Research classified by Journal of Economic Literature (JEL) codes

2025

• Zhengyang Jiang & Robert J. Richmond & Tony Zhang, 2025, "Convenience Lost," NBER Working Papers, National Bureau of Economic Research, Inc, number 33940, Jun.
• Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer, 2025, "Unpriced Risks: Rethinking Cross-Sectional Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34009, Jul.
• John B. Donaldson & Hyung Seok E. Kim & Rajnish Mehra, 2025, "Wealth Inequality, Labor Market Arrangements and the Secular Decline in the Real Interest Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 34016, Jul.
• Max Miller & James D. Paron & Jessica Wachter, 2025, "Sovereign Default and the Decline in Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 34021, Jul.
• Patrick Luo & Enrichetta Ravina & Marco C. Sammon & Luis M. Viceira, 2025, "Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 34086, Aug.
• Stefan Nagel, 2025, "Seemingly Virtuous Complexity in Return Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 34104, Aug.
• Isaiah Andrews & Maryam Farboodi, 2025, "Do Markets Believe in Transformative AI?," NBER Working Papers, National Bureau of Economic Research, Inc, number 34243, Sep.
• Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang, 2025, "Nature and Biodiversity Loss: A Research Agenda for Financial Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 34286, Sep.
• John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2025, "Bond-Stock Comovements," NBER Working Papers, National Bureau of Economic Research, Inc, number 34323, Oct.
• Jasmina Hasanhodzic & Laurence J. Kotlikoff, 2025, "“No One Can Borrow” – Reassessing the “Junior Can’t Borrow” Equity-Premium Puzzle Resolution," NBER Working Papers, National Bureau of Economic Research, Inc, number 34328, Oct.
• Teng Liu & Brook Constantz & Galina Hale & Michael Beck, 2025, "Financial Value of Nature: Coastal Housing Markets, Mangroves, and Climate Resilience," NBER Working Papers, National Bureau of Economic Research, Inc, number 34329, Oct.
• Tarek Alexander Hassan & Thomas M. Mertens & Jingye Wang & Tony Zhang, 2025, "Trade War and the Dollar Anchor," NBER Working Papers, National Bureau of Economic Research, Inc, number 34332, Oct.
• Monika Piazzesi, 2025, "Housing Betas," NBER Working Papers, National Bureau of Economic Research, Inc, number 34335, Oct.
• Alexandra M. Tabova & Francis E. Warnock, 2025, "Exorbitant Changes in Three Parts," NBER Working Papers, National Bureau of Economic Research, Inc, number 34372, Oct.
• Narayana R. Kocherlakota, 2025, "Log-Linear Relative Asset Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 34395, Oct.
• Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2025, "The Austerity Threshold," NBER Working Papers, National Bureau of Economic Research, Inc, number 34397, Oct.
• William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2025, "GDP Growth Expectations and Cash-flow Risk Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 34402, Oct.
• Mai C. Dao & Pierre-Olivier Gourinchas & Oleg Itskhoki, 2025, "Breaking Parity: Equilibrium Exchange Rates and Currency Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 34443, Nov.
• Eduardo Dávila & Cecilia Parlatore & Ansgar Walther, 2025, "Probability Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34448, Nov.
• Lars A. Lochstoer & Stig R. H. Lundeby & Zhaneta K. Tancheva, 2025, "Present Bias and Discount Rate Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 34453, Nov.
• Johannes Beutel & Michael Weber, 2025, "Beliefs and Portfolios: Causal Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 34489, Nov.
• Chuck Fang & Itay Goldstein, 2025, "Target Allocation Funds, Strategic Complementarities, and Market Fragility," NBER Working Papers, National Bureau of Economic Research, Inc, number 34509, Nov.
• Clemens Sialm & David X. Xu, 2025, "Information Acquisition By Mutual Fund Investors: Evidence from Stock Trading Suspensions," NBER Working Papers, National Bureau of Economic Research, Inc, number 34520, Nov.
• Fefelov, D. & Rogova, E. & Vukovic, D., 2025, "Assessing the financial interconnectedness between China and Russia: A dynamic approach," Journal of the New Economic Association, New Economic Association, volume 67, issue 2, pages 110-137, DOI: 10.31737/22212264_2025_2_110-137.
• Fika Fitriasari & Noor Azryani Auzairy & Ruzita Abdul Rahim & Hafizah Omar Zaki, 2025, "A Bibliometric Analysis of Stock Trading Research: Unveiling Publication Trends and Future Direction," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 961-989, Desember.
• Peter BAGDACS, 2025, "Integrated Controlling Approaches And Their Impact On Working Capital Efficiency And Corporate Profitability," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 34, issue 1, pages 309-321, July.
• Anisha Ghosh & Christian Julliard & Alex P Taylor, 2025, "An Information-Theoretic Asset Pricing Model," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 1, pages 499-547.
• Hasan Fallahgoul & Loriano Mancini & Stoyan Stoyanov, 2025, "An L-Moment Approach for Portfolio Choice under Non-Expected Utility," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 297-297.
• Qiang Chen & Yu Han & Ying Huang & George J Jiang, 2025, "Jump Risk Implicit in Options Market," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 9-47.
• Jose Gonzalo Rangel, 2025, "FX Comovements and Their Economic Determinants," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 4042-4064.
• Pascal Letourneau & Lars Stentoft, 2025, "Efficient Pricing and Model Calibration With Large Panels of Options," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 5, pages 1-019..
• Adam Copeland & Darrell Duffie & Yilin (David) Yang, 2025, "Reserves Were Not So Ample After All," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 140, issue 1, pages 239-281.
• Hongye Guo & Jessica A Wachter, 2025, "“Superstitious” Investors," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 1, pages 1-45.
• Fabio Braggion & Joost Driessen & Lyndon Moore, 2025, "The Cross-Section of Stock Returns Around the World in the Early Twentieth Century," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 1, pages 46-73.
• Jinfei Sheng, 2025, "Asset Pricing in the Information Age: Employee Expectations and Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 1, pages 74-101.
• George M Constantinides, 2025, "Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 2, pages 103-120.
• Antonio Diez de los Rios, 2025, "A Portfolio-Balance Model of Inflation and Yield Curve Determination," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 2, pages 121-161.
• Karsten Müller & Simon N M Schmickler, 2025, "Interacting Anomalies," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 2, pages 162-216.
• Darwin Choi & Wenxi Jiang & Chao Zhang, 2025, "Alpha Go Everywhere: Machine Learning and International Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 3-4, pages 288-331.
• Mitsuru Katagiri & Junnosuke Shino & Koji Takahashi, 2025, "To Lend or Not to Lend: The Bank of Japan’s ETF Purchase Program and Securities Lending," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 3-4, pages 332-376.
• Louis Gagnon & Alexandre Jeanneret, 2025, "How Does Corporate Governance Affect Equity Volatility? Worldwide Evidence and Theory," The Review of Corporate Finance Studies, Society for Financial Studies, volume 14, issue 1, pages 166-203.
• Diogo Duarte & Özde Öztekin & Yuri F Saporito, 2025, "Capital Structure and the Yield Curve," The Review of Corporate Finance Studies, Society for Financial Studies, volume 14, issue 1, pages 85-124.
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2025, "The Geography of Investor Attention," The Review of Corporate Finance Studies, Society for Financial Studies, volume 14, issue 3, pages 752-803.
• Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2025, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," The Review of Economic Studies, Review of Economic Studies Ltd, volume 92, issue 4, pages 2502-2536.
• Andreas Johansson & Riccardo Sabbatucci & Andrea Tamoni, 2025, "Tradable Risk Factors for Institutional and Retail Investors," Review of Finance, European Finance Association, volume 29, issue 1, pages 103-139.
• Jungkyu Ahn, 2025, "Margin constraints and asset prices," Review of Finance, European Finance Association, volume 29, issue 1, pages 141-168.
• Amit Goyal & Narasimhan Jegadeesh & Avanidhar Subrahmanyam, 2025, "Empirical determinants of momentum: a perspective using international data," Review of Finance, European Finance Association, volume 29, issue 1, pages 241-273.
• Tomas Breach & Thomas B King, 2025, "Securities financing and asset markets: new evidence," Review of Finance, European Finance Association, volume 29, issue 1, pages 33-73.
• Sanghyun Hong & Xiaopeng Wei, 2025, "Blockbuster or bust? Silver screen effect and stock returns," Review of Finance, European Finance Association, volume 29, issue 2, pages 603-632.
• Jiayin Hu & Laura Xiaolei Liu & Chloe Yue Liu & Hao Qu & Yingguang Zhang, 2025, "CEO turnover, sequential disclosure, and stock returns," Review of Finance, European Finance Association, volume 29, issue 3, pages 887-921.
• Brad Cannon & John Lynch, 2025, "Return extrapolation and dividends," Review of Finance, European Finance Association, volume 29, issue 4, pages 1009-1042.
• Viet-Dung Doan, 2025, "Exchange-traded funds and transparency in over-the-counter markets," Review of Finance, European Finance Association, volume 29, issue 4, pages 1043-1065.
• Bastian von Beschwitz & Pekka Honkanen & Daniel Schmidt, 2025, "Passive ownership and short selling," Review of Finance, European Finance Association, volume 29, issue 4, pages 1137-1188.
• Alessandro Moro & Andrea Zaghini, 2025, "The green sin: how exchange rate volatility and financial openness affect green premia," Review of Finance, European Finance Association, volume 29, issue 4, pages 1189-1217.
• Christoph Merkle & Michael Ungeheuer, 2025, "Beliefs about beta: upside participation and downside protection," Review of Finance, European Finance Association, volume 29, issue 5, pages 1397-1436.
• Di Wu, 2025, "A disaster explanation of equity term structures," Review of Finance, European Finance Association, volume 29, issue 5, pages 1437-1465.
• Marianne Andries & Thomas M Eisenbach & R Jay Kahn & Martin C Schmalz, 2025, "The term structure of the price of variance risk," Review of Finance, European Finance Association, volume 29, issue 6, pages 1699-1720.
• Hao Jiang & Dimitri Vayanos & Lu Zheng, 2025, "Passive Investing and the Rise of Mega-Firms," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3461-3496.
• Joost Driessen & Sebastian Ebert & Joren Koëter, 2025, "Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3497-3541.
• Yacine Aït-Sahalia & Jean Jacod & Dacheng Xiu, 2025, "Continuous-Time Fama-MacBeth Regressions," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3542-3579.
• Zhuo Chen & Bibo Liu & Huijun Wang & Zhengwei Wang & Jianfeng Yu, 2025, "Investor Sentiment and the Pricing of Characteristics-Based Factors," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3580-3625.
• Vikas Agarwal & George O Aragon & Vikram Nanda & Kelsey Wei, 2025, "Anticipatory Trading Against Distressed Mega Hedge Funds," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3626-3672.
• Narasimhan Jegadeesh & Jiang Luo & Avanidhar Subrahmanyam & Sheridan Titman, 2025, "Short-Term Reversals and Longer-Term Momentum around the World: Theory and Evidence," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3673-3728.
• Hailiang Chen & Byoung-Hyoun Hwang & Zhuozhen Peng, 2025, "Why Do Investors Like Short-leg Securities? Evidence from a Textual Analysis of Buy Recommendations," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3729-3767.
• Yingguang Zhang & Yandi Zhu & Juhani T Linnainmaa, 2025, "Man versus Machine Learning Revisited," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3768-3790.
• Kristy A E Jansen, 2025, "Long-Term Investors, Demand Shifts, and Yields," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 1, pages 114-157.
• Jules H van Binsbergen & Yoshio Nozawa & Michael Schwert, 2025, "Duration-Based Valuation of Corporate Bonds," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 1, pages 158-191.
• Hitesh Doshi & Praveen Kumar, 2025, "Capital Investment, Equity Returns, and Aggregate Dynamics in Oligopolistic Production Economies," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 1, pages 192-234.
• Wen Chen & Yajun Wang, 2025, "Dynamic Market Making with Asymmetric Information and Market Power," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 1, pages 235-293.
• Hamid Boustanifar & Young Dae Kang, 2025, "The Brand Premium," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 1, pages 294-336.
• Shiyang Huang & Wenxi Jiang & Xiaoxi Liu & Xin Liu, 2025, "Does Liquidity Management Induce Fragility in Treasury Prices? Evidence from Bond Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 337-380.
• Richard K Crump & Nikolay Gospodinov, 2025, "Deconstructing the Yield Curve," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 381-421.
• Urban J Jermann, 2025, "Gold’s Value as an Investment," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 422-456.
• David Hirshleifer & Dat Mai & Kuntara Pukthuanthong, 2025, "War Discourse and Disaster Premium: 160 Years of Evidence from the Stock Market," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 457-506.
• José Mustre-del-Río & Juan M Sánchez & Ryan Mather & Kartik Athreya, 2025, "The Effects of Macroeconomic Shocks: Household Financial Distress Matters," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 564-604.
• Zhi Da & Vivian W Fang & Wenwei Lin, 2025, "Fractional Trading," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 623-660.
• Robert P Bartlett & Justin McCrary & Maureen O’Hara, 2025, "The Market Inside the Market: Odd-Lot Quotes," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 661-711.
• Saketh Aleti & Tim Bollerslev, 2025, "News and Asset Pricing: A High-Frequency Anatomy of the SDF," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 712-759.
• Joachim Freyberger & Bjoern Hoeppner & Andreas Neuhierl & Michael Weber, 2025, "Missing Data in Asset Pricing Panels," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 760-802.
• Svetlana Bryzgalova & Sven Lerner & Martin Lettau & Markus Pelger, 2025, "Missing Financial Data," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 803-882.
• David Hirshleifer & Lin Peng & Qiguang Wang, 2025, "News Diffusion in Social Networks and Stock Market Reactions," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 883-937.
• Ron Kaniel & Pingle Wang, 2025, "Unmasking Mutual Fund Derivative Use," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 4, pages 1120-1166.
• Meng Gao & Jiekun Huang, 2025, "Informed Voting," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 4, pages 1167-1210.
• Sebastian Hillenbrand, 2025, "The Fed and the Secular Decline in Interest Rates," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 4, pages 981-1013.
• Christopher Hansman & Harrison Hong & Wenxi Jiang & Yu-Jane Liu & Juan-Juan Meng, 2025, "Effects of Credit Expansions on Stock Market Booms and Busts," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 5, pages 1502-1544.
• Hongye Guo, 2025, "Earnings Extrapolation and Predictable Stock Market Returns," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 6, pages 1730-1782.
• Amit Goyal & Alessio Saretto, 2025, "Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 6, pages 1783-1821.
• Liuren Wu & Yuzhao Zhang, 2025, "Common Pricing of Decentralized Risk: A Linear Option Pricing Model," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 6, pages 1822-1867.
• Mark Loewenstein & Zhenjiang Qin, 2025, "An Equilibrium Model of Imperfect Hedging: Transaction Costs, Heterogeneity in Risk Aversion, and Return Volatility," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 7, pages 2088-2139.
• Antonio Coppola, 2025, "In Safe Hands: The Financial and Real Impact of Investor Composition over the Credit Cycle," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 8, pages 2275-2325.
• Peter Feldhütter & Lasse Heje Pedersen, 2025, "Is Capital Structure Irrelevant with ESG Investors?," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 8, pages 2362-2385.
• Paul Schmidt-Engelbertz & Kaushik Vasudevan, 2025, "Speculating on Higher-Order Beliefs," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 8, pages 2434-2466.
• Christoph Hambel & Frederick Van Der Ploeg, 2025, "Policy Transition Risk, Carbon Premiums, and Asset Prices," Economics Series Working Papers, University of Oxford, Department of Economics, number 1075, Mar.

2024

• Yuecai Han & Fengtong Zhang, 2024, "Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility," Review of Derivatives Research, Springer, volume 27, issue 1, pages 37-53, April, DOI: 10.1007/s11147-023-09198-2.
• Haitham A. Al-Zoubi, 2024, "An affine model for short rates when monetary policy is path dependent," Review of Derivatives Research, Springer, volume 27, issue 2, pages 151-201, July, DOI: 10.1007/s11147-024-09202-3.
• Sharif Mozumder & Bakhtear Talukdar & M. Humayun Kabir & Bingxin Li, 2024, "Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 1, pages 97-133, January, DOI: 10.1007/s11156-023-01195-8.
• Jang-Chul Kim & Kaun Y. Lee & Ha-Chin Yi, 2024, "Liquidity difference between non-U.S. and U.S. IPOs on the NYSE listings," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 1, pages 365-387, January, DOI: 10.1007/s11156-023-01204-w.
• Rilwan Sakariyahu & Audrey Paterson & Eleni Chatzivgeri & Rodiat Lawal, 2024, "Chasing noise in the stock market: an inquiry into the dynamics of investor sentiment and asset pricing," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 1, pages 135-169, January, DOI: 10.1007/s11156-023-01214-8.
• Chuang-Chang Chang & Hsiao-Wei Ho & Henry Hongren Huang & Yildiray Yildirim, 2024, "A reduced-form model for lease contract valuation with embedded options," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 2, pages 841-864, February, DOI: 10.1007/s11156-023-01222-8.
• Shu Zhang & Peimin Chen & Chunchi Wu, 2024, "Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 3, pages 911-951, April, DOI: 10.1007/s11156-023-01229-1.
• Zhe Shen & Haili Li & Norvald Instefjord & Xinming Liu, 2024, "Audit committee equity incentives and stock price crash risk," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 3, pages 1145-1190, April, DOI: 10.1007/s11156-023-01233-5.
• Shibo Bian & Iftekhar Hasan & Xunxiao Wang & Zhipeng Yan, 2024, "Do markets value manager-investor interaction quality? Evidence from IPO returns," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 2, pages 599-632, August, DOI: 10.1007/s11156-024-01267-3.
• Jungshik Hur & Qing Yang, 2024, "The role of dividends and investor sentiment in the relation between idiosyncratic risk and expected returns," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 807-827, October, DOI: 10.1007/s11156-023-01156-1.
• Chuxuan Xiao & Winifred Huang & David P. Newton, 2024, "Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 979-1006, October, DOI: 10.1007/s11156-024-01279-z.
• Jonathan Fletcher, 2024, "AN examination of linear factor models in U.K. stock returns in the presence of dynamic trading," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 1121-1147, October, DOI: 10.1007/s11156-024-01286-0.
• Shigenori SHIRATSUKA, 2024, "What Does the Yield Curve Control Policy Do?," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2024-002, Feb.
• Takuma Kunieda & Akihisa Shibata, 2024, "Insurance against Aggregate Shocks," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 267, Apr.
• Takeo Hori & Ryonghun Im & Hiroshi Nakaota, 2024, "Bubbly fundamentals," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 278, Sep, revised Mar 2025.
• Takács, András, 2024, "A tőkestruktúra és a piaci érték közötti kapcsolat a hazai kis- és középvállalati szektorban
  [The relationship between capital structure and market value in the domestic small and medium-sized ente," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 915-929, DOI: 10.18414/KSZ.2024.9.915.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024, "Mental Models of the Stock Market," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 23-07, Nov.
• Takuma Kunieda & Akihisa Shibata, 2024, "Insurance against Aggregate Shocks," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1102, Apr.
• Thorsten Hens & Ester Trutwin, 2024, "Modelling Sustainable Investing in the CAPM," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1104, Apr.
• Rafael Rodríguez, 2024, "Efectos de la política monetaria con metas de inflación en los retornos del mercado bursátil," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 102, pages 151-180, DOI: 10.17533/udea.le.n102a354263.
• Tanweer Akram & Khawaja Mamun, 2024, "Interest Rate Dynamics: An Examination of Mainstream and Keynesian Empirical Studies," Economics Working Paper Archive, Levy Economics Institute, number wp_1043, Feb.
• Tanweer Akram & Shahida Pervin, 2024, "Empirical Models of Chinese Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1044, Feb.
• Tanweer Akram & Mahima Yadav, 2024, "An Empirical Analysis of Swedish Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1048, Apr.
• Tanweer Akram & Khawaja Mamun, 2024, "Euro Interest Rate Swap Yields: Some ARDL Models," Economics Working Paper Archive, Levy Economics Institute, number wp_1051, May.
• Eric Tymoigne, 2024, "The Origins of the Platonic Approach to Monetary Systems: Retracing European and Chinese Monetary Thoughts on Chartalism, Nominalism, and the Origins of Monetary Systems," Economics Working Paper Archive, Levy Economics Institute, number wp_1058, Nov.
• Tanweer Akram & Khawaja Mamun, 2024, "Macro-Financial Models of Canadian Dollar Interest Rate Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1072, Dec.
• Rokas Kaminskas & Linas JurkÅ¡as, 2024, "Waves Across the Atlantic: How Macro Releases Ripple Through Euro Area Markets," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 38, Oct.
• Buthelezi Eugene Msizi, 2024, "Is Money Supply Endogenous a Markov-Switch Exploration in the Zero Lower Bound Interest Rate in the USA," Review of Economics, De Gruyter, volume 75, issue 3, pages 193-213, DOI: 10.1515/roe-2024-0026.
• Theodore Panagiotidis & Georgios Papapanagiotou, 2024, "A note on the determinants of NFTs returns," Discussion Paper Series, Department of Economics, University of Macedonia, number 2024_02, Feb, revised Feb 2024.
• Michal Drábek & Pavel Syrovátka, 2024, "Enhancing Market Value Estimation for Privately Held Companies: Differentiated Multipliers in the Czech Brewing Industry," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 10, issue 1, pages 25-46, DOI: 10.11118/ejobsat.2024.002.
• Veronika Staňková, 2024, "(Out)smart the Peer Group in Market Comparison: Building Business Valuation Multiples by Machine Learning," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 10, issue 2, pages 156-172, DOI: 10.11118/ejobsat.2024.011.
• Phaik Nie Chin & Abdulsalam Abuhamra & Zheng Xian Lee, 2024, "The Determinants of Malaysian Real Estate Investment Trusts’ Systematic Risks," Capital Markets Review, Malaysian Finance Association, volume 32, issue 2, pages 1-26.
• Sweta Aggarwal & Smita Dayal & Nidhi Malhotra, 2024, "Is There A Risk Premium in ESG Investing in India?," Capital Markets Review, Malaysian Finance Association, volume 32, issue 2, pages 17-33.
• Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2024, "Estimation and Inference for a Class of Generalized Hierarchical Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/24.
• Jiti Gao & Bin Peng & Yayi Yan, 2024, "Robust Inference for High Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/24.
• Benjamin A. Jansen, 2024, "Risk is not Sufficient to Generate a Return on Investment," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 202401, Apr.
• Hassan A Butt & Lucas Dille & Brian Nichols, 2024, "Impact of Non-Normality of Returns on the Informational Efficiency of Stock Prices," Journal of Economic Insight, Missouri Valley Economic Association, volume 50, issue 1, pages 53-85.
• Paweł Radwański, 2024, "Impact of tax changes on the risk premium of the WIG index," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 3, pages 333-356.
• Paweł Kowalewski & Dominik A. Skopiec, 2024, "Price processes in the global gold market," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 4, pages 381-424, January.
• Tomasz Kopczewski & Łukasz Bil, 2024, "Exploring stock markets dynamics: a two-dimensional entropy approach in return/volume space," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 6, pages 731-758.
• Tomasz Piotr Kostyra, 2024, "Forecasting the yield curve for Poland with the PCA and machine learning," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 4, pages 459-478.
• Ricardo J. Caballero & Alp Simsek, 2024, "Central Banks, Stock Markets, and the Real Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 32053, Jan.
• Harald Uhlig, 2024, "On Digital Currencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 32159, Feb.
• Nicolae B. Gârleanu & Stavros Panageas, 2024, "Finance in a Time of Disruptive Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 32184, Mar.
• Bullipe R. Chintha & Ravi Jagannathan & Sri S. Sridhar, 2024, "Globalization and Profitability of US Firms: The Role of Intangibles," NBER Working Papers, National Bureau of Economic Research, Inc, number 32202, Mar.
• Masao Fukui & Niels Joachim Gormsen & Kilian Huber, 2024, "Sticky Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 32238, Mar.
• Martin Lettau, 2024, "3D-PCA: Factor Models with Restrictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 32261, Mar.
• Sebastian Di Tella & Benjamin M. Hébert & Pablo Kurlat, 2024, "Aggregation, Liquidity, and Asset Prices with Incomplete Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 32268, Mar.
• Isil Erel & Thomas Flanagan & Michael S. Weisbach, 2024, "Risk-Adjusting the Returns to Private Debt Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 32278, Mar.
• Jess Benhabib & Feng Dong & Pengfei Wang & Zhenyang Xu, 2024, "Aggregate Demand Externality and Self-Fulfilling Default Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 32291, Mar.
• Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2024, "What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 32301, Apr.
• Joshua Aizenman & Donghyun Park & Irfan A. Qureshi & Gazi Salah Uddin & Jamel Saadaoui, 2024, "The Performance of Emerging Markets During the Fed’s Easing and Tightening Cycles: A Cross-Country Resilience Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 32303, Apr.
• Gong Cheng & Eric Jondeau & Benoit Mojon & Dimitri Vayanos, 2024, "The Impact of Green Investors on Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 32317, Apr.
• Rohan Kekre & Moritz Lenel & Federico Mainardi, 2024, "Monetary Policy, Segmentation, and the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 32324, Apr.
• Efraim Benmelech, 2024, "The Benefits and Costs of Secured Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 32353, Apr.
• Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2024, "One Factor to Bind the Cross-Section of Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 32365, Apr.
• Damir Filipović & Markus Pelger & Ye Ye, 2024, "Shrinking the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 32472, May.
• Andrew Atkeson & Jonathan Heathcote & Fabrizio Perri, 2024, "There is No Excess Volatility Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 32481, May.
• Quentin Vandeweyer & Minghao Yang & Constantine Yannelis, 2024, "Discount Factors and Monetary Policy: Evidence from Dual-Listed Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 32499, May.
• Gorkem Bostanci & Guillermo Ordoñez, 2024, "Business, Liquidity, and Information Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 32501, May.
• William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2024, "Procyclical Stocks Earn Higher Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 32509, May.
• Lawrence J. Jin & Cameron Peng, 2024, "The Law of Small Numbers in Financial Markets: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 32519, May.
• Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2024, "Creative Destruction, Stock Return Volatility, and the Number of Listed Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 32568, Jun.
• Yuriy Gorodnichenko & Xiao Yin, 2024, "Higher-Order Beliefs and Risky Asset Holdings," NBER Working Papers, National Bureau of Economic Research, Inc, number 32680, Jul.
• Jacob Boudoukh & Yukun Liu & Tobias J. Moskowitz & Matthew P. Richardson, 2024, "Identifying Shocks to Systematic Risk in Times of Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 32693, Jul.
• Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024, "Risk and Specialization in Covered-Interest Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 32707, Jul.
• Matthias Fleckenstein & Francis A. Longstaff, 2024, "Is Maturity-Transformation Risk Priced into Bank Deposit Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32724, Jul.
• Fukang Chen & Minhao Chen & Lin William Cong & Haoyu Gao & Jacopo Ponticelli, 2024, "Pricing the Priceless: The Financial Cost of Biodiversity Conservation," NBER Working Papers, National Bureau of Economic Research, Inc, number 32743, Jul.
• Yacine Aït-Sahalia & Chen Xu Li & Chenxu Li, 2024, "So Many Jumps, So Few News," NBER Working Papers, National Bureau of Economic Research, Inc, number 32746, Jul.
• Zhengyang Jiang & Jialu Sun, 2024, "Quantitative Tightening with Slow-Moving Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 32757, Jul.
• David Hirshleifer & Liang Ma, 2024, "The Effect of New Information Technologies on Asset Pricing Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 32767, Aug.
• Michael Gelman & David Hirshleifer & Yaron Levi & Liron Reiter-Gavish, 2024, "Social Interaction Intensity and Investor Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 32772, Aug.
• Stefan Nagel & Zhengyang Xu, 2024, "Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux," NBER Working Papers, National Bureau of Economic Research, Inc, number 32884, Aug.
• Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer, 2024, "Reassessing Sources of Risk Premiums in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 32900, Sep.
• Niels Joachim Gormsen & Kilian Huber & Sangmin Simon Oh, 2024, "Climate Capitalists," NBER Working Papers, National Bureau of Economic Research, Inc, number 32933, Sep.
• Itzhak Ben-David & Alex Chinco, 2024, "Expected EPS × Trailing P/E," NBER Working Papers, National Bureau of Economic Research, Inc, number 32942, Sep.
• Andrea L. Eisfeldt & Bernard Herskovic & Shuo Liu, 2024, "Interdealer Price Dispersion and Intermediary Capacity," NBER Working Papers, National Bureau of Economic Research, Inc, number 32998, Sep.
• Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2024, "APT or “AIPT”? The Surprising Dominance of Large Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 33012, Sep.
• Ruslan Goyenko & Bryan T. Kelly & Tobias J. Moskowitz & Yinan Su & Chao Zhang, 2024, "Trading Volume Alpha," NBER Working Papers, National Bureau of Economic Research, Inc, number 33037, Oct.
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Sağlam, 2024, "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," NBER Working Papers, National Bureau of Economic Research, Inc, number 33058, Oct.
• Tarek Alexander Hassan & Stephan Hollander & Aakash Kalyani & Laurence van Lent & Markus Schwedeler & Ahmed Tahoun, 2024, "Economic Surveillance using Corporate Text," NBER Working Papers, National Bureau of Economic Research, Inc, number 33158, Nov.
• Arthur Korteweg & Stavros Panageas & Anand Systla, 2024, "Private Equity for Pension Plans? Evaluating Private Equity Performance from an Investor's Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 33194, Nov.
• Kenneth S. Rogoff & Zhiheng He & Yang You, 2024, "Market Power and Redeemable Loyalty Token Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 33201, Nov.
• Huaizhi Chen & Lauren Cohen, 2024, "Assessing Assessors," NBER Working Papers, National Bureau of Economic Research, Inc, number 33238, Dec.
• Kristy A.E. Jansen & Wenhao Li & Lukas Schmid, 2024, "Granular Treasury Demand with Arbitrageurs," NBER Working Papers, National Bureau of Economic Research, Inc, number 33243, Dec.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2024, "Sustainable Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 33252, Dec.
• Antony Millner, 2024, "Long Run Cost Benefit Rules," NBER Working Papers, National Bureau of Economic Research, Inc, number 33291, Dec.
• Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2024, "Glass Box Machine Learning and Corporate Bond Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 33320, Dec.
• Tanushree Sharma & Puja Sharma & Simon Grima, 2024, "A Study of Market Efficiency and Volatility of Jeera Future Trading," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 796-809, December.
• Orsolya Tünde NAGY & Anita KISS, 2024, "Conceptual Framework And Levels Of Competitiveness," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 2, pages 74-82, December.
• Péter BAGDÁCS, 2024, "Half A Century Of Progress In Controlling," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 1, pages 231-236, July.
• Anita KISS & Orsolya Tünde NAGY, 2024, "Empirical Analysis Of Firms' Value Creation In The Context Of Crises," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 1, pages 297-303, July.
• Éva DARABOS & Anita KISS & Orsolya Tünde NAGY, 2024, "The Hungarian Tourism And Hospitality Sector In The Mirror Of The Crises," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 1, pages 46-52, July.
• Iyad SNUNU, 2024, "Mood Swings And The Firm Size Premium," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 9, issue 1, pages 165-176, March, DOI: http://doi.org/10.47535/1991ojbe191.
• Yuichi Fukuta & Akiko Yamane, 2024, "Implied Equity Duration: Lessons from the Japanese Financial Crises," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 24-08, Jul.
• Stephen J ChoiStephen & Mitu Gulati & Ugo Panizza & Robert E Scott & Mark C Weidemaier, 2024, "Obscure contract terms: an inadvertent pricing experiment," Capital Markets Law Journal, Oxford University Press, volume 19, issue 3, pages 230-241.
• Peter Reinhard Hansen & Chan Kim & Wade Kim, 2024, "Periodicity in Cryptocurrency Volatility and Liquidity," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 224-251.
• Gregory Connor & Robert A Korajczyk, 2024, "Semi-Strong Factors in Asset Returns," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 70-93.
• M Hashem Pesaran & Takashi Yamagata, 2024, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 2, pages 407-460.
• Zongwu Cai & Seong Yeon Chang, 2024, "A New Test on Asset Return Predictability with Structural Breaks," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1042-1074.
• Rustam Ibragimov & Rasmus Søndergaard Pedersen & Anton Skrobotov, 2024, "New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence†," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1075-1097.
• Leonardo Bargigli & Giulio Cifarelli, 2024, "Endogenous Volatility in the Foreign Exchange Market," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 773-807.
• Rasmus Lönn & Peter C Schotman, 2024, "Empirical Asset Pricing with Many Test Assets," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1236-1263.
• Thomas Giroux & Julien Royer & Olivier David Zerbib, 2024, "Empirical Asset Pricing with Score-Driven Conditional Betas†," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1310-1344.
• Shaoxin Hong & Daniel J Henderson & Jiancheng Jiang & XQingshan Ni, 2024, "Unifying Estimation and Inference for Linear Regression with Stationary and Integrated or Near-Integrated Variables," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1397-1420.
• Emese Lazar & Shuyuan Qi & Radu Tunaru, 2024, "Measures of Model Risk for Continuous-Time Finance Models," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1456-1481.
• Anne-Florence Allard & Hamza Hanbali & Kristien Smedts, 2024, "COAALA: A Novel Approach to Understanding Extreme Stock–Bond Comovement," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1532-1557.