Research classified by Journal of Economic Literature (JEL) codes

2026

• So, Raymond H.Y. & Zhang, Xuanchen, 2026, "Rejoicing, regret and stock returns – US and international evidence," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107742.
• Müller, Sebastian & Preissler, Fabian, 2026, "In good and in bad times? The relation between anomaly returns and market states," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107746.
• Patel, Nimesh & Reuter, Jonathan & Spilker, Harold D., 2026, "Alpha by affiliation," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107751.
• Sakkas, Athanasios, 2026, "Risk premia in commodity markets," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107760.
• Saffi, Pedro A.C. & Zheng, Xinrui, 2026, "ETF launching decisions," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107762.
• Wang, Yizhi & Zhu, Qiaoqiao, 2026, "Digesting the profitability and investment premiums: Evidence from short-selling activity," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107773.
• Bernard Cornet, 2026, "Pricing rules with market frictions: an axiomatic approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202606, Feb.
• Zeqin Liu & Zongwu Cai & Ying Fang, 2026, "An LLM Approach to Study Expectation Management Frictions under China's Dual-Track Regulation and Multi-Objective Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202613, May, revised May 2026.
• Hai Duong & Bart Taub, 2026, "The value of information flows in the stock market," Annals of Finance, Springer, volume 22, issue 1, pages 1-41, June, DOI: 10.1007/s10436-026-00479-y.
• Hans-Peter Bermin, 2026, "Kelly trading and expected utility," Annals of Finance, Springer, volume 22, issue 2, pages 1-22, December, DOI: 10.1007/s10436-026-00487-y.
• 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.
• Zefeng Bai & Dessislava Pachamanova & Victoria Steblovskaya & Kai Wallbaum, 2026, "Target volatility strategies: optimal rebalancing boundary for transaction cost minimization," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 40, issue 2, pages 245-272, June, DOI: 10.1007/s11408-025-00486-5.
• David Ardia & Clément Aymard & Tolga Cenesizoglu, 2026, "Revisiting Boehmer et al. (2021): recent period, alternative method, different conclusions," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 40, issue 2, pages 273-306, June, DOI: 10.1007/s11408-025-00487-4.
• 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.
• C. Stace Sirmans & G. Stacy Sirmans & Greg T. Smersh & Daniel T. Winkler, 2026, "Perceptions of Climate Change and the Pricing of Disaster Risk in Commercial Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 73, issue 3, pages 385-417, October, DOI: 10.1007/s11146-025-10015-w.
• 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.
• Julian Böll & Julian Thimme & Marliese Uhrig-Homburg, 2026, "Anomalies and optionability," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-29, December, DOI: 10.1007/s11147-026-09242-x.
• 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.
• Klaus Grobys, 2026, "Magnificent 7: unsustainable growth and systemic risk," Review of Quantitative Finance and Accounting, Springer, volume 67, issue 2, pages 437-468, August, DOI: 10.1007/s11156-025-01458-6.
• Lie-Jane Kao & Cheng-Few Lee & Han-Hsing Lee, 2026, "Estimated Sharpe ratio of asset returns with fat tails: theory and empirical evidence," Review of Quantitative Finance and Accounting, Springer, volume 67, issue 2, pages 869-889, August, DOI: 10.1007/s11156-025-01474-6.
• 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.
• Meg Adachi-Sato & Hiroshi Osano, 2026, "Sustainability-Linked Debt and ESG Executive Compensation," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2026-25, Aug.
• 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.
• Marwan Rouahi & Abid Ihadiyan, 2026, "Attenuated Asymmetry: How Microstructure Shapes Volatility Dynamics in an Emerging Market," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 12, issue 1, pages 5-32.
• 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.
• Rose Portier, 2026, "The Phase-Dependent Effects of Monetary Policy: Plateau vs Cycle," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 26008, Jun.
• 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.
• Joel P. Flynn & Maksim Meinert & Karthik Sastry, 2026, "Forecasting with Uncertain Persistence," NBER Working Papers, National Bureau of Economic Research, Inc, number 35411, Jul.
• Wenhao Li & Sebastian Merkel, 2026, "Quantitative Easing and Government Debt Sustainability," NBER Working Papers, National Bureau of Economic Research, Inc, number 35421, Jul.
• Jason Allen & Milena Wittwer, 2026, "Bundling Trades In Over-The-Counter Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 35450, Jul.
• Junting Duan & Markus Pelger, 2026, "Inference with AI-Generated Covariates," NBER Working Papers, National Bureau of Economic Research, Inc, number 35481, Jul.
• Geoffrey Heal & Marcella Lucchetta, 2026, "Ambiguity vs. Risk in Investment Decisions: A Continuous Decomposition," NBER Working Papers, National Bureau of Economic Research, Inc, number 35488, Jul.
• Turan G. Bali & Bryan T. Kelly & Mathis Mörke, 2026, "Volatility Disagreement in the Options Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 35500, Jul.
• Hui Chen & Winston Wei Dou & Hongye Guo & Yan Ji, 2026, "Industry Distress Anomaly," NBER Working Papers, National Bureau of Economic Research, Inc, number 35513, Jul.
• Tarek Alexander Hassan & Thomas Mertens & Jingye Wang, 2026, "A Currency Premium Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 35572, Aug.
• Bo Becker & Efraim Benmelech & Joao Monteiro, 2026, "The Value Gap: Europe Cannot Scale," NBER Working Papers, National Bureau of Economic Research, Inc, number 35577, Aug.
• Mohammad Ghaderi & Sébastien Plante & Nikolai Roussanov & Sang Byung Seo, 2026, "Reconstructing a Century of U.S. Corporate Bonds: Credit Risk in Historical Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 35578, Aug.
• Zhongtian Chen & Nikolai Roussanov & Xiaoliang Wang & Dongchen Zou, 2026, "Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux," NBER Working Papers, National Bureau of Economic Research, Inc, number 35579, Aug.
• Itamar Drechsler & Hyeyoon Jung & Weiyu Peng & Dominik Supera & Guanyu Zhou, 2026, "Credit Card Banking," NBER Working Papers, National Bureau of Economic Research, Inc, number 35607, Aug.
• Ricardo Delao & Wenhao Li, 2026, "Beliefs about Government Debt Valuation and Sustainability," NBER Working Papers, National Bureau of Economic Research, Inc, number 35612, Aug.
• 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.
• Sanoh Yusuf, 2026, "Climate Finance Transition Risk under Uncertainty: Text-Mining Evidence from the Japanese Equity Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 26-08, Aug.
• 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.
• 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.
• Jondeau, Eric, 2026, "Climate Targets and Sectoral Risk Premia," CEPR Discussion Papers, Centre for Economic Policy Research, number 21667, Jun.
• Grosse Steffen, Christoph & Lewis, Daniel & Lhuissier, Stéphane, 2026, "The Missing Surprise: Transmission Protection in Central Bank Announcements," CEPR Discussion Papers, Centre for Economic Policy Research, number 21692, Jul.
• Kaniel, Ron & Pelger, Markus & Van Nieuwerburgh, Stijn & Zhou, Luofeng, 2026, "Detecting Skilled Bond Fund Managers," CEPR Discussion Papers, Centre for Economic Policy Research, number 21696, Jul.
• Lee, Tomy & Lotti, Isacco & Nagler, Florian & Ottonello, Giorgio & Wang, Chaojun, 2026, "Shadow Discounts," CEPR Discussion Papers, Centre for Economic Policy Research, number 21712, Jul.
• Hassan, Tarek & Mertens, Thomas & Wang, Jingye, 2026, "A Currency Premium Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 21816, Aug.
• Babus, Ana, 2026, "Variety and Agglomeration in Financial Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 21833, Aug.
• Schwarz, Jiri & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2026, "Trust, Rule of Law, and the Size Premium: Evidence from a Meta-Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 21840, Aug.
• María Andrea Sampedro & Dr. Damià Rey Miró, 2026, "Más allá de la capitalización: eficiencia y diseño de benchmarks en índices de criptomonedas," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 4, issue 10, pages 13-30, Enero.
• Hirshleifer, David & Huang, Chong & Teoh, Siew Hong, 2026, "Index Investing and Asset Pricing Under Information Asymmetry and Ambiguity Aversion," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 61, issue 3, pages 1528-1564, May.
• Kalenga, Danicious & Kaira, Benjamin & Sishumba, Jackson & Siwilanji, Lukundo Willy, 2026, "Comparing the Explanatory Power of the Fama–French Five-Factor and Carhart Four-Factor Models in a Frontier Equity Market: Evidence from the Lusaka Securities Exchange (LuSE)," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 3, DOI: 10.59413/ajocs/v7.i3.56.
• Kapundu, Karen Kapotwe & Mwange, Austin, 2026, "An Analysis of the Effect of Dividend Policy on Stock Price Volatility of Listed Companies on the Lusaka Securities Exchange," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 3, DOI: 10.59413/ajocs/v7.i3.62.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2026, "Capital Flows and the Global Collateral Cycle," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2521, Apr.
• Marcin Pietrzak, 2026, "Pricing States in Geopolitical Risk Episodes," Working Papers, Institute of Economics, Polish Academy of Sciences, number 63, Jul.
• Pia Hüttl & Gökhan Ider & Matthias Kaldorf, 2026, "An Underestimated Policy Lever: The ECB’s Collateral Policy Supports Financial Markets and Reduces Uncertainty," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 16, issue 25/26, pages 203-210.
• Pia Hüttl & Gökhan Ider & Matthias Kaldorf, 2026, "Unterschätzte Stellschraube: EZB‑Sicherheitenpolitik stärkt Finanzmärkte und reduziert Unsicherheit," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 93, issue 27, pages 427-434.
• Pia Hüttl & Gökhan Ider & Matthias Kaldorf, 2026, "Collateral Policy Surprises," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2162.
• Jan Kwakkel & Willem L. Auping & Jan Willem van den End, 2026, "Identifying scenarios of interest under deep uncertainty," Working Papers, DNB, number 860, Apr.
• Emilie Couture, 2026, "Hydrogen in financial markets: A hybrid asset at the crossroads of technology and clean energy," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2026-7.
• Fornari, Fabio & Pianeselli, Daniele & Zaghini, Andrea, 2026, "Environmental score and bond pricing: it better be good, it better be green," Working Paper Series, European Central Bank, number 3176, Jan.
• Anyfantaki, Sofia & Migiakis, Petros & Petroulakis, Filippos & Giannakidis, Haris & Malliaropulos, Dimitris, 2026, "Bond funds’ risk taking and monetary policy," Working Paper Series, European Central Bank, number 3196, Feb.
• Chiţu, Livia & Gori, Sofia & Gürkaynak, Refet S., 2026, "External finance premium: market finance versus bank finance," Working Paper Series, European Central Bank, number 3235, May.
• Ampudia, Miguel & Schobert, Franziska & von Landesberger, Julian & da Silva, Pedro Formoso & Hesse, Simon & Pütz, Alexander & Wohlert, Alexander, 2026, "Central banks, debt managers, and specialness in the Bund repo market," Working Paper Series, European Central Bank, number 3259, Jul.
• Simone Alfarano & Omar Blanco-Arroyo, 2026, "Granular Stock Market," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2608, May.
• Kim, Jeongsim, 2026, "Stock market performance of exporting firms during the COVID-19 pandemic: Evidence from South Korea," Journal of Asian Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.asieco.2026.102137.
• Herrmann-Romero, Matthias & Liegl, Simon & Angerer, Martin & Stöckl, Thomas, 2026, "Golden eye — How traders focus on and select information in experimental asset markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2025.101138.
• Fan, John Hua & Li, Mingyi & Wang, Xinyu, 2026, "Cultural celebrations and investor gambling behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101139.
• de Vries, Martijn A., 2026, "Time-varying risk aversion and the equity term structure," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101141.
• Flynn, Matthew & Liu, Yifan, 2026, "Gambling on Bitcoin options?," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101142.
• Deep, Gagan & Deep, Akash & Rachev, Svetlozar T. & Fabozzi, Frank J., 2026, "Google Trends—Augmented XGBoost for market volatility prediction: A machine learning early warning system," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101159.
• Natashekara, Karthik & Sampath, Aravind, 2026, "Herding, information cascades, and cryptocurrencies — New evidence using low frequency and high frequency data," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101167.
• Sun, Xuchu & Zhu, Jianchang & Chen, Fenggong & Li, Tangrong, 2026, "Exploring retail investor sophistication: Insights from pseudo T+0 trading activities," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101182.
• Kumari, Jyoti & Mattaparthi, Sanjana, 2026, "Sentiment-driven volatility and the idiosyncratic volatility puzzle: Evidence from an emerging market," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101189.
• Cheng, Zhuo (June) & Fang, Jing & Zhang, Yinglei, 2026, "Idiosyncratic volatility and return: A finite mixture approach," The British Accounting Review, Elsevier, volume 58, issue 2, DOI: 10.1016/j.bar.2023.101261.
• Wu, Mian & Huang, Wenli & Liu, Xiaoquan & Meng, Qingxin, 2026, "Firm connection and equity return predictability – Graph-based machine learning methods," The British Accounting Review, Elsevier, volume 58, issue 2, DOI: 10.1016/j.bar.2024.101436.
• Jahanshahloo, Hossein & Irresberger, Felix & Urquhart, Andrew, 2026, "Bitcoin under the microscope," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2023.101237.
• Guo, Weiwei & Jahanshahloo, Hossein & Spokeviciute, Laima & Wang, Qingwei, 2026, "The dual impact of on-chain and off-chain factors on Bitcoin market efficiency," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2025.101641.
• Hoang, Lai Trung & Yang, Joey Wenling, 2026, "Playing the market: Lottery stock and bitcoin comovement," The British Accounting Review, Elsevier, volume 58, issue 3, DOI: 10.1016/j.bar.2025.101683.
• Zhai, Qifan & Chang, Yuyuan & Zhou, Qing (Clara), 2026, "Risky corporate savings and stock liquidity," Journal of Corporate Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.jcorpfin.2026.103035.
• Chan, Keith Jin Deng & Wan, Wilson Tsz Shing, 2026, "The double-edged sword of corporate net zero commitment on the carbon risk premium," Journal of Corporate Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.jcorpfin.2025.102920.
• Kim, Daniel & Pouget, Sébastien, 2026, "Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets," Journal of Corporate Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.jcorpfin.2025.102932.
• Fliegel, Philip, 2026, "How you measure transition risk matters: comparing and evaluating climate transition risk metrics," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2025.102939.
• Gu, Ming & Li, Dongxu & Xiong, Zhitao, 2026, "Curbing stock price crash: The bright side of regulatory fragmentation," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2026.102950.
• Nazemi, Abdolreza & Baumann, Friedrich & Fabozzi, Frank J., 2026, "Inter-industry network and corporate bond recovery rates," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2026.102975.
• Benlialper, Ahmet, 2026, "Global corporate bond markets and local monetary policy transmission," Journal of Corporate Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jcorpfin.2026.102987.
• D’Ercole, Francesco & Wagner, Alexander F. & Yamada, Kazuo, 2026, "Investor repricing of chronic undervaluation: Evidence from the Tokyo Stock Exchange capital efficiency initiative," Journal of Corporate Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jcorpfin.2026.103009.
• Weretka, Marek & Dec, Marcin, 2026, "Welfare measurements with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, volume 184, issue C, DOI: 10.1016/j.jedc.2025.105252.
• Liu, Feng, 2026, "A simple higher-order rational email-game bubble model," Journal of Economic Dynamics and Control, Elsevier, volume 185, issue C, DOI: 10.1016/j.jedc.2026.105284.
• Chen, Xingyu & Chen, Zilin & Tu, Jun & Wang, Liyao & Wang, Luying, 2026, "Proximity to the 52-week high and the risk-return trade-off," Journal of Economic Dynamics and Control, Elsevier, volume 185, issue C, DOI: 10.1016/j.jedc.2026.105286.
• Sadoghi, Amirhossein & Santi, Caterina, 2026, "Decoding news: How media risk and ambiguity shape CDS spreads," Journal of Economic Dynamics and Control, Elsevier, volume 187, issue C, DOI: 10.1016/j.jedc.2026.105322.
• Labonne, Paul & Thorsrud, Leif Anders, 2026, "Risky news and credit market sentiment," Journal of Economic Dynamics and Control, Elsevier, volume 187, issue C, DOI: 10.1016/j.jedc.2026.105331.
• Dergunov, Ilya, 2026, "Production and endogenous preferences," Journal of Economic Dynamics and Control, Elsevier, volume 188, issue C, DOI: 10.1016/j.jedc.2026.105346.
• Yu, Deshui & Huang, Difang & Yin, Ximing, 2026, "Market-based short-rate uncertainty and time-varying expected returns," Journal of Economic Dynamics and Control, Elsevier, volume 188, issue C, DOI: 10.1016/j.jedc.2026.105348.
• Peña, Juan Ignacio, 2026, "Uncertain policies, unstable markets: How energy regulation shapes financial outcomes," Economic Analysis and Policy, Elsevier, volume 90, issue C, pages 818-833, DOI: 10.1016/j.eap.2026.01.056.
• Huang, XiaoHong & Ni, Jian & Xu, Yue, 2026, "Information diversity, collusion of informed traders and asset prices," Economic Modelling, Elsevier, volume 154, issue C, DOI: 10.1016/j.econmod.2025.107321.
• Zeng, Tao & Wang, Kaixin & Fan, Yanjing & Liu, Xiaobin, 2026, "Systemic default probability and return predictability: Evidence from China," Economic Modelling, Elsevier, volume 160, issue C, DOI: 10.1016/j.econmod.2026.107617.
• Shah, Syed Adnan & Nawaz, Ali & Du, Yuan & Su, Chi Wei, 2026, "Green bond performance under ESG uncertainty: Nonlinear Time–Frequency quantile analysis," Economic Modelling, Elsevier, volume 161, issue C, DOI: 10.1016/j.econmod.2026.107631.
• Jena, Sangram Keshari & Lahiani, Amine & Dash, Ashutosh & Ray, Sougata, 2026, "Stock market vulnerability to US monetary policy: Evidenced from quantile coherency analysis," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102536.
• Nasir, Rana Muhammad & He, Feng & Asadi, Mehrad & Roubaud, David, 2026, "Spillover and return connectedness between uncertainties, digital assets, green bond, green and traditional energy markets: Evidence from quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102538.
• Kim, Jinyong & Kim, Yongsik & Lee, Seunghyun, 2026, "Simultaneous inference in testing conditional alphas of momentum portfolios," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102557.
• Brik, Hatem, 2026, "Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102566.
• Alex, Fabian, 2026, "On the non-neutrality of socially responsible investing in the presence of a greenium," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102567.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2026, "Short-Term market impact of 2024 US President elections and Trump-Zelensky meeting in defence industry," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102569.
• Aslam, Adnan & Brahmana, Rayenda Khresna, 2026, "Systemic spillovers in high-growth private market sectors: determinants and portfolio implications," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102579.
• Dridi, Ichrak & Belhoula, Mohamed Malek & Boughrara, Adel, 2026, "Inflation targeting and stock market liquidity: a difference-in-difference and doubly robust analysis of emerging markets," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102580.
• Brik, Hatem, 2026, "Corrigendum to “Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models” [N. Am. J. Econ. Financ. 82 (2026) 102566]," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102598.
• Addey, Kwame Asiam & Sakouvogui, Kekoura, 2026, "Industrial policy and downside risk: Evidence from CHIPS-Exposed firms," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102603.
• Lim, Sanghoon & Ha, Mijin & Park, Jongkyu & Yoon, Ji-Hun & Lee, Hyojung, 2026, "Detecting endogenous structural breaks in the KOSPI200: A change-point detection and event study analysis of the COVID-19 crisis," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102609.
• Abou Tanos, Barbara & Jaafar, Azzam & Shahrour, Mohamad H., 2026, "Are green bonds the new quasi-havens? novel evidence from sentiment-driven volatility spillovers," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102606.