Research classified by Journal of Economic Literature (JEL) codes

2025

• 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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 & Frank Scrimgeour & Kun Zhang, 2025, "The Role of Communication in Asset Market Experiments," Working Papers in Economics, University of Waikato, number 25/04, Apr, revised 15 Sep 2026.
• 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(0x67a1e880), May.
• Bart Taub, 2025, "Economic Fundamentals of Financial Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14360, ISBN: ARRAY(0x6037ab78), May.
• Yan, Yu & Tong, Yan & Wang, Yiming, 2025, "Validity of CARA function under expected utility," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112075.
• Bauer, Christian & Symann, Paul & Umlandt, Dennis, 2025, "The impact of heterogeneous consumption and productivity expectations on factor risk premia," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112119.
• Shi, Yu & Song, Dandan & Luo, Pengfei, 2025, "Corporation social responsibility and dynamic agency under jump risk," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112148.
• Huang, He & Qiu, Yancheng, 2025, "Does geopolitical risk raise or lower corporate credit spreads?," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112201.
• Liu, Bin & Prodromou, Tina & Suardi, Sandy & Xu, Caihong, 2025, "Ethereum's Merge: Market liquidity, efficiency and volatility in the Proof of Stake Era," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112202.
• Karahan, Cenk C., 2025, "Knight in shining armor: Ambiguity and gold prices," Economics Letters, Elsevier, volume 248, issue C, DOI: 10.1016/j.econlet.2025.112218.
• Zeng, Kailin & Kuang, Wen & Mills, Ebenezer Fiifi Emire Atta, 2025, "Cross-firm technological linkage and peer effects on investment efficiency," Economics Letters, Elsevier, volume 248, issue C, DOI: 10.1016/j.econlet.2025.112220.
• Hwang, Hyoseok David & Nam, Hocheol, 2025, "Political corruption and local mutual fund performance," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112258.
• Myeong, Jaeho & Kim, Donghoon, 2025, "Market reactions to Crypto-Specific announcements: Analyzing behaviors in coins and tokens," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112305.
• Zhang, Manling & Chen, Jing, 2025, "Spatial spillovers of media sentiment divergence in the stock market: A dynamic spatial Durbin approach," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112306.
• Heinlein, Reinhold & Mahadeo, Scott M.R., 2025, "Regime dependence in the oil-stock market relationship: The role of oil price uncertainty," Economics Letters, Elsevier, volume 251, issue C, DOI: 10.1016/j.econlet.2025.112291.
• Wang, Daoping & Li, Kangle & Shen, Xinyan, 2025, "Fear of war: Geopolitical risks and the potential impact on local government bonds, stock market and FDI in China," Economics Letters, Elsevier, volume 251, issue C, DOI: 10.1016/j.econlet.2025.112329.
• Golez, Benjamin & Kelly, Peter & Matthies, Ben, 2025, "What does the equity term structure tell us about Trump 2.0′s first 100 days in office?," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112460.
• Tang, Ning & Huang, Yin-Siang, 2025, "Geopolitical risk exposure and credit terms: Evidence from Global supply chains," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112478.
• Sun, Chuanping, 2025, "A correlation-robust shrinkage estimator: Oracle inequality and an application on out-of-sample factor selection," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112480.
• Lalwani, Vaibhav, 2025, "Finfluencer recommendations," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112511.
• Koh, Byungwan & Park, James L. & Kim, Jaehwan, 2025, "Music royalty shares: Investment or fandom?," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112526.
• Panetsidou, Styliani & Synapis, Angelos, 2025, "Do markets react to weather? Stock price reactions to weather alerts," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112551.
• Chen, Minghui & Hanauer, Matthias X. & Kalsbach, Tobias, 2025, "Model complexity and the performance of global versus regional models," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112641.
• Brigida, Matthew, 2025, "The surprising irrelevance of total-value-locked on cryptocurrency returns," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112673.
• Bian, Yuxiang & Tang, Can & Xiong, Xiong & Yang, Jinqiang & Zhang, Yuzhao, 2025, "Rare disasters and their impact on hedge fund valuation and leverage choice," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112693.
• Johnson, William C. & Scharnowski, Stefan, 2025, "Price discovery through wrapped tokens," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112703.
• Toda, Alexis Akira, 2025, "Land bubbles despite non-vanishing rents," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112708.
• Andreasen, Martin M. & Jørgensen, Kasper & Meldrum, Andrew, 2025, "Bond risk premiums at the zero lower bound," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105939.
• Roussellet, Guillaume, 2025, "The term structure of macroeconomic risks at the effective lower bound," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2023.01.005.
• Aït-Sahalia, Yacine & Matthys, Felix & Osambela, Emilio & Sircar, Ronnie, 2025, "When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2023.105654.
• Kleibergen, Frank & Kong, Lingwei, 2025, "Identification robust inference for the risk premium in term structure models," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105728.
• Bandi, Federico M. & Su, Yinan, 2025, "Conditional spectral methods," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105863.
• Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2025, "Identification-robust and simultaneous inference in multifactor asset pricing models," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105915.
• Cheng, Xu & Renault, Eric & Sangrey, Paul, 2025, "Identifying the volatility risk price through the leverage effect," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105943.
• Ahrens, Maximilian & Erdemlioglu, Deniz & McMahon, Michael & Neely, Christopher J. & Yang, Xiye, 2025, "Mind your language: Market responses to central bank speeches," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105921.
• Gao, Jiti & Peng, Bin & Yan, Yayi, 2025, "Time-varying vector error-correction models: Estimation and inference," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106035.
• Djogbenou, Antoine A. & Hounyo, Ulrich, 2025, "Misspecification-robust bootstrap t-test for irrelevant factor in linear stochastic discount factor models," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106097.
• Kleibergen, Frank & Zhan, Zhaoguo, 2025, "Risk premia from the cross-section of individual assets," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106108.
• Cai, Yifei & Zhang, Yahua & Zhang, Anming, 2025, "Oil price shocks and airlines stock return and volatility – A GFEVD analysis," Economics of Transportation, Elsevier, volume 41, issue C, DOI: 10.1016/j.ecotra.2025.100396.
• Boddin, Dominik & te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2025, "Portfolio flows and household portfolios," European Economic Review, Elsevier, volume 172, issue C, DOI: 10.1016/j.euroecorev.2024.104904.
• González, Ignacio & Montecino, Juan A. & Stiglitz, Joseph E., 2025, "Equity prices, market power, and optimal corporate tax policy," European Economic Review, Elsevier, volume 176, issue C, DOI: 10.1016/j.euroecorev.2025.105039.
• Guler, Bulent & Lugovskyy, Volodymyr & Puzzello, Daniela & Tucker, Steven, 2025, "Trading institutions in experimental asset markets: Theory and Evidence," European Economic Review, Elsevier, volume 180, issue C, DOI: 10.1016/j.euroecorev.2025.105148.
• Kaldorf, Matthias & Röttger, Joost, 2025, "Convenient but risky government bonds," European Economic Review, Elsevier, volume 180, issue C, DOI: 10.1016/j.euroecorev.2025.105152.
• Holzknecht, Armando & Huber, Jürgen & Kirchler, Michael & Neugebauer, Tibor, 2025, "Speculating in zero-value assets: The greater fool game experiment," European Economic Review, Elsevier, volume 180, issue C, DOI: 10.1016/j.euroecorev.2025.105180.
• Ouzan, Samuel & Six, Pierre, 2025, "The demand for hedging of oil producers: A tale of risk and regret," European Journal of Operational Research, Elsevier, volume 321, issue 1, pages 330-343, DOI: 10.1016/j.ejor.2024.09.036.
• Xu, Zhiwei & Hua, Xia & Zhang, Teng, 2025, "Does official media sentiment matter for the stock market? Evidence from China," Emerging Markets Review, Elsevier, volume 64, issue C, DOI: 10.1016/j.ememar.2024.101234.
• Jin, Xianzhe & Si, Haitao & Zhu, Dandan & Li, Yuyan, 2025, "Spillover effects of short selling on corporate bond financing costs: Evidence from Chinese listed firms," Emerging Markets Review, Elsevier, volume 66, issue C, DOI: 10.1016/j.ememar.2025.101285.
• Chaudhry, Neeru & Dhawan, Priya, 2025, "Does firms' commitment towards CSR influence idiosyncratic volatility? Evidence from India," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101331.
• Schwarz, Patrick, 2025, "On the performance of volatility-managed equity factors — International and further evidence," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101560.
• Xu, Xia, 2025, "Market neutrality and beta crashes," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101577.
• Xu, Ke-Li, 2025, "A revisit to bias-adjusted predictive regression," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101578.
• Zhang, Renbin & Zhang, Tongbin, 2025, "The AH premium: A tale of “siamese twin” stocks," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101599.
• Chen, Chen & Cohen, Andrew & Liang, Qiqi & Sun, Licheng, 2025, "Maxing out short-term reversals in weekly stock returns," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101608.
• Ho, Thang & Kagkadis, Anastasios & Wang, George, 2025, "Bear factor and hedge fund performance," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101611.
• Ross, Sharon Y., 2025, "Credit distortions in Japanese momentum," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101615.
• Del Giudice, Alfonso & Rigamonti, Silvia & Signori, Andrea, 2025, "Climate change risk and green bond pricing," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101616.
• Borochin, Paul & Zhao, Yanhui, 2025, "The economic value of equity implied volatility forecasting with machine learning," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101618.
• Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand, 2025, "Behavioral biases, information frictions and interest rate expectations," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101637.
• Yu, Deshui & Huang, Difang & Zhou, Mingtao, 2025, "Option-implied idiosyncratic skewness and expected returns: Mind the long run," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101642.
• Yuan, Ying & Qu, Yong & Wang, Tianyang, 2025, "Predicting risk premiums: A constraint-based model," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101647.
• Chen, Yangyang & Ng, Jeffrey & Ofosu, Emmanuel & Yang, Xin, 2025, "Tick size and firm financing decisions: Evidence from a natural experiment," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101651.
• Chen, Shan & Li, Tao, 2025, "A unified duration-based explanation of the value, profitability, and investment anomalies," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101645.
• Zhang, Han & Xiong, Xiong & Guo, Bin, 2025, "The stock return predictability of treasury bond yield in China," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101654.
• Gu, Ariel & Yoo, Hong Il, 2025, "Mutual fund performance and flow-performance relationship under ambiguity," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101655.
• Bartolini, Nicola & Romagnoli, Silvia & Santini, Amia, 2025, "Understanding climate risk in Europe: Are transition and physical risk priced in equity and fixed-income markets?," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101672.
• Nguyen, Minh Nhat & Liu, Ruipeng & Li, Youwei, 2025, "Performance of energy ETFs and climate risks," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108031.
• Liu, Liping & Lü, Zheng & Yoon, Seong-Min, 2025, "Impact of policy uncertainty on stock market volatility in the China’s low-carbon economy," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108056.
• Siddiki, Jalal & Singh, Prakash, 2025, "The cost of uncertainty: Analysing the influence of coal price changes, the Russia-Ukraine war and geopolitical risk on risk premiums in the Indian electricity spot market," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108129.
• Simshauser, Paul, 2025, "Competition vs. coordination: Optimising wind, solar and batteries in renewable energy zones," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108279.
• Tripathi, Abhinava & Jha, Ravi Raushan & Vadhava, Charu, 2025, "A critique of the inappropriate interpretation of the quantile connectedness approach by Ando et al. (2022)," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108291.
• Dutta, Sunil & Hwang, Jinsung & Patatoukas, Panos N., 2025, "Fundamentals of carbon emissions scaling: Implications for sector peer comparisons and carbon efficient indexing," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108300.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri, 2025, "Government intervention and green innovation in renewable energy," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108185.
• Xu, Zhiwei & Gou, Xinyi & Zhang, Teng, 2025, "Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108409.
• Maneejuk, Paravee & Huang, Wucaihong & Yamaka, Woraphon, 2025, "Asymmetric volatility spillover effects from energy, agriculture, green bond, and financial market uncertainty on carbon market during major market crisis," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108430.
• Dimic, Nebojsa & Tinoco, Mario Hernandez & Piljak, Vanja & Vulanovic, Milos, 2025, "Energy SPACs performance and governance," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108478.
• Lashkaripour, Mohammadhossein & Hosseini, Seyedmehdi & Basirian, Elnaz & Bouri, Elie, 2025, "The path to sustainable Bitcoin mining: Challenges and barriers," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108503.
• Huang, Binghua & Li, Rui, 2025, "ESG ratings and ESG mutual fund management compensation," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108511.
• Wu, Bangzheng, 2025, "The global supply pressure and oil supply–demand shocks: A time-scale and quantile analysis," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108555.
• Peng, Juan & Yang, Jinqiang & Zhao, Pengxiang, 2025, "Investment, Tobin’s q, and the stochastic price of fossil fuel," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108553.
• Goswami, Alankrita & Karali, Berna, 2025, "Effects of growing-season weather on the dynamic price relationships between biofuel feedstocks," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108581.
• Gaies, Brahim & Chaâbane, Najeh & Adeosun, Opeoluwa Adeniyi & Sahut, Jean-Michel, 2025, "Climate transition risks, ESG sentiment and market value: Insights from the European stock market," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108605.
• Li, Yi & Li, Yang & Wang, Zhaohua, 2025, "Counting the carbon burden: Evidence from municipal bonds in China," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108690.
• Gohdes, Nicholas, 2025, "On spot revenues, capital structure and trade off theory: Analysing investment risk for contracted renewables," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108703.
• DeCoste, Joseph, 2025, "Does excess futures market demand affect the spot price of oil?," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108621.
• Bartolini, Nicola & Romagnoli, Silvia & Santini, Amia, 2025, "A climate risk hedge? Investigating the exposure of green and non-green corporate bonds to climate risk," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108664.
• Yousaf, Imran & Nekhili, Ramzi & Umar, Muhammad, 2025, "Corrigendum to “Extreme connectedness between renewable energy tokens and fossil fuel markets” [Energy Economics Volume 114, October 2022, 106305]," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108714.
• Smimou, K. & Abrokwah, M. & Drougas, A., 2025, "Corporate investment decisions and related commodities: International evidence from energy and mining industries," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108766.
• Zhang, Yaojie & Tian, Linxing & Zhang, Zhikai, 2025, "Petroleum volatility spillover index and stock return predictability," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108850.
• Das, Debojyoti & Saurav, Sumit & Dutta, Anupam, 2025, "Modelling for insight: Does oil price uncertainty have directional predictability for travel and leisure firms?," Energy Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.eneco.2025.108887.
• Zou, Jin & Gao, Li & Yan, Jingzhou & Liu, Yuan, 2025, "ESG report tone and bond spreads," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108955.
• Ahn, Byung Hyun & Dutta, Sunil & Patatoukas, Panos N., 2025, "Corporate carbon overhang: Valuing corporate exposure to future carbon costs," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.109022.
• Choi, Bongseok & Kim, Jinsoo & Yang, Minyoung, 2025, "Drivers of offtake contract adoption in project financing deals: The case of solar and wind power plants," Energy Policy, Elsevier, volume 198, issue C, DOI: 10.1016/j.enpol.2024.114491.
• Simshauser, Paul & Gohdes, Nicholas, 2025, "Incomplete markets, pumped hydro storage and the role of policy in Australia's national electricity market," Energy Policy, Elsevier, volume 204, issue C, DOI: 10.1016/j.enpol.2025.114657.
• Broadstock, David C. & Fouquet, Roger & Kim, Jeong Won, 2025, "Carbon pricing and stock performance: Are carbon prices already more influential than energy prices?," Energy Policy, Elsevier, volume 206, issue C, DOI: 10.1016/j.enpol.2025.114775.
• Saif-Alyousfi, Abdulazeez Y.H., 2025, "Energy shocks and stock market returns under COVID-19: New insights from the United States," Energy, Elsevier, volume 316, issue C, DOI: 10.1016/j.energy.2025.134546.
• Hua, Xia & Dong, Dairui & Xu, Zhiwei & Huang, Wentao, 2025, "Official media sentiments toward energy and equity returns: Evidence from China," Energy, Elsevier, volume 340, issue C, DOI: 10.1016/j.energy.2025.139126.
• Wang, Chuyu & Zhang, Guanglong, 2025, "In the shadows of opacity: Firm information quality and latent factor model performance," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103970.
• Bao, Kun & Chen, Denghui & Gu, Chen & Papakroni, Erlina & Stan, Raluca & Wang, Muhan, 2025, "The informational role of forex option volume," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103978.
• Hambel, Christoph & van der Sanden, Floor, 2025, "Reevaluating the carbon premium: Evidence of green outperformance," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104042.
• Fiorillo, Paolo & Meles, Antonio & Ricciardi, Antonio & Verdoliva, Vincenzo, 2025, "ESG performance and the cost of debt. Evidence from the corporate bond market," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104097.
• Shimauchi, Takuto & Fukui, Masaki & Yamamoto, Daiki & Taura, Yuto & Kameda, Keigo, 2025, "Sustainability bond, sustainability-linked bond, and firms' environmental performance," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104127.
• Wu, Zhenshu & Pownall, Rachel & Shih, Yi-Cheng & Zhang, Chendi, 2025, "State ownership and the value of sustainability: Evidence from China," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104142.
• Vidal, Marta & Vidal-García, Javier & Bekiros, Stelios & Trinidad-Segovia, Juan E., 2025, "Global mutual fund flows," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104156.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Tosun, Aynur Dilan, 2025, "Regret in global equity markets," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104198.
• Balietti, Stefano & Celebi, Can & Tercero-Lucas, David, 2025, "From crypto to NFTs: Identifying the new wave of digital investors," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104172.
• Orpiszewski, Tomasz & Thompson, Mark, 2025, "Beyond borders: Asset price reaction to ESG incidents at home and abroad," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104246.
• Zhou, Mingtao & Ma, Yong, 2025, "Physical vs. Transition climate risks: Asymmetric effects on stock return predictability," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104266.
• Dragotto, Massimo & Dufour, Alfonso & Varotto, Simone, 2025, "Greenium fluctuations and climate awareness in the corporate bond market," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104281.
• Sobti, Neharika, 2025, "What triggers intraday price jumps and co-jumps in gold?," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104380.
• Fahmy, Hany, 2025, "Empty pledges and powerless conventions: How transition climate risks are disrupting financial markets?," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104384.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2025, "2024 U.S. presidential elections: An event study for U.S. and non-U.S. fossil fuel and renewable listed firms," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104430.
• Jia, Qinmin & Song, Zhihui & Huang, Xiaohong & Xuan, Quansheng, 2025, "The stock price crash risk of central firms in business groups," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104433.
• Li, Luyang & Yin, Ximing & Yu, Deshui, 2025, "On the time-varying relation between monetary policy uncertainty and bond risk premia," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104465.
• Wu, Yuhui & Tian, Yanan & Han, Jie & Zhang, Zhilun, 2025, "Information or power? Financial infrastructure and carbon information disclosure," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104535.
• Yin, Wei & Wu, Fan & Zhou, Peng & Kirkulak-Uludag, Berna, 2025, "Exploring resilience in the cryptocurrency market: Risk transmission and network robustness," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104546.
• Oehler, Andreas & Neuss, Charlotte, 2025, "ESG disclosure vs. ESG ratings: Consistent information value?," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104623.
• Nechvátalová, Lenka, 2025, "Autoencoder asset pricing models and economic restrictions — international evidence," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104642.
• Wang, Jiqian & Chen, Chuang & Dai, Xingyu, 2025, "News topic attention and crude oil price predictability," International Review of Financial Analysis, Elsevier, volume 108, issue PA, DOI: 10.1016/j.irfa.2025.104696.
• Hearn, Bruce & Tauringana, Venancio & Ntim, Collins & Malagila, John K. & Mishra, Tapas, 2025, "Asset pricing in African frontier equity markets," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103752.
• Rudkin, Wanling & Cai, Charlie X. & Zhou, You, 2025, "Can we enhance investment with ESG?," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103776.
• Mercik, Aleksander & Będowska-Sójka, Barbara & Karim, Sitara & Zaremba, Adam, 2025, "Cross-sectional interactions in cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103809.
• Kanamura, Takashi, 2025, "Stochastic behavior of green bond premiums," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103836.
• Díaz, Juan D. & Hansen, Erwin, 2025, "Price effects of asset forced sales during massive pension funds withdrawals," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103869.
• Guo, Weiwei & Intini, Silvia & Jahanshahloo, Hossein, 2025, "Bitcoin arbitrage and exchange default risk," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106364.
• Alemany, Nuria & Aragó, Vicent & Salvador, Enrique, 2025, "Uncovering the risk-return trade-off through ridge regressions," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106420.
• Tapia-Griñen, Pablo & Pastén-Henríquez, Boris & Sepúlveda-Velásquez, Jorge, 2025, "Earthquakes in Chile and Peru: How are they reflected in the copper financial market?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106429.
• Liu, Fengming & Song, Yingda, 2025, "Analysis of credit ABS based on Markov chain approaches," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106432.
• Assamoi, Vincent K. & Ekponon, Adelphe & Guo, Zihan, 2025, "Are cryptocurrencies priced in the cross-section? A portfolio approach," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106437.
• Wellalage, Nirosha & Wallace, Damien & Reddy, Krishna, 2025, "Access to finance: The role of production level technology," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106460.
• Han, Laura & Han, Yufeng & Tian, Shirley, 2025, "The disappearing turn-of-month effect," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106461.
• Zhu, Steven X. & Cai, Kelly & Zhu, Hui, 2025, "Is corporate social responsibility priced into Yankee bonds?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106474.