Research classified by Journal of Economic Literature (JEL) codes

2023

• Lee, King Fuei, 2023, "Aging Population and its Effects on Long-Horizon Momentum Profits," MPRA Paper, University Library of Munich, Germany, number 120931.
• Christophe Andre & Petre Caraiani & Rangan Gupta, 2023, "Fiscal Policy and Stock Markets at the Effective Lower Bound," Working Papers, University of Pretoria, Department of Economics, number 202309, May.
• Milan Fičura, 2023, "Impact of size and volume on cryptocurrency momentum and reversal," FFA Working Papers, Prague University of Economics and Business, number 5.003, Apr, revised 05 Apr 2023.
• Caio Almeida & Gustavo Freire & René Garcia & Rodrigo Hizmeri, 2023, "Tail Risk and Asset Prices in the Short-term," Working Papers, Princeton University. Economics Department., number 2023-06, Mar.
• Caio Almeida & Gustavo Freire, 2023, "Which (Nonlinear) Factor Models?," Working Papers, Princeton University. Economics Department., number 2023-07, Apr.
• Rohan Kekre & Moritz Lenel & Federico Mainardi, 2023, "Monetary Policy, Segmentation, and the Term Structure," Working Papers, Princeton University. Economics Department., number 2023-08, Sep.
• José Miguel Cardoso da Costa & Rui Albuquerque, 2023, "Price elasticity of demand and risk-bearing capacity in sovereign bond auctions," Working Papers, Banco de Portugal, Economics and Research Department, number w202302.
• Paulo M.M. Rodrigues & João Nicolau, 2023, "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Working Papers, Banco de Portugal, Economics and Research Department, number w202306.
• Kanis Saengchote & Voraprapa Nakavachara & Yishuang Xu, 2023, "Capitalising the Network Externalities of New Land Supply in the Metaverse," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 203, Mar.
• Thorsten V. Koeppl & Jeremy M Kronick & James McNeil, 2023, "Using Functional Shocks to Assess Conventional and Unconventional Monetary Policy in Canada," Working Paper, Economics Department, Queen's University, number 1499, Apr.
• Kazuhiro Hiraki & George Skiadopoulos, 2023, "The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure," Working Papers, Queen Mary University of London, School of Economics and Finance, number 946, Feb.
• Haroon Mumtaz & Jumana Saleheen & Roxane Spitznagel, 2023, "Keep it Simple: Central Bank Communication and Asset Prices," Working Papers, Queen Mary University of London, School of Economics and Finance, number 960, Jul.
• Ilaria Piatti & Joel Shapiro & Xuan Wang, 2023, "Sustainable Investing and Public Goods Provision," Working Papers, Queen Mary University of London, School of Economics and Finance, number 969, Nov.
• Olivier Accominotti & Thilo N. H. Albers & Kim Oosterlinck, 2023, "Selective Default Expectations," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 425, Sep.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2023, "Re-use of collateral: Leverage, volatility, and welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 47, pages 19-46, January, DOI: 10.1016/j.red.2022.03.003.
• Cyn-Young Park & Kwanho Shin, 2023, "The Development of Local Currency Bond Markets and Uncovered Interest Rate Parity," ADB Economics Working Paper Series, Asian Development Bank, number 677, Feb.
• Abhinava Tripathi & Alok Dixit, 2023, "Global Component of Sentiment in Futures Markets: Evidence from Covid-19 Pandemic," American Business Review, Pompea College of Business, University of New Haven, volume 26, issue 2, pages 355-384.
• Mikhail Makushkin & Victor Lapshin, 2023, "Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 69, pages 5-27.
• Georges Dionne & Jingyuan Li & Cédric Okou, 2023, "An extension of the consumption-based CAPM model," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 12-4, Jul.
• Sang Buhm Hahn & Sehoon Kwon & Yeongseop Rhee, 2023, "Foreigners’ Short Selling in the Korean Stock Market around the Financial Crisis," East Asian Economic Review, Korea Institute for International Economic Policy, volume 27, issue 2, pages 145-176, DOI: 10.11644/KIEP.EAER.2023.27.2.421.
• Abdulnasser Hatemi-J & Youssef El-Khatib, 2023, "The Dividend Discount Model with Multiple Growth Rates of any Order for Stock Evaluation," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 76, issue 1, pages 135-146.
• Mohammed M. Tumala & Ngozi V. Atoi & Tari M. Karimo, 2023, "Returns and Volatility Spillover between Nigeria and Selected Global Stock Markets: A Diebold-Yilmaz Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 76, issue 2, pages 173-208.
• Mohammad Reza Monjazeb & Masoud Matani & Seyyed Farhad Movahedi, 2023, "Impacts of The Asymmetric Oil Price Volatility on Iranian Stock Returns: A Quantile Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 4, pages 97-132.
• Adel Karimi & Farzin Arbabi & Manijeh Hadinejad Darsara & Khashayar Seyed Shukri, 2023, "Examining the Effects of Internal and External Shocks on the Trade Balance of Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 10, issue 1, pages 289-322.
• Seema REHMAN & Saqib SHARIF & Wali ULLAH, 2023, "Relative Signed Jump and Future Stock Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 25-45, March.
• Ioannis A. Venetis & Avgoustinos Ladas, 2023, "Co-movement and global factors in sovereign bond yields," Bulletin of Applied Economics, Risk Market Journals, volume 10, issue 2, pages 17-45.
• Shilov, Kirill (Шилов, Кирилл) & Zubarev, Andrey (Зубарев, Андрей), 2023, "Return factors of Ether cryptocurrency: on chain metrics and DeFi," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220221, Apr.
• Helmuth Yesid Arias Gomez & Gabriela AntoÅ¡ova, 2023, "Impact of Lockdown Measures on Central-East European Stock Markets: A Cointegration and Granger Causality Analysis of Indices," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 26, issue 1, pages 05-16, December.
• Lai T Hoang & Joey Wenling Yang, 2023, "Sustainable institutional investment in the COVID-19 pandemic," Australian Journal of Management, Australian School of Business, volume 48, issue 1, pages 3-37, February, DOI: 10.1177/03128962221078943.
• David J Johnstone, 2023, "Capital budgeting and Kelly betting," Australian Journal of Management, Australian School of Business, volume 48, issue 3, pages 625-651, August, DOI: 10.1177/03128962221118837.
• Vinod Kumar, 2023, "Is the Beta Anomaly Real? A Correction in Existing Theories of Cost of Capital and Asset Pricing," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 22, issue 2, pages 135-163, June, DOI: 10.1177/09726527231160863.
• Pradiptarathi Panda & Wasim Ahmad & M. Thiripalraju, 2023, "Better to Give than to Receive: A Study of BRICS Countries Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 22, issue 2, pages 164-188, June, DOI: 10.1177/09726527231154100.
• Ansu Royit & Babu Jose & James Varghese, 2023, "Beware of Extreme Investor Sentiments! Indian Evidence on the Performance of Neuro-specific Options Volatility Trading Strategies on the Facets of COVID-19," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 22, issue 3, pages 326-350, September, DOI: 10.1177/09726527231165820.
• Mohammad Enamul Hoque & Soo-Wah Low & Mohd Azlan Shah Zaidi & Lain-Tze Tee & Noor Azlan Ghazali, 2023, "Asymmetric and Lag Effects of Industry Risk Factors on the Malaysian Oil and Gas Stocks," SAGE Open, , volume 13, issue 3, pages 21582440231, July, DOI: 10.1177/21582440231179444.
• Yue’e Long & Wunhong Su & Yufan Tan, 2023, "Does a Share Name Change Have an Impact on the Pricing Efficiency of the Share?," SAGE Open, , volume 13, issue 4, pages 21582440231, December, DOI: 10.1177/21582440231219071.
• Federica Vassalli & Massimiliano Tancioni, 2023, "Shedding lights on Leaning Against the Wind," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 234, Jan.
• Jolana Stejskalova, 2023, "We investigated the link between stock returns of automobile companies, Fama French factors, and behavioral attention, represented by demand for a selected car brand belonging to an automobile company. Using Google search activity, we focus on the im," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 71, issue 3, pages 202-221, March.
• Mohsin Waheed & Zulfiqar Hyder, 2023, "What Explains the Volatility in Pakistan’s Sovereign Bond Yields?," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 112, Apr.
• Daniele Massacci, 2023, "Instability of Factor Strength in Asset Returns," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 685, Oct.
• Magdalena Grothe, 2023, "Monetary Policy Spillovers to Polish Financial Markets," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 1-10.
• Magdalena Mikolajek-Gocejna, 2023, "Application of Chow, Cusum and Rolling Window in Testing Stability of Systematic Risk of Companies Listed in WIG-ESG in 2019–2022," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 20, pages 1-29, DOI: 10.7172/2353-6845.jbfe.2023.2.1.
• Jacek Karasinki & Jan Zadrozny, 2023, "The Impact of the Outbreak of Russia-Ukraine War on Commodity, Stock and Cryptocurrency Markets (Wplyw wybuchu wojny rosyjsko-ukrainskiej na rynki towarow, akcji i kryptowalut)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 38, pages 64-75.
• Jun Hee Kwak & Bada Han & Jaeyoung Lee, 2023, "The Causal Effects of Equity Flows: Evidence from Korea," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2307.
• Romain Baeriswyl & Alex Oktay & Marc-Antoine Ramelet, 2023, "Exchange rate shocks and equity prices: the role of currency denomination," Working Papers, Swiss National Bank, number 2023-05.
• Rodrigo De-Losso & Jose Carlos de Souza Santos, 2023, "Autopsy of a Myth: Dissecting the Anatocism Fallacy in Amortization Systems," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2023_09, Jul, revised 25 Sep 2023.
• Yamei Zhao, 2023, "The Impact of Green Diamond Reward Rating on Liquidity Risk of ESG Exchange Traded Funds (ETFs)," Advances in Economics, Business and Management Research, Springer, in: Yushi Jiang & Guangming Li & Wilson Xinbao Li, "Proceedings of the 8th International Conference on Financial Innovation and Economic Development (ICFIED 2023)", DOI: 10.2991/978-94-6463-142-5_55.
• Fischer, Marcel & Hauf, Patrick & Stehle, Simon, 2023, "How do assessed values affect the transaction prices of homes?," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 293.
• Meinerding, Christoph & Schüler, Yves S. & Zhang, Philipp, 2023, "Shocks to transition risk," Discussion Papers, Deutsche Bundesbank, number 04/2023.
• Speck, Christian, 2023, "Pricing the Bund term structure with linear regressions – without an observable short rate," Discussion Papers, Deutsche Bundesbank, number 08/2023.
• Kaldorf, Matthias & Röttger, Joost, 2023, "Convenient but risky government bonds," Discussion Papers, Deutsche Bundesbank, number 15/2023.
• Strobel, Lena, 2023, "Quantifying the pull-to-par effect for German banks' bond portfolios," Technical Papers, Deutsche Bundesbank, number 06/2023.
• Strobel, Lena, 2023, "Quantifizierung des Pull-to-Par-Effekts für Anleiheportfolios deutscher Banken
  [Quantifying the pull-to-par effect for German banks' bond portfolios]," Technical Papers, Deutsche Bundesbank, number 06/2023.
• Bichler, Shimshon & Nitzan, Jonathan, 2023, "Inflation as Redistribution. Creditors, Workers, Policymakers," Working Papers on Capital as Power, Capital As Power - Toward a New Cosmology of Capitalism, number 2023/01.
• Farrell, Michael & Murphy, Dermot & Painter, Marcus & Zhang, Guangli, 2023, "The complexity yield puzzle: A textual analysis of municipal bond disclosures," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 338.
• Simon, Frederik & Weibels, Sebastian & Zimmermann, Tom, 2025, "Deep parametric portfolio policies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-01, revised 2025.
• Höck, André & Bauckloh, Michael Tobias & Dumrose, Maurice & Klein, Christian, 2023, "ESG criteria and the credit risk of corporate bond portfolios," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-03.
• Huang, Alan Guoming & Wermers, Russ & Xue, Jinming, 2023, ""Buy the rumor, sell the news": Liquidity provision by bond funds following corporate news events," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-07.
• Braun, Alexander & Braun, Julia & Weigert, Florian, 2023, "Extreme weather risk and the cost of equity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-08.
• Moro, Alessandro & Zaghini, Andrea, 2023, "The green sin: How exchange rate volatility and financial openness affect green premia," CFS Working Paper Series, Center for Financial Studies (CFS), number 715, DOI: 10.2139/ssrn.4660071.
• Kräussl, Roman & Oladiran, Tobi & Stefanova, Denitsa, 2023, "ESG as protection against downside risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 708, DOI: 10.2139/ssrn.4335850.
• Aubry, Mathieu & Kräussl, Roman & Manso, Gustavo & Spaenjers, Christophe, 2023, "Biased auctioneers," CFS Working Paper Series, Center for Financial Studies (CFS), number 692.
• Kräussl, Roman & Kräussl, Zsofia & Pollet, Joshua M. & Rinne, Kalle, 2023, "The performance of marketplace lenders," CFS Working Paper Series, Center for Financial Studies (CFS), number 706, DOI: 10.2139/ssrn.3240020.
• Benchimol, Jonathan & Saadon, Yossi & Segev, Nimrod, 2023, "Stock market reactions to monetary policy surprises under uncertainty," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 89, pages 1-12.
• Ifrim, Adrian, 2023, "Sentimental Discount Rate Shocks," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 268363.
• Zarifhonarvar, Ali, 2023, "The Capital Asset Pricing Model: A New Empirical Investigation," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 268396.
• Suaste Cherizola, Jesús, 2023, "상품에서 자산으로: 권력으로서의 자본과 금융의 존재론
  [From Commodities to Assets: Capital as Power and the Ontology of Finance]," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 279956.
• Barak, Ronen E. & Aharon, Itzhak & Hatzor, Limor, 2023, "A Cross-Modality Anchoring Bias as a Possible Cognitive Explanation for the Discretionary Accruals Anomaly," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 306142.
• Ash, Thomas & Nikolaishvili, Giorgi & Struby, Ethan, 2023, "News Shocks under Financial Frictions: A comment on Görtz et al. (2022)," I4R Discussion Paper Series, The Institute for Replication (I4R), number 51.
• Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023, "Mental models of the stock market," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 406, DOI: 10.2139/ssrn.4589777.
• Dittmar, Robert F. & Schlag, Christian & Thimme, Julian, 2023, "Non-substitutable consumption growth risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 408, DOI: 10.2139/ssrn.3289249.
• Segal, Gill & Shaliastovich, Ivan, 2023, "Uncertainty, risk, and capital growth," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 388, DOI: 10.2139/ssrn.4465821.
• Mücke, Christian, 2023, "Bank dividend restrictions and banks' institutional investors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 392, DOI: 10.2139/ssrn.4498119.
• Jappelli, Ruggero & Pelizzon, Loriana & Subrahmanyam, Marti G., 2023, "Quantitative easing, the repo market, and the term structure of interest rates," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 395.
• Bagnara, Matteo & Goodarzi, Milad, 2023, "Clustering-based sector investing," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 397.
• Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2023, "Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202315, Nov, revised Nov 2023.
• Mercan Hatipoglu, 2023, "What Determined Stock Returns in Turkey from 1990 to 2022: Evidence from Structural Break Regression," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 73, issue 73-1, pages 185-202, June, DOI: 10.26650/ISTJECON2022-1161840.
• Idowu Bosede Fasola & Oluseun Paseda, 2023, "Earnings Announcement and Stock Prices of Quoted Deposit Money Banks in Nigeria in the Era of COVID-19 Pandemic," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 4, pages 123-154, Octoberâ€.
• Peng Liang & Xingnan Xue & Nan Hu & Ling Liu, 2023, "The Determinants of Insider Trading in the Credit Default Swap Market—A Network Perspective," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 1, pages 29-53, Januaryâ€.
• Uhunmwangho Monday, 2023, "Regulations, Bank Stability Measures and Stock Market," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 1, pages 87-103, Januaryâ€.
• Jochen Güntner & Benjamin Karner, 2023, "The bond agio premium," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2023-13, Sep.
• Qi Zhao & Alexandra Chronopoulou, 2023, "Delta-hedging in fractional volatility models," Annals of Finance, Springer, volume 19, issue 1, pages 119-140, March, DOI: 10.1007/s10436-022-00415-w.
• Dilip B. Madan & King Wang, 2023, "The valuation of corporations: a derivative pricing perspective," Annals of Finance, Springer, volume 19, issue 1, pages 1-21, March, DOI: 10.1007/s10436-023-00424-3.
• Dorsaf Cherif & Emmanuel Lépinette, 2023, "No-arbitrage conditions and pricing from discrete-time to continuous-time strategies," Annals of Finance, Springer, volume 19, issue 2, pages 141-168, June, DOI: 10.1007/s10436-023-00426-1.
• Immacolata Oliva & Ilaria Stefani, 2023, "Co-jumps and recursive preferences in portfolio choices," Annals of Finance, Springer, volume 19, issue 3, pages 291-324, September, DOI: 10.1007/s10436-023-00425-2.
• Robert A. Jarrow, 2023, "The no-arbitrage pricing of non-traded assets," Annals of Finance, Springer, volume 19, issue 3, pages 401-418, September, DOI: 10.1007/s10436-023-00434-1.
• Wolfgang Schadner & Sebastian Lang, 2023, "The value of expected return persistence," Annals of Finance, Springer, volume 19, issue 4, pages 449-476, December, DOI: 10.1007/s10436-023-00428-z.
• Marcin Pietrzak, 2023, "What can monetary policy tell us about Bitcoin?," Annals of Finance, Springer, volume 19, issue 4, pages 545-559, December, DOI: 10.1007/s10436-023-00432-3.
• Jan Matas & Jan Pospíšil, 2023, "Robustness and sensitivity analyses of rough Volterra stochastic volatility models," Annals of Finance, Springer, volume 19, issue 4, pages 523-543, December, DOI: 10.1007/s10436-023-00433-2.
• S. Pavithra & Parthajit Kayal, 2023, "A Study of Investment Style Timing of Mutual Funds in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 1, pages 49-72, March, DOI: 10.1007/s10690-022-09368-6.
• Ved Dilip Beloskar & S. V. D. Nageswara Rao, 2023, "Did ESG Save the Day? Evidence From India During the COVID-19 Crisis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 1, pages 73-107, March, DOI: 10.1007/s10690-022-09369-5.
• Hema Divya Kantamaneni & Vasudeva Reddy Asi, 2023, "Market Efficiency of Commodity Derivatives with Reference to Nonagricultural Commodities," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 1, pages 247-258, March, DOI: 10.1007/s10690-023-09400-3.
• Dilip B. Madan & King Wang, 2023, "Measuring Dependence in a Set of Asset Returns," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 2, pages 363-385, June, DOI: 10.1007/s10690-022-09378-4.
• Kin Ming Wong & Kwok Ping Tsang, 2023, "Inclusions and Exclusions of Stocks in Cross-Border Investments: The Case of Stock Connect," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 4, pages 701-727, December, DOI: 10.1007/s10690-022-09395-3.
• Dimitri Vayanos & Paul Woolley, 2023, "Asset Management as Creator of Market Inefficiency," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 51, issue 1, pages 1-11, March, DOI: 10.1007/s11293-023-09769-6.
• Eugen Alberti & Tim Alexander Herberger & Manuela Ender, 2023, "Short-Term Stock Performance of Health Care Companies in Times of Viral Epidemics and Pandemics," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 51, issue 2, pages 131-148, September, DOI: 10.1007/s11293-023-09778-5.
• Bo Li & Sabri Boubaker & Zhenya Liu & Waël Louhichi & Yao Yao, 2023, "Exploring the Nonlinear Idiosyncratic Volatility Puzzle: Evidence from China," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 2, pages 527-559, August, DOI: 10.1007/s10614-022-10265-3.
• Ivo Bakota, 2023, "Market Clearing and Krusell-Smith Algorithm in an Economy with Multiple Assets," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 3, pages 1007-1045, October, DOI: 10.1007/s10614-022-10290-2.
• Ahmed R. M. Alsayed, 2023, "Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 3, pages 1107-1123, October, DOI: 10.1007/s10614-022-10293-z.
• Wilco Legierse, 2023, "Offering Method and Pricing of IPOs: An Analysis of Stock IPOs in the Netherlands, 1918–1939," De Economist, Springer, volume 171, issue 3, pages 207-238, September, DOI: 10.1007/s10645-023-09422-2.
• Mustafa Tevfik Kartal & Mustafa Kevser & Fatih Ayhan, 2023, "Asymmetric effects of global factors on return of cryptocurrencies by novel nonlinear quantile approaches," Economic Change and Restructuring, Springer, volume 56, issue 3, pages 1515-1535, June, DOI: 10.1007/s10644-023-09484-x.
• Salah A. Nusair & Jamal A. Al-Khasawneh, 2023, "Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis," Economic Change and Restructuring, Springer, volume 56, issue 3, pages 1849-1893, June, DOI: 10.1007/s10644-023-09494-9.
• Suk Hyun & Donghyun Park & Shu Tian, 2023, "The price of frequent issuance: the value of information in the green bond market," Economic Change and Restructuring, Springer, volume 56, issue 5, pages 3041-3063, October, DOI: 10.1007/s10644-022-09417-0.
• Yaxue Yan & Weijuan Liang & Banban Wang & Xiaoling Zhang, 2023, "Spillover effect among independent carbon markets: evidence from China’s carbon markets," Economic Change and Restructuring, Springer, volume 56, issue 5, pages 3065-3093, October, DOI: 10.1007/s10644-022-09431-2.
• David Oluseun Olayungbo & Aziza Zhuparova & Mamdouh Abdulaziz Saleh Al-Faryan, 2023, "Oil supply and oil price determination among OPEC and non-OPEC countries: Bayesian Granger network analysis," Economic Change and Restructuring, Springer, volume 56, issue 6, pages 4603-4628, December, DOI: 10.1007/s10644-023-09565-x.
• Tobias Wiest, 2023, "Momentum: what do we know 30 years after Jegadeesh and Titman’s seminal paper?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 1, pages 95-114, March, DOI: 10.1007/s11408-022-00417-8.
• Joshua Traut, 2023, "What we know about the low-risk anomaly: a literature review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 3, pages 297-324, September, DOI: 10.1007/s11408-023-00427-0.
• Dmitry Bazhutov & André Betzer & Richard Stehle, 2023, "Beta estimation in the European network regulation context: what matters, what doesn’t, and what is indispensable," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 3, pages 239-275, September, DOI: 10.1007/s11408-023-00428-z.
• Tom Burdorf, 2023, "The bond king: how one man made a market, built an empire, and lost it all—review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 4, pages 499-502, December, DOI: 10.1007/s11408-022-00422-x.
• Xian Gu & Iftekhar Hasan & Haitian Lu, 2023, "Institutions and Corporate Reputation: Evidence from Public Debt Markets," Journal of Business Ethics, Springer, volume 183, issue 1, pages 165-189, February, DOI: 10.1007/s10551-021-05020-x.
• Jan Hanousek & Hoje Jo & Christos Pantzalis & Jung Chul Park, 2023, "A Dilemma of Self-interest vs. Ethical Responsibilities in Political Insider Trading," Journal of Business Ethics, Springer, volume 187, issue 1, pages 137-167, September, DOI: 10.1007/s10551-022-05265-0.
• Yi Si & Chongwu Xia, 2023, "The Effect of Human Capital on Stock Price Crash Risk," Journal of Business Ethics, Springer, volume 187, issue 3, pages 589-609, October, DOI: 10.1007/s10551-022-05134-w.
• Aleš Bulíř & Jan Vlček, 2023, "Monetary Policy is Not Always Systematic and Data-Driven: Evidence from the Yield Curve," Open Economies Review, Springer, volume 34, issue 1, pages 93-112, February, DOI: 10.1007/s11079-022-09663-9.
• Dimitrios Koutmos, 2023, "Investor sentiment and bitcoin prices," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 1, pages 1-29, January, DOI: 10.1007/s11156-022-01086-4.
• Ben Angelo & Mitchell Johnston, 2023, "Do investors infer future cash flow volatility based on liquidity?," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 1, pages 259-294, January, DOI: 10.1007/s11156-022-01094-4.
• Vitor Azevedo & Christopher Hoegner, 2023, "Enhancing stock market anomalies with machine learning," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 1, pages 195-230, January, DOI: 10.1007/s11156-022-01099-z.
• Sunil K. Mohanty & Stein Frydenberg & Petter Osmundsen & Sjur Westgaard & Christian Skjøld, 2023, "Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 2, pages 715-746, February, DOI: 10.1007/s11156-022-01107-2.
• Khelifa Mazouz & Yuliang Wu & Rabab Ebrahim & Abhijit Sharma, 2023, "Dividend policy, systematic liquidity risk, and the cost of equity capital," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 3, pages 839-876, April, DOI: 10.1007/s11156-022-01114-3.
• Julian Kaboth & Arnd Lodowicks & Maximilian Schreiter & Bernhard Schwetzler, 2023, "Same same but different: how preferential claims trigger valuation discounts in equity tranches of VC-backed firms," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 3, pages 877-914, April, DOI: 10.1007/s11156-022-01115-2.
• Jeffrey R. Black & Pankaj K. Jain & Wei Sun, 2023, "Trade-time clustering," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 3, pages 1209-1242, April, DOI: 10.1007/s11156-023-01125-8.
• Zhaobo Zhu & Licheng Sun & Min Chen, 2023, "Fundamental strength and the 52-week high anchoring effect," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 4, pages 1515-1542, May, DOI: 10.1007/s11156-023-01138-3.
• Huong Le & Andros Gregoriou & Tung Nguyen, 2023, "Advertising, product market competition and stock returns," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 4, pages 1605-1628, May, DOI: 10.1007/s11156-023-01143-6.
• Alena Audzeyeva & Xu Wang, 2023, "Fundamentals, real-time uncertainty and CDS index spreads," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 1-33, July, DOI: 10.1007/s11156-023-01127-6.
• Kathryn E. Easterday & Pradyot K. Sen, 2023, "Another look at the dividend-price relationship in the accounting valuation framework," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 879-925, October, DOI: 10.1007/s11156-023-01167-y.
• Stephen Penman & Julie Zhu & Haofei Wang, 2023, "The implied cost of capital: accounting for growth," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 1029-1056, October, DOI: 10.1007/s11156-023-01175-y.
• Adnan Abo Al Haija & Rahma Lahyani, 2023, "Dynamic interactions of actual stock returns with forecasted stock returns and investors’ risk aversion: empirical evidence interplaying the impact of Covid-19 pandemic," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 1129-1149, October, DOI: 10.1007/s11156-023-01181-0.
• Sungjun Cho & Liu Liu, 2023, "Correcting estimation bias in regime switching dynamic term structure models," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 1093-1127, October, DOI: 10.1007/s11156-023-01182-z.
• Yu-Fen Chen & Cheng-Few Lee & Fu-Lai Lin, 2023, "The influences of information demand and supply on stock price synchronicity," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 1151-1176, October, DOI: 10.1007/s11156-023-01183-y.
• Massimo G. Colombo & Benedetta Montanaro & Silvio Vismara, 2023, "What drives the valuation of entrepreneurial ventures? A map to navigate the literature and research directions," Small Business Economics, Springer, volume 61, issue 1, pages 59-84, June, DOI: 10.1007/s11187-022-00688-5.
• Takeo Hori & Ryonghun Im, 2023, "Paper Withdrawn," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 262, Dec.
• Katsutoshi WAKAI, 2023, "A Factor Pricing Model under Ambiguity:A Multi-Period Framework," Discussion papers, Graduate School of Economics , Kyoto University, number e-22-012, Mar.
• Tanweer Akram & Khawaja Mamun, 2023, "Chinese Yuan Interest Rate Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1014, Feb.
• Tanweer Akram & Khawaja Mamun, 2023, "An Inquiry Concerning Japanese Yen Interest Rate Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1019, May.
• Tanweer Akram & Khawaja Mamun, 2023, "The Macrodynamics of Indian Rupee Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1020, Jun.
• Tanweer Akram & Khawaja Mamun, 2023, "Euro Interest Rate Swap Yields: A GARCH Analysis," Economics Working Paper Archive, Levy Economics Institute, number wp_1034, Dec.
• Sofia B. Ramosa & Abderrahim Taamouti & Helena Veiga, 2023, "Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach," Working Papers, University of Liverpool, Department of Economics, number 202309.
• Patrick Gruning & Andrejs Zlobins, 2023, "Quantitative Tightening: Lessons from the US and Potential Implications for the EA," Working Papers, Latvijas Banka, number 2023/09, Dec.
• Theodore Panagiotidis & Georgios Papapanagiotou & Thanasis Stengos, 2023, "A Bayesian approach for the determinants of bitcoin returns," Discussion Paper Series, Department of Economics, University of Macedonia, number 2023_05, May, revised May 2023.
• Michal Drabek & Daniel Pastorek, 2023, "The impact of ownership structure on the market value of companies in response to COVID-19," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2023-87, Mar.
• Andrea Ugolini & Juan C. Reboredo & Javier Ojea-Ferreiro, 2023, "Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps," Working Papers, University of Milano-Bicocca, Department of Economics, number 509, Jan.
• Gianluca Cassese, 2023, "Subjective expected utility and psychological gambles," Working Papers, University of Milano-Bicocca, Department of Economics, number 524, Jul, revised Jul 2023.
• Nuno Cassola & Claudio Morana & Elisa Ossola, 2023, "Green risk in Europe," Working Papers, University of Milano-Bicocca, Department of Economics, number 526, Sep.
• Yin Yin Koay & Chee-Wooi Hooy, 2023, "Does Local Risk Still Matter in the Highly Liberalised Emerging Market of Malaysia?," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 60, issue 1, pages 123-143, January, DOI: 10.22452/MJES.vol60no1.7.
• Edward I. Altman & Rafał Sieradzki & Michał Thlon, 2023, "Assessing the impact of economic and financial shocks on SME credit quality: a scenario analysis," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 2, pages 89-128.
• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023, "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2023".
• Lin William Cong & Yizhou Xiao, 2023, "Information Cascades and Threshold Implementation: Theory and An Application to Crowdfunding," NBER Working Papers, National Bureau of Economic Research, Inc, number 30820, Jan.
• Suman Banerjee & Ravi Jagannathan & Kai Wang, 2023, "Price Destabilizing Speculation: The Role of Strategic Limit Orders," NBER Working Papers, National Bureau of Economic Research, Inc, number 30828, Jan.
• Wan-Chien Chiu & Ravi Jagannathan & Yo-Lan Lin & Kevin Tseng, 2023, "A Simple Approach to Valuing Intangibles and Rents," NBER Working Papers, National Bureau of Economic Research, Inc, number 30829, Jan.
• Hui Chen & Winston Wei Dou & Hongye Guo & Yan Ji, 2023, "Feedback and Contagion through Distressed Competition," NBER Working Papers, National Bureau of Economic Research, Inc, number 30841, Jan.
• David Hirshleifer & Lin Peng & Qiguang Wang, 2023, "News Diffusion in Social Networks and Stock Market Reactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 30860, Jan.
• Wei Dai & Mamdouh Medhat & Robert Novy-Marx & Savina Rizova, 2023, "Reversals and the Returns to Liquidity Provision," NBER Working Papers, National Bureau of Economic Research, Inc, number 30917, Feb.
• Carolin Pflueger, 2023, "Back to the 1980s or Not? The Drivers of Inflation and Real Risks in Treasury Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 30921, Feb.
• Lin William Cong & Nathan Darden George & Guojun Wang, 2023, "RIM-Based Value Premium and Factor Pricing Using Value-Price Divergence," NBER Working Papers, National Bureau of Economic Research, Inc, number 30967, Feb.
• Anna Cieslak & Carolin Pflueger, 2023, "Inflation and Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 30982, Mar.
• Christoph E. Boehm & T. Niklas Kroner, 2023, "The US, Economic News, and the Global Financial Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 30994, Mar.
• Ravi Jagannathan & Robert Korajczyk & Kai Wang, 2023, "An Intangibles-Adjusted Profitability Factor," NBER Working Papers, National Bureau of Economic Research, Inc, number 31068, Mar.
• Mark Grinblatt & Gergana Jostova & Alexander Philipov, 2023, "Analyst Bias and Mispricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31094, Mar.
• Stefano Giglio & Bryan T. Kelly & Serhiy Kozak, 2023, "Equity Term Structures without Dividend Strips Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 31119, Apr.
• Vadim Elenev & Tim Landvoigt, 2023, "Asset Pricing with Optimal Under-Diversification," NBER Working Papers, National Bureau of Economic Research, Inc, number 31121, Apr.
• Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng, 2023, "Biodiversity Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 31137, Apr.
• Itamar Drechsler & Alexi Savov & Philipp Schnabl & Olivier Wang, 2023, "Deposit Franchise Runs," NBER Working Papers, National Bureau of Economic Research, Inc, number 31138, Apr.
• Alex Edmans & Caroline Flammer & Simon Glossner, 2023, "Diversity, Equity, and Inclusion," NBER Working Papers, National Bureau of Economic Research, Inc, number 31215, May.
• John Y. Campbell & Can Gao & Ian W.R. Martin, 2023, "Debt and Deficits: Fiscal Analysis with Stationary Ratios," NBER Working Papers, National Bureau of Economic Research, Inc, number 31224, May.
• Serhiy Kozak & Stefan Nagel, 2023, "When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31275, May.
• Shimon Kogan & Igor Makarov & Marina Niessner & Antoinette Schoar, 2023, "Are Cryptos Different? Evidence from Retail Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 31317, Jun.
• Niels Joachim Gormsen & Kilian Huber, 2023, "Corporate Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 31329, Jun.
• Marco Di Maggio & Francesco Franzoni & Shimon Kogan & Ran Xing, 2023, "Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 31360, Jun.
• Urban Jermann, 2023, "Gold's Value as an Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 31386, Jun.
• Matthias Fleckenstein & Francis A. Longstaff, 2023, "Do Municipal Bond Investors Pay a Convenience Premium to Avoid Taxes?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31389, Jun.
• Kaiji Chen & Yiqing Xiao & Tao Zha, 2023, "Deposit Regulation and Monetary Transmission in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 31396, Jun.
• Mikhail Chernov & Magnus Dahlquist, 2023, "Currency Risk Premiums: A Multi-horizon Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 31418, Jun.
• Lin William Cong & Guanhao Feng & Jingyu He & Junye Li, 2023, "Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31424, Jul.
• Dong Huang & William N. Goetzmann, 2023, "Selection-Neglect in the NFT Bubble," NBER Working Papers, National Bureau of Economic Research, Inc, number 31498, Jul.
• Bryan T. Kelly & Dacheng Xiu, 2023, "Financial Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 31502, Jul.
• Jean Lacroix & Kris James Mitchener & Kim Oosterlinck, 2023, "Domino Secessions: Evidence from the U.S," NBER Working Papers, National Bureau of Economic Research, Inc, number 31589, Aug.
• Sebastian Di Tella & Benjamin M. Hébert & Pablo Kurlat & Qitong Wang, 2023, "The Zero-Beta Interest Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 31596, Aug.
• Jonathan A. Parker & Yang Sun, 2023, "Target Date Funds as Asset Market Stabilizers: Evidence from the Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 31640, Aug.
• Mihir Gandhi & Niels Joachim Gormsen & Eben Lazarus, 2023, "Forward Return Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 31687, Sep.
• Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2023, "Complexity in Factor Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 31689, Sep.
• Martin Lettau, 2023, "High-Dimensional Factor Models and the Factor Zoo," NBER Working Papers, National Bureau of Economic Research, Inc, number 31719, Sep.
• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023, "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 31787, Oct.
• Matthew E. Kahn & John Matsusaka & Chong Shu, 2023, "Divestment and Engagement: The Effect of Green Investors on Corporate Carbon Emissions," NBER Working Papers, National Bureau of Economic Research, Inc, number 31791, Oct.
• Marlon Azinovic-Yang & Harold L. Cole & Felix Kubler, 2023, "Low Risk-Free Rates and Intertemporal Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 31832, Nov.
• Ian Dew-Becker & Stefano Giglio, 2023, "Risk Preferences Implied by Synthetic Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 31833, Nov.
• Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig & Jialu Sun, 2023, "Implications of Asset Market Data for Equilibrium Models of Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 31851, Nov.
• John Y. Campbell & Stefano Giglio & Christopher Polk, 2023, "What Drives Booms and Busts in Value?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31859, Nov.
• Viral V. Acharya & Toomas Laarits, 2023, "When do Treasuries Earn the Convenience Yield? — A Hedging Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 31863, Nov.
• Ian Dew-Becker & Stefano Giglio, 2023, "Recent Developments in Financial Risk and the Real Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 31878, Nov.
• Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2023, "Supply and Demand and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 31879, Nov.
• Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2023, "Sequential Search for Corporate Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 31904, Nov.
• Fernando D. Chague & Bruno Giovannetti & Bernard Herskovic, 2023, "Information Leakage from Short Sellers," NBER Working Papers, National Bureau of Economic Research, Inc, number 31927, Dec.
• Kerry Back & Bruce I. Carlin & Seyed Mohammad Kazempour & Chloe L. Xie, 2023, "American Disclosure Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 31935, Dec.
• Kopaliani, R. & Denisov, N., 2023, "Composite option pricing and the volatility surface construction," Journal of the New Economic Association, New Economic Association, volume 60, issue 3, pages 27-48, DOI: 10.31737/22212264_2023_3_27-48.
• Andrew Detzel & Jefferson Duarte & Avraham Kamara & Stephan Siegel & Celine Sun, 2023, "The Cross-Section of Volatility and Expected Returns: Then and Now," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 9-56, August, DOI: 10.1561/104.00000125.
• Seongkyu Gilbert Park & K. C. John Wei & Linti Zhang, 2023, "The Fu (2009) Positive Relation Between Idiosyncratic Volatility and Expected Returns is Due to Look-Ahead Bias," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 57-124, August, DOI: 10.1561/104.00000126.
• Mardy Chiah & Philip Gharghori & Angel Zhong, 2023, "Has Idiosyncratic Volatility Increased? Not in Recent Times," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 125-170, August, DOI: 10.1561/104.00000127.
• John Y. Campbell & Martin Lettau & Burton Malkiel & Yexiao Xu, 2023, "Idiosyncratic Equity Risk Two Decades Later," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 203-223, August, DOI: 10.1561/104.00000128.
• Markus Leippold & Michal Svatoň, 2023, "Trend and Reversal of Idiosyncratic Volatility Revisited," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 171-202, August, DOI: 10.1561/104.00000129.
• Russell P. Robins & Geoffrey Peter Smith, 2023, "A New Look at Expected Stock Returns and Volatility," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 225-270, August, DOI: 10.1561/104.00000130.