Research classified by Journal of Economic Literature (JEL) codes

2024

• Jian Chen, 2024, "Jump Clustering, Information Flows, and Stock Price Efficiency†," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1588-1615.
• Ajim Uddin & Xinyuan Tao & Dantong Yu, 2024, "The Network Factor of Equity Pricing: A Signed Graph Laplacian Approach," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1616-1655.
• Soohun Kim & Robert A Korajczyk, 2024, "Large Sample Estimators of the Stochastic Discount Factor," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1672-1713.
• Asher Curtis & Chang-Jin Kim & Hyung Il Oh, 2024, "A Structural Break in the Aggregate Earnings–Returns Relation," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1785-1808.
• Robert Dam & Shaun William Davies & S Katie Moon, 2024, "Investor Demand for Leverage: Evidence from Equity Closed-End Funds," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 1, pages 1-39.
• Adam Goliński & Peter Spencer, 2024, "Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 1, pages 119-152.
• Baolian Wang, 2024, "A New Value Strategy," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 1, pages 40-83.
• Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman, 2024, "Loss Sharing in Central Clearinghouses: Winners and Losers," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 2, pages 237-273.
• Yang Liu & Guofu Zhou & Yingzi Zhu, 2024, "Trend Factor in China: The Role of Large Individual Trading," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 2, pages 348-380.
• Baris Ince & Han Ozsoylev, 2024, "Price of Regulations: Regulatory Costs and the Cross-section of Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 3, pages 381-427.
• Michael Hasler & Charles Martineau, 2024, "Equity Return Predictability with the ICAPM," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 3, pages 481-512.
• Tzu-Ying Chen & Yo-Lan Lin & Larry Y Tzeng, 2024, "Estimating Probability Weighting Functions through Option Pricing Bounds," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 3, pages 513-543.
• Sebastian Denk & Gunter Löffler, 2024, "Predicting the Equity Premium with Combination Forecasts: A Reappraisal," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 4, pages 545-577.
• Paul Karehnke, 2024, "Systematic Skewness and Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 4, pages 578-612.
• Amy K Edwards & Adam V Reed & Pedro A C Saffi, 2024, "A Survey of Short-Selling Regulations," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 4, pages 613-639.
• Junbo Wang & Yun Wang & Chunchi Wu & Xiaoguang Yang & Lin Zhao, 2024, "Social Proximity, Information, and Incentives in Local Bank Lending," The Review of Corporate Finance Studies, Society for Financial Studies, volume 13, issue 1, pages 80-146.
• Kangli Li & Jordan van Rijn, 2024, "Credit Union and Bank Subprime Lending in the Great Recession," The Review of Corporate Finance Studies, Society for Financial Studies, volume 13, issue 2, pages 494-538.
• Redouane Elkamhi & Daniel Kim & Chanik Jo & Marco Salerno, 2024, "Agency Conflicts and Investment: Evidence from a Structural Estimation," The Review of Corporate Finance Studies, Society for Financial Studies, volume 13, issue 2, pages 539-582.
• Pooya Molavi & Alireza Tahbaz-Salehi & Andrea Vedolin, 2024, "Model Complexity, Expectations, and Asset Prices," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 4, pages 2462-2507.
• Nusret Cakici & Christian Fieberg & Daniel Metko & Adam Zaremba, 2024, "Do Anomalies Really Predict Market Returns? New Data and New Evidence," Review of Finance, European Finance Association, volume 28, issue 1, pages 1-44.
• Sudheer Chava & Baridhi Malakar & Manpreet Singh, 2024, "Impact of Corporate Subsidies on Borrowing Costs of Local Governments: Evidence from Municipal Bonds," Review of Finance, European Finance Association, volume 28, issue 1, pages 117-161.
• Marco Ceccarelli & Stefano Ramelli & Alexander F Wagner, 2024, "Low Carbon Mutual Funds," Review of Finance, European Finance Association, volume 28, issue 1, pages 45-74.
• Jitendra Aswani & Aneesh Raghunandan & Shiva Rajgopal, 2024, "Are Carbon Emissions Associated with Stock Returns?," Review of Finance, European Finance Association, volume 28, issue 1, pages 75-106.
• Jack Favilukis & Terry Zhang, 2024, "Why momentum concentrates among overvalued stocks?," Review of Finance, European Finance Association, volume 28, issue 2, pages 389-412.
• David Schröder, 2024, "The term structure of equity yields—a bottom-up approach," Review of Finance, European Finance Association, volume 28, issue 2, pages 661-697.
• Wenxi Jiang, 2024, "Leveraged speculators and asset prices†," Review of Finance, European Finance Association, volume 28, issue 3, pages 769-804.
• Markus Sihvonen, 2024, "Yield curve momentum," Review of Finance, European Finance Association, volume 28, issue 3, pages 805-830.
• Xuanchen Zhang & Raymond H Y So & Tarik Driouchi, 2024, "Common risk factors in cross-sectional FX options returns," Review of Finance, European Finance Association, volume 28, issue 3, pages 897-944.
• Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander F Wagner, 2024, "Do investors care about biodiversity?," Review of Finance, European Finance Association, volume 28, issue 4, pages 1151-1186.
• Bruce D Grundy & Sjoerd van Bekkum & Patrick Verwijmeren, 2024, "Complementarity of sovereign and corporate debt issuance: mind the gap," Review of Finance, European Finance Association, volume 28, issue 4, pages 1187-1213.
• Elena Asparouhova & Peter Bossaerts & Xiaoqin Cai & Kristian Rotaru & Nitin Yadav & Wenhao Yang, 2024, "Humans in charge of trading robots: the first experiment," Review of Finance, European Finance Association, volume 28, issue 4, pages 1215-1244.
• Darius Palia & Stanislav Sokolinski, 2024, "Strategic borrowing from passive investors," Review of Finance, European Finance Association, volume 28, issue 5, pages 1537-1573.
• Jeffery (Jinfan) Chang & Shijie Yang & Bohui Zhang, 2024, "Does express delivery run ahead of stock price?," Review of Finance, European Finance Association, volume 28, issue 5, pages 1687-1724.
• Michail Anthropelos & Paul Schneider, 2024, "Optimal investment and equilibrium pricing under ambiguity," Review of Finance, European Finance Association, volume 28, issue 6, pages 1759-1805.
• Yufeng Han & Ai He & David E Rapach & Guofu Zhou, 2024, "Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning," Review of Finance, European Finance Association, volume 28, issue 6, pages 1807-1831.
• Carlos A Ramírez, 2024, "Firm Networks and Asset Returns," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 10, pages 3050-3091.
• Marta Khomyn & Tālis Putniņs̆Stockholm & Marius Zoican, 2024, "The Value of ETF Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 10, pages 3092-3148.
• Rui Albuquerque & José Miguel Cardoso-Costa & José Afonso Faias, 2024, "Price elasticity of demand and risk-bearing capacity in sovereign bond auctions," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 10, pages 3149-3187.
• Benjamin Golez & Jens Jackwerth, 2024, "Holding Period Effects in Dividend Strip Returns," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 10, pages 3188-3215.
• Victor Duarte & Diogo Duarte & Dejanir H Silva, 2024, "Machine Learning for Continuous-Time Finance," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3217-3271.
• Marianne Andries & Thomas M Eisenbach & Martin C Schmalz, 2024, "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3272-3334.
• Emilio Bisetti & Kai Li & Jun Yu, 2024, "The Technical Default Spread," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3386-3430.
• Amit Goyal & Ivo Welch & Athanasse Zafirov, 2024, "A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3490-3557.
• Daniel G Garrett, 2024, "Conflicts of Interest in Municipal Bond Advising and Underwriting," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 12, pages 3835-3876.
• Federico Nucera & Lucio Sarno & Gabriele Zinna, 2024, "Currency Risk Premiums Redux," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 2, pages 356-408.
• Adem Atmaz & Suleyman Basak & Fangcheng Ruan, 2024, "Dynamic Equilibrium with Costly Short-Selling and Lending Market," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 2, pages 444-506.
• Thummim Cho & Lukas Kremens & Dongryeol Lee & Christopher Polk, 2024, "Scale or Yield? A Present-Value Identity," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 950-988.
• Walter Pohl & Karl Schmedders & Ole Wilms, 2024, "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 3, pages 989-1028.
• Justin Birru & Sinan Gokkaya & Xi Liu & René Stulz, 2024, "Are Analyst “Top Picks” Informative?," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 5, pages 1538-1583.
• Qing Li & Hongyu Shan & Yuehua Tang & Vincent Yao, 2024, "Corporate Climate Risk: Measurements and Responses," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 6, pages 1778-1830.
• Magnus Dahlquist & Markus Ibert, 2024, "Equity Return Expectations and Portfolios: Evidence from Large Asset Managers," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 6, pages 1887-1928.
• Ricardo De la & Sean Myers, 2024, "Which Subjective Expectations Explain Asset Prices?," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 6, pages 1929-1978.
• Olivier Accominotti & Thilo N H Albers & Kim Oosterlinck, 2024, "Selective Default Expectations," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 6, pages 1979-2015.
• Mariassunta Giannetti & Chotibhak Jotikasthira, 2024, "Bond Price Fragility and the Structure of the Mutual Fund Industry," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 7, pages 2063-2109.
• Spencer J Couts & Andrei S Gonçalves & Andrea Rossi, 2024, "Unsmoothing Returns of Illiquid Funds," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 7, pages 2110-2155.
• Gabor Pinter & Chaojun Wang & Junyuan Zou, 2024, "Size Discount and Size Penalty: Trading Costs in Bond Markets," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 7, pages 2156-2190.
• John R Huck, 2024, "The Psychological Externalities of Investing: Evidence from Stock Returns and Crime," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 7, pages 2273-2314.
• Indrajit Mitra & Yu Xu, 2024, "A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 8, pages 2461-2509.
• Kimberly Cornaggia & Xuelin Li & Zihan Ye, 2024, "Financial Effects of Remote Product Delivery: Evidence from Hospitals," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 9, pages 2817-2854.
• Jesús Fernández-Villaverde & Yang Yu & Francesco Zanetti, 2024, "Technological synergies, heterogeneous firms, and idiosyncratic volatility," Economics Series Working Papers, University of Oxford, Department of Economics, number 1037, Mar.
• Venky Nagar & Jordan Schoenfeld, 2024, "Measuring weather exposure with annual reports," Review of Accounting Studies, Springer, volume 29, issue 1, pages 1-32, March, DOI: 10.1007/s11142-022-09711-2.
• Alexander Barinov & Shawn Saeyeul Park & Çelim Yıldızhan, 2024, "Firm complexity and post-earnings announcement drift," Review of Accounting Studies, Springer, volume 29, issue 1, pages 527-579, March, DOI: 10.1007/s11142-022-09727-8.
• Jeremiah Green & John R. M. Hand & Anywhere Sikochi, 2024, "The asymmetric mispricing information in analysts’ target prices," Review of Accounting Studies, Springer, volume 29, issue 1, pages 889-915, March, DOI: 10.1007/s11142-022-09730-z.
• Andy Fodor & Kelley Bergsma Lovelace & Vijay Singal & Jitendra Tayal, 2024, "Does firm life cycle stage affect investor perceptions? Evidence from earnings announcement reactions," Review of Accounting Studies, Springer, volume 29, issue 2, pages 1039-1096, June, DOI: 10.1007/s11142-022-09749-2.
• Feifei Wang & Xuemin Sterling Yan & Lingling Zheng, 2024, "Do sophisticated investors follow fundamental analysis strategies? Evidence from hedge funds and mutual funds," Review of Accounting Studies, Springer, volume 29, issue 2, pages 1097-1146, June, DOI: 10.1007/s11142-023-09762-z.
• Chen Chen & Michelle Song & Cameron Truong & Jin Zhang, 2024, "Naming as business strategy: an analysis of eponymy and debt contracting," Review of Accounting Studies, Springer, volume 29, issue 3, pages 2971-3017, September, DOI: 10.1007/s11142-023-09765-w.
• Dan Amiram & Edward Owens, 2024, "Accounting-based expected loss given default and debt contract design," Review of Accounting Studies, Springer, volume 29, issue 3, pages 2437-2467, September, DOI: 10.1007/s11142-023-09772-x.
• Christopher S. Armstrong & Mirko S. Heinle & Irina Luneva, 2024, "Financial information and diverging beliefs," Review of Accounting Studies, Springer, volume 29, issue 3, pages 2082-2124, September, DOI: 10.1007/s11142-024-09832-w.
• Martina Andreani & Diogo Palhares & Scott Richardson, 2024, "Computing corporate bond returns: a word (or two) of caution," Review of Accounting Studies, Springer, volume 29, issue 4, pages 3887-3906, December, DOI: 10.1007/s11142-023-09777-6.
• Ryan J. Casey & George W. Ruch, 2024, "Are earnings better than cash flows at predicting future cash flows? Evidence from apples-to-apples comparisons," Review of Accounting Studies, Springer, volume 29, issue 4, pages 3218-3257, December, DOI: 10.1007/s11142-023-09805-5.
• Marcus Becker & Andreas Löffler, 2024, "Arbitrage and non-linear taxes," Review of Managerial Science, Springer, volume 18, issue 12, pages 3487-3514, December, DOI: 10.1007/s11846-023-00721-1.
• Somayyeh Lotfi & Stavros A. Zenios, 2024, "Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance," Review of Managerial Science, Springer, volume 18, issue 7, pages 2115-2140, July, DOI: 10.1007/s11846-023-00715-z.
• Tri Minh Phan, 2024, "Sentiment-semantic word vectors: A new method to estimate management sentiment," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 160, issue 1, pages 1-22, December, DOI: 10.1186/s41937-024-00126-1.
• Gregor Dorfleitner & Rongxin Zhang, 2024, "ESG News Sentiment and Stock Price Reactions: A Comprehensive Investigation via BERT," Schmalenbach Journal of Business Research, Springer, volume 76, issue 2, pages 197-244, June, DOI: 10.1007/s41471-024-00185-3.
• Claude Bergeron, 2024, "Inflation, risk, and dividend growth," SN Business & Economics, Springer, volume 4, issue 7, pages 1-21, July, DOI: 10.1007/s43546-024-00674-x.
• Burak Pirgaip & Mehmet Baha Karan & Seçil Sayın Kutluca, 2024, "Do Green Bonds Improve the Stock and Environmental Performance of Energy Firms? International Evidence," Springer Books, Springer, in: James Thewissen & Özgür Arslan-Ayaydin & Wim Westerman & André Dorsman, "The ESG Framework and the Energy Industry", DOI: 10.1007/978-3-031-48457-5_9.
• Tatsuyoshi Okimoto & Sumiko Takaoka, 2024, "Sustainability and Credit Spreads in Japan," Springer Books, Springer, in: Sumiko Takaoka, "Environmental Technology Innovation and ESG Investment", DOI: 10.1007/978-981-99-9768-8_2.
• Han-Ching Huang & Guan-Yu Chen, 2024, "The Performance Analysis of Trading Strategies Based on Insider Silence," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 2, pages 1-4.
• Boudiaf, Ismael Alexander & Scheicher, Martin & Frieden, Immo, 2024, "The market liquidity of interest rate swaps," ESRB Working Paper Series, European Systemic Risk Board, number 147, Mar.
• Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2024, "Pricing anomalies in a general equilibrium model with biased learning," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2024/14, Apr.
• Alicia Aguilar, 2024, "Beyond Fragmentation: Unraveling the Drivers of Yield Divergence in the euro area," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 9/2024, Nov.
• Nathan Lassance & Rodolphe Vanderveken & Frédéric Vrins, 2024, "On the Combination of Naive and Mean-Variance Portfolio Strategies," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 875-889, July, DOI: 10.1080/07350015.2023.2256801.
• Fabian MOODLEY, 2024, "Bond Indices Maturities and Changing Macroeconomic Conditions: Evidence from South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 1, pages 57-73, DOI: 10.1991/jefa.v8i1.a66.
• Mehran Akbari & Christian Bauer & Matthias Neuenkirch & Dennis Umlandt, 2024, "Economic Forecast Disagreement and Equity Pricing: International Evidence," Research Papers in Economics, University of Trier, Department of Economics, number 2025-07.
• Gollier, Christian, 2024, "The welfare cost of ignoring the beta," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1556, Jul.
• Lorette DANILO & Fayssal JAMHAMED & Franck MARTIN, 2024, "Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-11, Nov.
• Josué Thélissaint, 2024, "Assessing Cryptomarket Risks: Macroeconomic Forces, Market Shocks and Behavioural Dynamics," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-14, Dec.
• Jessica Nallely Flores Gálvez & Abdiel Hernández Mendoza & José Miguel Mata Hernández, 2024, "Análisis de deslocalización, relocalización y financiero de empresas energéticas de litio y gas afectadas por el conflicto Rusia-Ucrania
  [Analysis of dislocation, relocation, and financial valuatio," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), volume 37, pages 90197-90197, DOI: 10.5209/pade.90197.
• Priit Jeenas & Ricardo Lagos, 2024, "Q-Monetary Transmission," Journal of Political Economy, University of Chicago Press, volume 132, issue 3, pages 971-1012, DOI: 10.1086/726904.
• Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2024, "Belief Overreaction and Stock Market Puzzles," Journal of Political Economy, University of Chicago Press, volume 132, issue 5, pages 1450-1484, DOI: 10.1086/727713.
• Eduardo Dávila & Daniel Graves & Cecilia Parlatore, 2024, "The Value of Arbitrage," Journal of Political Economy, University of Chicago Press, volume 132, issue 6, pages 1947-1993, DOI: 10.1086/728453.
• Leland E. Farmer & Emi Nakamura & Jón Steinsson, 2024, "Learning about the Long Run," Journal of Political Economy, University of Chicago Press, volume 132, issue 10, pages 3334-3377, DOI: 10.1086/730207.
• Zacharias Psaradakis & Martin Sola & Francisco Rapetti & Patricio Yunis, 2024, "The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_01, Apr.
• Zacharias Psaradakis & Martin Sola & Nicola Spagnolo & Patricio Yunis, 2024, "Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_02, May.
• Clément Landormy, 2024, "An inquiry of Bitcoin price formation: Evidence from Linear and Nonlinear ARDL Frameworks, 2017-2018," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2024-31.
• Claudio Columbano & Andrea Bafundi, 2024, "Contenido de la información y efecto de consenso de los planes fiscales
  [Information content and consensus effect of fiscal plans]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 41, issue 83, pages 93-122, july-dece, DOI: https://doi.org/10.52292/j.estudeco.
• Leonov Ivan, 2024, "Pricing imbalances in the motor fuel markets in Russia," Working Papers, Moscow State University, Faculty of Economics, number 0067, May.
• Yandiev Magomet, 2024, "The underpricing phenomenon in initial public offerings is explained by the greed of financial speculators," Working Papers, Moscow State University, Faculty of Economics, number 0069, Apr.
• Yandiev Magomet, 2024, "An unusually great number of stock exchange transactions on the first trading day following an IPO/SPO," Working Papers, Moscow State University, Faculty of Economics, number 0072, Aug.
• Oleg Korenok & Ioannis Kospentaris & John Lightle, 2024, "An Experimental Evaluation of the Over-the-Counter Search Model," Working Papers, VCU School of Business, Department of Economics, number 2401, Jan.
• Monica Billio & Massimo Guidolin & Francesco Rocciolo, 2024, "Responsible Investing under Climate Change Uncertainty," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2024: 15.
• ANGHEL, Bogdan Ionuț, 2024, "Predicting Stock Price Direction Of Eurozone Banks: Can Deep Learning Techniques Outperform Traditional Models?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 4, pages 29-42, December.
• Chi-Ming Ho, 2024, "Are Financial Stocks Driven by Substantive Factors or Virtual Factors? Comparing Taiwan and China Markets," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 1, pages 95-118.
• Ahmed Alsayed & Kivanç Halil Ariç & Siok Kun Sek, 2024, "The Behavior of Stock Market Index During the Coronavirus Pandemic in Turkey," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 4, pages 555-570.
• Samet Gunay & Emrah Ismail Cevik & Sel Dibooglu, 2024, "Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 4, pages 571-604.
• Mikołajek-Gocejna Magdalena, 2024, "The Relationship Between ESG Rating and Firm Value—Evidence from Companies Listed on Polish Capital Market in the WIG-ESG Index," Central European Economic Journal, Sciendo, volume 11, issue 58, pages 141-158, January, DOI: 10.2478/ceej-2024-0011.
• Ivanov Illia, 2024, "Volatility Implications for Asset Returns Correlation," Central European Economic Journal, Sciendo, volume 11, issue 58, pages 424-446, DOI: 10.2478/ceej-2024-0027.
• Mallieswari R. & Palanisamy Varadharajan & Senthilnathan Arthi Thangavelu & Gurumurthy Suganya & Joshua Selvakumar J. & Pachiyappan Sathish, 2024, "A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python," Economics, Sciendo, volume 12, issue 2, pages 113-127, DOI: 10.2478/eoik-2024-0014.
• Inđić Milica & Pjanić Miloš & Kalaš Branimir, 2024, "How Did the Stock Exchange Respond to Geopolitical Events? Evidence from the Former Yugoslav Republics," Economic Themes, Sciendo, volume 62, issue 2, pages 203-218, DOI: 10.2478/ethemes-2024-0011.
• Bursać Nataša Martić & Stričević Ljiljana & Gocić Milena, 2024, "Impact of Climate Change on Agricultural Production and Agroclimatic Conditions in the Pirot Valley," Economic Themes, Sciendo, volume 62, issue 3, pages 293-315, DOI: 10.2478/ethemes-2024-0015.
• Potrykus Marcin & Augustynowicz Urszula, 2024, "The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 60, issue 3, pages 157-172, DOI: 10.2478/ijme-2024-0011.
• Egan Paul & McQuinn Kieran & O’Toole Conor, 2024, "Credit and House Prices in the Irish Residential Market," Intereconomics: Review of European Economic Policy, Sciendo, volume 59, issue 5, pages 293-300, DOI: 10.2478/ie-2024-0057.
• Paientko Tetiana & Pundir Rashmi Ravindra Kumar, 2024, "Volatility Analysis of the Indian Stock Market: Insights from Bank Nifty Index and Futures Trading," Journal of Intercultural Management, Sciendo, volume 16, issue 4, pages 5-41, DOI: 10.2478/joim-2024-0013.
• Vodă Tudor-Ovidiu, 2024, "The Nexus Between Investors’ Sentiment and Hedge Funds Risk Premiums," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 69, issue 2, pages 26-39, DOI: 10.2478/subboec-2024-0008.
• Orlović Zrinka & Zoričić Davor & Golubić Zrinka Lovretin, 2024, "Yield Curve Estimation Based on Government Security Prices in the Croatian Financial Market," Zagreb International Review of Economics and Business, Sciendo, volume 27, issue 2, pages 27-41, DOI: 10.2478/zireb-2024-0016.
• Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2024, "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2024-013, Dec.
• Gregory Phelan & Wei Li & Yongqin Wang, 2024, "Collateralizability and Asset Prices: Evidence from Structured Funds," Department of Economics Working Papers, Department of Economics, Williams College, number 2025-102, Oct, DOI: 10.36934/wecon:2025-102.
• Thorsten V. Koeppl & Jeremy M. Kronick & James McNeil, 2024, "Using functional shocks to assess conventional and unconventional monetary policy in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 57, issue 4, pages 1314-1336, November, DOI: 10.1111/caje.12741.
• Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2024, "The U.S. Public Debt Valuation Puzzle," Econometrica, Econometric Society, volume 92, issue 4, pages 1309-1347, July, DOI: 10.3982/ECTA20497.
• Christoph Hambel & Holger Kraft & Frederick van der Ploeg, 2024, "Asset Diversification Versus Climate Action," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 65, issue 3, pages 1323-1355, August, DOI: 10.1111/iere.12691.
• Kimberly A. Berg & Nelson C. Mark, 2024, "Uncertainty, Long‐Run, And Monetary Policy Risks In A Two‐Country Macro Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 65, issue 3, pages 1387-1413, August, DOI: 10.1111/iere.12697.
• Laura Carabotta & Peter Claeys, 2024, "Combine to compete: Improving fiscal forecast accuracy over time," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 4, pages 948-982, July, DOI: 10.1002/for.3058.
• William Chen & Gregory Phelan, 2024, "Liquidity Provision and Financial Stability," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 2-3, pages 455-487, March, DOI: 10.1111/jmcb.13026.
• Benjamin Beckers & Kerstin Bernoth, 2024, "Monetary Policy and Mispricing in Stock Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 7, pages 1887-1904, October, DOI: 10.1111/jmcb.13090.
• Tanweer Akram & Khawaja Mamun, 2024, "Modeling Chilean Long-Term Swap Yields Based on the Short-Term Interest Rate: A Garch Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 02, pages 1-25, June, DOI: 10.1142/S201049522450009X.
• Dilip B. Madan & King Wang, 2024, "Financial Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 03n04, pages 1-27, May, DOI: 10.1142/S0219024924500110.
• Karen Grigorian & Robert A. jarrow, 2024, "Option Pricing in an Incomplete Market," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 1-16, September, DOI: 10.1142/S2010139224500095.
• Hardy Hulley & Leo Liu & Kenny Phua, 2024, "Investor Search and Asset Prices," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 1-33, December, DOI: 10.1142/S2010139224500149.
• Robert A. Jarrow, 2024, "A Credit Spread Decomposition: A Resolution of the Credit Spread Puzzle," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 1-14, December, DOI: 10.1142/S2010139224500162.
• Thomas C. Chiang, 2024, "Searching for Assets to Hedge Against Inflation in the U.S. Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 01, pages 1-18, March, DOI: 10.1142/S0219091523500297.
• Paul A. Griffin & Estelle Y. Sun, 2024, "Climate-Related Financial Risk: Insights from a Semisystematic Review of the Literature and Implications for Financial Reporting," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 02, pages 1-60, June, DOI: 10.1142/S1094406024500070.
• Ammar Ali Gull & Muhammad Atif & Muhammad Usman, 2024, "Informal Institutions and Audit Pricing: Cross-Country Evidence of National Culture and Audit Fees," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 02, pages 1-56, June, DOI: 10.1142/S1094406024500082.
• Cheng Few Lee & Alice C Lee & John C Lee (ed.), 2024, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives:In 4 Volumes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13051, ISBN: ARRAY(0x62616ba0), March.
• Leonard MacLean & Sébastien Lleo (ed.), 2024, "Selected Works of William T Ziemba:A Memorial Volume," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13656, ISBN: ARRAY(0x62d33178), March.
• Cheng Few Lee, 2024, "Introduction to Investment Analysis, Portfolio Management, and Financial Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yu-An Chen & Dan Palmon, 2024, "Analyst Characteristics-Based Consensus Forecasts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jia Shao & Nathan Lael Joseph & Ahmed A. El-Masry, 2024, "Models of Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Wan-Jiun Paul Chiou & Wen-Yi Lee & Jing-Rung Yu, 2024, "Realized Diversification Benefits of Risk Portfolio Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ehud I. Ronn, 2024, "VIX Implied Volatility as a Time-Invariant, Stationary Assessor of Market Nervousness/Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Anastassios A. Drakos & Georgios P. Kouretas & Stavros Stavroyiannis & Leonidas Zarangas, 2024, "Investment and Saving in the European Union: Another Look at Feldstein–Horioka," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Bharat Sarath & Yixun Zhou, 2024, "A Three-Stage Procedure for Predicting Stock Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Phillip A. Cartwright & Natalija Riabko, 2024, "Temporal Aggregation and the Estimation of Reverse Regressions for Commodities Market Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Luis Alberiko Gil-Alana, 2024, "Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Meth," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Charles Cao & Timothy Simin & Han Xiao, 2024, "Predicting the Equity Premium with the Implied Volatility Spread," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yang Zhao & Cheng Few Lee & Min-Teh Yu, 2024, "Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2024, "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng Few Lee, 2024, "Alternative Methods for Estimating Firm’s Growth Rate: Update and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Cheng Few Lee & Wei K. Shih, 2024, "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Yibing Chen & John Lee, 2024, "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024, "An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2024, "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2024, "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Cheng Few Lee, 2024, "Do Investors Still Benefit from Culturally Home-biased Diversification? An Empirical Study of China, Hong Kong, and Taiwan," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hao-Chang Sung, 2024, "Product Market Competition and Real Activities Manipulations: Theory, Implications, and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Fu-Lai Lin & Sheng-Yung Yang & Yu-Fen Chen, 2024, "Gold in Portfolio: A Long-Term or Short-Term Diversifier?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Shin-Yun Wang & Cheng Few Lee, 2024, "Fuzzy Multicriteria Decision-Making for Evaluating Mutual Fund Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Weifeng Hung & Chia-Chi Lu & Cheng Few Lee, 2024, "Mutual Fund Herding and Its Impact on Stock Returns: Evidence from the Taiwan Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Paul W. Chiou & Alice C. Lee & Cheng Few Lee, 2024, "Stock Return, Risk, and Legal Environment around the World," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Dinh Tran Ngoc Huy & Vu Quynh Nam & Hoang Thanh Hanh & Nguyen Ngoc Thach, 2024, "Further Analysis of Bitcoin, Fintech, and P2P Lending: Perspectives and Recommendations from Industry 4.0," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Julia Nasev & Dominik von der Emde, 2024, "Earnings Quality and the Coinsurance Effect," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2024, "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Andy C.W. Chui, 2024, "Economic Policy Uncertainty and Short-term Reversals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Fu-Lai Lin & Phillip Cartwright, 2024, "Time Aggregation and the Estimation of the Market Model: Revision and Extension," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Peter Chinloy & Matthew Imes & Wendy Liu, 2024, "Leases on Balance Sheets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Financial Econometrics, Mathematics, Statistics, and Financial Technology: An Overall View," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Tumellano Sebehela, 2024, "Entropic Two-Asset Option," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sheng-Syan Chen & Cheng Few Lee & Keshab Shrestha, 2024, "Joint Normality Test for the Returns on the Futures and Spot," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Keshab Shrestha & Robert L. Welch, 2024, "Analysis of Theoretical and Empirical Relationships between the Treasury Bills and Eurodollar," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Giulio Anselmi, 2024, "Volatility Risk Measures and Banks’ Leverage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chaoshin Chiao & Tung-Ying Lin & Cheng Few Lee, 2024, "The Reactions to On-Air Stock Reports: Prices, Volume, and Order Submission Behavior," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 36, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Thi Thanh Huyen Nguyen & Duc De Ngo & Mouloud Tensaout, 2024, "Mutual Fund Competition for Ranking: When Risk-Taking Comes with Managerial Effort," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Sheng-Syan Chen & Cheng Few Lee & Fu-Lai Lin & Keshab Shrestha, 2024, "Hedge Ratios: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 38, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chin-Chen Chien & Cheng Few Lee & Andrew M. L. Wang, 2024, "A Note on Stock Market Seasonality: The Impact of Stock Price Volatility on the Application of Dummy Variable Regression Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 39, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024, "Time-Changed GARCH versus GARJI Model for Extreme Events: An Empirical Study," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 40, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hany B. Ahmed & Yilmaz Guney, 2024, "Corporate Financial Hedging and the Cost of Equity Capital," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 41, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Oliver M. Rui, 2024, "Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China’s Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 42, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Orla Lenihan, 2024, "Financial Statement Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 43, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Alessandra Allini & Bikki Jaggi & Annamaria Zampella & Martina Prisco, 2024, "Expected Credit Losses under IFRS 9: Concept, Models, and Disclosures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 44, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Fu-Lai Lin & Cheng Few Lee & Win-Lin Chou & Dennis Kin-Keung Fan, 2024, "Hedging with the International Equity Index Futures: The Conventional Model versus the Error Correction Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 45, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cohen Gil, 2024, "Technical Analysis in Investing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 46, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 47, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Jonathan Ross & Joshua Madsen & Gordon Alexander, 2024, "A Correlation-Based Portfolio Choice Algorithm," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 48, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Oliver M. Rui, 2024, "Stock Returns and Volatility on China’s Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 49, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Hun Y. Park, 2024, "Value Line Investment Survey Rank Changes and Beta Coefficients," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 50, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Fu-Lai Lin & Mei-Ling Chen, 2024, "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 51, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2024, "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 52, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Hanxin Hu & Ting Sun, 2024, "Predicting Stock Return Movement Directions with Sentiment Analysis of News Headlines: A Machine Learning Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 53, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Chunchi Wu & Xinyuan Tao, 2024, "Style Investing, Momentum, and Co-movement," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 54, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Carsten Homburg & Laurens O. J. Lapp & Roman Schick, 2024, "Mining for “Green Diamonds” — Value Relevance of Greenhouse Gas Emissions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 55, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee, 2024, "Risk Estimation, Diversification, and Optimal Weights," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 56, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Bin Srinidhi, 2024, "The Role of Founder Presence in Investment Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 57, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Cheng Few Lee & Wen-Chi Yeh, 2024, "Financial Statement Analyses and Firm Valuation: Johnson & Johnson as a Case Study," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 58, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Yufeng Han & Yang Liu & Guofu Zhou & Yingzi Zhu, 2024, "Technical Analysis in the Stock Market: A Review," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 59, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
• Dimitris Georgoutsos & George Moratis, 2024, "The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 60, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".