Research classified by Journal of Economic Literature (JEL) codes

2025

• Julien Prat & Vincent Danos & Stefania Marcassa, 2025, "Fundamental Pricing of Utility Tokens," Post-Print, HAL, number hal-05408924, Feb, DOI: 10.1287/mnsc.2023.00566.
• Fanny Cartellier & Peter Tankov & Olivier David Zerbib, 2025, "Can investors curb greenwashing?," Post-Print, HAL, number hal-05415062, Oct, DOI: 10.1016/j.jedc.2025.105195.
• Frédéric Cherbonnier & Christian Gollier & Aude Pommeret, 2025, "Stress discounting," Post-Print, HAL, number hal-05493242, Nov, DOI: 10.1007/s11166-025-09469-3.
• Christophe Bruneel-Zupanc & Guillaume Chapelle & Jean-Benoît Eymeoud & Etienne Wasmer, 2025, "Housing Prices Propagation: A Theory of Spatial Interactions," Post-Print, HAL, number hal-05631317, DOI: 10.1016/j.euroecorev.2025.105252.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2025, "Rational bubbles in portfolios with fundamental value," Post-Print, HAL, number halshs-05283286, Dec, DOI: 10.1016/j.mathsocsci.2025.102464.
• Milo Bianchi & Philippe Jehiel, 2025, "Bubbles and Crashes with Partially Sophisticated Investors," Post-Print, HAL, number halshs-05368510, Dec, DOI: 10.1007/s11579-025-00402-5.
• Milo Bianchi & Philippe Jehiel, 2025, "Bubbles and Crashes with Partially Sophisticated Investors," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-05327589, Sep, DOI: 10.1007/s11579-025-00402-5.
• Milo Bianchi & Philippe Jehiel, 2025, "Bubbles and Crashes with Partially Sophisticated Investors," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-05368510, Dec, DOI: 10.1007/s11579-025-00402-5.
• Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Tallon, 2025, "Sharing Model Uncertainty," PSE Working Papers, HAL, number halshs-04598577, Mar.
• Paul Hubert & Rose Portier, 2025, "The Signaling Effects of Tightening and Easing Monetary Policy," Sciences Po Economics Publications (main), HAL, number hal-05097460, May.
• Sylvérie Herbert & Paul Hubert & Mathias Lé, 2025, "When does Monetary Policy Matter? Policy Stance vs. Term Premium News 1," Sciences Po Economics Publications (main), HAL, number hal-05481635, Nov.
• Christophe Bruneel-Zupanc & Guillaume Chapelle & Jean-Benoît Eymeoud & Etienne Wasmer, 2025, "Housing Prices Propagation: A Theory of Spatial Interactions," Sciences Po Economics Publications (main), HAL, number hal-05631317, DOI: 10.1016/j.euroecorev.2025.105252.
• Christian Gollier, 2025, "The welfare cost of ignoring the beta," Working Papers, HAL, number hal-04967060, Feb.
• Manaf Ahmed & Said Khalil, 2025, "Sectoral Volatility under Political Uncertainty: An Extended GARCH-X Modeling Framework," Working Papers, HAL, number hal-05087376, May.
• Paul Hubert & Rose Portier, 2025, "The Signaling Effects of Tightening and Easing Monetary Policy," Working Papers, HAL, number hal-05097460, May.
• Milo Bianchi & Philippe Jehiel, 2025, "Bubbles and Crashes with Partially Sophisticated Investors," Working Papers, HAL, number hal-05327571, Oct.
• Sylvérie Herbert & Paul Hubert & Mathias Lé, 2025, "When does Monetary Policy Matter? Policy Stance vs. Term Premium News 1," Working Papers, HAL, number hal-05481635, Nov.
• Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Tallon, 2025, "Sharing Model Uncertainty," Working Papers, HAL, number halshs-04598577, Mar.
• Zrinka Lovretin Golubić & Denis Dolinar & Davor Zoričić, 2025, "A heuristic approach to the estimation of an efficient benchmark in the Croatian stock market," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 76, issue 1, pages 3-14, DOI: 10.32910/ep.76.1.1.
• Aase, Knut K., 2025, "Recursive utility and jump-diffusions," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/6, Feb.
• Aase, Knut K., 2025, "The economics of risk sharing in discrete time with translation invariant recursive utility," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/15, May.
• Aase, Knut K., 2025, "Optimal risk sharing with translation invariant recursive utility in continuous time," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/16, May.
• Kaebi, Mohammed Mehdi & Ferreira Batista Martins, Igor, 2025, "Long-Run Interest Rate Differentials and the Profitability of Currency Carry," Working Papers, Örebro University, School of Business, number 2025:10, Sep.
• NAKAJIMA, Jouchi, 2025, "Impact of US Monetary Policy Spillovers and Yield Curve Control Policy," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 760, Feb.
• DICKERSON, Alexander & NOZAWA, Yoshio & ROBOTTI, Cesare, 2025, "Factor Investing with Delays," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 771, Jul.
• Ooi Kok Loang & Sevenpri Candra, 2025, "Religion And Green: The Dual Power Of Esg And Shariah-Compliant Stocks In Brand Values Of Malaysia, Indonesia, And Saudi Arabia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 11, issue 2, pages 419-448, June, DOI: https://doi.org/10.21098/jimf.v11i2.
• Bayu Adi Nugroho, 2025, "Diversifying Islamic Haven Assets," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 11, issue 3, pages 535-582, September, DOI: https://doi.org/10.21098/jimf.v11i3.
• Abdullah M. Al-Awadhi & Ahmad Bash & Barrak Algharabali & Ibrahim Khatatbeh, 2025, "Information Asymmetry And Religious Seasonality," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 11, issue 4, pages 807-824, December, DOI: https://doi.org/10.21098/jimf.v11i4.
• Ruchita Verma & Dhanraj Sharma & Pranav Raghavan, 2025, "Stock Market Reaction to Outbreak of Covid-19: An Empirical Study of Indian Sectoral Indices," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 28, issue 3, pages 389-414, October, DOI: https://doi.org/10.59091/2460-9196..
• Masyayuki Okada & Kazuhiro Teramoto, 2025, "Large Firms and Monetary Policy Surprises: Unraveling Excessive Stock Price Sensitivity," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 25-E-06, Aug.
• Koji Takahashi & Sumiko Takaoka, 2025, "Corporate Bond Purchase Program and Corporate Debt Issuance: Evidence from Japanese Corporate Bond Marketing News," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 25-E-11, Sep.
• Kakuho Furukawa & Hibiki Ichiue & Noriyuki Shiraki, 2025, "How Does Climate Change Interact with the Financial System?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 43, pages 61-94, November.
• Mr. Tobias Adrian & Christopher J. Erceg & Marcin Kolasa & Mr. Jesper L Linde & Pawel Zabczyk, 2025, "Macroeconomic and Fiscal Consequences of Quantitative Easing," IMF Working Papers, International Monetary Fund, number 2025/158, Aug.
• Mr. Julien Acalin & Mr. Leonardo Martinez & Mr. Francisco Roch, 2025, "Fiscal Rules, Robust Correction Mechanisms, and Sovereign Spreads," IMF Working Papers, International Monetary Fund, number 2025/195, Sep.
• Josué Alan Cantú Esquivel & Salvador Cruz Aké & Ana Lorena Jiménez Preciado, 2025, "Evaluación de la consistencia de las betas en el modelo de CAPM mediante un análisis de bootstraps con memoria," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 20, issue 2, pages 1-21, Abril - J.
• Ari Kutai & Daniel Nathan & Milena Wittwer, 2025, "Exchanges for Government Bonds? Evidence During COVID-19," Management Science, INFORMS, volume 71, issue 10, pages 8948-8966, October, DOI: 10.1287/mnsc.2023.02344.
• Geert Bekaert & Xue Wang & Xiaoyan Zhang, 2025, "The International Commonality of Idiosyncratic Variances," Management Science, INFORMS, volume 71, issue 3, pages 2216-2244, March, DOI: 10.1287/mnsc.2022.01398.
• Julien Hugonnier & Rodolfo Prieto, 2025, "Asset Pricing with Costly Short Sales," Management Science, INFORMS, volume 71, issue 5, pages 3768-3789, May, DOI: 10.1287/mnsc.2023.01887.
• Gábor Pintér & Semih Üslü, 2025, "Price Formation in Markets with Trading Delays," Management Science, INFORMS, volume 71, issue 7, pages 6131-6154, July, DOI: 10.1287/mnsc.2020.01400.
• Andrew Isaak & Baris Istipliler & Suleika Bort & Michael Woywode, 2025, "Regulation, Corruption, and Decentralized Autonomous Organizations: Insights from Bitcoin Trading and Platform Founding Between 2011 and 2023," Organization Science, INFORMS, volume 36, issue 6, pages 2210-2244, November, DOI: 10.1287/orsc.2023.18467.
• Eeckhout, Tom & Natkhov, Timur & Polishchuk, Leonid & Schoors, Koen, 2025, "Streetlight Effect in Corruption Measurement: Theory and Application to Russian Traffic Police," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2025-004, Sep.
• Maria Teresa Medeiros Garcia & Carolina e Silva Correia de Carvalho, 2025, "Measuring Sentiment: The Impact on Financial Markets Volatility," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0365, Jan.
• António Afonso & Jorge Braga Ferreira, 2025, "The ECB's Pandemic Emergency Purchase Programme and Fiscal Policy: Synergies or Conflict?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0378, May.
• Eduardo C. Ferraciolli & Francesco Renzini & Tanya V. Araújo & Flaminio Squazzoni, 2025, "The Devil’s Dung? Money as a mechanism of generalized reciprocity in human societies," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0379, May.
• Jorge Braga Ferreira, 2025, "Corporate Financing Effects of the ECB’s CSPP: Evidence from Bond Spreads and Firm Leverage," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0390, Jul.
• Bernard Cornet, 2025, "Characterizing Arbitrage-Free Choquet Pricing Rules," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202508, Apr.
• Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2025, "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202509, Apr.
• Alessandra Cretarola & Gianna Figà-Talamanca & Marco Patacca, 2025, "Option pricing in a sentiment-biased stochastic volatility model," Annals of Finance, Springer, volume 21, issue 1, pages 69-95, March, DOI: 10.1007/s10436-024-00448-3.
• Karen Grigorian & Robert A. Jarrow, 2025, "No arbitrage for a special class of filtration expansions," Annals of Finance, Springer, volume 21, issue 1, pages 45-68, March, DOI: 10.1007/s10436-024-00458-1.
• Hyder Ali & Salma Naz, 2025, "Out-of-sample equity premium prediction: A voting approach to forecast combination," Annals of Finance, Springer, volume 21, issue 3, pages 243-281, September, DOI: 10.1007/s10436-025-00466-9.
• Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2025, "Risk-asymmetry indices in Europe," Annals of Finance, Springer, volume 21, issue 3, pages 283-316, September, DOI: 10.1007/s10436-025-00467-8.
• Beatrice Bertelli & Gianna Boero & Costanza Torricelli, 2025, "The market price of greenness: a factor pricing approach for green and conventional bonds," Annals of Finance, Springer, volume 21, issue 3, pages 317-350, September, DOI: 10.1007/s10436-025-00469-6.
• Zhou, Peng & Li, Xiang & Shi, Xing & Jiang, Kun, 2025, "Spillover of the carbon risk along the supply chain: Evidence from the U.S. corporate bond market," Journal of Business Research, Elsevier, volume 201, issue C, DOI: 10.1016/j.jbusres.2025.115742.
• He, Xue-Zhong (Tony) & Shi, Lei & Tolotti, Marco, 2025, "The social value of information uncertainty," Journal of Economic Behavior & Organization, Elsevier, volume 229, issue C, DOI: 10.1016/j.jebo.2024.106840.
• Chiah, Mardy & Tian, Xiao & Zhong, Angel, 2025, "Nature's impact: Do extreme natural disasters influence retail investors?," Journal of Economic Behavior & Organization, Elsevier, volume 232, issue C, DOI: 10.1016/j.jebo.2025.106954.
• Marmora, Paul, 2025, "The causal effect of limited attention to FOMC announcements," Journal of Economic Behavior & Organization, Elsevier, volume 234, issue C, DOI: 10.1016/j.jebo.2025.106999.
• Moretti, Angelo & Santi, Caterina, 2025, "Worries about energy security and stock returns," Journal of Economic Behavior & Organization, Elsevier, volume 238, issue C, DOI: 10.1016/j.jebo.2025.107210.
• Di Francesco, Tommaso & Torren-Peraire, Daniel, 2025, "(Mis)information diffusion and the financial market," Journal of Economic Behavior & Organization, Elsevier, volume 238, issue C, DOI: 10.1016/j.jebo.2025.107211.
• van Cappelle, Tjeerd & Pokidin, Dmytro & Zwinkels, Remco C.J., 2025, "The cross section of stock returns in an artificial stock market," Journal of Economic Behavior & Organization, Elsevier, volume 239, issue C, DOI: 10.1016/j.jebo.2025.107258.
• Dias, Marco Antonio Guimarães & Borges, Roberto Evelim Penha, 2025, "Valuing oil reserve volumes under price uncertainty," Journal of Economics and Business, Elsevier, volume 137, issue C, DOI: 10.1016/j.jeconbus.2025.106277.
• Gao, Pingyang & Jiang, Xu & Lu, Jinzhi, 2025, "Manipulation, panic runs, and the short selling ban," Journal of Economic Theory, Elsevier, volume 223, issue C, DOI: 10.1016/j.jet.2024.105939.
• Khorrami, Paymon & Zentefis, Alexander K., 2025, "Segmentation and beliefs: A theory of self-fulfilling idiosyncratic risk," Journal of Economic Theory, Elsevier, volume 223, issue C, DOI: 10.1016/j.jet.2024.105954.
• Guasoni, Paolo & Weber, Marko Hans, 2025, "General equilibrium with unhedgeable fundamentals and heterogeneous agents," Journal of Economic Theory, Elsevier, volume 224, issue C, DOI: 10.1016/j.jet.2025.105978.
• Gopalakrishna, Goutham & Lee, Seung Joo & Papamichalis, Theofanis, 2025, "Beliefs and the net worth trap," Journal of Economic Theory, Elsevier, volume 227, issue C, DOI: 10.1016/j.jet.2025.106033.
• Maenhout, Pascal J. & Vedolin, Andrea & Xing, Hao, 2025, "Robustness and dynamic sentiment," Journal of Financial Economics, Elsevier, volume 163, issue C, DOI: 10.1016/j.jfineco.2024.103953.
• Horvath, Ferenc, 2025, "Arbitrage-based recovery," Journal of Financial Economics, Elsevier, volume 163, issue C, DOI: 10.1016/j.jfineco.2024.103969.
• Cosemans, Mathijs & Frehen, Rik, 2025, "Strategic insider trading and its consequences for outsiders: Evidence from the eighteenth century," Journal of Financial Economics, Elsevier, volume 164, issue C, DOI: 10.1016/j.jfineco.2024.103974.
• Klingler, Sven & Syrstad, Olav, 2025, "The SOFR discount," Journal of Financial Economics, Elsevier, volume 164, issue C, DOI: 10.1016/j.jfineco.2024.103989.
• Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny, 2025, "Yield drifts when issuance comes before macro news," Journal of Financial Economics, Elsevier, volume 165, issue C, DOI: 10.1016/j.jfineco.2025.103993.
• Barroso, Pedro & Detzel, Andrew & Maio, Paulo, 2025, "The volatility puzzle of the beta anomaly," Journal of Financial Economics, Elsevier, volume 165, issue C, DOI: 10.1016/j.jfineco.2025.103994.
• Banerjee, Snehal & Breon-Drish, Bradyn & Smith, Kevin, 2025, "Asymmetric information, disagreement, and the valuation of debt and equity," Journal of Financial Economics, Elsevier, volume 165, issue C, DOI: 10.1016/j.jfineco.2025.103995.
• Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide, 2025, "Central Bank–Driven Mispricing," Journal of Financial Economics, Elsevier, volume 166, issue C, DOI: 10.1016/j.jfineco.2025.104004.
• Breitung, Christian & Müller, Sebastian, 2025, "Global Business Networks," Journal of Financial Economics, Elsevier, volume 166, issue C, DOI: 10.1016/j.jfineco.2025.104007.
• Bryzgalova, Svetlana & Pavlova, Anna & Sikorskaya, Taisiya, 2025, "Strategic arbitrage in segmented markets," Journal of Financial Economics, Elsevier, volume 166, issue C, DOI: 10.1016/j.jfineco.2025.104008.
• Bekaert, Geert & Bergbrant, Mikael & Kassa, Haimanot, 2025, "Expected idiosyncratic volatility," Journal of Financial Economics, Elsevier, volume 167, issue C, DOI: 10.1016/j.jfineco.2025.104023.
• Cong, Lin William & Feng, Guanhao & He, Jingyu & He, Xin, 2025, "Growing the efficient frontier on panel trees," Journal of Financial Economics, Elsevier, volume 167, issue C, DOI: 10.1016/j.jfineco.2025.104024.
• Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2025, "Constrained liquidity provision in currency markets," Journal of Financial Economics, Elsevier, volume 167, issue C, DOI: 10.1016/j.jfineco.2025.104028.
• Xu, Nancy R. & You, Yang, 2025, "Main Street’s Pain, Wall Street’s Gain," Journal of Financial Economics, Elsevier, volume 168, issue C, DOI: 10.1016/j.jfineco.2025.104037.
• Jacobsen, Stacey & Venkataraman, Kumar, 2025, "Receiving investors in the block market for corporate bonds," Journal of Financial Economics, Elsevier, volume 170, issue C, DOI: 10.1016/j.jfineco.2025.104061.
• Nyborg, Kjell G. & Woschitz, Jiri, 2025, "Robust difference-in-differences analysis when there is a term structure," Journal of Financial Economics, Elsevier, volume 170, issue C, DOI: 10.1016/j.jfineco.2025.104081.
• Schreindorfer, David & Sichert, Tobias, 2025, "Conditional risk and the pricing kernel," Journal of Financial Economics, Elsevier, volume 171, issue C, DOI: 10.1016/j.jfineco.2025.104106.
• Davis, Carter & Kargar, Mahyar & Li, Jiacui, 2025, "Why do portfolio choice models predict inelastic demand?," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104096.
• Lieberman, Paul & Mihov, Atanas & Naranjo, Andy & Velikov, Mihail, 2025, "Show me the receipts: B2B payment timeliness and expected returns," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104108.
• Hou, Ai Jun & Sarno, Lucio & Ye, Xiaoxia, 2025, "The trade imbalance network and currency returns," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104112.
• Golez, Benjamin & Koudijs, Peter, 2025, "Equity duration and predictability," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104114.
• Bok, Brandyn & Mertens, Thomas M. & Williams, John C., 2025, "Macroeconomic drivers and the pricing of uncertainty, inflation, and bonds," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104130.
• Hu, Danqi & Jones, Charles M. & Zhang, Xiaoyan & Zhang, Xinran, 2025, "When do short sellers trade? Evidence from intraday data and implications for informed trading models," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104148.
• Muravyev, Dmitriy & Pearson, Neil D. & Pollet, Joshua M., 2025, "Why does options market information predict stock returns?," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104153.
• Goyal, Amit & Reed, Adam V. & Smajlbegovic, Esad & Soebhag, Amar, 2025, "Stealthy shorts: Informed liquidity supply," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104155.
• Andrei, Daniel & Hasler, Michael, 2025, "Investor learning about monetary-policy transmission and the stock market," Journal of Financial Economics, Elsevier, volume 173, issue C, DOI: 10.1016/j.jfineco.2025.104154.
• McLean, R. David & Pontiff, Jeffrey & Reilly, Christopher, 2025, "Taking sides on return predictability," Journal of Financial Economics, Elsevier, volume 173, issue C, DOI: 10.1016/j.jfineco.2025.104158.
• Rubesam, Alexandre & Zimmermann, Paul, 2025, "Sideshow or center stage? Information transmission between CDS and equity markets," Journal of Financial Intermediation, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfi.2025.101151.
• Tirtiroglu, Dogan & Tirtiroglu, Ercan, 2025, "Capital structure, the adjusted present value, and mortgage choice," Journal of Housing Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.jhe.2025.102066.
• Billio, M. & Busetto, F. & Dufour, A. & Varotto, S., 2025, "Bond supply expectations and the term structure of interest rates," Journal of International Money and Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jimonfin.2024.103217.
• Muñiz, José Antonio & Larkin, Charles & Corbet, Shaen, 2025, "Understanding the use of unconventional monetary policy for portfolio decarbonisation in Europe," Journal of International Money and Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jimonfin.2024.103231.
• Ceballos, Luis & Christensen, Jens H.E. & Romero, Damian, 2025, "A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile," Journal of International Money and Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jimonfin.2024.103234.
• Goodell, John W. & Palma, Alessia & Paltrinieri, Andrea & Piserà, Stefano, 2025, "Firm-level climate change risk and corporate debt maturity," Journal of International Money and Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jimonfin.2025.103275.
• Bonaparte, Yosef & Fabozzi, Frank J. & Peron, Matt, 2025, "Measuring transitory inflation: Implications for monetary policy and stock market volatility," Journal of International Money and Finance, Elsevier, volume 153, issue C, DOI: 10.1016/j.jimonfin.2025.103284.
• Park, Cyn-Young & Shin, Kwanho, 2025, "The development of local currency bond markets and uncovered interest rate parity," Journal of International Money and Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jimonfin.2025.103310.
• Gentner, Jessica, 2025, "The role of hedge funds in the Swiss franc foreign exchange market," Journal of International Money and Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jimonfin.2025.103311.
• Becker, Annette & Fatica, Serena & Rancan, Michela, 2025, "Not only green: Sustainability and debt capital markets," Journal of International Money and Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jimonfin.2025.103319.
• El-Shagi, Makram & Jiang, Lunan, 2025, "How the PBoC’s new MLF affects the yield curve," Journal of International Money and Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jimonfin.2025.103327.
• Filippou, Ilias & Gozluklu, Arie E. & Nguyen, My T. & Viswanath-Natraj, Ganesh, 2025, "Signal in the noise: Trump tweets and the currency market," Journal of International Money and Finance, Elsevier, volume 156, issue C, DOI: 10.1016/j.jimonfin.2025.103343.
• Hadhri, Sinda & Younus, Mehak & Naeem, Muhammad Abubakr & Yarovaya, Larisa, 2025, "Listening to the Market: Music sentiment and cryptocurrency returns," Journal of International Money and Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jimonfin.2025.103394.
• Sapkota, Niranjan, 2025, "DeFi: Mirage or reality? Unveiling wealth centralization risk in Decentralized Finance," Journal of International Money and Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jimonfin.2025.103404.
• Huij, Joop & Laurs, Dries & van Zanten, Jan Anton, 2025, "The investment implications of sustainable investing," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103372.
• Chari, Anusha & Dilts Stedman, Karlye & Lundblad, Christian, 2025, "Risk-on/risk-off: Measuring shifts in investor risk bearing capacity," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103438.
• Coulombe, Raphaelle G. & McNeil, James, 2025, "The term structure of interest rates in a noisy information model," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103443.
• Roy, Suvra & Marshall, Ben R. & Nguyen, Hung T. & Visaltanachoti, Nuttawat, 2025, "Stock price crashes and systematic risk," Journal of Contemporary Accounting and Economics, Elsevier, volume 21, issue 3, DOI: 10.1016/j.jcae.2025.100509.
• Kanamura, Takashi, 2025, "A quantitative model of sustainability risk in finance," Journal of Commodity Markets, Elsevier, volume 37, issue C, DOI: 10.1016/j.jcomm.2025.100457.
• Angelidis, Timotheos & Sakkas, Athanasios & Tessaromatis, Nikolaos, 2025, "Predicting commodity returns: Time series vs. cross sectional prediction models," Journal of Commodity Markets, Elsevier, volume 38, issue C, DOI: 10.1016/j.jcomm.2025.100475.
• Han, Lin & Cribben, Ivor & Trück, Stefan, 2025, "Extremal dependence in Australian electricity markets," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100476.
• Li, Shuaibing & Ma, Yong, 2025, "News-based equity market uncertainty aligned: An informative predictor for gold market volatility," Journal of Commodity Markets, Elsevier, volume 40, issue C, DOI: 10.1016/j.jcomm.2025.100522.
• Khan, Naveed & Yaya, OlaOluwa S. & Vo, Xuan Vinh & Zada, Hassan, 2025, "Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105527.
• McMillan, David G. & Ziadat, Salem Adel, 2025, "The predictive power of the oil variance risk premium," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105550.
• Chattopadhyay, Dhriti & Saha, Bidipta & Saha, Dikshita & Saha, Madhurima & Chakrabarti, Gagari, 2025, "Adding precious metals to a risk avert Investor's portfolio – Is gold alone?," Resources Policy, Elsevier, volume 106, issue C, DOI: 10.1016/j.resourpol.2025.105627.
• Cifuentes, Rodrigo & Gómez, Tomás & Jara, Alejandro, 2025, "Capital ratios and the Weighted Average Cost of Capital: Evidence from Chilean banks," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 6, issue 1, DOI: 10.1016/j.latcb.2024.100143.
• Sarmiento, Miguel, 2025, "The transmission of non-banking liquidity shocks to the banking sector," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 6, issue 2, DOI: 10.1016/j.latcb.2024.100139.
• Mignot, Sarah & Westerhoff, Frank, 2025, "Contagious popular stories, stock market participation, and boom–bust cycles," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 234, issue C, pages 459-471, DOI: 10.1016/j.matcom.2025.03.014.
• Meng, Weizhen & Chen, Tuyue & Yang, Jinqiang, 2025, "The economic and policy consequences of carbon emissions," Journal of Mathematical Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.jmateco.2025.103103.
• Spanaus, Conrad & Wenzelburger, Jan, 2025, "Aggregation of downside risk and portfolio selection," Journal of Mathematical Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.jmateco.2025.103138.
• Clain-Chamosset-Yvrard, Lise & Raurich, Xavier & Seegmuller, Thomas, 2025, "Rational bubbles in portfolios with fundamental value," Mathematical Social Sciences, Elsevier, volume 138, issue C, DOI: 10.1016/j.mathsocsci.2025.102464.
• Tanaka, Hiroatsu, 2025, "Equilibrium yield curves with imperfect information," Journal of Monetary Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.jmoneco.2024.103621.
• Infante, Sebastian & Ordoñez, Guillermo, 2025, "The collateral link between volatility and risk sharing," Journal of Monetary Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.jmoneco.2024.103693.
• Han, Leyla Jianyu, 2025, "Announcements, expectations, and stock returns with asymmetric information," Journal of Monetary Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jmoneco.2025.103751.
• Boyarchenko, Nina & Crump, Richard K. & Kovner, Anna & Shachar, Or, 2025, "Corporate bond market distress," Journal of Monetary Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jmoneco.2025.103765.
• Hambel, Christoph & van der Ploeg, Frederick, 2025, "Policy transition risk, carbon premiums, and asset prices," Journal of Monetary Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jmoneco.2025.103780.
• Barth, Daniel & Kahn, R. Jay, 2025, "Hedge funds and the Treasury cash-futures basis trade," Journal of Monetary Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jmoneco.2025.103823.
• Benhabib, Jess & Dong, Feng & Wang, Pengfei & Xu, Zhenyang, 2025, "Aggregate demand externality and self-fulfilling default cycles," Journal of Monetary Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.jmoneco.2025.103827.
• Gaudio, Francesco Saverio, 2025, "Stock market participation and macro-financial trends," Journal of Monetary Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.jmoneco.2025.103846.
• Shi, Qi, 2025, "Technical indicators and aggregate stock returns: An updated look," Journal of Multinational Financial Management, Elsevier, volume 77, issue C, DOI: 10.1016/j.mulfin.2025.100898.
• Zhang, Xueying & Feng, Chao & Walker, Thomas & Barabanov, Sergey, 2025, "Restrictive bond covenants: Evidence from family firms in China," Pacific-Basin Finance Journal, Elsevier, volume 89, issue C, DOI: 10.1016/j.pacfin.2024.102581.
• Yuan, Xianghui & Long, Jun & Li, Xiang & Zhao, Chencheng, 2025, "Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers," Pacific-Basin Finance Journal, Elsevier, volume 89, issue C, DOI: 10.1016/j.pacfin.2024.102585.
• Liu, Zechu & Nikitopoulos, Christina Sklibosios & Phua, Kenny & Wang, Jianxin, 2025, "Data-driven monetary policy: Evidence from the Bank of Japan’s equity purchase program," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102615.
• Kim, Donghoon & Kang, Jangkoo & Roh, Soohyun, 2025, "Market participants' trading behavior toward anomalies: Evidence from the Korean market," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102622.
• Chiu, I-Chan & Hung, Mao-Wei, 2025, "Finance-specific large language models: Advancing sentiment analysis and return prediction with LLaMA 2," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102632.
• Wilkinson, Finn West & Finta, Marinela Adriana & Onishchenko, Olena, 2025, "COVID-19 and investors' trading behavior: Evidence from the New Zealand equity market," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102634.
• He, Yuqian & Li, Lu & Li, Yihang & Liang, Yuehong & Ye, Yating, 2025, "Lexical diversity, soft information skills and hedge fund performance: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102635.
• Lee, Yi-Hsi & Chiu, Yu-Fen & Hsieh, Ming-Hua, 2025, "Stablecoin depegging risk prediction," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102640.
• Zhao, Chaoyi & Chen, Yufan & Wu, Lintong & Dai, Yuehao & Chen, Ermo & Wu, Lan & Zhang, Ruixun, 2025, "High-frequency liquidity in the Chinese stock market: Measurements, patterns, and determinants," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2025.102681.
• Gharghori, Philip & Nguyen, Annette, 2025, "Which factors in China? A pre-registered report," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2024.102562.
• Jia, Xiaolan & Fan, Zheqi & Ruan, Xinfeng, 2025, "Option profit and loss attribution and pricing in the Chinese options market," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2025.102682.
• Yu, Bo & Dong, Liang & Qin, Zhenjiang & Lam, Keith S.K., 2025, "What is the best composite liquidity proxy for explaining stock returns? Evidence from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2025.102686.
• Shi, Huai-Long & Chen, Huayi, 2025, "Understanding the role of sentiment beta in China," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2025.102700.
• Lin, Jiayu & Pan, Dongliang & Sha, Yezhou, 2025, "The impact of ESG investment on fund performance: Evidence from mutual fund style drift," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2025.102707.
• Białkowski, Jędrzej & Hong, Sanghyun & Wagner, Moritz, 2025, "Is no news still good news? Volatility feedback revisited," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2025.102708.
• Long, Huaigang & Tao, Cuixia & Yao, Zhongwei & Zhu, Yanjian, 2025, "Visible hands versus invisible hands: Default risk and stock price crashes in China," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2025.102715.
• Singh, Harminder & Wang, Peipei & Hua, Vinh Duc Anh, 2025, "The high-volume return premium and macro-economic factors in Indian market," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2025.102789.
• Liu, Lewis & Clarkson, Peter, 2025, "International evidence on the cost of public debt issued by private versus public firms," Pacific-Basin Finance Journal, Elsevier, volume 92, issue C, DOI: 10.1016/j.pacfin.2025.102797.
• Mao, Mike Qinghao & Wong, Ching Hin, 2025, "Increased risk-taking by lifecycle funds," Pacific-Basin Finance Journal, Elsevier, volume 92, issue C, DOI: 10.1016/j.pacfin.2025.102816.
• Li, Xiao-Xin & Xie, Chi & Wang, Gang-Jin & Zhu, You & Li, Zhao-Chen & Zhang, Zhi-Yu, 2025, "Enhancing stock market return predictability by using a novel autoencoder-based aggregate EPU index," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102873.
• Park, Yumi & Suh, Sangwon, 2025, "Measuring the association between short selling and price efficiency: A new stock-level analysis," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102874.
• Zheng, Xingxin & Gao, Yuanyuwei & Li, Haitong & Zhao, Xiangyang, 2025, "Foreign investor trading, local investor mimicry and stock price volatility," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102875.
• Chai, Bailin & Jiang, Fuwei & Lin, Yihao & You, Tian, 2025, "Predicting bond risk premiums with machine learning: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102882.
• Zhang, Hejie & Fan, Hongzhong, 2025, "Mainland Chinese investor attention influences on international markets: The impact of Game of Hunting on the stock returns of head-hunting companies in Hong Kong," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102886.
• Mao, Jie & Xia, Xiaobao & Zhuo, Haotian, 2025, "Taming the factor zoo in China’s equity market: A Bayesian approach," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102892.
• Lei, Xiaoyan & Zhou, Yuegang, 2025, "Ownership acceleration and the volume volatility-return link: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102906.
• Mo, Di & Tian, Xiao & Zhong, Angel, 2025, "Financial constraints, cash flow timing patterns, and asset prices in the australian market," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102907.
• Banerjee, Rajabrata & Gupta, Kartick & Han, Hien Duc & Krishnamurti, Chandrasekhar, 2025, "Do corrupt practices lead to increased cash holdings in firms? International evidence," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102908.
• Min, Byoung-Kyu & Roh, Tai-Yong, 2025, "Can machine learning uncover abnormal returns in uncharted financial territories?," Pacific-Basin Finance Journal, Elsevier, volume 94, issue C, DOI: 10.1016/j.pacfin.2025.102823.
• Hu, Xiaolu & Song, Yiliao & Zhong, Angel, 2025, "Machine learning in the Australian equity market," Pacific-Basin Finance Journal, Elsevier, volume 94, issue C, DOI: 10.1016/j.pacfin.2025.102938.
• Cheng, Hang & Shi, Yongdong & Zhang, Tong, 2025, "Unlocking the true price impact: Intraday liquidity and expected return in China’s stock market," Pacific-Basin Finance Journal, Elsevier, volume 94, issue C, DOI: 10.1016/j.pacfin.2025.102939.
• Han, Qi & Song, Xuan, 2025, "Quantum walk option pricing model based on binary tree," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 658, issue C, DOI: 10.1016/j.physa.2024.130205.
• Ha, Le Thanh, 2025, "From wars to dynamic waves: Scrutinizing connectedness between geopolitical risk index, green and non-green crypto volatility by quantile spillovers," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 679, issue C, DOI: 10.1016/j.physa.2025.131001.
• Bonaparte, Yosef, 2025, "Presidential versus parliamentary: Political system and stock market volatility," European Journal of Political Economy, Elsevier, volume 87, issue C, DOI: 10.1016/j.ejpoleco.2025.102674.
• Fernandes, Marcelo & Paye, Bradley & Roma, Carolina Magda da Silva, 2025, "The equity premium and the disconnect between uncertainty and volatility: A global perspective," The Quarterly Review of Economics and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.qref.2025.102010.
• Aslam, Adnan & Newaz, Mohammad Khaleq, 2025, "Geopolitical risk and bond market dynamics: Assessing the impact of threats and realized events," The Quarterly Review of Economics and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.qref.2025.102032.
• Dekker, David & Huang, Chih-Yueh & Christopoulos, Dimitrios, 2025, "Price of greenness: Classifications and green bond premiums," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102054.
• Chibane, Messaoud & Kuhanathan, Ano, 2025, "Examining the impact of natural gas price volatility on Euro zone inflation expectations," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102062.
• Bae, Kyoung-Hun & Dixon, Peter & Lee, Eun-Jung, 2025, "Large trade anticipation," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102066.
• Liu, Jing & Zhang, Jun, 2025, "Horizontal or vertical spillover: A study on the risk propagation mechanism of China's renewable energy industry chain," Renewable Energy, Elsevier, volume 249, issue C, DOI: 10.1016/j.renene.2025.123284.
• Fan, Jiani & Hua, Xiuping & Wang, Miao & Wang, Yong & Zhang, Huayi, 2025, "The impacts of U.S. Section 337 investigations on Chinese technology firms," Research Policy, Elsevier, volume 54, issue 5, DOI: 10.1016/j.respol.2025.105210.
• Gao, Xiang & Koedijk, Kees & Walther, Thomas & Wang, Zhan, 2025, "Relative investor sentiment," International Review of Economics & Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.iref.2025.104105.
• Li, Zhihua & Liu, Hong & Yang, Qingshan, 2025, "Insider trading and government intervention," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104104.
• Chen, Muzi & Li, Geng & Li, Nan & Yang, Xiaoguang & Trainor, William J., 2025, "Impact of regional digital economy on default recovery: Evidence from China," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104162.
• Bashir, Hajam Abid & Kumar, Dilip, 2025, "Unveiling investor sentiment, attention, and speed of price adjustment in Indian market," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104189.
• Gambarelli, Luca & Muzzioli, Silvia, 2025, "News sentiment indicators and the cross-section of stock returns in the European stock market," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104207.
• Esparcia, Carlos & Jareño, Francisco & Navarro, Eliseo, 2025, "Exploring the interplay between eurozone electricity sector stocks, real interest rates and inflation expectations," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104252.
• Murphy, Austin & AlSalman, Zeina & Souropanis, Ioannis, 2025, "An investigation into the causes of stock market return deviations from real earnings yields," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104216.
• Lei, Shuyan & zheng, Luman, 2025, "Green investors and stock price volatility in tourism enterprises: A perspective on information disclosure quality," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104243.
• Murad, S.M. Woahid & Pathan, Shams & Durand, Robert B. & Zheng, Chen, 2025, "Understanding Bank-Level Uncertainty: New insights into banking activity and its macroeconomic impacts," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104258.
• Tang, Hongfei & Xie, Kangzhen & Xu, Xiaoqing Eleanor, 2025, "Cryptocurrency ETFs vs. nonredeemable investment trusts: An in-depth analysis," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104264.
• Liang, Qingwen & Huang, Wan, 2025, "The impact of narrative R&D disclosures on bond issuance spreads of Chinese firms," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104299.
• Mäder, Nicolas, 2025, "Would an earlier inception of OMT by the ECB have prevented the 2012 Greek default?," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104356.
• Cassou, Steven P. & Vázquez, Jesús, 2025, "Preference for consumption predictability and the equity premium puzzle," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104381.
• Horn, Matthias & Oehler, Andreas & Dabbous, Amal & Croutzet, Alexandre, 2025, "The relation between environmental awareness and stock returns," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104383.
• Ding, Zhiguo & Qi, Ji & Tang, Yun & Zhao, Xuankai, 2025, "Unveiling low productivity premium: A tale from emerging market," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104399.
• Li, Zheng & Wang, Yixuan & Li, Haitong & Dai, Pengyi, 2025, "ICT innovation, information environment and stock price crash risk: Evidence from patent data," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104419.
• Chuang, Wen-I & Lee, Yun-Huan & Lee, Hsiu-Chuan & Susmel, Rauli, 2025, "Why do investors trade more following high returns?," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104423.
• Oehler, Andreas & Horn, Matthias, 2025, "Contemporaneous ESG ratings and idiosyncratic stock risk: Empirical evidence on measures of market consensus and dispersion," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104471.
• You, Zhirun & Gao, Yachun & Hu, Jun, 2025, "Equity duration in China: A deep learning approach," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104551.
• Song, Zhirui & Zhang, Zehua & Zhao, Ran, 2025, "Illiquidity-driven bond return synchronicity and information environment," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104600.
• Yee, Chanho, 2025, "Trading pattern synchronization in multi-asset market," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104613.
• Hoang, Lai T., 2025, "Cryptocurrency price-based comovement," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104635.
• Wang, Congcong & Wang, Zhenxiao & Chiah, Mardy & Bai, Yang, 2025, "When insiders trade less: density and return predictability," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104641.
• Faferko, Anthea & Liu, Bin & Suardi, Sandy & Ding, Dong, 2025, "Economic Policy Uncertainty and the stock market anomalies: Evidence from Australia," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104667.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2025, "Impact of elections on the cannabis market: An event study for the 2024 U.S. presidential election," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104683.
• Zhang, Quanda & Ivanovski, Kris & Mintah, Kwabena & Awaworyi Churchill, Sefa, 2025, "Riding the asset wave: The stock and house price relationship in the G7," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104687.
• Wang, Xiaohui & Ye, Wenwen & Xu, Guanglong, 2025, "Media tone disagreement and the cross-section of stock returns: Evidence from China," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104751.
• Li, Yihan & Sun, Yiqing, 2025, "Return extrapolation and U-shaped volatility asymmetry: Evidence from the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104790.