Research classified by Journal of Economic Literature (JEL) codes

2025

• 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.
• 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.
• 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, June, 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, June, 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, June, 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, June, 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.
• Patricia M. Dechow & Wei Ting Loh & Annika Yu Wang, 2025, "A rating system to evaluate non-GAAP exclusion quality," Review of Accounting Studies, Springer, volume 30, issue 2, pages 1037-1098, June, DOI: 10.1007/s11142-024-09855-3.
• Stephanie A. Sikes & Robert E. Verrecchia, 2025, "Aggregate corporate tax avoidance and cost of capital," Review of Accounting Studies, Springer, volume 30, issue 3, pages 2868-2921, September, DOI: 10.1007/s11142-025-09879-3.
• Sophia Zhengzi Li & Zeyao Luan, 2025, "News-based investor disagreement and stock returns," Review of Accounting Studies, Springer, volume 30, issue 3, pages 2312-2375, September, DOI: 10.1007/s11142-025-09897-1.
• Charles G. McClure & Shawn X. Shi & Edward M. Watts, 2025, "Information acquisition costs and price informativeness: global evidence," Review of Accounting Studies, Springer, volume 30, issue 3, pages 2468-2507, September, DOI: 10.1007/s11142-025-09906-3.
• Silvia Bressan, 2025, "Banks’ greenhouse gas emissions and equity value," SN Business & Economics, Springer, volume 5, issue 11, pages 1-25, November, DOI: 10.1007/s43546-025-00944-2.
• Houssam Boughabi, 2025, "A study of the German bubble and the DAX index volatility persistence: FIGARCHS and economical growth," SN Business & Economics, Springer, volume 5, issue 6, pages 1-14, June, DOI: 10.1007/s43546-025-00827-6.
• Laurens Swinkels, 2025, "Empirical Evidence on the Ownership and Liquidity of Real Estate Tokens," Springer Books, Springer, in: Gang Kou & Yongqiang Li & Zongyi Zhang & J. Leon Zhao & Zhi Zhuo, "Blockchain, Crypto Assets, and Financial Innovation", DOI: 10.1007/978-981-96-6839-7_16.
• Raluca Maran, 2025, "Do investors reward sovereign catastrophe bond issuance? Evidence from a panel of 26 disaster-prone countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 161, issue 2, pages 705-741, May, DOI: 10.1007/s10290-024-00557-1.
• Guangyun Deng & Hui-Chung Che & Yingwu Peng, 2025, "Exploring Valuable Indicators for Classifying Strong and Weak Patents Based on Invalidation Reexamination Decisions," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 15, issue 1, pages 1-4.
• Heba Gazzaz, 2025, "The Effects of Rights-Offering Announcements on Market Reaction in Saudi Arabia," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 15, issue 3, pages 1-1.
• Cheng-Wen Lee & Hong-Vui Ngo & Avi Sunani & Adil Zareef Khan, 2025, "An Analysis of the Determinants Behind the Investment Changing Perception from Gold to Cryptocurrency among Vietnamese Investors," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 15, issue 5, pages 1-4.
• Qiming Yang & Shihong Zeng, 2025, "Analysis of the Characteristics of Price Volatility in Carbon Emission Rights Market Trading," Journal of Risk & Control, SCIENPRESS Ltd, volume 12, issue 1, pages 1-1.
• Körükmez, Berke, 2025, "Microstructure implications of ETF arbitrage with custom baskets," ESRB Working Paper Series, European Systemic Risk Board, number 149, Jan.
• Barson, Zynobia & Ahadzie, Richard Mawulawoe & Daugaard, Dan & Vespignani, Joaquin, 2025, "A Systematic Literature Review of Asset Pricing: Insights from AI and Big Data," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2025-03.
• ValdonÄ— DarÅ¡kuvienÄ— & Vilius Lideris, 2025, "Green M&A Deals: Do Acquirers Obtain Superior Returns?," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 18, issue 2, pages 1-11, December.
• Yonas Khanna & André Lucas & Norman Seeger, 2025, "Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-037/III, May.
• Merve Kutuk & Sweder van Wijnbergen, 2025, "Carry Trade and Currency Crash Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-058/IV, Oct.
• Farah Amira FIRDAUSIA & Nasrudin NASRUDIN, 2024, "Spillover Volatility Effect Return Of Stock, Gold, and Cryptocurrency: Evidence of Peak Pandemic and Transition towards Endemic COVID-19 in Indonesia," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 2, pages 89-113, DOI: 10.1991/jefa.v9i1.a74.
• Mahlatse MABEBA, 2025, "Does Options Bolster Capital Markets in South Africa?," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 9, issue 1, pages 1-22, DOI: 10.1991/jefa.v9i1.a74.
• Bianchi, Milo & Jehiel, Philippe, 2025, "Bubbles and Crashes with Partially Sophisticated Investors," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1668, Sep.
• Adrian Fernández-Pérez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2025, "El Clasico of Housing: Bubbles in Madrid and Barcelona’s Real Estate Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2025-03.
• Tomohiro Hirano & Alexis Akira Toda, 2025, "Bubble Necessity Theorem," Journal of Political Economy, University of Chicago Press, volume 133, issue 1, pages 111-145, DOI: 10.1086/732528.
• Andreas Fagereng & Matthieu Gomez & Émilien Gouin-Bonenfant & Martin Holm & Benjamin Moll & Gisle Natvik, 2025, "Asset-Price Redistribution," Journal of Political Economy, University of Chicago Press, volume 133, issue 11, pages 3494-3549, DOI: 10.1086/736769.
• Zefeng Chen & Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2025, "Exorbitant Privilege Gained and Lost: Fiscal Implications," Journal of Political Economy, University of Chicago Press, volume 133, issue 12, pages 3713-3761, DOI: 10.1086/738149.
• Jungbin Hwang & Feifan Wang, 2025, "Sieve Bootstrap Approach to Robust Term Premia Analysis," Working papers, University of Connecticut, Department of Economics, number 2025-10, Sep.
• Martín Sola & Fabio Spagnolo & Francisco Terfi, 2025, "Big swings in the data and perceived changes in the risk premia," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2025_02, Apr.
• Julien Acalin & Leonardo Martinez & Francisco Roch, 2025, "Fiscal Rules, Robust Correction Mechanisms, and Sovereign Spreads," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2025_11, Oct.
• Iana Okhrimenko, 2025, "From Seizure to Spreads. How News About russian Assets Moves European Sovereign Yields," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 09, pages 1-28, DOI: 10.26531/vnbu2025.op09.
• Lucas Dyskant & Andre C. Siva & Bruno Sultanum, 2025, "Trading choices," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp675.
• Elvio Accinelli & Laura Policardo & Edgar J. Sanchez Carrera, 2025, "On Poverty Traps, Rational Bubbles, and Wealth Inequality," Department of Economics University of Siena, Department of Economics, University of Siena, number 936, Dec.
• ANGHEL, Bogdan Ionut, 2025, "Forecasting Stock Market Liquidity With Machine Learning: An Empirical Evaluation In The German Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 29, issue 2, pages 34-47, June.
• KRAIZBERG, Elli, 2025, "The Shadow Default-Free Real Rate Of Return," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 29, issue 3, pages 49-81, September.
• TOPA, Răzvan, 2025, "Green Energy Stocks & Market Trends: An Overview Of Contemporary Literature," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 29, issue 4, pages 98-129, December, DOI: https://doi.org/10.65672/fs.2025.4..
• Kolegova Irina & Paientko Tetiana, 2025, "Does Split Rating Affect Corporate Bond Yields? Evidence from North America and Europe," Central European Economic Journal, Sciendo, volume 12, issue 59, pages 17-33, DOI: 10.2478/ceej-2025-0002.
• Kresta Aleš & Sedláková Michaela, 2025, "How initial price history influences expectation formation in multi-asset experimental markets: An exploratory case study," Economics and Business Review, Sciendo, volume 11, issue 2, pages 7-37, DOI: 10.18559/ebr.2025.2.1751.
• Brolinska Iryna & Žilinskij Grigorij, 2025, "Evaluation of Effectiveness of Arima Model Predictions in Investment Portfolio Formation and Management," Economics and Culture, Sciendo, volume 22, issue 1, pages 108-122, DOI: 10.2478/jec-2025-0009.
• Topcu Murat, 2025, "Analysis of Price Bubbles in Borsa Istanbul (BIST) Liquid Banking Sector Stock Market," Economics, Sciendo, volume 13, issue 2, pages 305-331, DOI: 10.2478/eoik-2025-0040.
• Sadraoui Tarek & Neffati Mohamed & Achour Wafa, 2025, "Unraveling the Asymmetric Dynamics of Oil Price Shocks and Market Volatility on Stock Returns: Evidence from Nardl Panel Approach," Economics, Sciendo, volume 13, issue 3, pages 125-145, DOI: 10.2478/eoik-2025-0059.
• Kalev Petko Stefanov & Lee Alex, 2025, "Lietf Trading Behavior During U.S. – China Trade War," Economics, Sciendo, volume 13, issue 4, pages 381-398, DOI: 10.2478/eoik-2025-0100.
• Haile Wondimu Woldebirhan & Degaga Degefa Tolossa & Haile Anteneh Girma, 2025, "Livelihood Diversification and Food Security among the Marginalized Waata Community in Ethiopia," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, volume 18, issue 3, pages 359-375, DOI: 10.2478/ers-2025-0026.
• Stričević Ljiljana & Bursać Nataša Martić & Gocić Milena, 2025, "Sustainable Management of Water Resources in Urban Areas: Case Study Rasina District," Economic Themes, Sciendo, volume 63, issue 1, pages 1-22, DOI: 10.2478/ethemes-2025-0001.
• Muszyński Mateusz & Podgórski Krzysztof, 2025, "Analysis of the Rates of Return on Investments in Socially Responsible Companies with the Example of the WIG-ESG Index," Folia Oeconomica Stetinensia, Sciendo, volume 25, issue 1, pages 218-239, DOI: 10.2478/foli-2025-0011.
• Alverina Jessica Clara & Rudiawarni Felizia Arni & Harindahyani Senny, 2025, "Earnings Quality and Stock Crash Risk: A Study in Indonesia," Folia Oeconomica Stetinensia, Sciendo, volume 25, issue 2, pages 1-23, DOI: 10.2478/foli-2025-0020.
• Lisicki Bartłomiej & Podgórski Krzysztof, 2025, "Trading signals of the relative strength index and market valuation of State Treasury companies listed on the Warsaw Stock Exchange," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 61, issue 3, pages 212-224, DOI: 10.2478/ijme-2024-0041.
• Carol Luengo & Steven Tucker & Yilong Xu & Kun Zhang, 2025, "The Role of Communication in Asset Market Experiments," Working Papers in Economics, University of Waikato, number 25/04, Apr.
• Yue Cai & Kazuo Yamada, 2025, "Do Underwriters Utilize Soft Information in their Businesses?," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2505, Apr.
• Yufei Sun, 2025, "Performance of Pairs Trading Strategies Based on Principal Component Analysis Methods," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-21.
• Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2025, "Remote Investing in Latin America, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2025-010, Oct.
• Emanuele Campiglio & Luca De Angelis & Paolo Neri & Ginevra Scalisi, 2025, "From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets," Environmetrics, John Wiley & Sons, Ltd., volume 36, issue 3, April, DOI: 10.1002/env.70012.
• Christian Conrad & Robert F. Engle, 2025, "Modelling Volatility Cycles: The MF2‐GARCH Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 4, pages 438-454, June, DOI: 10.1002/jae.3118.
• Kaiji Chen & Qing Wang & Tong Xu & Tao Zha, 2025, "Aggregate and distributional impacts of LTV policy in China," Quantitative Economics, Econometric Society, volume 16, issue 4, pages 1361-1408, November, DOI: 10.3982/QE2456.
• Barrow, Daisy, 2025, "How Does the Level of Market Liquidity Impact the Prevalence of Herding in European Equity Markets?," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 92.
• Flávio Alberti Docha & Carlos Enrique Carrasco-Gutierrez, 2025, "Comparing Consumption-based Asset Pricing Models: Evidence from Brazil," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 01, pages 1-33, March, DOI: 10.1142/S201049522550006X.
• Francisco Jareño & María de la O González & José M. Almansa, 2025, "Testing for Asymmetric Correlations Between US Sector Returns and Interest Rate Changes," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 03, pages 1-33, September, DOI: 10.1142/S2010495225500186.
• Panumart Sawangtong & Alireza Najafi, 2025, "Portfolio Optimization Strategy Under the Semi-Martingale Financial Model," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 04, pages 1-33, December, DOI: 10.1142/S2010495225500204.
• Rahul Kumar & Prasenjit Chakrabarti, 2025, "Unveiling market dynamics: Assessing the impact of derivatives contract redesign on market quality," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-28, June, DOI: 10.1142/S242478632550001X.
• Lin Zou & António Câmara & Weiping Li, 2025, "Jump-diffusion option pricing with non-IID jumps," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 1-46, September, DOI: 10.1142/S2424786323500469.
• Antonio Meles & Luigi Raffaele Pellegrino & Federico Giovanni Rega, 2025, "When Words Backfire: Tone Management And Crash Risk In Banking," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-26, December, DOI: 10.1142/S2282717X25500069.
• Paola Bongini & Monica Rossolini & Andrea Maurino & Francesco Osborne, 2025, "The Information Power Of Social Media For Investment Decisions: An Ai-Driven Analysis Of Reddit Posts," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-35, December, DOI: 10.1142/S2282717X25500082.
• Ruoke Yang & Iva Koci, 2025, "Socially Conscious Investors Mitigating Stock Market Losses in A Time of Crisis: Evidence from the COVID-19 Crash," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-39, March, DOI: 10.1142/S2010139225500016.
• Michel Crouhy & Dan Galai & Aner Ravon & Zvi Wiener, 2025, "Trading ESG vs. Trading E, S, and G Separately: An Exploratory Research," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-22, June, DOI: 10.1142/S2010139225400038.
• Xiaochun Liu, 2025, "Unfolded Skewness and Kurtosis Timings in Out-of-Sample Density Forecasts of Financial Returns," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-34, September, DOI: 10.1142/S2010139225500089.
• Plamen Ivanov & Alexei G. Orlov & Michael Schihl, 2025, "Bond Liquidity and Dealer Inventories: Insights from the US and European Regulatory Data," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-52, September, DOI: 10.1142/S2010139225500107.
• Victoria Dobrynskaya & Vladimir Strelnikov, 2025, "Videogame Attributes as Alternative Investments," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-22, December, DOI: 10.1142/S201013922640001X.
• Mthokozisi Magazi, 2025, "Global Macro Strategies in the REIT Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 28, issue 01, pages 1-27, March, DOI: 10.1142/S0219091525500031.
• Teressa Elliott & Jang-Chul Kim & Ha-Chin Yi, 2025, "Global Market Dynamics: The Impact of Home Country Macro-Institutional Quality on NYSE-Listed Non-U.S. Stocks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 28, issue 02, pages 1-23, June, DOI: 10.1142/S0219091525500134.
• Yuexiang Jiang & Yiming Dai & Huaigang Long & Yanjian Zhu, 2025, "U.S. Trade Policy Uncertainty And Expected Stock Returns Of Chinese Listed Companies," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 02, pages 343-366, March, DOI: 10.1142/S0217590821500235.
• Sook-Rei Tan & Changtai Li & Wai-Mun Chia, 2025, "Behavioral Heterogeneity In The Japanese And Us Stock Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 03, pages 559-584, June, DOI: 10.1142/S0217590822500205.
• Weige Huang, 2025, "Digesting Three-Factor Model," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 04, pages 1021-1050, June, DOI: 10.1142/S0217590822480022.
• David Alaminos & Marã A Belã‰N Salas & Manuel A. Fernã Ndez-Gã Mez, 2025, "Deep Neural Networks Methods For Estimating Market Microstructure And Speculative Attacks Models: The Case Of Government Bond Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 04, pages 1069-1104, June, DOI: 10.1142/S0217590822480034.
• Mehmet Fuat Beyazıt, 2025, "The Mathematical Aspects of Barrier Options," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14297, ISBN: ARRAY(0x75c5fd60), September.
• Bart Taub, 2025, "Economic Fundamentals of Financial Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14360, ISBN: ARRAY(0x751ed030), September.
• Seongkyun Kim & Myungkyu Shim, 2025, "Paradox of Public Information Disclosure in the Presence of an Asset Market," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-244, Apr.
• Yu Awaya & Jihwan Do & Makoto Watanabe, 2025, "Bubbles and Collateral," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-252, Jun.
• Junming Chen, 2025, "Monetary Policy, Financing Constraints, and Rational Asset Price Bubbles," Discussion Papers, Department of Economics, University of York, number 25/04, Nov.
• Eichfelder, Sebastian & Hundsdoerfer, Jochen & Kaltenhäuser, Martin & Noack, Mona, 2025, "The cost of inattention: Deadline and media effects on implicit taxes," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 307.
• Shi, Mengjie & Zhang, Yupu & Meinerding, Christoph, 2025, "The impact of climate policies on financial markets: Evidence from the EU Carbon Border Adjustment Mechanism," Discussion Papers, Deutsche Bundesbank, number 14/2025.
• Kanelis, Dimitrios & Siklos, Pierre L., 2025, "Emotion in euro area monetary policy communication and bond yields: The Draghi era," Discussion Papers, Deutsche Bundesbank, number 16/2025.
• Russ, David, 2025, "Social trading, correlated retail investing and non-fundamental speculation," Discussion Papers, Deutsche Bundesbank, number 29/2025.
• 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.
• Islem Boutabba & Shin-Hung Pan & Wing-Keung Wong, 2025, "An Empirical Validation of a Behavioral Finance Model: The 52-week High as a Benchmark for an Index," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 4, pages 74-91.
• Kashif Ahmed Bhatty & Antanas Laurinavicius & Algimantas Laurinavicius & Bisharat Hussain Chang & Haitham M. ALZOUBI & Waseem Ahmed Channa, 2025, "Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 2, pages 1-35, June.
• Hassan Zada & Naveed Khan & Kai-Yin Woo & Sana Gaied Chortane, 2025, "Asset Pricing: A Comparative Analysis of Fama-French Five-Factor with Human Capital-Based Six-Factor Model," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 4, pages 1-37.
• Dimiter Nenkov Nenkov, 2025, "An Analytical Approach to Comparing Actual Vs. Fundamental “Enterprise Value-to-EBITDA” Ratios on the US and European Stock Markets," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 7, issue 2, pages 221-234, December.
• Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2025, "Trend-Breaks and the Persistence of Closed-End Fund Discounts," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2025-02, May.
• Bertaç Şakir Şahin, 2025, "Financial Factors Affecting Investors' Risk Appetite: Empirical Evidence from Domestic and Foreign Investors on BIST," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 123, pages 1-13, April, DOI: https://doi.org/10.33203/mfy.154075.
• Roberto Gómez-Cram & Alastair Lawrence, 2025, "The Value of Software," American Economic Review, American Economic Association, volume 115, issue 10, pages 3514-3558, October, DOI: 10.1257/aer.20230463.
• Pierre-Olivier Gourinchas & Walker Ray & Dimitri Vayanos, 2025, "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," American Economic Review, American Economic Association, volume 115, issue 11, pages 3788-3824, November, DOI: 10.1257/aer.20220379.
• Valentin Haddad & Alan Moreira & Tyler Muir, 2025, "Whatever It Takes? The Impact of Conditional Policy Promises," American Economic Review, American Economic Association, volume 115, issue 1, pages 295-329, January, DOI: 10.1257/aer.20230486.
• Christopher Clayton & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2025, "Internationalizing Like China," American Economic Review, American Economic Association, volume 115, issue 3, pages 864-902, March, DOI: 10.1257/aer.20221722.
• Antje Berndt & Darrell Duffie & Yichao Zhu, 2025, "The Decline of Too Big to Fail," American Economic Review, American Economic Association, volume 115, issue 3, pages 945-974, March, DOI: 10.1257/aer.20220846.
• Ye Li, 2025, "Fragile New Economy: Intangible Capital, Corporate Savings Glut, and Financial Instability," American Economic Review, American Economic Association, volume 115, issue 4, pages 1100-1141, April, DOI: 10.1257/aer.20190650.
• Niels Joachim Gormsen & Kilian Huber, 2025, "Corporate Discount Rates," American Economic Review, American Economic Association, volume 115, issue 6, pages 2001-2049, June, DOI: 10.1257/aer.20231246.
• Alex Gershkov & Benny Moldovanu & Philipp Strack & Mengxi Zhang, 2025, "Optimal Security Design for Risk-Averse Investors," American Economic Review, American Economic Association, volume 115, issue 6, pages 2050-2092, June, DOI: 10.1257/aer.20231597.
• Franklin Allen & Gadi Barlevy & Douglas Gale, 2025, "Monetary Policy and Rational Asset Price Bubbles: Comment," American Economic Review, American Economic Association, volume 115, issue 8, pages 2819-2847, August, DOI: 10.1257/aer.20230983.
• Samuel M. Hartzmark & David H. Solomon, 2025, "Market-Wide Predictable Price Pressure," American Economic Review, American Economic Association, volume 115, issue 9, pages 3171-3213, September, DOI: 10.1257/aer.20231725.
• Ester Faia & Juliana Salomao & Alexia Ventula Veghazy, 2025, "Market Segmentation and International Bond Prices: The Role of ECB Asset Purchases," American Economic Journal: Macroeconomics, American Economic Association, volume 17, issue 4, pages 391-421, October, DOI: 10.1257/mac.20220404.
• Rohan Kekre & Moritz Lenel, 2025, "The High-Frequency Effects of Dollar Swap Lines," American Economic Review: Insights, American Economic Association, volume 7, issue 1, pages 107-123, March, DOI: 10.1257/aeri.20230667.
• Nina Boyarchenko & Or Shachar, 2025, "A Hitchhiker's Guide to Federal Reserve Participation in Fixed Income Markets," Journal of Economic Perspectives, American Economic Association, volume 39, issue 2, pages 171-194, Spring, DOI: 10.1257/jep.20241436.
• Darrell Duffie, 2025, "How US Treasuries Can Remain the World's Safe Haven," Journal of Economic Perspectives, American Economic Association, volume 39, issue 2, pages 195-214, Spring, DOI: 10.1257/jep.20241412.
• Maureen O'Hara & Xing (Alex) Zhou, 2025, "US Corporate Bond Markets: Bigger and (Maybe) Better?," Journal of Economic Perspectives, American Economic Association, volume 39, issue 2, pages 215-234, Spring, DOI: 10.1257/jep.20251439.
• John M. Griffin & Nicholas Hirschey & Samuel Kruger, 2025, "Why Is the Fragmented Municipal Bond Market So Costly to Investors and Issuers?," Journal of Economic Perspectives, American Economic Association, volume 39, issue 2, pages 235-260, Spring, DOI: 10.1257/jep.20241411.
• Amir Imeri & Carlos Poza & Luis Alberiko Gil-Alana, 2025, "Persistence of Bond Yields: Evidence from BRICS Countries," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 15, issue 1, pages 20-25.
• Abdullah Alsadan & Hassan Alalmaee & Chokri Zehri & Wissem Ajili Ben Youssef, 2025, "Geopolitical Shocks and Financial Fragmentation: Impacts on Housing, Bond, and Stock Markets," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 15, issue 1, pages 69-97.
• Akram Brahim & Syrine Ben Romdhane, 2025, "Climate Policy Uncertainty and Corporate Performance in South Africa: The Moderating Role of ESG," The African Finance Journal, Africagrowth Institute, volume 27, issue 2, pages 52-65.
• Umut Kemeç & Veysel Kula & Ender Baykut, 2025, "Decoding ETF Market Movements: The Impact of Internal and External Factors," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 3, pages 1122-1142, DOI: 10.30784/epfad.1718492.
• Murat Mat & Mehmet Cihangir, 2025, "COVID-19 Pandemisine Karşı Pay Piyasa Tepkileri Üzerinde Mikro Faktörlerin Rolü: BİST Sınai Endeksinden Bulgular," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 3, pages 1218-1244, DOI: 10.30784/epfad.1625599.
• Mohammad O.M. Alkasem & İskender Demirbilek & Esra Pekmez & Murat Akbalık, 2025, "The Connectedness among Green Bonds and Other Asset Classes: Evidence from Emerging Markets," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue SI, pages 160-193, DOI: 10.30784/epfad.1813717.
• Yunus Emre Gür & Ahmet İhsan Şimşek & Emre Bulut, 2025, "Artificial Intelligence-Assisted Machine Learning Methods For Forecasting Green Bond Index: A Comparative Analysis," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 4, pages 628-655, DOI: https://doi.org/10.30784/epfad.1495.
• Ifeanyi MBUKANMA & Sunday Olabisi ADEWARA, 2025, "Exploring the Relationship Between Share Prices, Earnings, and Dividends in High-Dividend Mining Firms Listed on the Johannesburg Stock Exchange," Access Journal, Access Press Publishing House, volume 6, issue 3, pages 567-582, July, DOI: 10.46656/access.2025.6.3(6).
• Evgenia L. Prokopjeva & Matvey S. Khoroshilov, 2025, "Accuracy of Market-Based and Survey-Based Inflation Expectations in Forecasting Russian Inflation," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 24, issue 4, pages 1219-1248, DOI: https://doi.org/10.15826/vestnik.20.
• Gleb A. Khaziev, 2025, "Detecting Social Stock Pumping Using Machine Learning: Empirical Evidence from the Russian Market," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 24, issue 4, pages 1445-1474, DOI: https://doi.org/10.15826/vestnik.20.
• Faiza Saleem, 2025, "The Role of Tax in Moderating Capital Structure Dynamics and their Effect on Financial Stability and Profitability: Evidence from Malaysian Telecom Companies," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 11, issue 2, pages 306-321, DOI: https://doi.org/10.15826/jtr.2025.1.
• Viral V. Acharya & Markus K. Brunnermeier & Diane Pierret, 2025, "Systemic Risk Measures: From the Panic of 1907 to the Banking Stress of 2023," Annual Review of Financial Economics, Annual Reviews, volume 17, issue 1, pages 1-26, November, DOI: 10.1146/annurev-financial-112823-01.
• Jonathan Payne & Bálint Szőke, 2025, "Inflation and Regulation of Government Debt: US Historical Evidence," Annual Review of Financial Economics, Annual Reviews, volume 17, issue 1, pages 151-172, November, DOI: 10.1146/annurev-financial-112823-01.
• Benjamin Knox & Annette Vissing-Jorgensen, 2025, "The Effect of the Federal Reserve on the Stock Market: Magnitudes, Channels, and Shocks," Annual Review of Financial Economics, Annual Reviews, volume 17, issue 1, pages 267-294, November, DOI: 10.1146/annurev-financial-090524-12.
• Itay Goldstein & Chong Huang & Liyan Yang, 2025, "Fragility of Financial Markets," Annual Review of Financial Economics, Annual Reviews, volume 17, issue 1, pages 27-48, November, DOI: 10.1146/annurev-financial-120522-11.
• Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor, 2025, "Sustainable Investing," Annual Review of Financial Economics, Annual Reviews, volume 17, issue 1, pages 321-341, November, DOI: 10.1146/annurev-financial-113023-11.
• Alexandre Corhay & Howard Kung & Lukas Schmid, 2025, "Market Power in Finance," Annual Review of Financial Economics, Annual Reviews, volume 17, issue 1, pages 431-453, November, DOI: 10.1146/annurev-financial-112823-01.
• Tobias Adrian & Michael Fleming & Kleopatra Nikolaou, 2025, "US Treasury Market Functioning from the Global Financial Crisis to the Pandemic," Annual Review of Financial Economics, Annual Reviews, volume 17, issue 1, pages 49-76, November, DOI: 10.1146/annurev-financial-090524-12.
• Шамар Бауыржан // Shamar Bauyrzhan, 2025, "Моделирование Премии За Срочность В Казахстане С Применением Acm Модели," Working Papers, National Bank of Kazakhstan, number #2025-4.
• Julian Acalin & Leonardo Martinez & Francisco Roch, 2025, "Fiscal Rules, Robust Correction Mechanisms, and Sovereign Spreads," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 378, Nov.
• Juan José Víquez-Rodríguez & Laura Campos-Quesada & Isaac Zúñiga-Arias, 2025, "Term Structure of Interest Rates in Costa Rican Colones (Zero-Coupon Curve): Methodology and Derivation of Forward Rates and the Exchange Risk Premium," Documentos de Trabajo, Banco Central de Costa Rica, number 2508, Nov.
• Aman Saggu, 2025, "The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And "Whale Alerts" On Twitter," Papers, arXiv.org, number 2501.05232, Jan.
• Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2025, "Growing the Efficient Frontier on Panel Trees," Papers, arXiv.org, number 2501.16730, Jan, revised Feb 2025.
• Pietro Saggese & Michael Frowis & Stefan Kitzler & Bernhard Haslhofer & Raphael Auer, 2025, "Towards Verifiability of Total Value Locked (TVL) in Decentralized Finance," Papers, arXiv.org, number 2505.14565, May.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2025, "To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies," Papers, arXiv.org, number 2508.03230, Aug, revised Sep 2025.
• David Ellerman, 2025, "The Mathematics of Income Property Valuation," Papers, arXiv.org, number 2512.05736, Dec.
• Ming Gu & David Hirshleifer & Siew Hong Teoh & Shijia Wu, 2025, "GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market," Papers, arXiv.org, number 2512.20027, Dec.
• Dimos Andronoudis & Massimo Guidolin & Manuela Pedio, 2025, "How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 25241.
• Monia Magnani & Massimo Guidolin, 2025, "Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 25252.
• Fabian Alex, 2025, "Risk of Bankruptcy and the Modigliani-Miller theorem in a General Equilibrium model of Socially Responsible Investing," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 241, Jun.
• Adam Epp & Jeffrey Gao, 2025, "Are Hedge Funds a Hedge for Increasing Government Debt Issuance?," Discussion Papers, Bank of Canada, number 2025-07, May, DOI: 10.34989/sdp-2025-7.
• Adam Epp & Jeffrey Gao, 2025, "Les fonds de couverture : un filet pour l’augmentation des émissions d’obligations du gouvernement?," Discussion Papers, Bank of Canada, number 2025-07fr, May, DOI: 10.34989/sdp-2025-7.
• Greg Adams & Evan Dudley & Jean-Sébastien Fontaine & Sofia Tchamova & Andreas Uthemann, 2025, "The Dealer-to-Client Repo Market: A Buoy on a Swaying Sea," Discussion Papers, Bank of Canada, number 2025-14, Nov, DOI: 10.34989/sdp-2025-14.
• Fabienne Schneider, 2025, "On-the-run Premia, Settlement Fails, and Central Bank Access," Staff Working Papers, Bank of Canada, number 25-19, Aug, DOI: 10.34989/swp-2025-19.
• Ingomar Krohn & Andreas Uthemann & Rishi Vala & Jun Yang, 2025, "Demand-Driven Risk Premia in Foreign Exchange and Bond Markets," Staff Working Papers, Bank of Canada, number 25-29, Nov, DOI: 10.34989/swp-2025-29.
• Ragnar Juelsrud & Plamen Nenov & Fabienne Schneider & Olav Syrstad, 2025, "Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns," Staff Working Papers, Bank of Canada, number 25-34, Nov, DOI: 10.34989/swp-2025-34.
• Jean-Sébastien Fontaine & Ingomar Krohn & James Kyeong & Rishi Vala & Konrad Zmitrowicz, 2025, "Monetary policy, interest rates and the Canadian dollar," Staff Analytical Notes, Bank of Canada, number 2025-2, Feb, DOI: 10.34989/san-2025-2.
• Andreas Uthemann & Rishi Vala & Jun Yang, 2025, "The impact of trading flows on Government of Canada bond prices," Staff Analytical Notes, Bank of Canada, number 2025-20, Jul, DOI: 10.34989/san-2025-20.
• Andreas Uthemann & Rishi Vala & Jun Yang, 2025, "L’incidence des flux d’opérations sur les prix des obligations du gouvernement du Canada," Staff Analytical Notes, Bank of Canada, number 2025-20fr, Jul, DOI: 10.34989/san-2025-20.
• Adam Epp & Jeffrey Gao, 2025, "The increasing role of hedge funds in Government of Canada bond auctions," Staff Analytical Notes, Bank of Canada, number 2025-22, Oct, DOI: 10.34989/san-2025-22.
• Adam Epp & Jeffrey Gao, 2025, "Le rôle croissant des fonds de couverture dans les adjudications d’obligations du gouvernement du Canada," Staff Analytical Notes, Bank of Canada, number 2025-22fr, Oct, DOI: 10.34989/san-2025-22.
• Jean-Sébastien Fontaine & Ingomar Krohn & James Kyeong & Rishi Vala & Konrad Zmitrowicz, 2025, "La politique monétaire, les taux d’intérêt et le dollar canadien," Staff Analytical Notes, Bank of Canada, number 2025-2fr, Feb, DOI: 10.34989/san-2025-2.
• Zabi Tarshi & Gitanjali Kumar, 2025, "Exploring the drivers of the real term premium in Canada," Staff Analytical Notes, Bank of Canada, number 2025-3, Feb, DOI: 10.34989/san-2025-3.
• Lerby Ergun, 2025, "Crisis facilities as a source of public information," Staff Analytical Notes, Bank of Canada, number 2025-7, Mar, DOI: 10.34989/san-2025-7.
• Bruno Feunou & Gitanjali Kumar, 2025, "Estimating the inflation risk premium," Staff Analytical Notes, Bank of Canada, number 2025-9, Mar, DOI: 10.34989/san-2025-9.
• Jéssica Guedes & Diego Torres & Paulino Sánchez-Escribano & José Boyano, 2025, "Incertidumbre en el mercado de bonos: una propuesta para identificar sus narrativas con GDELT," Occasional Papers, Banco de España, number 2505, Mar, DOI: https://doi.org/10.53479/39440.
• Fernando Arranz Gozalo & Clara I. González Martínez & Mercedes de Luis López, 2025, "Activos soberanos e inversión sostenible y responsable: la importancia de las métricas climáticas," Occasional Papers, Banco de España, number 2512, Jun, DOI: https://doi.org/10.53479/40166.