Research classified by Journal of Economic Literature (JEL) codes

2025

• Yan, Guan & Li, Fanglin & Liu, Zhidong & Zhou, Lu Jolly, 2025, "Climate risk concern and green premium in the stock market: Evidence from China," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107741.
• Vashisht, Shailja & Mundi, Hardeep Singh, 2025, "Do well-connected bank CEOs mitigate the impact of geopolitical risk on bank stability? Evidence from an emerging market," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107777.
• Bonaparte, Yosef, 2025, "Global FOMO: The pulse of financial markets worldwide," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107920.
• Baur, Dirk G. & Dimpfl, Thomas & Pena, Javier, 2025, "A Safe Haven Index," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107922.
• Kaplanski, Guy, 2025, "The box office as a leading indicator of investor sentiment," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107990.
• Atanasova, Christina & Miao, Terrel & Segarra, Ignacio & Willeboordse, Frederick, 2025, "Aggregate illiquidity and crypto option returns," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108003.
• Wang, Peiwen & Huang, Guanglin & Lu, Wanbo, 2025, "Factor-based higher-order moment portfolio optimization," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108021.
• Becsky-Nagy, Patrícia & Száz, János & Vidovics-Dancs, Ágnes & Váradi, Kata, 2025, "Pricing of compound exchange options," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108029.
• Liu, Yanlin & Yang, Jiaxin & Pham, Thu Phuong, 2025, "The hidden cost of firm-level political risk: Impairing liquidity in corporate bond markets," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108058.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2025, "Presidential elections and secretary appointment: an event study for us biotechnology and drugs," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108125.
• Zhang, Xueying & Bian, Haodong & Walker, Thomas & Barabanov, Sergey, 2025, "The impact of financial report comment letters on bond pricing: Evidence from China," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108140.
• Kaczmarek, Tomasz & Demir, Ender & Rouatbi, Wael & Zaremba, Adam, 2025, "Tariffs announcement as a global stress test: Early stock market reactions to U.S. protectionism," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108080.
• Vich-Llompart, M. Magdalena & Vitiello, Luiz, 2025, "Option pricing with a two-piece lognormal distribution," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108120.
• Sui, Yanjun & Tian, Xiao & Zhong, Angel & Chiah, Mardy, 2025, "Beyond the final whistle: AFL grand final and retail investor trading," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108137.
• Kim, Hyeonjun & Ryu, Doojin, 2025, "Short squeeze risk and price impact," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108147.
• Görgen, Maximilian & Jacob, Stefan & Rohleder, Martin & Wilkens, Marco, 2025, "The impact of ESG preferences on stock borrowing volumes and fees," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108167.
• Lee, Yu Kyung & Lee, Eun Jung & Kim, Ryumi, 2025, "Factor-loading uncertainty and expected return: Value vs. growth stocks," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108171.
• Malik, Ali K. & Colak, Gonul, 2025, "Twitter-based economic uncertainty and corporate bond credit spreads," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108267.
• Bonaparte, Yosef, 2025, "From innovation to valuation: The role of quantum technologies in asset pricing," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108281.
• Afik, Zvika & Lahav, Yaron & Zaguri, Bat-El, 2025, "Long-term market reactions to FDA Phase III clinical trials announcements," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108139.
• Nguyen, Duc Khuong & Paltalidis, Nikos, 2025, "Credit and financial cycle synchronization impact on sovereign credit risk," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108236.
• Conlon, Thomas & Corbet, Shaen, 2025, "Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108264.
• Berdiev, Urol, 2025, "Stock market reaction to green bond announcements: The role of firm sustainability," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108295.
• Tang, Iengchuo & Dias, Roshanthi & Mo, Di & Tian, Xiao, 2025, "When green turns brown: Green premium revisited," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108298.
• Kim, Jinyong & Kim, Yongsik & Lee, Seunghyun, 2025, "Industry-adjusted book-to-market ratio and value premium," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108347.
• Mugaloglu, Erhan & Kocak, Emrah & Bulut, Umit, 2025, "News intensity and volatility dynamics in large- and small-cap stocks: A non-gaussian SVAR approach," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108359.
• Luu, Thu Thanh & Tran, Minh Quang, 2025, "When the FED speaks their tone, do international financial markets respond?," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108418.
• Klimenko, Mikhail & Romanyuk, Kirill, 2025, "Investor perception of ESG-linked credit risk during the COVID-19 pandemic for U.S. and European firms," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108464.
• Francisco, Paulo Morais, 2025, "Labour intensity and systematic risk," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108475.
• Sifat, Imtiaz, 2025, "Ethereum’s proof-of-stake transition: Inflation dynamics and market structure changes," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108237.
• Bahcivan, Hulusi, 2025, "Day and night expected returns under overnight information shocks: New tug-of-war pattern," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108591.
• Zhang, Zhi Min & Jiang, Feng, 2025, "From financing to innovation: How green bond issuance promotes corporate green innovation in China," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108462.
• Feng, Chi & Zeng, Xudong, 2025, "Climate variability and catastrophe bond premiums," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108624.
• Song, Dandan & Wang, Wenwei & Luo, Pengfei, 2025, "Dynamic investment strategy and optimal capital structure under risk and ambiguity," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108643.
• Gordon, Kemar & Schneider, Mark & Strauss, Jack, 2025, "Stock market anomalies in the modern era," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108650.
• Kiss, Tamás & Ferreira Batista Martins, Igor, 2025, "Good volatility, bad volatility and the cross section of commodity returns," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108656.
• Iwanaga, Yasuhiro, 2025, "Auction timing anomaly in the Japanese bond futures market," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108675.
• Jo, Jaehee & Jung, Keumah & Park, Sohee, 2025, "Are borrowing costs affected by audit market structure? Evidence from market concentration," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108749.
• Kaczmarek, Tomasz & Zaremba, Adam, 2025, "Beyond the last surprise: Reviving PEAD with machine learning and historical earnings," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108751.
• Kim, Hyeonjun & Ryu, Doojin, 2025, "Decomposing momentum: Fundamentals versus persistent mispricing," Finance Research Letters, Elsevier, volume 86, issue PF, DOI: 10.1016/j.frl.2025.108752.
• Rumokoy, Lawren Julio & Lengkong, Victor & Chung, Richard & Liu, Benjamin, 2025, "Geopolitical risk and IPO underpricing: Evidence from China," Finance Research Letters, Elsevier, volume 86, issue PF, DOI: 10.1016/j.frl.2025.108784.
• Adebayo, Tomiwa Sunday, 2025, "Cryptocurrency– U.S. equity co-movements under uncertainty: A rolling-window kernel regularized partial correlation approach," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108845.
• Zhang, Hao & Zhang, Lu & Zhao, Hua, 2025, "Intraday variation of systematic risk in China," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108903.
• Galindo Gil, Hamilton & Lazo-Paz, Renato, 2025, "An ETF-based measure of stock price fragility," Journal of Financial Markets, Elsevier, volume 72, issue C, DOI: 10.1016/j.finmar.2024.100946.
• Katagiri, Mitsuru & Shino, Junnosuke & Takahashi, Koji, 2025, "Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation," Journal of Financial Markets, Elsevier, volume 73, issue C, DOI: 10.1016/j.finmar.2025.100961.
• Lachana, Ioanna & Schröder, David, 2025, "Investor sentiment and stock returns: Wisdom of crowds or power of words? Evidence from Seeking Alpha and Wall Street Journal," Journal of Financial Markets, Elsevier, volume 74, issue C, DOI: 10.1016/j.finmar.2025.100970.
• He, Xue-Zhong & Kang, Junqing, 2025, "Speed competition and strategic trading," Journal of Financial Markets, Elsevier, volume 74, issue C, DOI: 10.1016/j.finmar.2025.100972.
• Garriott, Corey & van Kervel, Vincent & Zoican, Marius, 2025, "Queuing and inventories in limit order markets," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100982.
• Qin, Lu & Autore, Don M. & Jiang, Danling & Zhu, Hongquan, 2025, "Faster than flying: High-speed rail, investors, and firms," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100984.
• Fan, Yinghua & Feng, Guanhao & Qiao, Xiao & Baronyan, Sayad, 2025, "Institutional granular impact is benign on asset sales and price efficiency," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100987.
• Jiang, Danling & Liu, Baixiao & Xiao, Steven Chong, 2025, "Social norms and stock lending," Journal of Financial Markets, Elsevier, volume 76, issue C, DOI: 10.1016/j.finmar.2025.100991.
• Amihud, Yakov & Huh, Sahn-Wook & Subrahmanyam, Avanidhar, 2025, "Liquidity spillovers: Evidence from two-step spinoffs," Journal of Financial Markets, Elsevier, volume 76, issue C, DOI: 10.1016/j.finmar.2025.101000.
• Kirti, Divya, 2025, "Lending standards and output growth," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101351.
• Kiosses, Nikolaos & Leventis, Stergios & Subeniotis, Demetres & Tampakoudis, Ioannis, 2025, "The impact of policy uncertainty on shareholder wealth: Evidence from bank M&A," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101361.
• Shim, Jae Hun, 2025, "Bubbles, banking and monetary policy," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101362.
• Coppola, Anna & Urga, Giovanni & Varaldo, Alessandro, 2025, "Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101369.
• Kanda, Joana F. & Pinto, João M. & Silva, Beatriz P., 2025, "The ECB’s APP’s impact on non-financial firms’ cost of borrowing and debt choice," Journal of Financial Stability, Elsevier, volume 77, issue C, DOI: 10.1016/j.jfs.2025.101387.
• Chen, William & Phelan, Gregory, 2025, "Digital currency and banking-sector stability," Journal of Financial Stability, Elsevier, volume 78, issue C, DOI: 10.1016/j.jfs.2025.101414.
• Chatziantoniou, Ioannis & Colak, Gonul & Filippidis, Michail & Filis, George & Tzouvanas, Panagiotis, 2025, "Systemic risk and oil price volatility shocks," Journal of Financial Stability, Elsevier, volume 79, issue C, DOI: 10.1016/j.jfs.2025.101432.
• Zhang, Zehua & Zhao, Ran & Zhu, Lu & Chamberlain, Trevor, 2025, "ESG performance and bond return volatility," Journal of Financial Stability, Elsevier, volume 79, issue C, DOI: 10.1016/j.jfs.2025.101434.
• Neugebauer, Tibor & Sadrieh, Abdolkarim & Selten, Reinhard, 2025, "Taming selten's horse with impulse response," Games and Economic Behavior, Elsevier, volume 150, issue C, pages 71-92, DOI: 10.1016/j.geb.2024.11.014.
• Nguyen, Harvey & Pham, Anh Viet & Pham, Man Duy (Marty) & Pham, Mia Hang, 2025, "Climate change and corporate credit worthiness: International evidence," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2024.101073.
• Shi, Huai-Long & Chen, Huayi, 2025, "Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2025.101079.
• Ma, Gaoping & Bouri, Elie & Xu, Yahua & Zhou, Z. Ivy, 2025, "The “night effect” of intraday trading: Evidence from Chinese gold and silver futures markets," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2025.101084.
• DeCoste, Joseph, 2025, "Comovement and S&P 500 membership," Global Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.gfj.2025.101110.
• Li, Yulin & Wald, John K. & Wang, Zijun, 2025, "Not just the news: Higher moments of macroeconomic variables and sovereign bond returns," Global Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.gfj.2025.101113.
• Garcia, John, 2025, "Beyond the headlines: Sentiment divergence and financial distress," Global Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.gfj.2025.101126.
• Lalwani, Vaibhav, 2025, "Mean-variance optimization and the cross-section of stock returns," Global Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.gfj.2025.101130.
• Kang, Sang Baum & Sinha, Satwik & Eom, Jiyong, 2025, "Green dreams, risky assets? A study of high-yield green bonds," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101158.
• Papathanasiou, Spyros & Syriopoulos, Theodore & Kenourgios, Dimitris & Koutsokostas, Drosos, 2025, "Sailing through uncertainty: Shipping's role in financial shock transmission and hedging strategies," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101159.
• Garcia, John, 2025, "The power of attention: examining the roles of institutional investor and macroeconomic news attention in shaping share liquidity," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101160.
• Liu, Dan, 2025, "Seeing is believing: Forecasting oil market returns with artificial intelligence-powered visual climate change perception," Global Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.gfj.2025.101174.
• Vasconcelos, Lucas N.C. & Schiozer, Rafael, 2025, "Sovereign fiscal capacity, implicit subsidies, and bank value," Global Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.gfj.2025.101197.
• Yuan, Ying & Qu, Yong & Qiao, Sijia, 2025, "Equity premium prediction: A constraint-based predictor decomposition approach," Global Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.gfj.2025.101199.
• Solís, Pavel, 2025, "Term premia and credit risk in emerging markets: The role of U.S. monetary policy," Journal of International Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jinteco.2025.104045.
• Christensen, Jens H.E. & Mirkov, Nikola N. & Zhang, Xin, 2025, "Quantitative easing and the supply of safe assets: Evidence from international bond safety premia," Journal of International Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jinteco.2025.104146.
• Albanese, Marina & Caporale, Guglielmo Maria & Colella, Ida & Spagnolo, Nicola, 2025, "The effects of physical and transition climate risk on stock markets: Some multi-Country evidence," International Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.inteco.2024.100571.
• Nguyen, Xuan Thang & Phuong Nguyen, Thi Ngoc, 2025, "The impact of state-level economic policy uncertainty on loan pricing," International Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.inteco.2025.100629.
• Atilgan, Yigit & Ozgur Demirtas, K. & Doruk Gunaydin, A. & Dilan Tosun, Aynur & Zirek, Duygu, 2025, "Aggregate earnings and global equity returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 100, issue C, DOI: 10.1016/j.intfin.2025.102125.
• Zhou, Mingtao & Ma, Yong, 2025, "Climate risk and predictability of global stock market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102135.
• Zhang, Zhongxia, 2025, "Does inflation targeting track record matter for asset prices? Evidence from stock, bond, and foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102141.
• Kaourma, Theofilia & Milidonis, Andreas & Nishiotis, George & Panayides, Marios, 2025, "News and intraday retail investor order flow in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102146.
• Jacoby, Gady & Liao, Rose C. & Wang, Yan & Wu, Zhenyu, 2025, "An intertemporal international asset pricing model: Theory and evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 102, issue C, DOI: 10.1016/j.intfin.2025.102162.
• Kwak, Jun Hee & Han, Bada & Lee, Jae Young, 2025, "The causal effects of equity flows: Evidence from Korea," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 102, issue C, DOI: 10.1016/j.intfin.2025.102175.
• Cotugno, Matteo & Fiorillo, Paolo & Monferrà, Stefano & Severini, Sabrina, 2025, "ESG incidents and corporate green bond market reaction," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 102, issue C, DOI: 10.1016/j.intfin.2025.102178.
• Kedar-Levy, Haim & Kim, Joon-Seok & Yoo, Sean Sehyun, 2025, "Predictable liquidity properties in a Segmented, inelastic stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 103, issue C, DOI: 10.1016/j.intfin.2025.102181.
• Cakici, Nusret & Zaremba, Adam, 2025, "Accounting vs technical information: what matters more for stock return predictability?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 104, issue C, DOI: 10.1016/j.intfin.2025.102207.
• Pietsch, Allegra & Salakhova, Dilyara, 2025, "Pricing of green bonds: Greenium dynamics and the role of retail investors," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 104, issue C, DOI: 10.1016/j.intfin.2025.102211.
• Mao, Yang-Rong & Shi, Huai-Long & Chen, Huayi & Wan, Yu-Lei, 2025, "Detecting cross-firm momentum effects via shared analyst coverage: The role of leaders," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 105, issue C, DOI: 10.1016/j.intfin.2025.102237.
• Xu, Dezhong & Li, Bin & Singh, Tarlok & Chen, Xiaoyue & Li, Jinze, 2025, "Cross-market overnight time-series momentum," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 105, issue C, DOI: 10.1016/j.intfin.2025.102239.
• Dima, Bogdan & Dima, Ştefana Maria & Ioan, Roxana, 2025, "The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 98, issue C, DOI: 10.1016/j.intfin.2024.102084.
• Sapkota, Niranjan, 2025, "The crypto collapse chronicles: Decoding cryptocurrency exchange defaults," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2024.102093.
• Perras, Patrizia & Wagner, Niklas, 2025, "Give me a break: What does the equity premium compensate for?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2024.102103.
• Vasconcelos, Lucas N.C. & Schiozer, Rafael, 2025, "Extractive institutions and banks’ implicit subsidies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2025.102119.
• Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar M., 2025, "Sovereign debt cost and economic complexity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2025.102121.
• Cuny, Christine & Li, Ken & Nakhmurina, Anya & Watts, Edward M., 2025, "Muni Disclosure: All talk and no trade?," Journal of Accounting and Economics, Elsevier, volume 80, issue 1, DOI: 10.1016/j.jacceco.2025.101797.
• Iwanaga, Yasuhiro, 2025, "Decomposing the reversal effect: Exploring low-to-price and other indicators," Japan and the World Economy, Elsevier, volume 76, issue C, DOI: 10.1016/j.japwor.2025.101334.
• Herb, Patrick, 2025, "The treasury auction risk premium," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107316.
• Liu, Haibo & Tang, Qihe, 2025, "Modeling and pricing credit risk with a focus on recovery risk," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107317.
• Lin, Yiping & Swan, Peter L. & Harris, Frederick H.de B., 2025, "Does maker-taker limit order subsidy improve market outcomes? Quasi-natural experimental evidence," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107330.
• Cakici, Nusret & Fieberg, Christian & Metko, Daniel & Zaremba, Adam, 2025, "Factor momentum versus price momentum: Insights from international markets," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107332.
• Bassen, Alexander & Kordsachia, Othar & Lopatta, Kerstin & Tan, Weiqiang, 2025, "Revenue alignment with the EU taxonomy regulation in developed markets," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107339.
• Black, Jeffrey R. & Das, Nirmol & Leal, Diego, 2025, "Economic policy uncertainty and corporate bond liquidity," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107340.
• Dumitru, Ana Maria H. & Hizmeri, Rodrigo & Izzeldin, Marwan, 2025, "Forecasting the realized variance in the presence of intraday periodicity," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107342.
• Liu, Yunting & Zhu, Yandi, 2025, "Good idiosyncratic volatility, bad idiosyncratic volatility, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107343.
• Augustyniak, Maciej & Badescu, Alexandru & Bégin, Jean-François & Jayaraman, Sarath Kumar, 2025, "A general option pricing framework for affine fractionally integrated models," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107346.
• Ni, Xiaoran & Wang, Ye & Yin, David, 2025, "The market for corporate control and firm information environment: Evidence from five decades of data," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107350.
• Hansen, Jorge Wolfgang, 2025, "Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107354.
• Ge, Shuyi & Li, Shaoran & Zheng, Hanyu, 2025, "Diamond cuts diamond: News co-mention momentum spillover prevails in China," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107356.
• Lin, Jianhao & Fan, Jiacheng & Zhang, Yifan, 2025, "Information Dissemination and the Monetary Policy Uncertainty Premium: Evidence from China," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107371.
• Feng, Guanhao & He, Xin & Wang, Yanchu & Wu, Chunchi, 2025, "Predicting individual corporate bond returns," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107372.
• Fieberg, Christian & Liedtke, Gerrit & Zaremba, Adam & Cakici, Nusret, 2025, "A factor model for the cross-section of country equity risk premia," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107373.
• Deschamps, Bruno & Fei, Tianlun & Jiang, Ying & Liu, Xiaoquan, 2025, "Uncertainty and cross-sectional stock returns: Evidence from China," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107374.
• Bro, Jeppe & Eriksen, Jonas N., 2025, "Subjective expectations and house prices," Journal of Banking & Finance, Elsevier, volume 172, issue C, DOI: 10.1016/j.jbankfin.2024.107377.
• Cheng, Tzu-Chang Forrest & Huang, Hsuan-Hua & Lin, Tse-Chun & Yang, Tzu-Ting & Zhu, Jian-Da, 2025, "Windfall gains and stock market participation: Evidence from shopping receipt lottery," Journal of Banking & Finance, Elsevier, volume 172, issue C, DOI: 10.1016/j.jbankfin.2024.107378.
• Chan, Kam C. & Chen, Liangyin & Huang, Jun & Li, Ya, 2025, "Does FinTech coverage improve the pricing efficiency of capital market? Evidence from China," Journal of Banking & Finance, Elsevier, volume 172, issue C, DOI: 10.1016/j.jbankfin.2025.107396.
• Lu, Zhongjin & Pyun, Chaehyun, 2025, "Dissecting the return-predicting power of risk-neutral variance," Journal of Banking & Finance, Elsevier, volume 173, issue C, DOI: 10.1016/j.jbankfin.2025.107409.
• Sun, Yulong & Wang, Kai & Zhou, Zhiping, 2025, "Fear propagation and return dynamics," Journal of Banking & Finance, Elsevier, volume 173, issue C, DOI: 10.1016/j.jbankfin.2025.107410.
• Correa, Ricardo & DeMarco, Laurie, 2025, "Dealer leverage and exchange rates: Heterogeneity across intermediaries," Journal of Banking & Finance, Elsevier, volume 174, issue C, DOI: 10.1016/j.jbankfin.2025.107400.
• Li, Ying & Huang, Qianqian & Yuan, Tao, 2025, "Corporate voluntary disclosure via WeChat," Journal of Banking & Finance, Elsevier, volume 176, issue C, DOI: 10.1016/j.jbankfin.2025.107393.
• Allen, Franklin & Haas, Marlene & Pirovano, Matteo & Tengulov, Angel, 2025, "How prevalent are short squeezes? Evidence from the US and Europe," Journal of Banking & Finance, Elsevier, volume 176, issue C, DOI: 10.1016/j.jbankfin.2025.107436.
• Wang, Yuansheng & Yang, Haoxi & Chen, Zhizhen & Feng, Yun, 2025, "Demographic trends, the rent-to-price ratio, and housing market returns," Journal of Banking & Finance, Elsevier, volume 176, issue C, DOI: 10.1016/j.jbankfin.2025.107437.
• Orlando, Anthony W. & Welke, Gerd, 2025, "Borrowing on the wrong side of the tracks: Evidence from mortgage loan discontinuities," Journal of Banking & Finance, Elsevier, volume 176, issue C, DOI: 10.1016/j.jbankfin.2025.107438.
• Beckmeyer, Heiner & Meyerhof, Paul, 2025, "The short-duration premium and news announcements," Journal of Banking & Finance, Elsevier, volume 176, issue C, DOI: 10.1016/j.jbankfin.2025.107445.
• Fragkiskos, Apollon & Krasotkina, Olga & Spilker, Harold D. & Wermers, Russ, 2025, "Private Equity Fund Performance: A Time-Series Approach," Journal of Banking & Finance, Elsevier, volume 177, issue C, DOI: 10.1016/j.jbankfin.2025.107470.
• Shen, Jianfeng & Zhang, Huiping & Zhang, Weiqi, 2025, "Credit rating and stock return comovement," Journal of Banking & Finance, Elsevier, volume 177, issue C, DOI: 10.1016/j.jbankfin.2025.107474.
• Rompolis, Leonidas S., 2025, "Quantitative easing, uncertainty, and risk aversion," Journal of Banking & Finance, Elsevier, volume 177, issue C, DOI: 10.1016/j.jbankfin.2025.107475.
• Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle & Zhao, Nan, 2025, "Newswire tone-overlay commodity portfolios," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107501.
• Fahmy, Hany, 2025, "A stochastic model for predicting the response time of green vs brown stocks to climate change news risk," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107507.
• Irvine, Paul J. & Karmaziene, Egle, 2025, "Competing for dark trades," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107509.
• Liu, Chunbo & Xu, Liang & Yang, Liuming & Zhou, Yang, 2025, "Trade liberalization and municipal financing costs," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107524.
• Flora, Maria & Renò, Roberto, 2025, "V-shapes," Journal of Banking & Finance, Elsevier, volume 179, issue C, DOI: 10.1016/j.jbankfin.2025.107521.
• Li, Zhibing & Liu, Jia & Liu, Jie & Liu, Xiaoyu & Wu, Chonglin, 2025, "Investor attention and stock price manipulation: Evidence from daily quasi-natural experiments," Journal of Banking & Finance, Elsevier, volume 179, issue C, DOI: 10.1016/j.jbankfin.2025.107528.
• Xu, Weidong & Zhu, Danyu & Gao, Xin & Xing, Lu & Li, Donghui, 2025, "The price of realized extreme climate events in the implied cost of equity capital: International evidence," Journal of Banking & Finance, Elsevier, volume 180, issue C, DOI: 10.1016/j.jbankfin.2025.107525.
• Lehkonen, Heikki & Heimonen, Kari & Pukthuanthong, Kuntara, 2025, "Media tone is a priced risk factor in currency markets," Journal of Banking & Finance, Elsevier, volume 180, issue C, DOI: 10.1016/j.jbankfin.2025.107542.
• Broman, Markus & Fulkerson, Jon, 2025, "Variation in the value of active share across regions of investments: Evidence from global equity funds," Journal of Banking & Finance, Elsevier, volume 180, issue C, DOI: 10.1016/j.jbankfin.2025.107545.
• Bangsgaard, Christine & Kokholm, Thomas, 2025, "The stock market impact of volatility hedging: Evidence from end-of-day trading by VIX ETPs," Journal of Banking & Finance, Elsevier, volume 180, issue C, DOI: 10.1016/j.jbankfin.2025.107556.
• Jiang, Christine & Wu, Yiyin & Zhu, John Qi, 2025, "A revisit to the IPO spillover effect: On the importance of technological proximity," Journal of Banking & Finance, Elsevier, volume 181, issue C, DOI: 10.1016/j.jbankfin.2025.107563.
• Beckmeyer, Heiner & Wiedemann, Timo, 2025, "All Days Are Not Created Equal: Understanding Momentum by Learning to Weight Past Returns," Journal of Banking & Finance, Elsevier, volume 181, issue C, DOI: 10.1016/j.jbankfin.2025.107565.
• Zhou, Peng & Li, Xiang & Shi, Xing & Jiang, Kun, 2025, "Spillover of the carbon risk along the supply chain: Evidence from the U.S. corporate bond market," Journal of Business Research, Elsevier, volume 201, issue C, DOI: 10.1016/j.jbusres.2025.115742.
• He, Xue-Zhong (Tony) & Shi, Lei & Tolotti, Marco, 2025, "The social value of information uncertainty," Journal of Economic Behavior & Organization, Elsevier, volume 229, issue C, DOI: 10.1016/j.jebo.2024.106840.
• Chiah, Mardy & Tian, Xiao & Zhong, Angel, 2025, "Nature's impact: Do extreme natural disasters influence retail investors?," Journal of Economic Behavior & Organization, Elsevier, volume 232, issue C, DOI: 10.1016/j.jebo.2025.106954.
• Marmora, Paul, 2025, "The causal effect of limited attention to FOMC announcements," Journal of Economic Behavior & Organization, Elsevier, volume 234, issue C, DOI: 10.1016/j.jebo.2025.106999.
• Moretti, Angelo & Santi, Caterina, 2025, "Worries about energy security and stock returns," Journal of Economic Behavior & Organization, Elsevier, volume 238, issue C, DOI: 10.1016/j.jebo.2025.107210.
• Di Francesco, Tommaso & Torren-Peraire, Daniel, 2025, "(Mis)information diffusion and the financial market," Journal of Economic Behavior & Organization, Elsevier, volume 238, issue C, DOI: 10.1016/j.jebo.2025.107211.
• van Cappelle, Tjeerd & Pokidin, Dmytro & Zwinkels, Remco C.J., 2025, "The cross section of stock returns in an artificial stock market," Journal of Economic Behavior & Organization, Elsevier, volume 239, issue C, DOI: 10.1016/j.jebo.2025.107258.
• Dias, Marco Antonio Guimarães & Borges, Roberto Evelim Penha, 2025, "Valuing oil reserve volumes under price uncertainty," Journal of Economics and Business, Elsevier, volume 137, issue C, DOI: 10.1016/j.jeconbus.2025.106277.
• 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.
• 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.
• 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.
• 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.
• 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, "Trading in Twilight: Sleep, Mental Alertness, and Stock Market 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.