Research classified by Journal of Economic Literature (JEL) codes

2023

• Huong Le & Andros Gregoriou & Tung Nguyen, 2023, "Advertising, product market competition and stock returns," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 4, pages 1605-1628, May, DOI: 10.1007/s11156-023-01143-6.
• Alena Audzeyeva & Xu Wang, 2023, "Fundamentals, real-time uncertainty and CDS index spreads," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 1-33, July, DOI: 10.1007/s11156-023-01127-6.
• Kathryn E. Easterday & Pradyot K. Sen, 2023, "Another look at the dividend-price relationship in the accounting valuation framework," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 879-925, October, DOI: 10.1007/s11156-023-01167-y.
• Stephen Penman & Julie Zhu & Haofei Wang, 2023, "The implied cost of capital: accounting for growth," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 1029-1056, October, DOI: 10.1007/s11156-023-01175-y.
• Adnan Abo Al Haija & Rahma Lahyani, 2023, "Dynamic interactions of actual stock returns with forecasted stock returns and investors’ risk aversion: empirical evidence interplaying the impact of Covid-19 pandemic," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 1129-1149, October, DOI: 10.1007/s11156-023-01181-0.
• Sungjun Cho & Liu Liu, 2023, "Correcting estimation bias in regime switching dynamic term structure models," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 1093-1127, October, DOI: 10.1007/s11156-023-01182-z.
• Yu-Fen Chen & Cheng-Few Lee & Fu-Lai Lin, 2023, "The influences of information demand and supply on stock price synchronicity," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 1151-1176, October, DOI: 10.1007/s11156-023-01183-y.
• Massimo G. Colombo & Benedetta Montanaro & Silvio Vismara, 2023, "What drives the valuation of entrepreneurial ventures? A map to navigate the literature and research directions," Small Business Economics, Springer, volume 61, issue 1, pages 59-84, June, DOI: 10.1007/s11187-022-00688-5.
• Takeo Hori & Ryonghun Im, 2023, "Paper Withdrawn," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 262, Dec.
• Katsutoshi WAKAI, 2023, "A Factor Pricing Model under Ambiguity:A Multi-Period Framework," Discussion papers, Graduate School of Economics , Kyoto University, number e-22-012, Mar.
• Tanweer Akram & Khawaja Mamun, 2023, "Chinese Yuan Interest Rate Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1014, Feb.
• Tanweer Akram & Khawaja Mamun, 2023, "An Inquiry Concerning Japanese Yen Interest Rate Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1019, May.
• Tanweer Akram & Khawaja Mamun, 2023, "The Macrodynamics of Indian Rupee Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1020, Jun.
• Tanweer Akram & Khawaja Mamun, 2023, "Euro Interest Rate Swap Yields: A GARCH Analysis," Economics Working Paper Archive, Levy Economics Institute, number wp_1034, Dec.
• Sofia B. Ramosa & Abderrahim Taamouti & Helena Veiga, 2023, "Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach," Working Papers, University of Liverpool, Department of Economics, number 202309.
• Patrick Gruning & Andrejs Zlobins, 2023, "Quantitative Tightening: Lessons from the US and Potential Implications for the EA," Working Papers, Latvijas Banka, number 2023/09, Dec.
• Theodore Panagiotidis & Georgios Papapanagiotou & Thanasis Stengos, 2023, "A Bayesian approach for the determinants of bitcoin returns," Discussion Paper Series, Department of Economics, University of Macedonia, number 2023_05, May, revised May 2023.
• Michal Drabek & Daniel Pastorek, 2023, "The impact of ownership structure on the market value of companies in response to COVID-19," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2023-87, Mar.
• Andrea Ugolini & Juan C. Reboredo & Javier Ojea-Ferreiro, 2023, "Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps," Working Papers, University of Milano-Bicocca, Department of Economics, number 509, Jan.
• Gianluca Cassese, 2023, "Subjective expected utility and psychological gambles," Working Papers, University of Milano-Bicocca, Department of Economics, number 524, Jul, revised Jul 2023.
• Nuno Cassola & Claudio Morana & Elisa Ossola, 2023, "Green risk in Europe," Working Papers, University of Milano-Bicocca, Department of Economics, number 526, Sep.
• Yin Yin Koay & Chee-Wooi Hooy, 2023, "Does Local Risk Still Matter in the Highly Liberalised Emerging Market of Malaysia?," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 60, issue 1, pages 123-143, January, DOI: 10.22452/MJES.vol60no1.7.
• Edward I. Altman & Rafał Sieradzki & Michał Thlon, 2023, "Assessing the impact of economic and financial shocks on SME credit quality: a scenario analysis," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 2, pages 89-128.
• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023, "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2023".
• Lin William Cong & Yizhou Xiao, 2023, "Information Cascades and Threshold Implementation: Theory and An Application to Crowdfunding," NBER Working Papers, National Bureau of Economic Research, Inc, number 30820, Jan.
• Suman Banerjee & Ravi Jagannathan & Kai Wang, 2023, "Price Destabilizing Speculation: The Role of Strategic Limit Orders," NBER Working Papers, National Bureau of Economic Research, Inc, number 30828, Jan.
• Wan-Chien Chiu & Ravi Jagannathan & Yo-Lan Lin & Kevin Tseng, 2023, "A Simple Approach to Valuing Intangibles and Rents," NBER Working Papers, National Bureau of Economic Research, Inc, number 30829, Jan.
• Hui Chen & Winston Wei Dou & Hongye Guo & Yan Ji, 2023, "Feedback and Contagion through Distressed Competition," NBER Working Papers, National Bureau of Economic Research, Inc, number 30841, Jan.
• David Hirshleifer & Lin Peng & Qiguang Wang, 2023, "News Diffusion in Social Networks and Stock Market Reactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 30860, Jan.
• Wei Dai & Mamdouh Medhat & Robert Novy-Marx & Savina Rizova, 2023, "Reversals and the Returns to Liquidity Provision," NBER Working Papers, National Bureau of Economic Research, Inc, number 30917, Feb.
• Carolin Pflueger, 2023, "Back to the 1980s or Not? The Drivers of Inflation and Real Risks in Treasury Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 30921, Feb.
• Lin William Cong & Nathan Darden George & Guojun Wang, 2023, "RIM-Based Value Premium and Factor Pricing Using Value-Price Divergence," NBER Working Papers, National Bureau of Economic Research, Inc, number 30967, Feb.
• Anna Cieslak & Carolin Pflueger, 2023, "Inflation and Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 30982, Mar.
• Christoph E. Boehm & T. Niklas Kroner, 2023, "The US, Economic News, and the Global Financial Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 30994, Mar.
• Ravi Jagannathan & Robert Korajczyk & Kai Wang, 2023, "An Intangibles-Adjusted Profitability Factor," NBER Working Papers, National Bureau of Economic Research, Inc, number 31068, Mar.
• Mark Grinblatt & Gergana Jostova & Alexander Philipov, 2023, "Analyst Bias and Mispricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31094, Mar.
• Stefano Giglio & Bryan T. Kelly & Serhiy Kozak, 2023, "Equity Term Structures without Dividend Strips Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 31119, Apr.
• Vadim Elenev & Tim Landvoigt, 2023, "Asset Pricing with Optimal Under-Diversification," NBER Working Papers, National Bureau of Economic Research, Inc, number 31121, Apr.
• Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng, 2023, "Biodiversity Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 31137, Apr.
• Itamar Drechsler & Alexi Savov & Philipp Schnabl & Olivier Wang, 2023, "Deposit Franchise Runs," NBER Working Papers, National Bureau of Economic Research, Inc, number 31138, Apr.
• Alex Edmans & Caroline Flammer & Simon Glossner, 2023, "Diversity, Equity, and Inclusion," NBER Working Papers, National Bureau of Economic Research, Inc, number 31215, May.
• John Y. Campbell & Can Gao & Ian W.R. Martin, 2023, "Debt and Deficits: Fiscal Analysis with Stationary Ratios," NBER Working Papers, National Bureau of Economic Research, Inc, number 31224, May.
• Serhiy Kozak & Stefan Nagel, 2023, "When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31275, May.
• Shimon Kogan & Igor Makarov & Marina Niessner & Antoinette Schoar, 2023, "Are Cryptos Different? Evidence from Retail Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 31317, Jun.
• Niels Joachim Gormsen & Kilian Huber, 2023, "Corporate Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 31329, Jun.
• Marco Di Maggio & Francesco Franzoni & Shimon Kogan & Ran Xing, 2023, "Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 31360, Jun.
• Urban Jermann, 2023, "Gold's Value as an Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 31386, Jun.
• Matthias Fleckenstein & Francis A. Longstaff, 2023, "Do Municipal Bond Investors Pay a Convenience Premium to Avoid Taxes?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31389, Jun.
• Kaiji Chen & Yiqing Xiao & Tao Zha, 2023, "Deposit Regulation and Monetary Transmission in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 31396, Jun.
• Mikhail Chernov & Magnus Dahlquist, 2023, "Currency Risk Premiums: A Multi-horizon Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 31418, Jun.
• Lin William Cong & Guanhao Feng & Jingyu He & Junye Li, 2023, "Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31424, Jul.
• Dong Huang & William N. Goetzmann, 2023, "Selection-Neglect in the NFT Bubble," NBER Working Papers, National Bureau of Economic Research, Inc, number 31498, Jul.
• Bryan T. Kelly & Dacheng Xiu, 2023, "Financial Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 31502, Jul.
• Jean Lacroix & Kris James Mitchener & Kim Oosterlinck, 2023, "Domino Secessions: Evidence from the U.S," NBER Working Papers, National Bureau of Economic Research, Inc, number 31589, Aug.
• Sebastian Di Tella & Benjamin M. Hébert & Pablo Kurlat & Qitong Wang, 2023, "The Zero-Beta Interest Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 31596, Aug.
• Jonathan A. Parker & Yang Sun, 2023, "Target Date Funds as Asset Market Stabilizers: Evidence from the Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 31640, Aug.
• Mihir Gandhi & Niels Joachim Gormsen & Eben Lazarus, 2023, "Forward Return Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 31687, Sep.
• Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2023, "Complexity in Factor Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 31689, Sep.
• Martin Lettau, 2023, "High-Dimensional Factor Models and the Factor Zoo," NBER Working Papers, National Bureau of Economic Research, Inc, number 31719, Sep.
• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023, "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 31787, Oct.
• Matthew E. Kahn & John Matsusaka & Chong Shu, 2023, "Divestment and Engagement: The Effect of Green Investors on Corporate Carbon Emissions," NBER Working Papers, National Bureau of Economic Research, Inc, number 31791, Oct.
• Marlon Azinovic-Yang & Harold L. Cole & Felix Kubler, 2023, "Low Risk-Free Rates and Intertemporal Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 31832, Nov.
• Ian Dew-Becker & Stefano Giglio, 2023, "Risk Preferences Implied by Synthetic Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 31833, Nov.
• Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig & Jialu Sun, 2023, "Implications of Asset Market Data for Equilibrium Models of Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 31851, Nov.
• John Y. Campbell & Stefano Giglio & Christopher Polk, 2023, "What Drives Booms and Busts in Value?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31859, Nov.
• Viral V. Acharya & Toomas Laarits, 2023, "When do Treasuries Earn the Convenience Yield? — A Hedging Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 31863, Nov.
• Ian Dew-Becker & Stefano Giglio, 2023, "Recent Developments in Financial Risk and the Real Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 31878, Nov.
• Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2023, "Supply and Demand and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 31879, Nov.
• Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2023, "Sequential Search for Corporate Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 31904, Nov.
• Fernando D. Chague & Bruno Giovannetti & Bernard Herskovic, 2023, "Information Leakage from Short Sellers," NBER Working Papers, National Bureau of Economic Research, Inc, number 31927, Dec.
• Kerry Back & Bruce I. Carlin & Seyed Mohammad Kazempour & Chloe L. Xie, 2023, "American Disclosure Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 31935, Dec.
• Kopaliani, R. & Denisov, N., 2023, "Composite option pricing and the volatility surface construction," Journal of the New Economic Association, New Economic Association, volume 60, issue 3, pages 27-48, DOI: 10.31737/22212264_2023_3_27-48.
• Andrew Detzel & Jefferson Duarte & Avraham Kamara & Stephan Siegel & Celine Sun, 2023, "The Cross-Section of Volatility and Expected Returns: Then and Now," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 9-56, August, DOI: 10.1561/104.00000125.
• Seongkyu Gilbert Park & K. C. John Wei & Linti Zhang, 2023, "The Fu (2009) Positive Relation Between Idiosyncratic Volatility and Expected Returns is Due to Look-Ahead Bias," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 57-124, August, DOI: 10.1561/104.00000126.
• Mardy Chiah & Philip Gharghori & Angel Zhong, 2023, "Has Idiosyncratic Volatility Increased? Not in Recent Times," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 125-170, August, DOI: 10.1561/104.00000127.
• John Y. Campbell & Martin Lettau & Burton Malkiel & Yexiao Xu, 2023, "Idiosyncratic Equity Risk Two Decades Later," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 203-223, August, DOI: 10.1561/104.00000128.
• Markus Leippold & Michal Svatoň, 2023, "Trend and Reversal of Idiosyncratic Volatility Revisited," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 171-202, August, DOI: 10.1561/104.00000129.
• Russell P. Robins & Geoffrey Peter Smith, 2023, "A New Look at Expected Stock Returns and Volatility," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 225-270, August, DOI: 10.1561/104.00000130.
• Haimanot Kassa & Feifei Wang & Yan Xuemin (Sterling), 2023, "Expected Stock Market Returns and Volatility: Three Decades Later," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 271-307, August, DOI: 10.1561/104.00000132.
• Dan Gabriel Anghel & Petre Caraiani & Alina RoÅŸu & Ioanid RoÅŸu, 2023, "Asset Pricing with Systematic Skewness: Two Decades Later," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 309-354, August, DOI: 10.1561/104.00000133.
• Campbell R. Harvey & Akhtar Siddique, 2023, "Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 355-366, August, DOI: 10.1561/104.00000134.
• Hans Lööf & Maziar Sahamkhadam & Andreas Stephan, 2023, "Incorporating ESG into Optimal Stock Portfolios for the Global Timber & Forestry Industry," Journal of Forest Economics, now publishers, volume 38, issue 2, pages 133-157, June, DOI: 10.1561/112.00000560.
• Andrew Urquhart & Pengfei Wang, 2023, "No Cryptocurrency Experience Required: Managerial Characteristics in Cryptocurrency Fund Performance," Review of Corporate Finance, now publishers, volume 3, issue 4, pages 529-569, September, DOI: 10.1561/114.00000050.
• Valya Vasileva, 2023, "Bulgarian Capital Market Dynamics (2001-2021)," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 24-37, March.
• Kalina Kavaldjieva, 2023, "Create Fair Value in Related Parties," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 139-163, August.
• Ana Sasi-Brodesky & Iota Kaousar Nassr, 2023, "DeFi liquidations: Volatility and liquidity," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 48, Jul, DOI: 10.1787/0524faaf-en.
• William Chen & Gregory Phelan, 2023, "Digital Currency and Banking-Sector Stability," Working Papers, Office of Financial Research, US Department of the Treasury, number 23-01, Mar.
• Niko Hauzenberger & Florian Huber & Thomas Zörner, 2023, "Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 252, Dec.
• Anita KISS, 2023, "An Empirical Analysis Of The Effects Of The 2007- 2008 Financial Crisis On Changes In The Value Creation Of Firms In The Financial And Real Economies Of Countries With Anglo-Saxon And Continental Financial Systems," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 32, issue 1, pages 391-402, July.
• Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023, "Four Facts About Esg Beliefs And Investor Portfolios," SocArXiv, Center for Open Science, number dcb93, Apr, DOI: 10.31219/osf.io/dcb93.
• Giglio, Stefano & Kuchler, Theresa & Stroebel, Johannes & Zeng, Xuran, 2023, "Biodiversity Risk," SocArXiv, Center for Open Science, number n7pbj, Apr, DOI: 10.31219/osf.io/n7pbj.
• Frank Kleibergen & Lingwei Kong & Zhaoguo Zhan, 2023, "Identification Robust Testing of Risk Premia in Finite Samples," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 263-297.
• Rachida Ouysse, 2023, "Asset Pricing with Endogenous Beliefs-Dependent Risk Aversion," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 368-411.
• H Malloch & R Philip & S Satchell, 2023, "Estimation with Errors in Variables via the Characteristic Function," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 616-650.
• Francesca Lilla, 2023, "Volatility Bursts: A Discrete-Time Option Model with Multiple Volatility Components," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 678-713.
• Hasan Fallahgoul & Julien Hugonnier & Loriano Mancini, 2023, "Risk Premia and Lévy Jumps: Theory and Evidence," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 810-851.
• Anne Lundgaard, 2023, "A Joint Model for the Term Structure of Interest Rates and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1196-1227.
• Philip Nadler & Alessio Sancetta, 2023, "Empirical Asset Pricing with Functional Factors," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1258-1281.
• Eric Renault & Thijs Van Der & Bas J M Werker, 2023, "Arbitrage Pricing Theory for Idiosyncratic Variance Factors," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1403-1442.
• Chenglu Jin & Thomas Conlon & John Cotter, 2023, "Co-Skewness across Return Horizons," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1483-1518.
• Deniz Erdemlioglu & Xiye Yang, 2023, "News Arrival, Time-Varying Jump Intensity, and Realized Volatility: Conditional Testing Approach," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1519-1556.
• Jozef Baruník & Matěj Nevrla, 2023, "Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1590-1646.
• Pierluigi Balduzzi & Roberto Savona & Lucia Alessi, 2023, "Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1728-1758.
• jørn Eraker & Daniela Osterrieder, 2023, "Market Maker Inventory, Bid–Ask Spreads, and the Computation of Option Implied Risk Measures," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1820-1851.
• Michael Dueker & Laura E Jackson & Michael T Owyang & Martin Sola, 2023, "A time-varying threshold STAR model with applications," Oxford Open Economics, Oxford University Press, volume 2, issue , pages 63-98.
• Paul Glasserman & Harry Mamaysky & Thierry Foucault, 2023, "Investor Information Choice with Macro and Micro Information," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 1, pages 1-52.
• Charles M C Lee & Ken Li & Jeffrey Pontiff, 2023, "Why Do Predicted Stock Issuers Earn Low Returns?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 1, pages 181-221.
• Jun Kyung Auh & Wonho Cho & Thierry Foucault, 2023, "Liquidation Cascade and Anticipatory Trading: Evidence from the Structured Equity Product Market," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 1, pages 53-98.
• Ron Bekkerman & Eliezer M Fich & Natalya V Khimich & Jeffrey Pontiff, 2023, "The Effect of Innovation Similarity on Asset Prices: Evidence from Patents’ Big Data," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 1, pages 99-145.
• Xuanjuan Chen & Zhenzhen Sun & Tong Yao & Tong Yu, 2023, "In Search of Habitat," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 2, pages 266-306.
• Markus Broman & Michael Densmore & Pauline Shum Nolan, 2023, "The Geography of Subadvisors, Managerial Structure, and the Performance of International Equity Mutual Funds," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 2, pages 343-374.
• Meng Tian & Liuren Wu & Zhiguo He, 2023, "Limits of Arbitrage and Primary Risk-Taking in Derivative Securities," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 405-439.
• Shamim Ahmed & Ziwen Bu & Xiaoxia Ye & Hui Chen, 2023, "Product Market Competition, Labor Mobility, and the Cross-Section of Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 440-480.
• Henk Berkman & Paul Koch & P Joakim Westerholm & Jeffrey Pontiff, 2023, "The Other Insiders: Personal Trading by Brokers, Analysts, and Fund Managers," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 481-522.
• Sheen Liu & Junbo Wang & Chunchi Wu & Hui Chen, 2023, "Stochastic Interest Rates, Heterogeneous Valuations, and the Volatility-Volume Relation with Search Frictions," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 523-578.
• Huafeng (Jason) Chen & Liang Jiang & Weiwei Liu & Hui Chen, 2023, "Predicting Returns Out of Sample: A Naïve Model Averaging Approach," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 579-614.
• Thuy Duong Dang & Fabian Hollstein & Marcel Prokopczuk & Zhiguo He, 2023, "Which Factors for Corporate Bond Returns?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 4, pages 615-652.
• Alexander Barinov & Georgy Chabakauri & Hui Chen, 2023, "Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 4, pages 653-690.
• Arseny Gorbenko & Marcin Kacperczyk, 2023, "Short Interest and Aggregate Stock Returns: International Evidence," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 4, pages 691-733.
• Fousseni Chabi-Yo & Hitesh DoshiC. T. Bauer & Virgilio Zurita & Zhiguo He, 2023, "Never a Dull Moment: Entropy Risk in Commodity Markets," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 4, pages 734-783.
• Itzhak Ben-David & Byungwook Kim & Hala Moussawi & Darren Roulstone, 2023, "Corporate Transactions in Hard-to-Value Stocks," The Review of Corporate Finance Studies, Society for Financial Studies, volume 12, issue 3, pages 539-580.
• Rainer Jankowitsch & Giorgio Ottonello & Marti G Subrahmanyam, 2023, "Regulation, Asset Complexity, and the Informativeness of Credit Ratings," The Review of Corporate Finance Studies, Society for Financial Studies, volume 12, issue 3, pages 581-612.
• Maryam Farboodi & Gregor Jarosch & Robert Shimer, 2023, "The Emergence of Market Structure," The Review of Economic Studies, Review of Economic Studies Ltd, volume 90, issue 1, pages 261-292.
• Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2023, "Affordable Housing and City Welfare," The Review of Economic Studies, Review of Economic Studies Ltd, volume 90, issue 1, pages 293-330.
• Philippe Bacchetta & Eric van Wincoop & Eric R Young, 2023, "Infrequent Random Portfolio Decisions in an Open Economy Model," The Review of Economic Studies, Review of Economic Studies Ltd, volume 90, issue 3, pages 1125-1154.
• Thomas A Maurer & Thuy-Duong Tô & Ngoc-Khanh Tran, 2023, "Market Timing and Predictability in FX Markets," Review of Finance, European Finance Association, volume 27, issue 1, pages 223-246.
• Kevin Aretz & Ming-Tsung Lin & Ser-Huang Poon, 2023, "Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns," Review of Finance, European Finance Association, volume 27, issue 1, pages 289-323.
• Tong Wang, 2023, "Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium," Review of Finance, European Finance Association, volume 27, issue 1, pages 325-367.
• Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2023, "Liquidity Risk and Funding Cost," Review of Finance, European Finance Association, volume 27, issue 2, pages 399-422.
• Adam Farago & Erik Hjalmarsson, 2023, "Long-Horizon Stock Returns Are Positively Skewed," Review of Finance, European Finance Association, volume 27, issue 2, pages 495-538.
• Jing-Zhi Huang & Bibo Liu & Zhan Shi, 2023, "Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market," Review of Finance, European Finance Association, volume 27, issue 2, pages 539-579.
• Scott Cederburg & Travis L Johnson & Michael S O’Doherty, 2023, "On the Economic Significance of Stock Return Predictability," Review of Finance, European Finance Association, volume 27, issue 2, pages 619-657.
• Peter Carr & Liuren Wu, 2023, "Decomposing Long Bond Returns: A Decentralized Theory," Review of Finance, European Finance Association, volume 27, issue 3, pages 997-1026.
• Oliver Boguth & Murray Carlson & Adlai Fisher & Mikhail Simutin, 2023, "The Term Structure of Equity Risk Premia: Levered Noise and New Estimates," Review of Finance, European Finance Association, volume 27, issue 4, pages 1155-1182.
• Marc Arnold & Ramona Westermann, 2023, "Debt Renegotiations Outside Distress," Review of Finance, European Finance Association, volume 27, issue 4, pages 1183-1228.
• Shimon Kogan & Tobias J Moskowitz & Marina Niessner, 2023, "Social Media and Financial News Manipulation," Review of Finance, European Finance Association, volume 27, issue 4, pages 1229-1268.
• Laura Veldkamp, 2023, "Valuing Data as an Asset," Review of Finance, European Finance Association, volume 27, issue 5, pages 1545-1562.
• Bernard Dumas & Marcel Savioz, 2023, "A Theory of the Nominal Character of Stock Securities," Review of Finance, European Finance Association, volume 27, issue 5, pages 1615-1657.
• Gregory R Duffee, 2023, "Macroeconomic News and Stock–Bond Comovement," Review of Finance, European Finance Association, volume 27, issue 5, pages 1859-1882.
• Michael Sockin & Mindy Z Xiaolan, 2023, "Delegated Learning and Contract Commonality in Asset Management," Review of Finance, European Finance Association, volume 27, issue 6, pages 1931-1975.
• Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2023, "The Variance Risk Premium in Equilibrium Models," Review of Finance, European Finance Association, volume 27, issue 6, pages 1977-2014.
• Kai Li & Jun Yu, 2023, "Leasing as a Mitigation of Financial Accelerator Effects," Review of Finance, European Finance Association, volume 27, issue 6, pages 2015-2056.
• Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew C. Ringgenberg, 2023, "Does Socially Responsible Investing Change Firm Behavior?," Review of Finance, European Finance Association, volume 27, issue 6, pages 2057-2083.
• Hoàng Long Phan & Ralf Zurbruegg, 2023, "Can a firm's hierarchical complexity affect its stock price behavior? Evidence from stock price crash risk," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 20, issue 3, pages 692-721, September, DOI: 10.1108/IJMF-06-2023-0299.
• Maochuan Wang & Xixiong Xu & Siqi Wang, 2023, "Employee treatment and stock price crash risk: evidence from China," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 20, issue 7, pages 2957-2978, December, DOI: 10.1108/IJOEM-02-2023-0237.
• Sergei Gurov & Tamara Teplova, 2023, "Media sentiment, news and liquidity of Chinese property developer stocks amidst the shadow of a mortgage crisis in China," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 20, issue 6, pages 2223-2242, September, DOI: 10.1108/IJOEM-08-2022-1232.
• Yane Chandera, 2023, "Business groups and the impact of industry relatedness on firms' borrowing costs," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 20, issue 3, pages 1287-1310, June, DOI: 10.1108/IJOEM-12-2022-1812.
• Shuai Yang & Yu Zhao & Chao Wu, 2023, "Does CEO celebrity affect IPO underpricing? Evidence from the strategic emerging industries in China," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 20, issue 5, pages 1995-2013, August, DOI: 10.1108/IJOEM-12-2022-1815.
• Alyta Shabrina Zusryn & Muhammad Rofi & Rizqi Umar Al Hashfi, 2023, "Chasing Daily Return of Socially Responsible Portfolio: Evidence from Indonesian Stock Exchange," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Risk and Growth in the Southeast Asian Countries: Insight from Indonesia", DOI: 10.1108/S1571-03862023000033A005.
• Ernie Hendrawaty & Rialdi Azhar & Fajrin Satria Dwi Kesumah, 2023, "The Prospect and Volatility of Stock Prices in Aviation Business," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Risk and Growth in the Southeast Asian Countries: Insight from SEA", DOI: 10.1108/S1571-03862023000033B004.
• Thu Le Can & Minh Duy Le & Ko-Chia Yu, 2023, "Music sentiment and the stock market in Vietnam," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 31, issue 1, pages 74-83, November, DOI: 10.1108/JABES-07-2022-0170.
• Rajeev R. Bhattacharya & Mahendra R. Gupta, 2023, "Diligence, objectivity, quality and accuracy," Journal of Accounting Literature, Emerald Group Publishing Limited, volume 47, issue 1, pages 1-30, November, DOI: 10.1108/JAL-02-2023-0031.
• James Bentley & Zhangxin (Frank) Liu, 2023, "Financial innovation in the uranium mining sector: analysis of an exchange-traded fund and its impact on trading characteristics of uranium stocks," Journal of Accounting Literature, Emerald Group Publishing Limited, volume 45, issue 3, pages 523-567, April, DOI: 10.1108/JAL-03-2023-0038.
• Cynthia Weiyi Cai, 2023, "A real effect across time: disclosure quality, cost of capital and profitability," Journal of Accounting Literature, Emerald Group Publishing Limited, volume 45, issue 1, pages 154-189, January, DOI: 10.1108/JAL-08-2022-0084.
• Thabo J. Gopane & Noel T. Moyo & Lesego F. Setaka, 2023, "Emerging market analysis of passive and active investing under bear and bull market conditions," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 8, issue 1, pages 6-24, November, DOI: 10.1108/JCMS-03-2023-0008.
• Jungmu Kim & Yuen Jung Park & Thuy Thi Thu Truong, 2023, "Retail investors and overpricing of left-tail risk: evidence from the Korean stock market," Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited, volume 31, issue 4, pages 309-327, September, DOI: 10.1108/JDQS-04-2023-0008.
• Yunsung Eom & Mincheol Woo, 2023, "Comparison of the trading strategies and market impact costs of the National Pension Service's internal and external management," Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited, volume 31, issue 3, pages 197-218, July, DOI: 10.1108/JDQS-12-2022-0027.
• Robin K. Chou & Kuan-Cheng Ko & S. Ghon Rhee, 2023, "National cultures and the asset growth effect," Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited, volume 31, issue 4, pages 278-308, September, DOI: 10.1108/JDQS-12-2022-0028.
• Victoria Cherkasova & Elena Fedorova & Igor Stepnov, 2023, "Market reaction to firms' investments in CSR projects," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 28, issue 55, pages 44-59, March, DOI: 10.1108/JEFAS-08-2021-0150.
• Youssef El-Khatib & Abdulnasser Hatemi-J, 2023, "On a regime switching illiquid high volatile prediction model for cryptocurrencies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 2, pages 485-498, July, DOI: 10.1108/JES-03-2023-0134.
• Panagiotis Tzouvanas, 2023, "Can market risk explain the systemic risk? Evidence from the US banking industry," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 1, pages 165-184, May, DOI: 10.1108/JES-12-2022-0664.
• Nawaf Almaskati, 2023, "Revisiting the question of liquidity: are sukuk less liquid than conventional bonds?," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 14, issue 7, pages 1121-1132, January, DOI: 10.1108/JIABR-03-2022-0075.
• Júlio Lobão, 2023, "Efficiency and price clustering in Islamic stocks: evidence from three Asian countries," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 15, issue 1, pages 136-152, March, DOI: 10.1108/JIABR-05-2022-0140.
• Syed Alamdar Ali Shah & Bayu Arie Fianto & Batool Imtiaz & Raditya Sukmana & Rafiatul Adlin Hj Mohd Ruslan, 2023, "Shariah review of Brownian motion of Islamic stock market elements: establishing the benchmarks of Islamic econophysics," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 14, issue 8, pages 1182-1194, January, DOI: 10.1108/JIABR-07-2022-0181.
• Mohammad Alsharif, 2023, "Interest rate, foreign exchange and stock performance in a dual banking industry: evidence from Saudi Arabia," Journal of Money and Business, Emerald Group Publishing Limited, volume 3, issue 1, pages 60-73, February, DOI: 10.1108/JMB-10-2022-0052.
• Rintu Anthony & Krishna Prasanna, 2023, "Rippling effect of liquidity risk in the sovereign term structure," Journal of Risk Finance, Emerald Group Publishing Limited, volume 24, issue 4, pages 503-522, June, DOI: 10.1108/JRF-05-2022-0119.
• Danjue Clancey-Shang & Chengbo Fu, 2023, "The Russia–Ukraine conflict and foreign stocks on the US market," Journal of Risk Finance, Emerald Group Publishing Limited, volume 24, issue 1, pages 6-23, January, DOI: 10.1108/JRF-07-2022-0179.
• Vladimir Dmitrievich Milovidov, 2023, "Redefining investors' goals in the post–normal world," Journal of Risk Finance, Emerald Group Publishing Limited, volume 24, issue 3, pages 371-385, March, DOI: 10.1108/JRF-07-2022-0191.
• Amine Ben Amar & Stéphane Goutte & Amir Hasnaoui & Amine Marouane & Héla Mzoughi, 2023, "The Ramadan effect on commodity and stock markets integration," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 22, issue 3, pages 269-293, April, DOI: 10.1108/RAF-01-2023-0001.
• Johannes Kabderian Dreyer & Mateus Moreira & William T. Smith & Vivek Sharma, 2023, "Do environmental, social and governance practices affect portfolio returns? Evidence from the US stock market from 2002 to 2020," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 22, issue 1, pages 37-61, January, DOI: 10.1108/RAF-02-2022-0046.
• Mondher Bouattour & Anthony Miloudi, 2023, "Another look at the asymmetric relationship between stock returns and trading volume: evidence from the Markov-switching model," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 23, issue 2, pages 256-279, December, DOI: 10.1108/RAF-02-2023-0045.
• Merve G. Cevheroğlu-Açar & Cenk C. Karahan, 2023, "Ambiguity and asset prices: a closer look in an emerging market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 39-59, January, DOI: 10.1108/RBF-06-2022-0151.
• Asil Azimli & Kemal Cek, 2023, "Can sustainability performance mitigate the negative effect of policy uncertainty on the firm valuation?," Sustainability Accounting, Management and Policy Journal, Emerald Group Publishing Limited, volume 15, issue 3, pages 752-775, June, DOI: 10.1108/SAMPJ-09-2022-0464.
• Enrique Izquierdo-Cervera & Francisco Sogorb-Mira, 2023, "An assessment of the impact of the PSPP on Spanish public bonds," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 5, pages 971-995, October, DOI: 10.1108/SEF-02-2023-0073.
• Pablo Agnese, 2023, "Too hot and too close. Bitcoin and gold dynamics during COVID times," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 5, pages 901-912, July, DOI: 10.1108/SEF-03-2023-0123.
• Ikhlaas Gurrib & Firuz Kamalov & Olga Starkova & Elgilani Eltahir Elshareif & Davide Contu, 2023, "Drivers of the next-minute Bitcoin price using sparse regressions," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 2, pages 410-431, October, DOI: 10.1108/SEF-04-2023-0182.
• Florin Aliu & Alban Asllani & Simona Hašková, 2023, "The impact of bitcoin on gold, the volatility index (VIX), and dollar index (USDX): analysis based on VAR, SVAR, and wavelet coherence," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 1, pages 64-87, June, DOI: 10.1108/SEF-04-2023-0187.
• Ahmed W. Elroukh, 2023, "Does banning cryptocurrencies affect stock markets?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 998-1011, November, DOI: 10.1108/SEF-08-2023-0506.
• Paul Simshauser, 2023, "The regulation of electricity transmission in Australia's national electricity market: user charges, investment and access," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2311, Jun.
• Paul Simshauser, 2023, "On static vs. dynamic line ratings in renewable energy zones," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2321, Oct.
• Paul Simshauser & David Newbery, 2023, "Non-firm vs. priority access: on the long run average and marginal cost of renewables in Australia," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2322, Oct.
• Magdalena Mikolajek-Gocejna & Tomasz Urbas, 2023, "Rational Investors or Rational Expectations in Efficient Market Hypothesis?," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 13, issue 2, pages 167-188.
• Augustine C. Arize & Giuliana Campanelli Andreopoulos & John Malindretos & Alex Panayides & Demetri Tsanacas, 2023, "Navigating Global Finances: An In-depth Analysis of Foreign Exchange Exposure in Multinational Companies - Insights from Industry Practitioners," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 641-648.
• Corgnet, Brice & DeSantis, Mark & Siemroth, Christoph, 2023, "Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach," Economics Discussion Papers, University of Essex, Department of Economics, number 36273, Aug.
• Daniel P. Monteiro, 2023, "Common Sovereign Debt Instruments: An Analytical Framework," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 194, Jul.
• Frederick van der Ploeg & Johannes Emmerling & Ben Groom, 2023, "The Social Cost of Carbon with Intragenerational Inequality and Economic Uncertainty," Discussion Papers, University of Exeter, Department of Economics, number 2301, Jan.
• Makram El-Shagi & Lunan Jiang, 2023, "How the PBoC´s new MLF affects the yield curve," CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China, number 2023/1, Feb.
• Andrea Ugolini & Juan C. Reboredo & Javier Ojea-Ferreiro, 2023, "Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps," Working Papers, Fondazione Eni Enrico Mattei, number 2023.04, Feb.
• Pierlauro Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2023, "Nominal Rigidities and the Term Structures of Equity and Bond Returns," Working Papers, Federal Reserve Bank of Cleveland, number 23-11, May, DOI: 10.26509/frbc-wp-202311.
• Matthew V. Gordon & Kurt Graden Lunsford, 2023, "The Effects of the Federal Reserve Chair’s Testimony on Interest Rates and Stock Prices," Working Papers, Federal Reserve Bank of Cleveland, number 23-26, Nov, DOI: 10.26509/frbc-wp-202326.
• Andrea Gamba & Alessio Saretto, 2023, "Debt Maturity and Commitment on Firm Policies," Working Papers, Federal Reserve Bank of Dallas, number 2303, Apr, revised 04 Mar 2026, DOI: 10.24149/wp2303r2.
• Emily Greenwald & Sam Schulhofer-Wohl & Josh Younger, 2023, "Deposit Convexity, Monetary Policy and Financial Stability," Working Papers, Federal Reserve Bank of Dallas, number 2315, Oct, DOI: 10.24149/wp2315.
• Cristhian Hernando Ruiz Cardozo & Jens H. E. Christensen, 2024, "The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-04, Jul, DOI: 10.24148/wp2023-04.
• Sushant Acharya & Keshav Dogra & Sanjay R. Singh, 2023, "The Financial Origins of Non-Fundamental Risk," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-20, May, DOI: 10.24148/wp2023-20.
• Jens H. E. Christensen & Nikola Mirkov & Xin Zhang, 2024, "Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-23, Jun, DOI: 10.24148/wp2023-23.
• Jens H. E. Christensen & Simon Thinggaard Hetland, 2024, "Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-24, May, DOI: 10.24148/wp2023-24.
• Luis Ceballos & Jens H. E. Christensen & Damian Romero, 2023, "Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-01, Dec, DOI: 10.24148/wp2024-01.
• Michael T. Kiley, 2023, "Recession Signals and Business Cycle Dynamics: Tying the Pieces Together," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-008, Jan, DOI: 10.17016/FEDS.2023.008.