Research classified by Journal of Economic Literature (JEL) codes

2025

• 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.
• Chui Zi Ong & Rasidah Mohd Rashid & Ali Albada & Sin Huei Ng & Moau-Yong Toh, 2025, "Mandatory lock-up provision, retained ownership and IPO valuation in an emerging country," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 932-957, April, DOI: 10.1108/IJMF-01-2024-0063.
• Qin Zhang & Jin Boon Wong, 2025, "Cybersecurity risks and stock liquidity," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 841-861, March, DOI: 10.1108/IJMF-05-2024-0253.
• Chamaiporn Kumpamool & Yilmaz Guney & Robert Simon Hudson, 2025, "Stock mispricing, corporate governance and SEOs market timing," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 893-931, March, DOI: 10.1108/IJMF-06-2024-0356.
• Mabruk Billah, 2025, "An analysis of extreme risk spillover effects and their determinants between AI-related assets and Islamic banking indices," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 18, issue 3, pages 598-627, January, DOI: 10.1108/IMEFM-09-2024-0453.
• Khalid Ul Islam & Bilal Ahmad Pandow, 2025, "Impact of the Russia–Ukraine war on small and medium sector in southeast Asia and China," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 18, issue 2, pages 176-199, February, DOI: 10.1108/JCEFTS-05-2024-0042.
• Yonghwan Jo & Dain Jung, 2025, "Margin call risk and leverage constraints: exploring investment horizons and low-risk anomalies in futures markets," Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited, volume 33, issue 1, pages 2-22, January, DOI: 10.1108/JDQS-09-2024-0038.
• Urbi Garay & Fredy Pulga, 2025, "Categorizing world regional art prices by artistic movement: an analysis of Latin American art," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 30, issue 59, pages 116-149, January, DOI: 10.1108/JEFAS-02-2024-0065.
• Elroi Hadad, 2025, "Does trading mechanism shape cross-market integration? Evidence from stocks and corporate bonds on the Tel Aviv Stock Exchange," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 30, issue 59, pages 169-188, January, DOI: 10.1108/JEFAS-11-2023-0262.
• Martin Hoesli & Alona Shmygel, 2025, "Determinants of discount rates, capitalisation rates and growth rates," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 43, issue 3, pages 303-319, February, DOI: 10.1108/JPIF-12-2024-0152.
• Parveen P. Gupta & Heibatollah Sami & Joseph H. Zhang & Haiyan Zhou, 2025, "Does the 2013 COSO internal control framework improve the information environment in the U.S. capital markets?," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 40, issue 4, pages 357-383, February, DOI: 10.1108/MAJ-11-2023-4118.
• Manisha Yadav, 2025, "Intraday lottery demands in cryptocurrency market," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 42, issue 4, pages 799-835, March, DOI: 10.1108/SEF-07-2024-0461.
• Paul Simshauser & Evan Shellshear, 2025, "Renewable Energy Zones: generator cost allocation under uncertainty [Revised version]," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2506, Nov.
• Paul Simshauser & Joel Gilmore, 2025, "Policy sequencing: on the electrification of gas loads in Australia’s National Electricity Market," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2509, Jan.
• Paul Simshauser, 2025, "Are gas turbines 'bankable' in transitioning energy-only markets?," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2601, Nov.
• Paul Simshauser & Joel Gilmore, 2025, "The counterfactual scenario: are renewables cheaper?," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2604, Nov.
• Sara Nada, 2025, "The Relative Risk Aversion Riddle," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 43-72.
• Aloui Mouna & Imed Daliy & Jarboui Anis, 2025, "Good Corporate Governance, Market Stock Liquidity, and Stock Return Volatility: French Context," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 15, issue 1, pages 03-36.
• Hayet Soltani & Mouna Boujelbene Abbes, 2025, "Unveiling the Co-Movements and Spillovers in Financial, Cryptocurrency and Commodity Markets: Insights from Googling Investors' Sentiment," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 15, issue 1, pages 112-138.
• Abdullahi Adio Babatunde, 2025, "Mobile Application Usage and Academic Performance: Examining the Moderating Effect of Learning Strategies," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 15, issue 3, pages 03-17.
• Piotr Misztal & Arkadiusz Durasiewicz & Ewa Falkiewicz & Ewelina Markowska & Magdalena Pazdzior, 2025, "Interest Rate Policy, Asset Value, and the National Bank of Poland's Financial Outcomes," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 723-738.
• Jaroslaw Pawlowski, 2025, "Evolution of Value and Structure of Currency Derivatives Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 861-873.
• Stanislaw Urbanski & Bartosz Rymkiewicz, 2025, "The Impact of the Covid-19 Pandemic on Changes in the Cost of Capital on the U.S. Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 651-664.
• Mariyah El Dada, 2025, "Volatility Spillovers among Major U.S. Companies," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 1072-1091.
• Dorota Zebrowska-Suchodolska & Tomasz Swislocki, 2025, "Managers’ Skills in Periods of Crisis: The Case of Proximity to Armed Conflict," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 49-60.
• Woongchan Jeon & Lint Barrage & Kieran James Walsh, 2025, "Warming with Borders: Forced Climate Migration and Carbon Pricing," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 25/398, Mar.
• Roshan Ghadamian, 2025, "Regenerative Capital Markets: A Temporal Architecture for Long-Horizon Corporate Value," IRSA Working Papers, Institute for Regenerative Systems Architecture, number rcm, Feb.
• Piyalee Bhattacharya & Asheesh Pandey, 2025, "Bridging quality and sustainability: A bibliometric and systematic exploration of ESG scores in quality anomalies," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2025, issue 2, pages 67-92.
• Peter Albrecht & Daniel Pastorek & David Manousek, 2025, "Riding the Waves of Crypto Sentiment: Examining the Dynamics Between Returns and Sentiment in the Cryptocurrency Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 75, issue 2, pages 98-127, June.
• Pinar Evrim Mandaci & Efe Caglar Cagli & Birce Tedik Kocakaya, 2025, "The Effects of Global Volatility Indices on Green and Fossil Energy Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 75, issue 3, pages 277-302, September.
• Falk Bräuning & Hillary Stein, 2025, "Evidence That Relaxing Dealers’ Risk Constraints Can Make the Treasury Market More Liquid," Current Policy Perspectives, Federal Reserve Bank of Boston, number 25-4, Mar.
• Yuliya Demyanyk & Luis Lopez & Nitzan Tzur-Ilan, 2025, "The Impact of Labels on Real Asset Valuations," Working Papers, Federal Reserve Bank of Dallas, number 2504, Jan, DOI: 10.24149/wp2504.
• Brandyn Bok & Thomas M. Mertens & John C. Williams, 2025, "Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds," Working Paper Series, Federal Reserve Bank of San Francisco, number 2022-06, Apr, DOI: 10.24148/wp2022-06.
• Jens H. E. Christensen & Sarah Mouabbi & Caroline M. Paulson, 2025, "German Inflation-Linked Bonds: Overpriced, Yet Undervalued," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-03, Apr, DOI: 10.24148/wp2025-03.
• Diego Bonelli & Berardino Palazzo & Ram S. Yamarthy, 2025, "“Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-002, Jan, DOI: 10.17016/FEDS.2025.002.
• Andrew C. Meldrum & Oleg Sokolinskiy, 2025, "The Relationship between Market Depth and Liquidity Fragility in the Treasury Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-014, Feb, DOI: 10.17016/FEDS.2025.014.
• Niklas Kroner, 2025, "How Markets Process Macro News: The Importance of Investor Attention," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-022, Mar.
• Shantanu Banerjee & Paul Cordova & Michiel De Pooter & Olesya V. Grishchenko, 2025, "Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-048, Jul, DOI: 10.17016/FEDS.2025.048.
• Oleg Sokolinskiy, 2025, "Trading Costs v. Indicative Liquidity in the Off-the-Run Treasury Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-049, Jul, DOI: 10.17016/FEDS.2025.049.
• Benjamin Knox & Yannick Timmer, 2025, "Stagflationary Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-056, Aug, DOI: 10.17016/FEDS.2025.056.
• Rochelle M. Edge & Dan Li, 2025, "Central bank preparedness for market-functioning asset purchases as a consideration for long-run balance sheet composition," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-077, Sep, DOI: 10.17016/FEDS.2025.077.
• Yesol Huh & Matthew Kling, 2025, "Parallel Trends Forest: Data-Driven Control Sample Selection in Difference-in-Differences," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-091, Sep, DOI: 10.17016/FEDS.2025.091.
• Luca Benzoni & Marisa Wernick, 2025, "The 2025 U.S. Debt Limit Through the Lens of Financial Markets," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-07, May, DOI: 10.21033/wp-2025-07.
• Ian Dew-Becker & Stefano Giglio, 2025, "The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-17, Sep.
• Ian Dew-Becker & Stefano Giglio & Pooya Molavi, 2025, "The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-16, Aug, DOI: 10.21033/wp-2025-16.
• Karlye Dilts Stedman & Andrew Hanson, 2025, "Unconventional Monetary Policy Spillovers and the (In)convenience of Treasuries," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-10, Sep, DOI: 10.18651/RWP2025-10.
• Cooper Howes & Johannes Matschke & Jordan Pandolfo, 2025, "Financial Constraints and Employment Dynamics following Natural Disasters," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-16, Nov, DOI: 10.18651/RWP2025-16.
• Christopher J. Neely, 2025, "The Economic Effects of a Potential Armed Conflict Over Taiwan," Review, Federal Reserve Bank of St. Louis, volume 107, issue 3, pages 1-23, February, DOI: 10.20955/r.2025.03.
• Juin-Jen Chang & Wan-Ting Chang & YiLi Chien & Chun-Hung Kuo, 2025, "Who Paid for the Profits of Taiwan's Central Bank?," Working Papers, Federal Reserve Bank of St. Louis, number 2025-017, Jul, DOI: 10.20955/wp.2025.017.
• YiLi Chien & Wenxin Du & Hanno Lustig, 2025, "Japan’s Debt Puzzle: Sovereign Wealth Fund from Borrowed Money," Working Papers, Federal Reserve Bank of St. Louis, number 2025-023, Sep, DOI: 10.20955/wp.2025.023.
• Javier Bianchi & Saki Bigio, 2025, "Portfolio Choice and Settlement Frictions: A Theory of Endogenous Convenience Yields," Working Papers, Federal Reserve Bank of Minneapolis, number 812, Nov, DOI: 10.21034/wp.812.
• Thomas M. Eisenbach & Anna Kovner & Michael Junho Lee, 2025, "When It Rains, It Pours: Cyber Vulnerability and Financial Conditions," Economic Policy Review, Federal Reserve Bank of New York, volume 31, issue 1, pages 1-24, January, DOI: 10.59576/epr.31.1.1-24.
• Michael J. Fleming, 2025, "How Has Treasury Market Liquidity Fared in 2025?," Liberty Street Economics, Federal Reserve Bank of New York, number 20251112, Nov, DOI: 10.59576/lse.20251112.
• Itamar Drechsler & Hyeyoon Jung & Weiyu Peng & Dominik Supera & Guanyu Zhou, 2025, "Why Are Credit Card Rates So High?," Liberty Street Economics, Federal Reserve Bank of New York, number 20250331, Mar.
• Matteo Crosignani & Emilio Osambela & Matthew Pritsker, 2025, "Understanding the Pricing of Carbon Emissions: New Evidence from the Stock Market," Staff Reports, Federal Reserve Bank of New York, number 1161, Aug, DOI: 10.59576/sr.1161.
• Alain P. Chaboud & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Or Shachar, 2025, "Liquidity and Trading Dynamics in the Off-the-Run U.S. Treasury Market," Staff Reports, Federal Reserve Bank of New York, number 1170, Nov, DOI: 10.59576/sr.1170.
• Matteo Crosignani & Lina Han & Marco Macchiavelli, 2025, "Navigating Geoeconomic Risk: Evidence from U.S. Mutual Funds," Staff Reports, Federal Reserve Bank of New York, number 1172, Nov, DOI: 10.59576/sr.1172.
• Itamar Drechsler & Hyeyoon Jung & Weiyu Peng & Dominik Supera & Guanyu Zhou, 2025, "Credit Card Banking," Staff Reports, Federal Reserve Bank of New York, number 1143, Mar, DOI: 10.59576/sr.1143.
• Tobias Adrian & Michael J. Fleming & Kleopatra Nikolaou, 2025, "U.S. Treasury Market Functioning from the GFC to the Pandemic," Staff Reports, Federal Reserve Bank of New York, number 1146, Apr, DOI: 10.59576/sr.1146.
• Pablo D. Azar & Sergio Olivas & Nish Sinha, 2025, "The Price of Processing: Information Frictions and Market Efficiency in DeFi," Staff Reports, Federal Reserve Bank of New York, number 1153, Apr, DOI: 10.59576/sr.1153.
• Xudong An & Saket Hegde & Harren Jan & Mete Kilic & Rodney Ramcharan, 2025, "The Fed Put and Bank Risk-Taking Evidence from the Loan Book," Working Papers, Federal Reserve Bank of Philadelphia, number 25-42, Dec, DOI: 10.21799/frbp.wp.2025.42.
• Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2025, "Sequential Search for Corporate Bonds," Working Papers, Federal Reserve Bank of Philadelphia, number 25-08, Mar, DOI: 10.21799/frbp.wp.2025.08.
• Andreas Fuster & David O. Lucca & James Vickery, 2025, "Mortgage-Backed Securities," Working Papers, Federal Reserve Bank of Philadelphia, number 25-10, Mar, DOI: 10.21799/frbp.wp.2025.10.
• Yunus Emre KAHRAMAN & ÇaÄŸatay MÄ°RGEN, 2025, "Reflection of Dividend Yield on Stock Price an Empirical Study," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1520562.
• Ahmed Ä°hsan ŞİMÅžEK, 2025, "Using Stacked Generalization Model in Stock Price Forecasting: A Comparative Analysis on BIST100 Index," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1444407.
• Selin KALENDER, 2025, "COVID-19 and the Economic Crisis: Examining Global Impacts with Thematic Analysis," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1609615.
• Anıl LÖGÃœN, 2025, "The Relationship between Interest Rates, Exchange Rates, Gold Prices, and Stock Prices: Evidence from the Fourier Analysis," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1622796.
• Ducret, Romain & Eugster, Nicolas & Isakov, Dusan & Weisskopf, Jean-Philippe, 2025, "The behavior of stock prices around the ex-day during a dividend shortage," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 540, Jan.
• M. S. Makushkin, 2025, "Determinants of the Yield on Russian Sovereign Bonds with Floating Coupons," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 8-25, October, DOI: 10.31107/2075-1990-2025-5-8-25.
• Ekaterina A. Gubkova & Ilhom A. Kamolzoda & Sergey S. Sudakov, 2025, "Econometric Forecasting of Budget Revenues: The Case of Tajikistan," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 8-32, December, DOI: 10.31107/2075-1990-2025-6-8-32.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova & Andrei Zubarev, 2025, "Cryptocurrencies in international settlements, Stablecoins as a means of payment, The future of CBDCs: two approaches, Growing demand for Bitcoin, Development of national reserves in cryptoassets," Digital monitoring, Gaidar Institute for Economic Policy, issue 5, pages 1-10, June.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2025, "Restrictions for e-commerce platforms, access to data, pricing on platforms, regulation of crypto assets, responsible AI governance," Digital monitoring, Gaidar Institute for Economic Policy, issue 7, pages 1-11, July.
• Alexander Abramov & Alexander Radygin & Maria Chernova, 2025, "Global and Russian financial markets in 2024," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2025-1406, revised 2025.
• Alexander Abramov & Alexander Radygin & Maria Chernova, 2025, "Fiscal markets and fiscal institutions," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2025-1624, revised 2025.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova & Andrei Zubarev, 2025, "Cryptocurrencies in international settlements, Stablecoins as a means of payment, The future of CBDCs: two approaches, Growing demand for Bitcoin, Development of national reserves in cryptoassets," Digital monitoring (In Russian), Gaidar Institute for Economic Policy, issue 5, pages 1-11, May.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2025, "Restrictions for e-commerce platforms, access to data, pricing on platforms, regulation of crypto assets, responsible AI governance," Digital monitoring (In Russian), Gaidar Institute for Economic Policy, issue 7, pages 1-11, July.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2025, "Regulating cryptocurrencies, platform pricing, personal data regulation, data on competition," Digital monitoring (In Russian), Gaidar Institute for Economic Policy, issue 8, pages 1-11, August.
• Dean Fantazzini, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," Forecasting, MDPI, volume 7, issue 4, pages 1-47, November.
• Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets," JRFM, MDPI, volume 18, issue 11, pages 1-13, November.
• Said Magomedov & Dean Fantazzini, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," JRFM, MDPI, volume 18, issue 2, pages 1-20, January.
• Ugo Panizza & Beatrice Weder di Mauro & Shuyang Shi & Mitu Gulati, 2025, "The Sovereign Greenium: Big Promise but Small Price Effect," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 16-2025, Nov.
• Mario Cerrato & Shengfeng Mei, 2025, "Bank Capital Structure, Valuation Adjustments and Financial Market Liquidity," Working Papers, Business School - Economics, University of Glasgow, number 2025_07, Jan.
• Inessa Benchora & Aurélien Leroy & Louis Raffestin, 2025, "Is monetary policy transmission green?," Post-Print, HAL, number hal-04954776, Jan, DOI: 10.1016/j.econmod.2024.106992.
• Julien Prat & Vincent Danos & Stefania Marcassa, 2025, "Fundamental Pricing of Utility Tokens," Post-Print, HAL, number hal-04956178, Feb, DOI: 10.1287/mnsc.2023.00566.
• Whelsy Boungou & Melchisedek Joslem Ngambou Djatche & Nicholas Biekpe, 2025, "Chinese Stock Market Performance and Natural Disasters," Post-Print, HAL, number hal-05095168, Feb, DOI: 10.1177/09726527251318132.
• Milo Bianchi & Philippe Jehiel, 2025, "Bubbles and Crashes with Partially Sophisticated Investors," Post-Print, HAL, number hal-05327589, Sep, DOI: 10.1007/s11579-025-00402-5.
• Julien Prat & Vincent Danos & Stefania Marcassa, 2025, "Fundamental Pricing of Utility Tokens," Post-Print, HAL, number hal-05408924, Feb, DOI: 10.1287/mnsc.2023.00566.
• Fanny Cartellier & Peter Tankov & Olivier David Zerbib, 2025, "Can investors curb greenwashing?," Post-Print, HAL, number hal-05415062, Oct, DOI: 10.1016/j.jedc.2025.105195.
• Frédéric Cherbonnier & Christian Gollier & Aude Pommeret, 2025, "Stress discounting," Post-Print, HAL, number hal-05493242, Nov, DOI: 10.1007/s11166-025-09469-3.
• Christophe Bruneel-Zupanc & Guillaume Chapelle & Jean-Benoît Eymeoud & Etienne Wasmer, 2025, "Housing Prices Propagation: A Theory of Spatial Interactions," Post-Print, HAL, number hal-05631317, DOI: 10.1016/j.euroecorev.2025.105252.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2025, "Rational bubbles in portfolios with fundamental value," Post-Print, HAL, number halshs-05283286, Dec, DOI: 10.1016/j.mathsocsci.2025.102464.
• Milo Bianchi & Philippe Jehiel, 2025, "Bubbles and Crashes with Partially Sophisticated Investors," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-05327589, Sep, DOI: 10.1007/s11579-025-00402-5.
• Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Tallon, 2025, "Sharing Model Uncertainty," PSE Working Papers, HAL, number halshs-04598577, Mar.
• Paul Hubert & Rose Portier, 2025, "The Signaling Effects of Tightening and Easing Monetary Policy," Sciences Po Economics Publications (main), HAL, number hal-05097460, May.
• Sylvérie Herbert & Paul Hubert & Mathias Lé, 2025, "When does Monetary Policy Matter? Policy Stance vs. Term Premium News 1," Sciences Po Economics Publications (main), HAL, number hal-05481635, Nov.
• Christophe Bruneel-Zupanc & Guillaume Chapelle & Jean-Benoît Eymeoud & Etienne Wasmer, 2025, "Housing Prices Propagation: A Theory of Spatial Interactions," Sciences Po Economics Publications (main), HAL, number hal-05631317, DOI: 10.1016/j.euroecorev.2025.105252.
• Christian Gollier, 2025, "The welfare cost of ignoring the beta," Working Papers, HAL, number hal-04967060, Feb.
• Manaf Ahmed & Said Khalil, 2025, "Sectoral Volatility under Political Uncertainty: An Extended GARCH-X Modeling Framework," Working Papers, HAL, number hal-05087376, May.
• Paul Hubert & Rose Portier, 2025, "The Signaling Effects of Tightening and Easing Monetary Policy," Working Papers, HAL, number hal-05097460, May.
• Milo Bianchi & Philippe Jehiel, 2025, "Bubbles and Crashes with Partially Sophisticated Investors," Working Papers, HAL, number hal-05327571, Oct.
• Bruno Biais & Thomas Mariotti & Sophie Moinas & Sébastien Pouget, 2026, "Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation," Working Papers, HAL, number hal-05376175, Aug.
• Bruno Biais & Thomas Mariotti & Sophie Moinas & Sébastien Pouget, 2025, "Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation," Working Papers, HAL, number hal-05475576.
• Sylvérie Herbert & Paul Hubert & Mathias Lé, 2025, "When does Monetary Policy Matter? Policy Stance vs. Term Premium News 1," Working Papers, HAL, number hal-05481635, Nov.
• Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Tallon, 2025, "Sharing Model Uncertainty," Working Papers, HAL, number halshs-04598577, Mar.
• Zrinka Lovretin Golubić & Denis Dolinar & Davor Zoričić, 2025, "A heuristic approach to the estimation of an efficient benchmark in the Croatian stock market," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 76, issue 1, pages 3-14, DOI: 10.32910/ep.76.1.1.
• Aase, Knut K., 2025, "Recursive utility and jump-diffusions," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/6, Feb.
• Aase, Knut K., 2025, "The economics of risk sharing in discrete time with translation invariant recursive utility," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/15, May.
• Aase, Knut K., 2025, "Optimal risk sharing with translation invariant recursive utility in continuous time," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/16, May.
• Kaebi, Mohammed Mehdi & Ferreira Batista Martins, Igor, 2025, "Long-Run Interest Rate Differentials and the Profitability of Currency Carry," Working Papers, Örebro University, School of Business, number 2025:10, Sep.
• NAKAJIMA, Jouchi, 2025, "Impact of US Monetary Policy Spillovers and Yield Curve Control Policy," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 760, Feb.
• DICKERSON, Alexander & NOZAWA, Yoshio & ROBOTTI, Cesare, 2025, "Factor Investing with Delays," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 771, Jul.
• Ooi Kok Loang & Sevenpri Candra, 2025, "Religion And Green: The Dual Power Of Esg And Shariah-Compliant Stocks In Brand Values Of Malaysia, Indonesia, And Saudi Arabia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 11, issue 2, pages 419-448, June, DOI: https://doi.org/10.21098/jimf.v11i2.
• Bayu Adi Nugroho, 2025, "Diversifying Islamic Haven Assets," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 11, issue 3, pages 535-582, September, DOI: https://doi.org/10.21098/jimf.v11i3.
• Abdullah M. Al-Awadhi & Ahmad Bash & Barrak Algharabali & Ibrahim Khatatbeh, 2025, "Information Asymmetry And Religious Seasonality," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 11, issue 4, pages 807-824, December, DOI: https://doi.org/10.21098/jimf.v11i4.
• Ruchita Verma & Dhanraj Sharma & Pranav Raghavan, 2025, "Stock Market Reaction to Outbreak of Covid-19: An Empirical Study of Indian Sectoral Indices," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 28, issue 3, pages 389-414, October, DOI: https://doi.org/10.59091/2460-9196..
• Masyayuki Okada & Kazuhiro Teramoto, 2025, "Large Firms and Monetary Policy Surprises: Unraveling Excessive Stock Price Sensitivity," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 25-E-06, Aug.
• Koji Takahashi & Sumiko Takaoka, 2025, "Corporate Bond Purchase Program and Corporate Debt Issuance: Evidence from Japanese Corporate Bond Marketing News," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 25-E-11, Sep.
• Kakuho Furukawa & Hibiki Ichiue & Noriyuki Shiraki, 2025, "How Does Climate Change Interact with the Financial System?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 43, pages 61-94, November.
• Mr. Tobias Adrian & Christopher J. Erceg & Marcin Kolasa & Mr. Jesper L Linde & Pawel Zabczyk, 2025, "Macroeconomic and Fiscal Consequences of Quantitative Easing," IMF Working Papers, International Monetary Fund, number 2025/158, Aug.
• Mr. Julien Acalin & Mr. Leonardo Martinez & Mr. Francisco Roch, 2025, "Fiscal Rules, Robust Correction Mechanisms, and Sovereign Spreads," IMF Working Papers, International Monetary Fund, number 2025/195, Sep.
• Josué Alan Cantú Esquivel & Salvador Cruz Aké & Ana Lorena Jiménez Preciado, 2025, "Evaluación de la consistencia de las betas en el modelo de CAPM mediante un análisis de bootstraps con memoria," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 20, issue 2, pages 1-21, Abril - J.
• Ari Kutai & Daniel Nathan & Milena Wittwer, 2025, "Exchanges for Government Bonds? Evidence During COVID-19," Management Science, INFORMS, volume 71, issue 10, pages 8948-8966, October, DOI: 10.1287/mnsc.2023.02344.
• Geert Bekaert & Xue Wang & Xiaoyan Zhang, 2025, "The International Commonality of Idiosyncratic Variances," Management Science, INFORMS, volume 71, issue 3, pages 2216-2244, March, DOI: 10.1287/mnsc.2022.01398.
• Julien Hugonnier & Rodolfo Prieto, 2025, "Asset Pricing with Costly Short Sales," Management Science, INFORMS, volume 71, issue 5, pages 3768-3789, May, DOI: 10.1287/mnsc.2023.01887.
• Gábor Pintér & Semih Üslü, 2025, "Price Formation in Markets with Trading Delays," Management Science, INFORMS, volume 71, issue 7, pages 6131-6154, July, DOI: 10.1287/mnsc.2020.01400.
• Andrew Isaak & Baris Istipliler & Suleika Bort & Michael Woywode, 2025, "Regulation, Corruption, and Decentralized Autonomous Organizations: Insights from Bitcoin Trading and Platform Founding Between 2011 and 2023," Organization Science, INFORMS, volume 36, issue 6, pages 2210-2244, November, DOI: 10.1287/orsc.2023.18467.
• Eeckhout, Tom & Natkhov, Timur & Polishchuk, Leonid & Schoors, Koen, 2025, "Streetlight Effect in Corruption Measurement: Theory and Application to Russian Traffic Police," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2025-004, Sep.
• 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.
• 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.
• Roberto Dieci & Noemi Schmitt & Frank Westerhoff, 2025, "Boom–bust cycles and asset market participation waves: Momentum, value, risk, and herding," Journal of Evolutionary Economics, Springer, volume 35, issue 3, pages 513-551, July, DOI: 10.1007/s00191-025-00905-w.
• Mehmet Benturk, 2025, "Causality Nexus Between Volatility, Liquidity and Foreign Ownership: Evidence from Borsa Istanbul," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 3, pages 763-783, September, DOI: 10.1007/s40953-025-00446-w.
• Jungjun Park & Andrew L. Nguyen, 2025, "Black–Litterman asset allocation under hidden truncation distribution," Mathematics and Financial Economics, Springer, number 7, March, DOI: 10.1007/s11579-025-00387-1.
• Hideki Iwaki & Daisuke Yoshikawa, 2025, "A note on ambiguity-adjusted asset pricing," Mathematics and Financial Economics, Springer, number 2, March, DOI: 10.1007/s11579-025-00389-z.
• Alessandro Doldi & Marco Frittelli & Marco Maggis, 2025, "Collective completeness and pricing hedging duality," Mathematics and Financial Economics, Springer, number 6, March, DOI: 10.1007/s11579-025-00393-3.
• René Aïd & Luciano Campi & Jérôme Renault, 2025, "Introduction to the special issue in honor of Professor Elyès Jouini," Mathematics and Financial Economics, Springer, number 1, March, DOI: 10.1007/s11579-025-00409-y.
• Esmaeil Babaei, 2025, "On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 101, issue 1, pages 29-50, February, DOI: 10.1007/s00186-024-00881-0.
• I-Cheng Yeh, 2025, "A closed form formula for equity valuation model based on differential equation," OPSEARCH, Springer;Operational Research Society of India, volume 62, issue 2, pages 1039-1060, June, DOI: 10.1007/s12597-024-00833-6.
• Nehal Joshipura & Mayank Joshipura & Tanvi Joshi, 2025, "Decoding mutual fund performance: current pathways and new avenues," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 4, pages 3113-3135, August, DOI: 10.1007/s11135-025-02104-y.
• Jeremy Michels, 2025, "Retail investor trade and the pricing of earnings," Review of Accounting Studies, Springer, volume 30, issue 1, pages 575-610, March, DOI: 10.1007/s11142-024-09825-9.