Research classified by Journal of Economic Literature (JEL) codes

2025

• Dimitrios Kanelis & Lars H. Kranzmann & Pierre L. Siklos, 2025, "The Financial Instability – Monetary Policy Nexus: Evidence from the FOMC Minutes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-25, Apr.
• Christian R. Proano & Jonas Dix, 2025, "Output Gap Uncertainty, Sovereign Risk Premia and the Contingent Importance of the Bond Vigilantes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-27, May.
• 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.
• Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny, 2025, "Yield drifts when issuance comes before macro news," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127045, Mar.
• Hassan, Wesam Adel, 2025, "High stakes in the bazaar: cryptocurrency trading as a game of chance in Istanbul," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127631, Mar.
• Gourinchas, Pierre-Olivier & Ray, Walker & Vayanos, Dimitri, 2025, "A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127783, Nov.
• Campiglio, Emanuele & De Angelis, Luca & Neri, Paolo & Scalisi, Ginevra, 2025, "From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127807, Apr.
• Xin, Wei & Grant, Lewis & Groom, Ben & Zhang, Chendi, 2025, "Noisy biodiversity: the impact of ESG biodiversity ratings on asset prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128185, Oct.
• Benmir, Ghassane & Roman, Josselin & Taschini, Luca, 2025, "Weitzman meets Taylor: EU allowance price drivers and carbon cap rules," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128515, Feb.
• Jiang, Hao & Vayanos, Dimitri & Zheng, Lu, 2025, "Passive investing and the rise of mega-firms," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128591, Dec.
• Broadstock, David C. & Fouquet, Roger & Kim, Jeong Won, 2025, "Carbon pricing and stock performance: are carbon prices already more influential than energy prices?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128928, Nov.
• Kling, Gerhard & Lo, Yuen C & Murinde, Victor & Volz, Ulrich, 2025, "Climate vulnerability and the cost of debt," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 129272, Sep.
• Fagereng, Andreas & Gomez, Matthieu & Gouin-Bonenfant, Emilien & Holm, Martin & Moll, Benjamin & Natvik, Gisle, 2025, "Asset-price redistribution," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 129496, Nov.
• Bonesini, Ofelia & Jacquier, Antoine & Muguruza, Aitor, 2025, "Risk premium and rough volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130975, Dec.
• Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2025, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," The Review of Economic Studies, Review of Economic Studies Ltd, volume 92, issue 4, pages 2502-2536.
• Andreas Johansson & Riccardo Sabbatucci & Andrea Tamoni, 2025, "Tradable Risk Factors for Institutional and Retail Investors," Review of Finance, European Finance Association, volume 29, issue 1, pages 103-139.
• Jungkyu Ahn, 2025, "Margin constraints and asset prices," Review of Finance, European Finance Association, volume 29, issue 1, pages 141-168.
• Amit Goyal & Narasimhan Jegadeesh & Avanidhar Subrahmanyam, 2025, "Empirical determinants of momentum: a perspective using international data," Review of Finance, European Finance Association, volume 29, issue 1, pages 241-273.
• Tomas Breach & Thomas B King, 2025, "Securities financing and asset markets: new evidence," Review of Finance, European Finance Association, volume 29, issue 1, pages 33-73.
• Sanghyun Hong & Xiaopeng Wei, 2025, "Blockbuster or bust? Silver screen effect and stock returns," Review of Finance, European Finance Association, volume 29, issue 2, pages 603-632.
• Jiayin Hu & Laura Xiaolei Liu & Chloe Yue Liu & Hao Qu & Yingguang Zhang, 2025, "CEO turnover, sequential disclosure, and stock returns," Review of Finance, European Finance Association, volume 29, issue 3, pages 887-921.
• Brad Cannon & John Lynch, 2025, "Return extrapolation and dividends," Review of Finance, European Finance Association, volume 29, issue 4, pages 1009-1042.
• Viet-Dung Doan, 2025, "Exchange-traded funds and transparency in over-the-counter markets," Review of Finance, European Finance Association, volume 29, issue 4, pages 1043-1065.
• Bastian von Beschwitz & Pekka Honkanen & Daniel Schmidt, 2025, "Passive ownership and short selling," Review of Finance, European Finance Association, volume 29, issue 4, pages 1137-1188.
• Alessandro Moro & Andrea Zaghini, 2025, "The green sin: how exchange rate volatility and financial openness affect green premia," Review of Finance, European Finance Association, volume 29, issue 4, pages 1189-1217.
• Christoph Merkle & Michael Ungeheuer, 2025, "Beliefs about beta: upside participation and downside protection," Review of Finance, European Finance Association, volume 29, issue 5, pages 1397-1436.
• Di Wu, 2025, "A disaster explanation of equity term structures," Review of Finance, European Finance Association, volume 29, issue 5, pages 1437-1465.
• Marianne Andries & Thomas M Eisenbach & R Jay Kahn & Martin C Schmalz, 2025, "The term structure of the price of variance risk," Review of Finance, European Finance Association, volume 29, issue 6, pages 1699-1720.
• Naz Koont & Yiming Ma & Lubos Pastor & Yao Zeng, 2025, "Steering a Ship in Illiquid Waters: Active Management of Passive Funds," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 10, pages 2887-2935.
• Hao Jiang & Dimitri Vayanos & Lu Zheng, 2025, "Passive Investing and the Rise of Mega-Firms," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3461-3496.
• Joost Driessen & Sebastian Ebert & Joren Koëter, 2025, "Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3497-3541.
• Yacine Aït-Sahalia & Jean Jacod & Dacheng Xiu, 2025, "Continuous-Time Fama-MacBeth Regressions," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3542-3579.
• Zhuo Chen & Bibo Liu & Huijun Wang & Zhengwei Wang & Jianfeng Yu, 2025, "Investor Sentiment and the Pricing of Characteristics-Based Factors," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3580-3625.
• Vikas Agarwal & George O Aragon & Vikram Nanda & Kelsey Wei, 2025, "Anticipatory Trading Against Distressed Mega Hedge Funds," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3626-3672.
• Narasimhan Jegadeesh & Jiang Luo & Avanidhar Subrahmanyam & Sheridan Titman, 2025, "Short-Term Reversals and Longer-Term Momentum around the World: Theory and Evidence," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3673-3728.
• Hailiang Chen & Byoung-Hyoun Hwang & Zhuozhen Peng, 2025, "Why Do Investors Like Short-leg Securities? Evidence from a Textual Analysis of Buy Recommendations," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3729-3767.
• Yingguang Zhang & Yandi Zhu & Juhani T Linnainmaa, 2025, "Man versus Machine Learning Revisited," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3768-3790.
• Kristy A E Jansen, 2025, "Long-Term Investors, Demand Shifts, and Yields," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 1, pages 114-157.
• Jules H van Binsbergen & Yoshio Nozawa & Michael Schwert, 2025, "Duration-Based Valuation of Corporate Bonds," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 1, pages 158-191.
• Hitesh Doshi & Praveen Kumar, 2025, "Capital Investment, Equity Returns, and Aggregate Dynamics in Oligopolistic Production Economies," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 1, pages 192-234.
• Wen Chen & Yajun Wang, 2025, "Dynamic Market Making with Asymmetric Information and Market Power," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 1, pages 235-293.
• Hamid Boustanifar & Young Dae Kang, 2025, "The Brand Premium," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 1, pages 294-336.
• Shiyang Huang & Wenxi Jiang & Xiaoxi Liu & Xin Liu, 2025, "Does Liquidity Management Induce Fragility in Treasury Prices? Evidence from Bond Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 337-380.
• Richard K Crump & Nikolay Gospodinov, 2025, "Deconstructing the Yield Curve," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 381-421.
• Urban J Jermann, 2025, "Gold’s Value as an Investment," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 422-456.
• David Hirshleifer & Dat Mai & Kuntara Pukthuanthong, 2025, "War Discourse and Disaster Premium: 160 Years of Evidence from the Stock Market," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 457-506.
• José Mustre-del-Río & Juan M Sánchez & Ryan Mather & Kartik Athreya, 2025, "The Effects of Macroeconomic Shocks: Household Financial Distress Matters," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 564-604.
• Zhi Da & Vivian W Fang & Wenwei Lin, 2025, "Fractional Trading," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 623-660.
• Robert P Bartlett & Justin McCrary & Maureen O’Hara, 2025, "The Market Inside the Market: Odd-Lot Quotes," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 661-711.
• Saketh Aleti & Tim Bollerslev, 2025, "News and Asset Pricing: A High-Frequency Anatomy of the SDF," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 712-759.
• Joachim Freyberger & Bjoern Hoeppner & Andreas Neuhierl & Michael Weber, 2025, "Missing Data in Asset Pricing Panels," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 760-802.
• Svetlana Bryzgalova & Sven Lerner & Martin Lettau & Markus Pelger, 2025, "Missing Financial Data," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 803-882.
• David Hirshleifer & Lin Peng & Qiguang Wang, 2025, "News Diffusion in Social Networks and Stock Market Reactions," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 883-937.
• Ron Kaniel & Pingle Wang, 2025, "Unmasking Mutual Fund Derivative Use," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 4, pages 1120-1166.
• Meng Gao & Jiekun Huang, 2025, "Informed Voting," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 4, pages 1167-1210.
• Sebastian Hillenbrand, 2025, "The Fed and the Secular Decline in Interest Rates," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 4, pages 981-1013.
• Christopher Hansman & Harrison Hong & Wenxi Jiang & Yu-Jane Liu & Juan-Juan Meng, 2025, "Effects of Credit Expansions on Stock Market Booms and Busts," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 5, pages 1502-1544.
• Hongye Guo, 2025, "Earnings Extrapolation and Predictable Stock Market Returns," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 6, pages 1730-1782.
• Amit Goyal & Alessio Saretto, 2025, "Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 6, pages 1783-1821.
• Liuren Wu & Yuzhao Zhang, 2025, "Common Pricing of Decentralized Risk: A Linear Option Pricing Model," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 6, pages 1822-1867.
• Mark Loewenstein & Zhenjiang Qin, 2025, "An Equilibrium Model of Imperfect Hedging: Transaction Costs, Heterogeneity in Risk Aversion, and Return Volatility," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 7, pages 2088-2139.
• Antonio Coppola, 2025, "In Safe Hands: The Financial and Real Impact of Investor Composition over the Credit Cycle," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 8, pages 2275-2325.
• Peter Feldhütter & Lasse Heje Pedersen, 2025, "Is Capital Structure Irrelevant with ESG Investors?," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 8, pages 2362-2385.
• Paul Schmidt-Engelbertz & Kaushik Vasudevan, 2025, "Speculating on Higher-Order Beliefs," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 8, pages 2434-2466.
• Ricardo Delao & Sean Myers, 2025, "Correction to: Which Subjective Expectations Explain Asset Prices?," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 8, pages 2515-2515.
• Christoph Hambel & Frederick Van Der Ploeg, 2025, "Policy Transition Risk, Carbon Premiums, and Asset Prices," Economics Series Working Papers, University of Oxford, Department of Economics, number 1075, Mar.
• Ismael Santiago Moreno, 2025, "Valoración de Bitcoin. Reserva de valor y diversificación de inversiones
  [Bitcoin Valuation. Store of Value and Investment Diversification]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 40, pages 1-26, DOI: https://doi.org/10.46661/rev.metodo.
• Mahtab Athari & Atsuyuki Naka & Abdullah Noman, 2025, "Forecasting stock returns with sum-of-the-parts methodology: international evidence," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 1, pages 91-114, February, DOI: 10.1057/s41260-024-00380-1.
• Chaoyan Wang & Yang Tian, 2025, "How much concentration is good for minority shareholders? Evidence from Chinese companies," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 1, pages 71-82, February, DOI: 10.1057/s41260-024-00392-x.
• Malick Fall, 2025, "Portfolio optimization in deformed time," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 2, pages 176-185, March, DOI: 10.1057/s41260-024-00378-9.
• Rong Huang & Dimos Kambouroudis & David G. McMillan, 2025, "Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 2, pages 115-135, March, DOI: 10.1057/s41260-025-00398-z.
• Pyemo N. Afego & Ernest N. Biktimirov, 2025, "Market reactions of African and non-African firms to changes in the S&P Africa 40 index," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 4, pages 355-376, July, DOI: 10.1057/s41260-024-00385-w.
• Xinyang Li, 2025, "Tail risk and Flight-to-Safety," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 4, pages 386-410, July, DOI: 10.1057/s41260-025-00407-1.
• Pujian Yang & Liu Yang, 2025, "Change of the disposition effect and investor sentiment," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 5, pages 489-505, September, DOI: 10.1057/s41260-025-00412-4.
• Kezhong Chen & Constantinos Alexiou, 2025, "Cointegration-based pairs trading: identifying and exploiting similar exchange-traded funds," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 5, pages 464-488, September, DOI: 10.1057/s41260-025-00416-0.
• Adnan Abo Al Haija, 2025, "The dynamics of firms' abnormal earnings and the growth differential between market and book value of equity," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 6, pages 596-614, October, DOI: 10.1057/s41260-025-00421-3.
• László Bokor, 2025, "Investigating the nexus between sovereign green and vanilla bonds in the secondary market," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 7, pages 753-767, December, DOI: 10.1057/s41260-025-00402-6.
• Janusz Brzeszczyński & Jerzy Gajdka & Piotr Pietraszewski & Tomasz Schabek, 2025, "A Refinement to the Treynor Ratio," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 7, pages 711-724, December, DOI: 10.1057/s41260-025-00417-z.
• Mario Bajo Traver, 2025, "Enhancing diversification in fixed-income portfolios: an entropy-based optimization framework," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 7, pages 863-882, December, DOI: 10.1057/s41260-025-00428-w.
• Moshe A. Milevsky & Thomas S. Salisbury, 2025, "The Riccati tontine: how to satisfy regulators on average," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 50, issue 1, pages 72-102, March, DOI: 10.1057/s10713-024-00105-9.
• Urs B. Lendermann, 2025, "Automated bail-in: eliminating regulatory restraints," Journal of Banking Regulation, Palgrave Macmillan, volume 26, issue 3, pages 370-391, September, DOI: 10.1057/s41261-024-00266-7.
• Javier Vidal-García & Marta Vidal & Laura Molero González & Juan E. Trinidad-Segovia, 2025, "Global tournaments," Risk Management, Palgrave Macmillan, volume 27, issue 1, pages 1-13, February, DOI: 10.1057/s41283-024-00157-1.
• Marco Realdon, 2025, "Affine term structure models with Garch volatility," Risk Management, Palgrave Macmillan, volume 27, issue 4, pages 1-33, December, DOI: 10.1057/s41283-025-00178-4.
• Lukas Wiechers, 2025, "A Real-Time Analysis of Fundamentals and Bubbles in the S&P 500," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 163, Jul.
• Pia Stoczek & Alexander Liss & Boaz Noiman, 2025, "Controlled risk-taking and corporate QE: Evidence from the Corporate Sector Purchase Programme," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 142, May.
• Kulcsár, Edina & Veres, Edit & Fogarasi, József, 2025, "Performance Evaluation and Portfolio Optimization in Emerging European Stock Markets: Evidence from Hungary and Romania," Public Finance Quarterly, Corvinus University of Budapest, volume 71, issue 3, pages 65-93, DOI: https://doi.org/10.35551/PFQ_2025_3.
• Abdul Rahim, Mohamad Syafiqe, 2025, "Benchmark on Underlying Asset Value for Islamic Banking Product: A Practitioner’s Perspective," MPRA Paper, University Library of Munich, Germany, number 123098, Jan.
• Magomedov, Said & Fantazzini, Dean, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper, University Library of Munich, Germany, number 123416.
• Baumann, Michael Heinrich & Janischewski, Anja, 2025, "What are asset price bubbles? A survey on definitions of financial bubbles," MPRA Paper, University Library of Munich, Germany, number 123676, Feb.
• Ojo, Marianne & Serrano Caballero, Enriqueta & Joshi, Amol & Lahiri, Nandini & Hemmatian, Iman, 2025, "Trade negotiations and global relations : emerging players and actors," MPRA Paper, University Library of Munich, Germany, number 124064, Feb, revised Mar 2025.
• Ojo, Marianne, 2025, "How the Liberation Day Announcement is Shaping the Global Trade Order: From Free Trade to Fair Trade Agreements," MPRA Paper, University Library of Munich, Germany, number 124314, Apr, revised Apr 2025.
• Pham, Ngoc Sang & Le Van, Cuong & Bosi, Stefano, 2025, "To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies," MPRA Paper, University Library of Munich, Germany, number 125605, Aug.
• Pham, Ngoc Sang & Le Van, Cuong & Bosi, Stefano, 2025, "To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies," MPRA Paper, University Library of Munich, Germany, number 125772, Aug.
• Yee, Brandon, 2025, "Beyond the Event Horizon: Peak Risk-Adjusted Performance in Post-Event Markets," MPRA Paper, University Library of Munich, Germany, number 125993, May.
• Mir, Zulfiqar Ali, 2025, "Penalized regression methods for exchange rate forecasting: evidence from the U.S. dollar index," MPRA Paper, University Library of Munich, Germany, number 125996, Sep.
• Zhang, Zhongxia, 2025, "When Do Investors Buy Rental Properties? Insights From A Theoretical and Empirical Investigation of Housing Market Breakeven Vacancies," MPRA Paper, University Library of Munich, Germany, number 126187, Sep.
• Kandukuri, Vishwesh & Jain, Kashish & Anand, Pratik, 2025, "Beyond the Benchmark: Magic Formula Outperformance in Indian Equity Markets," MPRA Paper, University Library of Munich, Germany, number 126237, Aug.
• Rubenstein, Elias, 2025, "Safe-Haven Currency and Sequence Risk: A State-Dependent Swiss Franc Overlay for Global Portfolios," MPRA Paper, University Library of Munich, Germany, number 126680, Nov.
• Sadeghi, Abdorasoul & Roudari, Soheil & Nammouri, Hela, 2025, "Green finance, fossil energy, and institutional factors in the context of sustainable development," MPRA Paper, University Library of Munich, Germany, number 126836, Apr, revised 13 Aug 2025.
• Fantazzini, Dean, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," MPRA Paper, University Library of Munich, Germany, number 126906, Nov.
• Neilon, Gabriella & Guest, Oliver & Steenkamp, Daan, 2025, "The market impact of inflation surprises in South Africa," MPRA Paper, University Library of Munich, Germany, number 127318, Dec.
• Gu, Ming & Hirshleifer, David & Teoh, Siew Hong & Wu, Shijia, 2025, "GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market," MPRA Paper, University Library of Munich, Germany, number 127438, Dec.
• Kishor, N. Kundan, 2025, "Regime-Dependent Housing Valuations: Price-Rent Ratios, Volatility, and Structural Breaks in U.S. Markets," MPRA Paper, University Library of Munich, Germany, number 127472, Oct.
• Onur Polat & Rangan Gupta & Riza Demirer & Elie Bouri, 2025, "Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202539, Oct.
• Elie Bouri & Ufuk Can & Oguzhan Cepni & Rangan Gupta, 2025, "Corporate Earnings Announcements and Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202543, Nov.
• Elie Bouri & Ufuk Can & Oguzhan Cepni & Rangan Gupta, 2025, "Oil Price Shocks and Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202546, Dec.
• Eleonora Salzmann, 2025, "Disaggregated ESG Risk in European Asset Pricing Based on ESG Leaders Data," ACTA VSFS, University of Finance and Administration, volume 19, issue 2, pages 204-233.
• Jan Marek, 2025, "The equity risk premium calculation based on European data
  [Výpočet rizikové prémie kapitálového trhu na základě evropských dat]," Oceňování, Prague University of Economics and Business, volume 18, issue 1, pages 33-46, DOI: 10.18267/j.ocenovani.299.
• Jakub Říha, 2025, "Discount rate and its parameters in the Czech Republic
  [Diskontní míra a její parametry v České republice]," Oceňování, Prague University of Economics and Business, volume 18, issue 1, pages 47-60, DOI: 10.18267/j.ocenovani.300.
• Phanjarat Daengnimvikul & Kanis Saengchote, 2025, "Tax Incentives and the Cost of Sustainable Debt: Evidence from Thailand’s ESG Fund Policy," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 241, Oct.
• Gerrit Meyerheim, 2025, "Rare Disasters, Tail Aversion, and Asset Pricing Puzzles," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 549, Oct.
• Botero-Ramírez, Oscar David & Murcia, Andrés & Villamizar-Villegas, Mauricio, 2025, "Foreign investment dynamics: The impact of benchmark-driven versus unconstrained investors on local credit conditions," Working papers, Red Investigadores de Economía, number 112, May.
• Richard J. Cebula, 2025, "A Cointegrating Regression Analysis of the Impacts of Greater Economic Freedom and Perceived Risk from a Larger National Debt-to-GDP Ratio on the Real Cost of Borrowing for Corporations in the U.S," American Business Review, Pompea College of Business, University of New Haven, volume 28, issue 2, pages 481-495, November, DOI: 10.37625/abr.28.2.481-495.
• Maksim Fayzulin & Tamara Teplova & Aleksei Kurkin, 2025, "Dynamic connectedness between trading volumes and retail investor sentiment in the Russian stock market with Bitcoin during external shock periods," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 79, pages 99-121.
• Dean Fantazzini & Elena Korobova, 2025, "Stablecoins and credit risk: when do they stop being stable?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 77, pages 46-73.
• Abdulnasser Hatemi-J, 2025, "An Asymmetric Capital Asset Pricing Model," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 78, issue 4, pages 675-686, October, DOI: 10.65644/EIIE.078.04.0675.
• Rodger Campos, 2025, "Índice de Preços para Imóveis Corporativos em São Paulo: Uma Análise Comparativa com Regressão Linear e Random Forest," TD NEREUS, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS), number 15-2025.
• Bahram Adrangi & Arjun Chatrath & Saman Hatamerad & Kambiz Raffiee, 2025, "Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin," Bulletin of Applied Economics, Risk Market Journals, volume 12, issue 1, pages 75-105.
• Bahram Adrangi & Arjun Chatrath & Kambiz Raffiee, 2025, "Latin American Equities, Volatility Regimes, and the US Economic Policy Uncertainty," Bulletin of Applied Economics, Risk Market Journals, volume 12, issue 2, pages 15-44.
• Bahram Adrangi & Saman Hatamerad & Ales Kresta & Tomas Tichy, 2025, "Uncertainty and Volatility: Sectoral Equity Responses to Economic and Policy Shocks in the U.S," Bulletin of Applied Economics, Risk Market Journals, volume 12, issue 2, pages 77-110.
• Kusliaikin, Aleksandr, 2025, "Downside Market Risk: A Key Determinant of Cryptocurrency Returns
  [Риск Синхронного Падения Как Ключевой Фактор Доходности Криптовалют]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, issue 1, pages 30-55.
• Bruno S. Sergi & Nathan Wongkar & Kenneth L. Suhariono, 2025, "Manipulation and Financial Market Misconduct in Indonesia," The American Economist, Sage Publications, volume 70, issue 1, pages 80-93, March, DOI: 10.1177/05694345241256233.
• Whelsy Boungou & Melchisedek Ngambou Djatche & Nicholas Biekpe, 2025, "Chinese Stock Market Performance and Natural Disasters," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 24, issue 3, pages 281-305, September, DOI: 10.1177/09726527251318132.
• Soumya Sankar Chakraborty & Mehul Raithatha & Tara Shankar Shaw, 2025, "Market Valuation of Cash Holdings: Role of Default Risk During COVID-19," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 24, issue 4, pages 461-485, December, DOI: 10.1177/09726527251359027.
• Francisco Jareño & María-Isabel Martínez-Serna & Pablo Sánchez, 2025, "Study of Risk Factors in Global Stock Markets During the COVID-19 Pandemic Under Different Market Conditions," SAGE Open, , volume 15, issue 1, pages 21582440251, January, DOI: 10.1177/21582440251315586.
• Yuan Li & Fang Liu & Wei He, 2025, "Sentiment and Futures Returns in Chinese Agricultural Futures Markets," SAGE Open, , volume 15, issue 2, pages 21582440251, April, DOI: 10.1177/21582440251335708.
• Mohd Edil Abd. Sukor & Ali Fayyaz Munir & Iftikhar Ahmad & Aamir Azeem & Shahrin Saaid Shaharuddin, 2025, "Exuberance, Unchecked Manipulations, and the Behavior of Reversals in Emerging Market Economies," SAGE Open, , volume 15, issue 4, pages 21582440251, October, DOI: 10.1177/21582440251385691.
• Lei Ding & Xin Liu & Hu Wang, 2025, "ESG Information Conflicts in Mutual Funds," SAGE Open, , volume 15, issue 4, pages 21582440251, December, DOI: 10.1177/21582440251407508.
• Beata Swiecka, 2025, "Generational Perspective of Financial Literacy and Consumer Over-Indebtedness. Survey Evidence from Poland," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 23, pages 1-17, DOI: 10.7172/2353-6845.jbfe.2025.1.1.
• Filippo Cavaleri & Marco Gortan & Angelo Ranaldo & Enzo Rossi, 2025, "Swiss treasury bond auctions: An update," Economic Studies, Swiss National Bank, number 2025-13.
• Filippo Cavaleri & Angelo Ranaldo & Enzo Rossi, 2025, "The demand for safe assets," Working Papers, Swiss National Bank, number 2025-03.
• Daniele Ballinari & Jessica Maly, 2025, "FX sentiment analysis with large language models," Working Papers, Swiss National Bank, number 2025-11.
• Jonas Heim & Thomas Nitschka, 2025, "On the carbon premium in Swiss stock returns," Working Papers, Swiss National Bank, number 2025-13.
• Alexander Dryden & Enrico Pulieri, 2025, "The Price of Trust: Greenium and Greenwashing in Asia’s Green Bond Markets," Working Papers, Department of Economics, SOAS University of London, UK, number 266, Feb.
• Quan-Hoang Vuong & Minh Hoang Nguyen, 2025, "Developing Bayesian probabilistic reasoning capacity in HSS disciplines: Qualitative evaluation on bayesvl and BMF analytics for ECRs," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 25-008, Nov.
• Octavio Augusto Fontes Tourinho & Wilfredo Leiva Maldonado, 2025, "Incorporating mortgage rates and spread in the tests for multiple bubbles in housing: four US cities 1987 to 2024," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2025_05, Jun.
• Haim Levy, 2025, "To revise or not to revise? This is the question," Annals of Operations Research, Springer, volume 346, issue 1, pages 157-179, March, DOI: 10.1007/s10479-024-06214-y.
• Leonard MacLean & Yonggan Zhao & Oufan Zhang, 2025, "Mean-variance optimization with inferred regimes," Annals of Operations Research, Springer, volume 346, issue 1, pages 341-368, March, DOI: 10.1007/s10479-024-06267-z.
• Tamara Teplova & Sergei Gurov, 2025, "Nonlinear intraday trading invariance in the Russian stock market," Annals of Operations Research, Springer, volume 352, issue 3, pages 441-469, September, DOI: 10.1007/s10479-022-04683-7.
• Zaghum Umar & Mariya Gubareva & Tamara Teplova & Wafa Alwahedi, 2025, "Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission," Annals of Operations Research, Springer, volume 352, issue 3, pages 363-387, September, DOI: 10.1007/s10479-022-04786-1.
• Zhiyang Shen & Jingyun Li & Michael Vardanyan & Bo Wang, 2025, "Nonparametric shadow pricing of non-performing loans: a study of the Chinese banking sector," Annals of Operations Research, Springer, volume 352, issue 3, pages 809-833, September, DOI: 10.1007/s10479-022-05088-2.
• Alessandro Sbuelz, 2025, "Equilibrium asset pricing with short rate risk," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 1, pages 93-125, June, DOI: 10.1007/s10203-024-00442-4.
• Anna Battauz & Sara Staffolani, 2025, "American options with acceleration clauses," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 1, pages 13-35, June, DOI: 10.1007/s10203-024-00446-0.
• Alessia Cafferata & Marco Patacca & Fabio Tramontana, 2025, "Disposition effect and its outcome on endogenous price fluctuations," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1557-1578, December, DOI: 10.1007/s10203-023-00431-z.
• Jørgen Haug & Tommy Stamland, 2025, "Valuation and optimal exercise of derivatives under private information," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1869-1895, December, DOI: 10.1007/s10203-025-00519-8.
• Gian Piero Aielli & Davide Pirino, 2025, "Funding liquidity and stocks’ market liquidity: structural estimation from high-frequency data," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 2061-2097, December, DOI: 10.1007/s10203-025-00521-0.
• Mirzat Ullah, 2025, "Risk and return analysis between digital and conventional financial assets in a turbulent geopolitical environment," Digital Finance, Springer, volume 7, issue 3, pages 479-505, September, DOI: 10.1007/s42521-025-00147-2.
• Muneer M. Alshater & Nohade Nasrallah & Rim Khoury & Mayank Joshipura, 2025, "Deciphering the world of NFTs: a scholarly review of trends, challenges, and opportunities," Electronic Commerce Research, Springer, volume 25, issue 5, pages 4193-4249, October, DOI: 10.1007/s10660-024-09881-y.
• Käfer, Niclas & Mörke, Mathis & Weigert, Florian & Wiest, Tobias, 2025, "A Bayesian stochastic discount factor for the cross-section of individual equity options," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 25-01.
• Hess, Dieter & Simon, Frederik & Weibels, Sebastian, 2025, "Interpretable machine learning for earnings forecasts: Leveraging high-dimensional financial statement data," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 25-06.
• Moro, Alessandro & Zaghini, Andrea, 2025, "Cui prodest? The heterogeneous impact of green bonds on companies' ESG score," CFS Working Paper Series, Center for Financial Studies (CFS), number 733.
• Isaak, Andrew & Istipliler, Baris & Bort, Suleika & Woywode, Michael, 2025, "Regulation, Corruption, and Decentralized Autonomous Organizations: Insights from Bitcoin Trading and Platform Founding Between 2011 and 2023," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue ahead of , DOI: 10.1287/orsc.2023.18467.
• Heidorn, Thomas & Liem, Erik & Requardt, Stefan & Wahnschaap, Tim, 2025, "US$ interest rate and cross currency swaps after the LIBOR funeral: A corporate treasury primer," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 236.
• Amaral, Francisco & Toth, Mark & Zdrzalek, Jonas, 2026, "Spatial distribution of housing liquidity," Kiel Working Papers, Kiel Institute for the World Economy, number 2284, revised 2026.
• Campbell, Gareth & Gallagher, Áine & Grossman, Richard S., 2025, "Remote investing in Latin America, 1869-1929," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 25-09.
• Gao, Can & Han, Brandon Yueyang, 2025, "When no news is good news: Multidimensional heterogeneous beliefs in financial markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 451, DOI: 10.2139/ssrn.5341704.
• Della Corte, Pasquale & Gao, Can & Preve, Daniel P. A. & Valente, Giorgio, 2025, "What 200 years of data tell us about the predictive variance of long-term bonds," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 460, DOI: 10.2139/ssrn.5734512.
• Berg, Florian & Ceccarelli, Marco & Heeb, Florian & Ivashchenko, Alexey & Rigobón, Roberto & Zwinkels, Remco C. J., 2025, "The market for voluntary carbon offsets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 462, DOI: 10.2139/ssrn.5822702.
• Melone, Alessandro & Randl, Otto & Sögner, Leopold & Zechner, Josef, 2025, "Stock-Oil Comovement: Cash Flows or Discount Rates?," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy, Verein für Socialpolitik / German Economic Association, number 325398.
• Wiechers, Lukas, 2025, "A Realtime Analysis of Fundamentals and Bubbles in the S&P 500," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy, Verein für Socialpolitik / German Economic Association, number 325420.
• Gaul, Johannes & Schrader, Pascal, 2025, "Beyond content: Investors' chatter, interaction and earnings announcement returns," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 25-040.
• Antonello Cirulli & Gianluca De Nard & Joshua Traut & Patrick Walker, 2025, "Low risk, high variability: practical guide for portfolio construction," ECON - Working Papers, Department of Economics - University of Zurich, number 463, Jan, revised Nov 2025.
• Florian Huber & Gregor Kastner & Michael Pfarrhofer, 2025, "Introducing shrinkage in heavy-tailed state space models to predict equity excess returns," Empirical Economics, Springer, volume 68, issue 2, pages 535-553, February, DOI: 10.1007/s00181-023-02437-3.
• Shuxin Yang, 2025, "Pandemic, policy, and markets: insights and learning from COVID-19’s impact on global stock behavior," Empirical Economics, Springer, volume 68, issue 2, pages 555-583, February, DOI: 10.1007/s00181-024-02648-2.
• Danilo Liberati & Giuseppe Marinelli, 2025, "Was Covid-19 a wake-up call on climate risks? Evidence from the greenium," Empirical Economics, Springer, volume 68, issue 6, pages 2549-2585, June, DOI: 10.1007/s00181-025-02711-6.
• Mohammadreza Tavakoli Baghdadabad & Girijasankar Mallik, 2025, "Breaking down value: a novel method," Empirical Economics, Springer, volume 69, issue 3, pages 1467-1525, September, DOI: 10.1007/s00181-025-02769-2.
• Oghenovo A. Obrimah, 2025, "Is the Fama and French three factor model robust to the pricing of risk preferences?," Empirical Economics, Springer, volume 69, issue 4, pages 2027-2063, October, DOI: 10.1007/s00181-025-02794-1.
• Rim Oueghlissi & Ahmed Derbali, 2025, "Asymmetric effects of carbon pricing on european sector stock returns: a short-term analysis," Environment Systems and Decisions, Springer, volume 45, issue 3, pages 1-13, September, DOI: 10.1007/s10669-025-10028-z.
• Botond Benedek & Bálint Zsolt Nagy, 2025, "Asymmetries in factors influencing non-fungible tokens’ (NFTs) returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-20, December, DOI: 10.1186/s40854-024-00672-w.
• Wen Long & Man Guo, 2025, "Social media and capital markets: an interdisciplinary bibliometric analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-32, December, DOI: 10.1186/s40854-024-00731-2.
• Ruwei Zhao & Xiong Xiong & Junjun Ma & Yuzhao Zhang & Yongjie Zhang, 2025, "Baidu News and the return volatility of Chinese commodity futures: evidence for the sequential information arrival hypothesis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-24, December, DOI: 10.1186/s40854-025-00753-4.
• Kevin Rink, 2025, "The role of technical chart patterns in the early Bitcoin market: intraday evidence from the Mt.Gox transaction dataset," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-67, December, DOI: 10.1186/s40854-025-00763-2.
• Gábor Neszveda, 2025, "Aspiration level, probability of success, and stock returns: an empirical test," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-29, December, DOI: 10.1186/s40854-025-00769-w.
• Jan Sila & Michael Mark & Ladislav Kristoufek & Thomas A. Weber, 2025, "Crypto market betas: the limits of predictability and hedging," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-28, December, DOI: 10.1186/s40854-025-00777-w.
• Minhyuk Jeong & Biao Yang & Xingjia Zhang & Taeyoung Park & Kwangwon Ahn, 2025, "A quantum model for the overpriced put puzzle," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-23, December, DOI: 10.1186/s40854-025-00869-7.
• Burak Korkusuz & Mehmet Sahiner, 2025, "Coin impact on cross-crypto realized volatility and dynamic cryptocurrency volatility connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-32, December, DOI: 10.1186/s40854-025-00881-x.
• Chenyu Zhao & Misha Beek & Peter Spreij & Makhtar Ba, 2025, "Polynomial approximation of discounted moments," Finance and Stochastics, Springer, volume 29, issue 1, pages 63-95, January, DOI: 10.1007/s00780-024-00550-4.
• Benjamin Jourdain & Gilles Pagès, 2025, "Convex ordering for stochastic Volterra equations and their Euler schemes," Finance and Stochastics, Springer, volume 29, issue 1, pages 1-62, January, DOI: 10.1007/s00780-024-00551-3.
• Laurence Carassus, 2025, "Quasi-sure essential supremum and applications to finance," Finance and Stochastics, Springer, volume 29, issue 1, pages 219-260, January, DOI: 10.1007/s00780-024-00553-1.
• Oleksii Mostovyi & Pietro Siorpaes, 2025, "Pricing of contingent claims in large markets," Finance and Stochastics, Springer, volume 29, issue 1, pages 177-217, January, DOI: 10.1007/s00780-024-00554-0.
• Ludovic Tangpi & Shichun Wang, 2025, "Optimal bubble riding: a mean field game with varying entry times," Finance and Stochastics, Springer, volume 29, issue 2, pages 343-398, April, DOI: 10.1007/s00780-025-00559-3.
• Tomoyuki Ichiba & Guodong Pang & Murad S. Taqqu, 2025, "Semimartingale properties of a generalised fractional Brownian motion and its mixtures with applications in asset pricing," Finance and Stochastics, Springer, volume 29, issue 3, pages 757-789, July, DOI: 10.1007/s00780-025-00562-8.
• Aleš Černý & Christoph Czichowsky, 2025, "The law of one price in quadratic hedging and mean–variance portfolio selection," Finance and Stochastics, Springer, volume 29, issue 3, pages 847-884, July, DOI: 10.1007/s00780-025-00563-7.
• Scott Robertson, 2025, "Equilibrium with heterogeneous information flows," Finance and Stochastics, Springer, volume 29, issue 3, pages 791-846, July, DOI: 10.1007/s00780-025-00565-5.
• Christian Bayer & Luca Pelizzari & John Schoenmakers, 2025, "Primal and dual optimal stopping with signatures," Finance and Stochastics, Springer, volume 29, issue 4, pages 981-1014, October, DOI: 10.1007/s00780-025-00570-8.
• Gero Junike & Hauke Stier & Marcus Christiansen, 2025, "Profit and loss decomposition in continuous time and approximations," Finance and Stochastics, Springer, volume 29, issue 4, pages 1075-1107, October, DOI: 10.1007/s00780-025-00571-7.
• Vladimir Lucic, 2025, "A general moment formula," Finance and Stochastics, Springer, volume 29, issue 4, pages 1233-1252, October, DOI: 10.1007/s00780-025-00572-6.
• Olufemi Samuel Adegboyo & Kiran Sarwar, 2025, "Modelling and forecasting of Nigeria stock market volatility," Future Business Journal, Springer, volume 11, issue 1, pages 1-13, December, DOI: 10.1186/s43093-025-00536-4.
• Rizwan Ullah & Muhammad Naveed Jan & Muhammad Tahir, 2025, "Unveiling the optimal factor model in Pakistan: a machine learning approach using support vector regression and extreme gradient boosting algorithms," Future Business Journal, Springer, volume 11, issue 1, pages 1-20, December, DOI: 10.1186/s43093-025-00560-4.
• Chetana Asbe & Ameya Abhyankar & Nilima Zade & Dnyaneshwari Jadhav, 2025, "Nexus Between Climate Risk, Firm Performance and Firm Value: An Indian Perspective," International Journal of Global Business and Competitiveness, Springer, volume 20, issue 2, pages 132-142, December, DOI: 10.1007/s42943-025-00122-z.
• Fuwei Jiang & Yumin Liu & Lingchao Meng & Huajing Zhang, 2025, "Deep learning, textual sentiment, and financial market," Information Technology and Management, Springer, volume 26, issue 4, pages 441-465, December, DOI: 10.1007/s10799-024-00428-z.
• Gian Maria Tomat, 2025, "Bayesian Inference in a Structural Model of Family Home Prices," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 11, issue 1, pages 403-429, March, DOI: 10.1007/s40797-023-00259-x.
• Andreas Schüler, 2025, "Inflation risk and equity valuation: a critical review," Journal of Business Economics, Springer, volume 95, issue 7, pages 957-974, September, DOI: 10.1007/s11573-025-01233-y.
• Edward Gotham, 2025, "When the numbers don’t add up: anomalies and inconsistencies in bitcoin prices and daily data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 1, pages 248-282, March, DOI: 10.1007/s12197-025-09708-y.
• Yankuo Qiao, 2025, "The nexus of top management structure, stock liquidity and valuation: a puzzle of the Gordian knot," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 3, pages 822-853, September, DOI: 10.1007/s12197-025-09721-1.
• Feng Shi & John Paul Broussard & G. Geoffrey Booth, 2025, "The complex nature of financial market microstructure: the case of a stock market crash," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 20, issue 1, pages 1-40, January, DOI: 10.1007/s11403-021-00343-4.
• Daniele Giachini & Shabnam Mousavi & Matteo Ottaviani, 2025, "From zero-intelligence to Bayesian learning: the effect of rationality on market efficiency," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 20, issue 3, pages 659-676, July, DOI: 10.1007/s11403-024-00424-0.
• Pei Kuang & Li Tang & Renbin Zhang & Tongbin Zhang, 2025, "Are survey stock price forecasts anchored by fundamental forecasts? A long-run perspective," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 79, issue 2, pages 657-685, March, DOI: 10.1007/s00199-024-01597-2.
• Seyoung Park, 2025, "Income disaster model with optimal consumption," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 80, issue 1, pages 241-320, August, DOI: 10.1007/s00199-024-01629-x.