Research classified by Journal of Economic Literature (JEL) codes

2023

• Vayanos, Dimitri & Woolley, Paul, 2023, "Asset management as creator of market inefficiency," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118540, Apr.
• Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2023, "An unconventional FX tail risk story," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120052, Aug.
• Accominotti, Olivier & Albers, Thilo & Oosterlinck, Kim, 2024, "Selective default expectations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120657, Jun.
• Shamsi, Javad, 2023, "Understanding multi-layered sanctions: a firm-level analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120744, Nov.
• Cho, Thummim & Polk, Christopher, 2024, "Putting the price in asset pricing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120805, Dec.
• Barinov, Alexander & Chabakauri, Georgy, 2023, "Idiosyncratic volatility, growth options, and the cross-section of returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120814, Dec.
• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2023, "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126151, Feb.
• Andreas Fuster & David Lucca & James Vickery, 2023, "Mortgage-backed securities," Chapters, Edward Elgar Publishing, chapter 15, in: Refet S. Gürkaynak & Jonathan H. Wright, "Research Handbook of Financial Markets".
• Antonio Focacci, 2023, "Spillovers between non-commercial traders’ activity and spot prices? Analysis of the financialization mechanism in the crude oil market," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 2, pages 157-182, January, DOI: 10.1108/CFRI-07-2022-0110.
• Mengjiao Chen & Jinjuan Ren & Jingying Zhao, 2023, "The impact of corporate culture on stock price crash risk: a firm-level analysis," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 32, issue 1, pages 1-18, November, DOI: 10.1108/IJAIM-04-2023-0095.
• 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.
• Mohammad R & Filip Zikes, 2023, "When Do Low-Frequency Measures Really Measure Effective Spreads? Evidence from Equity and Foreign Exchange Markets," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 10, pages 4190-4232.
• Leland Bybee & Bryan Kelly & Yinan Su & Tarun Ramadorai, 2023, "Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 12, pages 4759-4787.
• Harrison Hong & Neng Wang & Jinqiang Yang & Stefano Giglio, 2023, "Welfare Consequences of Sustainable Finance," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 12, pages 4864-4918.
• Tarek A & Stephan Hollander & Laurence van & Markus Schwedeler & Ahmed Tahoun & Ralph Koijen, 2023, "Firm-Level Exposure to Epidemic Diseases: COVID-19, SARS, and H1N1," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 12, pages 4919-4964.
• Roberto Gómez-Cram & Marcel Olbert & Holger Müller, 2023, "Measuring the Expected Effects of the Global Tax Reform," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 12, pages 4965-5011.
• Chris Florackis & Christodoulos Louca & Roni Michaely & Michael Weber, 2023, "Cybersecurity Risk," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 1, pages 351-407.
• J Anthony Cookson & Joseph E Engelberg & William Mullins, 2023, "Echo Chambers," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 2, pages 450-500.
• Sergei Glebkin & Bart Zhou Yueshen & Ji Shen, 2023, "Simultaneous Multilateral Search," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 2, pages 571-614.
• Andrea L Eisfeldt & Bernard Herskovic & Sriram Rajan & Emil Siriwardane & Ralph Koijen, 2023, "OTC Intermediaries," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 2, pages 615-677.
• Gideon Saar & Jian Sun & Ron Yang & Haoxiang Zhu, 2023, "From Market Making to Matchmaking: Does Bank Regulation Harm Market Liquidity?," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 2, pages 678-732.
• Fotis Grigoris & Yunzhi Hu & Gill Segal & Ralph Koijen, 2023, "Counterparty Risk: Implications for Network Linkages and Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 2, pages 814-858.
• Harjoat S & Christian Dorion & Alexandre Jeanneret & Michael Weber & Stijn Van, 2023, "High Inflation: Low Default Risk and Low Equity Valuations," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 3, pages 1192-1252.
• Stefano Cassella & Benjamin Golez & Huseyin Gulen & Peter Kelly & Stefano Giglio, 2023, "Horizon Bias and the Term Structure of Equity Returns," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 3, pages 1253-1288.
• Maxim Ulrich & Stephan Florig & Ralph Seehuber & Ralph Koijen, 2023, "A Model-Free Term Structure of U.S. Dividend Premiums," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 3, pages 1289-1318.
• Anna Pavlova & Taisiya Sikorskaya & Ralph Koijen, 2023, "Benchmarking Intensity," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 3, pages 859-903.
• Itzhak Ben-David & Francesco Franzoni & Byungwook Kim & Rabih Moussawi & Ralph Koijen, 2023, "Competition for Attention in the ETF Space," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 3, pages 987-1042.
• Wenxin Du & Benjamin Hébert & Amy Wang Huber & Stefano Giglio, 2023, "Are Intermediary Constraints Priced?," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 4, pages 1464-1507.
• Arvind Krishnamurthy & Wenhao Li, 2023, "The Demand for Money, Near-Money, and Treasury Bonds," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 5, pages 2091-2130.
• Jules H van Binsbergen & Xiao Han & Alejandro Lopez-Lira, 2023, "Man versus Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 6, pages 2361-2396.
• Kent Daniel & Alexander Klos & Simon Rottke, 2023, "The Dynamics of Disagreement," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 6, pages 2431-2467.
• Christian L Goulding & Shrihari Santosh & Xingtan Zhang, 2023, "Pricing Implications of Noise," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 6, pages 2468-2508.
• Lars-Alexander Kuehn & David Schreindorfer & Florian Schulz, 2023, "Persistent Crises and Levered Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 6, pages 2571-2616.
• Robert D Arnott & Vitali Kalesnik & Juhani T Linnainmaa & Tarun Ramadorai, 2023, "Factor Momentum," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 8, pages 3034-3070.
• Nina Boyarchenko & Lars C Larsen & Paul Whelan & Stefano Giglio, 2023, "The Overnight Drift," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 9, pages 3502-3547.
• Turan G Bali & Heiner Beckmeyer & Mathis Mörke & Florian Weigert & Stefano Giglio, 2023, "Option Return Predictability with Machine Learning and Big Data," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 9, pages 3548-3602.
• Frederico Belo & Andres Donangelo & Xiaoji Lin & Ding Luo & Stijn Van, 2023, "What Drives Firms’ Hiring Decisions? An Asset Pricing Perspective," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 9, pages 3825-3860.
• Salazar García, Juan Fernando & Guzmán Aguilar, Diana Sirley & Hoyos Nieto, Daniel Arturo, 2023, "Modelación de una prima de seguros mediante la aplicación de métodos actuariales, teoría de fallas y Black-Scholes en la salud en Colombia
  [Modelling of an insurance premium through the application of actuarial methods, failure theory and Black-Sc," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 35, issue 1, pages 330-359, June, DOI: https://doi.org/10.46661/revmetodos.
• Ossa González, Genjis Alberto & Rojas Domínguez, Miriam, 2023, "Modelo CAPM para la valoración de acciones de las empresas en el mercado de la construcción durante el periodo 2015 - 2020
  [CAPM model for the valuation of shares of companies in the construction market during the period 2015 - 2020]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 35, issue 1, pages 389-403, June, DOI: https://doi.org/10.46661/revmetodos.
• Juan Fernando Garrido Navia & Jesús-Ancizar Gómez, 2023, "Dividendo entre reputación y persistencia de ganancias
  [Dividend between reputation and earnings persistence]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 36, issue 1, pages 1-18, December, DOI: https://doi.org/10.46661/revmetodos.
• Genjis Alberto Ossa González & Miriam Rojas Domínguez, 2023, "Índice simple móvil por el método de la media geométrica para acciones del mercado de la construcción y su relación tendencial con los ICCP e ICCV durante el periodo 2015-2021
  [Simple moving average index for construction market shares and its tre," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 36, issue 1, pages 1-16, December, DOI: https://doi.org/10.46661/revmetodos.
• Asgar Ali & K. N. Badhani, 2023, "Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 1, pages 27-43, February, DOI: 10.1057/s41260-022-00290-0.
• Jinji Hao & Jonathon Skinner, 2023, "Analyst target price and dividend forecasts and expected stock returns," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 2, pages 108-120, March, DOI: 10.1057/s41260-022-00283-z.
• Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2023, "Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 3, pages 198-211, May, DOI: 10.1057/s41260-022-00292-y.
• Christina E. Bannier & Yannik Bofinger & Björn Rock, 2023, "The risk-return tradeoff: are sustainable investors compensated adequately?," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 3, pages 165-172, May, DOI: 10.1057/s41260-023-00303-6.
• Keith Cuthbertson & Dirk Nitzsche & Niall O’Sullivan, 2023, "UK mutual funds: performance persistence and portfolio size," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 4, pages 284-298, July, DOI: 10.1057/s41260-023-00310-7.
• Niklas Konstantin Klein & Fritz Lattermann & Dirk Schiereck, 2023, "Investment in non-fungible tokens (NFTs): the return of Ethereum secondary market NFT sales," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 4, pages 241-254, July, DOI: 10.1057/s41260-023-00316-1.
• Faten Ben Bouheni & Manish Tewari, 2023, "Common risk factors and risk–return trade-off for REITs and treasuries," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 5, pages 374-395, September, DOI: 10.1057/s41260-023-00309-0.
• Pelin Bengitöz & Mehmet Umutlu, 2023, "Are return predictors of industrial equity indexes common across regions?," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 5, pages 396-418, September, DOI: 10.1057/s41260-023-00313-4.
• Vitor Azevedo & Georg Sebastian Kaiser & Sebastian Mueller, 2023, "Stock market anomalies and machine learning across the globe," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 5, pages 419-441, September, DOI: 10.1057/s41260-023-00318-z.
• Kiran Paudel & Atsuyuki Naka, 2023, "Effects of size on the exchange-traded funds performance," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 6, pages 474-484, October, DOI: 10.1057/s41260-023-00321-4.
• Arbab Khalid Cheema & Wenjie Ding & Qingwei Wang, 2023, "The cross-section of January effect," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 6, pages 513-530, October, DOI: 10.1057/s41260-023-00324-1.
• Emre Arat & Britta Hachenberg & Florian Kiesel & Dirk Schiereck, 2023, "Greenium, credit rating, and the COVID-19 pandemic," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 7, pages 547-557, December, DOI: 10.1057/s41260-023-00320-5.
• Thomas Cauthorn & Christian Klein & Leonard Remme & Bernhard Zwergel, 2023, "Portfolio benefits of taxonomy orientated and renewable European electric utilities," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 7, pages 558-571, December, DOI: 10.1057/s41260-023-00325-0.
• Andre Höck & Tobias Bauckloh & Maurice Dumrose & Christian Klein, 2023, "ESG criteria and the credit risk of corporate bond portfolios," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 7, pages 572-580, December, DOI: 10.1057/s41260-023-00337-w.
• Neveen Ahmed & Omar Farooq & Nidaa Hamed, 2023, "Relation Between Bitcoin and Its Forks: An Empirical Investigation," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 49, issue 2, pages 249-261, April, DOI: 10.1057/s41302-023-00247-0.
• Malgorzata Sulimierska & Agnieszka Sikorska, 2023, "The Cryptoassets Market in the United Kingdom: Regulatory and Legal Challenges," Palgrave Studies in Financial Services Technology, Palgrave Macmillan, chapter 0, in: Thomas Walker & Elaheh Nikbakht & Maher Kooli, "The Fintech Disruption", DOI: 10.1007/978-3-031-23069-1_9.
• Guido Ascari & Yifan Zhang, 2023, "Limited Memory, Time-varying Expectations and Asset Pricing," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 211, Jul.
• Carina Burs, 2023, "A Model of Cycles and Bubbles under Heterogeneous Beliefs in Financial Markets," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 154, Feb.
• Franz Hamann & Juan Camilo Mendez-Vizcaino & Enrique G. Mendoza & Paulina Restrepo-Echavarria, 2023, "Natural Resources and Sovereign Risk in Emerging Economies: A Curse and a Blessing," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 23-004, Mar.
• Tunio, Mohsin Waheed, 2023, "What Explains the Volatility in Pakistan’s Sovereign Bond Yields?," MPRA Paper, University Library of Munich, Germany, number 116030, Jan.
• Olkhov, Victor, 2023, "The Market-Based Probability of Stock Returns," MPRA Paper, University Library of Munich, Germany, number 116234, Feb.
• Fang, Yi & Niu, Hui & Lin, Yuen, 2023, "Ex-ante Valuation based on Prospect Theory," MPRA Paper, University Library of Munich, Germany, number 116386, Jan.
• Olkhov, Victor, 2023, "The Market-Based Statistics of “Actual” Returns of Investors," MPRA Paper, University Library of Munich, Germany, number 116896, Apr.
• Sproule, Robert & Gosselin, Gabriel, 2023, "Is the research agenda for calendar anomalies “much do about nothing”?," MPRA Paper, University Library of Munich, Germany, number 117001, Apr.
• Fantazzini, Dean, 2023, "Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models," MPRA Paper, University Library of Munich, Germany, number 117141.
• Ganchev, Alexander, 2023, "The Behaviour of Chinese Government Bond Yield Curve before and during the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 117626, Feb.
• Lee, David, 2023, "An Analytic Solution for Valuing Guaranteed Equity Securities," MPRA Paper, University Library of Munich, Germany, number 117775, Jun.
• Durmaz, Nazif & Kim, Hyeongwoo & Lee, Hyejin & Sun, Yanfei, 2023, "Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts," MPRA Paper, University Library of Munich, Germany, number 117789, Jun.
• Takumah, Wisdom, 2023, "Fiscal Policy and Asset Prices in a Dynamic Factor Model with Cointegrated Factors," MPRA Paper, University Library of Munich, Germany, number 117897, Jun, revised 10 Jul 2023.
• Van de Vyver, Mark, 2023, "Token economics scoping review: Annotated bibliography," MPRA Paper, University Library of Munich, Germany, number 118476, Aug.
• Damjanović, Milan & Lenarčič, Črt, 2023, "Constructing a house price misalignment indicator: revisited and revamped," MPRA Paper, University Library of Munich, Germany, number 118489, Sep.
• Lee, David, 2023, "Default Forecasting and Credit Valuation Adjustment," MPRA Paper, University Library of Munich, Germany, number 118578, Sep.
• Lee, David, 2023, "Modeling Collateralization and Its Economic Significance," MPRA Paper, University Library of Munich, Germany, number 118678, Sep.
• Olkhov, Victor, 2023, "Economic Theory as Successive Approximations of Statistical Moments," MPRA Paper, University Library of Munich, Germany, number 118722, Sep.
• Winkler, Julian, 2023, "Managing fundamentals versus preferences: Re-balancing portfolios and stock returns," MPRA Paper, University Library of Munich, Germany, number 119149, Nov.
• Kausik, B.N., 2023, "Equity Premium in Efficient Markets," MPRA Paper, University Library of Munich, Germany, number 119278, Nov.
• Beckers, Benjamin & Bernoth, Kerstin, 2023, "Monetary Policy and Mispricing in Stock Markets," MPRA Paper, University Library of Munich, Germany, number 120502, Jul.
• Lee, King Fuei, 2023, "Aging Population and its Effects on Long-Horizon Momentum Profits," MPRA Paper, University Library of Munich, Germany, number 120931.
• Christophe Andre & Petre Caraiani & Rangan Gupta, 2023, "Fiscal Policy and Stock Markets at the Effective Lower Bound," Working Papers, University of Pretoria, Department of Economics, number 202309, May.
• Milan Fičura, 2023, "Impact of size and volume on cryptocurrency momentum and reversal," FFA Working Papers, Prague University of Economics and Business, number 5.003, Apr, revised 05 Apr 2023.
• Caio Almeida & Gustavo Freire & René Garcia & Rodrigo Hizmeri, 2023, "Tail Risk and Asset Prices in the Short-term," Working Papers, Princeton University. Economics Department., number 2023-06, Mar.
• Caio Almeida & Gustavo Freire, 2023, "Which (Nonlinear) Factor Models?," Working Papers, Princeton University. Economics Department., number 2023-07, Apr.
• Rohan Kekre & Moritz Lenel & Federico Mainardi, 2023, "Monetary Policy, Segmentation, and the Term Structure," Working Papers, Princeton University. Economics Department., number 2023-08, Sep.
• José Miguel Cardoso da Costa & Rui Albuquerque, 2023, "Price elasticity of demand and risk-bearing capacity in sovereign bond auctions," Working Papers, Banco de Portugal, Economics and Research Department, number w202302.
• Paulo M.M. Rodrigues & João Nicolau, 2023, "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Working Papers, Banco de Portugal, Economics and Research Department, number w202306.
• Kanis Saengchote & Voraprapa Nakavachara & Yishuang Xu, 2023, "Capitalising the Network Externalities of New Land Supply in the Metaverse," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 203, Mar.
• Thorsten V. Koeppl & Jeremy M Kronick & James McNeil, 2023, "Using Functional Shocks to Assess Conventional and Unconventional Monetary Policy in Canada," Working Paper, Economics Department, Queen's University, number 1499, Apr.
• Kazuhiro Hiraki & George Skiadopoulos, 2023, "The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure," Working Papers, Queen Mary University of London, School of Economics and Finance, number 946, Feb.
• Haroon Mumtaz & Jumana Saleheen & Roxane Spitznagel, 2023, "Keep it Simple: Central Bank Communication and Asset Prices," Working Papers, Queen Mary University of London, School of Economics and Finance, number 960, Jul.
• Ilaria Piatti & Joel Shapiro & Xuan Wang, 2023, "Sustainable Investing and Public Goods Provision," Working Papers, Queen Mary University of London, School of Economics and Finance, number 969, Nov.
• Olivier Accominotti & Thilo N. H. Albers & Kim Oosterlinck, 2023, "Selective Default Expectations," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 425, Sep.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2023, "Re-use of collateral: Leverage, volatility, and welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 47, pages 19-46, January, DOI: 10.1016/j.red.2022.03.003.
• Cyn-Young Park & Kwanho Shin, 2023, "The Development of Local Currency Bond Markets and Uncovered Interest Rate Parity," ADB Economics Working Paper Series, Asian Development Bank, number 677, Feb.
• Abhinava Tripathi & Alok Dixit, 2023, "Global Component of Sentiment in Futures Markets: Evidence from Covid-19 Pandemic," American Business Review, Pompea College of Business, University of New Haven, volume 26, issue 2, pages 355-384.
• Mikhail Makushkin & Victor Lapshin, 2023, "Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 69, pages 5-27.
• Georges Dionne & Jingyuan Li & Cédric Okou, 2023, "An extension of the consumption-based CAPM model," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 12-4, Jul.
• Sang Buhm Hahn & Sehoon Kwon & Yeongseop Rhee, 2023, "Foreigners’ Short Selling in the Korean Stock Market around the Financial Crisis," East Asian Economic Review, Korea Institute for International Economic Policy, volume 27, issue 2, pages 145-176, DOI: 10.11644/KIEP.EAER.2023.27.2.421.
• Abdulnasser Hatemi-J & Youssef El-Khatib, 2023, "The Dividend Discount Model with Multiple Growth Rates of any Order for Stock Evaluation," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 76, issue 1, pages 135-146.
• Mohammed M. Tumala & Ngozi V. Atoi & Tari M. Karimo, 2023, "Returns and Volatility Spillover between Nigeria and Selected Global Stock Markets: A Diebold-Yilmaz Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 76, issue 2, pages 173-208.
• Mohammad Reza Monjazeb & Masoud Matani & Seyyed Farhad Movahedi, 2023, "Impacts of The Asymmetric Oil Price Volatility on Iranian Stock Returns: A Quantile Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 4, pages 97-132.
• Adel Karimi & Farzin Arbabi & Manijeh Hadinejad Darsara & Khashayar Seyed Shukri, 2023, "Examining the Effects of Internal and External Shocks on the Trade Balance of Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 10, issue 1, pages 289-322.
• Seema REHMAN & Saqib SHARIF & Wali ULLAH, 2023, "Relative Signed Jump and Future Stock Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 25-45, March.
• Ioannis A. Venetis & Avgoustinos Ladas, 2023, "Co-movement and global factors in sovereign bond yields," Bulletin of Applied Economics, Risk Market Journals, volume 10, issue 2, pages 17-45.
• Shilov, Kirill (Шилов, Кирилл) & Zubarev, Andrey (Зубарев, Андрей), 2023, "Return factors of Ether cryptocurrency: on chain metrics and DeFi," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220221, Apr.
• Helmuth Yesid Arias Gomez & Gabriela AntoÅ¡ova, 2023, "Impact of Lockdown Measures on Central-East European Stock Markets: A Cointegration and Granger Causality Analysis of Indices," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 26, issue 1, pages 05-16, December.
• Lai T Hoang & Joey Wenling Yang, 2023, "Sustainable institutional investment in the COVID-19 pandemic," Australian Journal of Management, Australian School of Business, volume 48, issue 1, pages 3-37, February, DOI: 10.1177/03128962221078943.
• David J Johnstone, 2023, "Capital budgeting and Kelly betting," Australian Journal of Management, Australian School of Business, volume 48, issue 3, pages 625-651, August, DOI: 10.1177/03128962221118837.
• Vinod Kumar, 2023, "Is the Beta Anomaly Real? A Correction in Existing Theories of Cost of Capital and Asset Pricing," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 22, issue 2, pages 135-163, June, DOI: 10.1177/09726527231160863.
• Pradiptarathi Panda & Wasim Ahmad & M. Thiripalraju, 2023, "Better to Give than to Receive: A Study of BRICS Countries Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 22, issue 2, pages 164-188, June, DOI: 10.1177/09726527231154100.
• Ansu Royit & Babu Jose & James Varghese, 2023, "Beware of Extreme Investor Sentiments! Indian Evidence on the Performance of Neuro-specific Options Volatility Trading Strategies on the Facets of COVID-19," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 22, issue 3, pages 326-350, September, DOI: 10.1177/09726527231165820.
• Mohammad Enamul Hoque & Soo-Wah Low & Mohd Azlan Shah Zaidi & Lain-Tze Tee & Noor Azlan Ghazali, 2023, "Asymmetric and Lag Effects of Industry Risk Factors on the Malaysian Oil and Gas Stocks," SAGE Open, , volume 13, issue 3, pages 21582440231, July, DOI: 10.1177/21582440231179444.
• Yue’e Long & Wunhong Su & Yufan Tan, 2023, "Does a Share Name Change Have an Impact on the Pricing Efficiency of the Share?," SAGE Open, , volume 13, issue 4, pages 21582440231, December, DOI: 10.1177/21582440231219071.
• Federica Vassalli & Massimiliano Tancioni, 2023, "Shedding lights on Leaning Against the Wind," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 234, Jan.
• Jolana Stejskalova, 2023, "We investigated the link between stock returns of automobile companies, Fama French factors, and behavioral attention, represented by demand for a selected car brand belonging to an automobile company. Using Google search activity, we focus on the im," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 71, issue 3, pages 202-221, March.
• Mohsin Waheed & Zulfiqar Hyder, 2023, "What Explains the Volatility in Pakistan’s Sovereign Bond Yields?," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 112, Apr.
• Daniele Massacci, 2023, "Instability of Factor Strength in Asset Returns," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 685, Oct.
• Magdalena Grothe, 2023, "Monetary Policy Spillovers to Polish Financial Markets," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 1-10.
• Jacek Karasinki & Jan Zadrozny, 2023, "The Impact of the Outbreak of Russia-Ukraine War on Commodity, Stock and Cryptocurrency Markets (Wplyw wybuchu wojny rosyjsko-ukrainskiej na rynki towarow, akcji i kryptowalut)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 38, pages 64-75.
• Jun Hee Kwak & Bada Han & Jaeyoung Lee, 2023, "The Causal Effects of Equity Flows: Evidence from Korea," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2307.
• Romain Baeriswyl & Alex Oktay & Marc-Antoine Ramelet, 2023, "Exchange rate shocks and equity prices: the role of currency denomination," Working Papers, Swiss National Bank, number 2023-05.
• Rodrigo De-Losso & Jose Carlos de Souza Santos, 2023, "Autopsy of a Myth: Dissecting the Anatocism Fallacy in Amortization Systems," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2023_09, Jul, revised 25 Sep 2023.
• Yamei Zhao, 2023, "The Impact of Green Diamond Reward Rating on Liquidity Risk of ESG Exchange Traded Funds (ETFs)," Advances in Economics, Business and Management Research, Springer, in: Yushi Jiang & Guangming Li & Wilson Xinbao Li, "Proceedings of the 8th International Conference on Financial Innovation and Economic Development (ICFIED 2023)", DOI: 10.2991/978-94-6463-142-5_55.
• Erdinc Akyildirim & Alper A. Hekimoglu & Ahmet Sensoy & Frank J. Fabozzi, 2023, "Extending the Merton model with applications to credit value adjustment," Annals of Operations Research, Springer, volume 326, issue 1, pages 27-65, July, DOI: 10.1007/s10479-023-05289-3.
• Hongwei Xing & Hanying Wang & Feiyang Cheng & Shouyu Yao, 2023, "Mispricing: failure to capture the risk preferences dependent on market states," Annals of Operations Research, Springer, volume 330, issue 1, pages 1-26, November, DOI: 10.1007/s10479-021-04166-1.
• Linh Xuan Diep Nguyen & Thanaset Chevapatrakul & Simona Mateut, 2023, "Shock transmissions and business linkages among US sectors," Annals of Operations Research, Springer, volume 330, issue 1, pages 517-552, November, DOI: 10.1007/s10479-022-04979-8.
• Thorsten Lehnert, 2023, "The Green Stock Market Bubble," Circular Economy and Sustainability, Springer, volume 3, issue 3, pages 1213-1222, September, DOI: 10.1007/s43615-022-00223-4.
• Mohammad Enamul Hoque & Faik Bilgili & Sourav Batabyal, 2023, "What do we know about spillover between the climate change futures market and the carbon futures market?," Climatic Change, Springer, volume 176, issue 12, pages 1-23, December, DOI: 10.1007/s10584-023-03640-y.
• Michele Azzone & Roberto Baviera, 2023, "A fast Monte Carlo scheme for additive processes and option pricing," Computational Management Science, Springer, volume 20, issue 1, pages 1-34, December, DOI: 10.1007/s10287-023-00463-1.
• Lars Palapies, 2023, "Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 46, issue 2, pages 415-460, December, DOI: 10.1007/s10203-023-00401-5.
• Xiaofei Shi & Daran Xu & Zhanhao Zhang, 2023, "Deep learning algorithms for hedging with frictions," Digital Finance, Springer, volume 5, issue 1, pages 113-147, March, DOI: 10.1007/s42521-023-00075-z.
• Huei-Wen Teng & Yu-Hsien Li, 2023, "Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors?," Digital Finance, Springer, volume 5, issue 1, pages 149-182, March, DOI: 10.1007/s42521-023-00076-y.
• J. Christopher Westland, 2023, "Determinants of liquidity in cryptocurrency markets," Digital Finance, Springer, volume 5, issue 2, pages 261-293, June, DOI: 10.1007/s42521-022-00073-7.
• Felix Reichenbach & Martin Walther, 2023, "Financial recommendations on Reddit, stock returns and cumulative prospect theory," Digital Finance, Springer, volume 5, issue 2, pages 421-448, June, DOI: 10.1007/s42521-023-00084-y.
• Burak Korkusuz & David G. McMillan & Dimos Kambouroudis, 2023, "Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets," Empirical Economics, Springer, volume 64, issue 4, pages 1517-1537, April, DOI: 10.1007/s00181-022-02290-w.
• Peter C. B. Phillips & Jun Yu, 2023, "Information loss in volatility measurement with flat price trading," Empirical Economics, Springer, volume 64, issue 6, pages 2957-2999, June, DOI: 10.1007/s00181-022-02353-y.
• Asgar Ali & K. N. Badhani, 2023, "Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?," Empirical Economics, Springer, volume 65, issue 2, pages 775-804, August, DOI: 10.1007/s00181-022-02355-w.
• Senthil Kumar Muthusamy & Ramadevi Kannan, 2023, "Profits crisis: evolving patterns of firm size and performance in traditional U.S. industries," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 50, issue 3, pages 575-603, September, DOI: 10.1007/s40812-023-00268-y.
• Marianna Brunetti & Roberta De Luca, 2023, "Pairs trading in the index options market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 13, issue 1, pages 145-173, March, DOI: 10.1007/s40822-022-00221-9.
• Marianna Brunetti & Roberta Luca, 2023, "Correction to: Pairs trading in the index options market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 13, issue 1, pages 175-176, March, DOI: 10.1007/s40822-023-00226-y.
• Chi-Ming Ho, 2023, "Research on interaction of innovation spillovers in the AI, Fin-Tech, and IoT industries: considering structural changes accelerated by COVID-19," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-29, December, DOI: 10.1186/s40854-022-00403-z.
• Kuan-Min Wang & Yuan-Ming Lee, 2023, "Are life insurance futures a safe haven during COVID-19?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-27, December, DOI: 10.1186/s40854-022-00411-z.
• Laurens Swinkels, 2023, "Empirical evidence on the ownership and liquidity of real estate tokens," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-29, December, DOI: 10.1186/s40854-022-00427-5.
• Elli Kraizberg, 2023, "Non-fungible tokens: a bubble or the end of an era of intellectual property rights," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-20, December, DOI: 10.1186/s40854-022-00428-4.
• Yu Song & Bo Chen & Xin-Yi Wang, 2023, "Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-20, December, DOI: 10.1186/s40854-022-00445-3.
• Mingbo Zheng & Gen-Fu Feng & Xinxin Zhao & Chun-Ping Chang, 2023, "The transaction behavior of cryptocurrency and electricity consumption," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-18, December, DOI: 10.1186/s40854-023-00449-7.
• Roman Mestre, 2023, "Stock profiling using time–frequency-varying systematic risk measure," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-29, December, DOI: 10.1186/s40854-023-00457-7.
• Jiri Kukacka & Ladislav Kristoufek, 2023, "Fundamental and speculative components of the cryptocurrency pricing dynamics," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00465-7.
• Lu Yang & Lei Yang & Xue Cui, 2023, "Sovereign default network and currency risk premia," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-22, December, DOI: 10.1186/s40854-023-00485-3.
• Xiao Chen & Jin Hyuk Choi & Kasper Larsen & Duane J. Seppi, 2023, "Price impact in Nash equilibria," Finance and Stochastics, Springer, volume 27, issue 2, pages 305-340, April, DOI: 10.1007/s00780-023-00499-w.
• Donghan Kim, 2023, "Market-to-book ratio in stochastic portfolio theory," Finance and Stochastics, Springer, volume 27, issue 2, pages 401-434, April, DOI: 10.1007/s00780-023-00501-5.
• Maria Arduca & Cosimo Munari, 2023, "Fundamental theorem of asset pricing with acceptable risk in markets with frictions," Finance and Stochastics, Springer, volume 27, issue 3, pages 831-862, July, DOI: 10.1007/s00780-023-00509-x.
• Raquel M. Gaspar & Mariana Khapko, 2023, "In memoriam: Tomas Björk (1947–2021)," Finance and Stochastics, Springer, volume 27, issue 4, pages 867-885, October, DOI: 10.1007/s00780-023-00511-3.
• Yunhong Li & Zuo Quan Xu & Xun Yu Zhou, 2023, "Robust utility maximisation with intractable claims," Finance and Stochastics, Springer, volume 27, issue 4, pages 985-1015, October, DOI: 10.1007/s00780-023-00512-2.
• Damir Filipović, 2023, "Discount models," Finance and Stochastics, Springer, volume 27, issue 4, pages 933-946, October, DOI: 10.1007/s00780-023-00514-0.
• Claudio Fontana & Simone Pavarana & Wolfgang J. Runggaldier, 2023, "A stochastic control perspective on term structure models with roll-over risk," Finance and Stochastics, Springer, volume 27, issue 4, pages 903-932, October, DOI: 10.1007/s00780-023-00515-z.
• Mariana Khapko, 2023, "Asset pricing with dynamically inconsistent agents," Finance and Stochastics, Springer, volume 27, issue 4, pages 1017-1046, October, DOI: 10.1007/s00780-023-00516-y.
• Nidhi Kaicker & Radhika Aggarwal, 2023, "Market Structure and Firm Level Returns: The Indian Evidence," International Journal of Global Business and Competitiveness, Springer, volume 18, issue 1, pages 59-69, June, DOI: 10.1007/s42943-023-00076-0.
• Andrea Schertler & Jarmo Beurden, 2023, "How relative competitive strength moderates stock price responses after European soccer tournaments," Journal of Business Economics, Springer, volume 93, issue 8, pages 1385-1414, October, DOI: 10.1007/s11573-023-01145-9.
• Tobias Götze & Marc Gürtler & Eileen Witowski, 2023, "Forecasting accuracy of machine learning and linear regression: evidence from the secondary CAT bond market," Journal of Business Economics, Springer, volume 93, issue 9, pages 1629-1660, November, DOI: 10.1007/s11573-023-01138-8.
• Lars Beckmann & Jörn Debener & Johannes Kriebel, 2023, "Understanding the determinants of bond excess returns using explainable AI," Journal of Business Economics, Springer, volume 93, issue 9, pages 1553-1590, November, DOI: 10.1007/s11573-023-01149-5.
• Costanza Torricelli & Eleonora Pellati, 2023, "Social bonds and the “social premium”," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 3, pages 600-619, September, DOI: 10.1007/s12197-023-09620-3.
• Mehmet Sahiner & David G. McMillan & Dimos Kambouroudis, 2023, "Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 3, pages 723-762, September, DOI: 10.1007/s12197-023-09629-8.
• Yifan Liu & Leyuan You, 2023, "Does the market reward firms for being more green or less brown?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 3, pages 564-585, September, DOI: 10.1007/s12197-023-09633-y.
• Claudio Boido & Mauro Aliano & Giuseppe Galloppo, 2023, "Top-flight European football teams and stock returns: market reactions to sporting events," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 4, pages 1041-1061, December, DOI: 10.1007/s12197-023-09643-w.
• Mohammad Al-Shboul & Aktham Maghyereh, 2023, "Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 12, issue 1, pages 1-23, December, DOI: 10.1186/s40008-023-00306-x.
• Rocco Caferra & Gabriele Tedeschi & Andrea Morone, 2023, "Agents interaction and price dynamics: evidence from the laboratory," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 18, issue 2, pages 251-274, April, DOI: 10.1007/s11403-022-00366-5.
• Toshiaki Akinaga & Takanori Kudo & Kenju Akai, 2023, "Interaction between price and expectations in the jar-guessing experimental market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 18, issue 3, pages 491-532, July, DOI: 10.1007/s11403-022-00374-5.
• Jia-Ping Huang & Yang Zhang & Juanxi Wang, 2023, "Dynamic effects of social influence on asset prices," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 18, issue 3, pages 671-699, July, DOI: 10.1007/s11403-023-00382-z.
• M. Raddant & T. Di Matteo, 2023, "A look at financial dependencies by means of econophysics and financial economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 18, issue 4, pages 701-734, October, DOI: 10.1007/s11403-023-00389-6.
• Zakaria Nejjari & Hanane Aamoum, 2023, "The Impact of Intellectual Capital on Profitability, Market Value, Productivity, and Return on Equity: Empirical Evidence from Moroccan ICT Firms," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 14, issue 2, pages 1734-1748, June, DOI: 10.1007/s13132-022-00956-5.
• Augustyniak, Maciej & Badescu, Alexandru & Bégin, Jean-François, 2023, "A discrete-time hedging framework with multiple factors and fat tails: On what matters," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 416-444, DOI: 10.1016/j.jeconom.2021.08.002.
• Choi, In & Lin, Rui & Shin, Yongcheol, 2023, "Canonical correlation-based model selection for the multilevel factors," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 22-44, DOI: 10.1016/j.jeconom.2021.09.008.
• Xiong, Ruoxuan & Pelger, Markus, 2023, "Large dimensional latent factor modeling with missing observations and applications to causal inference," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 271-301, DOI: 10.1016/j.jeconom.2022.04.005.
• Todorov, Viktor & Zhang, Yang, 2023, "Bias reduction in spot volatility estimation from options," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 53-81, DOI: 10.1016/j.jeconom.2021.12.001.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023, "A higher-order correct fast moving-average bootstrap for dependent data," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 65-81, DOI: 10.1016/j.jeconom.2022.01.008.
• Andersen, Torben G. & Riva, Raul & Thyrsgaard, Martin & Todorov, Viktor, 2023, "Intraday cross-sectional distributions of systematic risk," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1394-1418, DOI: 10.1016/j.jeconom.2022.11.001.
• Boot, Tom, 2023, "Joint inference based on Stein-type averaging estimators in the linear regression model," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1542-1563, DOI: 10.1016/j.jeconom.2023.01.006.
• Nicolau, João & Rodrigues, Paulo M.M. & Stoykov, Marian Z., 2023, "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2266-2284, DOI: 10.1016/j.jeconom.2023.04.002.
• Ge, Shuyi & Li, Shaoran & Linton, Oliver, 2023, "News-implied linkages and local dependency in the equity market," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 779-815, DOI: 10.1016/j.jeconom.2022.07.004.
• Dalderop, Jeroen, 2023, "Semiparametric estimation of latent variable asset pricing models," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.03.010.