Research classified by Journal of Economic Literature (JEL) codes

2023

• Suman Banerjee & Ravi Jagannathan & Kai Wang, 2023, "Price Destabilizing Speculation: The Role of Strategic Limit Orders," NBER Working Papers, National Bureau of Economic Research, Inc, number 30828, Jan.
• Wan-Chien Chiu & Ravi Jagannathan & Yo-Lan Lin & Kevin Tseng, 2023, "A Simple Approach to Valuing Intangibles and Rents," NBER Working Papers, National Bureau of Economic Research, Inc, number 30829, Jan.
• Hui Chen & Winston Wei Dou & Hongye Guo & Yan Ji, 2023, "Feedback and Contagion through Distressed Competition," NBER Working Papers, National Bureau of Economic Research, Inc, number 30841, Jan.
• David Hirshleifer & Lin Peng & Qiguang Wang, 2023, "News Diffusion in Social Networks and Stock Market Reactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 30860, Jan.
• Wei Dai & Mamdouh Medhat & Robert Novy-Marx & Savina Rizova, 2023, "Reversals and the Returns to Liquidity Provision," NBER Working Papers, National Bureau of Economic Research, Inc, number 30917, Feb.
• Carolin Pflueger, 2023, "Back to the 1980s or Not? The Drivers of Inflation and Real Risks in Treasury Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 30921, Feb.
• Lin William Cong & Nathan Darden George & Guojun Wang, 2023, "RIM-Based Value Premium and Factor Pricing Using Value-Price Divergence," NBER Working Papers, National Bureau of Economic Research, Inc, number 30967, Feb.
• Anna Cieslak & Carolin Pflueger, 2023, "Inflation and Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 30982, Mar.
• Christoph E. Boehm & T. Niklas Kroner, 2023, "The US, Economic News, and the Global Financial Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 30994, Mar.
• Ravi Jagannathan & Robert Korajczyk & Kai Wang, 2023, "An Intangibles-Adjusted Profitability Factor," NBER Working Papers, National Bureau of Economic Research, Inc, number 31068, Mar.
• Mark Grinblatt & Gergana Jostova & Alexander Philipov, 2023, "Analyst Bias and Mispricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31094, Mar.
• Stefano Giglio & Bryan T. Kelly & Serhiy Kozak, 2023, "Equity Term Structures without Dividend Strips Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 31119, Apr.
• Vadim Elenev & Tim Landvoigt, 2023, "Asset Pricing with Optimal Under-Diversification," NBER Working Papers, National Bureau of Economic Research, Inc, number 31121, Apr.
• Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng, 2023, "Biodiversity Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 31137, Apr.
• Itamar Drechsler & Alexi Savov & Philipp Schnabl & Olivier Wang, 2023, "Deposit Franchise Runs," NBER Working Papers, National Bureau of Economic Research, Inc, number 31138, Apr.
• Alex Edmans & Caroline Flammer & Simon Glossner, 2023, "Diversity, Equity, and Inclusion," NBER Working Papers, National Bureau of Economic Research, Inc, number 31215, May.
• John Y. Campbell & Can Gao & Ian W.R. Martin, 2023, "Debt and Deficits: Fiscal Analysis with Stationary Ratios," NBER Working Papers, National Bureau of Economic Research, Inc, number 31224, May.
• Serhiy Kozak & Stefan Nagel, 2023, "When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31275, May.
• Shimon Kogan & Igor Makarov & Marina Niessner & Antoinette Schoar, 2023, "Are Cryptos Different? Evidence from Retail Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 31317, Jun.
• Niels Joachim Gormsen & Kilian Huber, 2023, "Corporate Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 31329, Jun.
• Marco Di Maggio & Francesco Franzoni & Shimon Kogan & Ran Xing, 2023, "Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 31360, Jun.
• Urban Jermann, 2023, "Gold's Value as an Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 31386, Jun.
• Matthias Fleckenstein & Francis A. Longstaff, 2023, "Do Municipal Bond Investors Pay a Convenience Premium to Avoid Taxes?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31389, Jun.
• Kaiji Chen & Yiqing Xiao & Tao Zha, 2023, "Deposit Regulation and Monetary Transmission in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 31396, Jun.
• Mikhail Chernov & Magnus Dahlquist, 2023, "Currency Risk Premiums: A Multi-horizon Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 31418, Jun.
• Lin William Cong & Guanhao Feng & Jingyu He & Junye Li, 2023, "Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31424, Jul.
• Dong Huang & William N. Goetzmann, 2023, "Selection-Neglect in the NFT Bubble," NBER Working Papers, National Bureau of Economic Research, Inc, number 31498, Jul.
• Bryan T. Kelly & Dacheng Xiu, 2023, "Financial Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 31502, Jul.
• Jean Lacroix & Kris James Mitchener & Kim Oosterlinck, 2023, "Domino Secessions: Evidence from the U.S," NBER Working Papers, National Bureau of Economic Research, Inc, number 31589, Aug.
• Sebastian Di Tella & Benjamin M. Hébert & Pablo Kurlat & Qitong Wang, 2023, "The Zero-Beta Interest Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 31596, Aug.
• Jonathan A. Parker & Yang Sun, 2023, "Target Date Funds as Asset Market Stabilizers: Evidence from the Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 31640, Aug.
• Mihir Gandhi & Niels Joachim Gormsen & Eben Lazarus, 2023, "Forward Return Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 31687, Sep.
• Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2023, "Complexity in Factor Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 31689, Sep.
• Martin Lettau, 2023, "High-Dimensional Factor Models and the Factor Zoo," NBER Working Papers, National Bureau of Economic Research, Inc, number 31719, Sep.
• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023, "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 31787, Oct.
• Matthew E. Kahn & John Matsusaka & Chong Shu, 2023, "Divestment and Engagement: The Effect of Green Investors on Corporate Carbon Emissions," NBER Working Papers, National Bureau of Economic Research, Inc, number 31791, Oct.
• Marlon Azinovic-Yang & Harold L. Cole & Felix Kubler, 2023, "Low Risk-Free Rates and Intertemporal Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 31832, Nov.
• Ian Dew-Becker & Stefano Giglio, 2023, "Risk Preferences Implied by Synthetic Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 31833, Nov.
• Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig & Jialu Sun, 2023, "Implications of Asset Market Data for Equilibrium Models of Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 31851, Nov.
• John Y. Campbell & Stefano Giglio & Christopher Polk, 2023, "What Drives Booms and Busts in Value?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31859, Nov.
• Viral V. Acharya & Toomas Laarits, 2023, "When do Treasuries Earn the Convenience Yield? — A Hedging Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 31863, Nov.
• Ian Dew-Becker & Stefano Giglio, 2023, "Recent Developments in Financial Risk and the Real Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 31878, Nov.
• Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2023, "Supply and Demand and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 31879, Nov.
• Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2023, "Sequential Search for Corporate Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 31904, Nov.
• Fernando D. Chague & Bruno Giovannetti & Bernard Herskovic, 2023, "Information Leakage from Short Sellers," NBER Working Papers, National Bureau of Economic Research, Inc, number 31927, Dec.
• Kerry Back & Bruce I. Carlin & Seyed Mohammad Kazempour & Chloe L. Xie, 2023, "American Disclosure Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 31935, Dec.
• Kopaliani, R. & Denisov, N., 2023, "Composite option pricing and the volatility surface construction," Journal of the New Economic Association, New Economic Association, volume 60, issue 3, pages 27-48, DOI: 10.31737/22212264_2023_3_27-48.
• Andrew Detzel & Jefferson Duarte & Avraham Kamara & Stephan Siegel & Celine Sun, 2023, "The Cross-Section of Volatility and Expected Returns: Then and Now," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 9-56, August, DOI: 10.1561/104.00000125.
• Seongkyu Gilbert Park & K. C. John Wei & Linti Zhang, 2023, "The Fu (2009) Positive Relation Between Idiosyncratic Volatility and Expected Returns is Due to Look-Ahead Bias," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 57-124, August, DOI: 10.1561/104.00000126.
• Mardy Chiah & Philip Gharghori & Angel Zhong, 2023, "Has Idiosyncratic Volatility Increased? Not in Recent Times," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 125-170, August, DOI: 10.1561/104.00000127.
• John Y. Campbell & Martin Lettau & Burton Malkiel & Yexiao Xu, 2023, "Idiosyncratic Equity Risk Two Decades Later," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 203-223, August, DOI: 10.1561/104.00000128.
• Markus Leippold & Michal Svatoň, 2023, "Trend and Reversal of Idiosyncratic Volatility Revisited," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 171-202, August, DOI: 10.1561/104.00000129.
• Russell P. Robins & Geoffrey Peter Smith, 2023, "A New Look at Expected Stock Returns and Volatility," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 225-270, August, DOI: 10.1561/104.00000130.
• Haimanot Kassa & Feifei Wang & Yan Xuemin (Sterling), 2023, "Expected Stock Market Returns and Volatility: Three Decades Later," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 271-307, August, DOI: 10.1561/104.00000132.
• Dan Gabriel Anghel & Petre Caraiani & Alina RoÅŸu & Ioanid RoÅŸu, 2023, "Asset Pricing with Systematic Skewness: Two Decades Later," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 309-354, August, DOI: 10.1561/104.00000133.
• Campbell R. Harvey & Akhtar Siddique, 2023, "Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 355-366, August, DOI: 10.1561/104.00000134.
• Hans Lööf & Maziar Sahamkhadam & Andreas Stephan, 2023, "Incorporating ESG into Optimal Stock Portfolios for the Global Timber & Forestry Industry," Journal of Forest Economics, now publishers, volume 38, issue 2, pages 133-157, June, DOI: 10.1561/112.00000560.
• Andrew Urquhart & Pengfei Wang, 2023, "No Cryptocurrency Experience Required: Managerial Characteristics in Cryptocurrency Fund Performance," Review of Corporate Finance, now publishers, volume 3, issue 4, pages 529-569, September, DOI: 10.1561/114.00000050.
• Valya Vasileva, 2023, "Bulgarian Capital Market Dynamics (2001-2021)," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 24-37, March.
• Kalina Kavaldjieva, 2023, "Create Fair Value in Related Parties," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 139-163, August.
• Ana Sasi-Brodesky & Iota Kaousar Nassr, 2023, "DeFi liquidations: Volatility and liquidity," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 48, Jul, DOI: 10.1787/0524faaf-en.
• William Chen & Gregory Phelan, 2023, "Digital Currency and Banking-Sector Stability," Working Papers, Office of Financial Research, US Department of the Treasury, number 23-01, Mar.
• Niko Hauzenberger & Florian Huber & Thomas Zörner, 2023, "Hawks vs. Doves: ECB’s Monetary Policy in Light of the Fed’s Policy Stance (Niko Hauzenberger, Florian Huber, Thomas Zörner)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 252, Dec.
• Anita KISS, 2023, "An Empirical Analysis Of The Effects Of The 2007- 2008 Financial Crisis On Changes In The Value Creation Of Firms In The Financial And Real Economies Of Countries With Anglo-Saxon And Continental Financial Systems," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 32, issue 1, pages 391-402, July.
• Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023, "Four Facts About Esg Beliefs And Investor Portfolios," SocArXiv, Center for Open Science, number dcb93, Apr, DOI: 10.31235/osf.io/dcb93.
• Giglio, Stefano & Kuchler, Theresa & Stroebel, Johannes & Zeng, Xuran, 2023, "Biodiversity Risk," SocArXiv, Center for Open Science, number n7pbj, Apr, DOI: 10.31235/osf.io/n7pbj.
• Frank Kleibergen & Lingwei Kong & Zhaoguo Zhan, 2023, "Identification Robust Testing of Risk Premia in Finite Samples," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 263-297.
• Rachida Ouysse, 2023, "Asset Pricing with Endogenous Beliefs-Dependent Risk Aversion," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 368-411.
• H Malloch & R Philip & S Satchell, 2023, "Estimation with Errors in Variables via the Characteristic Function," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 616-650.
• Francesca Lilla, 2023, "Volatility Bursts: A Discrete-Time Option Model with Multiple Volatility Components," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 678-713.
• Hasan Fallahgoul & Julien Hugonnier & Loriano Mancini, 2023, "Risk Premia and Lévy Jumps: Theory and Evidence," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 810-851.
• Anne Lundgaard, 2023, "A Joint Model for the Term Structure of Interest Rates and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1196-1227.
• Philip Nadler & Alessio Sancetta, 2023, "Empirical Asset Pricing with Functional Factors," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1258-1281.
• Eric Renault & Thijs Van Der & Bas J M Werker, 2023, "Arbitrage Pricing Theory for Idiosyncratic Variance Factors," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1403-1442.
• Chenglu Jin & Thomas Conlon & John Cotter, 2023, "Co-Skewness across Return Horizons," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1483-1518.
• Deniz Erdemlioglu & Xiye Yang, 2023, "News Arrival, Time-Varying Jump Intensity, and Realized Volatility: Conditional Testing Approach," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1519-1556.
• Jozef Baruník & Matěj Nevrla, 2023, "Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1590-1646.
• Pierluigi Balduzzi & Roberto Savona & Lucia Alessi, 2023, "Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1728-1758.
• jørn Eraker & Daniela Osterrieder, 2023, "Market Maker Inventory, Bid–Ask Spreads, and the Computation of Option Implied Risk Measures," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1820-1851.
• Michael Dueker & Laura E Jackson & Michael T Owyang & Martin Sola, 2023, "A time-varying threshold STAR model with applications," Oxford Open Economics, Oxford University Press, volume 2, issue , pages 63-98.
• Paul Glasserman & Harry Mamaysky & Thierry Foucault, 2023, "Investor Information Choice with Macro and Micro Information," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 1, pages 1-52.
• Charles M C Lee & Ken Li & Jeffrey Pontiff, 2023, "Why Do Predicted Stock Issuers Earn Low Returns?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 1, pages 181-221.
• Jun Kyung Auh & Wonho Cho & Thierry Foucault, 2023, "Liquidation Cascade and Anticipatory Trading: Evidence from the Structured Equity Product Market," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 1, pages 53-98.
• Ron Bekkerman & Eliezer M Fich & Natalya V Khimich & Jeffrey Pontiff, 2023, "The Effect of Innovation Similarity on Asset Prices: Evidence from Patents’ Big Data," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 1, pages 99-145.
• Xuanjuan Chen & Zhenzhen Sun & Tong Yao & Tong Yu, 2023, "In Search of Habitat," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 2, pages 266-306.
• Markus Broman & Michael Densmore & Pauline Shum Nolan, 2023, "The Geography of Subadvisors, Managerial Structure, and the Performance of International Equity Mutual Funds," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 2, pages 343-374.
• Meng Tian & Liuren Wu & Zhiguo He, 2023, "Limits of Arbitrage and Primary Risk-Taking in Derivative Securities," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 405-439.
• Shamim Ahmed & Ziwen Bu & Xiaoxia Ye & Hui Chen, 2023, "Product Market Competition, Labor Mobility, and the Cross-Section of Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 440-480.
• Henk Berkman & Paul Koch & P Joakim Westerholm & Jeffrey Pontiff, 2023, "The Other Insiders: Personal Trading by Brokers, Analysts, and Fund Managers," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 481-522.
• Sheen Liu & Junbo Wang & Chunchi Wu & Hui Chen, 2023, "Stochastic Interest Rates, Heterogeneous Valuations, and the Volatility-Volume Relation with Search Frictions," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 523-578.
• Huafeng (Jason) Chen & Liang Jiang & Weiwei Liu & Hui Chen, 2023, "Predicting Returns Out of Sample: A Naïve Model Averaging Approach," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 579-614.
• Thuy Duong Dang & Fabian Hollstein & Marcel Prokopczuk & Zhiguo He, 2023, "Which Factors for Corporate Bond Returns?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 4, pages 615-652.
• Alexander Barinov & Georgy Chabakauri & Hui Chen, 2023, "Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 4, pages 653-690.
• Arseny Gorbenko & Marcin Kacperczyk, 2023, "Short Interest and Aggregate Stock Returns: International Evidence," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 4, pages 691-733.
• Fousseni Chabi-Yo & Hitesh DoshiC. T. Bauer & Virgilio Zurita & Zhiguo He, 2023, "Never a Dull Moment: Entropy Risk in Commodity Markets," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 4, pages 734-783.
• Itzhak Ben-David & Byungwook Kim & Hala Moussawi & Darren Roulstone, 2023, "Corporate Transactions in Hard-to-Value Stocks," The Review of Corporate Finance Studies, Society for Financial Studies, volume 12, issue 3, pages 539-580.
• Rainer Jankowitsch & Giorgio Ottonello & Marti G Subrahmanyam, 2023, "Regulation, Asset Complexity, and the Informativeness of Credit Ratings," The Review of Corporate Finance Studies, Society for Financial Studies, volume 12, issue 3, pages 581-612.
• 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, December, 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.
• Andreas Kick & Horst Rottmann, 2023, "The relevance of banks to the European stock market," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 12, pages 1432-1459, August, DOI: 10.1080/1351847X.2022.2134811.
• Wenna Lu & Laurence Copeland & Yongdeng Xu, 2023, "The pricing of unexpected volatility in the currency market," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 17, pages 2032-2046, November, DOI: 10.1080/1351847X.2023.2190464.
• Dongho Song & Jenny Tang, 2023, "News-Driven Uncertainty Fluctuations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 3, pages 968-982, July, DOI: 10.1080/07350015.2022.2097912.
• Guglielmo Maria Caporale & Alex Plastun, 2023, "Witching days and abnormal profits in the us stock market," Cogent Economics & Finance, Taylor & Francis Journals, volume 11, issue 1, pages 2182016-218, December, DOI: 10.1080/23322039.2023.2182016.
• Frédéric Vrins & Linqi Wang, 2023, "Asymmetric short-rate model without lower bound," Quantitative Finance, Taylor & Francis Journals, volume 23, issue 2, pages 279-295, February, DOI: 10.1080/14697688.2022.2156384.
• Camille Macaire & Alain Naef, 2023, "Greening monetary policy: evidence from the People’s Bank of China," Climate Policy, Taylor & Francis Journals, volume 23, issue 1, pages 138-149, January, DOI: 10.1080/14693062.2021.2013153.
• Ahadzie, Richard Mawulawoe & Daugaard, Dan & Kangogo, Moses & Khan, Faisal & Vespignani, Joaquin, 2023, "Covid-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2023-03.
• Federica Vassalli & Massimiliano Tancioni, 2023, "Shedding lights on Leaning Against the Wind," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 178, Jan.
• Paul J. Irvine & Egle Karmaziene, 2023, "Competing for Dark Trades," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-020/IV, Apr.
• Philippe Loyson & Rianne Luijendijk & Sweder van Wijnbergen, 2023, "The pricing of climate transition risk in Europe’s equity market," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-041/IV, Jul.
• Cassella, Stefano & Golez, Benjamin & Gulen, H. & Kelly, Peter, 2023, "Horizon bias and the term structure of equity returns," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2e72bbd4-bdc8-434c-a55c-e.
• Yusuke Tanahara & Kento Tango & Yoshiyuki Nakazono, 2023, "Information Effects of Monetary Policy," TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 41, Jul.
• Florent Kanga GBONGUE & Lambert N’Galadjo BAMBA, 2023, "Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 57, pages 101-145.
• Damien KUNJAL, 2023, "The Role of Investor Attention in ETF Liquidity," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 7, issue 2, pages 45-64, DOI: 10.1991/jefa.v7i2.a62.
• Matthias Neuenkirch & Maria Repko & Enzo Weber, 2023, "Hawks and Doves: Financial Market Perception of Western Support for Ukraine," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2023-02.
• Felix Haase & Matthias Neuenkirch, 2023, "Macroeconomic Expectations and State-Dependent Factor Returns," Research Papers in Economics, University of Trier, Department of Economics, number 2023-09.
• Pouget, Sébastien & Kim, Daniel, 2023, "Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1472, Sep, revised Nov 2025.
• Fève, Patrick & Moura, Alban, 2023, "Frictionless house-price momentum," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1488, Nov.
• Francisco Roch & Francisco Roldán, 2023, "Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt," Journal of Political Economy Macroeconomics, University of Chicago Press, volume 1, issue 2, pages 334-370, DOI: 10.1086/723950.
• Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023, "Asset Safety versus Asset Liquidity," Journal of Political Economy, University of Chicago Press, volume 131, issue 5, pages 1172-1212, DOI: 10.1086/722225.
• Peter DeMarzo & Zhiguo He & Fabrice Tourre, 2023, "Sovereign Debt Ratchets and Welfare Destruction," Journal of Political Economy, University of Chicago Press, volume 131, issue 10, pages 2825-2892, DOI: 10.1086/724571.
• Serena Sordi & Ahmad Naimzada & Marwil J. Dávila-Fernández, 2023, "A discrete-time dynamic model of real-financial markets interactions," Department of Economics University of Siena, Department of Economics, University of Siena, number 906, Dec.
• KUNJAL, Damien, 2023, "Investor Attention And Exchange Traded Fund Returns In South Africa: The Role Of Investors’ Internet Search Activity," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 27, issue 3, pages 40-56, September.
• Stereńczak Szymon & Kubiak Jarosław, 2023, "The choice of external financing source: The role of company size and stock liquidity," Economics and Business Review, Paradigm, volume 9, issue 3, pages 44-65, October, DOI: 10.18559/ebr.2023.3.800.
• Liu Kerry, 2023, "The Effects of Foreign Participation on Chinese Government Bond Yields," Folia Oeconomica Stetinensia, Paradigm, volume 23, issue 2, pages 222-240, December, DOI: 10.2478/foli-2023-0028.
• Gavrilova Daria, 2023, "The Price Impact of S&P 500 Affiliation," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 68, issue 1, pages 42-61, April, DOI: 10.2478/subboec-2023-0003.
• Furdui Călin & Șfabu Dorina Teodora, 2023, "The European Banks Under the Shock of the Russian Invasion of 2022: An Event Study Approach," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 68, issue 1, pages 62-77, April, DOI: 10.2478/subboec-2023-0004.
• Dimcea Andrei, 2023, "The Impact of Social Norms on Stock Liquidity," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 68, issue 1, pages 78-99, April, DOI: 10.2478/subboec-2023-0005.
• Mitsuru Katagiri & Junnosuke Shino & Koji Takahashi, 2023, "To Lend or Not to Lend: The Bank of Japan’s ETF Purchase Program and Securities Lending," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2304, Aug.
• Lea Steininger & Alexander A. Popov, 2023, "Monetary Policy and Local Industry Structure," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp333, Feb.
• Popov, Alexander A. & Steininger, Lea, 2023, "Monetary Policy and Local Industry Structure," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 333, Feb.
• Michele Manna & Stefano Nobili, 2023, "Banks' holdings of and trading in government bonds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 1, pages 257-283, January, DOI: 10.1002/ijfe.2419.
• Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2023, "Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 2239-2247, July, DOI: 10.1002/ijfe.2534.
• Mushtaq Hussain Khan & Junaid Ahmed & Mazhar Mughal & Imtiaz Hussain Khan, 2023, "Oil price volatility and stock returns: Evidence from three oil‐price wars," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 3162-3182, July, DOI: 10.1002/ijfe.2588.
• Xiaoxi Liu & Jinming Xie, 2023, "Forecasting swap rate volatility with information from swaptions," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 43, issue 4, pages 455-479, April, DOI: 10.1002/fut.22395.
• Francesco Bianchi & Howard Kung & Mikhail Tirskikh, 2023, "The origins and effects of macroeconomic uncertainty," Quantitative Economics, Econometric Society, volume 14, issue 3, pages 855-896, July, DOI: 10.3982/QE1979.
• Amit Goyal & Avanidhar Subrahmanyam & Bhaskaran Swaminathan, 2023, "Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data," Review of Financial Economics, John Wiley & Sons, volume 41, issue 4, pages 364-391, October, DOI: 10.1002/rfe.1179.
• Gemma Estrada & Resi Ong Olivares & Donghyun Park & Shu Tian, 2023, "Climate-Related Transition Risk and Corporate Debt Financing: Evidence from Southeast Asia," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 40, issue 02, pages 87-110, September, DOI: 10.1142/S0116110523400036.