Research classified by Journal of Economic Literature (JEL) codes

2026

• Liu, Qi & Wang, Ziqi & Gao, Dongxi & Yan, Jingzhou, 2026, "Trade policy uncertainty, mining costs, and bitcoin prices," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110053.
• Echeverry, David, 2026, "Correlated defaults and risk retention: Can prices be increasing in risk," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110070.
• Weiberg, Alicia & Heldmann, Jan, 2026, "Music sentiment and stock returns: A structural break in sentiment dynamics," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110071.
• Buchwalter, Bastien & Chibane, Messaoud & Giménez Roche, Gabriel A., 2026, "Is Bitcoin fragility systematically related to global uncertainty?," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110153.
• Xiang, Youtao & Gong, Junmei, 2026, "The value of climate disclosure: Evidence from corporate bond credit spreads," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110156.
• Rana, Hafiz Muhammad Usman & O'Connor, Fergal & Yerushalmi, Erez & Kim, Jae H., 2026, "Asynchronous market efficiency in gold and silver markets: A local currency lens," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110172.
• Bal, Hakan, 2026, "How should country risk enter the CAPM? Evidence from Sovereign CDS and international equity returns," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110177.
• Ooi, Kok-Hwa & Hooy, Chee-Wooi, 2026, "China's economic policy uncertainty and US variance risk premium: A flight-to-safety analysis," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110158.
• Wang, Yishu & Guo, Ruijia & Wan, Qing, 2026, "Cross-border climate policy and corporate environmental investment: Evidence from the EU CBAM and Chinese firms," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110179.
• Fodor, Andy & Onuk, Cagri Berk & Shank, Corey A., 2026, "Do economically meaningful quote differences convey private information?," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110193.
• Shen, Yijuan & Li, Zecheng & Yuan, Yuan & Cai, Yifei, 2026, "Dependence in cryptocurrencies: A Partial correlation connectedness approach," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110195.
• Li, Boyan & Wu, Chongfeng, 2026, "Beyond delta neutrality: Confidence-scaled hedging with machine learning forecasts," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109098.
• Malim Franco, João Pedro & Barasal Morales, Adriano & Poletti Laurini, Márcio, 2026, "When green turns exuberant: Bubble detection in clean-energy markets," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109109.
• Bo, Wang, 2026, "A theory of balance sheet crisis," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109123.
• Qin, Meng & LOBONŢ, Oana-Ramona & Zhou, Haigang & Hsueh, Hsin-Pei, 2026, "Enabler or barrier? Evaluating the effectiveness of green financial assets in hedging against uncertainties," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.108720.
• Zhao, Shuran & Gao, Ruiqing, 2026, "Is systematic tail risk priced in China?," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109308.
• Jeong, Giho & Goh, Jihoon & Kim, Donghoon, 2026, "Speculation around celebration: Holiday, January, and lottery stocks in Korea," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109351.
• Karmaziene, Egle & Terrada, Juan M., 2026, "Fast ETFs, slow bonds: price adjustment under monetary tightening," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109385.
• Kim, Hyeonjun & Ryu, Doojin, 2026, "Investor disagreement and short-squeeze risk," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109409.
• Carvalho, Paulo V. & Falcão, Pedro F. & Pinheiro, Carlos Manuel & Carrão, Diogo, 2026, "Revisiting ESG performance: do high scores translate to higher returns? A risk-adjusted analysis of S&P 500 portfolios," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109467.
• Lo, Wen-Chi & Ko, Kuan-Cheng, 2026, "Recency biases and the idiosyncratic volatility puzzle," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109468.
• Winkler, Sebastian & Schiereck, Dirk, 2026, "Supply versus risk in sovereign yields: Evidence from Germany’s 500 billion fiscal shock," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2026.109495.
• Feldman, David & Kang, Chang-Mo & Zhao, Yifan, 2026, "Idiosyncratic volatility," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2025.109410.
• Duong, An Thi Thuy, 2026, "ESG as a conditional risk buffer: Idiosyncratic volatility and tail losses across market regimes," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109588.
• Cepni, Oguzhan & Can, Ufuk & Aysan, Ahmet Faruk, 2026, "Abnormal weather shocks and US state level municipal bond returns," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109591.
• Kwan, Alan & Onuk, Cagri Berk & Volkova, Ekaterina, 2026, "When deregulation wins: Cross-sectional evidence from the 2024 Trump election," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109597.
• Youssef, Meriem & Gallas, Salma & Urom, Christian, 2026, "Cryptocurrency price dynamics during supply chain disruptions: A quantile-on-quantile connectedness approach," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109600.
• Wang, Meng & Duan, Yixue & Yang, Guang-Zhao, 2026, "Weather alerts and stock market reactions: Evidence from China," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109628.
• Algarhi, Amr Saber & Hill, Archie & Oyebowale, Adeola Y., 2026, "Brexit and the reversal of financial influence: the UK’s shift from net volatility transmitter to receiver," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109675.
• Ozocak, Onem, 2026, "Adjustment of U.S. Treasury yields to the cointegrating relationship amid high intrapersonal uncertainty," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109681.
• Li, Wei & Hu, Xiaolu, 2026, "Perception versus fundamentals: How narrative tone shapes bond pricing," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109712.
• Hong, Gayeon, 2026, "Anchoring in calm, crumbling in crisis: The paradox of taming the long end," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109722.
• Huang, Bihong & Zhu, Kaiying, 2026, "Regulatory transparency and cost of ESG debt: Evidence from Latin America and Caribbean," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109736.
• Kim, Jeongsim, 2026, "Political uncertainty and stock prices: Evidence from South Korea’s martial law crisis," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109740.
• Abdullazade, Zaur, 2026, "Chasing ghosts: the elusive ambiguity premium in U.S. equities," Finance Research Letters, Elsevier, volume 97, issue C, DOI: 10.1016/j.frl.2026.109836.
• V․K․, Anand Krishnan & Thomas, Sony & Kumar, S.S.S., 2026, "Trading on delay: Information frictions and cross-market arbitrage in index futures," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109842.
• Alvarez, F.Xavier & Sala, Hector, 2026, "Geopolitical risk and the volatility–activity trade-off: A thermodynamic analogy," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109858.
• Liao, Meirong & He, Shouchao & Gao, Min, 2026, "Decoupling from nature: Climate risk perception, cost of capital, and firm value," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109869.
• Zhang, Yuntian & Zhang, Yongjie & Guo, Zhenao, 2026, "Buy-side divergence of opinion and stock returns: Evidence from call auctions," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109927.
• Nguyen, Van Quoc Thinh, 2026, "Time variation of size premium in the options market," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109964.
• Singer, Alexander, 2026, "Dealer competition in over-the-counter markets," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101004.
• Liu, Crocker H. & Trzcinka, Charles & Zhao, Ziwei, 2026, "The Chinese trading halt puzzle," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101007.
• Kausar, Asad & Kumar, Alok & Taffler, Richard J., 2026, "Do investors gamble with going-concern firms?," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101011.
• Ashraf, Adnan & Saleem, Muhammad & Qi, Baolei & Shakill, Ayesha, 2026, "Tick size increase and default risk of small-cap U.S. firms: Evidence from a natural experiment," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101022.
• Chang, Eric C. & Ge, Li & Lin, Tse-Chun & Ma, Xiaorong, 2026, "The effect of stock market indexing on option market conditions," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101026.
• Li, Haitao & Wu, Chongfeng & Zhou, Chunyang, 2026, "Machine+Heuristics: Nonlinear parametric portfolio policies with economic restrictions," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101001.
• Brown, William O. & Gao, Xiaoli & Han, Yufeng & Huang, Dayong & Wang, Fang, 2026, "Environmental sustainability and stock returns," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101006.
• Li, Zhiyong & Wang, Yining & Qiao, Fang & Yu, Mei, 2026, "Convertible bond return predictability with machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101010.
• Dai, Yuehao & Shi, Chao & Zhang, Ruixun, 2026, "Estimating market liquidity from daily data: Marrying microstructure models and machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101019.
• Chin, Jern Tat & Guo, Xu & Lin, Hai & Mei, Yi, 2026, "Technical indicators and the cross-section of corporate bond returns in a machine learning era," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101029.
• Wang, Yicheng & Lera, Sandro Claudio, 2026, "Meta-learning for return prediction in shifting market regimes," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101042.
• Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2026, "Social capital and stock price crash risk: cross-country evidence," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101499.
• Egebjerg, Sebastian, 2026, "Deep hedging 0DTE options," Journal of Financial Stability, Elsevier, volume 84, issue C, DOI: 10.1016/j.jfs.2026.101535.
• Suzuki, Shiba, 2026, "Asset fire sales in an incomplete market economy," Journal of Financial Stability, Elsevier, volume 84, issue C, DOI: 10.1016/j.jfs.2026.101537.
• Li, Weihan & Zhang, Jin E. & Ruan, Xinfeng & Aschakulporn, Pakorn, 2026, "The rare disaster concern index: RIX," Global Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.gfj.2025.101226.
• Bissoondoyal-Bheenick, Emawtee & Tran, Vuong Thao & Zhong, Angel, 2026, "Multivariate crash risk and worldwide stock returns," Global Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.gfj.2025.101230.
• Zhou, Yi, 2026, "Weather risk and financial markets: Credit risk, stock returns, and corporate fundamentals," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101239.
• Khiar, Mohamed Nasrallah & Kooli, Maher, 2026, "Corruption and IPO underpricing: A global perspective," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101261.
• Yee, Chanho, 2026, "Fundamental persistence and diagnostic expectations," Global Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.gfj.2026.101287.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2026, "Pollution premium: Further evidence," Global Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.gfj.2026.101288.
• Pyun, Sungjune & Sulaeman, Johan, 2026, "Cross-border trade competition and international stock return comovement," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2025.104174.
• Tabova, Alexandra & Warnock, Francis E., 2026, "Preferred habitats and timing in the world’s safe asset," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2026.104233.
• Dufrénot, Gilles & Égert, Balázs & Jawadi, Fredj, 2026, "Uncertainty, nonlinearity, and macro-financial dynamics," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2026.100677.
• Aslam, Adnan, 2026, "Oil shock spillovers in emerging markets: Sectoral dynamics of demand, supply, and risk channels," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2026.100682.
• McMillan, David G., 2026, "Stock-bond return correlation: Understanding the changing behaviour," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102242.
• Cheng, Maoyong & Duan, Huiqin & Li, Liuchuang, 2026, "Political leaders’ absences and equity market returns: Evidence from a novel uncertainty in China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102247.
• REN, Fei & YI, Miaomiao & CHEN, Zhang-Hangjian & GAO, Xiang, 2026, "The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102258.
• Sun, Xuchu & Zhang, Qing & Li, Tangrong, 2026, "How are retail investors informed? A perspective from institutional trading intention exposure," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102259.
• Seikku, Henrik & Sifat, Imtiaz, 2026, "Bitcoin bans & regulatory segmentation in digitally native asset markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102261.
• Wang, Shujie & Han, Liyan & Yang, Xiaoguang & Qiao, Tongshuai, 2026, "What Drives the Regret Premium: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102277.
• Guidolin, Massimo & Ionta, Serena, 2026, "Predictive sorting of cryptocurrencies based on fundamentals and sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2026.102285.
• Bui, Dien Giau & Chen, Ting-Hsuan & Hasan, Iftekhar & Lin, Chih-Yung, 2026, "Social capital and retail investor behavior: evidence from the corporate social irresponsibility shocks in Taiwan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 108, issue C, DOI: 10.1016/j.intfin.2026.102303.
• Fauvrelle, Thiago & Riedel, Max & Skrutkowski, Mathias, 2026, "Collateral pledgeability and asset manager portfolio choices during redemption waves," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102292.
• Aspris, Angelo & Dyhrberg, Anne Haubo & Foley, Sean & Krekel, William & Putnins, Talis J., 2026, "Is decentralized always better? How market structure affects trading costs for tokenized assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102302.
• Gao, Ge & Guariglia, Alessandra & Talavera, Oleksandr, 2026, "Information arrival and its impact on the loan secondary market: Evidence from the COVID-19 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102307.
• Kayacetin, Nuri Volkan, 2026, "Infrequent rebalancing, risk deferral, and equity returns at the turn of the month," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102309.
• Choi, Jiyoon, 2026, "Factor timing in currency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102351.
• Scharnowski, Stefan, 2026, "Fractional and around the clock: Trading activity in tokenized financial assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102355.
• Libgober, Jonathan & Michaeli, Beatrice & Wiedman, Elyashiv, 2026, "With a Grain of Salt: Investor Reactions to Uncertain News and (Non)disclosure," Journal of Accounting and Economics, Elsevier, volume 81, issue 1, DOI: 10.1016/j.jacceco.2025.101802.
• Jia, Yuecheng & Simkins, Betty & Yan, Shu & Zhang, Hongyu & Zhao, Jiangyu, 2026, "Psychological anchoring effect and cross section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107592.
• Jacobs, Heiko & Lauber, Alexander, 2026, "Media reporting and asset pricing models," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107596.
• Avramov, Doron & Cheng, Si & Tarelli, Andrea, 2026, "Active fund management when ESG matters," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107597.
• Cao, Wenbin & Duan, Xiaoman & Linn, Scott & Six, Pierre, 2026, "New tests of the theory of storage and the theory of normal backwardation: Time and frequency dimensions," Journal of Banking & Finance, Elsevier, volume 183, issue C, DOI: 10.1016/j.jbankfin.2025.107611.
• Coqueret, Guillaume & Tavin, Bertrand & Zhou, Yuxin, 2026, "Sustainability in commodity markets," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2025.107599.
• Fischer, Marcel & Hauf, Patrick & Stehle, Simon, 2026, "How do assessed values affect the transaction prices of homes?," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2025.107610.
• Fang, Yvonne & Hu, Xiaolu & Zhong, Angel & Pan, Zheyao & Cao, Youdan, 2026, "Machine learning in corporate bonds: Evidence from China," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2026.107636.
• Liu, Xin & Zhang, Tianyao (Terry) & Zhang, Yaodong, 2026, "A hidden cost of ETF investing: Retail demand shocks and limits to arbitrage," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2025.107621.
• Chava, Sudheer & Efremenko, Polina & Salva, Carolina, 2026, "ESG and bond market resilience: Evidence from the Covid crisis," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2026.107634.
• Liu, Yahui & Zhao, Wenxuan & Gao, Di & Chen, Zhaohui, 2026, "From chain waves to market moves: Untangling price efficiency in the supply chain network," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2026.107639.
• van der Wel, Michel & Zhang, Yaoyuan, 2026, "Global evidence on unspanned macro risks in dynamic term structure models," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2026.107656.
• Chen, Chen & Saha, Sounak & Shafaati, Mobina & Stivers, Chris & Sun, Licheng, 2026, "Predicting stock returns of past-winner stocks and bond returns of past-loser stocks with a stock’s 52-week price anchor," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107643.
• Guo, Jiaqi & Li, Kai & Li, Peng & Li, Youwei, 2026, "Risk appetite and (mis)pricing," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107657.
• Cakici, Nusret & Zaremba, Adam, 2026, "The more, the better? Predicting stock returns with local and global data," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107658.
• Gao, Xin & Hu, Guanglian & Li, Bingxin & Liu, Rui, 2026, "Risk premiums in the U.S. Treasury futures," Journal of Banking & Finance, Elsevier, volume 186, issue C, DOI: 10.1016/j.jbankfin.2026.107669.
• Jiang, Fuwei & Meng, Lingchao & Xue, Bowen & Yu, Jiasheng, 2026, "Interest rate skewness and stock market returns," Journal of Banking & Finance, Elsevier, volume 187, issue C, DOI: 10.1016/j.jbankfin.2026.107675.
• Yin, Ximing & Yu, Deshui & Chen, Li, 2026, "The time-varying pollution premium," Journal of Banking & Finance, Elsevier, volume 187, issue C, DOI: 10.1016/j.jbankfin.2026.107693.
• Lioui, Abraham & Misra, Sanjay, 2026, "Which carbon factor?," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107699.
• Alexiou, Lykourgos & Bevilacqua, Mattia & Hizmeri, Rodrigo, 2026, "Uncovering the asymmetric information content of high-frequency options," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107720.
• Betermier, Sebastien & Holland, Sara B. & Wilkoff, Sean, 2026, "Retiree health benefits and municipal borrowing costs," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107723.
• Goto, Shingo & Yamada, Toru, 2026, "Selection versus diversification in noisy alpha environments," Journal of Banking & Finance, Elsevier, volume 189, issue C, DOI: 10.1016/j.jbankfin.2026.107726.
• Abhisek Mahanta & Naresh Chandra Sahu & Pradeep Kumar Behera, 2026, "Sustainable Indices Outperforming Traditional Indices in India: A Comparative Study Pre and During COVID-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 213-261, March, DOI: 10.1007/s10690-024-09506-2.
• Mohammadreza Tavakoli Baghdadabad & Girijasankar Mallik & Sriram Shankar, 2026, "Market-News Co-Moments and the Cross Section of Stock Returns," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 413-504, March, DOI: 10.1007/s10690-024-09511-5.
• Wing-Keung Wong & Riffat Mughal & Mustafa Afeef & Naveed Khan & Hassan Zada, 2026, "Human Capital Based Six-Factor Asset Pricing Model in the Era of Covid-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 25-63, March, DOI: 10.1007/s10690-025-09579-7.
• Şahin Telli & Xufeng Zhao, 2026, "Price Clustering in Bitcoin Markets: The Role of Transaction Fees," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 2, pages 633-675, June, DOI: 10.1007/s10690-025-09515-9.
• Wajih Khallouli & Kamal Smimou, 2026, "Clean Energy Stock Market and Energy/Metals as Safe-Haven Assets: New Insights from Quantile-on-Quantile and Markov-Switching Approaches," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 3, pages 1981-2010, March, DOI: 10.1007/s10614-025-10932-1.
• Seyed Mehrzad Asaad Sajadi & Ali Fereydooni & Seyed Alireza Athari & Sabri Farhadi, 2026, "A Sustainable Portfolio Construction Model Based on ESG and Deep Learning Algorithms: Evidence from the U.S. Market," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 4, pages 2927-2959, April, DOI: 10.1007/s10614-025-10976-3.
• Milan Hudak, 2026, "The European Gas Market Integration During 2018–2024," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 5, pages 3347-3430, May, DOI: 10.1007/s10614-025-10911-6.
• Jiaojiao Yang & Xiuguo Gong & Ancheng Fang, 2026, "Extreme Risk Spillover from Commodity Markets to Green Finance Markets: New Evidence Utilizing GAN and GARCH Model," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 5, pages 4169-4197, May, DOI: 10.1007/s10614-025-11004-0.
• David Alaminos & M. Belén Salas-Compás & Estefanía Alaminos, 2026, "High-Frequency Trading, Short Squeeze and ARMA-GARCH-Fractal Neural Networks," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 2, pages 1097-1154, August, DOI: 10.1007/s10614-025-11026-8.
• Klaus Grobys, 2026, "On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 2, pages 1245-1292, August, DOI: 10.1007/s10614-025-11064-2.
• Matthias Bank & Franz Insam & Jochen Lawrenz, 2026, "Taste for characteristics or risk factor aversion? Evidence from institutional demand," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 40, issue 1, pages 27-96, March, DOI: 10.1007/s11408-025-00480-x.
• Zacharias Sautner & Jing Yu & Rui Zhong & Xiaoyan Zhou, 2026, "The EU Taxonomy and the Syndicated Loan Market," Journal of Financial Services Research, Springer;Western Finance Association, volume 69, issue 1, pages 109-134, April, DOI: 10.1007/s10693-024-00441-x.
• George D. Cashman & David M. Harrison & Hainan Sheng, 2026, "Dynamic Incentives in REIT Option Markets," The Journal of Real Estate Finance and Economics, Springer, volume 72, issue 1, pages 191-234, January, DOI: 10.1007/s11146-025-10022-x.
• William Miles & Xiaoyang Zhu, 2026, "Convergence in House Price Cycles across the US: Recent Developments and the Impact of Covid," The Journal of Real Estate Finance and Economics, Springer, volume 72, issue 2, pages 451-476, February, DOI: 10.1007/s11146-024-10001-8.
• Pakorn Aschakulporn & Jin E. Zhang, 2026, "Option-pricing formulas with skewness and kurtosis," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-23, December, DOI: 10.1007/s11147-025-09224-5.
• Spyros Papathanasiou & Anastasios Magoutas & Drosos Koutsokostas, 2026, "The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-31, December, DOI: 10.1007/s11147-025-09226-3.
• Jaeram Lee & Doojin Ryu & Robert Webb, 2026, "How do option contract sizes affect investor composition and market quality?," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-33, December, DOI: 10.1007/s11147-026-09231-0.
• Sheng-Hung Chen & Kieu-Thi Phan & Thi Phuong Chi Nguyen & Ca-Van Pham, 2026, "Derivatives use and credit risk in global banking industry: Does bank specialization matter?," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-32, December, DOI: 10.1007/s11147-026-09233-y.
• Mohd Raagib Shakeel & Satyam Yadav & Musheer Ahmad, 2026, "Option pricing under regime-switching jump-diffusion dynamics with transaction costs: a neural SDE approach," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-70, December, DOI: 10.1007/s11147-026-09238-7.
• Paolo Matteucci & Daniela Venanzi, 2026, "Momentum, value, and size strategy returns: the explanatory power of global macroeconomic risks," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 3, pages 993-1033, April, DOI: 10.1007/s11156-025-01421-5.
• Yi Zhou, 2026, "Using Generative AI to predict the weather impact on future stock returns," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 4, pages 1569-1606, May, DOI: 10.1007/s11156-025-01437-x.
• Alexander Arimond & Damian S. Borth & Sergio Garcia-Vega & Maretno Harjoto & Andreas G. F. Hoepner & Michael Klawunn & Stefan Weisheit, 2026, "Neural Networks and Value at Risk in Asset Management," Review of Quantitative Finance and Accounting, Springer, volume 67, issue 1, pages 277-316, July, DOI: 10.1007/s11156-025-01460-y.
• Hiroyuki Oi & Shigenori SHIRATSUKA & Shunichi Yoneyama, 2026, "Revisiting Shadow Short-term Interest Rate Models: Evidence from the Ultra-Low Interest Rate Environment in Japan," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2026-007, Mar.
• Jing Zhang & Takao Asano & Akihisa Shibata & Masanori Yokoo, 2026, "Chaotic Asset Price Dynamics with Technology Choice and Imperfect Observation," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1128, Jun.
• Daniel Pastorek & Peter Albrecht, 2026, "ETF Settlement Clocks in Cryptocurrency Markets," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2026-109, Feb.
• Karoly Gasteiger, 2026, "ESG Ratings and Financial Markets: Evidence, Measurement Noise and Misinterpretations," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 25, issue 2, pages 159-177.
• YiLi Chien & Harold Cole & Hanno Lustig, 2026, "What About Japan?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2026, volume 41".
• Tobias Adrian & Christopher Erceg & Marcin Kolasa & Jesper Lindé & Pawel Zabczyk, 2026, "Macroeconomic and Fiscal Consequences of Quantitative Easing," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2026, volume 41".
• Ming Gu & David Hirshleifer & Siew Hong Teoh & Shijia Wu, 2026, "GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 34636, Jan.
• Viral V. Acharya & Toomas Laarits, 2026, "Tariff War Shock and the Convenience Yield of US Treasuries — A Hedging Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 34640, Jan.
• Matthias Fleckenstein & Shohini Kundu & Francis A. Longstaff, 2026, "Valuing Sticky Deposits," NBER Working Papers, National Bureau of Economic Research, Inc, number 34641, Jan.
• Milena Wittwer & Jason Allen, 2026, "Market Power and Capital Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 34645, Jan.
• Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2026, "Entry and Exit in Treasury Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 34646, Jan.
• Stefan Nagel, 2026, "Experiences, Expectations, and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34675, Jan.
• Andrew Atkeson & Jonathan Heathcote & Fabrizio Perri, 2026, "A Macroeconomic Perspective on Stock Market Valuation Ratios," NBER Working Papers, National Bureau of Economic Research, Inc, number 34748, Jan.
• Jason Allen & Jakub Kastl & Milena Wittwer, 2026, "Estimating Demand Systems with Bidding Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 34774, Jan.
• David Hirshleifer & Lin Peng & Qiguang Wang & Weichen Zhang & Xiaoyan Zhang, 2026, "AI, Opinion Ecosystems, and Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34807, Feb.
• Niels Joachim Gormsen & Eben Lazarus, 2026, "Interest Rates and Equity Valuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 34814, Feb.
• Jennie Bai & Erik Bostrom & Sebastian Infante & Victoria Ivashina, 2026, "Liquidity Flows to Bank-Affiliated Broker Dealers: Insights from Volumes and Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34844, Feb.
• Yijie Wang & Hao Gao & Campbell R. Harvey & Yan Liu & Xinyuan Tao, 2026, "Machine Learning Meets Markowitz," NBER Working Papers, National Bureau of Economic Research, Inc, number 34861, Feb.
• Juliane Begenau & Vadim Elenev & Tim Landvoigt, 2026, "Interest Rate Risk and Cross-Sectional Effects of Micro-Prudential Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 34892, Feb.
• Campbell R. Harvey & Alessio Sancetta & Yuqian Zhao, 2026, "What Threshold Should be Applied to Tests of Factor Models?," NBER Working Papers, National Bureau of Economic Research, Inc, number 34898, Feb.
• William N. Goetzmann & K. Geert Rouwenhorst, 2026, "Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929," NBER Working Papers, National Bureau of Economic Research, Inc, number 34899, Feb.
• William N. Goetzmann & Otto Manninen & James Tyler, 2026, "Bubbles, Booms and Crashes in the US Stock Market 1792-2024," NBER Working Papers, National Bureau of Economic Research, Inc, number 34903, Feb.
• Yu An & Amy W. Huber, 2026, "Geoeconomic Competition and Capital Reallocation in Global FX Funding," NBER Working Papers, National Bureau of Economic Research, Inc, number 34908, Feb.
• Andrew Atkeson & Fabrizio Perri & Jonathan Heathcote, 2026, "Why People Disagree About What Drives Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34923, Mar.
• Itzhak Ben-David & Alex Chinco, 2026, "max EPS Payout Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 34960, Mar.
• Itzhak Ben-David & Alex Chinco, 2026, "The max EPS Paradigm for Corporate Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34971, Mar.
• Ricardo J. Caballero & Alp Simsek, 2026, "Financial Conditions Targeting in a Multi-Asset Open Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 34974, Mar.
• Lubos Pastor & Taisiya Sikorskaya & Jinrui Wang, 2026, "The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits," NBER Working Papers, National Bureau of Economic Research, Inc, number 35007, Mar.
• Yicheng Liu & Chen Xue & Lu Zhang, 2026, "Investment-based Costs of Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 35040, Apr.
• Christian L. Goulding & Campbell R. Harvey & Hrvoje Kurtović, 2026, "Disagreement of Disagreement," NBER Working Papers, National Bureau of Economic Research, Inc, number 35049, Apr.
• Antoine Didisheim & Bryan T. Kelly & Mohammad Pourmohammadi & Hanqing Tian, 2026, "The Inefficient Pricing of News," NBER Working Papers, National Bureau of Economic Research, Inc, number 35093, Apr.
• Bruce I. Carlin & Ryan D. Israelsen & Christopher F. Wazzan, 2026, "AI Managed Household Portfolios: A Preliminary Report," NBER Working Papers, National Bureau of Economic Research, Inc, number 35153, Apr.
• Lin William Cong & Guanhao Feng & Jingyu He & Yuanzhi Wang, 2026, "Mosaics of Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 35158, Apr.
• Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2026, "AlphaGlass: Interpretable Characteristic-Based Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 35186, May.
• Itzhak Ben-David & Alex Chinco, 2026, "Crimes Against Campbell-Shiller," NBER Working Papers, National Bureau of Economic Research, Inc, number 35189, May.
• Lin William Cong & Ke Tang & Jingyuan Wang, 2026, "AlphaPortfolio: Goal-Oriented Investment Management Through Deep Reinforcement Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 35195, May.
• Winston Wei Dou & Wei Wang & Wenyu Wang, 2026, "The Cost of Intermediary Market Power for Distressed Borrowers," NBER Working Papers, National Bureau of Economic Research, Inc, number 35206, May.
• Kenneth R. Ahern, 2026, "Industrial Concentration, Property Values, and Municipal Bond Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 35228, May.
• Sung Je Byun & Johnathan Loudis & Lawrence D.W. Schmidt, 2026, "A Tale of Two Market Returns: The Broad Market Factor and The Idiosyncratic Financial Factor," NBER Working Papers, National Bureau of Economic Research, Inc, number 35243, May.
• Stavros Panageas, 2026, "The Risk-free Rate and the Risk-adjusted Growth Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 35260, May.
• David Thesmar & Emil Verner, 2026, "Beliefs and Stock Market Fluctuations: New Evidence from the Past Seven Decades," NBER Working Papers, National Bureau of Economic Research, Inc, number 35286, May.
• Jessica Wachter & Jonathan Wachter, 2026, "What Investment Data Implies about the AI Transition," NBER Working Papers, National Bureau of Economic Research, Inc, number 35290, Jun.
• Tobias Adrian & Christopher Erceg & Marcin Kolasa & Jesper Lindé & Pawel Zabczyk, 2026, "Macroeconomic and Fiscal Consequences of Quantitative Easing," NBER Working Papers, National Bureau of Economic Research, Inc, number 35297, Jun.
• Stefan Nagel, 2026, "Leaning Against Inflation Experiences," NBER Working Papers, National Bureau of Economic Research, Inc, number 35379, Jun.
• Xuning Ding & Zhengyang Jiang, 2026, "Wealth Inequality and Safe Asset Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 35393, Jun.
• Andrianova, A. & Petkov, S., 2026, "Identification of factors significantly affecting the deviation of market value of Russian ETF from NAV6," Journal of the New Economic Association, New Economic Association, volume 70, issue 1, pages 191-220, DOI: 10.31737/22212264_2026_1_191-220.
• Krupochkin, A. & Khominich, I., 2026, "Bitcoin: From the exchange equation to inverse leverage volatility forecasting," Journal of the New Economic Association, New Economic Association, volume 71, issue 2, pages 103-126, DOI: 10.31737/22212264_2026_2_103-126.
• Samrajya Raj Acharya & Aayush Man Regmi & Kanhaiya Jha, 2026, "Exploring Trajectories of Government Bonds for Debt Planning Using Machine Learning Models," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 37, issue 1, pages 1-27, April.
• Saurav Karki, 2026, "Time-Varying Efficiency and Volatility Regimes in Nepal Stock Exchange (NEPSE): Evidence from Daily Data (1995-2025) under the Adaptive Market Hypothesis," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 37, issue 1, pages 28-58, April.
• Nasiha Osmanovic & Shabir Ahmad Hakim, 2026, "Equity Valuation in Emerging Markets: An Exploratory Study," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 674-693, June.
• Sean Dougherty & Christos Makridis, 2026, "Artificial intelligence and local debt: Evidence from five OECD bond markets," OECD Working Papers on Fiscal Federalism, OECD Publishing, number 51, Jan, DOI: 10.1787/1eaf265d-en.
• Akitada Kasahara & Masahiro Yamada, 2026, "Effectiveness of Trading Pauses: Evidence from the Tokyo Stock Exchange," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 26-03, Mar.
• Liu Jieni, 2026, "A Search-Then-Forecast Transformer Framework for Mid-Term Stock Price Prediction: An Empirical Case Study on the Chinese A-Share Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 26-06, Apr.
• Mamiko Yamashita, 2026, "Pricing Kernel Monotonicity and the Conservativeness of Risk-Neutral Forecasts," OSIPP Discussion Paper, Osaka School of International Public Policy, Osaka University, number 26E008, May.
• Dion Bongaerts & Dominik Rösch & Mathijs van Dijk, 2026, "Cross-Sectional Identification of Private Information," The Review of Asset Pricing Studies, Society for Financial Studies, volume 16, issue 1, pages 1-49.
• Liuren Wu & Yaofei Xu, 2026, "Cross-Sectional Variation of Risk-targeting Option Portfolios," The Review of Asset Pricing Studies, Society for Financial Studies, volume 16, issue 1, pages 133-161.
• Fang Chen & Jingzhi Huang & Yifei Li & Wenfeng Wu & Tong Yu, 2026, "Asset Growth Anomaly of Corporate Bonds: A Decomposition Analysis," The Review of Asset Pricing Studies, Society for Financial Studies, volume 16, issue 1, pages 50-94.
• Arseny Gorbenko, 2026, "Short Selling Around News in International Stock Markets," The Review of Asset Pricing Studies, Society for Financial Studies, volume 16, issue 1, pages 95-132.
• Christoph E Boehm & T Niklas Kroner, 2026, "The U.S., Economic News, and the Global Financial Cycle," The Review of Economic Studies, Review of Economic Studies Ltd, volume 93, issue 1, pages 215-249.
• Acharya, Viral & Laarits, Toomas, 2026, "Tariff War Shock and the Convenience Yield of US Treasuries — A Hedging Perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 20985, Jan.
• Hrustanovic, Amra & Wagner, Alexander F., 2026, "The Value of Pricing Power When Investors Benchmark to Headline Inflation," CEPR Discussion Papers, Centre for Economic Policy Research, number 21035, Jan.
• Jansen, Kristy & Li, Wenhao & Schmid, Lukas, 2026, "Granular Treasury Demand with Arbitrageurs," CEPR Discussion Papers, Centre for Economic Policy Research, number 21079, Jan.
• Edenhofer, Ottmar & Franks, Max, 2026, "Carbon, Natural Capital and the Option Values of Climate Policies," CEPR Discussion Papers, Centre for Economic Policy Research, number 21090, Jan.
• Jansen, Kristy & Klingler, Sven & Ranaldo, Angelo & Duijm, Patty, 2026, "Pension Liquidity Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 21095, Jan.
• Shen, Leslie Sheng & Xu, Nancy, 2026, "Fiscal Insurance," CEPR Discussion Papers, Centre for Economic Policy Research, number 21101, Jan.
• Gaudio, Francesco Saverio & Poilly, Céline, 2026, "The Variety-Effect Multiplier: On the transmission of uncertainty shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 21112, Feb.
• van der Ploeg, Frederick & Rezai, Armon, 2026, "Climate Change, Climate Policy, and the Macroeconomy," CEPR Discussion Papers, Centre for Economic Policy Research, number 21153, Feb.
• Martin, Ian & Shi, Ran, 2026, "On the Moments of the Stochastic Discount Factor," CEPR Discussion Papers, Centre for Economic Policy Research, number 21235, Mar.
• Martin, Ian & Shi, Ran, 2026, "Forecasting Crashes with a Smile," CEPR Discussion Papers, Centre for Economic Policy Research, number 21236, Mar.
• Boyarchenko, Nina & Elias, Leonardo, 2026, "The Global Credit Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 21268, Mar.
• Caballero, Ricardo & Simsek, Alp, 2026, "Financial Conditions Targeting in a Multi-Asset Open Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 21290, Mar.
• Bustamante, Maria Cecilia & Zucchi, Francesca, 2026, "Dynamic Carbon Emission Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 21300, Mar.
• Bohnet, Marc-Philipp & Carattini, Stefano & Sen, Suphi, 2026, "Carbon Pricing and Investors’ Reactions: Evidence from Washington State," CEPR Discussion Papers, Centre for Economic Policy Research, number 21433, Apr.
• Anev Janse, Kalin & Beetsma, Roel & Li, Andy, 2026, "Determinants of Spreads on European Supranational Debt: Towards a Genuine European Safe Asset?," CEPR Discussion Papers, Centre for Economic Policy Research, number 21545, May.
• Pástor, LuboÅ¡ & Sikorskaya, Taisiya & Wang, Jinrui, 2026, "The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits," CEPR Discussion Papers, Centre for Economic Policy Research, number 21572, Jun.
• Ehrmann, Michael & Jansen, David-Jan, 2026, "Distraction and Stock Return Synchronicity: Evidence from the Field," CEPR Discussion Papers, Centre for Economic Policy Research, number 21581, Jun.
• Akey, Pat & Grégoire, Vincent & Harvie, Nicolas & Martineau, Charles, 2026, "Who Wins and Who Loses in Prediction Markets? Evidence from Polymarket," CEPR Discussion Papers, Centre for Economic Policy Research, number 21615, Jun.
• Crosignani, Matteo & Han, Lina & Macchiavelli, Marco, 2026, "Navigating Geopolitical Risk: Evidence from U.S. Mutual Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 21666, Jun.