker & Stefano Giglio & Pooya Molavi, 2025, "The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-16, Aug, DOI: 10.21033/wp-2025-16.
• Karlye Dilts Stedman & Andrew Hanson, 2025, "Unconventional Monetary Policy Spillovers and the (In)convenience of Treasuries," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-10, Sep, DOI: 10.18651/RWP2025-10.
• Cooper Howes & Johannes Matschke & Jordan Pandolfo, 2025, "Financial Constraints and Employment Dynamics following Natural Disasters," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-16, Nov, DOI: 10.18651/RWP2025-16.
• Christopher J. Neely, 2025, "The Economic Effects of a Potential Armed Conflict Over Taiwan," Review, Federal Reserve Bank of St. Louis, volume 107, issue 3, pages 1-23, February, DOI: 10.20955/r.2025.03.
• Juin-Jen Chang & Wan-Ting Chang & YiLi Chien & Chun-Hung Kuo, 2025, "Who Paid for the Profits of Taiwan's Central Bank?," Working Papers, Federal Reserve Bank of St. Louis, number 2025-017, Jul, DOI: 10.20955/wp.2025.017.
• YiLi Chien & Wenxin Du & Hanno Lustig, 2025, "Japan’s Debt Puzzle: Sovereign Wealth Fund from Borrowed Money," Working Papers, Federal Reserve Bank of St. Louis, number 2025-023, Sep, DOI: 10.20955/wp.2025.023.
• Javier Bianchi & Saki Bigio, 2025, "Portfolio Choice and Settlement Frictions: A Theory of Endogenous Convenience Yields," Working Papers, Federal Reserve Bank of Minneapolis, number 812, Nov, DOI: 10.21034/wp.812.
• Thomas M. Eisenbach & Anna Kovner & Michael Junho Lee, 2025, "When It Rains, It Pours: Cyber Vulnerability and Financial Conditions," Economic Policy Review, Federal Reserve Bank of New York, volume 31, issue 1, pages 1-24, January, DOI: 10.59576/epr.31.1.1-24.
• Michael J. Fleming, 2025, "How Has Treasury Market Liquidity Fared in 2025?," Liberty Street Economics, Federal Reserve Bank of New York, number 20251112, Nov, DOI: 10.59576/lse.20251112.
• Itamar Drechsler & Hyeyoon Jung & Weiyu Peng & Dominik Supera & Guanyu Zhou, 2025, "Why Are Credit Card Rates So High?," Liberty Street Economics, Federal Reserve Bank of New York, number 20250331, Mar.
• Matteo Crosignani & Emilio Osambela & Matthew Pritsker, 2025, "Understanding the Pricing of Carbon Emissions: New Evidence from the Stock Market," Staff Reports, Federal Reserve Bank of New York, number 1161, Aug, DOI: 10.59576/sr.1161.
• Alain P. Chaboud & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Or Shachar, 2025, "Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market," Staff Reports, Federal Reserve Bank of New York, number 1170, Nov, DOI: 10.59576/sr.1170.
• Matteo Crosignani & Lina Han & Marco Macchiavelli, 2025, "Navigating Geoeconomic Risk: Evidence from U.S. Mutual Funds," Staff Reports, Federal Reserve Bank of New York, number 1172, Nov, DOI: 10.59576/sr.1172.
• Itamar Drechsler & Hyeyoon Jung & Weiyu Peng & Dominik Supera & Guanyu Zhou, 2025, "Credit Card Banking," Staff Reports, Federal Reserve Bank of New York, number 1143, Mar, DOI: 10.59576/sr.1143.
• Tobias Adrian & Michael J. Fleming & Kleopatra Nikolaou, 2025, "U.S. Treasury Market Functioning from the GFC to the Pandemic," Staff Reports, Federal Reserve Bank of New York, number 1146, Apr, DOI: 10.59576/sr.1146.
• Pablo D. Azar & Sergio Olivas & Nish Sinha, 2025, "The Price of Processing: Information Frictions and Market Efficiency in DeFi," Staff Reports, Federal Reserve Bank of New York, number 1153, Apr, DOI: 10.59576/sr.1153.
• Xudong An & Saket Hegde & Harren Jan & Mete Kilic & Rodney Ramcharan, 2025, "The Fed Put and Bank Risk-Taking Evidence from the Loan Book," Working Papers, Federal Reserve Bank of Philadelphia, number 25-42, Dec, DOI: 10.21799/frbp.wp.2025.42.
• Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2025, "Sequential Search for Corporate Bonds," Working Papers, Federal Reserve Bank of Philadelphia, number 25-08, Mar, DOI: 10.21799/frbp.wp.2025.08.
• Andreas Fuster & David O. Lucca & James Vickery, 2025, "Mortgage-Backed Securities," Working Papers, Federal Reserve Bank of Philadelphia, number 25-10, Mar, DOI: 10.21799/frbp.wp.2025.10.
• Ducret, Romain & Eugster, Nicolas & Isakov, Dusan & Weisskopf, Jean-Philippe, 2025, "The behavior of stock prices around the ex-day during a dividend shortage," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 540, Jan.
• M. S. Makushkin, 2025, "Determinants of the Yield on Russian Sovereign Bonds with Floating Coupons," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 8-25, October, DOI: 10.31107/2075-1990-2025-5-8-25.
• Ekaterina A. Gubkova & Ilhom A. Kamolzoda & Sergey S. Sudakov, 2025, "Econometric Forecasting of Budget Revenues: The Case of Tajikistan," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 8-32, December, DOI: 10.31107/2075-1990-2025-6-8-32.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova & Andrei Zubarev, 2025, "Cryptocurrencies in international settlements, Stablecoins as a means of payment, The future of CBDCs: two approaches, Growing demand for Bitcoin, Development of national reserves in cryptoassets," Digital monitoring, Gaidar Institute for Economic Policy, issue 5, pages 1-10, June.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2025, "Restrictions for e-commerce platforms, access to data, pricing on platforms, regulation of crypto assets, responsible AI governance," Digital monitoring, Gaidar Institute for Economic Policy, issue 7, pages 1-11, July.
• Alexander Abramov & Alexander Radygin & Maria Chernova, 2025, "Global and Russian financial markets in 2024," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2025-1406, revised 2025.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova & Andrei Zubarev, 2025, "Cryptocurrencies in international settlements, Stablecoins as a means of payment, The future of CBDCs: two approaches, Growing demand for Bitcoin, Development of national reserves in cryptoassets," Digital monitoring (In Russian), Gaidar Institute for Economic Policy, issue 5, pages 1-11, May.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2025, "Restrictions for e-commerce platforms, access to data, pricing on platforms, regulation of crypto assets, responsible AI governance," Digital monitoring (In Russian), Gaidar Institute for Economic Policy, issue 7, pages 1-11, July.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2025, "Regulating cryptocurrencies, platform pricing, personal data regulation, data on competition," Digital monitoring (In Russian), Gaidar Institute for Economic Policy, issue 8, pages 1-11, August.
• Dean Fantazzini, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," Forecasting, MDPI, volume 7, issue 4, pages 1-47, November.