Research classified by Journal of Economic Literature (JEL) codes

2026

• Andrea Foschi, 2026, "Safety switches: the macroeconomic consequences of time-varying asset safety," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1527, Apr.
• Alessandro Moro & Andrea Zaghini, 2026, "Green is the new black," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1538, Jul.
• José Vicente Romero-Chamorro & Hernando Vargas-Herrera, 2026, "Deuda Pública, Expectativas sobre el Déficit Fiscal y su Transmisión al Componente Cíclico de las Tasas de Interés de Largo Plazo," Borradores de Economia, Banco de la Republica de Colombia, number 1355, May.
• Lubos Pastor & Taisiya Sikorskaya & Jinrui Wang, 2026, "The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits," Working Papers, Becker Friedman Institute for Research In Economics, number 2026-51.
• Valentin Burban & Pavel Diev & Gilles Dufrénot & Nelson Mongeaud, 2026, "Have U.S. Treasuries Lost Their Momentum? Evidence From a New Taxonomy of Safe Assets," Working papers, Banque de France, number 1049.
• Stéphane Dees & Eve Hanoune & Oriane Wegner, 2026, "Jus naturale : The Impact of Nature-Related Litigation on Corporate Valuation," Working papers, Banque de France, number 1060.
• Christoph Grosse Steffen & Stéphane Lhuissier & Daniel J. Lewis, 2026, "The Missing Surprise: Transmission Protection in Central Bank Announcements," Working papers, Banque de France, number 1061.
• Linas Jurkšas & Julien Idier, 2026, "When Diversification Fades: a Firm Level Perspective of Stock and Corporate Bond Correlations," Working papers, Banque de France, number 1065.
• Kohei Maehashi & Daisuke Miyakawa & Kana Sasamoto, 2026, "Pricing implications of centrality in an OTC derivative market: an empirical analysis using transation-level CDS data," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Statistics and beyond: new data for decision making in central banks".
• Iñaki Aldasoro & Paula Beltrán & Federico Grinberg, 2026, "Stablecoin flows and spillovers to FX markets," BIS Working Papers, Bank for International Settlements, number 1340, Mar.
• Alessandro Di Stefano & Yvan Lengwiler & Kumar Rishabh, 2026, "The credibility of bail-in," BIS Working Papers, Bank for International Settlements, number 1356, Jun.
• Boris Hofmann & Matthias Kaldorf & Matthias Rottner, 2026, "The macroeconomics of stablecoins," BIS Working Papers, Bank for International Settlements, number 1363, Jun.
• Denis Gorea & Ding Xuan Ng & Fabrizio Zampolli, 2026, "Financial and real effects of fiscal risk," BIS Working Papers, Bank for International Settlements, number 1364, Jun.
• Iryna KRASNOVA & Yevhen METSGER, 2026, "Institutional Mechanisms For Refinancing Mortgage Assets In Ukraine," Economic Synergy, Higher Educational Institution Academician Yuriy Bugay International Scientific & Technical University, issue 2, pages 85-104, DOI: 10.53920/ES-2026-2-6.
• Mikhail Makushkin, 2026, "Constructing the Yield Curve for New Yuan-Denominated OFZs," Russian Journal of Money and Finance, Bank of Russia, volume 85, issue 2, pages 82-100, June.
• Paul Simshauser & Joel Gilmore, 2026, "Demand Shocks From the Gas Turbine Fleet in Australia's National Electricity Market," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 70, issue 1, pages 3-21, January, DOI: 10.1111/1467-8489.70065.
• Seiwan Kim & Resi Ong Olivares & Donghyun Park & Shu (Grace) Tian & Sunjoo Yang, 2026, "How Sovereign Sustainable Bond Issuance Shakes Up the Corporate Sustainable Bond Market?: Evidence From Asian Markets," Asian Economic Policy Review, Japan Center for Economic Research, volume 21, issue 1, pages 57-67, January, DOI: 10.1111/aepr.70008.
• Hu Wang & Hong Shen & Yuanqiang Lian & Shangyan Bao, 2026, "Nonfundamental‐Driven Price Shocks and Corporate Climate Risk Disclosure," Australian Accounting Review, CPA Australia, volume 36, issue 1, pages 26-51, March, DOI: 10.1111/auar.70016.
• Ting Wang & Chi‐Wei Su & Hsuling Chang & Oana‐Ramona Lobonţ, 2026, "Green Finance Under Climate Risks: A Comparative Analysis of Hedging Effects Between Green Bonds and Green Stocks," Australian Economic Papers, Wiley Blackwell, volume 65, issue 1, pages 83-93, March, DOI: 10.1111/1467-8454.70013.
• Itamar Drechsler & Alexi Savov & Philipp Schnabl & Olivier Wang, 2026, "Deposit Franchise Runs," Journal of Finance, American Finance Association, volume 81, issue 3, pages 1573-1617, June, DOI: 10.1111/jofi.70034.
• Chengyue Lu & Wojtek Paczos, 2026, "Impact of COVID‐19 Vaccinations on the UK Stock Market," Manchester School, University of Manchester, volume 94, issue 1, pages 39-52, January, DOI: 10.1111/manc.70005.
• David Ronicle, 2026, "Quantitative tightening? Britain’s 1980s experiment with overfunding," Bank of England Staff Working Paper series, Bank of England, number 1183, May.
• Pau Belda, 2026, "Capital gains taxation and asset price volatility," Bank of England Staff Working Paper series, Bank of England, number 1200, Aug.
• Marco Grotteria & Alex Kontoghiorghes, 2026, "One dollar, many prices: dealer-specific pricing of synthetic dollar funding," Bank of England Staff Working Paper series, Bank of England, number 1207, Sep.
• Sofia Anyfantaki & Haris Giannakidis & Dimitris Malliaropulos & Petros Migiakis & Filippos Petroulakis, 2026, "Bond funds' risk taking and monetary policy," Working Papers, Bank of Greece, number 358, Feb, DOI: 10.52903/wp2026358.
• Rhys Bidder & Dimitris Papadimitriou & Lavinia Rognone & Shunshun Zhang, 2026, "Climate risks, short and long," Working Papers, Bank of Greece, number 367, Aug, DOI: 10.52903/wp2026367.
• Kenjiro Kataoka & Mashu Namiki & Masabumi Shimada & Yoshihiro Takada, 2026, "Developments in and Characteristics of Japan fs FX Market: An Analysis Based on the 2025 BIS Triennial Central Bank Survey," Bank of Japan Review Series, Bank of Japan, number 26-E-8, May.
• Francisco Amaral & Mark Toth & Jonas Zdrzalek, 2026, "Spatial Distribution of Housing Liquidity," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2025_727, Jan.
• Ciaian Pavel & Kancs d’Artis & Rajcaniova Miroslava, 2026, "On- and Off-Chain Demand and Supply Drivers of Bitcoin Price," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 20, issue 1, pages 1-23, DOI: 10.1515/econ-2025-0169.
• Khan Naveed & Siddiqui Ozair & Yaya OlaOluwa S. & Vo Xuan Vinh, 2026, "Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 37-62, DOI: 10.1515/snde-2024-0116.
• Sola Martin & Spagnolo Fabio & Terfi Francisco, 2026, "Big Swings in the Data and Perceived Changes in the Risk Premia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 3, pages 349-369, DOI: 10.1515/snde-2024-0118.
• Jörding August & Blazsek Szabolcs, 2026, "Systematic Risk in Publicly Listed Private Equity: An Empirical Study Using Score-Driven Beta Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 4, pages 699-722, DOI: 10.1515/snde-2025-0085.
• Durmaz Nazif & Kim Hyeongwoo & Lee Hyejin & Sun Yanfei, 2026, "Trend Breaks and the Persistence of Closed-End Fund Discounts," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 4, pages 749-772, DOI: 10.1515/snde-2024-0123.
• Simshauser, P., 2026, "Coordinating Coal Plant Closures: Transient Strategic Reserves in Transitioning Energy-Only Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2627, Jan.
• Billimoria, F. & Simshauser, P., 2026, "Caps-And Floors For Long Duration Storage and Firming: Contract Design Under Risk and Price Asymmetry," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2640, May.
• Long, S. & Mohaddes, K. & Ul Haq, I., 2026, "Binding Commitments and Credit Spreads in Sustainability-Linked Bonds," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2667, Aug.
• Baumgürtner, C. L. & Prieto, J. C. & Hepburn, C. & Ritz, R. A., 2026, "A New Approach to Cost of Equity for Private Infrastructure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2671, Aug.
• Simshauser, P., 2026, "Project Finance with Asian Wind Swaps: Are 'Average Price' Derivatives Bankable in Australia's NEM?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2676, Sep.
• Gleb Kozliakov & Emile A. Marin & Sanjay R. Singh, 2026, "Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Redux," Working Papers, University of California, Davis, Department of Economics, number 377, Mar.
• Anant Singh & Satyendra Kumar Gupta, 2026, "Do Financial Markets Price Physical Climate Risk? Evidence from Listed Indian Firms," Working papers, Centre for Development Economics, Delhi School of Economics, number 364, Jul.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Modupe I. Omotosho, 2026, "Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 12406.
• Ottmar Edenhofer & Max Franks, 2026, "Carbon, Natural Capital and the Option Values of Climate Policies," CESifo Working Paper Series, CESifo, number 12426.
• Frederick van der Ploeg & Armon Rezai, 2026, "Climate Change, Climate Policy, and the Macroeconomy," CESifo Working Paper Series, CESifo, number 12480.
• Andrea Foschi, 2026, "Safety Switches: The Macroeconomic Consequences of Time-Varying Asset Safety," CESifo Working Paper Series, CESifo, number 12567.
• Francesco Menoncin & Paolo Panteghini, 2026, "Differential Capital Taxation and Risk Premia: A Separation Result," CESifo Working Paper Series, CESifo, number 12640.
• Juan Diego Cafferata Salazar & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Persistence and Long-Run Linkages Between US Stock Market Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 12649.
• Dominika Langenmayr & David Streich, 2026, "From Coins to Cays: Using Crypto to Channel Funds Offshore," CESifo Working Paper Series, CESifo, number 12740.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Jesus Pantoja Cárdenas, 2026, "Long Memory and Asymmetric Uncertainty Effects on Stock Returns and Volatility: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12806.
• Mathias Dolls & Clemens Fuest & David Gstrein & Carla Krolage & Florian Neumeier, 2026, "The Price of Regulatory Risk in Housing Markets: Evidence from Berlin," CESifo Working Paper Series, CESifo, number 12851.
• Claes Backman & Christos A. Makridis, 2026, "Capable but Not Deployable: Institutional Constraints on AI Exposure in Finance," CESifo Working Paper Series, CESifo, number 12941.
• Xudong An & Jan Harren & Saket Hegde & Mete Kilic & Rodney Ramcharan, 2026, "The Fed Put and Bank Risk-Taking: Evidence from the Loan Book," CESifo Working Paper Series, CESifo, number 12980.
• Christina Anderl & Guglielmo Maria Caporale, 2026, "AI Intensity and Financial Market Responses to Economic Shocks: Evidence from US Industries," CESifo Working Paper Series, CESifo, number 13000.
• Christian Conrad & Julius Schölkopf & Michael Weber, 2026, "Narrative über die kausalen Effekte der Inflation auf den Aktienmarkt," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 79, issue 02, pages 09-11, February.
• Liu, Junxi & Pi, Shaoting & Wang, Ao, 2026, "Greenwashing or Pragmatism?," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 798.
• Amra Hrustanovic & Alexander F. Wagner, 2026, "The Value of Pricing Power When Investors Benchmark to Headline Inflation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-05, Jan.
• Nicolas Camenzind & Damir Filipović, 2026, "Transfer Learning of Discount Curves between Bonds and Swaps: An Empirical Study," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-15, Feb.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu & Yuan Zhang, 2026, "Large and Deep Factor Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-20, Feb.
• Ioannis Michopoulos & Olivier Scaillet & Nikolas Topaloglou, 2026, "Asset Pricing Robustness in Venture Capital," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-26, Mar.
• Adrian Finke & Julia Meyer & Martin Nerlinger & Ryan Riordan & Sebastian Utz, 2026, "Emissions, Liquidity, and Institutional Ownership," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-39, May.
• Federico Mainardi & Roxana Mihet & Laura Veldkamp, 2026, "The Participation Reversal Puzzle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-42, May.
• Eric Jondeau, 2026, "Climate Targets and Sectoral Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-50, Jun.
• Damir Filipović & Markus Pelger & Rose Wang, 2026, "Stripping Discount Curves Across Currencies: Transfer Learning from US Treasuries," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-52, Jul, revised Sep 2026.
• Marco Gortan & Angelo Ranaldo, 2026, "Taker vs. Maker Arbitrage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-55, Aug.
• Evangelos Benos & Gerardo Ferrara & Angelo Ranaldo & Vittorio Vergano, 2026, "Price Efficiency in Securities Lending," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-61, Sep.
• Antonis Ballis & Phuong Anh Nguyen & Dimitrios Anastasiou & Steven Ongena, 2026, "When Is Private Money Information-Sensitive? Evidence from Stablecoin Reserve Disclosures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-64, Sep.
• Marine Carrasco & Cheikh Nokho, 2026, "Hansen-Jagannathan distance with many assets," CIRANO Working Papers, CIRANO, number 2026s-13, Aug.
• Jean-Marie Dufour & Mame Astou Diouf, 2026, "Regularized goodness-of-fit statistics and exact nonparametric confidence bands for distributions with application to household consumption," CIRANO Working Papers, CIRANO, number 2026s-15, Aug.
• Ghosh, Anisha & Julliard, Christian & Stutzer, Michael J., 2026, "The market cost of business cycle fluctuations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126153, Apr.
• Bäcker-Peral, Verónica & Hazell, Joe & Mian, Atif, 2026, "Dynamics of the long-term housing yield: evidence from natural experiments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 129062, Mar.
• Ghosh, Anisha & Otsu, Taisuke, 2026, "Subjective beliefs estimators and their properties," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130027, May.
• Davies, Richard & McEvoy, Finn, 2026, "Markets, birth-rates, watchdogs: the evolving fiscal constraint in advanced economies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 136955, Mar.
• Li, Yuxuan & Zhou, Yuqin & Huang, Jun & Xie, Lin & Huang, Hancheng, 2026, "Bitcoin ETFs and structural decoupling in the cryptocurrency market: evidence from altcoin correlation dynamics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137306, Feb.
• Asteriou, Dimitrios & Dimiski, Anastasia, 2026, "The relationship among climate policy uncertainty and energy markets: fossil versus renewable and low‐carbon assets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137465, Feb.
• Wollenweber, Alexander & Wang, Dieter & Ranger, Nicola, 2026, "Kicking away the green ladder: the asymmetric sovereign risk from nature degradation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137486, Mar.
• Silva, Olmo & Szumilo, Nikodem, 2026, "Rates of discount past: a validation study of housing market-based very long discount rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137709, Mar.
• Dickerson, Alexander & Julliard, Christian & Mueller, Philippe, 2026, "The co-pricing factor zoo," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 138476, Aug.
• Chaudhary, Manav & Zhiyu Fu, Julie & Li, Jian, 2026, "Corporate bond multipliers: substitutes matter," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 138916, Sep.
• Ruf, Johannes & Sun, Yueying, 2026, "Mandate models and the inelastic market hypothesis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 140420, Aug.
• Paul Simshauser, 2026, "Coordinating coal plant closures: transient strategic reserves in transitioning energy-only markets," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2605, Jan.
• Farhad Billimoria & Paul Simshauser, 2026, "Caps-and-floors for long duration storage and firming: contract design under risk and price asymmetry," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2609, May.
• C Lennart Baumgärtner & Jorge Cárdenas Prieto & Cameron Hepburn, Robert A Ritz, 2026, "A new approach to cost of equity for private infrastructure," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2620, Aug.
• Paul Simshauser, 2026, "Project finance with Asian wind swaps: are 'average price' derivatives bankable in Australia's NEM?," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2621, Sep.
• Arshi Firdous & Sarbapriya Ray, 2026, "Analysis of Month of the Year Effect: Evidence from GARCH Model in Indian Stock Market," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 210-232.
• Wojciech Slomski & Piotr Nowicki, 2026, "Hope for Success as a Source of Eco-Innovation: The Psychological Foundations of Green Technologies in the Approach of Prof. Marcin Staniewski," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 101-115.
• Wojciech Slomski & Piotr Nowicki, 2026, "The Psychology of Investors in Green Finance According to Prof. Marcin Staniewski: Hope, Agency and Moral Motivation as Determinants of Investment Choices," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 116-133.
• Ibrahim Filiz & Florian Kirchhoff & Thomas Nahmer & Markus Spiwoks, 2026, "The Influence of ESG Ratings on the Returns of Real Estate Companies," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 402-420.
• Woongchan Jeon & Lint Barrage & Kieran James Walsh, 2026, "Pricing Climate Risks: Evidence from Wildfires and Municipal Bonds," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 26/405, Jun.
• Mujeeb-u-Rehman Bhayo & Naila Bibi & Ranjeeta Sadhwani, 2026, "Momentum and Disposition Effect in Different Market States," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 76, issue 1, pages 29-53, June.
• Kai Wang & Ladislav Kristoufek, 2026, "Gas Fees as Liquidity Risk Signals in Blockchain Token Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2026/16, Jun, revised Jun 2026.
• Friederike Niepmann & Leslie Sheng dup Shen & Joshua Walker, 2026, "How U.S. Bank Stock Prices Respond to Geopolitical Risk," Current Policy Perspectives, Federal Reserve Bank of Boston, number 26-4, Jun.
• Leslie Sheng Shen & Nancy R. Xu, 2026, "Cross-Policy Risk Pricing," Working Papers, Federal Reserve Bank of Boston, number 26-13, Aug, DOI: 10.29412/res.wp.2026.13.
• Bing Han & Haoyang Liu & Pengfei Sui, 2026, "Social Network and Sentiment Contagion: Evidence from the Bitcoin Market," Working Papers, Federal Reserve Bank of Dallas, number 2605, Mar, DOI: 10.24149/wp2605.
• Hugo De Vere & Ipek Ozil & Srini Ramaswamy & Seth Searls, 2026, "Term Funding Premium—Time Is Money After All," Working Papers, Federal Reserve Bank of Dallas, number 2613, May, DOI: 10.24149/wp2613.
• Jens H. E. Christensen & Daan Steenkamp, 2026, "A Market-Based Assessment of the Outlook for Inflation Expectations and Monetary Policy in South Africa," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-03, Feb, DOI: 10.24148/wp2026-03.
• Gleb Kozliakov & Emile A. Marin & Sanjay R. Singh, 2026, "Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Redux," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-06, Mar, DOI: 10.24148/wp2026-06.
• Jens H. E. Christensen & Glenn D. Rudebusch, 2026, "Can Fiscal, AI, or Monetary News Explain the Rise in r∗?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-19, Aug, DOI: 10.24148/wp2026-19.
• Anna Amirdjanova & David Lynch & Anni Zheng, 2026, "Initial Margin for Crypto Currencies Risks in Uncleared Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-009, Feb, DOI: 10.17016/FEDS.2026.009.
• Benjamin Knox & Annette Vissing-Jorgensen, 2026, "The Effect of the Federal Reserve on the Stock Market: Magnitudes, Channels and Shocks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-023, May, DOI: 10.17016/FEDS.2026.023.
• Eric Engstrom, 2026, "Anchored to the Dot Plot: Central Bank Projections and Interest Rate Expectations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-026, May, DOI: 10.17016/FEDS.2026.026.
• Dong Hwan Oh & Andrew J. Patton, 2026, "Skill and Efficiency in the U.S. Mutual Fund Industry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-032, Mar, DOI: 10.17016/FEDS.2026.032.
• Martijn Boons & Anthony M. Diercks & Petra Sinagl & Andrea Tamoni, 2026, "The Response of Equity Yields to a Long-Run Shock," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-044, Jun, DOI: 10.17016/FEDS.2026.044.
• Hyung Joo Kim & Dong Hwan Oh, 2026, "Capturing Heterogeneity: Machine Learning Approaches to Implied Volatility Forecasting," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-049, Jul, DOI: 10.17016/FEDS.2026.049.
• John Geanakoplos & David E. Rappoport, 2026, "Credit Surfaces and Economic Uncertainty," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-052, Jul, DOI: 10.17016/FEDS.2026.052.
• Ayelen Banegas & Lucas Devigne & Mulalo Mamburu & Kleopatra Nikolaou & Anna Samarina & Fabio Tamburrini, 2026, "Government bond-backed repo markets: between resilience and vulnerability," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-057, Aug, DOI: 10.17016/FEDS.2026.057.
• Friederike Niepmann & Leslie Sheng Shen & Joshua Walker, 2026, "How U.S. Bank Stock Prices Respond to Geopolitical Risk," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2026-06-02, Jun, DOI: 10.17016/2380-7172.4091.
• Daniel O. Beltran & Canlin Li, 2026, "Estimating Yield Impacts of Treasury Demand and Supply Changes," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1447, Sep, DOI: 10.17016/IFDP.2026.1447.
• Ketan B. Patel, 2026, "How the U.S. Treasury Futures Market and the Basis Trade Could Be Affected by the Treasury Clearing Mandate: Part 1—A Primer," Chicago Fed Letter, Federal Reserve Bank of Chicago, volume 516, pages 1-8, January, DOI: 10.21033/cfl-2026-516.
• Ketan B. Patel, 2026, "How the U.S. Treasury Futures Market and the Basis Trade Could Be Affected by the Treasury Clearing Mandate: Part 2—The Possible Role of Cross-Margining," Chicago Fed Letter, Federal Reserve Bank of Chicago, volume 517, pages 1-8, January, DOI: 10.21033/cfl-2026-517.
• Ketan B. Patel, 2026, "Will Central Clearing Change the Market Structure of U.S. Treasury Repo to Become More Standardized and Trade on an All-to-All Basis?," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2026-02, Apr, DOI: 10.21033/wp-2026-02.
• YiLi Chien & Hyungsuk Lee & Junsang Lee, 2026, "Can the Public Carry Trade Restore Fiscal Sustainability? Evidence from Korea's Consolidated Balance Sheet," Working Papers, Federal Reserve Bank of St. Louis, number 2026-020, Aug, DOI: 10.20955/wp.2026.020.
• Christopher J. Neely, 2026, "An Analysis of the Literature on Monetary Policy Shocks," Working Papers, Federal Reserve Bank of St. Louis, number 2026-023, Sep, DOI: 10.20955/wp.2026.023.
• Tomas Jankauskas, 2026, "Estimating the Term Structure of Corporate Bond Risk Premia," Liberty Street Economics, Federal Reserve Bank of New York, number 20260224, Feb, DOI: 10.59576/lse.20260224.
• Henry Dyer & Michael J. Fleming, 2026, "Treasury Market Liquidity Since April 2025," Liberty Street Economics, Federal Reserve Bank of New York, number 20260402, Apr, DOI: 10.59576/lse.20260402.
• Nina Boyarchenko & Leonardo Elias, 2026, "The Global Credit Cycle in Corporate Bond Returns," Liberty Street Economics, Federal Reserve Bank of New York, number 20260519, May, DOI: 10.59576/lse.20260519.
• Pablo D. Azar & Jeff Garofano, 2026, "Synthetic Stablecoins and Financial Stability," Liberty Street Economics, Federal Reserve Bank of New York, number 20260623, Jun, DOI: 10.59576/lse.20260623.
• Alain P. Chaboud & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Or Shachar, 2026, "Liquidity Fades as Treasuries Age," Liberty Street Economics, Federal Reserve Bank of New York, number 20260630, Jun, DOI: 10.59576/lse.20260630.
• Nina Boyarchenko & Lars C. Larsen & Paul Whelan, 2026, "The Disappearing Overnight Drift," Liberty Street Economics, Federal Reserve Bank of New York, number 20260701, Jul, DOI: 10.59576/lse.20260701.
• Michael J. Fleming & Or Shachar, 2026, "Stripping STRIPs Trading Activity," Liberty Street Economics, Federal Reserve Bank of New York, number 20260810, Aug, DOI: 10.59576/lse.20260810.
• Henry Dyer & Michael J. Fleming & Or Shachar, 2026, "Treasury Trading at the Close," Liberty Street Economics, Federal Reserve Bank of New York, number 20260922, Sep, DOI: 10.59576/lse.20260922.
• Gara Afonso & Jun-Davinci Choi & Gonzalo Cisternas & Will Riordan, 2026, "Who’s Borrowing and Lending in Repo Markets?," Liberty Street Economics, Federal Reserve Bank of New York, number 20260928, Sep, DOI: 10.59576/lse.20260928.
• Matteo Crosignani & Lina Han & Marco Macchiavelli, 2026, "Navigating Geoeconomic Risk in the U.S. Stock Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20261001, Oct, DOI: 10.59576/lse.20261001.
• Borel Ahonon & Guillaume Roussellet, 2026, "When Long-Run Trends Are Unknown: Bond Pricing Implications," Staff Reports, Federal Reserve Bank of New York, number 1187, Mar, DOI: 10.59576/sr.1187.
• Michael J. Fleming & Weiling Liu & Giang Nguyen, 2026, "Intraday Price Pressure and Order Flow Around U.S. Treasury Auctions," Staff Reports, Federal Reserve Bank of New York, number 1188, Mar, DOI: 10.59576/sr.1188.
• Lieven Baele & Joost Driessen & Tomas Jankauskas, 2026, "The Implied Equity Term Structure," Staff Reports, Federal Reserve Bank of New York, number 1203, Sep, DOI: 10.59576/sr.1203.
• Pablo D. Azar & Maryam Farboodi, 2026, "When Higher Stakes Weaken Security," Staff Reports, Federal Reserve Bank of New York, number 1205, Sep, DOI: 10.59576/sr.1205.
• Mahyar Kargar & Benjamin Lester & Semih Üslü & Pierre-Olivier Weill, 2026, "The Evolution of the Corporate Bond Market: A Theoretical Analysis," Working Papers, Federal Reserve Bank of Philadelphia, number 26-27, May, DOI: 10.21799/frbp.wp.2026.27.
• Semra DEMÄ°R, 2026, "The Effect of Turkey’s CDS Premium on Borsa Istanbul Indices from an Investor Sentiment Perspective: A Fourier-Based Analysis," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1675560.
• Nazif AYYILDIZ, 2026, "Financial Performance Comparison of BIST Mining Index Firms via the VIKOR, TOPSIS, MOORA, and COPRAS Methods," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1743367.
• Fatma MUMCU KÜÇÜKÇAYLI, 2026, "The Impact of US-China Tensions on Borsa Istanbul Sector Indices: The Fourier Toda–Yamamoto Causality Approach," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1766854.
• Ä°brahim KAYA, 2026, "The Impact of Financial Performance Indicators on Executive Compensation," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1767819.
• Marcin Dec, 2026, "Extracting risk free interest rate expectations in a less liquid government bond markets," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 113.
• Kirill A. Darchev, 2026, "Liquidity Factor in Ruble Bond Pricing," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 82-99, April, DOI: 10.31107/2075-1990-2026-2-82-99.
• Mikhail S. Makushkin, 2026, "Russian Corporate Bond Market After 2022: New Challenges and Financial Innovations," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 27-44, August, DOI: 10.31107/2075-1990-2026-4-27-44.
• Natalia Antonenko & Olga Eremchenko & Yury Ponomarev & Ksenia Rostislav & Alexander Knobel & Olga Ponomareva & Vladimir Sedalishchev & Kirill Shilov & Andrey Zubarev, 2026, "Technological advancement, the global economy and new financial institutions," Research Paper Series, Gaidar Institute for Economic Policy, issue 186P, pages 126-126.
• Oscar Botero-Ramírez, 2026, "The Role of Investor Composition in Sovereign Bond Pricing: Evidence from an Emerging Market," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2026, Feb.
• Gerald Alex Cisneros Rojas, 2026, "Currency Differences in the Determinants of Corporate Bond Spreads: Evidence from Peruvian Issuers," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 16-2026, May.
• Hector J. Villarreal, 2026, "Fiscal Dominance and Asset Price Redistribution," Working Paper Series of the School of Government and Public Transformation, School of Government and Public Transformation, number 30, Apr.
• Riccardo Sommariva & Paolo Zeppini, 2026, "Heterogeneous Expectations with Multiple Risky Assets," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2026-18, Jul.
• Pierre De Leo & Lorena Keller & Giuliano Simoncelli & Mauricio Villamizar Villegas & Tomas Williams, 2026, "Foreign Investors in Local-Currency Bond Markets: Implications for Bond Yields and Exchange Rates," Working Papers, The George Washington University, The Center for Economic Research, number 2026-007, Apr.
• Dobrislav Dobrev & Ernst Schaumburg, 2026, "High-Frequency Cross-Market Trading: Model-Free Measurement and Testable Implications," Working Papers, The George Washington University, The Center for Economic Research, number 2026-011, Sep.
• Christian Gollier, 2026, "The welfare cost of ignoring the beta," Post-Print, HAL, number hal-05483623, Feb, DOI: 10.1086/733779.
• F. Antoniou & M. Delis & S. Ongena & C. Tsoumas, 2026, "Pollution permits and financing costs," Post-Print, HAL, number hal-05643530, Apr, DOI: 10.1111/jmcb.13241.
• Lorette Danilo & Fayssal Jamhamed & Franck Martin, 2026, "Pair trading strategies in the cryptoassets market: a cointegration framework with optimized thresholds using genetic algorithms," Post-Print, HAL, number hal-05654972, DOI: 10.1080/14697688.2026.2653663.
• Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Tallon, 2026, "Sharing Model Uncertainty," Post-Print, HAL, number halshs-05365826, May, DOI: 10.1257/mic.20240188.
• Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Tallon, 2026, "Sharing Model Uncertainty," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-05365826, May, DOI: 10.1257/mic.20240188.
• Frédéric Cherbonnier & Christian Gollier & Aude Pommeret, 2026, "Stress discounting," Working Papers, HAL, number hal-05493224, Feb.
• Angelo Leogrande & Fabio Anobile & Alberto Costantiello & Carlo Drago & Massimo Arnone, 2026, "Equity Market Structure and Trading Diversification: Insights from Panel Data, Clustering, and Machine Learning," Working Papers, HAL, number hal-05523554, Feb.
• Ahmad Al Izham Izadin & Ooi Kok Loang & Mohd Shahidan Shaari & Abdul Rahim Ridzuan & Sevenpri Candra, 2026, "Reassessing Attention to Fintech: Spillover Effects on Conventional and Islamic Financial Stocks," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 35-58, March, DOI: https://doi.org/10.21098//jimf.v12i.
• Abdul Aziz & Abdurakhman Abdurakhman, 2026, "Optimizing Islamic Portfolio Formation Using Mathematical and Shariah Approaches," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 59-80, March, DOI: https://doi.org/10.21098//jimf.v12i.
• Olfa Ben Mdalla & Olfa Benouda, 2026, "The Shariah-Compliant Risk Factor and Distress Risk: Evidence from the U.S. Stocks," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 133-166, March, DOI: https://doi.org/10.21098//jimf.v12i.
• Marco Bonelli, 2026, "Beyond Sovereign Risk: A Frontier Market Valuation Model (FMVM) for Contextualizing Equity Cost in Structurally Constrained Markets," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 28, issue 1, pages 105-148, June.
• Satoko Kojima & Toshiyuki Sakiyama, 2026, "Determinants of Liquidity in the Japanese Government Bond Market: An Interpretable Machine Learning Approach," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 26-E-03, Mar.
• Hiroyuki Oi & Shigenori Shiratsuka & Shunichi Yoneyama, 2026, "Revisiting Shadow Short-term Interest Rate Models: Evidence from the Ultra-Low Interest Rate Environment in Japan," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 26-E-06, Mar.
• Iñaki Aldasoro & Paula Beltran & Federico Grinberg, 2026, "Stablecoin Inflows and Spillovers to FX Markets," IMF Working Papers, International Monetary Fund, number 2026/056, Mar.
• Sara Shurdhi & Ingrid Konomi, 2026, "Cashless economy: opportunities and challenges in the digital age," Romanian Journal of Economics, Institute of National Economy, volume 62, issue 1(71), pages 411-427, June.
• Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos, 2026, "The Distribution of Investor Beliefs, Stock Ownership, and Stock Returns," Management Science, INFORMS, volume 72, issue 2, pages 1595-1615, February, DOI: 10.1287/mnsc.2022.02027.
• Julien Prat & Vincent Danos & Stefania Marcassa, 2026, "Fundamental Pricing of Utility Tokens," Management Science, INFORMS, volume 72, issue 5, pages 3650-3665, May, DOI: 10.1287/mnsc.2023.00566.
• Akshaya Jha & Stephen A. Karolyi & Nicholas Z. Muller, 2026, "Polluting Public Funds: The Effect of Environmental Regulations on Municipal Bonds," Management Science, INFORMS, volume 72, issue 6, pages 5048-5067, June, DOI: 10.1287/mnsc.2023.02340.
• Li, Xiao & Wang, Ying & Wei, Jason, 2026, "Do corporate bond mutual funds exhibit investment skill? Evidence from earnings announcements," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107776.
• Verdickt, Gertjan, 2026, "The asset-pricing implications of selection neglect: Evidence from global fine wine auctions," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107792.
• He, Jingbin & Liu, Bo & Wang, Yiyao & Wu, Fei, 2026, "How do investors react to biased information? Evidence from Chinese IPO auctions," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107793.
• Chen, Rongxin & Tai, Chung-Ching & Lepori, Gabriele M. & Sung, Ming-Chien & Tseng, Yi-Heng, 2026, "Behavioural theories of investor behaviour: Empirical evidence from the limit order book," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107797.
• Mamaysky, Harry & Shen, Yiwen & Wu, Hongyu, 2026, "Credit information in earnings calls," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107798.
• El Hajjar, Samah & Gebka, Bartosz & Duxbury, Darren & Su, Chen, 2026, "Behavioral effects of capital market regulations on investor (ir)rationality and market (in)efficiency: Evidence from MAD and TPD EU directives," Journal of Economic Behavior & Organization, Elsevier, volume 244, issue C, DOI: 10.1016/j.jebo.2026.107497.
• Kanelis, Dimitrios & Siklos, Pierre L., 2026, "Emotion in Euro area monetary policy communication and bond yields: the Draghi era," Journal of Economic Behavior & Organization, Elsevier, volume 245, issue C, DOI: 10.1016/j.jebo.2026.107525.
• Bianchi, Javier & Bigio, Saki, 2026, "Portfolio choice and settlement frictions: A theory of endogenous convenience yields," Journal of Economic Theory, Elsevier, volume 234, issue C, DOI: 10.1016/j.jet.2026.106166.
• Dahlquist, Magnus & Ibert, Markus, 2026, "Institutions’ return expectations across assets and time," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104188.
• Heyerdahl-Larsen, Christian & Illeditsch, Philipp, 2026, "Demand disagreement," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104191.
• Crosignani, Matteo & Han, Lina & Macchiavelli, Marco & Silva, André F., 2026, "Securing technological leadership? The cost of export controls on firms," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104192.
• (Jinfan) Chang, Jeffery & Du, Huancheng & Lou, Dong & Polk, Christopher, 2026, "Corrigendum to “Ripples into waves: Trade networks, economic activity, and asset prices” [Journal of Financial Economics, Volume 145, (July 2022) Pages 217–238/Article Number]," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104201.
• Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z., 2026, "Manufacturing risk-free government debt," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104203.
• Gálvez, Julio & Paz-Pardo, Gonzalo, 2026, "Richer earnings dynamics, consumption and portfolio choice over the life cycle," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104206.
• D’Amico, Stefania & Klausmann, Johannes & Pancost, N. Aaron, 2026, "The benchmark greenium," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104217.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2026, "Government bond risk and return in the US and China," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104224.
• Eaton, Gregory W. & Green, T. Clifton & Roseman, Brian S. & Wu, Yanbin, 2026, "Retail option traders and the implied volatility surface," Journal of Financial Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.jfineco.2026.104238.
• Li, Yizhang & Sokolinski, Stanislav & Tamoni, Andrea, 2026, "Which investors drive anomaly returns and how?," Journal of Financial Economics, Elsevier, volume 179, issue C, DOI: 10.1016/j.jfineco.2026.104257.
• Evans, Richard B. & Moussawi, Rabih & Pagano, Michael S. & Sedunov, John, 2026, "Operational shorting and ETF liquidity provision," Journal of Financial Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.jfineco.2026.104241.
• Avramov, Doron & Ge, Shuyi & Li, Shaoran & Linton, Oliver, 2026, "Dual peer effects and cross-stock predictability," Journal of Financial Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.jfineco.2026.104274.
• Bell, Sebastian & Kakhbod, Ali & Lettau, Martin & Nazemi, Abdolreza, 2026, "Glass box machine learning and corporate bond returns," Journal of Financial Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.jfineco.2026.104294.
• Dickerson, Alexander & Julliard, Christian & Mueller, Philippe, 2026, "The co-pricing factor zoo," Journal of Financial Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.jfineco.2026.104295.
• Loualiche, Erik & Pecora, Alexandre R. & Somogyi, Fabricius & Ward, Colin, 2026, "Monetary policy transmission through the exchange rate factor structure," Journal of Financial Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.jfineco.2026.104305.
• Berndt, Antje & Helwege, Jean & Liu, Amanda & Packer, Frank, 2026, "The impact of introducing a (nearly) redundant security: Evidence from Malaysian corporate bonds," Journal of Financial Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.jfineco.2026.104310.
• Fardeau, Vincent, 2026, "Asymmetric thin markets," Journal of Financial Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.jfineco.2026.104319.
• Lu, Xu & Wu, Lingxuan, 2026, "Monetary transmission and portfolio rebalancing: A cross-sectional approach," Journal of Financial Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.jfineco.2026.104324.
• Pang, Hao, 2026, "Forecast bias across horizons: Inflation expectations and the Treasury yields," Journal of Financial Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.jfineco.2026.104327.
• Lyu, Yuanzhen, 2026, "Aggregate corporate savings, economic uncertainty, and future stock returns," Journal of Financial Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.jfineco.2026.104329.
• Bergman, Nittai K. & Kadan, Ohad & Michaely, Roni & Moulton, Pamela C., 2026, "Do proprietary traders provide liquidity?," Journal of Financial Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.jfineco.2026.104325.
• Lopez-Lira, Alejandro & Tang, Yuehua, 2026, "Can ChatGPT forecast stock price movements? Return predictability and large language models," Journal of Financial Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.jfineco.2026.104335.
• Korteweg, Arthur & Panageas, Stavros & Systla, Anand, 2026, "Private equity for pension plans? Evaluating private equity performance from an investor’s perspective," Journal of Financial Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.jfineco.2026.104336.
• van der Beck, Philippe, 2026, "Short versus long-run demand elasticities in asset pricing," Journal of Financial Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.jfineco.2026.104337.
• Jiang, Zhengyang & Richmond, Robert J. & Zhang, Tony, 2026, "Convenience lost," Journal of Financial Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.jfineco.2026.104347.
• Sikorskaya, Taisiya, 2026, "Institutional investor mandates, securities lending, and short-selling constraints," Journal of Financial Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.jfineco.2026.104349.
• Lopez, Pierlauro & Vazquez-Grande, Francisco & Lopez-Salido, David, 2026, "A New Keynesian model of the term structures of equity and bond returns," Journal of Financial Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.jfineco.2026.104351.
• Huang, Teng, 2026, "Bank monopsony power and stock market spillovers on deposit markets," Journal of Financial Intermediation, Elsevier, volume 66, issue C, DOI: 10.1016/j.jfi.2026.101198.
• Bai, Jennie & Massa, Massimo, 2026, "Is human-interaction-based information substitutable?," Journal of Financial Intermediation, Elsevier, volume 67, issue C, DOI: 10.1016/j.jfi.2026.101210.
• Doeswijk, Ronald & Swinkels, Laurens, 2026, "The risk and reward of investing," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103453.
• Liu, Yakun & Chen, Yan & Zhang, Lei & Deng, Xi, 2026, "Forecasting stock return: The role of idiosyncratic asymmetry risk," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103464.
• Chen, Jian & Han, Yufeng & Tang, Guohao & Zhu, Yifeng, 2026, "Taming the global factor zoo," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103466.