Research classified by Journal of Economic Literature (JEL) codes

2026

• Antonino de Andrade Machado & André Nunes Maranhão, 2026, "Customer Valuation under Systematic and Idiosyncratic Risk: Evidence from a Private Bank in Brazil," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 2, pages 1-3.
• Onyango Collins Omondi & Nixon Omoro & Luther Otieno, 2026, "Joint Effects of Capital Structure, Interest Rate Sensitivity and Market Value of Non-financial Firms Listed at Nairobi Securities Exchange in Kenya," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 15, issue 1, pages 1-2.
• Cherbonnier, Frédéric & Gollier, Christian & Pommeret, Aude, 2026, "Stress discounting," TSE Working Papers, Toulouse School of Economics (TSE), number 26-1697, Jan.
• Paul-Francois Muzindutsi, 2026, "Regime-Dependent Linkages Across South African Asset Markets and Commodities: Application of Markov-Switching Vector Autoregressive Model," Economic Research Guardian, Mutascu Publishing, volume 16, issue 1, pages 45-69, June.
• Rupon Bhowmick, 2026, "Tariff Liberalization and Economic Outcomes of a Dual Economy: A General Equilibrium Analysis," Economic Research Guardian, Mutascu Publishing, volume 16, issue 1, pages 70-83, June.
• Müller, Sebastian & Pugachyov, Nikolay & Weigert, Florian, 2026, "Forecasting mutual fund performance: Combining return-based with portfolio holdings-based predictors," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-01.
• Bali, Turan G. & Goyal, Amit & Mörke, Mathis & Weigert, Florian, 2026, "In search of seasonality in intraday and overnight option returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-02.
• Moro, Alessandro & Zaghini, Andrea, 2026, "Green is the new black," CFS Working Paper Series, Center for Financial Studies (CFS), number 741, DOI: 10.2139/ssrn.6247059.
• Lena Gebauer & Christian Kreuzer & Christoph Schmidhammer, 2026, "Sustainability in calm and rough waters: an empirical investigation of european ESG ETFs," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 1, pages 1-22, March, DOI: 10.1057/s41260-025-00436-w.
• Jonathan Fletcher & Michael O’Connell, 2026, "Exploring the real wealth creation in U.K. stocks," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 1, pages 1-16, March, DOI: 10.1057/s41260-025-00439-7.
• Stefano Herzel & Marco Nicolosi, 2026, "Sensitivity of the Euro OIS Term Structure to ECB Policy Rate Surprises," CEIS Research Paper, Tor Vergata University, CEIS, number 619, Jan, revised 12 Jan 2026.
• Lai Hoang & Duc Hong Vo, 2026, "Multi-market trading and overnight price discovery: Evidence from American Depository Receipts," Australian Journal of Management, Australian School of Business, volume 51, issue 1, pages 3-21, February, DOI: 10.1177/03128962241286085.
• Maziar Mardan & Ida Khosravipour, 2026, "Dynamic Evolution Analysis of Cryptocurrency Market: A Network Science Study," Journal of Interdisciplinary Economics, , volume 38, issue 1, pages 63-80, January, DOI: 10.1177/02601079241265744.
• Shoaib Ali & Nassar S. Al-Nassar & Ali Awais Khalid & Charbel Salloum, 2026, "Dynamic Tail Risk Connectedness between Artificial Intelligence and Fintech Stocks," Annals of Operations Research, Springer, volume 357, issue 1, pages 373-407, February, DOI: 10.1007/s10479-024-06349-y.
• Emanuele Citera & Francesco De Pretis, 2026, "Analyzing financial markets dynamics: a statistical equilibrium framework for stocks and cryptocurrencies," Annals of Operations Research, Springer, volume 357, issue 1, pages 11-43, February, DOI: 10.1007/s10479-024-06451-1.
• Mahdi Sojoudi & Carole Bernard & Philippe Dupuy & Gareth W. Peters, 2026, "Green spread of US municipal bonds," Annals of Operations Research, Springer, volume 357, issue 1, pages 679-705, February, DOI: 10.1007/s10479-025-06479-x.
• Stefano Battilossi & Stefan O. Houpt & Miguel Artola Blanco, 2026, "The historical and expected equity risk premium in Spain: a long-run view, 1900–2020," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 20, issue 1, pages 1-36, January, DOI: 10.1007/s11698-025-00309-7.
• Tarek Chebbi & Bruno S. Sergi & Salem Hamad Aldawsari, 2026, "Spread the foreign redenomination risk to default premia: dynamic frequency connectedness analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-40, December, DOI: 10.1186/s40854-025-00799-4.
• Radmir Mishelevich Leushuis & Nicolai Petkov, 2026, "Advances in forecasting realized volatility: a review of methodologies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-29, December, DOI: 10.1186/s40854-025-00809-5.
• SeungOh Han, 2026, "Volatility spillovers and portfolio diversification strategies after the 2023 Israel–Hamas conflict," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-45, December, DOI: 10.1186/s40854-025-00850-4.
• Martin Bladt & Andreea Minca & Oscar Peralta, 2026, "Approximations of semi-Markov processes and insurance policy valuation," Finance and Stochastics, Springer, volume 30, issue 1, pages 237-276, January, DOI: 10.1007/s00780-025-00578-0.
• Francesca Biagini & Alessandro Doldi & Jean-Pierre Fouque & Marco Frittelli & Thilo Meyer-Brandis, 2026, "Collective arbitrage and the value of cooperation," Finance and Stochastics, Springer, volume 30, issue 1, pages 1-57, January, DOI: 10.1007/s00780-025-00582-4.
• Markus Baltzer & Kathi Schlepper & Christian Speck, 2026, "The Eurosystem’s asset purchase programmes, securities lending and bund specialness," Journal of Business Economics, Springer, volume 96, issue 1, pages 71-105, January, DOI: 10.1007/s11573-025-01243-w.
• Stefan Nagel, 2026, "Experiences, expectations, and asset prices," Journal of Business Economics, Springer, volume 96, issue 1, pages 11-34, January, DOI: 10.1007/s11573-025-01256-5.
• Jingwen GE & Syed Hassan Raza Kazmi, 2026, "Spillover effect of analysts’ stock recommendations: the channel effect of firm industrial position," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-20, December, DOI: 10.1007/s12197-025-09748-4.
• Nikolay Doskov & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2026, "Complementarity and substitutability of investment strategies," Journal of Evolutionary Economics, Springer, volume 36, issue 1, pages 1-25, April, DOI: 10.1007/s00191-025-00922-9.
• Dahlquist, Magnus & Ibert, Markus, 2026, "Institutions’ return expectations across assets and time," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104188.
• Heyerdahl-Larsen, Christian & Illeditsch, Philipp, 2026, "Demand disagreement," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104191.
• Crosignani, Matteo & Han, Lina & Macchiavelli, Marco & Silva, André F., 2026, "Securing technological leadership? The cost of export controls on firms," Journal of Financial Economics, Elsevier, volume 175, issue C, DOI: 10.1016/j.jfineco.2025.104192.
• Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z., 2026, "Manufacturing risk-free government debt," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104203.
• Gálvez, Julio & Paz-Pardo, Gonzalo, 2026, "Richer earnings dynamics, consumption and portfolio choice over the life cycle," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104206.
• D’Amico, Stefania & Klausmann, Johannes & Pancost, N. Aaron, 2026, "The benchmark greenium," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104217.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2026, "Government bond risk and return in the US and China," Journal of Financial Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.jfineco.2025.104224.
• Eaton, Gregory W. & Green, T. Clifton & Roseman, Brian S. & Wu, Yanbin, 2026, "Retail option traders and the implied volatility surface," Journal of Financial Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.jfineco.2026.104238.
• Doeswijk, Ronald & Swinkels, Laurens, 2026, "The risk and reward of investing," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103453.
• Liu, Yakun & Chen, Yan & Zhang, Lei & Deng, Xi, 2026, "Forecasting stock return: The role of idiosyncratic asymmetry risk," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103464.
• Chen, Jian & Han, Yufeng & Tang, Guohao & Zhu, Yifeng, 2026, "Taming the global factor zoo," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103466.
• Hur, Joonyoung & Shin, Kwanho, 2026, "Does the uncovered interest parity hold better in korea?," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103470.
• Chu, Gang & Dowling, Michael & Li, Xiao, 2026, "Impermanent loss in cryptocurrency," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103476.
• Fornari, Fabio & Pianeselli, Daniele & Zaghini, Andrea, 2026, "Environmental score and bond pricing: It better be good, it better be green," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103498.
• van Breemen, Vivian M. & Schwarz, Claudia & Vink, Dennis & Fabozzi, Frank J., 2026, "Risk retention in the European securitization market: Skimmed by the skin-in-the-game methods?," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2025.103512.
• Chen, Ran & Yang, Lu & Zhang, Xueyong, 2026, "Geopolitical risk and the cross-section of stock returns: International evidence," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2026.103526.
• Zeng, Ming & Zhao, Guihai, 2026, "Expectation-driven term structure of equity and bond yields," Journal of Monetary Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jmoneco.2025.103881.
• Zhuang, Yangyang & Han, Haolun & Zhang, Ditian & Tang, Pan, 2026, "Clustering effects and spillover effects in major global government bond markets during the COVID-19 pandemic," Pacific-Basin Finance Journal, Elsevier, volume 95, issue C, DOI: 10.1016/j.pacfin.2025.102976.
• Jiao, Weilin & Zheng, Xu, 2026, "Clustering-augmented reversal strategy improves return performance: Evidence from Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 95, issue C, DOI: 10.1016/j.pacfin.2025.102996.
• Zhao, Lingling & Mollica, Vito & Shen, Yun & Liang, Qi, 2026, "Liquidity and default risk in China: The double-edged role of state ownership," Pacific-Basin Finance Journal, Elsevier, volume 95, issue C, DOI: 10.1016/j.pacfin.2025.102998.
• Chang, Hui-Wen & Tseng, Shiang-Ting & Yang, Nien-Tzu, 2026, "Asset pricing and a tale of night and day: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 95, issue C, DOI: 10.1016/j.pacfin.2025.103003.
• Lei, Xun & Huang, Jiexiang & Ruan, Xinfeng, 2026, "Sentiment and uncertainty: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.102993.
• Bu, Hui & Chen, Huanghao & Tang, Wenjin & Yen, Jerome & Zheng, Erya, 2026, "Information diffusion through weighted positive causal networks: Evidence from pair-based trading strategy in China," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103002.
• Gharghori, Philip & Nguyen, Annette, 2026, "Which factors in China? A pre-registered study," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103012.
• Ko, Kuan-Cheng & Wang, Shu-Feng & Lo, Wen-Chi & Tsai, Pei-Chun, 2026, "Forward-looking signals and the predictability of size effect in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103021.
• Xu, Hailun & Yuan, Xianghui & Jin, Liwei & Long, Jun & Xu, Gen, 2026, "Ascertaining price formation in financial markets with machine learning: Evidence from Chinese stocks," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103029.
• Li, Xingyi & Liu, Zhuang & Liu, Yujun & Zhu, Shushang & Yan, Jingzhou, 2026, "Predicting cryptocurrency returns with machine learning: Evidence from high-dimensional factor modeling," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103033.
• Cao, Zhen & Gao, Qiang & Wang, Shijie & Wang, Yuanzhi, 2026, "News implied volatility and corporate leverage," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103035.
• Zhang, Chuanhai & Zheng, Zhongjie & Bing, Tao, 2026, "The impact of climate risk on municipal bonds pricing: Evidence from Chinese Chengtou bonds," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103040.
• Lin, Wenlian & Pan, Jingchen, 2026, "Anchoring-induced insider sales in emerging markets: The role of stock price informativeness," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103053.
• Chen, Xing & Huang, Rui & Wu, Chongfeng, 2026, "Quantile auto-encode narrative asset pricing model in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2026.103060.
• Iwanaga, Yasuhiro & Hirose, Takehide, 2026, "Illusion momentum and cross-sectional returns," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2026.103063.
• Chen, Jing & Fu, Haoran & Xue, Yushan & Zhu, Yifeng, 2026, "Rainbow deep reinforcement learning in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2026.103066.
• Le, Thai Hong & Pham, Dat Thanh & Le, Khanh Ngoc & Le, Anh Chi & Nguyen, Huong Mai Thi, 2026, "Mapping information flows among digital assets: An entropy and network-based study of cryptocurrencies, DeFi, and NFTs," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 681, issue C, DOI: 10.1016/j.physa.2025.131080.
• Kang, Hankil & Ryu, Doojin, 2026, "Sentiment, uncertainty, and bond return predictability," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102083.
• Cong, Lin William & Tang, Vicki Wei & Zhang, Tony Qingquan, 2026, "How transparency shapes tax policy effectiveness: Evidence from cryptocurrency markets," Research Policy, Elsevier, volume 55, issue 1, DOI: 10.1016/j.respol.2025.105363.
• Hao, Yarong & Zhu, Chengke, 2026, "Post recommendation price drift: Evidence from Chinese stock market," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104830.
• Lu, Ruochen & Chen, Yang & Ye, Qing & Wu, Yuliang, 2026, "Investor attention and the salience effect in the Chinese stock market: Insights from the COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104875.
• Xiang, Xin & He, Xu & Han, Yajie, 2026, "Digital finance and IPO underpricing: Evidence from China," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2026.104889.
• Kitvanitphasu, Atiwat & Kyaw, Khine & Likitapiwat, Tanakorn & Treepongkaruna, Sirimon, 2026, "Bitcoin wild moves: Evidence from order flow toxicity and price jumps," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103163.
• Choi, Jae Yong & Yi, Junesuh, 2026, "Asymmetry in the counter-cyclicality of corporate credit spreads, across the business cycle," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103164.
• Goh, Jihoon & Byun, Suk-Joon & Kim, Donghoon, 2026, "Salience theory and stock returns: The role of reference-dependent preferences," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103165.
• M'bakob, Gilles Brice, 2026, "Are contemporary policies uncertainties driving public attention to blockchain-fintech and price movements of related derivative products? Evidence from the United States," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103177.
• Migliavacca, Milena & Anwer, Zaheer & Fandella, Paola, 2026, "Geopolitical risk and stock market volatility: The case of US weapon and non-weapon firms," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103195.
• Jeong, Jin-Gyu & Byun, Suk-Joon & Kim, Donghoon, 2026, "Forecasting returns using image-based convolutional neural networks: Evidence from Korea," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103231.
• Kaczmarek, Tomasz & Demir, Ender & Rouatbi, Wael & Zaremba, Adam, 2026, "Protectionism and safe-haven demand: Sovereign bond reactions to the 2025 U.S. tariff announcement," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103233.
• Chou, De-Wai & Chen, Chih-Chun & He, Tung-Lin, 2026, "OpenAI's technological announcements: Market reactions and implications," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103252.
• EOM, Cheoljun & EOM, Yunsung & PARK, Jong Won, 2026, "Investor trading behavior and intermediate prospect theory value in cross-sectional expected returns," Research in International Business and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.ribaf.2026.103294.
• Li, Jinchuan & Zhu, Yifeng, 2026, "Taming crypto anomalies: A Lasso-type factor model," Research in International Business and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.ribaf.2026.103298.
• Li, Yilong & Chen, Xiaoqiu & Liu, Shucheng, 2026, "The impact of ESG news sentiment on green bond credit spreads: Signal transmission and market response," Research in International Business and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.ribaf.2026.103332.
• Kaplanski, Guy & Shenhar, Yuval, 2026, "Turning adversity into opportunity: Market power, public policy, and financial market dynamics in times of war," Transportation Research Part A: Policy and Practice, Elsevier, volume 203, issue C, DOI: 10.1016/j.tra.2025.104753.
• Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2026, "On- and off-chain demand and supply drivers of Bitcoin price," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2026/01, Jan.
• Asteriou, Dimitrios & Dimiski, Anastasia, 2026, "The relationship among climate policy uncertainty and energy markets: fossil versus renewable and low‐carbon assets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137465, Feb.
• Arpit Gupta & Vrinda Mittal & Stijn Van Nieuwerburgh, 2026, "Work from Home and the Office Real Estate Apocalypse," American Economic Review, American Economic Association, volume 116, issue 2, pages 674-709, February, DOI: 10.1257/aer.20231619.
• Verónica Bäcker-Peral & Jonathon Hazell & Atif Mian, 2026, "Dynamics of the Long-Term Housing Yield: Evidence from Natural Experiments," American Economic Review, American Economic Association, volume 116, issue 3, pages 1014-1051, March, DOI: 10.1257/aer.20240513.
• Robert Novy-Marx & Mihail Velikov, 2026, "Artificial Intelligence–Powered (Finance) Scholarship," Journal of Economic Literature, American Economic Association, volume 64, issue 1, pages 5-37, March, DOI: 10.1257/jel.20251821.
• Christian Chiemela OTUONYE & Uche Christopher CHUKWU & Joseph Ogwu ELOM & Gilbert Ogechukwu NWORIE, 2026, "Dividend Policy as a Strategic Driver of Shareholders’ Wealth Creation in Nigerian Quoted Banks," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 7, issue 1, pages 68-79, January, DOI: 10.37945/cbr.2026.01.06.
• Muhammed Samancı & Emrah Noyan & Zeynep Öztürk Yaprak, 2026, "Can the Index Model Be Used in Cryptocurrencies? Evidence from Traditional Methods and Numerical Simulation," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 4, pages 1399-1418, DOI: 10.30784/epfad.1706657.
• Merve Yıldırım & Durmus Yıldırım, 2026, "The Effects of Macroeconomic News Surprises on Borsa Istanbul Sectoral Indices: A Study with Volatility Models," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 4, pages 1495-1515, DOI: 10.30784/epfad.1725746.
• Massimo Guidolin, Serena Ionta, 2026, "Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26262.
• Dimiter Shalvardjiev, 2026, "How Bitcoin Spot ETFS Affect Spot Prices," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 175-196.
• Diego Bonelli, 2026, "Inflation risk and yield spread changes," Working Papers, Banco de España, number 2603, Jan, DOI: https://doi.org/10.53479/42345.
• Paul Simshauser & Joel Gilmore, 2026, "Demand Shocks From the Gas Turbine Fleet in Australia's National Electricity Market," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 70, issue 1, pages 3-21, January, DOI: 10.1111/1467-8489.70065.
• Seiwan Kim & Resi Ong Olivares & Donghyun Park & Shu (Grace) Tian & Sunjoo Yang, 2026, "How Sovereign Sustainable Bond Issuance Shakes Up the Corporate Sustainable Bond Market?: Evidence From Asian Markets," Asian Economic Policy Review, Japan Center for Economic Research, volume 21, issue 1, pages 57-67, January, DOI: 10.1111/aepr.70008.
• Francisco Amaral & Mark Toth & Jonas Zdrzalek, 2026, "Spatial Distribution of Housing Liquidity," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2025_727, Jan.
• Ciaian Pavel & Kancs d’Artis & Rajcaniova Miroslava, 2026, "On- and Off-Chain Demand and Supply Drivers of Bitcoin Price," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 20, issue 1, pages 1-23, DOI: 10.1515/econ-2025-0169.
• Khan Naveed & Siddiqui Ozair & Yaya OlaOluwa S. & Vo Xuan Vinh, 2026, "Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 37-62, DOI: 10.1515/snde-2024-0116.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Modupe I. Omotosho, 2026, "Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 12406.
• Ottmar Edenhofer & Max Franks, 2026, "Carbon, Natural Capital and the Option Values of Climate Policies," CESifo Working Paper Series, CESifo, number 12426.
• Frederick van der Ploeg & Armon Rezai & Rick van der Ploeg, 2026, "Climate Change, Climate Policy, and the Macroeconomy," CESifo Working Paper Series, CESifo, number 12480.
• Amra Hrustanovic & Alexander F. Wagner, 2026, "The Value of Pricing Power When Investors Benchmark to Headline Inflation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-05, Jan.
• Nicolas Camenzind & Damir Filipović, 2026, "Transfer Learning of Discount Curves between Bonds and Swaps: An Empirical Study," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-15, Feb.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu & Yuan Zhang, 2026, "Large and Deep Factor Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-20, Feb.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• Jia, Yuecheng & Simkins, Betty & Yan, Shu & Zhang, Hongyu & Zhao, Jiangyu, 2026, "Psychological anchoring effect and cross section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107592.
• Jacobs, Heiko & Lauber, Alexander, 2026, "Media reporting and asset pricing models," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107596.
• Avramov, Doron & Cheng, Si & Tarelli, Andrea, 2026, "Active fund management when ESG matters," Journal of Banking & Finance, Elsevier, volume 182, issue C, DOI: 10.1016/j.jbankfin.2025.107597.
• Cao, Wenbin & Duan, Xiaoman & Linn, Scott & Six, Pierre, 2026, "New tests of the theory of storage and the theory of normal backwardation: Time and frequency dimensions," Journal of Banking & Finance, Elsevier, volume 183, issue C, DOI: 10.1016/j.jbankfin.2025.107611.
• Coqueret, Guillaume & Tavin, Bertrand & Zhou, Yuxin, 2026, "Sustainability in commodity markets," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2025.107599.
• Fischer, Marcel & Hauf, Patrick & Stehle, Simon, 2026, "How do assessed values affect the transaction prices of homes?," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2025.107610.
• Fang, Yvonne & Hu, Xiaolu & Zhong, Angel & Pan, Zheyao & Cao, Youdan, 2026, "Machine learning in corporate bonds: Evidence from China," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2026.107636.
• Liu, Xin & Zhang, Tianyao (Terry) & Zhang, Yaodong, 2026, "A hidden cost of ETF investing: Retail demand shocks and limits to arbitrage," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2025.107621.
• Chava, Sudheer & Efremenko, Polina & Salva, Carolina, 2026, "ESG and bond market resilience: Evidence from the Covid crisis," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2026.107634.
• Liu, Yahui & Zhao, Wenxuan & Gao, Di & Chen, Zhaohui, 2026, "From chain waves to market moves: Untangling price efficiency in the supply chain network," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2026.107639.
• van der Wel, Michel & Zhang, Yaoyuan, 2026, "Global evidence on unspanned macro risks in dynamic term structure models," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2026.107656.
• George D. Cashman & David M. Harrison & Hainan Sheng, 2026, "Dynamic Incentives in REIT Option Markets," The Journal of Real Estate Finance and Economics, Springer, volume 72, issue 1, pages 191-234, January, DOI: 10.1007/s11146-025-10022-x.
• William Miles & Xiaoyang Zhu, 2026, "Convergence in House Price Cycles across the US: Recent Developments and the Impact of Covid," The Journal of Real Estate Finance and Economics, Springer, volume 72, issue 2, pages 451-476, February, DOI: 10.1007/s11146-024-10001-8.
• Pakorn Aschakulporn & Jin E. Zhang, 2026, "Option-pricing formulas with skewness and kurtosis," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-23, December, DOI: 10.1007/s11147-025-09224-5.
• Spyros Papathanasiou & Anastasios Magoutas & Drosos Koutsokostas, 2026, "The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-31, December, DOI: 10.1007/s11147-025-09226-3.
• Ming Gu & David Hirshleifer & Siew Hong Teoh & Shijia Wu, 2026, "GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 34636, Jan.
• Viral V. Acharya & Toomas Laarits, 2026, "Tariff War Shock and the Convenience Yield of US Treasuries — A Hedging Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 34640, Jan.
• Matthias Fleckenstein & Shohini Kundu & Francis A. Longstaff, 2026, "Valuing Sticky Deposits," NBER Working Papers, National Bureau of Economic Research, Inc, number 34641, Jan.
• Milena Wittwer & Jason Allen, 2026, "Market Power and Capital Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 34645, Jan.
• Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2026, "Entry and Exit in Treasury Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 34646, Jan.
• Stefan Nagel, 2026, "Experiences, Expectations, and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34675, Jan.
• Andrew Atkeson & Jonathan Heathcote & Fabrizio Perri, 2026, "A Macroeconomic Perspective on Stock Market Valuation Ratios," NBER Working Papers, National Bureau of Economic Research, Inc, number 34748, Jan.
• Jason Allen & Jakub Kastl & Milena Wittwer, 2026, "Estimating Demand Systems with Bidding Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 34774, Jan.
• David Hirshleifer & Lin Peng & Qiguang Wang & Weichen Zhang & Xiaoyan Zhang, 2026, "AI, Opinion Ecosystems, and Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34807, Feb.
• Niels Joachim Gormsen & Eben Lazarus, 2026, "Interest Rates and Equity Valuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 34814, Feb.
• Jennie Bai & Erik Bostrom & Sebastian Infante & Victoria Ivashina, 2026, "Liquidity Flows to Bank-Affiliated Broker Dealers: Insights from Volumes and Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34844, Feb.
• Yijie Wang & Hao Gao & Campbell R. Harvey & Yan Liu & Xinyuan Tao, 2026, "Machine Learning Meets Markowitz," NBER Working Papers, National Bureau of Economic Research, Inc, number 34861, Feb.
• Sean Dougherty & Christos Makridis, 2026, "Artificial intelligence and local debt: Evidence from five OECD bond markets," OECD Working Papers on Fiscal Federalism, OECD Publishing, number 51, Jan.
• Snorre Gjerde & Zacharias Sautner & Alexander F Wagner & Alexis Wegerich, 2026, "Corporate nature risk perceptions," Review of Finance, European Finance Association, volume 30, issue 1, pages 11-42.
• Stefano Giglio & Theresa Kuchler & Johannes Stroebe & Xuran Zeng, 2026, "Biodiversity risk," Review of Finance, European Finance Association, volume 30, issue 1, pages 131-161.
• Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander Wagner, 2026, "Firm-level nature dependence," Review of Finance, European Finance Association, volume 30, issue 1, pages 231-272.
• Andre Poyser, 2026, "Does financing biodiversity reduce biodiversity loss? Evidence from EU funding of science and innovation," Review of Finance, European Finance Association, volume 30, issue 1, pages 273-319.
• Franklin Allen & Patrick Behr & Riccardo Cosenza & Eric Nowak, 2026, "Do investors care about the rainforest? Evidence from voluntary carbon offsets around the world," Review of Finance, European Finance Association, volume 30, issue 1, pages 321-349.
• Massimo Guidolin & Manuela Pedio, 2026, "The pricing of biodiversity risk in commodity markets," Review of Finance, European Finance Association, volume 30, issue 1, pages 351-389.
• Teng Liu & Brook Constantz & Galina Hale & Michael W Beck, 2026, "Financial value of nature: coastal housing markets, mangroves, and climate resilience," Review of Finance, European Finance Association, volume 30, issue 1, pages 87-129.
• Jeffery (Jinfan) Chang & Yuheng Wang & Wei Xiong, 2026, "Price and Volume Divergence in China’s Real Estate Markets: The Role of Local Governments," The Review of Financial Studies, Society for Financial Studies, volume 39, issue 2, pages 343-386.
• Zhiguo He & Zhaogang Song, 2026, "Agency MBS as Safe Assets," The Review of Financial Studies, Society for Financial Studies, volume 39, issue 2, pages 387-426.
• Fornari, Fabio & Pianeselli, Daniele & Zaghini, Andrea, 2026, "Environmental score and bond pricing: it better be good, it better be green," Working Paper Series, European Central Bank, number 3176, Jan.
• Anyfantaki, Sofia & Migiakis, Petros & Petroulakis, Filippos & Giannakidis, Haris & Malliaropulos, Dimitris, 2026, "Bond funds’ risk taking and monetary policy," Working Paper Series, European Central Bank, number 3196, Feb.
• Cheng, Zhuo (June) & Fang, Jing & Zhang, Yinglei, 2026, "Idiosyncratic volatility and return: A finite mixture approach," The British Accounting Review, Elsevier, volume 58, issue 2, DOI: 10.1016/j.bar.2023.101261.
• Wu, Mian & Huang, Wenli & Liu, Xiaoquan & Meng, Qingxin, 2026, "Firm connection and equity return predictability – Graph-based machine learning methods," The British Accounting Review, Elsevier, volume 58, issue 2, DOI: 10.1016/j.bar.2024.101436.
• Chan, Keith Jin Deng & Wan, Wilson Tsz Shing, 2026, "The double-edged sword of corporate net zero commitment on the carbon risk premium," Journal of Corporate Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.jcorpfin.2025.102920.
• Kim, Daniel & Pouget, Sébastien, 2026, "Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets," Journal of Corporate Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.jcorpfin.2025.102932.
• Weretka, Marek & Dec, Marcin, 2026, "Welfare measurements with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, volume 184, issue C, DOI: 10.1016/j.jedc.2025.105252.
• Huang, XiaoHong & Ni, Jian & Xu, Yue, 2026, "Information diversity, collusion of informed traders and asset prices," Economic Modelling, Elsevier, volume 154, issue C, DOI: 10.1016/j.econmod.2025.107321.
• Jena, Sangram Keshari & Lahiani, Amine & Dash, Ashutosh & Ray, Sougata, 2026, "Stock market vulnerability to US monetary policy: Evidenced from quantile coherency analysis," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102536.
• Nasir, Rana Muhammad & He, Feng & Asadi, Mehrad & Roubaud, David, 2026, "Spillover and return connectedness between uncertainties, digital assets, green bond, green and traditional energy markets: Evidence from quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102538.
• Kim, Jinyong & Kim, Yongsik & Lee, Seunghyun, 2026, "Simultaneous inference in testing conditional alphas of momentum portfolios," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102557.
• Brik, Hatem, 2026, "Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102566.
• Alex, Fabian, 2026, "On the non-neutrality of socially responsible investing in the presence of a greenium," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102567.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2026, "Short-Term market impact of 2024 US President elections and Trump-Zelensky meeting in defence industry," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102569.
• Aslam, Adnan & Brahmana, Rayenda Khresna, 2026, "Systemic spillovers in high-growth private market sectors: determinants and portfolio implications," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102579.
• Dridi, Ichrak & Belhoula, Mohamed Malek & Boughrara, Adel, 2026, "Inflation targeting and stock market liquidity: a difference-in-difference and doubly robust analysis of emerging markets," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102580.
• 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.