Research classified by Journal of Economic Literature (JEL) codes

2027

• Brignone, Riccardo & Sgarra, Carlo, 2027, "Full calibration, fast simulation, and exotic options pricing under the Ornstein–Uhlenbeck driven stochastic volatility model," European Journal of Operational Research, Elsevier, volume 336, issue 1, pages 405-418, DOI: 10.1016/j.ejor.2026.08.010.

2026

• Ahn, Jungkyu & Lee, Doowon, 2026, "A tale of two tails," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112729.
• Bradrania, Reza & Veron, Jose Francisco & Wu, Winston, 2026, "Investor behavior and the beta anomaly: Who benefits from betting against beta?," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112745.
• Wang, Zhuo & Liu, Tong & Chen, Mizhou, 2026, "Current stance vs. future guidance: LLM evidence on how PBC communication shapes the yield curve," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112781.
• Choi, Byoungho, 2026, "Central bank independence and stock price crash risk," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112775.
• Aksoy-Yurdagul, Dilan & Buchner, Axel & Zareei, Abalfazl, 2026, "The persistence of news sentiment: Implications for return predictability," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112803.
• Filip, Angela-Maria & Negrea, Bogdan, 2026, "Hedge fund strategies performance: The edge of Omega ratio over conventional metrics," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112804.
• Cao, Min & Schaberl, Philipp D., 2026, "Yielding to relevance: How treasury yields impact accounting relevance," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2026.112807.
• Xia, Xin & Gan, Liu, 2026, "Present-biased preferences and corporate carbon emission management," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2026.112825.
• Ding, Mingfa & Hou, Ai Jun & Suardi, Sandy & Xu, Caihong, 2026, "Carbon emission risk and cross-asset pricing in commodity markets," Economics Letters, Elsevier, volume 261, issue C, DOI: 10.1016/j.econlet.2026.112854.
• Kothe, Rafael, 2026, "Regime-dependent predictive accuracy and structural stability of Eurozone inflation swaps," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112826.
• Hofmann, Daniel & Keiber, Karl Ludwig & Scholle, Jan-Christopher, 2026, "Generalized momentum," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112878.
• Chen, Ziwen, 2026, "Monetary tightening and the art-market speculative premium: evidence from a contemporary–19th century spread," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112892.
• Antonakakis, Nikolaos & Tiruneh, Menbere Workie, 2026, "The Approval–Favorability Gap Index and the pricing of political risk: Policy competence versus personal appeal in U.S. equity markets," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112953.
• Tramontana, Fabio, 2026, "Overconfidence and market instability in a Brock–Hommes asset pricing model," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112955.
• Lau, Jin, 2026, "Economic sentiment shifts over weekends and their impact on stock returns," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112963.
• Huang, Zixuan, 2026, "Effects of US macroeconomic news on emerging market sovereign yields," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112987.
• He, Yi-Ting & Huang, Po-Chao & Ko, Kuan-Cheng & Lo, Wen-Chi, 2026, "Has the maturity premium attenuated over time?," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113009.
• Paltrinieri, Andrea & Perdichizzi, Salvatore & Piserà, Stefano, 2026, "Safe havens or war hedges? Asset behavior during the 2026 escalation of the Iran conflict," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113010.
• Choi, Youngran & Adhikari, Hari, 2026, "Non-linear transmission of benchmark rates to aircraft lease pricing," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113053.
• Verdickt, Gertjan, 2026, "The economic cost of selection neglect in portfolio choice: evidence from Australian fine wine auctions," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113061.
• Roh, Tai-Yong & Min, Byoung-Kyu, 2026, "Unfiltered consumption and the elasticity of intertemporal substitution," Economics Letters, Elsevier, volume 267, issue C, DOI: 10.1016/j.econlet.2026.113095.
• Ceballos, Luis & Romero, Damian, 2026, "Non-fundamental price pressure and the pass-through to mortgage rates," Economics Letters, Elsevier, volume 267, issue C, DOI: 10.1016/j.econlet.2026.113099.
• Tanaka, Yoshitaka, 2026, "Nonverbal signals and market uncertainty: Evidence from bank of japan press conferences," Economics Letters, Elsevier, volume 267, issue C, DOI: 10.1016/j.econlet.2026.113108.
• Stosik, Jan & Zaremba, Adam, 2026, "Short-term reversal persists globally—If properly measured," Economics Letters, Elsevier, volume 267, issue C, DOI: 10.1016/j.econlet.2026.113113.
• Todorov, Viktor & Zhang, Yang, 2026, "Intraday volatility patterns from short-dated options," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2024.105732.
• Fortin, Alain-Philippe & Gagliardini, Patrick & Scaillet, Olivier, 2026, "Latent factor analysis in short panels," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106249.
• Huang, Jiantao & Shi, Ran, 2026, "Model uncertainty in the cross-section of stock returns," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.106066.
• Chib, Siddhartha & Smith, Simon C., 2026, "Structural breaks, model uncertainty and factor selection," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.106067.
• Fortin, Alain-Philippe, 2026, "Testing for common latent factors across two short panels," Journal of Econometrics, Elsevier, volume 257, issue C, DOI: 10.1016/j.jeconom.2026.106311.
• Nyberg, Henri & Savva, Christos S., 2026, "Risk-return trade-off in international stock returns: Skewness and business cycles," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 42-60, DOI: 10.1016/j.ecosta.2023.02.004.
• Bruneel-Zupanc, Christophe & Chapelle, Guillaume & Eyméoud, Jean-Benoît & Wasmer, Etienne, 2026, "Housing prices propagation: A theory of spatial interactions," European Economic Review, Elsevier, volume 184, issue C, DOI: 10.1016/j.euroecorev.2025.105252.
• Kudryavtsev, Oleg & Trushin, Eshref, 2026, "A new real option methodology for the quality-by-design pharmaceutical research and development," European Journal of Operational Research, Elsevier, volume 333, issue 3, pages 868-881, DOI: 10.1016/j.ejor.2026.01.030.
• Chen, Yiyao & Jiang, Fuwei & Zhang, Huajing, 2026, "Central bank green communication and pollution premium: Evidence from China," Emerging Markets Review, Elsevier, volume 70, issue C, DOI: 10.1016/j.ememar.2025.101394.
• Wang, Yulin & Zhang, Xueying & Walker, Thomas & Liedtke, Gerrit, 2026, "Institutional ownership and bond pricing: Evidence from China," Emerging Markets Review, Elsevier, volume 70, issue C, DOI: 10.1016/j.ememar.2025.101396.
• Marmora, Paul, 2026, "Political polarization between foreign and local investment in emerging markets," Emerging Markets Review, Elsevier, volume 73, issue C, DOI: 10.1016/j.ememar.2026.101470.
• Li, Nanqi & Wei, Chishen & Zhang, Linti, 2026, "A four-factor model for the Indonesia stock market," Emerging Markets Review, Elsevier, volume 73, issue C, DOI: 10.1016/j.ememar.2026.101485.
• Yuan, Rongli & Liu, Mengyao & Li, Mingze, 2026, "Government certification and cost of equity: Evidence from the specialization, refinement, differentiation, and innovation policy," Emerging Markets Review, Elsevier, volume 74, issue C, DOI: 10.1016/j.ememar.2026.101500.
• Lee, Geul & Ryu, Doojin, 2026, "Information transmission in the Korean treasury and MBS markets," Emerging Markets Review, Elsevier, volume 74, issue C, DOI: 10.1016/j.ememar.2026.101528.
• Chen, Zhenshan & Li, Zhibing & Liu, Jie & Liu, Xiaoyu, 2026, "Information salience, investor attention, and stock price crash risk," Journal of Empirical Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jempfin.2025.101670.
• Hounyo, Ulrich & Lin, Jiahao, 2026, "Can mutual fund “stars” really pick stocks? New evidence from a wild bootstrap analysis," Journal of Empirical Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jempfin.2025.101673.
• Jin, Xuejun & Chen, Yifan & Liu, Xiaobin & Zeng, Tao, 2026, "Factors in the cross-section of Chinese corporate bonds: Evidence from reduced-rank analysis," Journal of Empirical Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jempfin.2026.101686.
• Chang, Jeffery Jinfan & Du, Huancheng & Ni, Xiaoran & Wang, Yuheng, 2026, "The free dividend fallacy in the Chinese stock market: Evidence from stock pricing behavior around ex-dividend day," Journal of Empirical Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jempfin.2026.101727.
• Dang, Thuy Duong & Hollstein, Fabian & Prokopczuk, Marcel, 2026, "Factor pricing across asset classes," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101688.
• Ambrose, Brent W. & Chen, Yifan & Simin, Timothy T., 2026, "Firm location and the value-growth premium," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101690.
• Schoeffel, Alexander & Kiesel, Florian & Geissdoerfer, Martin & Mueller, Lukas & Schiereck, Dirk, 2026, "Brown bonds in a green world: Are investors punishing high-carbon issuers with illiquidity?," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101691.
• Chen, Xi & Wang, Junbo & Wei, K.C.John & Wu, Chunchi & Zhang, Linti, 2026, "Salience theory and cross-sectional corporate bond returns," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101692.
• Chen, Jingjing & Jiang, George J. & Liu, Chenye & Zhu, Dongming, 2026, "Positivity and long-lasting momentum," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101694.
• Guo, Xu & Wang, Junbo & Wu, Chunchi & Zhong, Xiaoling, 2026, "Prospect theory and stock price behavior in retail trading booms," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101706.
• Li, Gang & Wang, Shuqi & Wei, K.C. John, 2026, "What drives retail investors’ overconfidence? The role of information acquisition costs," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101709.
• van der Zwan, Terri & Hennink, Erik & Tuijp, Patrick, 2026, "Equity risk factors for the long and short run: Pricing and performance at different frequencies," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101711.
• Chen, Tsung-Yu & Chou, Pin-Huang & Ko, Kuan-Cheng & Rhee, S. Ghon, 2026, "Back to the future: Revival of behavioral explanations for long-term return reversals," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101728.
• Dichtl, Hubert & Drobetz, Wolfgang & Otto, Tizian & Puhan, Tatjana, 2026, "Don’t draw the downs apart: How to best simulate asset price drawdowns," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101738.
• Li, Zhiyong & Qiao, Fang & Wang, Tianyi, 2026, "Global currency volatility risk and currency return predictability," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101740.
• Huang, Difang & Liang, Ying, 2026, "The asymmetric effects of monetary policy shocks: Evidence from credit default swap markets," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101746.
• Shafaati, Mobina & Chance, Don M. & Brooks, Robert, 2026, "The cross-section of individual equity option returns," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101748.
• Kakes, Jan & van den End, Jan Willem, 2026, "Identifying excessive spread dispersion in the euro area: When do sovereign spreads go beyond fundamentals?," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101750.
• Nevatia, Vedanshi, 2026, "Sovereign green bonds: Risk-mitigating sustainability instruments in emerging markets," Energy Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.eneco.2026.109173.
• Lalwani, Vaibhav, 2026, "Climate news betas and risk premia," Energy Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.eneco.2026.109289.
• Simshauser, Paul, 2026, "Are gas turbines ‘bankable’ in transitioning energy-only markets?," Energy Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.eneco.2026.109329.
• Chen, An & Hinken, Maria & Löffler, Gunter, 2026, "Do sustainability-linked bonds reward greater sustainability by design?," Energy Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.eneco.2026.109382.
• Demir, Mert & Karataş, Cem O. & Martell, Terrence F., 2026, "Do investors price physical climate risk? An analysis of weather-related power outages across the United States," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109466.
• Shi, Haoyu & Zheng, Xu, 2026, "The impact of liquidity on volatility and price discovery: Evidence from China and international crude oil futures," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109468.
• Behr, Patrick & Cosenza, Riccardo & Nowak, Eric & Orgen, Papa, 2026, "Are all COPs busted? The role of climate policy events for carbon pricing in compliance and voluntary markets," Energy Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.eneco.2026.109465.
• Cuzzi, Daniel & Issler, João Victor, 2026, "The natural level of oil prices," Energy Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.eneco.2026.109541.
• Hudák, Milan & Čermáková, Klára & Kadeřábková, Božena & Popescu, Irina Alina & Balsalobre-Lorente, Daniel, 2026, "From fragmentation to integration: Gas market convergence in Central and Eastern Europe in the aftermath of the EU energy crisis," Energy Policy, Elsevier, volume 208, issue C, DOI: 10.1016/j.enpol.2025.114904.
• Simshauser, Paul & Gilmore, Joel, 2026, "On the electrification of gas loads in Australia's national electricity market," Energy Policy, Elsevier, volume 208, issue C, DOI: 10.1016/j.enpol.2025.114940.
• Simshauser, Paul & Gilmore, Joel, 2026, "The counterfactual policy scenario: are renewables cheaper?," Energy Policy, Elsevier, volume 215, issue C, DOI: 10.1016/j.enpol.2026.115253.
• Chen, Zhang-hangjian & Jiang, Jiali & Cui, Yian & Xiong, Xiong, 2026, "Energy transition and climate vulnerability: Energy policy in an era of geopolitical fragmentation," Energy Policy, Elsevier, volume 218, issue C, DOI: 10.1016/j.enpol.2026.115536.
• Ullah, Farid & Lu, Qianjin & Jie, Chen & Ullah, Mirzat, 2026, "Role of green bonds in energy transition and environmental sustainability," Energy, Elsevier, volume 342, issue C, DOI: 10.1016/j.energy.2025.139635.
• Xu, Zhihao, 2026, "Soaring in rationality: Bonds as a partial hedge against hyperinflation," Explorations in Economic History, Elsevier, volume 99, issue C, DOI: 10.1016/j.eeh.2025.101720.
• Esteves, Rui & Mesevage, Gabriel Geisler, 2026, "Missing markets. Microstructure and liquidity on the London Stock Exchange," Explorations in Economic History, Elsevier, volume 99, issue C, DOI: 10.1016/j.eeh.2025.101736.
• Hu, Duni & Wang, Hailong, 2026, "An equilibrium asset pricing model with heterogeneous beliefs about climate risks," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104762.
• Ayaydın Hacıömeroğlu, Hande & Danışoğlu, Seza & Güner, Z. Nuray & Şahin, Baki Cem, 2026, "Here's the Greenium eclipsed by market-wide illiquidity in the municipal bond market," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104772.
• Ali, Muhammad Jahangir & Azam, Md Saiful & Baghdadi, Ghasan & Hasan, Mostafa Monzur & Puwanenthiren, Premkanth, 2026, "Analyst career concerns and stock price crash risk," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104785.
• Yu, Deshui & Tang, Jiachen & Zhou, Mingtao, 2026, "Trade policy uncertainty and stock returns: A tale of two periods," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104789.
• Grobys, Klaus, 2026, "Log-periodicity: Fact or fiction?," International Review of Financial Analysis, Elsevier, volume 110, issue C, DOI: 10.1016/j.irfa.2025.104848.
• Liu, Jie & Chen, Zhenshan & Lin, Gengyan & Ye, Yajing & Liu, Jia, 2026, "Never waste a crisis: Do stock market manipulators exploit geopolitical risks?," International Review of Financial Analysis, Elsevier, volume 111, issue C, DOI: 10.1016/j.irfa.2026.105103.
• Sun, Xuchu & Na, Jinling & Li, Tangrong, 2026, "Microstructure-based private information and institutional return predictability," International Review of Financial Analysis, Elsevier, volume 111, issue C, DOI: 10.1016/j.irfa.2026.105113.
• Ferriani, Fabrizio & Pericoli, Marcello, 2026, "ESG risks and corporate viability: Insights from default probability term structure analysis," International Review of Financial Analysis, Elsevier, volume 112, issue C, DOI: 10.1016/j.irfa.2026.105097.
• Wang, Zijun, 2026, "Monetary policy surprises and the cross sectional stock return predictability in volume sorted portfolios," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105134.
• Mercik, Aleksander & Zaremba, Adam & Demir, Ender, 2026, "Crypto factor zoo (.Zip)," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105137.
• Zhang, Yu & Kappou, Konstantina & Urquhart, Andrew, 2026, "Conditional demand for lottery-type stocks: Information spillovers and asset prices comovement," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105145.
• Bu, Hui & Li, Xingyi & Li, Zhongfei & Liu, Yi & Yuan, Xueying, 2026, "Environmental materiality under competitive threats," International Review of Financial Analysis, Elsevier, volume 115, issue C, DOI: 10.1016/j.irfa.2026.105194.
• Khaksar, Ehsan & Biktimirov, Ernest N. & Ayanso, Anteneh & Sokolyk, Tatyana, 2026, "Bitcoin returns and volume: Uncovering investor sentiment through topic modeling," International Review of Financial Analysis, Elsevier, volume 116, issue C, DOI: 10.1016/j.irfa.2026.105197.
• Han, Chulwoo & Kang, Jangkoo & Lee, Geongon, 2026, "Mispricing and correction in short-term returns," International Review of Financial Analysis, Elsevier, volume 116, issue C, DOI: 10.1016/j.irfa.2026.105200.
• Wan, Xiaoyuan & Zhang, Jiachen, 2026, "(When) is beta priced in China?," International Review of Financial Analysis, Elsevier, volume 116, issue C, DOI: 10.1016/j.irfa.2026.105215.
• Grebe, Leonard Nils, 2026, "Beyond the replication crisis of weekly seasonality: Introducing the uncertainty structure hypothesis," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105238.
• Tosun, Aynur Dilan, 2026, "Memory and the cross-section of stock returns11We thank K. Ozgur Demirtas, Yigit Atilgan and A. Doruk Gunaydin for helpful comments and suggestions," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105256.
• Sila, Jan & Kocenda, Evzen & Kristoufek, Ladislav & Kukacka, Jiri, 2026, "Determinants of wash trading in major cryptoexchanges," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105283.
• Ruan, Xinfeng & Wei, Xiaopeng, 2026, "When fears diverge: Bond–equity relative uncertainty and stock market returns," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105291.
• Yu, Deshui & Xiao, Jiefeng & Zhou, Weilun & Zhou, Mingtao, 2026, "Fiscal uncertainty and time-varying expected market returns," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105310.
• Kim, Seongjin & Choi, Jin Hyuk, 2026, "Mandatory disclosure in oligopolistic market making," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.109994.
• Le, Anh Tuan & Nguyen, Harvey & Nguyen, Cuong & Hu, Baiding, 2026, "Is the grass always greener on the other side? Investor regret and equity returns in developed yet illiquid markets," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.110010.
• Takahashi, Koji & Takaoka, Sumiko, 2026, "When bookbuilding uncertainty hits: Pricing and real effects of primary-market uncertainty," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.110028.
• Parker, William, 2026, "Asset Prices and Monetary Expansion: Evidence from CPI- and Money-Based Valuation," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.109995.
• Hoang, Lai Trung & Phan, Trang Thu, 2026, "Time-of-day effects in the Bitcoin options market," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110008.
• Naebi, Fatemeh, 2026, "Challenging the rare disaster model: An empirical analysis using the survey of professional forecasters," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110049.
• Ziwen, Chen, 2026, "Ethereum risk states as a tail-risk switch for Art NFTs:Evidence from SuperRare," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110069.
• Yang, Manlu & Wang, Yufeng, 2026, "Scheduled FOMC statements and intraday macro event risk in cryptocurrency markets," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110073.
• Perras, Patrizia & Wagner, Niklas, 2026, "Investor crowding," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110052.
• Liu, Qi & Wang, Ziqi & Gao, Dongxi & Yan, Jingzhou, 2026, "Trade policy uncertainty, mining costs, and bitcoin prices," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110053.
• Echeverry, David, 2026, "Correlated defaults and risk retention: Can prices be increasing in risk," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110070.
• Weiberg, Alicia & Heldmann, Jan, 2026, "Music sentiment and stock returns: A structural break in sentiment dynamics," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110071.
• Buchwalter, Bastien & Chibane, Messaoud & Giménez Roche, Gabriel A., 2026, "Is Bitcoin fragility systematically related to global uncertainty?," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110153.
• Xiang, Youtao & Gong, Junmei, 2026, "The value of climate disclosure: Evidence from corporate bond credit spreads," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110156.
• Rana, Hafiz Muhammad Usman & O'Connor, Fergal & Yerushalmi, Erez & Kim, Jae H., 2026, "Asynchronous market efficiency in gold and silver markets: A local currency lens," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110172.
• Bal, Hakan, 2026, "How should country risk enter the CAPM? Evidence from Sovereign CDS and international equity returns," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110177.
• Ooi, Kok-Hwa & Hooy, Chee-Wooi, 2026, "China's economic policy uncertainty and US variance risk premium: A flight-to-safety analysis," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110158.
• Wang, Yishu & Guo, Ruijia & Wan, Qing, 2026, "Cross-border climate policy and corporate environmental investment: Evidence from the EU CBAM and Chinese firms," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110179.
• Fodor, Andy & Onuk, Cagri Berk & Shank, Corey A., 2026, "Do economically meaningful quote differences convey private information?," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110193.
• Shen, Yijuan & Li, Zecheng & Yuan, Yuan & Cai, Yifei, 2026, "Dependence in cryptocurrencies: A Partial correlation connectedness approach," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110195.
• Willeboordse, Frederick H., 2026, "Does gamma survive the close?," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110281.
• Zheng, Huiyang & Xin, Liguo & Dong, Fengwei & Zhang, Yanliang, 2026, "Green investment and stock price volatility: Evidence from Chinese listed companies," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110282.
• Kim, Taeyun, 2026, "Carrying regime uncertainty forward in cryptocurrency tail-risk forecasting," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110286.
• Kwon, Ji Ho, 2026, "Housing, investment opportunities and intertemporal asset pricing," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110287.
• Bonaparte, Yosef & Christie-David, Rohan A. & Ferris, Stephen P., 2026, "Mind the gap: reservation returns and stock market participation disparities," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110326.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2026, "Artificial intelligence advancements and US nuclear energy deregulation are drivers of the short-term market returns of nuclear firms?," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110348.
• Wang, Chenguang & Yao, Kai & Liu, Jinpeng, 2026, "Salience, asymmetric effect and stock returns," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110360.
• Yang, Qiurong & Bai, Gang, 2026, "The pricing of information sensitivity in the wealth management products: Evidence from China," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110382.
• Ahnouch, Mohammed & Saout, Erwan Le, 2026, "Traded-coordinate hessians and hedge-feedback fragility: barrier curvature in the down-and-in put channel," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110384.
• ÜNLÜ, Ulaş & Bayram, Fatih, 2026, "Do dispersion-based tests capture herding? Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110397.
• Li, Boyan & Wu, Chongfeng, 2026, "Beyond delta neutrality: Confidence-scaled hedging with machine learning forecasts," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109098.
• Malim Franco, João Pedro & Barasal Morales, Adriano & Poletti Laurini, Márcio, 2026, "When green turns exuberant: Bubble detection in clean-energy markets," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109109.
• Bo, Wang, 2026, "A theory of balance sheet crisis," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109123.
• Qin, Meng & LOBONŢ, Oana-Ramona & Zhou, Haigang & Hsueh, Hsin-Pei, 2026, "Enabler or barrier? Evaluating the effectiveness of green financial assets in hedging against uncertainties," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.108720.
• Zhao, Shuran & Gao, Ruiqing, 2026, "Is systematic tail risk priced in China?," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109308.
• Jeong, Giho & Goh, Jihoon & Kim, Donghoon, 2026, "Speculation around celebration: Holiday, January, and lottery stocks in Korea," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109351.
• Karmaziene, Egle & Terrada, Juan M., 2026, "Fast ETFs, slow bonds: price adjustment under monetary tightening," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109385.
• Kim, Hyeonjun & Ryu, Doojin, 2026, "Investor disagreement and short-squeeze risk," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109409.
• Carvalho, Paulo V. & Falcão, Pedro F. & Pinheiro, Carlos Manuel & Carrão, Diogo, 2026, "Revisiting ESG performance: do high scores translate to higher returns? A risk-adjusted analysis of S&P 500 portfolios," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109467.
• Lo, Wen-Chi & Ko, Kuan-Cheng, 2026, "Recency biases and the idiosyncratic volatility puzzle," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109468.
• Winkler, Sebastian & Schiereck, Dirk, 2026, "Supply versus risk in sovereign yields: Evidence from Germany’s 500 billion fiscal shock," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2026.109495.
• Feldman, David & Kang, Chang-Mo & Zhao, Yifan, 2026, "Idiosyncratic volatility," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2025.109410.
• Duong, An Thi Thuy, 2026, "ESG as a conditional risk buffer: Idiosyncratic volatility and tail losses across market regimes," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109588.
• Cepni, Oguzhan & Can, Ufuk & Aysan, Ahmet Faruk, 2026, "Abnormal weather shocks and US state level municipal bond returns," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109591.
• Kwan, Alan & Onuk, Cagri Berk & Volkova, Ekaterina, 2026, "When deregulation wins: Cross-sectional evidence from the 2024 Trump election," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109597.
• Youssef, Meriem & Gallas, Salma & Urom, Christian, 2026, "Cryptocurrency price dynamics during supply chain disruptions: A quantile-on-quantile connectedness approach," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109600.
• Wang, Meng & Duan, Yixue & Yang, Guang-Zhao, 2026, "Weather alerts and stock market reactions: Evidence from China," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109628.
• Algarhi, Amr Saber & Hill, Archie & Oyebowale, Adeola Y., 2026, "Brexit and the reversal of financial influence: the UK’s shift from net volatility transmitter to receiver," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109675.
• Ozocak, Onem, 2026, "Adjustment of U.S. Treasury yields to the cointegrating relationship amid high intrapersonal uncertainty," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109681.
• Li, Wei & Hu, Xiaolu, 2026, "Perception versus fundamentals: How narrative tone shapes bond pricing," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109712.
• Hong, Gayeon, 2026, "Anchoring in calm, crumbling in crisis: The paradox of taming the long end," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109722.
• Huang, Bihong & Zhu, Kaiying, 2026, "Regulatory transparency and cost of ESG debt: Evidence from Latin America and Caribbean," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109736.
• Kim, Jeongsim, 2026, "Political uncertainty and stock prices: Evidence from South Korea’s martial law crisis," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109740.
• Abdullazade, Zaur, 2026, "Chasing ghosts: the elusive ambiguity premium in U.S. equities," Finance Research Letters, Elsevier, volume 97, issue C, DOI: 10.1016/j.frl.2026.109836.
• V․K․, Anand Krishnan & Thomas, Sony & Kumar, S.S.S., 2026, "Trading on delay: Information frictions and cross-market arbitrage in index futures," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109842.
• Alvarez, F.Xavier & Sala, Hector, 2026, "Geopolitical risk and the volatility–activity trade-off: A thermodynamic analogy," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109858.
• Liao, Meirong & He, Shouchao & Gao, Min, 2026, "Decoupling from nature: Climate risk perception, cost of capital, and firm value," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109869.
• Zhang, Yuntian & Zhang, Yongjie & Guo, Zhenao, 2026, "Buy-side divergence of opinion and stock returns: Evidence from call auctions," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109927.
• Nguyen, Van Quoc Thinh, 2026, "Time variation of size premium in the options market," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109964.
• Singer, Alexander, 2026, "Dealer competition in over-the-counter markets," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101004.
• Liu, Crocker H. & Trzcinka, Charles & Zhao, Ziwei, 2026, "The Chinese trading halt puzzle," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101007.
• Kausar, Asad & Kumar, Alok & Taffler, Richard J., 2026, "Do investors gamble with going-concern firms?," Journal of Financial Markets, Elsevier, volume 77, issue C, DOI: 10.1016/j.finmar.2025.101011.
• Ashraf, Adnan & Saleem, Muhammad & Qi, Baolei & Shakill, Ayesha, 2026, "Tick size increase and default risk of small-cap U.S. firms: Evidence from a natural experiment," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101022.
• Chang, Eric C. & Ge, Li & Lin, Tse-Chun & Ma, Xiaorong, 2026, "The effect of stock market indexing on option market conditions," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101026.
• Li, Haitao & Wu, Chongfeng & Zhou, Chunyang, 2026, "Machine+Heuristics: Nonlinear parametric portfolio policies with economic restrictions," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101001.
• Brown, William O. & Gao, Xiaoli & Han, Yufeng & Huang, Dayong & Wang, Fang, 2026, "Environmental sustainability and stock returns," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101006.
• Li, Zhiyong & Wang, Yining & Qiao, Fang & Yu, Mei, 2026, "Convertible bond return predictability with machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101010.
• Dai, Yuehao & Shi, Chao & Zhang, Ruixun, 2026, "Estimating market liquidity from daily data: Marrying microstructure models and machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101019.
• Chin, Jern Tat & Guo, Xu & Lin, Hai & Mei, Yi, 2026, "Technical indicators and the cross-section of corporate bond returns in a machine learning era," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101029.
• Wang, Yicheng & Lera, Sandro Claudio, 2026, "Meta-learning for return prediction in shifting market regimes," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101042.
• Duong, Huu Nhan & Foley, Sean & Kalev, Petko S. & Lim, Kin Soon, 2026, "Identifying and characterizing opening auction manipulation," Journal of Financial Markets, Elsevier, volume 80, issue C, DOI: 10.1016/j.finmar.2025.101031.
• Gao, Feng & Liu, Shuo & Qiu, Chuleng, 2026, "AI availability and U.S. corporate bond markets," Journal of Financial Markets, Elsevier, volume 80, issue C, DOI: 10.1016/j.finmar.2025.101033.
• Huang, Yiping & Ji, Yang & Lin, Juan & Su, Dan & Wang, Peng, 2026, "The crumbling wall between crypto and non-crypto markets: Risk transmission through stablecoins," Journal of Financial Markets, Elsevier, volume 80, issue C, DOI: 10.1016/j.finmar.2025.101043.
• Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2026, "Social capital and stock price crash risk: cross-country evidence," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101499.
• Egebjerg, Sebastian, 2026, "Deep hedging 0DTE options," Journal of Financial Stability, Elsevier, volume 84, issue C, DOI: 10.1016/j.jfs.2026.101535.
• Suzuki, Shiba, 2026, "Asset fire sales in an incomplete market economy," Journal of Financial Stability, Elsevier, volume 84, issue C, DOI: 10.1016/j.jfs.2026.101537.
• Huang, He & Huang, Yunying & Niu, Qianyu, 2026, "Regulatory intensity and stock liquidity," Journal of Financial Stability, Elsevier, volume 85, issue C, DOI: 10.1016/j.jfs.2026.101552.
• Scharnowski, Stefan & Shi, Yanghua, 2026, "Bitcoin blackout: Proof-of-work and the risks of mining centralization," Journal of Financial Stability, Elsevier, volume 85, issue C, DOI: 10.1016/j.jfs.2026.101569.
• Erten, Irem & Ongena, Steven, 2026, "Do banks price environmental risk? Only when local beliefs are binding!," Journal of Financial Stability, Elsevier, volume 86, issue C, DOI: 10.1016/j.jfs.2026.101570.
• Li, Weihan & Zhang, Jin E. & Ruan, Xinfeng & Aschakulporn, Pakorn, 2026, "The rare disaster concern index: RIX," Global Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.gfj.2025.101226.
• Bissoondoyal-Bheenick, Emawtee & Tran, Vuong Thao & Zhong, Angel, 2026, "Multivariate crash risk and worldwide stock returns," Global Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.gfj.2025.101230.
• Zhou, Yi, 2026, "Weather risk and financial markets: Credit risk, stock returns, and corporate fundamentals," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101239.
• Khiar, Mohamed Nasrallah & Kooli, Maher, 2026, "Corruption and IPO underpricing: A global perspective," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101261.
• Yee, Chanho, 2026, "Fundamental persistence and diagnostic expectations," Global Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.gfj.2026.101287.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2026, "Pollution premium: Further evidence," Global Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.gfj.2026.101288.
• Yang, Yajie & Zhao, Longfeng & Zhai, Zhe & Dong, Gaogao & Wang, Gang-Jin, 2026, "How do climate risks impact climate-policy-relevant sectors?," Global Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.gfj.2026.101311.
• Polat, Onur & Gupta, Rangan & Demirer, Riza & Bouri, Elie, 2026, "Implied skewness of the Treasury yield: A new predictor for stock market bubbles11We would like to thank the Editor and two anonymous referees for many helpful comments. Any remaining errors are solely ours," Global Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.gfj.2026.101313.
• Pyun, Sungjune & Sulaeman, Johan, 2026, "Cross-border trade competition and international stock return comovement," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2025.104174.
• Tabova, Alexandra & Warnock, Francis E., 2026, "Preferred habitats and timing in the world’s safe asset," Journal of International Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jinteco.2026.104233.
• Dufrénot, Gilles & Égert, Balázs & Jawadi, Fredj, 2026, "Uncertainty, nonlinearity, and macro-financial dynamics," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2026.100677.
• Aslam, Adnan, 2026, "Oil shock spillovers in emerging markets: Sectoral dynamics of demand, supply, and risk channels," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2026.100682.
• McMillan, David G., 2026, "Stock-bond return correlation: Understanding the changing behaviour," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102242.
• Cheng, Maoyong & Duan, Huiqin & Li, Liuchuang, 2026, "Political leaders’ absences and equity market returns: Evidence from a novel uncertainty in China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102247.
• REN, Fei & YI, Miaomiao & CHEN, Zhang-Hangjian & GAO, Xiang, 2026, "The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102258.
• Sun, Xuchu & Zhang, Qing & Li, Tangrong, 2026, "How are retail investors informed? A perspective from institutional trading intention exposure," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102259.
• Seikku, Henrik & Sifat, Imtiaz, 2026, "Bitcoin bans & regulatory segmentation in digitally native asset markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102261.
• Wang, Shujie & Han, Liyan & Yang, Xiaoguang & Qiao, Tongshuai, 2026, "What Drives the Regret Premium: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102277.
• Guidolin, Massimo & Ionta, Serena, 2026, "Predictive sorting of cryptocurrencies based on fundamentals and sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2026.102285.
• Bui, Dien Giau & Chen, Ting-Hsuan & Hasan, Iftekhar & Lin, Chih-Yung, 2026, "Social capital and retail investor behavior: evidence from the corporate social irresponsibility shocks in Taiwan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 108, issue C, DOI: 10.1016/j.intfin.2026.102303.
• Fauvrelle, Thiago & Riedel, Max & Skrutkowski, Mathias, 2026, "Collateral pledgeability and asset manager portfolio choices during redemption waves," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102292.
• Aspris, Angelo & Dyhrberg, Anne Haubo & Foley, Sean & Krekel, William & Putnins, Talis J., 2026, "Is decentralized always better? How market structure affects trading costs for tokenized assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102302.
• Gao, Ge & Guariglia, Alessandra & Talavera, Oleksandr, 2026, "Information arrival and its impact on the loan secondary market: Evidence from the COVID-19 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102307.
• Kayacetin, Nuri Volkan, 2026, "Infrequent rebalancing, risk deferral, and equity returns at the turn of the month," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102309.
• Choi, Jiyoon, 2026, "Factor timing in currency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102351.
• Scharnowski, Stefan, 2026, "Fractional and around the clock: Trading activity in tokenized financial assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102355.
• Kaur Nagpal, Guneet & Renneboog, Luc, 2026, "Passion for pixels: who sets the prices in the NFT digital art market?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 111, issue C, DOI: 10.1016/j.intfin.2026.102373.
• El Hajjar, Samah & Enilov, Martin & Gebka, Bartosz, 2026, "Cryptocurrency investors’ herding and overconfidence: evidence from compounded uncertainty shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 111, issue C, DOI: 10.1016/j.intfin.2026.102377.
• Libgober, Jonathan & Michaeli, Beatrice & Wiedman, Elyashiv, 2026, "With a Grain of Salt: Investor Reactions to Uncertain News and (Non)disclosure," Journal of Accounting and Economics, Elsevier, volume 81, issue 1, DOI: 10.1016/j.jacceco.2025.101802.