Research classified by Journal of Economic Literature (JEL) codes

2026

• Michal Vyletelka, 2026, "SFDR Funds Performance Differences - Fixed Income and Equity Funds," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2026, issue 2, pages 55-68.
• Ekin Tokat & Hakki Arda Tokat, 2026, "How the Terra-LUNA Collapse Reshaped Tether's Role in Crypto Market Volatility," Prague Economic Papers, Prague University of Economics and Business, volume 2026, issue 2, pages 196-220, DOI: 10.18267/j.pep.909.
• Tomáš Podškubka & Jakub Novák & Petr Jablonský, 2026, "Minority Compensation and Discount Rate Practice: Evidence from 223 Czech Squeeze-Outs (2005-2024)," Prague Economic Papers, Prague University of Economics and Business, volume 2026, issue 2, pages 221-248, DOI: 10.18267/j.pep.912.
• Paulo M.M. Rodrigues & Philipp Sibbertsen & Gabriel Zsurkis, 2026, "Testing for Explosiveness in Panels: A Self-Normalized Test for Stationarity in Cointegrating Residuals," Working Papers, Banco de Portugal, Economics and Research Department, number w202605.
• James Brugler & Calebe de Roure & Marta Khomyn & Max Prakoso & Talis Putniņš, 2026, "Designing an Efficient Reference Rate: Lessons from SOFIA," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2026-03, Jun, DOI: 10.47688/rdp2026-03.
• Taisuke Nakata & Hiroatsu Tanaka, 2026, "Code and data files for "Equilibrium Yield Curves and the Interest Rate Lower Bound"," Computer Codes, Review of Economic Dynamics, number 23-257, revised .
• Andrew Chen & Francisco Palomino, 2026, "Code and data files for "An Irrelevance Theorem for Risk Aversion and Time-Varying Risk"," Computer Codes, Review of Economic Dynamics, number 24-132, revised .
• Taisuke Nakata & Hiroatsu Tanaka, 2026, "Equilibrium Yield Curves and the Interest Rate Lower Bound"," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 62, November, DOI: 10.1016/j.red.2026.101364.
• Andrew Y. Chen & Francisco Palomino, 2026, "An Irrelevance Theorem for Risk Aversion and Time-Varying Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 61, August, DOI: 10.1016/j.red.2026.101347.
• Júlio Lobão & Ana C. Costa, 2026, "Calendar Anomalies and the Adaptive Market Hypothesis: New Evidence from a Historical Financial Dataset," American Business Review, Pompea College of Business, University of New Haven, volume 29, issue 1, pages 287-308, May, DOI: 10.37625/abr.29.1.287-308.
• Alexey Rozhkovskiy, 2026, "Platformness premium in valuation multiples of U.S. listed firms: A panel econometric assessment," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 82, pages 124-149.
• Evgenii Koltyshev & Ilya Gurov, 2026, "Market risk assessment of equity instruments based on leptokurtic distribution functions," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 83, pages 26-51.
• Grébel Szabolcs & Pesuth Tamás, 2026, "Do Tariffs and Geopolitical Risk Matter? Evidence from South Korea's Large-Cap Companies," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 41, issue 3, pages 601-622, September, DOI: 10.11130/jei.2026005.
• Vahid Mennati & Hamideh Asnaashari & Mehran Mosafer, 2026, "The Impact of Cost Stickiness on Firm Value: The Moderating Role of Free Cash Flow
  [تاثیر چسبندگی هزینه بر ارزش شرکت: با نقش تعدیل‌گری جریان‌های نقدی آزاد]," Journal of Accounting Advances (JAA), Shiraz University, volume 17, issue 2, pages 473-501, February, DOI: 10.22099/jaa.2025.51337.2454.
• Seyed Hassan Masoudi Alavi & Mohammad Nadiri & Mohammad Mahdi Fotouhi Rashidi, 2026, "Short-Term and Long-Term Response of Stock Returns of Export and Import Industries to Monetary Policy in Tehran Stock Exchange," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 13, issue 1, pages 177-200, DOI: 10.22034/ecoj.2025.68135.3440.
• Simarpal SAMBHI, 2026, "Gold versus Bitcoin: A Comparative Analysis of Risk, Return, and Risk-Adjusted Performance," Littera Scripta, VSTE, volume 19, issue 1, pages 103-115, June, DOI: 10.36708/LS.2026.I01.007.
• Stefano Herzel & Marco Nicolosi, 2026, "Sensitivity of the Euro OIS Term Structure to ECB Policy Rate Surprises," CEIS Research Paper, Tor Vergata University, CEIS, number 619, Jan, revised 12 Jan 2026.
• Lai Hoang & Duc Hong Vo, 2026, "Multi-market trading and overnight price discovery: Evidence from American Depository Receipts," Australian Journal of Management, Australian School of Business, volume 51, issue 1, pages 3-21, February, DOI: 10.1177/03128962241286085.
• Hajam Abid Bashir & Dilip Kumar, 2026, "Information or Noise? The Role of Investor Sentiment, Attention, and Analyst Coverage in Stock Price Synchronicity," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 25, issue 2, pages 228-252, June, DOI: 10.1177/09726527261416596.
• Binsheng Qian & Sunil Poshakwale, 2026, "Economic Policy Uncertainty and Stock Returns in China: The Role of Regulatory Short-selling Constraints," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 25, issue 3, pages 287-312, September, DOI: 10.1177/09726527251392742.
• Maziar Mardan & Ida Khosravipour, 2026, "Dynamic Evolution Analysis of Cryptocurrency Market: A Network Science Study," Journal of Interdisciplinary Economics, , volume 38, issue 1, pages 63-80, January, DOI: 10.1177/02601079241265744.
• Hiroaki Jotaki & Mengyao Liu & Hiroshi Takahashi, 2026, "A Study of the Impact of Crypto Assets on Portfolio Risk Management (2019–2022)," Journal of Interdisciplinary Economics, , volume 38, issue 2, pages 139-157, July, DOI: 10.1177/02601079241264878.
• Rupinder Katoch & Shilpa Batra, 2026, "Co-movement Between NIFTY Spot and Futures Indices: A Time–Frequency Analysis Using Wavelet," Studies in Microeconomics, , volume 14, issue 1, pages 7-29, April, DOI: 10.1177/23210222231194860.
• Ooi Kok Loang, 2026, "Framing the Market: How Brand Visibility and Sentiment Shape Stock Reactions in the US, China, and India?," SAGE Open, , volume 16, issue 1, pages 21582440251, January, DOI: 10.1177/21582440251409444.
• Xin Liu, 2026, "ESG Information Conflict and Corporate Resilience: The Evidence of ESG Rating Divergence," SAGE Open, , volume 16, issue 1, pages 21582440251, February, DOI: 10.1177/21582440251414750.
• Fei Qiu & Hao Li & Xiaojie Li, 2026, "The Anatomy of Fear and Greed: Asymmetric Risk Spillovers in China’s Financial System," SAGE Open, , volume 16, issue 2, pages 21582440261, June, DOI: 10.1177/21582440261430061.
• Tran Trong Huynh & Bui Thanh Khoa, 2026, "Geopolitical Risk and Stock Returns: Evidence from an Emerging Market," South Asian Journal of Macroeconomics and Public Finance, , volume 15, issue 1, pages 95-111, June, DOI: 10.1177/22779787251413868.
• Cara Bordier & Lukas Frei & Simon Stalder, 2026, "Dollar dominance: A source of dollar volatility?," Working Papers, Swiss National Bank, number 2026-05.
• Mario Andrés Peña Duarte & Ricardo Jesús Guerrero Díaz & Miguel Antonio Piñerez Flórez, 2026, "Initial adoption of IFRS 16 in Colombia: evidence from a case study," Revista Tendencias, Universidad de Narino, volume 27, issue 02, pages 1-31, July, DOI: 10.22267/rtend.26272.295.
• Carlos Palomino Selem & Ruth Milagros Delgado Yana, 2026, "Comparative analysis between traditional momentum and machine learning (random forest): evidence from the S&P 500 (2000-2024)," Revista Tendencias, Universidad de Narino, volume 27, issue 02, pages 32-61, July, DOI: 10.22267/rtend.26272.296.
• Luis Enrique Cayatopa-Rivera & Carmen Patricia Peralta-Gonzales & Lily Tatiana León-Echevarría & Henry Cóndor-Lucchini, 2026, "Optimization of Peruvian mutual fund portfolios using the Markowitz and Black-Litterman Models, 2010–2025," Revista Tendencias, Universidad de Narino, volume 27, issue 02, pages 147-173, July, DOI: 10.22267/rtend.26272.300.
• 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, "Cross-Policy Risk Pricing," 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.
• Bustamante, Maria Cecilia & D'Acunto, Francesco & Zucchi, Francesca, 2026, "Innovation, Industry Equilibrium, and Discount Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 21849, Aug.
• Pástor, LuboÅ¡ & Stambaugh, Robert F. & Taylor, Lucian, 2026, "Democratizing Private Markets: Equilibrium Predictions," CEPR Discussion Papers, Centre for Economic Policy Research, number 21892, Aug.
• Favero, Carlo A. & Melone, Alessandro & Myers, Sean & Tamoni, Andrea, 2026, "Consumption Anchors Stock Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 21911, Sep.
• Molavi, Pooya & Tahbaz-Salehi, Alireza & Vedolin, Andrea, 2026, "Expectations and the Term Structure of Interest Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 21918, Sep.
• Baldi-Lanfranchi, Federico & Collin-Dufresne, Pierre & Daniel, Kent, 2026, "Asymmetric Reversals," CEPR Discussion Papers, Centre for Economic Policy Research, number 21967, Sep.
• 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.
• Andreas Fagereng & Luigi Guiso & Marius Ring, 2026, "How Much and How Fast Do Investors Respond to Equity Premium Changes? Evidence from Wealth Taxation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2533, Jun.
• Joel P. Flynn & Maksim Meinert & Karthik A. Sastry, 2026, "Forecasting With Uncertain Persistence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2544, Jun.
• 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.
• Anouk Levels, 2026, "ESG Disclosure and Green Investment in the EU," Working Papers, DNB, number 867, Aug.
• Laura Deen & Daniel Dimitrov, 2026, "Systemic at Home: the Persistence of a Too-Big-to-Fail Premium in Europe," Working Papers, DNB, number 868, Sep.
• 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.
• Fonseca, Luís & Martorana, Giulia & Schupp, Fabian & Trebbi, Giovanni, 2026, "Inflation narratives and risk premia," Working Paper Series, European Central Bank, number 3288, Sep.
• 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.
• Chuanglian, Chen & Yinzhuo, Li & Shezheng, Lin & Jingqun, Shan & Shujie, Yao, 2026, "Does government financing behaviour crowd out corporate leverage? Evidence from China," Journal of Asian Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.asieco.2026.102195.
• 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.
• Pham, Mia Hang & Archer, Lan & Le, Van & Nguyen, Harvey, 2026, "Executives’ early-life disaster experience and corporate reporting quality," Journal of Behavioral and Experimental Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.jbef.2026.101217.
• Bahcivan, Hulusi & Dam, Lammertjan & Gonenc, Halit, 2026, "Dark side of the day: Overnight price jumps and short-term return predictability," Journal of Behavioral and Experimental Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.jbef.2026.101220.
• 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.
• Contreras, Harold & Marcet, Francisco, 2026, "Are short sellers lured by analyst consensus?," Journal of Corporate Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.jcorpfin.2026.103065.
• 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.
• Tian, Weidong, 2026, "Preference revelation when investment is time-dependent," Journal of Economic Dynamics and Control, Elsevier, volume 190, issue C, DOI: 10.1016/j.jedc.2026.105369.
• 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.
• Gu, Yurun & Kang, Yanling & Wang, Yilin, 2026, "Can a not-for-profit minority institutional shareholder make a difference in stock liquidity? A quasi-natural experiment," Economic Analysis and Policy, Elsevier, volume 93, issue C, pages 1032-1054, DOI: 10.1016/j.eap.2026.08.003.
• 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.
• Gao, Xin & Gao, Wenlian & Ni, He, 2026, "Expected equity costs and corporate cash policy: The role of information transparency," Economic Modelling, Elsevier, volume 163, issue C, DOI: 10.1016/j.econmod.2026.107750.
• 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.
• Zięba, Damian, 2026, "Technological heterogeneity and the asymmetric volume–return relationship in the crypto-asset market," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102629.
• Helmi, Mohamad Husam & Ahmed, Mohamed Shaker & Kumar, Satish & Muqattash, Riham, 2026, "On the lead-lag relationship in tourism and hospitality stocks," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102631.
• Berardi, Michele, 2026, "Uncertainty, sentiments and time-varying risk premia," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102635.
• Chiang, Thomas C., 2026, "Climate change risks, weather uncertainty, and stock returns: evidence from major European markets," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102634.
• Gregory, Richard Paul, 2026, "A parsimonious method of priced factor testing: the fraud index," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102639.
• Kikuchi, Kentaro, 2026, "Equity risk premiums across horizons and their link to inflation: A quadratic Gaussian approach," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102642.
• Zakamulin, Valeriy, 2026, "Calendar anomalies: Real patterns or data-mining artifacts?," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102653.
• Pham, Dung Thi Ngoc, 2026, "Investor sentiment and green finance indicators: exploring herding behavior in clean versus dirty cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102657.
• Wu, Aimin & Dong, Dayong & Cao, Jiawei & Yang, Jinyu & Ling, Chuanqi, 2026, "The collateral damage in IPO Pricing: Evidence from corporate bond default events of China," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102662.
• Zhou, Yaping & Diao, Xundi, 2026, "Exploring low returns in SSE 50ETF options away from the money: the role of variance and jump risk premiums," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102664.
• Alvarez, F.Xavier & Sala, Hector, 2026, "When volatility is not enough: classical and quantum behaviors in stock investment," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102667.
• Mishra, Sibanjan & Bhattacherjee, Purba & Mohanty, Sunil K, 2026, "Oil shocks aren’t all alike: do stock markets know the difference?," The North American Journal of Economics and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.najef.2026.102693.
• Alex, Fabian, 2026, "Risk of Bankruptcy and the Modigliani-Miller theorem in a general equilibrium model of socially responsible investing," The North American Journal of Economics and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.najef.2026.102695.
• Stefan Scharnowski & Yanghua Shi, 2026, "Bitcoin Blackout: Proof-of-Work and the Risks of Mining Centralization," Working Papers, Research Institute, International University of Japan, number EMS_2026_08, Jun.
• Yanghua Shi, 2026, "Biodiversity, Governance, and Municipal Bonds," Working Papers, Research Institute, International University of Japan, number EMS_2026_09, Jun.
• Burhop Carsten & Gelman Sergey, 2026, "Do Firms Issue More Equity When Markets Become More Liquid? The Case of Imperial Germany, 1898–1913," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 246, issue 3, pages 193-217, DOI: 10.1515/jbnst-2024-0058.
• 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.
• Dongdong Hu & Hasanjan Sayit & Frederi Viens, 2026, "Pricing basket options with the first three moments of the basket: log-normal models and beyond," Annals of Finance, Springer, volume 22, issue 2, pages 1-36, December, DOI: 10.1007/s10436-026-00489-w.
• Hans-Peter Bermin & Magnus Holm, 2026, "Leverage, drawdowns and risk relativity," Annals of Finance, Springer, volume 22, issue 2, pages 1-38, December, DOI: 10.1007/s10436-026-00491-2.
• 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.
• Marco I. Bonelli, 2026, "A multi-premium framework for Turkey’s equity market: sovereign, liquidity, volatility, and governance risk in regional context," Economic Change and Restructuring, Springer, volume 59, issue 5, pages 1-24, October, DOI: 10.1007/s10644-026-10061-1.
• 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-Linked Executive Compensation," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2026-25, Aug, revised Sep 2026.
• 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.
• Jiapeng Dai & Jasmine Phan An Kiaw, 2026, "Asymmetric Effects of Environmental Policy Stringency on Sustainable Financing Costs: Evidence from OECD Member and Partner Economies," Capital Markets Review, Malaysian Finance Association, volume 34, issue 2, pages 1-24.
• Francesco Paolo Mongelli & Claudio Morana, 2026, "Beyond Climate Risk: Measuring Climate Uncertainty and Its Macroeconomic and Financial Effects," Working Papers, University of Milano-Bicocca, Department of Economics, number 581, Aug.
• 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.