Research classified by Journal of Economic Literature (JEL) codes

2023

• 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.
• Andrew C. Meldrum & Oleg Sokolinskiy, 2023, "The Effects of Volatility on Liquidity in the Treasury Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-028, May, DOI: 10.17016/FEDS.2023.028.
• Hitesh Doshi & Hyung Joo Kim & Sang Byung Seo, 2023, "Options on Interbank Rates and Implied Disaster Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-054r1, Aug, revised 14 Aug 2025, DOI: 10.17016/FEDS.2023.054r1.
• Kiwoong Byun & Baeho Kim & Dong Hwan Oh, 2023, "Systemic Credit Risk Premium: Insights from Credit Derivatives Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-055r1, Aug, revised 04 Aug 2025, DOI: 10.17016/FEDS.2023.055r1.
• Seung Kwak & Charles Press, 2023, "Pre-LBO Credit Market Conditions and Post-LBO Target Behavior," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-077, Dec, DOI: 10.17016/FEDS.2023.077.
• Michael Smolyansky, 2023, "End of an Era: The Coming Long-Run Slowdown in Corporate Profit Growth and Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-041, Jun, DOI: 10.17016/FEDS.2023.041.
• Christoph E. Boehm & Niklas Kroner, 2023, "The US, Economic News, and the Global Financial Cycle," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1371, Feb, DOI: 10.17016/IFDP.2023.1371.
• Alejandro Bernales & Marcela Valenzuela & Ilknur Zer, 2023, "Effects of Information Overload on Financial Markets: How Much Is Too Much?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1372, Mar, DOI: 10.17016/IFDP.2023.1372.
• Juan M. Londono & Mehrdad Samadi, 2023, "The Price of Macroeconomic Uncertainty: Evidence from Daily Options," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1376, Jun, DOI: 10.17016/IFDP.2023.1376.
• Luca Benzoni & Christian Cabanilla & Alessandro Cocco & Cullen Kavoussi, 2023, "What does the CDS market imply for a U.S. default?," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2023-17, May.
• Jason Brown & Nida Çakır Melek & Johannes Matschke & Sai Sattiraju, 2023, "The Missing Tail Risk in Option Prices," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 23-02, Mar, DOI: 10.18651/RWP2023-02.
• Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang, 2023, "Mind Your Language: Market Responses to Central Bank Speeches," Working Papers, Federal Reserve Bank of St. Louis, number 2023-013, May, revised 28 Sep 2024, DOI: 10.20955/wp.2023.013.
• Deniz Erdemlioglu & Christopher J. Neely & Xiye Yang, 2023, "Testing for Multi-Asset Systemic Tail Risk," Working Papers, Federal Reserve Bank of St. Louis, number 2023-016, Jul, revised 29 May 2026, DOI: 10.20955/wp.2023.016.
• YiLi Chien & Harold L. Cole & Hanno Lustig, 2023, "What about Japan?," Working Papers, Federal Reserve Bank of St. Louis, number 2023-028, Nov, revised 11 Mar 2025, DOI: 10.20955/wp.2023.028.
• Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls, 2023, "The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020," Economic Policy Review, Federal Reserve Bank of New York, volume 29, issue 3, pages 1-29, December, DOI: 10.59576/epr.29.3.1-29.
• Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2023, "Beta-Sorted Portfolios," Staff Reports, Federal Reserve Bank of New York, number 1068, Jul, DOI: 10.59576/sr.1068.
• Darrell Duffie & Michael J. Fleming & Frank M. Keane & Claire Nelson & Or Shachar & Peter Van Tassel, 2023, "Dealer Capacity and U.S. Treasury Market Functionality," Staff Reports, Federal Reserve Bank of New York, number 1070, Aug, DOI: 10.59576/sr.1070.
• Nina Boyarchenko & Leonardo Elias, 2023, "Corporate Credit Conditions Around the World: Novel Facts Through Holistic Data," Staff Reports, Federal Reserve Bank of New York, number 1074, Oct, DOI: 10.59576/sr.1074.
• Gaston Chaumont & Grey Gordon & Bruno Sultanum & Elliot Tobin, 2023, "Sovereign Debt and Credit Default Swaps," Working Paper, Federal Reserve Bank of Richmond, number 23-05, Mar, DOI: 10.21144/wp23-05.
• Lucas Dyskant & André F. Silva & Bruno Sultanum, 2023, "Dealer costs and customer choice," Working Paper, Federal Reserve Bank of Richmond, number 23-13, Dec.
• Abdullah KILIÇARSLAN & Huseyin ERGUN, 2023, "A Comparative Study of Public Offerings on Borsa Istanbul with CRITIC and EDAS Methods," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1304387.
• Serdar YAMAN & Atilla KOÇYİĞİT, 2023, "The Relationship Between Investor Sentiment and Industry and Service Sector Stock Indices: An Application on Borsa Istanbul," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1300130.
• Kirill D. Shilov & Andrei V. Zubarev, 2023, "Factors of Ethereum Profitability as a Platform for Creating Decentrilized Applications," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 95-115, February, DOI: 10.31107/2075-1990-2023-1-95-115.
• Artem I. Potapov, 2023, "Assessing the Margin Requirements Impact on the Russian Futures Market Liquidity," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 94-116, October, DOI: 10.31107/2075-1990-2023-5-94-116.
• Giulio Cifarelli, 2023, "Commodity Pricing Volatility Shifts in a Highly Turbulent Time Period. A Time-varying Transition Probability Markov Switching Analysis," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2023_11.rdf.
• Maria-Lenuţa Ciupac-Ulici & Daniela-Georgeta Beju & Ioan-Alin Nistor & Flaviu Pișcoran, 2023, "The impact of the Altman score on the energy sector companies," Journal of Financial Studies, Institute of Financial Studies, volume 14, issue 8, pages 45-56, June, DOI: 10.55654/JFS.2023.SP.03.
• Abramov Alexander & Radygin Alexander & Chernova Maria, 2023, "Russian financial market in 2022," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2023-1275, revised 2023.
• Mohammad Sharik Essa & Evangelos Giouvris, 2023, "Fama–French–Carhart Factor-Based Premiums in the US REIT Market: A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to 2020," IJFS, MDPI, volume 11, issue 1, pages 1-39, January.
• Brice Corgnet & Mark DeSantis & Christoph Siemroth, 2023, "Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 2313.
• Tomé Lima & Helder Sebastião, 2023, "Native Market Factors for Pricing Cryptocurrencies," Notas Económicas, Faculty of Economics, University of Coimbra, issue 57, pages 71-85, December, DOI: 0.14195/2183-203X_57_3.
• António Portugal Duarte & Fátima Sol & Nuno Baetas da Silva & Beatriz Rodrigues Vieira, 2023, "Flip the coin: Heads, tails or cryptocurrencies?," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2023-02, Mar.
• Aydın Gurbuz & Meltem Kılıç & Nur Esra Bekereci, 2023, "THE RELATIONSHIP BETWEEN SYNDICATION LOANS, FOREIGN TRADE AND EQUITY MARKET IN TuRKİYE," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 6, issue 1, pages 35-47, July, DOI: 10.46737/emid.1267662.
• Inessa BENCHORA & Aurélien LEROY & Louis RAFFESTIN, 2023, "Is Monetary Policy Transmission Green?," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2023-08.
• Ramzi DRISSI, 2023, "Empirical Analysis of Unlisted Companies' Valuation Using Discounted Cash Flow Methods ," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr213, Jul, DOI: https://doi.org/10.35609/jfbr.2023..
• Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2023, "A Bayesian approach for the determinants of bitcoin returns," Working Papers, University of Guelph, Department of Economics and Finance, number 2302.
• Jonathan Benchimol & Yossi Saadon & Nimrod Segev, 2023, "Stock market reactions to monetary policy surprises under uncertainty," Post-Print, HAL, number emse-04624984, Oct, DOI: 10.1016/j.irfa.2023.102783.
• Roman Mestre, 2023, "Stock profiling using time–frequency-varying systematic risk measure," Post-Print, HAL, number hal-04058285, Dec, DOI: 10.1186/s40854-023-00457-7.
• Thi Nha Truc Phan & Philippe Bertrand & Hong Hai Phan & Xuan Vinh Vo, 2023, "The role of investor behavior in emerging stock markets: Evidence from Vietnam," Post-Print, HAL, number hal-04092936, Feb, DOI: 10.1016/j.qref.2021.07.001.
• Diana Pop & Caroline Marie-Jeanne & Régis Dumoulin, 2023, "Socialium or the Financial Price of Social Responsibility
  [« Socialium » ou le prix financier de la responsabilité sociale]," Post-Print, HAL, number hal-04120305, Jun.
• Robert Merl & Stefan Palan & Dominik Schmidt & Thomas Stöckl, 2023, "Insider trading regulation and trader migration," Post-Print, HAL, number hal-04122561, May, DOI: 10.1016/j.finmar.2023.100839.
• John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2023, "Commodity futures return predictability and intertemporal asset pricing," Post-Print, HAL, number hal-04192933, Sep, DOI: 10.1016/j.jcomm.2022.100289.
• Zhaobo Zhu & Wenjie Ding & Yi Jin & Dehua Shen, 2023, "Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach," Post-Print, HAL, number hal-04194180, Oct.
• Bing Xiao, 2023, "The Size Effect and the Value Effect in the American Stock Market," Post-Print, HAL, number hal-04194510, Jan, DOI: 10.5430/ijfr.v14n1p41.
• Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print, HAL, number hal-04325655, Dec, DOI: 10.1016/j.jeconom.2022.12.004.
• M. Akhtaruzzaman & A.K. Banerjee & S. Boubaker & F. Moussa, 2023, "Does Green Improve Portfolio Optimisation?," Post-Print, HAL, number hal-04435509, DOI: 10.1016/j.eneco.2023.106831.
• B. Li & S. Boubaker & Z. Liu & W. Louhichi & Y. Yao, 2023, "Exploring the Nonlinear Idiosyncratic Volatility Puzzle: Evidence from China," Post-Print, HAL, number hal-04435519, DOI: 10.1007/s10614-022-10265-3.
• Frédéric Cherbonnier & Christian Gollier, 2023, "Fixing Our Public Discounting Systems," Post-Print, HAL, number hal-04512435, Nov, DOI: 10.1146/annurev-financial-102921-11.
• Yang Hao, 2023, "Financial Market with Learning from Price under Knightian Uncertainty," Working Papers, HAL, number hal-03686748, Aug.
• José da Fonseca & Edem Dawui & Yannick Malevergne, 2023, "A Linear-Rational Multi-Curve Term Structure Model with Stochastic Spread," Working Papers, HAL, number hal-04012277, Mar, DOI: 10.2139/ssrn.4176102.
• David Lee, 2023, "Pricing and Hedging Guaranteed Equity Securities," Working Papers, HAL, number hal-04140384, Jun.
• Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023, "The conditionality of monetary policy instruments," Working Papers, HAL, number hal-04159848.
• David Lee, 2023, "Distance to Default and Credit Valuation Adjustment," Working Papers, HAL, number hal-04208831, Sep.
• Jean Lacroix & Kris Mitchener & Kim Oosterlinck, 2023, "Domino Secessions: Evidence from the US," Working Papers, HAL, number hal-04210430, Sep.
• Fjærvik, Thomas, 2023, "Crash risk in the Nordic Stock Market - a cross-sectional analysis," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2023/5, Apr.
• Aase, Knut K., 2023, "Optimal spending of a wealth fund in the discrete time life cycle model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2023/7, Jun.
• Aase, Knut K., 2023, "Intuitive probability of non-intuitive events," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2023/15, Sep.
• Valseth, Siri, 2023, "Repo market frictions and intermediation in electronic bond markets," UiS Working Papers in Economics and Finance, University of Stavanger, number 2023/1, Feb.
• Sergei Gurov, 2023, "Illiquidity Effects in the Russian Stock Market," HSE Economic Journal, National Research University Higher School of Economics, volume 27, issue 1, pages 78-102.
• 左三川, 郁子 & FUEDA-SAMIKAWA, Ikuko, 2023, "非伝統的金融政策としての日本銀行のETF買い入れ, Bank of Japan’s Exchange Traded Fund Purchases as Part of Japan’s Unconventional Monetary Policy," Economic Review, Hitotsubashi University, volume 74, issue 1-2, pages 1-1, October.
• Nataliia Savchenko, 2023, "Criteria for Determining Critical Imports in Ukraine," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 91-96, March, DOI: 10.33146/2307-9878-2023-1(99)-91-96.
• Collins C Ngwakwe, 2023, "Stock Market Price Effect of the Silicon Valley Bank Failure - A Pre and Within Analysis," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 75-82, June, DOI: 10.33146/2307-9878-2023-2(100)-75-8.
• Yusuf Olatunji Oyedeko & Olusola Segun Kolawole & Regina Samson & Olena Voloshyna, 2023, "Moderating Effect of Tactical Asset Allocation on the Risk-Return Relationship in the Nigerian Stock Market," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 83-91, June, DOI: 10.33146/2307-9878-2023-2(100)-83-9.
• Julius Marcus Reis & Leonard Grebe & Dirk Schiereck & Kerstin Hennig, 2023, "Is There Still a Day-of-the-Week Effect in the Real Estate Sector?," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 84-97, September, DOI: 10.33146/2307-9878-2023-3(101)-84-9.
• Nihal Touti & Asmâa Alaoui Taïb, 2023, "Bibliometric Analysis Of Shariah Compliant Capital Asset Pricing Models," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 9, issue 4, pages 725-750, December, DOI: https://doi.org/10.21098/jimf.v9i4..
• Olli-Matti Laine, 2023, "Monetary Policy and Stock Market Valuation," International Journal of Central Banking, International Journal of Central Banking, volume 19, issue 1, pages 365-416, March.
• Fabian Eser & Wolfgang Lemke & Ken Nyholm & Sören Radde & Andreea Liliana Vladu, 2023, "Tracing the Impact of the ECB’s Asset Purchase Program on the Yield Curve," International Journal of Central Banking, International Journal of Central Banking, volume 19, issue 3, pages 359-422, August.
• Jieun Lee & Hosung Jung, 2023, "Demographic Shifts, Macroprudential Policies, and House Prices," International Journal of Central Banking, International Journal of Central Banking, volume 19, issue 5, pages 1-47, December.
• Takahiro Hattori & Jiro Yoshida, 2023, "Yield Curve Control," International Journal of Central Banking, International Journal of Central Banking, volume 19, issue 5, pages 403-438, December.
• Martina Hengge & Ugo Panizza & Mr. Richard Varghese, 2023, "Carbon Policy and Stock Returns: Signals from Financial Markets," IMF Working Papers, International Monetary Fund, number 2023/013, Jan.
• Mr. Tobias Adrian & Matthew DeHaven & Fernando Duarte & Tara Iyer, 2023, "The Market Price of Risk and Macro-Financial Dynamics," IMF Working Papers, International Monetary Fund, number 2023/199, Sep.
• Gerardo Estrada Sánchez & Federico Hernández Álvarez & Andrés Giovanni Camacho Ardila, 2023, "Detección de periodos de crisis del NASDAQ con EEMD -AE," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 18, issue 1, pages 1-26, Enero - M.
• Juan R. Hernández, 2023, "Explaining Apparent deviations from Covered Interest Parity: Evidence from Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 18, issue 1, pages 1-27, Enero - M.
• Karina Valencia Serpel & Fernando Cruz Aranda & Francisco Ortiz Arango, 2023, "Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 18, issue 2, pages 1-20, Abril - J.
• Rajeswari Sengupta & Harsh Vardhan, 2023, "Bankruptcy regime change and credit risk premium on corporate bonds: Evidence from the Indian economy," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2023-001, Feb.
• Joel Ede OWURU & Olabode Eric OLABISI, 2023, "Dynamic response of emerging market stock returns to exchange rate and oil price: a case of Nigeria," Romanian Journal of Economics, Institute of National Economy, volume 57, issue 2(66), pages 114-130, December.
• Eric M. Aldrich & Daniel Friedman, 2023, "Order Protection Through Delayed Messaging," Management Science, INFORMS, volume 69, issue 2, pages 774-790, February, DOI: 10.1287/mnsc.2022.4370.
• Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2023, "Implied Volatility Changes and Corporate Bond Returns," Management Science, INFORMS, volume 69, issue 3, pages 1375-1397, March, DOI: 10.1287/mnsc.2022.4379.
• Ilya Dergunov & Christoph Meinerding & Christian Schlag, 2023, "Extreme Inflation and Time-Varying Expected Consumption Growth," Management Science, INFORMS, volume 69, issue 5, pages 2972-3002, May, DOI: 10.1287/mnsc.2022.4451.
• 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.
• Jianjun Miao & Dongling Su, 2023, "Asset market equilibrium under rational inattention," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 75, issue 1, pages 1-30, January, DOI: 10.1007/s00199-021-01396-z.
• Lars Peter Hansen & Jianjun Miao, 2023, "Correction to: Asset pricing under smooth ambiguity in continuous time," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 75, issue 1, pages 291-292, January, DOI: 10.1007/s00199-022-01460-2.
• Feixue Gong & Gregory Phelan, 2023, "Collateral constraints, tranching, and price bases," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 75, issue 2, pages 317-340, February, DOI: 10.1007/s00199-022-01414-8.
• Gu Wang & Jiaxuan Ye, 2023, "Fund Managers’ Competition for Investment Flows Based on Relative Performance," Journal of Optimization Theory and Applications, Springer, volume 198, issue 2, pages 605-643, August, DOI: 10.1007/s10957-023-02221-4.
• Matthias Blonski & Ulf Lilienfeld-Toal, 2023, "Moral hazard with excess returns," Mathematics and Financial Economics, Springer, number 6, March, DOI: 10.1007/s11579-023-00344-w.
• Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2023, "Statistical arbitrage: factor investing approach," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 45, issue 4, pages 1295-1331, December, DOI: 10.1007/s00291-023-00733-z.
• Nektarios A. Michail & Konstantinos D. Melas, 2023, "Commodity Prices and Dry Bulk Shipping Stock Returns," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Empirical Economic Research", DOI: 10.1007/978-3-031-22749-3_32.
• Hami Amiraslani & Karl V. Lins & Henri Servaes & Ane Tamayo, 2023, "Trust, social capital, and the bond market benefits of ESG performance," Review of Accounting Studies, Springer, volume 28, issue 2, pages 421-462, June, DOI: 10.1007/s11142-021-09646-0.
• Shengzhong Huang & Hongping Tan & Xiongyuan Wang & Changqiu Yu, 2023, "Valuation uncertainty and analysts’ use of DCF models," Review of Accounting Studies, Springer, volume 28, issue 2, pages 827-861, June, DOI: 10.1007/s11142-021-09658-w.
• Mia Hang Pham & Yulia Merkoulova & Chris Veld, 2023, "Credit risk assessment and executives’ legal expertise," Review of Accounting Studies, Springer, volume 28, issue 4, pages 2361-2400, December, DOI: 10.1007/s11142-022-09699-9.
• Wen Lin & Argyro Panaretou & Grzegorz Pawlina & Catherine Shakespeare, 2023, "What can we learn about credit risk from debt valuation adjustments?," Review of Accounting Studies, Springer, volume 28, issue 4, pages 2556-2588, December, DOI: 10.1007/s11142-022-09705-0.
• Valentin Haag & Christian Koziol, 2023, "Company Cost of Capital and Leverage: A Simplified Textbook Relationship Revisited," Schmalenbach Journal of Business Research, Springer, volume 75, issue 1, pages 37-69, March, DOI: 10.1007/s41471-022-00144-w.
• Matthias Horn, 2023, "The Influence of ESG Ratings On Idiosyncratic Stock Risk: The Unrated, the Good, the Bad, and the Sinners," Schmalenbach Journal of Business Research, Springer, volume 75, issue 3, pages 415-442, September, DOI: 10.1007/s41471-023-00155-1.
• Cristiane Gea & Marcelo Cabus Klotzle & Luciano Vereda & Antonio Carlos Figueiredo Pinto, 2023, "Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?," SN Business & Economics, Springer, volume 3, issue 1, pages 1-37, January, DOI: 10.1007/s43546-022-00400-5.
• Meskat Ibne Sharif, 2023, "Parametric test of liquidity wavering in response to the dynamic equity constituents," SN Business & Economics, Springer, volume 3, issue 1, pages 1-26, January, DOI: 10.1007/s43546-023-00419-2.
• Oghenovo A. Obrimah, 2023, "Underpricing of initial public offerings (IPOs) and the credibility of underwriters’ pricing services," SN Business & Economics, Springer, volume 3, issue 2, pages 1-33, February, DOI: 10.1007/s43546-022-00415-y.
• Naga Pillada & Sangeetha Rangasamy, 2023, "An empirical investigation of investor sentiment and volatility of realty sector market in India: an application of the DCC–GARCH model," SN Business & Economics, Springer, volume 3, issue 2, pages 1-16, February, DOI: 10.1007/s43546-023-00434-3.
• K. Hafsal & S. Raja Sethu Durai, 2023, "Fundamental and bubble spillovers in stock markets: a common trend approach," SN Business & Economics, Springer, volume 3, issue 3, pages 1-17, March, DOI: 10.1007/s43546-023-00437-0.
• Ujjal Chatterjee, 2023, "Predicting economic growth: evidence from real-estate loans securitization," SN Business & Economics, Springer, volume 3, issue 3, pages 1-20, March, DOI: 10.1007/s43546-023-00456-x.
• Leonardo Quero Virla, 2023, "An empirical characterization of volatility in the German stock market," SN Business & Economics, Springer, volume 3, issue 7, pages 1-19, July, DOI: 10.1007/s43546-023-00508-2.
• Kazım Berk Küçüklerli & Veysel Ulusoy, 2023, "The time-varying correlation between popular narratives and TRY/USD FX rate: Evidence from a DCC-GARCH model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 4, pages 1-3.
• Johan Knif & James W. Kolari & Gregory Koutmos & Seppo Pynonen, 2023, "Modeling the Time Variation in Factor Exposures," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 12, issue 2, pages 1-2.
• Aliano Mauro & Boido Claudio & Galloppo Giuseppe, 2023, "The Impact of the Financial and the Health Crisis on Listed Hotel Stocks," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 12, issue 2, pages 1-3.
• Scheicher, Martin, 2023, "Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020," ESRB Occasional Paper Series, European Systemic Risk Board, number 24, Nov.
• Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023, "Market selection and learning under model misspecification," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2023/18, May.
• Caterina Conigliani & Martina Iorio & Salvatore Monni, 2023, "Water, energy and human development in the Brazilian Amazon: a municipal Human Development Index adjusted for accesses," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 3, pages 318-328, March, DOI: 10.9770/jesi.2023.10.3(21).
• Gábor Bóta & Mihály Ormos & Imrich Antalík, 2023, "Oil price and stock returns in Europe," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 3, pages 329-339, March, DOI: 10.9770/jesi.2023.10.3(22).
• Ahmet Faruk Aysan & Ali Yavuz Polat & Hasan Tekin & Ahmet Semih Tunalı, 2023, "The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk," Defence and Peace Economics, Taylor & Francis Journals, volume 34, issue 6, pages 791-809, August, DOI: 10.1080/10242694.2022.2062981.