Research classified by Journal of Economic Literature (JEL) codes

2026

• Milena Wittwer & Jason Allen, 2026, "Market Power and Capital Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 34645, Jan.
• Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2026, "Entry and Exit in Treasury Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 34646, Jan.
• Stefan Nagel, 2026, "Experiences, Expectations, and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34675, Jan.
• Andrew Atkeson & Jonathan Heathcote & Fabrizio Perri, 2026, "A Macroeconomic Perspective on Stock Market Valuation Ratios," NBER Working Papers, National Bureau of Economic Research, Inc, number 34748, Jan.
• Jason Allen & Jakub Kastl & Milena Wittwer, 2026, "Estimating Demand Systems with Bidding Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 34774, Jan.
• David Hirshleifer & Lin Peng & Qiguang Wang & Weichen Zhang & Xiaoyan Zhang, 2026, "AI, Opinion Ecosystems, and Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34807, Feb.
• Niels Joachim Gormsen & Eben Lazarus, 2026, "Interest Rates and Equity Valuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 34814, Feb.
• Jennie Bai & Erik Bostrom & Sebastian Infante & Victoria Ivashina, 2026, "Liquidity Flows to Bank-Affiliated Broker Dealers: Insights from Volumes and Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34844, Feb.
• Yijie Wang & Hao Gao & Campbell R. Harvey & Yan Liu & Xinyuan Tao, 2026, "Machine Learning Meets Markowitz," NBER Working Papers, National Bureau of Economic Research, Inc, number 34861, Feb.
• Juliane Begenau & Vadim Elenev & Tim Landvoigt, 2026, "Interest Rate Risk and Cross-Sectional Effects of Micro-Prudential Regulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 34892, Feb.
• Campbell R. Harvey & Alessio Sancetta & Yuqian Zhao, 2026, "What Threshold Should be Applied to Tests of Factor Models?," NBER Working Papers, National Bureau of Economic Research, Inc, number 34898, Feb.
• William N. Goetzmann & K. Geert Rouwenhorst, 2026, "Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929," NBER Working Papers, National Bureau of Economic Research, Inc, number 34899, Feb.
• William N. Goetzmann & Otto Manninen & James Tyler, 2026, "Bubbles, Booms and Crashes in the US Stock Market 1792-2024," NBER Working Papers, National Bureau of Economic Research, Inc, number 34903, Feb.
• Yu An & Amy W. Huber, 2026, "Geoeconomic Competition and Capital Reallocation in Global FX Funding," NBER Working Papers, National Bureau of Economic Research, Inc, number 34908, Feb.
• Andrew Atkeson & Fabrizio Perri & Jonathan Heathcote, 2026, "Why People Disagree About What Drives Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34923, Mar.
• Itzhak Ben-David & Alex Chinco, 2026, "max EPS Payout Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 34960, Mar.
• Itzhak Ben-David & Alex Chinco, 2026, "The max EPS Paradigm for Corporate Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34971, Mar.
• Ricardo J. Caballero & Alp Simsek, 2026, "Financial Conditions Targeting in a Multi-Asset Open Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 34974, Mar.
• Lubos Pastor & Taisiya Sikorskaya & Jinrui Wang, 2026, "The Hidden Cost of Stock Market Concentration: When Funds Hit Regulatory Limits," NBER Working Papers, National Bureau of Economic Research, Inc, number 35007, Mar.
• Yicheng Liu & Chen Xue & Lu Zhang, 2026, "Investment-based Costs of Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 35040, Apr.
• Christian L. Goulding & Campbell R. Harvey & Hrvoje Kurtović, 2026, "Disagreement of Disagreement," NBER Working Papers, National Bureau of Economic Research, Inc, number 35049, Apr.
• Antoine Didisheim & Bryan T. Kelly & Mohammad Pourmohammadi & Hanqing Tian, 2026, "The Inefficient Pricing of News," NBER Working Papers, National Bureau of Economic Research, Inc, number 35093, Apr.
• Bruce I. Carlin & Ryan D. Israelsen & Christopher F. Wazzan, 2026, "AI Managed Household Portfolios: A Preliminary Report," NBER Working Papers, National Bureau of Economic Research, Inc, number 35153, Apr.
• Lin William Cong & Guanhao Feng & Jingyu He & Yuanzhi Wang, 2026, "Mosaics of Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 35158, Apr.
• Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2026, "AlphaGlass: Interpretable Characteristic-Based Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 35186, May.
• Itzhak Ben-David & Alex Chinco, 2026, "Crimes Against Campbell-Shiller," NBER Working Papers, National Bureau of Economic Research, Inc, number 35189, May.
• Lin William Cong & Ke Tang & Jingyuan Wang, 2026, "AlphaPortfolio: Goal-Oriented Investment Management Through Deep Reinforcement Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 35195, May.
• Winston Wei Dou & Wei Wang & Wenyu Wang, 2026, "The Cost of Intermediary Market Power for Distressed Borrowers," NBER Working Papers, National Bureau of Economic Research, Inc, number 35206, May.
• Kenneth R. Ahern, 2026, "Industrial Concentration, Property Values, and Municipal Bond Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 35228, May.
• Sung Je Byun & Johnathan Loudis & Lawrence D.W. Schmidt, 2026, "A Tale of Two Market Returns: The Broad Market Factor and The Idiosyncratic Financial Factor," NBER Working Papers, National Bureau of Economic Research, Inc, number 35243, May.
• Stavros Panageas, 2026, "The Risk-free Rate and the Risk-adjusted Growth Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 35260, May.
• David Thesmar & Emil Verner, 2026, "Beliefs and Stock Market Fluctuations: New Evidence from the Past Seven Decades," NBER Working Papers, National Bureau of Economic Research, Inc, number 35286, May.
• Jessica Wachter & Jonathan Wachter, 2026, "What Investment Data Implies about the AI Transition," NBER Working Papers, National Bureau of Economic Research, Inc, number 35290, Jun.
• Tobias Adrian & Christopher Erceg & Marcin Kolasa & Jesper Lindé & Pawel Zabczyk, 2026, "Macroeconomic and Fiscal Consequences of Quantitative Easing," NBER Working Papers, National Bureau of Economic Research, Inc, number 35297, Jun.
• Stefan Nagel, 2026, "Leaning Against Inflation Experiences," NBER Working Papers, National Bureau of Economic Research, Inc, number 35379, Jun.
• Xuning Ding & Zhengyang Jiang, 2026, "Wealth Inequality and Safe Asset Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 35393, Jun.
• Joel P. Flynn & Maksim Meinert & Karthik Sastry, 2026, "Forecasting with Uncertain Persistence," NBER Working Papers, National Bureau of Economic Research, Inc, number 35411, Jul.
• Wenhao Li & Sebastian Merkel, 2026, "Quantitative Easing and Government Debt Sustainability," NBER Working Papers, National Bureau of Economic Research, Inc, number 35421, Jul.
• Jason Allen & Milena Wittwer, 2026, "Bundling Trades In Over-The-Counter Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 35450, Jul.
• Junting Duan & Markus Pelger, 2026, "Inference with AI-Generated Covariates," NBER Working Papers, National Bureau of Economic Research, Inc, number 35481, Jul.
• Geoffrey Heal & Marcella Lucchetta, 2026, "Ambiguity vs. Risk in Investment Decisions: A Continuous Decomposition," NBER Working Papers, National Bureau of Economic Research, Inc, number 35488, Jul.
• Turan G. Bali & Bryan T. Kelly & Mathis Mörke, 2026, "Volatility Disagreement in the Options Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 35500, Jul.
• Hui Chen & Winston Wei Dou & Hongye Guo & Yan Ji, 2026, "Industry Distress Anomaly," NBER Working Papers, National Bureau of Economic Research, Inc, number 35513, Jul.
• Tarek Alexander Hassan & Thomas Mertens & Jingye Wang, 2026, "A Currency Premium Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 35572, Aug.
• Bo Becker & Efraim Benmelech & Joao Monteiro, 2026, "The Value Gap: Europe Cannot Scale," NBER Working Papers, National Bureau of Economic Research, Inc, number 35577, Aug.
• Mohammad Ghaderi & Sébastien Plante & Nikolai Roussanov & Sang Byung Seo, 2026, "Reconstructing a Century of U.S. Corporate Bonds: Credit Risk in Historical Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 35578, Aug.
• Zhongtian Chen & Nikolai Roussanov & Xiaoliang Wang & Dongchen Zou, 2026, "Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux," NBER Working Papers, National Bureau of Economic Research, Inc, number 35579, Aug.
• Itamar Drechsler & Hyeyoon Jung & Weiyu Peng & Dominik Supera & Guanyu Zhou, 2026, "Credit Card Banking," NBER Working Papers, National Bureau of Economic Research, Inc, number 35607, Aug.
• Ricardo Delao & Wenhao Li, 2026, "Beliefs about Government Debt Valuation and Sustainability," NBER Working Papers, National Bureau of Economic Research, Inc, number 35612, Aug.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2026, "Democratizing Private Markets: Equilibrium Predictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 35665, Aug.
• Ricardo J. Caballero, 2026, "The Safe-Debt Laffer Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 35687, Aug.
• William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2026, "“Non-Marginal” Investor Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 35708, Sep.
• Arvind Krishnamurthy & Miguel Chumbo, 2026, "Disappearing Dollar Convenience?," NBER Working Papers, National Bureau of Economic Research, Inc, number 35742, Sep.
• Hongye Guo & Jessica Wachter, 2026, "Correlation Neglect in Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 35753, Sep.
• Pooya Molavi & Alireza Tahbaz-Salehi & Andrea Vedolin, 2026, "Expectations and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 35766, Sep.
• Maarten Meeuwis & Dimitris Papanikolaou & Lawrence D.W. Schmidt, 2026, "Risk Premia, Firm Insurance, and Endogenous Labor Income Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 35781, Sep.
• Alex Blumenfeld & Jonathon Hazell & Chen Lian & Andreas Schaab, 2026, "The Macroeconomic Effect of AI: Sizing the Software Engineering Channel," NBER Working Papers, National Bureau of Economic Research, Inc, number 35793, Sep.
• Hanming Fang & Jing Wu & Vincent Yao, 2026, "Property Rights Uncertainty, Prices, and Speculation: Evidence from China's Housing Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 35797, Sep.
• Andrianova, A. & Petkov, S., 2026, "Identification of factors significantly affecting the deviation of market value of Russian ETF from NAV6," Journal of the New Economic Association, New Economic Association, volume 70, issue 1, pages 191-220, DOI: 10.31737/22212264_2026_1_191-220.
• Krupochkin, A. & Khominich, I., 2026, "Bitcoin: From the exchange equation to inverse leverage volatility forecasting," Journal of the New Economic Association, New Economic Association, volume 71, issue 2, pages 103-126, DOI: 10.31737/22212264_2026_2_103-126.
• Chakraborty, Lekha & Prasanth C., 2026, "Artificial Intelligence and the Indian Sovereign Yield Curve: Empirical Evidence in Times of Macroeconomic Turmoil," Working Papers, National Institute of Public Finance and Policy, number 26/450, Jun.
• Samrajya Raj Acharya & Aayush Man Regmi & Kanhaiya Jha, 2026, "Exploring Trajectories of Government Bonds for Debt Planning Using Machine Learning Models," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 37, issue 1, pages 1-27, April.
• Saurav Karki, 2026, "Time-Varying Efficiency and Volatility Regimes in Nepal Stock Exchange (NEPSE): Evidence from Daily Data (1995-2025) under the Adaptive Market Hypothesis," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 37, issue 1, pages 28-58, April.
• Nasiha Osmanovic & Shabir Ahmad Hakim, 2026, "Equity Valuation in Emerging Markets: An Exploratory Study," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 674-693, June.
• Sean Dougherty & Christos Makridis, 2026, "Artificial intelligence and local debt: Evidence from five OECD bond markets," OECD Working Papers on Fiscal Federalism, OECD Publishing, number 51, Jan, DOI: 10.1787/1eaf265d-en.
• Peter BAGDACS, 2026, "Empirical Analysis Of The Efficiency Of Working Capital Management Among Hungarian Food Industry Smes," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 35, issue 1, pages 407-417, July, DOI: 10.47535/1991AUOES35(1)034.
• Éva DARABOS & Anita KISS & Orsolya Tünde NAGY, 2026, "The Role Of Accommodation, Food Service And Hospitality In The Hungarian Economy In 2008-2023," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 35, issue 1, pages 83-92, July, DOI: 10.47535/1991AUOES35(1)006.
• Akitada Kasahara & Masahiro Yamada, 2026, "Effectiveness of Trading Pauses: Evidence from the Tokyo Stock Exchange," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 26-03, Mar.
• Liu Jieni, 2026, "A Search-Then-Forecast Transformer Framework for Mid-Term Stock Price Prediction: An Empirical Case Study on the Chinese A-Share Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 26-06, Apr.
• Sanoh Yusuf, 2026, "Climate Finance Transition Risk under Uncertainty: Text-Mining Evidence from the Japanese Equity Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 26-08, Aug.
• Mamiko Yamashita, 2026, "Pricing Kernel Monotonicity and the Conservativeness of Risk-Neutral Forecasts," OSIPP Discussion Paper, Osaka School of International Public Policy, Osaka University, number 26E008, May.

2025

• 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.
• ahmad ezzati shourgholi & Parisa Youneszadeh bavani & reza mohammadpour, 2025, "The Effects of Exchange Rate and the Latent Variable of Government Activities Shocks on Gold Prices and Tehran Stock Exchange Returns," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 21, issue 3, pages 147-165, October.
• 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.
• Shivam Sehgal & Jaspal Singh, 2025, "Impact of Global and Domestic Factors on Indian Government Bond Yields," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 2, pages 465-488, June, DOI: 10.1007/s10690-024-09459-6.
• Khalid Ul Islam & Umer Mushtaq Lone & Younis Ahmed Gulam & Suhail Ahmad Bhat, 2025, "Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 2, pages 609-630, June, DOI: 10.1007/s10690-024-09464-9.
• Iram Hasan & Shveta Singh & Smita Kashiramka, 2025, "Does Socially Responsible Investing Outperform Conventional Investing? A Cross-Country Perspective," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1307-1356, December, DOI: 10.1007/s10690-024-09489-0.
• Nien-Lin Liu & Ryoichi Suzuki, 2025, "An Empirical Analysis of Spot and Forward Interest Rates in Seven European Countries via Principal Component Analysis and the Malliavin-Mancino Method," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1571-1616, December, DOI: 10.1007/s10690-024-09498-z.
• Vittorio Carlei & Piera Cascioli & Alessandro Ceccarelli & Donatella Furia, 2025, "Can Machine Learning Explain Alpha Generated by ESG Factors?," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 3, pages 1457-1477, March, DOI: 10.1007/s10614-024-10602-8.
• Onur Polat & Berna Doğan Başar & İbrahim Halil Ekşi, 2025, "Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 5, pages 2873-2889, May, DOI: 10.1007/s10614-024-10666-6.
• François-Michel Boire & R. Mark Reesor & Lars Stentoft, 2025, "Bias Correction in the Least-Squares Monte Carlo Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 6, pages 3161-3205, June, DOI: 10.1007/s10614-024-10663-9.
• Taraneh Shahin & María Teresa Ballestar de las Heras & Ismael Sanz, 2025, "Enhancing Stock Market Prediction Using Gradient Boosting Neural Network: A Hybrid Approach," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 6, pages 3207-3235, June, DOI: 10.1007/s10614-024-10671-9.
• Zein Alamah & Ali Fakih, 2025, "Is the Price of Ether Driven by Demand or Pure Speculation?," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 1, pages 323-347, July, DOI: 10.1007/s10614-024-10658-6.
• Javier Orlando Pantoja Robayo & Julián Alberto Alemán Muñoz & Diego F. Tellez-Falla, 2025, "Iterative Deep Learning Approach to Active Portfolio Management with Sentiment Factors," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 1, pages 301-322, July, DOI: 10.1007/s10614-024-10702-5.
• Mónica Andrea Arauco Ballesteros & Elio Agustín Martínez Miranda, 2025, "Stock Market Forecasting Using a Neural Network Through Fundamental Indicators, Technical Indicators and Market Sentiment Analysis," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1715-1745, August, DOI: 10.1007/s10614-024-10711-4.
• Gaoshan Wang & Yue Wang & Yilin Dong & Xiaohong Shen, 2025, "Media Attention for Carbon Neutrality, Investor Sentiment, and Excess Stock Returns: Evidence from Mass Media and Social Media," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 3, pages 2413-2437, September, DOI: 10.1007/s10614-024-10739-6.
• Berna Aydoğan & Omer Cayirli & Gülin Vardar, 2025, "Impact of Macroeconomics Factors on Cryptocurrency Pricing: Evidence from Bitcoin and Ethereum Markets," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 4, pages 3131-3166, October, DOI: 10.1007/s10614-024-10804-0.
• Adamu Braimah Abille & Maria Siranova, 2025, "Capital flight and sovereign bond spreads in Africa: implications for public debt sustainability," Economic Change and Restructuring, Springer, volume 58, issue 4, pages 1-39, August, DOI: 10.1007/s10644-025-09891-2.
• Lukas Handler & Rainer Jankowitsch, 2025, "Political uncertainty and sovereign bond markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 1, pages 47-97, March, DOI: 10.1007/s11408-024-00461-6.
• Thomas Gehrig & Leopold Sögner & Arne Westerkamp, 2025, "Extending the demand system approach to asset pricing," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 1, pages 133-166, March, DOI: 10.1007/s11408-024-00463-4.
• Johannes Schmidt, 2025, "The influence of short-term subjective expectations on stock price movements," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 3, pages 303-333, September, DOI: 10.1007/s11408-025-00469-6.
• Scott Li & James Refalo & Jong-Hwan Yi, 2025, "Industry classification, industry concentration, and stock returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 3, pages 337-363, September, DOI: 10.1007/s11408-025-00470-z.
• Tao Huang & Zeyu Sun & Zhe Zhao, 2025, "Is climate policy uncertainty priced in China?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 4, pages 477-500, December, DOI: 10.1007/s11408-025-00475-8.
• Peng Zhou & Shijie Jin & Khelifa Mazouz & Wenjie Ding, 2025, "Choices and Effects of Different Green Labels in the EU Bond Market," Journal of Business Ethics, Springer, volume 200, issue 1, pages 207-229, August, DOI: 10.1007/s10551-024-05847-0.
• Peng Zhou & Shijie Jin & Khelifa Mazouz & Wenjie Ding, 2025, "Publisher Correction: Choices and Effects of Different Green Labels in the EU Bond Market," Journal of Business Ethics, Springer, volume 200, issue 1, pages 231-231, August, DOI: 10.1007/s10551-024-05908-4.
• Seohyeon Hwang & Jiye Ryu & Kihoon Hong, 2025, "The paradox of being unsold: hidden signaling value of bought-in in Korean art auction," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 49, issue 3, pages 639-658, September, DOI: 10.1007/s10824-025-09535-3.
• Gerardo Ferrara & Maria Flora & Roberto Renò, 2025, "The Impact of COVID-19 on Italian Sovereign Bond Market Quality," Journal of Financial Services Research, Springer;Western Finance Association, volume 67, issue 1, pages 55-71, April, DOI: 10.1007/s10693-024-00437-7.
• Qing Li & David C. Ling & Qie Ellie Yin, 2025, "Corporate Real Estate Usage and Firm Valuation," The Journal of Real Estate Finance and Economics, Springer, volume 70, issue 4, pages 677-705, May, DOI: 10.1007/s11146-023-09948-x.
• Frédéric Cherbonnier & Christian Gollier & Aude Pommeret, 2025, "Stress discounting," Journal of Risk and Uncertainty, Springer, volume 71, issue 3, pages 219-243, December, DOI: 10.1007/s11166-025-09469-3.
• Michał Rubaszek & Joscha Beckmann & Michele Ca’ Zorzi & Marek Kwas, 2025, "Boosting Carry with Equilibrium Exchange Rate Estimates," Open Economies Review, Springer, volume 36, issue 4, pages 1281-1307, September, DOI: 10.1007/s11079-024-09795-0.
• Ons Triki & Fathi Abid, 2025, "Financial decision making under optimal control and Markov switching double exponential jump process," Review of Derivatives Research, Springer, volume 28, issue 1, pages 1-34, April, DOI: 10.1007/s11147-025-09208-5.
• Martin Hibbeln & Ralf Metzler & Werner Osterkamp, 2025, "Not on the same page: comprehensibility of MBS investment prospectuses," Review of Derivatives Research, Springer, volume 28, issue 2, pages 1-37, July, DOI: 10.1007/s11147-025-09213-8.
• Hendrik Kohrs & Hermann Mühlichen & Benjamin R. Auer, 2025, "Swing option-implied volatility," Review of Derivatives Research, Springer, volume 28, issue 3, pages 1-44, October, DOI: 10.1007/s11147-025-09214-7.
• Ons Triki & Fathi Abid, 2025, "Corporate full-scale hedging and pricing of high-risk growth investment option," Review of Derivatives Research, Springer, volume 28, issue 3, pages 1-42, October, DOI: 10.1007/s11147-025-09218-3.
• Robert A. Jarrow, 2025, "Digital assets, bubbles, and derivative prices," Review of Derivatives Research, Springer, volume 28, issue 3, pages 1-16, October, DOI: 10.1007/s11147-025-09220-9.
• Bhaskar Chhimwal & Vikas Pandey & Piyush Pandey, 2025, "Effect of multiple index derivative expiry on volatility, volume, and connectedness: a tale of two stock indices in India," Review of Derivatives Research, Springer, volume 28, issue 3, pages 1-16, October, DOI: 10.1007/s11147-025-09221-8.
• Sanjay Sehgal & Tarunika Jain Agrawal & Florent Deisting, 2025, "The tale of two tails and stock returns for two major emerging markets," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 1, pages 163-189, January, DOI: 10.1007/s11156-024-01301-4.
• Alexander Brauneis & Roland Mestel & Erik Theissen, 2025, "The crypto world trades at tea time: intraday evidence from centralized exchanges across the globe," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 1, pages 275-304, January, DOI: 10.1007/s11156-024-01304-1.
• Vineet Agarwal & Richard J. Taffler & Chenyang Wang, 2025, "Investor emotions and market bubbles," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 1, pages 339-369, January, DOI: 10.1007/s11156-024-01309-w.
• Yu-An Chen & Dan Palmon, 2025, "The stock market boosts its rewards for increasing earnings patterns," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 2, pages 663-711, February, DOI: 10.1007/s11156-024-01316-x.
• Frankie Chau & Rataporn Deesomsak & Raja Shaikh, 2025, "Does Fed communication affect uncertainty and risk aversion?," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 2, pages 713-756, February, DOI: 10.1007/s11156-024-01318-9.
• Diego Leal Gonzalez & Bryan Stanhouse & Duane Stock & Xin Yue Zhou, 2025, "Nonlinear structural estimation of corporate bond liquidity," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 2, pages 799-827, February, DOI: 10.1007/s11156-024-01323-y.
• Prodosh Eugene Simlai, 2025, "Investor sophistication, investor sentiment, and cash-based operating profitability," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 3, pages 1079-1103, April, DOI: 10.1007/s11156-024-01328-7.
• Keith Anderson & Anup Chowdhury & Moshfique Uddin, 2025, "Piotroski's Fscore under varying economic conditions," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 3, pages 1261-1307, April, DOI: 10.1007/s11156-024-01331-y.
• Mingyu Hu & Xinyin Zhang & Yeyu Zhang, 2025, "The spillover effect of green bond issuance on corporate financial performances: evidence from China," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 4, pages 1567-1593, May, DOI: 10.1007/s11156-024-01343-8.
• Lukas Petrasek & Jiri Kukacka, 2025, "US equity announcement risk premia," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 1, pages 345-363, July, DOI: 10.1007/s11156-024-01372-3.
• Zhaobo Zhu & Dehua Shen, 2025, "Investor sentiment, limits to arbitrage, and hard-to-value stocks," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 573-597, August, DOI: 10.1007/s11156-024-01353-6.
• Peter Chinloy & Matthew Imes, 2025, "The endogeneity of profitability and investment," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 691-726, August, DOI: 10.1007/s11156-024-01357-2.
• Timothy King & Dimitrios Koutmos, 2025, "ESG crypto coins: speculative assets, or, the future of green money?," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 777-816, August, DOI: 10.1007/s11156-024-01360-7.
• Pengfei Luo & Xinle Liu, 2025, "Dynamic investment in new technology and risk management," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 817-835, August, DOI: 10.1007/s11156-024-01361-6.
• Gang Chu & Xiao Li & Dehua Shen & Andrew Urquhart, 2025, "Price divergence in bitcoin market," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 3, pages 1135-1176, October, DOI: 10.1007/s11156-024-01371-4.
• Junbo Wang & Chunchi Wu & Xiaoguang Yang & Ye Zhou, 2025, "Policy uncertainty and corporate bond issuance costs," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 4, pages 1475-1516, November, DOI: 10.1007/s11156-025-01386-5.
• Fakhrul Hasan & Basil Al-Najjar, 2025, "Consumer confidence as a mediator between dividend announcements and stock returns," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 4, pages 1571-1594, November, DOI: 10.1007/s11156-025-01388-3.
• Masaya Sakuragawa & Satoshi Tobe, 2025, "Credit expansion and boom-bust cycle of housing prices," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2025-011, Jun.
• Manabu Nose, 2025, "Determinants of Domestic Sovereign Bond Yields: Fiscal Policy and the Sovereign–Bank Nexus in Emerging Market and Developing Economies," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2025-022, Oct.
• Takuma Kunieda & Kei Kuwahara, 2025, "Collateral Constraints in the Kiyotaki-Moore Model: Evidence from the Regional Land Price," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 300, Sep.
• Yoshitaka Ogisu & Shoka Hayaki & Masahiko Shibamoto, 2025, "Identification of Relationship Lending in Bank-Borrower Networks," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2025-02, Feb, revised Apr 2026.
• Nagy, Attila Zoltán, 2025, "A befektetési alapok tőkeáramlásai és a befektetői hangulat kapcsolata a magyar részvénypiacon
  [The relationship between mutual fund flows and investor sentiment in the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 465-487, DOI: 10.18414/KSZ.2025.5.465.
• Michael Zierhut & Chiaki Hara, 2025, "Shareholder Unanimity: A Survey from the Viewpoint of Incomplete Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1112, Mar.
• Rokas Kaminskas & Tomas Reichenbachas, 2025, "Solving the Yield Puzzle: Building Lithuania’s Term Structure from the Fragmented Data," Bank of Lithuania Occasional Paper Series, Bank of Lithuania, number 58, Aug.
• Kiril Simeonovski & Gani Ramadani & Danica Unevska Andonova, 2025, "Assessment of the fundamental value of residential properties in the Macedonian real estate market with a macroprudential approach," Working Papers, National Bank of the Republic of North Macedonia, number 2025-02.
• Sebastian Eichfelder & Jochen Hundsdoerfer & Martin Kaltenhaeuser & Mona Noack, 2025, "The Cost of Inattention: Deadline and Media Effects on Implicit Taxes," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 26005, Dec.
• ATM Adnan & Md Arif Hasan Khan & Md Tapan Mahmud & Sabira Kumkum & Abdullah Al-Mamun, 2025, "Geopolitical Shocks and Asset Pricing: Global Cross-Sectional Evidence from Defense and Aerospace Firms amid the Russia-Ukraine War," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 11, issue 2, pages 220-249, DOI: 10.11118/ejobsat.2025.013.
• Dominik Svoboda & Svatopluk Kapounek & Peter Albrecht, 2025, "The Effects of Short Interest on the Likelihood of Short Squeeze," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2025-104, May.
• Stephen P. Ferris & Jan Hanousek, Jr. & Jan Hanousek & Jolana Stejskalova, 2025, "The Power of the Crowd: Retail Investors and the Cost of Capital," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2025-105, May.
• Daniel Pastorek & Peter Albrecht, 2025, "Risk Without Reward? The Introduction of Bitcoin Spot ETFs," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2025-99, Mar.
• Paola Galfrascoli & Gianna Serafina Monti & Elisa Ossola, 2025, "The greenness of European Green Bonds," Working Papers, University of Milano-Bicocca, Department of Economics, number 556, Jul.
• Elisa Ossola & Irina Trifan, 2025, "The Risk Premia from the European Equity Market: An application of the Three-Pass Estimation Methodology," Working Papers, University of Milano-Bicocca, Department of Economics, number 565, Dec.
• Tomohiro Hirano & Alexis Akira Toda, 2025, "Unbalanced growth and land overvaluation," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, volume 122, issue 14, pages 2423295122-, April, DOI: 10.1073/pnas.2423295122.
• Roberto Ercegovac & Tea Šestanović & Mario Pečarić, 2025, "ECB quantitative tightening: Euribor-Overnight Index Swap spread and transmission mechanism efficiency," Bank i Kredyt, Narodowy Bank Polski, volume 56, issue 2, pages 163-184.
• Piotr Mielus, 2025, "The shaping channels of the currency swap prices on the PLN market," Bank i Kredyt, Narodowy Bank Polski, volume 56, issue 5, pages 593-612.
• Robert Novy-Marx & Mihail Z. Velikov, 2025, "AI-Powered (Finance) Scholarship," NBER Working Papers, National Bureau of Economic Research, Inc, number 33363, Jan.
• Söhnke M. Bartram & Mark Grinblatt & Yan Xu, 2025, "Monetary Policy Predicts Currency Movements," NBER Working Papers, National Bureau of Economic Research, Inc, number 33423, Jan.
• Hee Seo Han & David Hirshleifer & Jinfei Sheng & Zheng Sun, 2025, "Sleep Disruption and Retail Investor Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 33477, Feb.
• Steven J. Davis & Dingqian Liu & Xuguang Simon Sheng & Yan Wang, 2025, "Policy Interventions and China’s Stock Market in the Early Stages of the COVID-19 Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 33485, Feb.
• Ravi Jagannathan & Iwan Meier & Valeri Sokolovski, 2025, "Dirty Business: Transition Risk of Factor Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 33535, Feb.
• Ignacio González & Juan A. Montecino & Joseph E. Stiglitz, 2025, "Equity Prices, Market Power, and Optimal Corporate Tax Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 33544, Mar.
• Campbell R. Harvey & Michele G. Mazzoleni & Alessandro Melone, 2025, "The Unintended Consequences of Rebalancing," NBER Working Papers, National Bureau of Economic Research, Inc, number 33554, Mar.
• Mikhail Chernov & Bryan T. Kelly & Semyon Malamud & Johannes Schwab, 2025, "A Test of the Efficiency of a Given Portfolio in High Dimensions," NBER Working Papers, National Bureau of Economic Research, Inc, number 33565, Mar.
• Robert Novy-Marx & Mamdouh Medhat, 2025, "Profitability Retrospective: What Have We Learned?," NBER Working Papers, National Bureau of Economic Research, Inc, number 33601, Mar.
• Roberto Gomez Cram & Howard Kung & Hanno Lustig, 2025, "Can Treasury Markets Add and Subtract?," NBER Working Papers, National Bureau of Economic Research, Inc, number 33604, Mar.
• Toomas Laarits & Jeffrey Wurgler, 2025, "The Research Behavior of Individual Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 33625, Mar.
• Xavier Gabaix & Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2025, "Asset Embeddings," NBER Working Papers, National Bureau of Economic Research, Inc, number 33651, Apr.
• Roberto Gomez Cram & Howard Kung & Hanno Lustig & David Zeke, 2025, "Fiscal Redistribution Risk in Treasury Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 33769, May.
• Narayana R. Kocherlakota, 2025, "Public Debt Bubbles, Liquidity, and Risk: Policy Assessments Based on the Zero-Beta Interest Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 33897, Jun.
• Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2025, "Convenience Lost," NBER Working Papers, National Bureau of Economic Research, Inc, number 33940, Jun.
• Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer, 2025, "Unpriced Risks: Rethinking Cross-Sectional Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34009, Jul.
• John B. Donaldson & Hyung Seok E. Kim & Rajnish Mehra, 2025, "Wealth Inequality, Labor Market Arrangements and the Secular Decline in the Real Interest Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 34016, Jul.
• Max Miller & James D. Paron & Jessica Wachter, 2025, "Sovereign Default and the Decline in Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 34021, Jul.
• Patrick Luo & Enrichetta Ravina & Marco C. Sammon & Luis M. Viceira, 2025, "Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 34086, Aug.
• Stefan Nagel, 2025, "Seemingly Virtuous Complexity in Return Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 34104, Aug.
• Isaiah Andrews & Maryam Farboodi, 2025, "Do Markets Believe in Transformative AI?," NBER Working Papers, National Bureau of Economic Research, Inc, number 34243, Sep.
• Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang, 2025, "Nature and Biodiversity Loss: A Research Agenda for Financial Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 34286, Sep.
• John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2025, "Bond-Stock Comovements," NBER Working Papers, National Bureau of Economic Research, Inc, number 34323, Oct.
• Jasmina Hasanhodzic & Laurence J. Kotlikoff, 2025, "“No One Can Borrow” – Reassessing the “Junior Can’t Borrow” Equity-Premium Puzzle Resolution," NBER Working Papers, National Bureau of Economic Research, Inc, number 34328, Oct.
• Teng Liu & Brook Constantz & Galina Hale & Michael Beck, 2025, "Financial Value of Nature: Coastal Housing Markets, Mangroves, and Climate Resilience," NBER Working Papers, National Bureau of Economic Research, Inc, number 34329, Oct.
• Tarek Alexander Hassan & Thomas M. Mertens & Jingye Wang & Tony Zhang, 2025, "Trade War and the Dollar Anchor," NBER Working Papers, National Bureau of Economic Research, Inc, number 34332, Oct.
• Monika Piazzesi, 2025, "Housing Betas," NBER Working Papers, National Bureau of Economic Research, Inc, number 34335, Oct.
• Alexandra M. Tabova & Francis E. Warnock, 2025, "Exorbitant Changes in Three Parts," NBER Working Papers, National Bureau of Economic Research, Inc, number 34372, Oct.
• Narayana R. Kocherlakota, 2025, "Log-Linear Relative Asset Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 34395, Oct.
• Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2025, "The Austerity Threshold," NBER Working Papers, National Bureau of Economic Research, Inc, number 34397, Oct.
• William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2025, "GDP Growth Expectations and Cash-flow Risk Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 34402, Oct.
• Mai C. Dao & Pierre-Olivier Gourinchas & Oleg Itskhoki, 2025, "Breaking Parity: Equilibrium Exchange Rates and Currency Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 34443, Nov.
• Eduardo Dávila & Cecilia Parlatore & Ansgar Walther, 2025, "Probability Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34448, Nov.
• Lars A. Lochstoer & Stig R. H. Lundeby & Zhaneta K. Tancheva, 2025, "Present Bias and Discount Rate Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 34453, Nov.
• Johannes Beutel & Michael Weber, 2025, "Beliefs and Portfolios: Causal Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 34489, Nov.
• Chuck Fang & Itay Goldstein, 2025, "Target Allocation Funds, Strategic Complementarities, and Market Fragility," NBER Working Papers, National Bureau of Economic Research, Inc, number 34509, Nov.
• Clemens Sialm & David X. Xu, 2025, "Information Acquisition By Mutual Fund Investors: Evidence from Stock Trading Suspensions," NBER Working Papers, National Bureau of Economic Research, Inc, number 34520, Nov.
• Fefelov, D. & Rogova, E. & Vukovic, D., 2025, "Assessing the financial interconnectedness between China and Russia: A dynamic approach," Journal of the New Economic Association, New Economic Association, volume 67, issue 2, pages 110-137, DOI: 10.31737/22212264_2025_2_110-137.
• Fika Fitriasari & Noor Azryani Auzairy & Ruzita Abdul Rahim & Hafizah Omar Zaki, 2025, "A Bibliometric Analysis of Stock Trading Research: Unveiling Publication Trends and Future Direction," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 961-989, Desember.
• Muşat Ioana Anastasia, 2025, "Detecting Speculative Bubbles and Contagion Dynamics in the European Technology Sector [Detectarea bulelor speculative şi analiza contagiunii în sectorul tehnologic european]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Peter BAGDACS, 2025, "Integrated Controlling Approaches And Their Impact On Working Capital Efficiency And Corporate Profitability," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 34, issue 1, pages 309-321, July.
• Anisha Ghosh & Christian Julliard & Alex P Taylor, 2025, "An Information-Theoretic Asset Pricing Model," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 1, pages 499-547.
• Hasan Fallahgoul & Loriano Mancini & Stoyan Stoyanov, 2025, "An L-Moment Approach for Portfolio Choice under Non-Expected Utility," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 297-297.
• Qiang Chen & Yu Han & Ying Huang & George J Jiang, 2025, "Jump Risk Implicit in Options Market," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 9-47.
• Jose Gonzalo Rangel, 2025, "FX Comovements and Their Economic Determinants," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 4042-4064.
• Pascal Letourneau & Lars Stentoft, 2025, "Efficient Pricing and Model Calibration With Large Panels of Options," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 5, pages 1-019..
• Gerhard Kling & Yuen C Lo & Victor Murinde & Ulrich Volz, 2025, "Climate vulnerability and the cost of debt," Oxford Open Economics, Oxford University Press, volume 4, issue , pages 1-003..
• Černý, Aleš & Czichowsky, Christoph, 2025, "The law of one price in quadratic hedging and mean–variance portfolio selection," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125805, Jun.
• Ghosh, Anisha & Julliard, Christian & Taylor, Alex. P, 2025, "An information-theoretic asset pricing model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126155, Jan.