Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates

2025

• Kolegova Irina & Paientko Tetiana, 2025. "Does Split Rating Affect Corporate Bond Yields? Evidence from North America and Europe," Central European Economic Journal, Sciendo, vol. 12(59), pages 17-33.
• Topcu Murat, 2025. "Analysis of Price Bubbles in Borsa Istanbul (BIST) Liquid Banking Sector Stock Market," Economics, Sciendo, vol. 13(2), pages 305-331.
• Carol Luengo & Steven Tucker & Yilong Xu & Kun Zhang, 2025. "The Role of Communication in Asset Market Experiments," Working Papers in Economics 25/04, University of Waikato.
• Yue Cai & Kazuo Yamada, 2025. "Do Underwriters Utilize Soft Information in their Businesses?," Working Papers 2505, Waseda University, Faculty of Political Science and Economics.
• Mthokozisi Magazi, 2025. "Global Macro Strategies in the REIT Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 28(01), pages 1-27, March.
• Yuexiang Jiang & Yiming Dai & Huaigang Long & Yanjian Zhu, 2025. "U.S. Trade Policy Uncertainty And Expected Stock Returns Of Chinese Listed Companies," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 70(02), pages 343-366, March.
• Sook-Rei Tan & Changtai Li & Wai-Mun Chia, 2025. "Behavioral Heterogeneity In The Japanese And Us Stock Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 70(03), pages 559-584, June.
• Seongkyun Kim & Myungkyu Shim, 2025. "Paradox of Public Information Disclosure in the Presence of an Asset Market," Working papers 2025rwp-244, Yonsei University, Yonsei Economics Research Institute.
• Käfer, Niclas & Mörke, Mathis & Weigert, Florian & Wiest, Tobias, 2025. "A Bayesian stochastic discount factor for the cross-section of individual equity options," CFR Working Papers 25-01, University of Cologne, Centre for Financial Research (CFR).
• Heidorn, Thomas & Liem, Erik & Requardt, Stefan & Wahnschaap, Tim, 2025. "US($) interest rate and cross currency swaps after the LIBOR funeral: A corporate treasury primer," Frankfurt School - Working Paper Series 236, Frankfurt School of Finance and Management.
• Osswald do Amaral, Francisco & Toth, Mark & Zdrzalek, Jonas, 2025. "Spatial distribution of housing liquidity," Kiel Working Papers 2284, Kiel Institute for the World Economy (IfW Kiel).
• Antonello Cirulli & Gianluca De Nard & Joshua Traut & Patrick Walker, 2025. "Low risk, high variability: practical guide for portfolio construction," ECON - Working Papers 463, Department of Economics - University of Zurich, revised Mar 2025.
• Oscar Botero-Ramírez & Andrés Murcia & Mauricio Villamizar-Villegas, 2025. "Foreign investment dynamics: The impact of benchmark-driven versus unconstrained investors on local credit conditions," Borradores de Economia 1309, Banco de la Republica de Colombia.
  • Botero-Ramírez, Oscar David & Murcia, Andrés & Villamizar-Villegas, Mauricio, 2025. "Foreign investment dynamics: The impact of benchmark-driven versus unconstrained investors on local credit conditions," Working papers 112, Red Investigadores de Economía.
• Fantazzini, Dean & Korobova, Elena, 2025. "Stablecoins and credit risk: when do they stop being stable?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 77, pages 46-73.
  • Korobova, Elena & Fantazzini, Dean, 2024. "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper 122951, University Library of Munich, Germany.
• Bahram Adrangi & Arjun Chatrath & Saman Hatamerad & Kambiz Raffiee, 2025. "Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin," Bulletin of Applied Economics, Risk Market Journals, vol. 12(1), pages 75-105.
• Bahram Adrangi & Arjun Chatrath & Kambiz Raffiee, 2025. "Latin American Equities, Volatility Regimes, and the US Economic Policy Uncertainty," Bulletin of Applied Economics, Risk Market Journals, vol. 12(2), pages 15-44.
• Kusliaikin, Aleksandr, 2025. "Downside Market Risk: A Key Determinant of Cryptocurrency Returns [Риск Синхронного Падения Как Ключевой Фактор Доходности Криптовалют]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, issue 1, pages 30-55.
• Bruno S. Sergi & Nathan Wongkar & Kenneth L. Suhariono, 2025. "Manipulation and Financial Market Misconduct in Indonesia," The American Economist, Sage Publications, vol. 70(1), pages 80-93, March.
• Francisco Jareño & María-Isabel Martínez-Serna & Pablo Sánchez, 2025. "Study of Risk Factors in Global Stock Markets During the COVID-19 Pandemic Under Different Market Conditions," SAGE Open, , vol. 15(1), pages 21582440251, January.
• Filippo Cavaleri & Marco Gortan & Angelo Ranaldo & Enzo Rossi, 2025. "Swiss treasury bond auctions: An update," Economic Studies 2025-13, Swiss National Bank.
• Filippo Cavaleri & Angelo Ranaldo & Enzo Rossi, 2024. "The Demand for Safe Assets," Swiss Finance Institute Research Paper Series 24-110, Swiss Finance Institute.
  • Filippo Cavaleri & Angelo Ranaldo & Enzo Rossi, 2025. "The demand for safe assets," Working Papers 2025-03, Swiss National Bank.
• Alexander Dryden & Enrico Pulieri, 2025. "The Price of Trust: Greenium and Greenwashing in Asia’s Green Bond Markets," Working Papers 266, Department of Economics, SOAS University of London, UK.
• Haim Levy, 2025. "To revise or not to revise? This is the question," Annals of Operations Research, Springer, vol. 346(1), pages 157-179, March.
• Leonard MacLean & Yonggan Zhao & Oufan Zhang, 2025. "Mean-variance optimization with inferred regimes," Annals of Operations Research, Springer, vol. 346(1), pages 341-368, March.
• Florian Huber & Gregor Kastner & Michael Pfarrhofer, 2025. "Introducing shrinkage in heavy-tailed state space models to predict equity excess returns," Empirical Economics, Springer, vol. 68(2), pages 535-553, February.
  • Florian Huber & Gregor Kastner & Michael Pfarrhofer, 2018. "Introducing shrinkage in heavy-tailed state space models to predict equity excess returns," Papers 1805.12217, arXiv.org, revised Jul 2019.
• Shuxin Yang, 2025. "Pandemic, policy, and markets: insights and learning from COVID-19’s impact on global stock behavior," Empirical Economics, Springer, vol. 68(2), pages 555-583, February.
• Botond Benedek & Bálint Zsolt Nagy, 2025. "Asymmetries in factors influencing non-fungible tokens’ (NFTs) returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-20, December.
• Wen Long & Man Guo, 2025. "Social media and capital markets: an interdisciplinary bibliometric analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-32, December.
• Ruwei Zhao & Xiong Xiong & Junjun Ma & Yuzhao Zhang & Yongjie Zhang, 2025. "Baidu News and the return volatility of Chinese commodity futures: evidence for the sequential information arrival hypothesis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-24, December.
• Kevin Rink, 2025. "The role of technical chart patterns in the early Bitcoin market: intraday evidence from the Mt.Gox transaction dataset," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-67, December.
• Gábor Neszveda, 2025. "Aspiration level, probability of success, and stock returns: an empirical test," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-29, December.
• Jan Sila & Michael Mark & Ladislav Kristoufek & Thomas A. Weber, 2025. "Crypto market betas: the limits of predictability and hedging," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-28, December.
• Chenyu Zhao & Misha Beek & Peter Spreij & Makhtar Ba, 2025. "Polynomial approximation of discounted moments," Finance and Stochastics, Springer, vol. 29(1), pages 63-95, January.
• Benjamin Jourdain & Gilles Pagès, 2025. "Convex ordering for stochastic Volterra equations and their Euler schemes," Finance and Stochastics, Springer, vol. 29(1), pages 1-62, January.
• Laurence Carassus, 2025. "Quasi-sure essential supremum and applications to finance," Finance and Stochastics, Springer, vol. 29(1), pages 219-260, January.
• Oleksii Mostovyi & Pietro Siorpaes, 2025. "Pricing of contingent claims in large markets," Finance and Stochastics, Springer, vol. 29(1), pages 177-217, January.
• Ludovic Tangpi & Shichun Wang, 2025. "Optimal bubble riding: a mean field game with varying entry times," Finance and Stochastics, Springer, vol. 29(2), pages 343-398, April.
• Olufemi Samuel Adegboyo & Kiran Sarwar, 2025. "Modelling and forecasting of Nigeria stock market volatility," Future Business Journal, Springer, vol. 11(1), pages 1-13, December.
• Rizwan Ullah & Muhammad Naveed Jan & Muhammad Tahir, 2025. "Unveiling the optimal factor model in Pakistan: a machine learning approach using support vector regression and extreme gradient boosting algorithms," Future Business Journal, Springer, vol. 11(1), pages 1-20, December.
• Gian Maria Tomat, 2025. "Bayesian Inference in a Structural Model of Family Home Prices," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 11(1), pages 403-429, March.
• Edward Gotham, 2025. "When the numbers don’t add up: anomalies and inconsistencies in bitcoin prices and daily data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 49(1), pages 248-282, March.
• Feng Shi & John Paul Broussard & G. Geoffrey Booth, 2025. "The complex nature of financial market microstructure: the case of a stock market crash," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 20(1), pages 1-40, January.
• Pei Kuang & Li Tang & Renbin Zhang & Tongbin Zhang, 2025. "Are survey stock price forecasts anchored by fundamental forecasts? A long-run perspective," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 79(2), pages 657-685, March.
• Esmaeil Babaei, 2025. "On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 101(1), pages 29-50, February.
• I-Cheng Yeh, 2025. "A closed form formula for equity valuation model based on differential equation," OPSEARCH, Springer;Operational Research Society of India, vol. 62(2), pages 1039-1060, June.
• Jeremy Michels, 2025. "Retail investor trade and the pricing of earnings," Review of Accounting Studies, Springer, vol. 30(1), pages 575-610, March.
• Patricia M. Dechow & Wei Ting Loh & Annika Yu Wang, 2025. "A rating system to evaluate non-GAAP exclusion quality," Review of Accounting Studies, Springer, vol. 30(2), pages 1037-1098, June.
• Houssam Boughabi, 2025. "A study of the German bubble and the DAX index volatility persistence: FIGARCHS and economical growth," SN Business & Economics, Springer, vol. 5(6), pages 1-14, June.
• Laurens Swinkels, 2025. "Empirical Evidence on the Ownership and Liquidity of Real Estate Tokens," Springer Books, in: Gang Kou & Yongqiang Li & Zongyi Zhang & J. Leon Zhao & Zhi Zhuo (ed.), Blockchain, Crypto Assets, and Financial Innovation, pages 434-467, Springer.
• Guangyun Deng & Hui-Chung Che & Yingwu Peng, 2025. "Exploring Valuable Indicators for Classifying Strong and Weak Patents Based on Invalidation Reexamination Decisions," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 15(1), pages 1-4.
• Heba Gazzaz, 2025. "The Effects of Rights-Offering Announcements on Market Reaction in Saudi Arabia," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 15(3), pages 1-1.
• Körükmez, Berke, 2025. "Microstructure implications of ETF arbitrage with custom baskets," ESRB Working Paper Series 149, European Systemic Risk Board.
• Adrian Fernández-Pérez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2025. "El Clasico of Housing: Bubbles in Madrid and Barcelona’s Real Estate Markets," Documentos de Trabajo del ICAE 2025-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Tomohiro Hirano & Alexis Akira Toda, 2025. "Bubble Necessity Theorem," Journal of Political Economy, University of Chicago Press, vol. 133(1), pages 111-145.
  • Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Necessity Theorem," Papers 2305.08268, arXiv.org, revised Apr 2024.
  • Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Necessity Theorem," CIGS Working Paper Series 23-011E, The Canon Institute for Global Studies.
  • Tomohiro Hirano & Alexis Akira Toda, 2024. "Bubble Necessity Theorem," Discussion Papers 2421, Centre for Macroeconomics (CFM).
• Martín Sola & Fabio Spagnolo & Francisco Terfi, 2025. "Big swings in the data and perceived changes in the risk premia," Department of Economics Working Papers 2025_02, Universidad Torcuato Di Tella.
• Maenhout, Pascal J. & Vedolin, Andrea & Xing, Hao, 2025. "Robustness and dynamic sentiment," Journal of Financial Economics, Elsevier, vol. 163(C).
• Horvath, Ferenc, 2025. "Arbitrage-based recovery," Journal of Financial Economics, Elsevier, vol. 163(C).
• Cosemans, Mathijs & Frehen, Rik, 2025. "Strategic insider trading and its consequences for outsiders: Evidence from the eighteenth century," Journal of Financial Economics, Elsevier, vol. 164(C).
• Klingler, Sven & Syrstad, Olav, 2025. "The SOFR discount," Journal of Financial Economics, Elsevier, vol. 164(C).
• Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny, 2025. "Yield drifts when issuance comes before macro news," Journal of Financial Economics, Elsevier, vol. 165(C).
• Barroso, Pedro & Detzel, Andrew & Maio, Paulo, 2025. "The volatility puzzle of the beta anomaly," Journal of Financial Economics, Elsevier, vol. 165(C).
• Banerjee, Snehal & Breon-Drish, Bradyn & Smith, Kevin, 2025. "Asymmetric information, disagreement, and the valuation of debt and equity," Journal of Financial Economics, Elsevier, vol. 165(C).
• Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide, 2025. "Central Bank–Driven Mispricing," Journal of Financial Economics, Elsevier, vol. 166(C).
• Breitung, Christian & Müller, Sebastian, 2025. "Global Business Networks," Journal of Financial Economics, Elsevier, vol. 166(C).
• Bryzgalova, Svetlana & Pavlova, Anna & Sikorskaya, Taisiya, 2025. "Strategic arbitrage in segmented markets," Journal of Financial Economics, Elsevier, vol. 166(C).
• Bekaert, Geert & Bergbrant, Mikael & Kassa, Haimanot, 2025. "Expected idiosyncratic volatility," Journal of Financial Economics, Elsevier, vol. 167(C).
• Cong, Lin William & Feng, Guanhao & He, Jingyu & He, Xin, 2025. "Growing the efficient frontier on panel trees," Journal of Financial Economics, Elsevier, vol. 167(C).
• Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2025. "Constrained liquidity provision in currency markets," Journal of Financial Economics, Elsevier, vol. 167(C).
  • Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2022. "Constrained Liquidity Provision in Currency Markets," Swiss Finance Institute Research Paper Series 22-82, Swiss Finance Institute.
  • Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2024. "Constrained Liquidity Provision in Currency Markets," CEPR Discussion Papers 18776, C.E.P.R. Discussion Papers.
  • Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2023. "Constrained liquidity provision in currency markets," BIS Working Papers 1073, Bank for International Settlements.
• Xu, Nancy R. & You, Yang, 2025. "Main Street’s Pain, Wall Street’s Gain," Journal of Financial Economics, Elsevier, vol. 168(C).
• Billio, M. & Busetto, F. & Dufour, A. & Varotto, S., 2025. "Bond supply expectations and the term structure of interest rates," Journal of International Money and Finance, Elsevier, vol. 150(C).
• Muñiz, José Antonio & Larkin, Charles & Corbet, Shaen, 2025. "Understanding the use of unconventional monetary policy for portfolio decarbonisation in Europe," Journal of International Money and Finance, Elsevier, vol. 150(C).
• Ceballos, Luis & Christensen, Jens H.E. & Romero, Damian, 2025. "A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile," Journal of International Money and Finance, Elsevier, vol. 150(C).
  • Luis Ceballos & Jens H. E. Christensen & Damian Romero, 2024. "A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile," Working Paper Series 2024-04, Federal Reserve Bank of San Francisco.
• Goodell, John W. & Palma, Alessia & Paltrinieri, Andrea & Piserà, Stefano, 2025. "Firm-level climate change risk and corporate debt maturity," Journal of International Money and Finance, Elsevier, vol. 152(C).
• Bonaparte, Yosef & Fabozzi, Frank J. & Peron, Matt, 2025. "Measuring transitory inflation: Implications for monetary policy and stock market volatility," Journal of International Money and Finance, Elsevier, vol. 153(C).
• Park, Cyn-Young & Shin, Kwanho, 2025. "The development of local currency bond markets and uncovered interest rate parity," Journal of International Money and Finance, Elsevier, vol. 154(C).
  • Park, Cyn-Young & Shin, Kwanho, 2023. "The Development of Local Currency Bond Markets and Uncovered Interest Rate Parity," ADB Economics Working Paper Series 677, Asian Development Bank.
• Gentner, Jessica, 2025. "The role of hedge funds in the Swiss franc foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 154(C).
• Becker, Annette & Fatica, Serena & Rancan, Michela, 2025. "Not only green: Sustainability and debt capital markets," Journal of International Money and Finance, Elsevier, vol. 154(C).
• El-Shagi, Makram & Jiang, Lunan, 2025. "How the PBoC’s new MLF affects the yield curve," Journal of International Money and Finance, Elsevier, vol. 154(C).
• Kanamura, Takashi, 2025. "A quantitative model of sustainability risk in finance," Journal of Commodity Markets, Elsevier, vol. 37(C).
• Khan, Naveed & Yaya, OlaOluwa S. & Vo, Xuan Vinh & Zada, Hassan, 2025. "Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities," Resources Policy, Elsevier, vol. 103(C).
• McMillan, David G. & Ziadat, Salem Adel, 2025. "The predictive power of the oil variance risk premium," Resources Policy, Elsevier, vol. 103(C).
• Cifuentes, Rodrigo & Gómez, Tomás & Jara, Alejandro, 2025. "Capital ratios and the Weighted Average Cost of Capital: Evidence from Chilean banks," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 6(1).
• Mignot, Sarah & Westerhoff, Frank, 2025. "Contagious popular stories, stock market participation, and boom–bust cycles," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 234(C), pages 459-471.
• Meng, Weizhen & Chen, Tuyue & Yang, Jinqiang, 2025. "The economic and policy consequences of carbon emissions," Journal of Mathematical Economics, Elsevier, vol. 117(C).
• Tanaka, Hiroatsu, 2025. "Equilibrium yield curves with imperfect information," Journal of Monetary Economics, Elsevier, vol. 149(C).
• Han, Leyla Jianyu, 2025. "Announcements, expectations, and stock returns with asymmetric information," Journal of Monetary Economics, Elsevier, vol. 151(C).
• Boyarchenko, Nina & Crump, Richard K. & Kovner, Anna & Shachar, Or, 2025. "Corporate bond market distress," Journal of Monetary Economics, Elsevier, vol. 152(C).
  • Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2021. "Corporate Bond Market Distress," Staff Reports 957, Federal Reserve Bank of New York.
  • Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2024. "Corporate Bond Market Distress," Working Paper 24-09, Federal Reserve Bank of Richmond.
• Hambel, Christoph & van der Ploeg, Frederick, 2025. "Policy transition risk, carbon premiums, and asset prices," Journal of Monetary Economics, Elsevier, vol. 152(C).
  • Christoph Hambel & Frederick Van Der Ploeg, 2025. "Policy Transition Risk, Carbon Premiums, and Asset Prices," Economics Series Working Papers 1075, University of Oxford, Department of Economics.
• Shi, Qi, 2025. "Technical indicators and aggregate stock returns: An updated look," Journal of Multinational Financial Management, Elsevier, vol. 77(C).
• Zhang, Xueying & Feng, Chao & Walker, Thomas & Barabanov, Sergey, 2025. "Restrictive bond covenants: Evidence from family firms in China," Pacific-Basin Finance Journal, Elsevier, vol. 89(C).
• Yuan, Xianghui & Long, Jun & Li, Xiang & Zhao, Chencheng, 2025. "Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers," Pacific-Basin Finance Journal, Elsevier, vol. 89(C).
• Liu, Zechu & Nikitopoulos, Christina Sklibosios & Phua, Kenny & Wang, Jianxin, 2025. "Data-driven monetary policy: Evidence from the Bank of Japan’s equity purchase program," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
• Kim, Donghoon & Kang, Jangkoo & Roh, Soohyun, 2025. "Market participants' trading behavior toward anomalies: Evidence from the Korean market," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
• Chiu, I-Chan & Hung, Mao-Wei, 2025. "Finance-specific large language models: Advancing sentiment analysis and return prediction with LLaMA 2," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
• Wilkinson, Finn West & Finta, Marinela Adriana & Onishchenko, Olena, 2025. "COVID-19 and investors' trading behavior: Evidence from the New Zealand equity market," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
• He, Yuqian & Li, Lu & Li, Yihang & Liang, Yuehong & Ye, Yating, 2025. "Lexical diversity, soft information skills and hedge fund performance: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
• Lee, Yi-Hsi & Chiu, Yu-Fen & Hsieh, Ming-Hua, 2025. "Stablecoin depegging risk prediction," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
• Zhao, Chaoyi & Chen, Yufan & Wu, Lintong & Dai, Yuehao & Chen, Ermo & Wu, Lan & Zhang, Ruixun, 2025. "High-frequency liquidity in the Chinese stock market: Measurements, patterns, and determinants," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
• Gharghori, Philip & Nguyen, Annette, 2025. "Which factors in China? A pre-registered report," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
• Jia, Xiaolan & Fan, Zheqi & Ruan, Xinfeng, 2025. "Option profit and loss attribution and pricing in the Chinese options market," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
• Yu, Bo & Dong, Liang & Qin, Zhenjiang & Lam, Keith S.K., 2025. "What is the best composite liquidity proxy for explaining stock returns? Evidence from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
• Shi, Huai-Long & Chen, Huayi, 2025. "Understanding the role of sentiment beta in China," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
• Lin, Jiayu & Pan, Dongliang & Sha, Yezhou, 2025. "The impact of ESG investment on fund performance: Evidence from mutual fund style drift," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
• Białkowski, Jędrzej & Hong, Sanghyun & Wagner, Moritz, 2025. "Is no news still good news? Volatility feedback revisited," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
• Long, Huaigang & Tao, Cuixia & Yao, Zhongwei & Zhu, Yanjian, 2025. "Visible hands versus invisible hands: Default risk and stock price crashes in China," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
• Singh, Harminder & Wang, Peipei & Hua, Vinh Duc Anh, 2025. "The high-volume return premium and macro-economic factors in Indian market," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
• Han, Qi & Song, Xuan, 2025. "Quantum walk option pricing model based on binary tree," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 658(C).
• Bonaparte, Yosef, 2025. "Presidential versus parliamentary: Political system and stock market volatility," European Journal of Political Economy, Elsevier, vol. 87(C).
• Fan, Jiani & Hua, Xiuping & Wang, Miao & Wang, Yong & Zhang, Huayi, 2025. "The impacts of U.S. Section 337 investigations on Chinese technology firms," Research Policy, Elsevier, vol. 54(5).
• Gao, Xiang & Koedijk, Kees & Walther, Thomas & Wang, Zhan, 2025. "Relative investor sentiment," International Review of Economics & Finance, Elsevier, vol. 100(C).
• Chen, Bing & Kazemi, Maziar M. & Yang, Xiaohui, 2025. "Do hedge fund clients of prime brokers front-run their analysts?," International Review of Economics & Finance, Elsevier, vol. 97(C).
• Ardakani, Omid M. & Dalko, Viktoria & Shim, Hyeeun, 2025. "Information loss from perception alignment," International Review of Economics & Finance, Elsevier, vol. 97(C).
• Liu, Yuanyuan & Liu, Qianqian, 2025. "Exploring the effects of board governance and information disclosure on stock price stability," International Review of Economics & Finance, Elsevier, vol. 98(C).
• Rahman, Oriana & Semenov, Andrei, 2025. "Subjective probabilities under behavioral heuristics," International Review of Economics & Finance, Elsevier, vol. 98(C).
• Si, Xiaohan & Zhang, Shuai, 2025. "Carbon emission disclosure and carbon premium ——evidence from the Chinese bond market," International Review of Economics & Finance, Elsevier, vol. 98(C).
• Kumar, Satish & Rao, Amar & Dhochak, Monika, 2025. "Hybrid ML models for volatility prediction in financial risk management," International Review of Economics & Finance, Elsevier, vol. 98(C).
• Bouteska, Ahmed & Sharif, Taimur & Isskandarani, Layal & Abedin, Mohammad Zoynul, 2025. "Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies," International Review of Economics & Finance, Elsevier, vol. 98(C).
• Zhen, Fang, 2025. "Market volatility and skewness risks in China," International Review of Economics & Finance, Elsevier, vol. 99(C).
• Li, Sen & Zhang, Yi, 2025. "Environmental risk and stock price crash risk: Evidence from energy substitution policy adoption," International Review of Economics & Finance, Elsevier, vol. 99(C).
• Chen, Yongming & Li, Hui, 2025. "Uncovering the distress anomaly: The role of insider silence and limited investor attention," International Review of Economics & Finance, Elsevier, vol. 99(C).
• Sonenshine, Ralph & Aboulhosn, Aya, 2025. "Impact of political risk on emerging market risk premiums and risk adjusted returns," Research in International Business and Finance, Elsevier, vol. 73(PA).
• Lu, Jing & Ran, Rong & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2025. "Asset pricing when social preference meets lottery preference: Evidence from China," Research in International Business and Finance, Elsevier, vol. 73(PA).
• Zhang, Yue, 2025. "Debt distribution and ESG performance: Evidence from Chinese listed companies," Research in International Business and Finance, Elsevier, vol. 73(PA).
• Demirer, Riza & Polat, Onur & Sokhanvar, Amin, 2025. "Do oil price shocks drive systematic risk premia in stock markets? A novel investment application," Research in International Business and Finance, Elsevier, vol. 73(PA).
• Talebi, Alireza & Bragues, George & Hadlul, Seham & Sharma, Agam, 2025. "Global Stock Markets during Covid-19: Did Rationality Prevail?," Research in International Business and Finance, Elsevier, vol. 73(PA).
• Ali, Shoaib & Zhang, Ting & Yousaf, Imran, 2025. "Interlinkage between lending and borrowing tokens and US equity sector: Implications for social finance," Research in International Business and Finance, Elsevier, vol. 73(PA).
• Fu, Yumei & Guo, Chun, 2025. "Booster or trapper? Corporate digital transformation and capital allocation efficiency," Research in International Business and Finance, Elsevier, vol. 73(PB).
• Liu, Funing & Zhang, Xiaolin, 2025. "Multi-media textual information, COVID-19 sentiment and bond spread," Research in International Business and Finance, Elsevier, vol. 74(C).
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• Kleibergen, Frank & Kong, Lingwei, 2025. "Identification robust inference for the risk premium in term structure models," Journal of Econometrics, Elsevier, vol. 248(C).
• Bandi, Federico M. & Su, Yinan, 2025. "Conditional spectral methods," Journal of Econometrics, Elsevier, vol. 248(C).
• Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2025. "Identification-robust and simultaneous inference in multifactor asset pricing models," Journal of Econometrics, Elsevier, vol. 248(C).
• Cheng, Xu & Renault, Eric & Sangrey, Paul, 2025. "Identifying the volatility risk price through the leverage effect," Journal of Econometrics, Elsevier, vol. 248(C).
• Ahrens, Maximilian & Erdemlioglu, Deniz & McMahon, Michael & Neely, Christopher J. & Yang, Xiye, 2025. "Mind your language: Market responses to central bank speeches," Journal of Econometrics, Elsevier, vol. 249(PC).
  • Ahrens, Maximilian & Erdemlioglu, Deniz & Mcmahon, Michael & Neely, Christopher J & Yang, Xiye, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," CEPR Discussion Papers 18191, C.E.P.R. Discussion Papers.
  • Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang, 2023. "Mind Your Language: Market Responses to Central Bank Speeches," Working Papers 2023-013, Federal Reserve Bank of St. Louis, revised 28 Sep 2024.
• Cai, Yifei & Zhang, Yahua & Zhang, Anming, 2025. "Oil price shocks and airlines stock return and volatility – A GFEVD analysis," Economics of Transportation, Elsevier, vol. 41(C).
• Boddin, Dominik & te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2025. "Portfolio flows and household portfolios," European Economic Review, Elsevier, vol. 172(C).
  • Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2024. "Portfolio Flows and Household Portfolios," NBER Working Papers 32210, National Bureau of Economic Research, Inc.
  • te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2024. "Portfolio Flows and Household Portfolios," CEPR Discussion Papers 18877, C.E.P.R. Discussion Papers.
• Ouzan, Samuel & Six, Pierre, 2025. "The demand for hedging of oil producers: A tale of risk and regret," European Journal of Operational Research, Elsevier, vol. 321(1), pages 330-343.
• Xu, Zhiwei & Hua, Xia & Zhang, Teng, 2025. "Does official media sentiment matter for the stock market? Evidence from China," Emerging Markets Review, Elsevier, vol. 64(C).
• Jin, Xianzhe & Si, Haitao & Zhu, Dandan & Li, Yuyan, 2025. "Spillover effects of short selling on corporate bond financing costs: Evidence from Chinese listed firms," Emerging Markets Review, Elsevier, vol. 66(C).
• Diego Bonelli & Berardino Palazzo & Ram S. Yamarthy, 2025. "“Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices," Finance and Economics Discussion Series 2025-002, Board of Governors of the Federal Reserve System (U.S.).
• Andrew C. Meldrum & Oleg Sokolinskiy, 2025. "The Relationship between Market Depth and Liquidity Fragility in the Treasury Market," Finance and Economics Discussion Series 2025-014, Board of Governors of the Federal Reserve System (U.S.).
• Niklas Kroner, 2025. "How Markets Process Macro News: The Importance of Investor Attention," Finance and Economics Discussion Series 2025-022, Board of Governors of the Federal Reserve System (U.S.).
• Christopher J. Neely, 2025. "The Economic Effects of a Potential Armed Conflict Over Taiwan," Review, Federal Reserve Bank of St. Louis, vol. 107(3), pages 1-23, February.
  • Christopher J. Neely, 2024. "The economic effects of a potential armed conflict over Taiwan," Working Papers 2024-034, Federal Reserve Bank of St. Louis, revised 28 Jan 2025.
• Thomas M. Eisenbach & Anna Kovner & Michael Junho Lee, 2025. "When It Rains, It Pours: Cyber Vulnerability and Financial Conditions," Economic Policy Review, Federal Reserve Bank of New York, vol. 31(1), pages 1-24, January.
• Itamar Drechsler & Hyeyoon Jung & Weiyu Peng & Dominik Supera & Guanyu Zhou, 2025. "Why Are Credit Card Rates So High?," Liberty Street Economics 20250331, Federal Reserve Bank of New York.
• Itamar Drechsler & Hyeyoon Jung & Weiyu Peng & Dominik Supera & Guanyu Zhou, 2025. "Credit Card Banking," Staff Reports 1143, Federal Reserve Bank of New York.
• Tobias Adrian & Michael J. Fleming & Kleopatra Nikolaou, 2025. "U.S. Treasury Market Functioning from the GFC to the Pandemic," Staff Reports 1146, Federal Reserve Bank of New York.
• Pablo D. Azar & Sergio Olivas & Nish Sinha, 2025. "The Price of Processing: Information Frictions and Market Efficiency in DeFi," Staff Reports 1153, Federal Reserve Bank of New York.
• Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2023. "Sequential Search for Corporate Bonds," NBER Working Papers 31904, National Bureau of Economic Research, Inc.
  • Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2025. "Sequential Search for Corporate Bonds," Working Papers 25-08, Federal Reserve Bank of Philadelphia.
• Andreas Fuster & David Lucca & James Vickery, 2023. "Mortgage-backed securities," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 15, pages 331-357, Edward Elgar Publishing.
  • Andreas Fuster & David O. Lucca & James Vickery, 2022. "Mortgage-Backed Securities," Staff Reports 1001, Federal Reserve Bank of New York.
  • Andreas Fuster & David O. Lucca & James Vickery, 2025. "Mortgage-Backed Securities," Working Papers 25-10, Federal Reserve Bank of Philadelphia.
  • Andreas Fuster & David O. Lucca & James I. Vickery, 2022. "Mortgage-Backed Securities," Swiss Finance Institute Research Paper Series 22-13, Swiss Finance Institute.
  • Fuster, Andreas & Lucca, David & Vickery, James, 2022. "Mortgage-Backed Securities," CEPR Discussion Papers 16989, C.E.P.R. Discussion Papers.
• Ducret, Romain & Eugster, Nicolas & Isakov, Dusan & Weisskopf, Jean-Philippe, 2025. "The behavior of stock prices around the ex-day during a dividend shortage," FSES Working Papers 540, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Alexander Abramov & Alexander Radygin & Maria Chernova, 2025. "Global and Russian financial markets in 2024," Published Papers ppaper-2025-1406, Gaidar Institute for Economic Policy, revised 2025.
• Said Magomedov & Dean Fantazzini, 2025. "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," JRFM, MDPI, vol. 18(2), pages 1-20, January.
  • Magomedov, Said & Fantazzini, Dean, 2025. "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper 123416, University Library of Munich, Germany.
• Mario Cerrato & Shengfeng Mei, 2025. "Bank Capital Structure, Valuation Adjustments and Financial Market Liquidity," Working Papers 2025_07, Business School - Economics, University of Glasgow.
• Aase, Knut K., 2014. "Recursive utility and jump-diffusions," Discussion Papers 2014/9, Norwegian School of Economics, Department of Business and Management Science.
  • Aase, Knut K., 2025. "Recursive utility and jump-diffusions," Discussion Papers 2025/6, Norwegian School of Economics, Department of Business and Management Science.
  • Aase, Knut K., 2015. "Recursive utility and jump-diffusions," Discussion Papers 2015/6, Norwegian School of Economics, Department of Business and Management Science.
• Aase, Knut K., 2025. "The economics of risk sharing in discrete time with translation invariant recursive utility," Discussion Papers 2025/15, Norwegian School of Economics, Department of Business and Management Science.
• Aase, Knut K., 2025. "Optimal risk sharing with translation invariant recursive utility in continuous time," Discussion Papers 2025/16, Norwegian School of Economics, Department of Business and Management Science.
• NAKAJIMA, Jouchi, 2025. "Impact of US Monetary Policy Spillovers and Yield Curve Control Policy," Discussion Paper Series 760, Institute of Economic Research, Hitotsubashi University.
• Maria Teresa Medeiros Garcia & Carolina e Silva Correia de Carvalho, 2025. "Measuring Sentiment: The Impact on Financial Markets Volatility," Working Papers REM 2025/0365, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• António Afonso & Jorge Braga Ferreira, 2025. "The ECB's Pandemic Emergency Purchase Programme and Fiscal Policy: Synergies or Conflict?," CESifo Working Paper Series 11864, CESifo.
  • António Afonso & Jorge Braga Ferreira, 2025. "The ECB's Pandemic Emergency Purchase Programme and Fiscal Policy: Synergies or Conflict?," Working Papers REM 2025/0378, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Eduardo C. Ferraciolli & Francesco Renzini & Tanya V. Araújo & Flaminio Squazzoni, 2025. "The Devil’s Dung? Money as a mechanism of generalized reciprocity in human societies," Working Papers REM 2025/0379, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Bernard Cornet, 2025. "Characterizing Arbitrage-Free Choquet Pricing Rules," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202508, University of Kansas, Department of Economics.
• Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2025. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202509, University of Kansas, Department of Economics.
• Alessandra Cretarola & Gianna Figà-Talamanca & Marco Patacca, 2025. "Option pricing in a sentiment-biased stochastic volatility model," Annals of Finance, Springer, vol. 21(1), pages 69-95, March.
• Karen Grigorian & Robert A. Jarrow, 2025. "No arbitrage for a special class of filtration expansions," Annals of Finance, Springer, vol. 21(1), pages 45-68, March.
• Shivam Sehgal & Jaspal Singh, 2025. "Impact of Global and Domestic Factors on Indian Government Bond Yields," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(2), pages 465-488, June.
• Khalid Ul Islam & Umer Mushtaq Lone & Younis Ahmed Gulam & Suhail Ahmad Bhat, 2025. "Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(2), pages 609-630, June.
• Vittorio Carlei & Piera Cascioli & Alessandro Ceccarelli & Donatella Furia, 2025. "Can Machine Learning Explain Alpha Generated by ESG Factors?," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1457-1477, March.
• Onur Polat & Berna Doğan Başar & İbrahim Halil Ekşi, 2025. "Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict," Computational Economics, Springer;Society for Computational Economics, vol. 65(5), pages 2873-2889, May.
• François-Michel Boire & R. Mark Reesor & Lars Stentoft, 2025. "Bias Correction in the Least-Squares Monte Carlo Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 65(6), pages 3161-3205, June.
• Taraneh Shahin & María Teresa Ballestar de las Heras & Ismael Sanz, 2025. "Enhancing Stock Market Prediction Using Gradient Boosting Neural Network: A Hybrid Approach," Computational Economics, Springer;Society for Computational Economics, vol. 65(6), pages 3207-3235, June.
• Lukas Handler & Rainer Jankowitsch, 2025. "Political uncertainty and sovereign bond markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 39(1), pages 47-97, March.
• Thomas Gehrig & Leopold Sögner & Arne Westerkamp, 2025. "Extending the demand system approach to asset pricing," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 39(1), pages 133-166, March.
  • Gehrig, Thomas & Sögner, Leopold, 2022. "Extending the Demand System Approach to Asset Pricing," CEPR Discussion Papers 17743, C.E.P.R. Discussion Papers.
• Gerardo Ferrara & Maria Flora & Roberto Renò, 2025. "The Impact of COVID-19 on Italian Sovereign Bond Market Quality," Journal of Financial Services Research, Springer;Western Finance Association, vol. 67(1), pages 55-71, April.
• Qing Li & David C. Ling & Qie Ellie Yin, 2025. "Corporate Real Estate Usage and Firm Valuation," The Journal of Real Estate Finance and Economics, Springer, vol. 70(4), pages 677-705, May.
• Ons Triki & Fathi Abid, 2025. "Financial decision making under optimal control and Markov switching double exponential jump process," Review of Derivatives Research, Springer, vol. 28(1), pages 1-34, April.
• Sanjay Sehgal & Tarunika Jain Agrawal & Florent Deisting, 2025. "The tale of two tails and stock returns for two major emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 163-189, January.
• Alexander Brauneis & Roland Mestel & Erik Theissen, 2025. "The crypto world trades at tea time: intraday evidence from centralized exchanges across the globe," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 275-304, January.
• Vineet Agarwal & Richard J. Taffler & Chenyang Wang, 2025. "Investor emotions and market bubbles," Review of Quantitative Finance and Accounting, Springer, vol. 64(1), pages 339-369, January.
• Yu-An Chen & Dan Palmon, 2025. "The stock market boosts its rewards for increasing earnings patterns," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 663-711, February.
• Frankie Chau & Rataporn Deesomsak & Raja Shaikh, 2025. "Does Fed communication affect uncertainty and risk aversion?," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 713-756, February.
• Diego Leal Gonzalez & Bryan Stanhouse & Duane Stock & Xin Yue Zhou, 2025. "Nonlinear structural estimation of corporate bond liquidity," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 799-827, February.
• Prodosh Eugene Simlai, 2025. "Investor sophistication, investor sentiment, and cash-based operating profitability," Review of Quantitative Finance and Accounting, Springer, vol. 64(3), pages 1079-1103, April.
• Keith Anderson & Anup Chowdhury & Moshfique Uddin, 2025. "Piotroski's Fscore under varying economic conditions," Review of Quantitative Finance and Accounting, Springer, vol. 64(3), pages 1261-1307, April.
• Yoshitaka Ogisu & Shoka Hayaki & Masahiko Shibamoto, 2025. "Identification of Relationship Lending in Bank-Borrower Networks," Discussion Paper Series DP2025-02, Research Institute for Economics & Business Administration, Kobe University.
• Nagy, Attila Zoltán, 2025. "A befektetési alapok tőkeáramlásai és a befektetői hangulat kapcsolata a magyar részvénypiacon [The relationship between mutual fund flows and investor sentiment in the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 465-487.
• Michael Zierhut & Chiaki Hara, 2025. "Shareholder Unanimity: A Survey from the Viewpoint of Incomplete Markets," KIER Working Papers 1112, Kyoto University, Institute of Economic Research.
• Dominik Svoboda & Svatopluk Kapounek & Peter Albrecht, 2025. "The Effects of Short Interest on the Likelihood of Short Squeeze," MENDELU Working Papers in Business and Economics 2025-104, Mendel University in Brno, Faculty of Business and Economics.
• Stephen P. Ferris & Jan Hanousek, Jr. & Jan Hanousek & Jolana Stejskalová, 2025. "The Power of the Crowd: Retail Investors and the Cost of Capital," MENDELU Working Papers in Business and Economics 2025-105, Mendel University in Brno, Faculty of Business and Economics.
• Daniel Pastorek & Peter Albrecht, 2025. "Risk Without Reward? The Introduction of Bitcoin Spot ETFs," MENDELU Working Papers in Business and Economics 2025-99, Mendel University in Brno, Faculty of Business and Economics.

2024

• Olesya V. Grishchenko & Laura Wilcox, 2024. "Tale About Inflation Tails," Finance and Economics Discussion Series 2024-028, Board of Governors of the Federal Reserve System (U.S.).
• Siddhartha Chib & Simon C. Smith, 2024. "Factor Selection and Structural Breaks," Finance and Economics Discussion Series 2024-037, Board of Governors of the Federal Reserve System (U.S.).
• Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024. "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series 2024-039, Board of Governors of the Federal Reserve System (U.S.).
• Antonio Gil de Rubio Cruz & Steven A. Sharpe, 2024. "Predicting Analysts’ S&P 500 Earnings Forecast Errors and Stock Market Returns using Macroeconomic Data and Nowcasts," Finance and Economics Discussion Series 2024-049, Board of Governors of the Federal Reserve System (U.S.).
• Lionel Melin & Ahyan Panjwani, 2024. "Optimal Design of Contingent Capital," Finance and Economics Discussion Series 2024-051, Board of Governors of the Federal Reserve System (U.S.).
• Benjamin Knox & Jakob Ahm Sørensen, 2024. "Insurers’ Investments and Insurance Prices," Finance and Economics Discussion Series 2024-058, Board of Governors of the Federal Reserve System (U.S.).
• Xing Huang & Philippe Jorion & Jeongmin Lee & Christopher Schwarz, 2024. "Who is Minding the Store? Order Routing and Competition in Retail Trade Execution," Finance and Economics Discussion Series 2024-080, Board of Governors of the Federal Reserve System (U.S.).
• Travis D. Nesmith, 2024. "Revisiting Risky Money," Finance and Economics Discussion Series 2024-090, Board of Governors of the Federal Reserve System (U.S.).
• Mohammad R. Jahan-Parvar & Yuriy Kitsul & Jamil Rahman & Beth Anne Wilson, 2024. "Foreign economic policy uncertainty and U.S. equity returns," International Finance Discussion Papers 1401, Board of Governors of the Federal Reserve System (U.S.).
• François Gourio & Phuong Ngo, 2024. "Downward Nominal Rigidities and Bond Premia," Working Paper Series WP 2024-09, Federal Reserve Bank of Chicago.
• Jacob Dice & Mallick Hossain & David Rodziewicz, 2024. "Flood Risk Exposures and Mortgage-Backed Security Asset Performance and Risk Sharing," Research Working Paper RWP 24-05, Federal Reserve Bank of Kansas City.
• Anusha Chari & Karlye Dilts Stedman & Christian T. Lundblad, 2024. "Risk-on/Risk-off: Measuring Shifts in Investor Sentiment," Research Working Paper RWP 24-12, Federal Reserve Bank of Kansas City.
• Rodolfo E. Manuelli & Jose Martinez-Gutierrez, 2024. "Policy Instability and the Risk-Return Trade-Off," Review, Federal Reserve Bank of St. Louis, vol. 106(2), pages 106-128.
• Christopher J. Neely, 2025. "The Economic Effects of a Potential Armed Conflict Over Taiwan," Review, Federal Reserve Bank of St. Louis, vol. 107(3), pages 1-23, February.
  • Christopher J. Neely, 2024. "The economic effects of a potential armed conflict over Taiwan," Working Papers 2024-034, Federal Reserve Bank of St. Louis, revised 28 Jan 2025.
• Matteo Crosignani & Lina Han & Marco Macchiavelli & André F. Silva, 2024. "The Anatomy of Export Controls," Liberty Street Economics 20240412, Federal Reserve Bank of New York.
• Guillaume Roussellet, 2024. "Exploring the TIPS‑Treasury Valuation Puzzle," Liberty Street Economics 20240701, Federal Reserve Bank of New York.
• Michael J. Fleming, 2024. "Has Treasury Market Liquidity Improved in 2024?," Liberty Street Economics 20240923, Federal Reserve Bank of New York.
• Henry Dyer & Michael J. Fleming & Or Shachar, 2024. "End‑of‑Month Liquidity in the Treasury Market," Liberty Street Economics 20240924, Federal Reserve Bank of New York.
• Julian di Giovanni & Galina Hale & Neel Lahiri & Anirban Sanyal, 2024. "International Stock Markets’ Reactions to EU Climate Policy Shocks," Liberty Street Economics 20241010, Federal Reserve Bank of New York.
• Nina Boyarchenko & Leonardo Elias, 2024. "The Global Credit Cycle," Staff Reports 1094, Federal Reserve Bank of New York.
• Natalia Fischl-Lanzoni & Martin Hiti & Nathan Kaplan & Asani Sarkar, 2024. "Investor Attention to Bank Risk During the Spring 2023 Bank Run," Staff Reports 1095, Federal Reserve Bank of New York.
• Matteo Crosignani & Lina Han & Marco Macchiavelli & André F. Silva, 2024. "Securing Technological Leadership? The Cost of Export Controls on Firms," Staff Reports 1096, Federal Reserve Bank of New York.
• Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2024. "Is There Hope for the Expectations Hypothesis?," Staff Reports 1098, Federal Reserve Bank of New York.
• Adam Copeland & R. Jay Kahn, 2024. "Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo," Staff Reports 1140, Federal Reserve Bank of New York.
• Assa Cohen & Mahyar Kargar & Benjamin Lester & Pierre-Olivier Weill, 2024. "Inventory, Market Making, and Liquidity in OTC Markets," Working Papers 24-22, Federal Reserve Bank of Philadelphia.
• Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2021. "Corporate Bond Market Distress," Staff Reports 957, Federal Reserve Bank of New York.
  • Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2024. "Corporate Bond Market Distress," Working Paper 24-09, Federal Reserve Bank of Richmond.
• Patricia Gomez-Gonzalez & Gabriel Mathy, 2024. "The World's First Global Safe Asset: British Public Debt, 1718-1913," Fordham Economics Discussion Paper Series dp2024-01er:dp2024-01, Fordham University, Department of Economics.
• Mikhail S. Makushkin, 2024. "Yield Factors of Additional Tier 1 Bonds," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 43-59, October.
• Mustafa Hussein Abd-Allah & Wael Ibrahim Abdelrahim Hamimy, 2024. "The Impact of Financial Leverage on the Pricing Risk in the Egyptian Stock Market," Journal of Financial Studies, Institute of Financial Studies, vol. 16(9), pages 11-22, May.
• Paul Handro & Bogdan Dima, 2024. "Analyzing Financial Markets Efficiency: Insights from a Bibliometric and Content Review," Journal of Financial Studies, Institute of Financial Studies, vol. 16(9), pages 119-175, May.
• Alexander Abramov & Alexander Radygin & Maria Chernova, 2024. "Global and Russian financial markets in 2023," Published Papers ppaper-2024-1324, Gaidar Institute for Economic Policy, revised 2024.
• Massimo Guidolin & Monia Magnani, 2024. "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," Risks, MDPI, vol. 12(2), pages 1-26, February.
  • Massimo Guidolin & Monia Magnani, 2024. "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," BAFFI CAREFIN Working Papers 24220, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Lise Clain‐chamosset‐yvrard & Xavier Raurich & Thomas Seegmuller, 2024. "Rational bubbles on assets with a fundamental value," Working Papers hal-04493331, HAL.
  • Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2024. "Rational bubbles on assets with a fundamental value," Working Papers 2404, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• Stephen J ChoiStephen & Mitu Gulati & Ugo Panizza & Robert E Scott & Mark C Weidemaier, 2024. "Obscure contract terms: an inadvertent pricing experiment," Capital Markets Law Journal, Oxford University Press, vol. 19(3), pages 230-241.
  • Stephen J. Choi & Mitu Gulati & Ugo Panizza & Robert E. Scott & W. Mark C. Weidemaier, 2024. "Obscure contract terms: an inadvertent pricing experiment," IHEID Working Papers 05-2024, Economics Section, The Graduate Institute of International Studies.
• Cavallo, Eduardo A. & Cepeda, Ana & Panizza, Ugo, 2024. "Environmental Damage News and Stock Returns: Evidence from Latin America," IDB Publications (Working Papers) 13537, Inter-American Development Bank.
  • Eduardo Cavallo & Ana Cepeda & Ugo Panizza, 2024. "Environmental Damage News and Stock Returns: Evidence from Latin America," IHEID Working Papers 08-2024, Economics Section, The Graduate Institute of International Studies.
  • Cavallo, Eduardo & Cepeda, Ana & Panizza, Ugo, 2024. "Environmental Damage News and Stock Returns: Evidence from Latin America," CEPR Discussion Papers 19154, C.E.P.R. Discussion Papers.
• Piyapas Tharavanij, 2024. "Tobin's q Revisited: A Theoretical and Empirical Framework for Accurate Business Valuation," GATR Journals gjbssr653, Global Academy of Training and Research (GATR) Enterprise.
• Bastidon, Cécile & Jawadi, Fredj, 2024. "Trade fragmentation and volatility-of-volatility networks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  • Cécile Bastidon & Fredj Jawadi, 2024. "Trade fragmentation and volatility-of-volatility networks," Post-Print hal-04478721, HAL.
• Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander F Wagner, 2024. "Do investors care about biodiversity?," Post-Print hal-04649052, HAL.
• Hamza, Taher & Ben Haj Hamida, Hayet & Mili, Mehdi & Sami, Mina, 2024. "High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models," Research in International Business and Finance, Elsevier, vol. 70(PB).
  • Taher Hamza & Hayet Ben Haj Hamida & Mehdi Mili & Mina Sami, 2024. "High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models," Post-Print hal-04678662, HAL.
• Christophe C. Gouel & Qingyin Ma & John Stachurski, 2024. "Interest rate dynamics and commodity prices [Dynamique des taux d'intérêt et prix des matières premières]," Post-Print hal-04709125, HAL.
• Clain-Chamosset-Yvrard, Lise & Raurich, Xavier & Seegmuller, Thomas, 2024. "Entrepreneurship, growth and productivity with bubbles," Journal of Macroeconomics, Elsevier, vol. 81(C).
  • Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2021. "Entrepreneurship, growth and productivity with bubbles," Working Papers halshs-03134474, HAL.
  • Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2024. "Entrepreneurship, growth and productivity with bubbles," Post-Print hal-04718292, HAL.
  • Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2021. "Entrepreneurship, growth and productivity with bubbles," UB School of Economics Working Papers 2021/407, University of Barcelona School of Economics.
  • Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2021. "Entrepreneurship, growth and productivity with bubbles," AMSE Working Papers 2106, Aix-Marseille School of Economics, France.
• Benchora, Inessa & Galanti, Sébastien, 2024. "Verified carbon emissions and stock returns in the EU Emissions Trading System," Energy Policy, Elsevier, vol. 193(C).
  • Inessa Benchora & Sébastien Galanti, 2024. "Verified carbon emissions and stock returns in the EU Emissions Trading System," Post-Print hal-04797734, HAL.
• Fève, Patrick & Moura, Alban, 2024. "Frictionless house-price momentum," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
  • Patrick Fève & Alban Moura, 2023. "Frictionless house-price momentum," BCL working papers 177, Central Bank of Luxembourg.
  • Patrick Fève & Alban Moura, 2024. "Frictionless house-price momentum," Post-Print hal-04810404, HAL.
  • Fève, Patrick & Moura, Alban, 2023. "Frictionless house-price momentum," TSE Working Papers 23-1488, Toulouse School of Economics (TSE).
• José da Fonseca & Edem Dawui & Yannick Malevergne, 2023. "A Linear-Rational Multi-Curve Term Structure Model with Stochastic Spread," Working Papers hal-04012277, HAL.
  • José da Fonseca & Komi Edem Dawui & Yannick Malevergne, 2024. "A linear-rational multi-curve term structure model with stochastic spread," Working Papers hal-04407022, HAL.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2024. "Rational bubbles on assets with a fundamental value," Working Papers 2404, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Lise Clain‐chamosset‐yvrard & Xavier Raurich & Thomas Seegmuller, 2024. "Rational bubbles on assets with a fundamental value," Working Papers hal-04493331, HAL.
  • Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2024. "Rational bubbles on assets with a fundamental value," AMSE Working Papers 2408, Aix-Marseille School of Economics, France.
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• Christensen, Jens H. E. & Mirkov, Nikola & Zhang, Xin, 2024. "Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia," Working Paper Series 440, Sveriges Riksbank (Central Bank of Sweden).
• Berle, Erika & Jørgensen, Kjell & Ødegaard, Bernt Arne, 2024. "Is investment capital cheaper for green firms? Evidence from equity listings at Euronext - Oslo," UiS Working Papers in Economics and Finance 2024/1, University of Stavanger.
• Nikolai A. Manushkin, 2024. "Application Of Fama-French Five Factor Model On The Russian Market," HSE Working papers WP BRP 95/FE/2024, National Research University Higher School of Economics.
• YAMAMOTO, Yuichi, 2024. "How Do Biases Influence Learning Outcomes?," Economic Review, Hitotsubashi University, vol. 75(1), pages 182-185, April.
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• YAMAMOTO, Yuichi, 2024. "How Do Biases Influence Learning Outcomes?," Economic Review, Hitotsubashi University, vol. 75(1), pages 7-7, April.
• NAKAJIMA, Jouchi, 2024. "Central bank balance sheets and long-term interest rates : Revisiting Japan's unconventional monetary policy experience," Discussion Paper Series 758, Institute of Economic Research, Hitotsubashi University.
• Thorarinn Petursson, 2024. "Extracting inflation expectations and risk premia from the breakeven inflation rate in Iceland," Economics wp97, Department of Economics, Central bank of Iceland.
• Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2024. "Sovereign Risk and Economic Complexity," IDB Publications (Working Papers) 13393, Inter-American Development Bank.
• Cavallo, Eduardo & Cepeda, Ana & Panizza, Ugo, 2024. "Environmental Damage News and Stock Returns: Evidence from Latin America," CEPR Discussion Papers 19154, C.E.P.R. Discussion Papers.
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• Yezhou Sha & Jianwu Yi, 2024. "Cheaper Is Better? Evidence From China Fund Expense And Performance," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(4), pages 697-720, December.
• Chinmaya Behera & Biswashree Tanaya Priyadarsini & Debasis Patnaik, 2024. "Impact Of Geopolitical Risk And Crude Oil Prices On Stock Return," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(Spesial I), pages 45-58, February.
• Maulana Harris Muhajir, 2024. "Cost Of Capital And Climate Risk In The Indonesian Bonds Market," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(Spesial I), pages 75-94, February.
• Sebastián Román & Emiliano Carlevaro & Martín Dutto, 2024. "Estimación de la compensación por inflación en la curva de rendimientos de bonos argentinos," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 62(1), pages 71-109, Diciembre.
• Yvo Mudde & Anna Samarina & Robert Vermeulen, 2024. "Spillover Effects of Sovereign Bond Purchases in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 20(2), pages 343-389, April.
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• Yuji Shinozaki, 2024. "A Review of New Developments in Finance with Deep Learning: Deep Hedging and Deep Calibration," IMES Discussion Paper Series 24-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
• Ferdinand Fichtner & Heike Joebges, 2024. "Stock market returns and GDP growth," IMK Studies 90-2024, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Justin Birru & Fernando Chague & Rodrigo De-Losso & Bruno Giovannetti, 2024. "Attention and Biases: Evidence from Tax-Inattentive Investors," Management Science, INFORMS, vol. 70(10), pages 7101-7119, October.
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• John Duffy & Janet Hua Jiang & Huan Xie, 2024. "Pricing Indefinitely Lived Assets: Experimental Evidence," Management Science, INFORMS, vol. 70(12), pages 8772-8790, December.
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• Michael Fleming & Giang Nguyen & Francisco Ruela, 2024. "Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market," Management Science, INFORMS, vol. 70(1), pages 332-354, January.
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• Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2024. "Predicting Bond Return Predictability," Management Science, INFORMS, vol. 70(2), pages 931-951, February.
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• Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2024. "The Cost of Clearing Fragmentation," Management Science, INFORMS, vol. 70(6), pages 3581-3596, June.
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• Alex Edmans & Darcy Pu & Chendi Zhang & Lucius Li, 2024. "Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around the World," Management Science, INFORMS, vol. 70(7), pages 4357-4380, July.
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• Shiyang Huang & Xin Liu & Dong Lou & Christopher Polk, 2024. "The Booms and Busts of Beta Arbitrage," Management Science, INFORMS, vol. 70(8), pages 5367-5385, August.
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  • Polk, Christopher & Lou, Dong & Huang, Shiyang, 2016. "The Booms and Busts of Beta Arbitrage," CEPR Discussion Papers 11531, C.E.P.R. Discussion Papers.
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• Aleš Černý & Christoph Czichowsky & Jan Kallsen, 2024. "Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation," Mathematics of Operations Research, INFORMS, vol. 49(2), pages 752-781, May.
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• Armando Holzknecht & Jürgen Huber & Michael Kirchler & Tibor Neugebauer, 2024. "Speculating in zero-value assets: The greater fool game experiment," Working Papers 2024-09, Faculty of Economics and Statistics, Universität Innsbruck.
• Huber, Christoph & Holzmeister, Felix & Johannesson, Magnus & König-Kersting, Christian & Dreber, Anna & Huber, Jürgen & Kirchler, Michael, 2024. "Do Experimental Asset Market Results Replicate? High-Powered Preregistered Replications of 17 Claims," I4R Discussion Paper Series 190, The Institute for Replication (I4R).
  • Christoph Huber & Felix Holzmeister & Magnus Johannesson & Christian König-Kersting & Anna Dreber & Jürgen Huber & Michael Kirchler, 2024. "Do experimental asset market results replicate? High-powered preregistered replications of 17 claims," Working Papers 2024-12, Faculty of Economics and Statistics, Universität Innsbruck.
• Adrián Fernandez-Perez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2025. "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," IREA Working Papers 202504, University of Barcelona, Research Institute of Applied Economics.
• Server Demirci & Musa Onur Beskisiz, 2024. "Comparative Analysis of the Effect of Tax Policy on the BIST 100 and Participation 30 Index," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 11(1), pages 87-97, January.
• Yuriy Gorodnichenko & Xiao Yin, 2024. "Higher-Order Beliefs and Risky Asset Holdings," NBER Working Papers 32680, National Bureau of Economic Research, Inc.
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• HUDAK Milan, 2024. "The Evolution of Natural Gas Market Integration: From Regional Segmentation to Global Interconnectedness. Insights from a Literature Review," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 02, June.
• Mignot Sarah & Pellizzari Paolo & Westerhoff Frank, 2024. "Fake News and Asset Price Dynamics," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 244(4), pages 351-379.
• Charles Guy Njike Leunga & Donatien Hainaut, 2024. "Affine Heston model style with self-exciting jumps and long memory," Annals of Finance, Springer, vol. 20(1), pages 1-43, March.
• Esmaeil Babaei, 2024. "Asset pricing and hedging in financial markets with fixed and proportional transaction costs," Annals of Finance, Springer, vol. 20(2), pages 259-275, June.
• Kentaro Kikuchi, 2024. "A term structure interest rate model with the Brownian bridge lower bound," Annals of Finance, Springer, vol. 20(3), pages 301-328, September.
• Kun Xing & Honggang Li, 2024. "The profitability of interacting trading strategies from an ecological perspective," Annals of Finance, Springer, vol. 20(3), pages 377-394, September.
• Harshit Mishra & Parama Barai, 2024. "Entropy Augmented Asset Pricing Model: Study on Indian Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(1), pages 81-99, March.
• Yasuhiro Iwanaga & Takehide Hirose & Tomohiro Yoshida, 2024. "Decomposing the Momentum in the Japanese Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(2), pages 221-250, June.
• Yunpeng Su & Jia Li & Baochen Yang & Yunbi An, 2024. "The Impacts of Policy Uncertainty on Asset Prices: Evidence from China’s Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 1087-1133, December.
• Harald Uhlig, 2024. "On Digital Currencies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 52(1), pages 1-14, March.
  • Harald Uhlig, 2024. "On Digital Currencies," NBER Working Papers 32159, National Bureau of Economic Research, Inc.
• Peter J. Zeitsch, 2024. "Convertible Bond Arbitrage Smart Beta," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 159-192, January.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2024. "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets," Computational Economics, Springer;Society for Computational Economics, vol. 64(3), pages 1775-1801, September.
• David Alaminos & María Belén Salas & Manuel A. Fernández-Gámez, 2024. "High-Frequency Trading in Bond Returns: A Comparison Across Alternative Methods and Fixed-Income Markets," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2263-2354, October.
• Kamyr Gomes Souza & Flavio Barboza & Daniel Vitor Tartari Garruti, 2024. "A Discourse Analysis of Tweets and Its Implications for Cryptocurrency Prices and Trade Volumes," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2355-2383, October.
• Aykut Ekinci & Safa Sen, 2024. "Forecasting Bank Failure in the U.S.: A Cost-Sensitive Approach," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3161-3179, December.
• Rosa Drift & Jan Haan & Peter Boelhouwer, 2024. "Forecasting House Prices through Credit Conditions: A Bayesian Approach," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3381-3405, December.
• Quang Khai Nguyen, 2024. "Globalization, credit information sharing and financial stability in developing countries," Economic Change and Restructuring, Springer, vol. 57(6), pages 1-21, December.
• Bogdan Dima & Ștefana Maria Dima, 2024. "The non-linear impact of monetary policy on shifts in economic policy uncertainty: evidence from the United States of America," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(3), pages 755-781, August.
• Pi-Yun Yang & Dun-Yao Ke & Kai-Chien Chen & Thi Bao Ngoc Nguyen, 2024. "Foreign versus domestic institutional ownership and stock price synchronicity in Taiwan," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(2), pages 239-263, June.
• Antoine Giannetti, 2024. "A simple test of misspecification for linear asset pricing models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(3), pages 305-330, September.
• Joon Chul James Ahn & Dragos Gorduza & Seonho Park, 2024. "Hidden neighbours: extracting industry momentum from stock networks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(4), pages 415-441, December.
• Zhengnan Yin & Niall O’Sullivan & Meadhbh Sherman, 2024. "The performance of asset allocation mutual funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(4), pages 465-514, December.
• Trevor W. Chamberlain & Zehua Zhang & Ran Zhao & Lu Zhu, 2024. "ESG Performance and Corporate Bond Volatility," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(2), pages 219-221, May.
• Monika Sywak & Carolyne C. Soper, 2024. "Trump versus Biden: A Driver of Abnormal Returns?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(4), pages 445-447, November.
• Avis Devine & Isabelle Jolin & Nils Kok & Erkan Yönder, 2024. "How Gender Diversity Shapes Cities: Evidence from Risk Management Decisions in REITs," Journal of Business Ethics, Springer, vol. 189(4), pages 723-741, February.
• Leyuan You, 2024. "The Impact of Social Norms of Responsibility on Corporate Social Responsibility Short Title: The Impact of Social Norms of Responsibility on Corporate Social Responsibility," Journal of Business Ethics, Springer, vol. 190(2), pages 309-326, March.
• Dharmendra Naidu & Kumari Ranjeeni, 2024. "Shhh… Do Gender-Diverse Boards Prioritize Product Market Concerns Over Capital Market Incentives?," Journal of Business Ethics, Springer, vol. 193(1), pages 235-257, August.
• Daisuke Miyakawa & Chihiro Shimizu & Iichiro Uesugi, 2024. "Do Foreign Buyers Pay More Than Domestic Buyers? Evidence from International Transaction-Level Data," The Journal of Real Estate Finance and Economics, Springer, vol. 68(3), pages 394-424, April.
• Spencer J. Couts, 2024. "How do Non-Core Allocations Affect the Risk and Returns of Private Real Estate Funds?," The Journal of Real Estate Finance and Economics, Springer, vol. 68(4), pages 715-748, May.
• Bing Zhu & Colin Lizieri, 2024. "Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns?," The Journal of Real Estate Finance and Economics, Springer, vol. 69(4), pages 682-718, November.
• Haoyu Gao & Fukang Chen & Yiling Ouyang, 2024. "The impacts of political uncertainty on public financing costs: evidence from anti-corruption investigations in China," Public Choice, Springer, vol. 198(1), pages 69-91, January.
• Yuecai Han & Fengtong Zhang, 2024. "Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility," Review of Derivatives Research, Springer, vol. 27(1), pages 37-53, April.
• Haitham A. Al-Zoubi, 2024. "An affine model for short rates when monetary policy is path dependent," Review of Derivatives Research, Springer, vol. 27(2), pages 151-201, July.
• Sharif Mozumder & Bakhtear Talukdar & M. Humayun Kabir & Bingxin Li, 2024. "Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing," Review of Quantitative Finance and Accounting, Springer, vol. 62(1), pages 97-133, January.
• Jang-Chul Kim & Kaun Y. Lee & Ha-Chin Yi, 2024. "Liquidity difference between non-U.S. and U.S. IPOs on the NYSE listings," Review of Quantitative Finance and Accounting, Springer, vol. 62(1), pages 365-387, January.
• Rilwan Sakariyahu & Audrey Paterson & Eleni Chatzivgeri & Rodiat Lawal, 2024. "Chasing noise in the stock market: an inquiry into the dynamics of investor sentiment and asset pricing," Review of Quantitative Finance and Accounting, Springer, vol. 62(1), pages 135-169, January.
• Chuang-Chang Chang & Hsiao-Wei Ho & Henry Hongren Huang & Yildiray Yildirim, 2024. "A reduced-form model for lease contract valuation with embedded options," Review of Quantitative Finance and Accounting, Springer, vol. 62(2), pages 841-864, February.
• Shu Zhang & Peimin Chen & Chunchi Wu, 2024. "Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model," Review of Quantitative Finance and Accounting, Springer, vol. 62(3), pages 911-951, April.
• Zhe Shen & Haili Li & Norvald Instefjord & Xinming Liu, 2024. "Audit committee equity incentives and stock price crash risk," Review of Quantitative Finance and Accounting, Springer, vol. 62(3), pages 1145-1190, April.
• Shibo Bian & Iftekhar Hasan & Xunxiao Wang & Zhipeng Yan, 2024. "Do markets value manager-investor interaction quality? Evidence from IPO returns," Review of Quantitative Finance and Accounting, Springer, vol. 63(2), pages 599-632, August.
• Jungshik Hur & Qing Yang, 2024. "The role of dividends and investor sentiment in the relation between idiosyncratic risk and expected returns," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 807-827, October.
• Chuxuan Xiao & Winifred Huang & David P. Newton, 2024. "Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 979-1006, October.
• Jonathan Fletcher, 2024. "AN examination of linear factor models in U.K. stock returns in the presence of dynamic trading," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 1121-1147, October.
• Shigenori SHIRATSUKA, 2024. "What Does the Yield Curve Control Policy Do?," Keio-IES Discussion Paper Series 2024-002, Institute for Economics Studies, Keio University.
• Takuma Kunieda & Akihisa Shibata, 2024. "Insurance against Aggregate Shocks," KIER Working Papers 1102, Kyoto University, Institute of Economic Research.
  • Takuma Kunieda & Akihisa Shibata, 2024. "Insurance against Aggregate Shocks," Discussion Paper Series 267, School of Economics, Kwansei Gakuin University.
  • Takuma Kunieda & Akihisa Shibata, 2024. "Insurance against Aggregate Shocks," ISER Discussion Paper 1239, Institute of Social and Economic Research, The University of Osaka.
• Takeo Hori & Ryonghun Im & Hiroshi Nakaota, 2024. "Bubbly fundamentals," Discussion Paper Series 278, School of Economics, Kwansei Gakuin University, revised Mar 2025.
• Takács, András, 2024. "A tőkestruktúra és a piaci érték közötti kapcsolat a hazai kis- és középvállalati szektorban [The relationship between capital structure and market value in the domestic small and medium-sized ente," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 915-929.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," CESifo Working Paper Series 10691, CESifo.
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• Takuma Kunieda & Akihisa Shibata, 2024. "Insurance against Aggregate Shocks," ISER Discussion Paper 1239, Institute of Social and Economic Research, The University of Osaka.
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• Thorsten Hens & Ester Trutwin, 2024. "Modelling Sustainable Investing in the CAPM," KIER Working Papers 1104, Kyoto University, Institute of Economic Research.
• Rafael Rodríguez, 2024. "Efectos de la política monetaria con metas de inflación en los retornos del mercado bursátil," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 102, pages 151-180.
• Buthelezi Eugene Msizi, 2024. "Is Money Supply Endogenous a Markov-Switch Exploration in the Zero Lower Bound Interest Rate in the USA," Review of Economics, De Gruyter, vol. 75(3), pages 193-213.
• Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "A note on the determinants of NFTs returns," Working Paper series 24-07, Rimini Centre for Economic Analysis.
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• Michal Drábek & Pavel Syrovátka, 2024. "Enhancing Market Value Estimation for Privately Held Companies: Differentiated Multipliers in the Czech Brewing Industry," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 10(1), pages 25-46.
• Veronika Staňková, 2024. "(Out)smart the Peer Group in Market Comparison: Building Business Valuation Multiples by Machine Learning," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 10(2), pages 156-172.
• Phaik Nie Chin & Abdulsalam Abuhamra & Zheng Xian Lee, 2024. "The Determinants of Malaysian Real Estate Investment Trusts’ Systematic Risks," Capital Markets Review, Malaysian Finance Association, vol. 32(2), pages 1-26.
• Sweta Aggarwal & Smita Dayal & Nidhi Malhotra, 2024. "Is There A Risk Premium in ESG Investing in India?," Capital Markets Review, Malaysian Finance Association, vol. 32(2), pages 17-33.
• Dimiter Nenkov, 2024. "“The Magnificent Seven” Technology Stocks and Their Impact on the S&P 500: A Review 4 Years Later," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, vol. 6(2), pages 180-195, December.
• Jeko Milev & Kremena Choutilova-Yochkolovska, 2024. "The Multifund System – Is It an Option for Raising the Sustainability of The Bulgarian Pension System?," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, vol. 6(2), pages 206-216, December.
• Rava Azeredo da Silveira & Yeji Sung & Michael Woodford, 2024. "Optimally Imprecise Memory and Biased Forecasts," American Economic Review, American Economic Association, vol. 114(10), pages 3075-3118, October.
• Tim Bollerslev & Jia Li & Yuexuan Ren, 2024. "Optimal Inference for Spot Regressions," American Economic Review, American Economic Association, vol. 114(3), pages 678-708, March.
• Kai Hao Yang & Alexander K. Zentefis, 2024. "Monotone Function Intervals: Theory and Applications," American Economic Review, American Economic Association, vol. 114(8), pages 2239-2270, August.
• Zhiguo He & Maggie Hu & Zhenping Wang & Vincent Yao, 2024. "Valuing Long-Term Property Rights with Anticipated Political Regime Shifts," American Economic Review, American Economic Association, vol. 114(9), pages 2701-2747, September.
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• Nathan Foley-Fisher & Gary Gorton & Stéphane Verani, 2024. "Adverse Selection Dynamics in Privately Produced Safe Debt Markets," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(1), pages 441-468, January.
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• Marzena Rostek & Ji Hee Yoon, 2024. "Innovation in Decentralized Markets: Technology versus Synthetic Products," American Economic Journal: Microeconomics, American Economic Association, vol. 16(1), pages 63-109, February.
• Alan D. Crane & Andrew Koch & Leming Lin, 2024. "Real Effects of Markets on Politics: Evidence from US Presidential Elections," American Economic Review: Insights, American Economic Association, vol. 6(1), pages 73-88, March.
• Whelsy Boungou & Alhonita Yatie, 2024. "Crypto-assets, Uncertainties, and Geopolitical Risks," Review of Development Finance Journal, Chartered Institute of Development Finance, vol. 14(2), pages 55-64.
• Muhammad Muddasir & Gülşah Kulalı, 2024. "The Validity of CAPM and ICAPM in the Istanbul Stock Exchange," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(1), pages 26-42.
• Selçuk Yalçın, 2024. "Piyasa Çarpanları ile Portföy Oluşturma: BİST’te Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(3), pages 610-627.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2024. "Rational bubbles on assets with a fundamental value," AMSE Working Papers 2408, Aix-Marseille School of Economics, France.
• Mirzat Ullah, 2024. "Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(1), pages 110-135.
• Vanderveken, Rodolphe & Lassance, Nathan & Vrins, Frédéric, 2024. "Optimal Portfolio Size under Parameter Uncertainty," LIDAM Discussion Papers LFIN 2024004, Université catholique de Louvain, Louvain Finance (LFIN).
• Boulier, Jean-François & D’Hondt, Catherine & Jawadi, Fredj & Prat, Georges & Rozin, Philippe & Taffler, Richard, 2024. "How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions," LIDAM Reprints LFIN 2024001, Université catholique de Louvain, Louvain Finance (LFIN).
• Vrins, Frédéric & Wang, Linqi, 2024. "Asymmetric short-rate model without lower bound," LIDAM Reprints LFIN 2024005, Université catholique de Louvain, Louvain Finance (LFIN).
• Ozge Camalan & Sahika Gokmen & Sibel Atan, 2024. "Using Advanced Machine Learning Techniques to Predict the Sales Volume of Non-Fungible Tokens," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 10(1), pages 17-27, June.
• Яндиев М. // Yandiyev М., 2024. "Феномен недооценки при первичном размещении акций объясняется алчностью финансовых спекулянтов // The Phenomenon of Underpricing during Initial Public Offering is Explained by the Greed of Financial S," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 65-85.
• Шамар Бауыржан // Shamar Bauyrzhan, 2024. "Декомпозиция кривой доходности ГЦБ // Decomposition of the government securities yield curve," Working Papers #2024-3, National Bank of Kazakhstan.
• Yulia V. Vymyatnina & Aleksandr A. Chernykh, 2024. "Green bonds in the Russian market: Assessing environmental influence on returns," Russian Journal of Economics, ARPHA Platform, vol. 10(3), pages 211-228, October.
• Kausik, B.N., 2023. "Equity Premium in Efficient Markets," MPRA Paper 119278, University Library of Munich, Germany.
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• Moshe A. Milevsky & Thomas S. Salisbury, 2025. "The Riccati tontine: how to satisfy regulators on average," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 50(1), pages 72-102, March.
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• Li, D. & Linton, O. B. & Zhang, H., 2024. "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Cambridge Working Papers in Economics 2454, Faculty of Economics, University of Cambridge.
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• Hirano, Tomohiro & Toda, Alexis Akira, 2024. "On equilibrium determinacy in overlapping generations models with money," Economics Letters, Elsevier, vol. 239(C).
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• Saggu, Aman & Ante, Lennart & Demir, Ender, 2024. "Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup," Research in International Business and Finance, Elsevier, vol. 70(PA).
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• Elham Daadmehr, 2024. "Workplace sustainability or financial resilience? Composite-financial resilience index," Risk Management, Palgrave Macmillan, vol. 26(2), pages 1-35, May.
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• Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2024. "One Factor to Bind the Cross-Section of Returns," NBER Working Papers 32365, National Bureau of Economic Research, Inc.
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• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024. "Machine Learning and the Yield Curve:Tree-Based Macroeconomic Regime Switching," PIER Working Paper Archive 24-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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• Saggu, Aman & Ante, Lennart & Kopiec, Kaja, 2025. "Uncertain Regulations, Definite Impacts: The Impact of the U.S. Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Finance Research Letters, Elsevier, vol. 72(C).
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• Olkhov, Victor, 2014. "Expressions of market-based correlations between prices and returns of two assets," MPRA Paper 123009, University Library of Munich, Germany.
  • Victor Olkhov, 2024. "Expressions of Market-Based Correlations Between Prices and Returns of Two Assets," Papers 2412.13172, arXiv.org.
• Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," Finance Research Letters, Elsevier, vol. 62(PB).
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• Daneshmand, Arian & Mazyaki, Ali & Gheidari, Mohammad Javad, 2024. "The Effects of Income Support Policy on Covid-19 Related Mortality: A Cross-Country Study (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 29(1), pages 21-50, May.
• Feghhi Kashani, Mohammad & ziyaee, zahra, 2024. "Supply Side Implications of Ambiguity Aversion for Risk Premium and Risk-Free Rate Puzzles (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 29(1), pages 51-78, May.
• Josko Maric & Mislav Sagovac & Luka Sikic, 2024. "The Effects Of Momentum And Contrarian Strategies On The Croatian Capital Market," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 33(1), pages 149-175, june.
• Nuruddeen Usman & Chinecherem Dionne Okoronkwo, 2024. "The Epidemic of COVID-19 and the Persistence of MINT Stock Prices," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 5(1), pages 1-6.
• Javed Bin Kamal & Mark Wohar & Khaled Bin Kamal, 2024. "On the Potential Hedging Instruments Against Central Bank Digital Currency Uncertainty and Attention Indices," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 5(2), pages 1-7.
• Seyed Alireza Athari & Ali Awais Khalid & Qasim Raza Syed, 2024. "Twitter-Based Economic Uncertainty and US Energy Market - An Investigation Using Wavelet Coherence," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 5(1), pages 1-7.
• Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2022. "Beta-Sorted Portfolios," Papers 2208.10974, arXiv.org, revised Nov 2024.
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• Massimo Guidolin & Monia Magnani, 2024. "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," Risks, MDPI, vol. 12(2), pages 1-26, February.
  • Massimo Guidolin & Monia Magnani, 2024. "Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings," BAFFI CAREFIN Working Papers 24220, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Pietro Munari, 2024. "The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing," BAFFI CAREFIN Working Papers 24228, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Monia Magnani, 2024. "Can Monetary Policies Inflate a Stock Market Bubble? A Regime Switching Model of Periodically Collapsing Bubbles," BAFFI CAREFIN Working Papers 24231, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Monia Magnani, 2024. "Does Macroeconomic Predictability Enhance the Economic Value of Hedge Funds to Risk-Averse Investors?," BAFFI CAREFIN Working Papers 24232, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Dejan Zivkov & Boris Kuzman & Natasa Papic-Blagojevic, 2024. "Multiscale non-linear tale risk spillover effect from oil to stocks – The case of East European emerging markets," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, vol. 27(3), pages 186-200, September.
• Bruno Feunou & Zabi Tarshi, 2024. "Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada," Discussion Papers 2024-09, Bank of Canada.
• Yuteng Cheng & Roberto Robatto, 2024. "Fire Sales and Liquidity Requirements," Staff Working Papers 24-18, Bank of Canada.
• Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2024. "Entry and Exit in Treasury Auctions," Staff Working Papers 24-29, Bank of Canada.
• Antonio Diez de los Rios, 2024. "Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program," Staff Working Papers 24-34, Bank of Canada.
• Andreas Uthemann & Rishi Vala, 2024. "How big is cash-futures basis trading in Canada’s government bond market?," Staff Analytical Notes 2024-16, Bank of Canada.
• Andreas Uthemann & Rishi Vala, 2024. "Quelle est la part de l’arbitrage comptant-terme sur le marché canadien des obligations d’État?," Staff Analytical Notes 2024-16fr, Bank of Canada.
• Jabir Sandhu & Rishi Vala, 2024. "Could all-to-all trading improve liquidity in the Government of Canada bond market?," Staff Analytical Notes 2024-17, Bank of Canada.
• Jabir Sandhu & Rishi Vala, 2024. "La négociation ouverte à tous les acteurs pourrait-elle améliorer la liquidité du marché des obligations du gouvernement du Canada?," Staff Analytical Notes 2024-17fr, Bank of Canada.
• Ingomar Krohn & Mariel Maguiña, 2024. "Foreign Exchange Risk Premiums and Global Currency Factors," Staff Analytical Notes 2024-20, Bank of Canada.
• Boran Plong & Neil Maru, 2024. "CORRA: Explaining the rise in volumes and resulting upward pressure," Staff Analytical Notes 2024-21, Bank of Canada.
• Antonio Diez de los Rios, 2024. "Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve," Staff Analytical Notes 2024-22, Bank of Canada.
• Antonio Diez de los Rios, 2024. "Évaluation des effets de portefeuille du Programme d’achat d’obligations du gouvernement du Canada sur la courbe de rendement canadienne," Staff Analytical Notes 2024-22fr, Bank of Canada.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024. "How foreign central banks can affect liquidity in the Government of Canada bond market," Staff Analytical Notes 2024-26, Bank of Canada.
• Patrick Aldridge & Jabir Sandhu & Sofia Tchamova, 2024. "Le rôle des banques centrales étrangères sur la liquidité du marché des obligations du gouvernement du Canada," Staff Analytical Notes 2024-26fr, Bank of Canada.
• Boran Plong & Neil Maru, 2024. "What has been putting upward pressure on CORRA?," Staff Analytical Notes 2024-4, Bank of Canada.
• Patrick Aldridge & Stephane Gignac & Rishi Vala & Adrian Walton, 2024. "Comment les sociétés d’assurance vie canadiennes gèrent leurs risques de liquidité," Staff Analytical Notes 2024-7fr, Bank of Canada.
• Ricardo Barahona & María Rodríguez-Moreno, 2024. "Estimating the OIS term premium with analyst expectation surveys," Occasional Papers 2410, Banco de España.
• Arturo Pablo Macías Fernández & Ignacio de la Peña Leal, 2024. "Sensibilidad a los tipos de interés soberanos de la cartera de colateral elegible para los préstamos de política monetaria," Occasional Papers 2417, Banco de España.
• Alicia Aguilar & Ricardo Gimeno, 2024. "Discrete Probability Forecasts: What to expect when you are expecting a monetary policy decision," Working Papers 2438, Banco de España.
• Danilo Liberati & Giuseppe Marinelli, 2024. "Was Covid-19 a wake-up call on climate risks? Evidence from the greenium," Questioni di Economia e Finanza (Occasional Papers) 832, Bank of Italy, Economic Research and International Relations Area.
• Fabrizio Ferriani & Marcello Pericoli, 2024. "ESG risks and corporate viability: insights from default probability term structure analysis," Questioni di Economia e Finanza (Occasional Papers) 892, Bank of Italy, Economic Research and International Relations Area.
• Stefano Nobili & Mattia Persico & Rosario Romeo, 2024. "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 52, Bank of Italy, Directorate General for Markets and Payment System.
• Stefano Nobili & Mattia Persico & Rosario Romeo, 2024. "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Temi di discussione (Economic working papers) 52, Bank of Italy, Economic Research and International Relations Area.
• Moro, Alessandro & Zaghini, Andrea, 2023. "The green sin: How exchange rate volatility and financial openness affect green premia," CFS Working Paper Series 715, Center for Financial Studies (CFS).
  • Alessandro Moro & Andrea Zaghini, 2024. "The green sin: how exchange rate volatility and financial openness affect green premia," Temi di discussione (Economic working papers) 1447, Bank of Italy, Economic Research and International Relations Area.
• Valère Fourel & Alice Schwenninger, 2024. "The Impact of the PEPP on the Corporate Commercial Paper Market," Working papers 946, Banque de France.
• Jens H. E. Christensen & Sarah Mouabbi, 2024. "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working Paper Series 2024-08, Federal Reserve Bank of San Francisco.
  • Jens Christensen & Sarah Mouabbi, 2024. "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working papers 948, Banque de France.
• Lhuissier, Stéphane & Ortmans, Aymeric & Tripier, Fabien, 2022. "The Risk of Inflation Dispersion in the Euro Area," CEPREMAP Working Papers (Docweb) 2212, CEPREMAP.
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• Gaston Gelos & Pietro Patelli & Ilhyock Shim, 2024. "The US dollar and capital flows to EMEs," BIS Quarterly Review, Bank for International Settlements, September.
• James Costain & Galo Nuño & Carlos Thomas, 2022. "The Term Structure of Interest Rates in a Heterogeneous Monetary Union," Working Papers 2223, Banco de España.
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• Lioba Heimbach & Wenqian Huang, 2024. "DeFi leverage," BIS Working Papers 1171, Bank for International Settlements.
• Tobias Adrian & Gaston Gelos & Nora Lamersdorf & Emanuel Moench, 2024. "The asymmetric and persistent effects of Fed policy on global bond yields," BIS Working Papers 1195, Bank for International Settlements.
• Rodney Garratt & Maarten RC van Oordt, 2024. "Crypto Exchange Tokens," BIS Working Papers 1201, Bank for International Settlements.
• Phạm Thu Hương & Hoàng Mạnh Hùng & Lê Đạt Chí, 2024. "Ứng dụng mô hình F-SCORE cho chiến lược đầu tư cổ phiếu tại Sở Giao dịch Chứng khoán Thành phố Hồ Chí Minh," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 19(5), pages 46-58.
• Trịnh Hữu Lực & Lê Huỳnh Như, 2024. "Vai trò trung gian của kế toán quản trị môi trường trong mối quan hệ giữa chiến lược và thành quả môi trường," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 19(7), pages 61-71.
• Phạm Đình Hân & Lê Thị Diệu Huyên & Vũ Quốc Quý, 2024. "Áp dụng mở rộng lý thuyết hành vi có kế hoạch để dự đoán ý định mua căn hộ chung cư của người tiêu dùng," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 19(8), pages 94-111.
• Richard Mawulawoe Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2024. "COVID‐19, Mobility Restriction Policies and Stock Market Volatility: A Cross‐Country Empirical Study," Economic Papers, The Economic Society of Australia, vol. 43(2), pages 184-203, June.
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• Michael Bauer & Mikhail Chernov, 2024. "Interest Rate Skewness and Biased Beliefs," Journal of Finance, American Finance Association, vol. 79(1), pages 173-217, February.
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• Lin William Cong & Yizhou Xiao, 2024. "Information Cascades and Threshold Implementation: Theory and an Application to Crowdfunding," Journal of Finance, American Finance Association, vol. 79(1), pages 579-629, February.
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• Francesca Barbiero & Glenn Schepens & Jean‐David Sigaux, 2024. "Liquidation Value and Loan Pricing," Journal of Finance, American Finance Association, vol. 79(1), pages 95-128, February.
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• Hui Chen & Winston Wei Dou & Leonid Kogan, 2024. "Measuring “Dark Matter” in Asset Pricing Models," Journal of Finance, American Finance Association, vol. 79(2), pages 843-902, April.
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• Ricardo J. Caballero & Alp Simsek, 2024. "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," Journal of Finance, American Finance Association, vol. 79(3), pages 1719-1753, June.
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• Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2024. "The Term Structure of Covered Interest Rate Parity Violations," Journal of Finance, American Finance Association, vol. 79(3), pages 2077-2114, June.
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• Thummim Cho & Christopher Polk, 2024. "Putting the Price in Asset Pricing," Journal of Finance, American Finance Association, vol. 79(6), pages 3943-3984, December.
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• Clemens Sialm & Qifei Zhu, 2024. "Currency Management by International Fixed‐Income Mutual Funds," Journal of Finance, American Finance Association, vol. 79(6), pages 4037-4081, December.
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• Stefano Giglio & Bryan Kelly & Serhiy Kozak, 2024. "Equity Term Structures without Dividend Strips Data," Journal of Finance, American Finance Association, vol. 79(6), pages 4143-4196, December.
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• María Eugenia Carmona Morales, 2024. "Descomposición de los componentes de las tasas de interés de largo plazo: caso Bolivia," Serie de Documentos de Trabajo 2024/02, Banco Central de Bolivia.
• Robert Eccles & Shiva Rajgopal & Jing Xie, 2024. "Does ESG negative screening work?," Working Papers 202404, University of Macau, Faculty of Business Administration.
• Allaudeen Hameed & Jing Xie & Yuxiang Zhong, 2024. "Preferences for dividends and stock returns around the world," Working Papers 202405, University of Macau, Faculty of Business Administration.
• Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," Bank of England working papers 1068, Bank of England.
• Bidder, Rhys & Coen, Jamie & Lepore, Caterina & Silvestri, Laura, 2024. "Whose asset sales matter?," Bank of England working papers 1088, Bank of England.
• Gabor Pinter & Emil Siriwardane & Danny Walker, 2024. "Fire sales of safe assets," BIS Working Papers 1233, Bank for International Settlements.
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• Joyce, Michael & Lengyel, Andras, 2024. "The yield curve impact of government debt issuance surprises and the implications for QT," Bank of England working papers 1097, Bank of England.
• Haris Giannakidis & Louis Karathanos & Athanasios Kontinopoulos & Athanasios Lampousis & Petros Migiakis, 2024. "The investment grade and funds’ portfolio allocation in Greek assets," Economic Bulletin, Bank of Greece, issue 59, pages 7-24, July.
• Ari Kutai & Daniel Nathan & Milena Wittwer, 2024. "Exchanges for government bonds? Evidence during COVID-19," Bank of Israel Working Papers 2024.03, Bank of Israel.
• Akihito Yoneyama & Akitaka Tsuchiya & Noritaka Fukuma, 2024. "Changes in Risk Perceptions on Yen Interest Rates and Exchange Rates Observed in Options Markets: Developments in Implied Probability Distributions amid Rate Hikes in the United States and Europe from," Bank of Japan Review Series 24-E-8, Bank of Japan.
• Noritaka Fukuma & Tomiyuki Kitamura & Kohei Maehashi & Naoki Matsuda & Keita Takemura & Kota Watanabe, 2024. "The Impact of Quantitative and Qualitative Easing and Yield Curve Control on the Functioning of the Japanese Government Bond Market," Bank of Japan Working Paper Series 24-E-9, Bank of Japan.
• Takashi Nakazawa & Mitsuhiro Osada, 2024. "The Bank of Japan's Large-Scale Government Bond Purchases and the Formation of Long-Term Interest Rates," Bank of Japan Working Paper Series 24-E-10, Bank of Japan.
• Kohei Maehashi & Daisuke Miyakawa & Kana Sasamoto, 2024. "Pricing Implications of Centrality in an OTC Derivative Market: An Empirical Analysis Using Transaction-Level CDS Data," Bank of Japan Working Paper Series 24-E-11, Bank of Japan.
• Liyan Han & Lei Li & Huiyi Liao & Libo Yin, 2024. "Hedging Along the Global Value Chain: Trade War and Firm Value," CRC TR 224 Discussion Paper Series crctr224_2024_531, University of Bonn and University of Mannheim, Germany.
• Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023. "Mental models of the stock market," SAFE Working Paper Series 406, Leibniz Institute for Financial Research SAFE.
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  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," ECONtribute Discussion Papers Series 259, University of Bonn and University of Cologne, Germany.
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• Kim Jeong-Yoo, 2024. "Comments on the Signaling Theory of IPO Underpricing and Investor Protection Laws," Asian Journal of Law and Economics, De Gruyter, vol. 15(1), pages 151-165, April.
• Horie Tetsushi & Yamamoto Yohei, 2024. "Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices," Journal of Econometric Methods, De Gruyter, vol. 13(1), pages 1-27, January.
• Burda Martin & Schroeder Adrian K., 2024. "Recurrent Neural Network GO-GARCH Model for Portfolio Selection," Journal of Time Series Econometrics, De Gruyter, vol. 16(2), pages 67-81.
• Baltodano López Ovielt & Bulfone Giacomo & Casarin Roberto & Ravazzolo Francesco, 2024. "Modeling Corporate CDS Spreads Using Markov Switching Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 271-292, April.
• Koval Borys & Frühwirth-Schnatter Sylvia & Sögner Leopold, 2024. "Bayesian Reconciliation of Return Predictability," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 337-378, April.
• Yin Haiyuan & Yang Qingsong, 2024. "Investor Sentiment Mining Based on Bi-LSTM Model and its Impact on Stock Price Bubbles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(5), pages 703-724.
• Lenhard, Gregor, 2024. "Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets," Working papers 2024/01, Faculty of Business and Economics - University of Basel.
• Simshauser, P. & Gohde, N., 2024. "3-Party Covenant Financing of 'Semi-Regulated' Pumped Hydro Assets," Cambridge Working Papers in Economics 2425, Faculty of Economics, University of Cambridge.
• Zhao, X. & Hong, S. Y. & Linton, O. B., 2024. "Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach," Janeway Institute Working Papers 2423, Faculty of Economics, University of Cambridge.
  • Zhao, X. & Hong, S. Y. & Linton, O. B., 2024. "Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach," Cambridge Working Papers in Economics 2449, Faculty of Economics, University of Cambridge.
• Paul Simshauser & Joel Gilmore, 2024. "Demand shocks from the gas turbine fleet in Australia's National Electricity Market," Working Papers EPRG2414, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
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• Degui Li & Oliver Linton & Haoxuan Zhang, 2024. "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Papers 2403.06246, arXiv.org.
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  • Li, D. & Linton, O. B. & Zhang, H., 2024. "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Janeway Institute Working Papers 2424, Faculty of Economics, University of Cambridge.
• Kagerer, B., 2024. "Geopolitics and corporate risk: Evidence from EU-Russia conflict shocks," Cambridge Working Papers in Economics 2471, Faculty of Economics, University of Cambridge.
• Simshauser, Paul, 2025. "Competition vs. coordination: Optimising wind, solar and batteries in renewable energy zones," Energy Economics, Elsevier, vol. 143(C).
  • Paul Simshauser, 2024. "Competition vs. coordination: optimising wind, solar and batteries in renewable energy zones," Working Papers EPRG2419, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Simshauser, P., 2024. "Competition vs. Coordination: Optimising Wind, Solar and Batteries in Renewable Energy Zones," Cambridge Working Papers in Economics 2475, Faculty of Economics, University of Cambridge.
• Zhao, X. & Hong, S. Y. & Linton, O. B., 2024. "Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach," Cambridge Working Papers in Economics 2449, Faculty of Economics, University of Cambridge.
  • Zhao, X. & Hong, S. Y. & Linton, O. B., 2024. "Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach," Janeway Institute Working Papers 2423, Faculty of Economics, University of Cambridge.
• Li, D. & Linton, O. B. & Zhang, H., 2024. "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Cambridge Working Papers in Economics 2454, Faculty of Economics, University of Cambridge.
  • Li, D. & Linton, O. B. & Zhang, H., 2024. "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Janeway Institute Working Papers 2424, Faculty of Economics, University of Cambridge.
  • Degui Li & Oliver Linton & Haoxuan Zhang, 2024. "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Papers 2403.06246, arXiv.org.
• Matthijs Breugem & Stefano Colonnello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Carlo Alberto Notebooks 626, Collegio Carlo Alberto.
  • Matthijs Breugem & Stefano Colonnello & Roberto Marfe & Francesca Zucchi, 2024. "Dynamic Equity Slope," Carlo Alberto Notebooks 713 JEL Classification: D, Collegio Carlo Alberto.
  • Matthijs Breugem & Stefano Colonello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Working Papers 2020:21, Department of Economics, University of Venice "Ca' Foscari".
• Matthijs Breugem & Raffaele Corvino & Roberto Marfe & Lorenzo Schonleber, 2024. "Pandemic Tail Risk," Carlo Alberto Notebooks 714 JEL Classification: C, Collegio Carlo Alberto.
• Marfè, Roberto & Pénasse, Julien, 2024. "Measuring macroeconomic tail risk," Journal of Financial Economics, Elsevier, vol. 156(C).
  • Roberto Marfè & Julien Pénasse, 2020. "Measuring Macroeconomic Tail Risk," Carlo Alberto Notebooks 621, Collegio Carlo Alberto.
  • Roberto Marfe & Julien Penasse, 2024. "Measuring Macroeconomic Tail Risk," Carlo Alberto Notebooks 715 JEL Classification: E, Collegio Carlo Alberto.
• Stefano Colonnello & Roberto Marfè & Qizhou Xiong, 2021. "Housing Yields," Working Papers 2021:21, Department of Economics, University of Venice "Ca' Foscari", revised 2021.
  • Stefano Colonnello & Roberto Marfè & Qizhou Xiong, 2024. "Housing Yields," Carlo Alberto Notebooks 716 JEL Classification: G, Collegio Carlo Alberto.
• Changhyun Lee, 2024. "The outside option channel of central bank asset purchase programs: A tale of two crises," Working Papers 363, University of California, Davis, Department of Economics.
• Athanasios Geromichalos & Lucas Herrenbrueck & Changhyun Lee & Sukjoon Lee, 2024. "What’s so Inconvenient About TIPS?," Working Papers 364, University of California, Davis, Department of Economics.
• Sudhir A. Shah, 2024. "Money-metric valuation of assets," Working papers 347, Centre for Development Economics, Delhi School of Economics.
• Lu, Chengyue & Paczos, Wojtek, 2024. "Impact of COVID-19 Vaccinations on UK Stock Market," Cardiff Economics Working Papers E2024/10, Cardiff University, Cardiff Business School, Economics Section.
• Zhou, Peng & Jin, Shijie & Mazouz, Khelifa & Ding, Wenjie, 2024. "Choices and Effects of Different Green Labels in the EU Bond Market," Cardiff Economics Working Papers E2024/21, Cardiff University, Cardiff Business School, Economics Section.
• Hilber, Christian A. L. & Turner, Tracy M., 2024. "Land use regulation, homeownership and wealth inequality," LSE Research Online Documents on Economics 126794, London School of Economics and Political Science, LSE Library.
  • Christian A. L. Hilber & Tracy M. Turner, 2024. "Land use regulation, homeownership and wealth inequality," CEP Discussion Papers dp2003, Centre for Economic Performance, LSE.
• Makoto WATANABE & Yu Awaya & kohei Iwasaki, 2024. "Money is the roof of asset bubbles," CIGS Working Paper Series 24-001E, The Canon Institute for Global Studies.
  • Yu Awaya & Kohei Iwasaki & Makoto Watanabe, 2024. "Money Is the Root of Asset Bubbles," CESifo Working Paper Series 10923, CESifo.
• Hirsch, Patrick & Feld, Lars P. & Köhler, Ekkehard A. & Thomas, Tobias, 2024. "“Whatever It Takes!” How tonality of TV-news affected government bond yield spreads during the European debt crisis," European Journal of Political Economy, Elsevier, vol. 82(C).
  • Patrick Hirsch & Lars P. Feld & Ekkehard A. Köhler & Tobias Thomas, 2024. "“Whatever It Takes!” How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis," CESifo Working Paper Series 10980, CESifo.
• Jesús Fernández-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological synergies, heterogeneous firms, and idiosyncratic volatility," Economics Series Working Papers 1037, University of Oxford, Department of Economics.
  • Jésus Fernández-Villaverde & Yang Yu & Francesco Zanetti & Jesús Fernández-Villaverde, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CESifo Working Paper Series 11000, CESifo.
  • Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," Discussion Papers 2412, Centre for Macroeconomics (CFM).
  • Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms and Idiosyncratic Volatility," CAMA Working Papers 2024-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," PIER Working Paper Archive 24-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Fernández-Villaverde, Jesús & Yu, Yang & Zanetti, Francesco, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CEPR Discussion Papers 18899, C.E.P.R. Discussion Papers.
• Nicolas Caramp & Dejanir H. Silva, 2024. "Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity," CESifo Working Paper Series 11049, CESifo.
• Albanese, Marina & Caporale, Guglielmo Maria & Colella, Ida & Spagnolo, Nicola, 2025. "The effects of physical and transition climate risk on stock markets: Some multi-Country evidence," International Economics, Elsevier, vol. 181(C).
  • Marina Albanese & Guglielmo Maria Caporale & Ida Colella & Nicola Spagnolo, 2024. "The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence," CESifo Working Paper Series 11184, CESifo.
• Marina Albanese & Guglielmo Maria Caporale & Ida Colella & Nicola Spagnolo, 2024. "Climate Physical Risk and Asian Stock Market Returns," CESifo Working Paper Series 11222, CESifo.
• Ben Knox & Yannick Timmer, 2024. "Stagflationary Stock Returns," CESifo Working Paper Series 11236, CESifo.
• Stefan Nagel & Zhengyang Xu, 2024. "Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux," NBER Working Papers 32884, National Bureau of Economic Research, Inc.
  • Stefan Nagel & Zhengyang Xu, 2024. "Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux," CESifo Working Paper Series 11305, CESifo.
• Leonardo Bortolan & Atreya Dey & Luca Taschini, 2024. "Volatile Temperatures and Their Effects on Equity Returns and Firm Performance," CESifo Working Paper Series 11438, CESifo.
• Woongchan Jeon & Lint Barrage & Kieran James Walsh, 2024. "Pricing Climate Risks: Evidence from Wildfires and Municipal Bonds," CESifo Working Paper Series 11447, CESifo.
• Scott Alan Carson & Scott A. Carson, 2024. "Equity, Commodity, and Distillate Risks During Industrial Transformation: Innovation in the Oil & Gas Industry Using GARCH Difference-in-Decompositions," CESifo Working Paper Series 11534, CESifo.
• Kelly Shue & Richard Townsend & Chen Wang, 2024. "Categorical Thinking About Interest Rates," CESifo Working Paper Series 11558, CESifo.
• Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2024. "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," Wesleyan Economics Working Papers 2024-013, Wesleyan University, Department of Economics.
  • Gareth Campbell & Áine Gallagher & Richard S. Grossman, 2024. "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," CESifo Working Paper Series 11562, CESifo.
• Jesús Fernández-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological synergies, heterogeneous firms, and idiosyncratic volatility," Economics Series Working Papers 1037, University of Oxford, Department of Economics.
  • Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," Discussion Papers 2412, Centre for Macroeconomics (CFM).
  • Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms and Idiosyncratic Volatility," CAMA Working Papers 2024-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Jésus Fernández-Villaverde & Yang Yu & Francesco Zanetti & Jesús Fernández-Villaverde, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CESifo Working Paper Series 11000, CESifo.
  • Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," PIER Working Paper Archive 24-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Fernández-Villaverde, Jesús & Yu, Yang & Zanetti, Francesco, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CEPR Discussion Papers 18899, C.E.P.R. Discussion Papers.
• Schmid, Lukas & Valaitis, Vytautas & Villa, Alessandro, 2023. "Government Debt Management and Inflation with Real and Nominal Bonds," CEPR Discussion Papers 18197, C.E.P.R. Discussion Papers.
  • Lukas Schmid & Vytautas Valaitis & Alessandro T. Villa, 2024. "Government Debt Management and Inflation with Real and Nominal Bonds," Discussion Papers 2413, Centre for Macroeconomics (CFM).
• Tomohiro Hirano & Alexis Akira Toda, 2025. "Bubble Necessity Theorem," Journal of Political Economy, University of Chicago Press, vol. 133(1), pages 111-145.
  • Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Necessity Theorem," Papers 2305.08268, arXiv.org, revised Apr 2024.
  • Tomohiro Hirano & Alexis Akira Toda, 2024. "Bubble Necessity Theorem," Discussion Papers 2421, Centre for Macroeconomics (CFM).
  • Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Necessity Theorem," CIGS Working Paper Series 23-011E, The Canon Institute for Global Studies.
• Tomohiro Hirano & Alexis Akira Toda, 2023. "Housing Bubbles with Phase Transitions," Papers 2303.11365, arXiv.org, revised May 2025.
  • Tomohiro Hirano & Alexis Akira Toda, 2024. "Housing Bubbles with Phase Transitions," Discussion Papers 2427, Centre for Macroeconomics (CFM).
  • Tomohiro HIRANO & Alexis Akira Toda, 2024. "Housing Bubbles with Phase Transitions," CIGS Working Paper Series 24-009E, The Canon Institute for Global Studies.
• Tomohiro Hirano & Alexis Akira Toda, 2023. "Unbalanced Growth and Land Overvaluation," Papers 2307.00349, arXiv.org, revised Nov 2024.
  • Tomohiro Hirano & Alexis Akira Toda, 2024. "Unbalanced Growth and Land Overvaluation," Discussion Papers 2442, Centre for Macroeconomics (CFM).
• Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2024. "UIP deviations: Insights from event studies," Journal of International Economics, Elsevier, vol. 148(C).
  • Elias Albagli & Luis Ceballos & Sebastian Claro & Damian Romero, 2024. "UIP Deviations: Insights from Event Studies," Working Papers Central Bank of Chile 1007, Central Bank of Chile.
• Nyborg, Kjell G. & Woschitz, Jiri, 2024. "Robust difference-in-differences analysis when there is a term structure," CEPR Discussion Papers 18782, C.E.P.R. Discussion Papers.
  • Kjell G. Nyborg & Jiri Woschitz, 2024. "Robust difference-in-differences analysis when there is a term structure," Swiss Finance Institute Research Paper Series 24-03, Swiss Finance Institute.
• Filippo Cavaleri & Angelo Ranaldo & Enzo Rossi, 2024. "The Demand for Safe Assets," Swiss Finance Institute Research Paper Series 24-110, Swiss Finance Institute.
  • Filippo Cavaleri & Angelo Ranaldo & Enzo Rossi, 2025. "The demand for safe assets," Working Papers 2025-03, Swiss National Bank.
• Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024. "Pension Liquidity Risk," Working Papers 801, DNB.
  • Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024. "Pension Liquidity Risk," Swiss Finance Institute Research Paper Series 24-16, Swiss Finance Institute.
• Nyborg, Kjell G. & Woschitz, Jiri, 2023. "The price of money: The reserves convertibility premium over the term structure," CEPR Discussion Papers 18371, C.E.P.R. Discussion Papers.
  • Kjell G. Nyborg & Jiri Woschitz, 2024. "The Price of Money: The Reserves Convertibility Premium over the Term Structure," Swiss Finance Institute Research Paper Series 24-17, Swiss Finance Institute.
• Thea Kolasa & Zacharias Sautner, 2024. "Institutional Investors and the Fight Against Climate Change," Swiss Finance Institute Research Paper Series 24-26, Swiss Finance Institute.
• Nyborg, Kjell G., 2024. "The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates?," CEPR Discussion Papers 19243, C.E.P.R. Discussion Papers.
  • Kjell G. Nyborg, 2024. "The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates?," Swiss Finance Institute Research Paper Series 24-37, Swiss Finance Institute.
• Erten, Irem & Ongena, Steven, 2023. "Do banks price environmental risk? Only when local beliefs are binding!," CEPR Discussion Papers 18664, C.E.P.R. Discussion Papers.
  • Irem Erten & Steven Ongena, 2024. "Do Banks Price Environmental Risk? Only When Local Beliefs are Binding!," Swiss Finance Institute Research Paper Series 24-40, Swiss Finance Institute.
• Damir Filipović & Paul Schneider, 2024. "Fundamental properties of linear factor models," Swiss Finance Institute Research Paper Series 24-42, Swiss Finance Institute.
• Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2024. "Hunting for Dollars," Swiss Finance Institute Research Paper Series 24-52, Swiss Finance Institute.
• Pierre Collin-Dufresne & Anders B. Trolle, 2024. "Pricing of risk in credit and equity index options-A role for option order flow?," Swiss Finance Institute Research Paper Series 24-53, Swiss Finance Institute.
• Lorenzo Bretscher & Aytek Malkhozov & Andrea Tamoni & Haoxi Yang, 2024. "Distorted Beliefs and Asset Prices," Swiss Finance Institute Research Paper Series 24-66, Swiss Finance Institute.
• Francesco Audrino & Jessica Gentner & Simon Stalder, 2024. "Quantifying uncertainty: a new era of measurement through large language models," Working Papers 2024-12, Swiss National Bank.
  • Francesco Audrino & Jessica Gentner & Simon Stalder, 2024. "Quantifying Uncertainty: A New Era of Measurement through Large Language Models," Swiss Finance Institute Research Paper Series 24-68, Swiss Finance Institute.
• Amit Goyal & Adam V. Reed & Esad Smajlbegovic & Amar Soebhag, 2024. "Stealthy Shorts: Informed Liquidity Supply," Swiss Finance Institute Research Paper Series 24-75, Swiss Finance Institute.
• Derek Bergen & Francesco A. Franzoni & Daniel Obrycki & Rafael Resendes, 2024. "Intrinsic Value: A Solution to the Declining Performance of Value Strategies," Swiss Finance Institute Research Paper Series 24-76, Swiss Finance Institute.
• Martin Hoesli & Alona Shmygel, 2024. "Determinants of Discount Rates, Capitalization Rates, and Growth Rates," Swiss Finance Institute Research Paper Series 24-91, Swiss Finance Institute.
• Brice Corgnet & Mark DeSantis & Yan Peng & David Porter & Jason Shachat, 2024. "How Does P How Does Passive Investing E esting Effect the Informational Efficiency of ect the Informational Efficiency of Prices?," Working Papers 24-02, Chapman University, Economic Science Institute.
• Penaranda, Francisco & Sentana, Enrique, 2024. "Portfolio management with big data," CEPR Discussion Papers 19314, C.E.P.R. Discussion Papers.
  • Francisco Peñaranda & Enrique Sentana, 2024. "Portfolio management with big data," Working Papers wp2024_2411, CEMFI.
• Yu Awaya & Kohei Iwasaki & Makoto Watanabe, 2024. "Money Is the Root of Asset Bubbles," CESifo Working Paper Series 10923, CESifo.
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• Tomohiro Hirano & Alexis Akira Toda, 2023. "Housing Bubbles with Phase Transitions," Papers 2303.11365, arXiv.org, revised May 2025.
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  • Tomohiro Hirano & Alexis Akira Toda, 2024. "Housing Bubbles with Phase Transitions," Discussion Papers 2427, Centre for Macroeconomics (CFM).
• Queremón Riba Meseguer, Maria Isabel Cambón, 2024. "Fragmentación, formación de precios y liquidez de las acciones españolas en un contexto europeo," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
• Queremon Riba Meseguer, María Isabel Cambón Murcia, 2024. "Fragmentation price formation and liquidity of Spanish equities in a European context," CNMV Working Papers CNMV Working Papers no. 8, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Martha, López & Eduardo, Sarmiento Gómez, 2023. "Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia," Revista de Economía del Rosario, Universidad del Rosario, vol. 26(2), pages 1-29, Diciembre.
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• Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024. "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, vol. 67(PB).
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• Richard Synek, 2024. "Cointegration Analysis of US M2 and Gold Price Over the Last Half Century," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2024(1), pages 1-19.
• Štěpán Kohoutek & Pavla Maříková, 2024. "Analysis of historical developments in the European M&A market and identification of factors affecting the market [Analýza historického vývoje na evropském trhu fúzí a akvizic a identifikace faktor," Oceňování, Prague University of Economics and Business, vol. 17(1), pages 16-33.
• Michal Vyletelka, 2024. "ESG Score Uncertainty and Excess Stock Returns: European Stock Market Case," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(2), pages 137-163.
• Tomáš Podškubka & Štěpán Kohoutek & Jana Skálová, 2024. "Exploration of the Size Effect on Transaction Data of Non-publicly Traded EU Companies," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(4), pages 414-443.
• Qi Shi, 2024. "The Second RP-PCA Factor and Crude Oil Price Predictability," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(6), pages 662-690.
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• Wei Liu & Yoshihisa Suzuki, 2024. "Stock liquidity, financial constraints, and innovation in Chinese SMEs," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-43, December.
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• Alicia Aguilar, 2024. "Beyond Fragmentation: Unraveling the Drivers of Yield Divergence in the euro area," Working and Discussion Papers WP 9/2024, Research Department, National Bank of Slovakia.
• Gollier, Christian, 2024. "The welfare cost of ignoring the beta," TSE Working Papers 24-1556, Toulouse School of Economics (TSE).
• Lorette DANILO & Fayssal JAMHAMED & Franck MARTIN, 2024. "Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration," Economics Working Paper Archive (University of Rennes & University of Caen) 2024-11, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Josué Thélissaint, 2024. "Assessing Cryptomarket Risks: Macroeconomic Forces, Market Shocks and Behavioural Dynamics," Economics Working Paper Archive (University of Rennes & University of Caen) 2024-14, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Jessica Nallely Flores Gálvez & Abdiel Hernández Mendoza & José Miguel Mata Hernández, 2024. "Análisis de deslocalización, relocalización y financiero de empresas energéticas de litio y gas afectadas por el conflicto Rusia-Ucrania [Analysis of dislocation, relocation, and financial valuatio," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), vol. 37, pages 90197-90197.
• Priit Jeenas & Ricardo Lagos, 2024. "Q-Monetary Transmission," Journal of Political Economy, University of Chicago Press, vol. 132(3), pages 971-1012.
  • Priit Jeenas & Ricardo Lagos, 2022. "Q-Monetary Transmission," Economics Working Papers 1839, Department of Economics and Business, Universitat Pompeu Fabra.
  • Priit Jeenas & Ricardo Lagos, 2022. "Q-Monetary Transmission," NBER Working Papers 30023, National Bureau of Economic Research, Inc.
  • Ricardo Lagos & Priit Jeenas, 2022. "Q-Monetary Transmission," Working Papers 1348, Barcelona School of Economics.
• Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2024. "Belief Overreaction and Stock Market Puzzles," Journal of Political Economy, University of Chicago Press, vol. 132(5), pages 1450-1484.
  • Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2020. "Belief Overreaction and Stock Market Puzzles," NBER Working Papers 27283, National Bureau of Economic Research, Inc.
• Eduardo Dávila & Daniel Graves & Cecilia Parlatore, 2024. "The Value of Arbitrage," Journal of Political Economy, University of Chicago Press, vol. 132(6), pages 1947-1993.
  • Eduardo Dávila & Daniel D. Graves & Cecilia Parlatore, 2022. "The Value of Arbitrage," NBER Working Papers 29744, National Bureau of Economic Research, Inc.
  • Dávila, Eduardo & Graves, Daniel & Parlatore Siritto, Cecilia, 2022. "The Value of Arbitrage," CEPR Discussion Papers 17016, C.E.P.R. Discussion Papers.
  • Eduardo Dávila & Daniel Graves & Cecilia Parlatore, 2022. "The Value of Arbitrage," Cowles Foundation Discussion Papers 2322, Cowles Foundation for Research in Economics, Yale University.
• Zacharias Psaradakis & Martin Sola & Francisco Rapetti & Patricio Yunis, 2024. "The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects," Department of Economics Working Papers 2024_01, Universidad Torcuato Di Tella.
• Zacharias Psaradakis & Martin Sola & Nicola Spagnolo & Patricio Yunis, 2024. "Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions," Department of Economics Working Papers 2024_02, Universidad Torcuato Di Tella.
• Clément Landormy, 2024. "An inquiry of Bitcoin price formation: Evidence from Linear and Nonlinear ARDL Frameworks, 2017-2018," Working Papers of BETA 2024-31, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Claudio Columbano & Andrea Bafundi, 2024. "Contenido de la información y efecto de consenso de los planes fiscales [Information content and consensus effect of fiscal plans]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 41(83), pages 93-122, july-dece.
• Leonov Ivan, 2024. "Pricing imbalances in the motor fuel markets in Russia," Working Papers 0067, Moscow State University, Faculty of Economics.
• Yandiev Magomet, 2024. "The underpricing phenomenon in initial public offerings is explained by the greed of financial speculators," Working Papers 0069, Moscow State University, Faculty of Economics.
• Yandiev Magomet, 2024. "An unusually great number of stock exchange transactions on the first trading day following an IPO/SPO," Working Papers 0072, Moscow State University, Faculty of Economics.
• Hibiki Ichiue, 2024. "The Bank of Japan’s Stock Holdings and Long-term Returns," Working Papers on Central Bank Communication 049, University of Tokyo, Graduate School of Economics.
• Oleg Korenok & Ioannis Kospentaris & John Lightle, 2024. "An Experimental Evaluation of the Over-the-Counter Search Model," Working Papers 2401, VCU School of Business, Department of Economics.
• Monica Billio & Massimo Guidolin & Francesco Rocciolo, 2024. "Responsible Investing under Climate Change Uncertainty," Working Papers 2024: 15, Department of Economics, University of Venice "Ca' Foscari".
• ANGHEL, Bogdan Ionuț, 2024. "Predicting Stock Price Direction Of Eurozone Banks: Can Deep Learning Techniques Outperform Traditional Models?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 28(4), pages 29-42, December.
• Chi-Ming Ho, 2024. "Are Financial Stocks Driven by Substantive Factors or Virtual Factors? Comparing Taiwan and China Markets," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 71(1), pages 95-118.
• Ahmed Alsayed & Kivanç Halil Ariç & Siok Kun Sek, 2024. "The Behavior of Stock Market Index During the Coronavirus Pandemic in Turkey," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 71(4), pages 555-570.
• Samet Gunay & Emrah Ismail Cevik & Sel Dibooglu, 2024. "Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 71(4), pages 571-604.
• Mikołajek-Gocejna Magdalena, 2024. "The Relationship Between ESG Rating and Firm Value—Evidence from Companies Listed on Polish Capital Market in the WIG-ESG Index," Central European Economic Journal, Sciendo, vol. 11(58), pages 141-158, January.
• Ivanov Illia, 2024. "Volatility Implications for Asset Returns Correlation," Central European Economic Journal, Sciendo, vol. 11(58), pages 424-446.
• Mallieswari R. & Palanisamy Varadharajan & Senthilnathan Arthi Thangavelu & Gurumurthy Suganya & Joshua Selvakumar J. & Pachiyappan Sathish, 2024. "A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python," Economics, Sciendo, vol. 12(2), pages 113-127.
• Potrykus Marcin & Augustynowicz Urszula, 2024. "The “autumn effect” in the gold market—does it contradict the Adaptive Market Hypothesis?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 60(3), pages 157-172.
• Egan Paul & McQuinn Kieran & O’Toole Conor, 2024. "Credit and House Prices in the Irish Residential Market," Intereconomics: Review of European Economic Policy, Sciendo, vol. 59(5), pages 293-300.
• Paientko Tetiana & Pundir Rashmi Ravindra Kumar, 2024. "Volatility Analysis of the Indian Stock Market: Insights from Bank Nifty Index and Futures Trading," Journal of Intercultural Management, Sciendo, vol. 16(4), pages 5-41.
• Vodă Tudor-Ovidiu, 2024. "The Nexus Between Investors’ Sentiment and Hedge Funds Risk Premiums," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 69(2), pages 26-39.
• Orlović Zrinka & Zoričić Davor & Golubić Zrinka Lovretin, 2024. "Yield Curve Estimation Based on Government Security Prices in the Croatian Financial Market," Zagreb International Review of Economics and Business, Sciendo, vol. 27(2), pages 27-41.
• Gareth Campbell & Áine Gallagher & Richard S. Grossman, 2024. "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," CESifo Working Paper Series 11562, CESifo.
  • Gareth Campbell & Áine Gallagher & Richard S.Grossman, 2024. "Living La Vida Loca? Remote Investing in Latin America, 1869-1929," Wesleyan Economics Working Papers 2024-013, Wesleyan University, Department of Economics.
• Gregory Phelan & Wei Li & Yongqin Wang, 2024. "Collateralizability and Asset Prices: Evidence from Structured Funds," Department of Economics Working Papers 2025-102, Department of Economics, Williams College.
• Thorsten V. Koeppl & Jeremy M. Kronick & James McNeil, 2024. "Using functional shocks to assess conventional and unconventional monetary policy in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 57(4), pages 1314-1336, November.
  • Thorsten V. Koeppl & Jeremy M Kronick & James McNeil, 2023. "Using Functional Shocks to Assess Conventional and Unconventional Monetary Policy in Canada," Working Paper 1499, Economics Department, Queen's University.
• Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2024. "The U.S. Public Debt Valuation Puzzle," Econometrica, Econometric Society, vol. 92(4), pages 1309-1347, July.
  • Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2019. "The U.S. Public Debt Valuation Puzzle," NBER Working Papers 26583, National Bureau of Economic Research, Inc.
  • Van Nieuwerburgh, Stijn & Jiang, Zhengyang & Lustig, Hanno & Xiaolan, Mindy, 2021. "The U.S. Public Debt Valuation Puzzle," CEPR Discussion Papers 16082, C.E.P.R. Discussion Papers.
• Christoph Hambel & Holger Kraft & Frederick van der Ploeg, 2024. "Asset Diversification Versus Climate Action," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(3), pages 1323-1355, August.
  • van der Ploeg, Frederick & Hambel, Christoph & Kraft, Holger, 2020. "Asset diversification versus climate action," CEPR Discussion Papers 14863, C.E.P.R. Discussion Papers.
  • Christoph Hambel & Holger Kraft & Rick van der Ploeg, 2020. "Asset Diversification versus Climate Action," CESifo Working Paper Series 8476, CESifo.
• Kimberly A. Berg & Nelson C. Mark, 2024. "Uncertainty, Long‐Run, And Monetary Policy Risks In A Two‐Country Macro Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(3), pages 1387-1413, August.
  • Kimberly A. Berg & Nelson C. Mark, 2020. "Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model," NBER Working Papers 27844, National Bureau of Economic Research, Inc.
• Laura Carabotta & Peter Claeys, 2024. "Combine to compete: Improving fiscal forecast accuracy over time," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 948-982, July.
  • Laura Carabotta & Peter Claeys, 2015. "Combine to compete: improving fiscal forecast accuracy over time," UB School of Economics Working Papers 2015/320, University of Barcelona School of Economics.
• William Chen & Gregory Phelan, 2024. "Liquidity Provision and Financial Stability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 455-487, March.
  • William Chen & Gregory Phelan, 2021. "Liquidity Provision and Financial Stability," Department of Economics Working Papers 2021-11, Department of Economics, Williams College.
• Benjamin Beckers & Kerstin Bernoth, 2024. "Monetary Policy and Mispricing in Stock Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(7), pages 1887-1904, October.
  • Benjamin Beckers & Kerstin Bernoth, 2016. "Monetary Policy and Mispricing in Stock Markets," Discussion Papers of DIW Berlin 1605, DIW Berlin, German Institute for Economic Research.
  • Beckers, Benjamin & Bernoth, Kerstin, 2023. "Monetary Policy and Mispricing in Stock Markets," MPRA Paper 120502, University Library of Munich, Germany.
• Tanweer Akram & Khawaja Mamun, 2024. "Modeling Chilean Long-Term Swap Yields Based on the Short-Term Interest Rate: A Garch Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-25, June.
• Dilip B. Madan & King Wang, 2024. "Financial Finance," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 27(03n04), pages 1-27, May.
• Karen Grigorian & Robert A. jarrow, 2024. "Option Pricing in an Incomplete Market," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 1-16, September.
• Hardy Hulley & Leo Liu & Kenny Phua, 2024. "Investor Search and Asset Prices," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 1-33, December.
• Robert A. Jarrow, 2024. "A Credit Spread Decomposition: A Resolution of the Credit Spread Puzzle," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 1-14, December.
• Thomas C. Chiang, 2024. "Searching for Assets to Hedge Against Inflation in the U.S. Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 27(01), pages 1-18, March.
• Paul A. Griffin & Estelle Y. Sun, 2024. "Climate-Related Financial Risk: Insights from a Semisystematic Review of the Literature and Implications for Financial Reporting," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 59(02), pages 1-60, June.
• Ammar Ali Gull & Muhammad Atif & Muhammad Usman, 2024. "Informal Institutions and Audit Pricing: Cross-Country Evidence of National Culture and Audit Fees," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., vol. 59(02), pages 1-56, June.
• Cheng Few Lee & Alice C Lee & John C Lee (ed.), 2024. "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives:In 4 Volumes," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13051, April.
• Leonard MacLean & Sébastien Lleo (ed.), 2024. "Selected Works of William T Ziemba:A Memorial Volume," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13656, April.
• Cheng Few Lee, 2024. "Introduction to Investment Analysis, Portfolio Management, and Financial Derivatives," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 1, pages 1-68, World Scientific Publishing Co. Pte. Ltd..
• Yu-An Chen & Dan Palmon, 2024. "Analyst Characteristics-Based Consensus Forecasts," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 2, pages 69-115, World Scientific Publishing Co. Pte. Ltd..
• Jia Shao & Nathan Lael Joseph & Ahmed A. El-Masry, 2024. "Models of Option Pricing," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 3, pages 117-170, World Scientific Publishing Co. Pte. Ltd..
• Wan-Jiun Paul Chiou & Wen-Yi Lee & Jing-Rung Yu, 2024. "Realized Diversification Benefits of Risk Portfolio Models," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 4, pages 171-190, World Scientific Publishing Co. Pte. Ltd..
• Ehud I. Ronn, 2024. "VIX Implied Volatility as a Time-Invariant, Stationary Assessor of Market Nervousness/Uncertainty," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 5, pages 191-197, World Scientific Publishing Co. Pte. Ltd..
• Anastassios A. Drakos & Georgios P. Kouretas & Stavros Stavroyiannis & Leonidas Zarangas, 2024. "Investment and Saving in the European Union: Another Look at Feldstein–Horioka," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 6, pages 199-234, World Scientific Publishing Co. Pte. Ltd..
• Bharat Sarath & Yixun Zhou, 2024. "A Three-Stage Procedure for Predicting Stock Returns," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 7, pages 235-260, World Scientific Publishing Co. Pte. Ltd..
• Phillip A. Cartwright & Natalija Riabko, 2024. "Temporal Aggregation and the Estimation of Reverse Regressions for Commodities Market Models," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 8, pages 261-281, World Scientific Publishing Co. Pte. Ltd..
• Aviral Kumar Tiwari & Emmanuel Joel Aikins Abakah & Richard Adjei Dwumfour & Luis Alberiko Gil-Alana, 2024. "Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Meth," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 9, pages 283-320, World Scientific Publishing Co. Pte. Ltd..
• Charles Cao & Timothy Simin & Han Xiao, 2024. "Predicting the Equity Premium with the Implied Volatility Spread," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 10, pages 321-361, World Scientific Publishing Co. Pte. Ltd..
• Yang Zhao & Cheng Few Lee & Min-Teh Yu, 2024. "Does Equity Market Timing have a Persistent Impact on Capital Structure? Evidence from China," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 11, pages 363-397, World Scientific Publishing Co. Pte. Ltd..
  • Zhao, Yang & Lee, Cheng-Few & Yu, Min-Teh, 2020. "Does equity market timing have a persistent impact on capital structure? Evidence from China," The British Accounting Review, Elsevier, vol. 52(1).
• Hong-Yi Chen & Cheng Few Lee & Tzu Tai, 2024. "The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 12, pages 399-449, World Scientific Publishing Co. Pte. Ltd..
• Ivan E. Brick & Hong-Yi Chen & Chia-Hsun Hsieh & Cheng Few Lee, 2024. "Alternative Methods for Estimating Firm’s Growth Rate: Update and Extension," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 13, pages 451-481, World Scientific Publishing Co. Pte. Ltd..
• Hong-Yi Chen & Cheng Few Lee & Wei K. Shih, 2024. "Technical, Fundamental, and Combined Information for Separating Winners from Losers," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 14, pages 483-526, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Yibing Chen & John Lee, 2024. "Alternative Methods to Derive Option Pricing Models: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 15, pages 527-571, World Scientific Publishing Co. Pte. Ltd..
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024. "An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 16, pages 573-591, World Scientific Publishing Co. Pte. Ltd..
• Deng-Yuan Ji & Hsiao-Yin Chen & Cheng Few Lee, 2024. "Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 17, pages 593-612, World Scientific Publishing Co. Pte. Ltd..
• Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee, 2024. "Does Revenue Momentum Drive or Ride Earnings or Price Momentum?," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 18, pages 613-666, World Scientific Publishing Co. Pte. Ltd..
• Paul W. Chiou & Cheng Few Lee, 2024. "Do Investors Still Benefit from Culturally Home-biased Diversification? An Empirical Study of China, Hong Kong, and Taiwan," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 19, pages 667-716, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Hao-Chang Sung, 2024. "Product Market Competition and Real Activities Manipulations: Theory, Implications, and Applications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 20, pages 717-748, World Scientific Publishing Co. Pte. Ltd..
• Fu-Lai Lin & Sheng-Yung Yang & Yu-Fen Chen, 2024. "Gold in Portfolio: A Long-Term or Short-Term Diversifier?," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 21, pages 749-773, World Scientific Publishing Co. Pte. Ltd..
• Shin-Yun Wang & Cheng Few Lee, 2024. "Fuzzy Multicriteria Decision-Making for Evaluating Mutual Fund Strategies," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 22, pages 775-794, World Scientific Publishing Co. Pte. Ltd..
• Weifeng Hung & Chia-Chi Lu & Cheng Few Lee, 2024. "Mutual Fund Herding and Its Impact on Stock Returns: Evidence from the Taiwan Stock Market," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 23, pages 795-820, World Scientific Publishing Co. Pte. Ltd..
• Paul W. Chiou & Alice C. Lee & Cheng Few Lee, 2024. "Stock Return, Risk, and Legal Environment around the World," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 24, pages 821-846, World Scientific Publishing Co. Pte. Ltd..
• Dinh Tran Ngoc Huy & Vu Quynh Nam & Hoang Thanh Hanh & Nguyen Ngoc Thach, 2024. "Further Analysis of Bitcoin, Fintech, and P2P Lending: Perspectives and Recommendations from Industry 4.0," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 25, pages 847-859, World Scientific Publishing Co. Pte. Ltd..
• Julia Nasev & Dominik von der Emde, 2024. "Earnings Quality and the Coinsurance Effect," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 26, pages 861-891, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2024. "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 27, pages 893-921, World Scientific Publishing Co. Pte. Ltd..
  • Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2020. "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 24, pages 917-945, World Scientific Publishing Co. Pte. Ltd..
• Andy C.W. Chui, 2024. "Economic Policy Uncertainty and Short-term Reversals," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 28, pages 923-949, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Fu-Lai Lin & Phillip Cartwright, 2024. "Time Aggregation and the Estimation of the Market Model: Revision and Extension," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 29, pages 951-978, World Scientific Publishing Co. Pte. Ltd..
• Peter Chinloy & Matthew Imes & Wendy Liu, 2024. "Leases on Balance Sheets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 30, pages 979-1006, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Financial Econometrics, Mathematics, Statistics, and Financial Technology: An Overall View," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 31, pages 1007-1075, World Scientific Publishing Co. Pte. Ltd..
• Tumellano Sebehela, 2024. "Entropic Two-Asset Option," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 32, pages 1077-1128, World Scientific Publishing Co. Pte. Ltd..
• Sheng-Syan Chen & Cheng Few Lee & Keshab Shrestha, 2024. "Joint Normality Test for the Returns on the Futures and Spot," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 33, pages 1129-1158, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Keshab Shrestha & Robert L. Welch, 2024. "Analysis of Theoretical and Empirical Relationships between the Treasury Bills and Eurodollar," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 34, pages 1159-1187, World Scientific Publishing Co. Pte. Ltd..
• Giulio Anselmi, 2024. "Volatility Risk Measures and Banks’ Leverage," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 35, pages 1189-1207, World Scientific Publishing Co. Pte. Ltd..
• Chaoshin Chiao & Tung-Ying Lin & Cheng Few Lee, 2024. "The Reactions to On-Air Stock Reports: Prices, Volume, and Order Submission Behavior," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 36, pages 1209-1252, World Scientific Publishing Co. Pte. Ltd..
• Thi Thanh Huyen Nguyen & Duc De Ngo & Mouloud Tensaout, 2024. "Mutual Fund Competition for Ranking: When Risk-Taking Comes with Managerial Effort," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 37, pages 1253-1276, World Scientific Publishing Co. Pte. Ltd..
• Sheng-Syan Chen & Cheng Few Lee & Fu-Lai Lin & Keshab Shrestha, 2024. "Hedge Ratios: Theory and Applications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 38, pages 1277-1328, World Scientific Publishing Co. Pte. Ltd..
• Chin-Chen Chien & Cheng Few Lee & Andrew M. L. Wang, 2024. "A Note on Stock Market Seasonality: The Impact of Stock Price Volatility on the Application of Dummy Variable Regression Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 39, pages 1329-1338, World Scientific Publishing Co. Pte. Ltd..
• Lie-Jane Kao & Po-Cheng Wu & Cheng Few Lee, 2024. "Time-Changed GARCH versus GARJI Model for Extreme Events: An Empirical Study," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 40, pages 1339-1356, World Scientific Publishing Co. Pte. Ltd..
• Hany B. Ahmed & Yilmaz Guney, 2024. "Corporate Financial Hedging and the Cost of Equity Capital," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 41, pages 1357-1402, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Oliver M. Rui, 2024. "Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China’s Stock Markets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 42, pages 1403-1429, World Scientific Publishing Co. Pte. Ltd..
• Orla Lenihan, 2024. "Financial Statement Analysis," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 43, pages 1431-1460, World Scientific Publishing Co. Pte. Ltd..
• Alessandra Allini & Bikki Jaggi & Annamaria Zampella & Martina Prisco, 2024. "Expected Credit Losses under IFRS 9: Concept, Models, and Disclosures," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 44, pages 1461-1511, World Scientific Publishing Co. Pte. Ltd..
• Fu-Lai Lin & Cheng Few Lee & Win-Lin Chou & Dennis Kin-Keung Fan, 2024. "Hedging with the International Equity Index Futures: The Conventional Model versus the Error Correction Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 45, pages 1513-1524, World Scientific Publishing Co. Pte. Ltd..
• Cohen Gil, 2024. "Technical Analysis in Investing," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 46, pages 1525-1547, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 47, pages 1549-1581, World Scientific Publishing Co. Pte. Ltd..
• Jonathan Ross & Joshua Madsen & Gordon Alexander, 2024. "A Correlation-Based Portfolio Choice Algorithm," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 48, pages 1583-1600, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Oliver M. Rui, 2024. "Stock Returns and Volatility on China’s Stock Markets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 49, pages 1601-1627, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Hun Y. Park, 2024. "Value Line Investment Survey Rank Changes and Beta Coefficients," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 50, pages 1629-1635, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Fu-Lai Lin & Mei-Ling Chen, 2024. "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 51, pages 1637-1647, World Scientific Publishing Co. Pte. Ltd..
• Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee, 2024. "Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 52, pages 1649-1706, World Scientific Publishing Co. Pte. Ltd..
• Hanxin Hu & Ting Sun, 2024. "Predicting Stock Return Movement Directions with Sentiment Analysis of News Headlines: A Machine Learning Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 53, pages 1707-1734, World Scientific Publishing Co. Pte. Ltd..
• Chunchi Wu & Xinyuan Tao, 2024. "Style Investing, Momentum, and Co-movement," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 54, pages 1735-1753, World Scientific Publishing Co. Pte. Ltd..
• Carsten Homburg & Laurens O. J. Lapp & Roman Schick, 2024. "Mining for “Green Diamonds” — Value Relevance of Greenhouse Gas Emissions," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 55, pages 1755-1794, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Risk Estimation, Diversification, and Optimal Weights," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 56, pages 1795-1833, World Scientific Publishing Co. Pte. Ltd..
• Bin Srinidhi, 2024. "The Role of Founder Presence in Investment Analysis," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 57, pages 1835-1851, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Wen-Chi Yeh, 2024. "Financial Statement Analyses and Firm Valuation: Johnson & Johnson as a Case Study," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 58, pages 1853-1892, World Scientific Publishing Co. Pte. Ltd..
• Yufeng Han & Yang Liu & Guofu Zhou & Yingzi Zhu, 2024. "Technical Analysis in the Stock Market: A Review," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 59, pages 1893-1928, World Scientific Publishing Co. Pte. Ltd..
• Dimitris Georgoutsos & George Moratis, 2024. "The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 60, pages 1929-1959, World Scientific Publishing Co. Pte. Ltd..
• Mark Iarovyi & Sasson Bar-Yosef & Itzhak Venezia, 2024. "Interest Rate Sensitivity and Investor Disagreement: How to Explain Bank Stock Turnover," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 61, pages 1961-1990, World Scientific Publishing Co. Pte. Ltd..
• Chun-Chong Fu & Chuan-Hsiang Han & Kun Wang, 2024. "A Novel Semi-Static Method for the Index Tracking Problem," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 62, pages 1991-2002, World Scientific Publishing Co. Pte. Ltd..
• Andreas G. Koutoupis & Leonidas G. Davidopoulos, 2024. "Fundamental Analysis: A Practical Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 63, pages 2003-2021, World Scientific Publishing Co. Pte. Ltd..
• John M. Longo, 2024. "Lessons on Risk, Return, and Portfolio Construction from the Great Investors," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 64, pages 2023-2050, World Scientific Publishing Co. Pte. Ltd..
• Pin-Huang Chou & Kuan-Cheng Ko & K.C. John Wei, 2024. "Sources of Liquidity Premium: Risk or Mispricing?," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 65, pages 2051-2088, World Scientific Publishing Co. Pte. Ltd..
• Cristina Chueca Vergara & Luis Ferruz Agudo, 2024. "Analysis of IBEX-35 Listed Companies: Recent CSR Reports and Behavior of the Main Indicators. Existence of a Proportional Relationship between Greenwashing and Deficient CSR Reports," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 66, pages 2089-2120, World Scientific Publishing Co. Pte. Ltd..
• Alex YiHou Huang & Ming-Che Hu, 2024. "Return Volatility, Skewness, and Momentum Effects," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 67, pages 2121-2150, World Scientific Publishing Co. Pte. Ltd..
• Xinjie Wang & Ge Wu & Suyang Zhao, 2024. "Predicting Implied Volatility with Historical Volatility," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 68, pages 2151-2175, World Scientific Publishing Co. Pte. Ltd..
• LiJane Kao & John Lee & Cheng Few Lee, 2024. "Estimating Binomial and Black & Scholes Option Pricing Models: Excel, R Language, and SAS Program Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 69, pages 2177-2195, World Scientific Publishing Co. Pte. Ltd..
• Peter Chinloy & Matthew Imes, 2024. "Value Contributions," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 70, pages 2197-2236, World Scientific Publishing Co. Pte. Ltd..
• David A. Ziebart & Mark Cheng & Sohee Kim & Wenyin Li & Anh Pham & Darren Woodward, 2024. "Using Computational Science Methods in Accounting and Finance Research," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 71, pages 2237-2264, World Scientific Publishing Co. Pte. Ltd..
• Foued Hamouda, 2024. "Stock Buybacks and Financial Turmoil: Pros and Cons for Investors," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 72, pages 2265-2292, World Scientific Publishing Co. Pte. Ltd..
• Guanming He & April Zhichao Li, 2024. "The Roles of Financial Analysts in the Stock Market," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 73, pages 2293-2308, World Scientific Publishing Co. Pte. Ltd..
• Xinjie Wang & Zhaodong (Ken) Zhong, 2024. "Funding Liquidity and CDS-Bond Basis: Evidence from the CDS Big Bang," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 74, pages 2309-2331, World Scientific Publishing Co. Pte. Ltd..
• G.V. Satya Sekhar, 2024. "Issues and Challenges of Weather and Freight Derivatives: Impact of Pandemic Situation," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 75, pages 2333-2348, World Scientific Publishing Co. Pte. Ltd..
• Guanming He & April Zhichao Li & Dongxiao Shen, 2024. "On a Long-Term Investment Strategy in a Stock Market," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 76, pages 2349-2391, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "European Option, American Option, and Option Bounds: Theory, Method, and Some Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 77, pages 2393-2429, World Scientific Publishing Co. Pte. Ltd..
• Xi Zhang & Philip S. Yu, 2024. "Improving the Stock Market Prediction with Social Media via Broad Learning," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 78, pages 2431-2500, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Bond Portfolio Management, Swap Strategy, Duration, and Convexity," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 79, pages 2501-2539, World Scientific Publishing Co. Pte. Ltd..
• Yao Zheng & Eric Osmer, 2024. "Do CFA Charterholders Make Better Hedge Fund Managers?," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 80, pages 2541-2564, World Scientific Publishing Co. Pte. Ltd..
• Yu-Li Huang & Kun-Li Lin, 2024. "Impact of Bank Activity and Funding Strategies on Liquidity Management: International Evidence," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 81, pages 2565-2600, World Scientific Publishing Co. Pte. Ltd..
• Cathy Zishang Liu & Kai-Cheung Kenneth Chu & C. S. Agnes Cheng, 2024. "Accounting Information and Firm Valuation," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 82, pages 2601-2641, World Scientific Publishing Co. Pte. Ltd..
• Xingyi Hu & Zhaodong (Ken) Zhong, 2024. "Developments in CDS Markets: A Review on Recent CDS Studies," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 83, pages 2643-2681, World Scientific Publishing Co. Pte. Ltd..
• Jow-Ran Chang & John Lee, 2024. "Decision Tree and Microsoft Excel Approach for Option Pricing Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 84, pages 2683-2726, World Scientific Publishing Co. Pte. Ltd..
• Huei-Wen Teng, 2024. "Comparisons between the Markowitz Model and the Black–Litterman Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 85, pages 2727-2749, World Scientific Publishing Co. Pte. Ltd..
• Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee, 2024. "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 86, pages 2751-2793, World Scientific Publishing Co. Pte. Ltd..
• Han-Hsing Lee & Ken-Kuan Su, 2024. "Asset Allocation with Cryptocurrencies," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 87, pages 2795-2858, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Market-Based, Accounting-Based, and Composite-Based Beta Forecasting," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 88, pages 2859-2899, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Utility Theory, Capital Asset Allocation, and Markowitz Portfolio Selection Model," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 89, pages 2901-2943, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Single-Index Model, Multiple-Index Model, and Portfolio Selection," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 90, pages 2945-2981, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Paul W. Chiou, 2024. "Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 91, pages 2983-3018, World Scientific Publishing Co. Pte. Ltd..
• Tamala Amelia Manda, 2024. "Modeling Different REIT Cash Flows," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 92, pages 3019-3075, World Scientific Publishing Co. Pte. Ltd..
• Lie-Jane Kao & Huei Ching Soo & Cheng Few Lee, 2024. "Bayesian Portfolio Mean-Variance Efficiency Test with Sampling Error of Sharpe Ratio," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 93, pages 3077-3098, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Fundamental Analysis, Technical Analysis, and Mutual Fund Performance," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 94, pages 3099-3157, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee, 2024. "Synthetic Options, Portfolio Insurance, and Contingent Immunization," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 95, pages 3159-3202, World Scientific Publishing Co. Pte. Ltd..
• Robert Snigaroff & David Wroblewski, 2024. "Global International ELM versus Momentum," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 96, pages 3203-3223, World Scientific Publishing Co. Pte. Ltd..
• Jow-Ran Chang & John Lee & Cheng Few Lee, 2024. "Estimating European and American Option Pricing Models: Excel and SAS Language Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 97, pages 3225-3253, World Scientific Publishing Co. Pte. Ltd..
• Jacob Oded & Itzhak Venezia, 2024. "Estimating the Probabilities of Default under the Assumption of Unobserved Heterogeneity," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 98, pages 3255-3276, World Scientific Publishing Co. Pte. Ltd..
• Wei-Fang Niu & Henry Horng-Shing Lu, 2024. "A Factor Model for Graph Data," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 99, pages 3277-3298, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee, 2024. "A Dynamic CAPM with Supply Effect: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 100, pages 3299-3328, World Scientific Publishing Co. Pte. Ltd..
• Sibongile Zwane, 2024. "Indices Herding Behavior and Its Impact on Listed Real Estate and Two Other Asset Classes: A Case of Developed versus Emerging Markets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 101, pages 3329-3368, World Scientific Publishing Co. Pte. Ltd..
• Christopher C. Geczy & John B. Guerard Jr., 2024. "Price Momentum, Earnings Forecasting, and Valuation: Implications for Inefficient Markets," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 102, pages 3369-3386, World Scientific Publishing Co. Pte. Ltd..
• Paul W. Chiou & Jing-Rung Yu, 2024. "Advancement of Optimal Portfolio Models with Short Sales and Transaction Costs: Methodology and Effectiveness," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 103, pages 3387-3410, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Yibing Chen & John Lee, 2024. "Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 104, pages 3411-3444, World Scientific Publishing Co. Pte. Ltd..
• Philip Keejae Hong & Kyonghee Kim & Sukesh Patro, 2024. "On the Treatment of the Momentum Factor in Accounting-Based Anomalies: A Discussion," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 105, pages 3445-3461, World Scientific Publishing Co. Pte. Ltd..
• Y. L. Hsu & T. L. Lin & Cheng Few Lee, 2024. "Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 106, pages 3463-3481, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Wen-Chi Yeh, 2024. "Options, Put–Call Parities, and Option Strategies: Theory and Empirical Results," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 107, pages 3483-3546, World Scientific Publishing Co. Pte. Ltd..
• Jungshik Hur, 2024. "A Cross-sectional Asset Pricing Test with More Power: An Instrumental Variable Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 108, pages 3547-3581, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Hong-Yi Chen & Alice Lee & Yuhsin Tai, 2024. "Current vs. Permanent Earnings for Estimating Alternative Dividend Payment Behavioral Model: Theory, Methods, and Applications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 109, pages 3583-3626, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Chengru Hu & Maggie Foley, 2024. "Differential Effect of Inside Debt, CEO Compensation Diversification, and Firm Investment," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 110, pages 3627-3680, World Scientific Publishing Co. Pte. Ltd..
• Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2024. "Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory, Empirical Evidence, and Implications," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 111, pages 3681-3731, World Scientific Publishing Co. Pte. Ltd..
• Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2024. "Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach," World Scientific Book Chapters, in: Cheng Few Lee & Alice C Lee & John C Lee (ed.), Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, chapter 112, pages 3733-3779, World Scientific Publishing Co. Pte. Ltd..
• William T. Ziemba, 2024. "Solving Nonlinear Programming Problems With Stochastic Objective Functions," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 2, pages 25-43, World Scientific Publishing Co. Pte. Ltd..
• C. C. Huang & W. T. Ziemba & A. Ben-Tal, 2024. "Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 3, pages 45-55, World Scientific Publishing Co. Pte. Ltd..
• N. C. P. Edirisinghe & W. T. Ziemba, 2024. "Bounds For Two-Stage Stochastic Programs With Fixed Recourse," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 4, pages 57-78, World Scientific Publishing Co. Pte. Ltd..
• J. A. Ohlson & W. T. Ziemba, 2024. "Portfolio Selection In A Lognormal Market When The Investor Has A Power Utility Function," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 5, pages 81-95, World Scientific Publishing Co. Pte. Ltd..
• J. G. Kallberg & W. T. Ziemba, 2024. "Comparison Of Alternative Utility Functions In Portfolio Selection Problems," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 6, pages 97-116, World Scientific Publishing Co. Pte. Ltd..
• Vijay K. Chopra & William T. Ziemba, 2024. "The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 7, pages 117-122, World Scientific Publishing Co. Pte. Ltd..
• Yonggan Zhao & Ulrich Haussmann & William T. Ziemba, 2024. "A Dynamic Investment Model With Control On The Portfolio’S Worst Case Outcome," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 8, pages 123-143, World Scientific Publishing Co. Pte. Ltd..
• M. I. Kusy & W. T. Ziemba, 2024. "A Bank Asset And Liability Management Model," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 9, pages 147-167, World Scientific Publishing Co. Pte. Ltd..
• David R. Cariño & William T. Ziemba, 2024. "Formulation Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 10, pages 169-185, World Scientific Publishing Co. Pte. Ltd..
• David R. Cariño & David H. Myers & William T. Ziemba, 2024. "Concepts, Technical Issues, And Uses Of The Russell-Yasuda Kasai Financial Planning Model," World Scientific Book Chapters, in: Leonard MacLean & Sébastien Lleo (ed.), Selected Works of William T Ziemba A Memorial Volume, chapter 11, pages 187-199, World Scientific Publishing Co. Pte. Ltd..
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• Grau-Vera, David & Rubio, Gonzalo, 2024. "Risk-adjusted performance of new economy indices and thematic sectors," Research in International Business and Finance, Elsevier, vol. 71(C).
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• Wang, Jingya & Taylor, Alex P., 2024. "Predicting consumption-wealth ratio changes and stock market returns," Research in International Business and Finance, Elsevier, vol. 71(C).
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• Enrico Campos de Mira & Wilfredo Fernado Leiva Maldonado, 2024. "Detecting Bubbles in the Brazilian Commercial Real Estate Market: 2012-2023," CAMA Working Papers 2024-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Kogana, Shimon & Makarov, Igor & Niessnerc, Marina & Schoar, Antoinette, 2024. "Are cryptos different? Evidence from retail trading," LSE Research Online Documents on Economics 122266, London School of Economics and Political Science, LSE Library.
• Bloomfield, Matthew J. & Heinle, Mirko & Timmermans, Oscar, 2024. "Relative performance evaluation and strategic peer-harming disclosures," LSE Research Online Documents on Economics 122509, London School of Economics and Political Science, LSE Library.
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• Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit, 2024. "High-frequency trading in the stock market and the costs of options market making," LSE Research Online Documents on Economics 124228, London School of Economics and Political Science, LSE Library.
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• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2024. "Consumption in asset returns," LSE Research Online Documents on Economics 126152, London School of Economics and Political Science, LSE Library.
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• Ziwen Gao & Steven F. Lehrer & Tian Xie & Xinyu Zhang, 2024. "Averaging Heterogeneous Autoregression Models with Heteroskedastic Errors: Theory and an Application to Cryptocurrency Volatility Forecasting," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 99-131, Emerald Group Publishing Limited.
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• Greta Keliuotytė-Staniulėnienė & Joana Mačėnaitė, 2024. "The Impact of a Company's ESG Profile on Equity Value and Risk," Contemporary Studies in Economic and Financial Analysis, in: Exploring ESG Challenges and Opportunities: Navigating Towards a Better Future, volume 116, pages 265-282, Emerald Group Publishing Limited.
• Muhammad Mahmudul Karim & Abu Hanifa Md. Noman & M. Kabir Hassan & Asif Khan & Najmul Haque Kawsar, 2024. "Volatility spillover and dynamic correlation between Islamic, conventional, cryptocurrency and precious metal markets during the immediate outbreak of COVID-19 pandemic," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 17(4), pages 662-692, July.
• Burak Pirgaip & Ozgur Arslan-Ayaydin, 2024. "Exploring the greenium in the green Sukuk universe: evidence from the primary market," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 17(3), pages 423-440, May.
• Bilgehan Tekin, 2024. "Do economic uncertainty and political risk steer CDS dynamics? An analysis of the Türkiye CDS," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 18(2), pages 249-270, December.
• Nadia Shakira Nasr & Taufik Faturohman, 2024. "Does the Search Volume Index Associate with Stock Return in the Indonesian Capital Market?," International Symposia in Economic Theory and Econometrics, in: The Finance-Innovation Nexus: Implications for Socio-Economic Development, volume 34, pages 147-159, Emerald Group Publishing Limited.
• Takayasu Ito, 2024. "Term Structure of Interbank Interest Rates in Japan Under Different Regimes of Non-traditional Monetary Policy," International Symposia in Economic Theory and Econometrics, in: The Finance-Innovation Nexus: Implications for Socio-Economic Development, volume 34, pages 227-236, Emerald Group Publishing Limited.
• Hua Deng & Wendong Liu, 2024. "The underpricing and long-term performance of Chinese IPOs listed on the Hong Kong exchange," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(4), pages 322-333, September.
• Mohit Kumar & P. Krishna Prasanna, 2024. "Credit spread drivers and cross-country connectedness: a study of emerging economies in Asia," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 31(5), pages 338-350, October.
• Sunil Kumar & Mohinder Singh, 2024. "Risk factors-adjusted performance and persistence during the post-subprime crisis period: evidence from Indian mutual fund industry," Journal of Advances in Management Research, Emerald Group Publishing Limited, vol. 22(2), pages 301-322, October.
• Doddy Ariefianto & Citra Amanda & Zaafri Ananto Husodo, 2024. "Term structure of interest rate and macro economy: an empirical study on selected emerging countries sovereign bond," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 8(2), pages 195-211, September.
• Priya Malhotra, 2024. "The rise of passive investing: a systematic literature review applying PRISMA framework," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 8(1), pages 95-125, May.
• Mostafa Saidur Rahim Khan, 2024. "Short-sale constraints and stock returns: a systematic review," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 8(1), pages 43-66, February.
• Hang Thu Nguyen & Hao Thi Nhu Nguyen, 2024. "Stock price crash risk, liquidity and institutional blockholders: evidence from Vietnam," Journal of Economics and Development, Emerald Group Publishing Limited, vol. 26(3), pages 174-188, February.
• Daniel Werner Lima Souza de Almeida & Tabajara Pimenta Júnior & Luiz Eduardo Gaio & Fabiano Guasti Lima, 2024. "Stock splits and reverse splits in the Brazilian capital market," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 29(58), pages 277-293, April.
• Souhir Amri Amamou & Mouna Ben Daoud & Saoussen Aguir Bargaoui, 2024. "Green bonds forecasting: evidence from pre-crisis, Covid-19 and Russian–Ukrainian crisis frameworks," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 52(1), pages 179-193, June.
• Helga Habis, 2024. "A three-period extension of the CAPM," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(9), pages 200-211, February.
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• Simran & Anil K. Sharma, 2024. "Economic policy uncertainty and Indian equity sectors: a quantile regression approach," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 16(6), pages 856-873, July.
• James Dean & Joshua C. Hall, 2024. "On the long-run properties of income and stock prices: the stability of the “golden ratios”," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 16(3), pages 315-329, February.
• Pedro A. Fernandes & João Carvalho das Neves & Jorge Caiado, 2024. "Is there a diversification paradox in real estate investment funds' value?," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 42(6), pages 554-575, August.
• Alain Coën & Aurélie Desfleurs, 2024. "The relative importance of economic policy uncertainty and geopolitical risk on U.S. REITs returns," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 42(6), pages 576-590, September.
• Brahim Gaies & Mohamed Sahbi Nakhli & Nadia Arfaoui, 2024. "Crypto resource management: solving the puzzle of bitcoin mining and climate policy uncertainty," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 26(2), pages 272-294, December.
• Gustavo Iamin, 2024. "Are crypto-investors overconfident? The role of risk propensity and demographics. Evidence from Brazil and Portugal," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 26(1), pages 147-173, November.
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• Júlio Lobão & Luís Pacheco & Daniel Carvalho, 2024. "Exploring the Nordic numbers: an analysis of price clustering in Scandinavian stocks," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(6), pages 1012-1028, July.
• Tarek Chebbi & Hazem Migdady & Waleed Hmedat & Maha Shehadeh, 2024. "Another look at the price clustering behavior: evidence from the Muscat stock exchange," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(5), pages 773-791, March.
• Manisha Yadav, 2024. "Behavioral biases of cryptocurrency investors: a prospect theory model to explain cryptocurrency returns," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(4), pages 643-667, January.
• Garrison Hongyu Song, 2024. "Unraveling stock market crashes: insights from behavioral psychology," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 17(2), pages 217-233, December.
• George Li & Ming Li & Shuming Liu, 2024. "Capital structure and momentum strategies," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(1), pages 28-45, January.
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• Lenka Nechvatalova, 2024. "Autoencoder Asset Pricing Models and Economic Restrictions - International Evidence," Working Papers IES 2024/26, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2024.
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• Jens H. E. Christensen & Xin Zhang, 2024. "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series 2024-13, Federal Reserve Bank of San Francisco.
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• Hiroatsu Tanaka, 2024. "Equilibrium Yield Curves with Imperfect Information," Finance and Economics Discussion Series 2022-086r1, Board of Governors of the Federal Reserve System (U.S.).
• James Costain & Galo Nuño & Carlos Thomas, 2022. "The Term Structure of Interest Rates in a Heterogeneous Monetary Union," Working Papers 2223, Banco de España.
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• Fiore, Nicola Maria & Martin, Thorsten & Nagler, Florian, 2024. "Fiscal Constraints, Disaster Vulnerability, and Corporate Investment Decisions," CEPR Discussion Papers 18741, C.E.P.R. Discussion Papers.
• Boyarchenko, Nina & Elias, Leonardo, 2024. "The Good, the Bad, and the Ugly of International Debt Market Data," CEPR Discussion Papers 18746, C.E.P.R. Discussion Papers.
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• Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023. "Relationship discounts incorporate bond trading," BIS Working Papers 1140, Bank for International Settlements.
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• Sebastian Doerr & Sebastian Egemen Eren & Semyon Malamud, 2023. "Money market funds and the pricing of near-money assets," BIS Working Papers 1096, Bank for International Settlements.
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• Braggion, Fabio & Driessen, Joost & Moore, Lyndon, 2024. "The cross-section of stock returns around the world in the early twentieth century," CEPR Discussion Papers 18850, C.E.P.R. Discussion Papers.
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• Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024. "Quantities and Covered-Interest Parity," NBER Working Papers 32707, National Bureau of Economic Research, Inc.
• Matthias Fleckenstein & Francis A. Longstaff, 2024. "Is Maturity-Transformation Risk Priced into Bank Deposit Rates?," NBER Working Papers 32724, National Bureau of Economic Research, Inc.
• Fukang Chen & Minhao Chen & Lin William Cong & Haoyu Gao & Jacopo Ponticelli, 2024. "Pricing the Priceless: The Financial Cost of Biodiversity Conservation," NBER Working Papers 32743, National Bureau of Economic Research, Inc.
• Yacine Aït-Sahalia & Chen Xu Li & Chenxu Li, 2024. "So Many Jumps, So Few News," NBER Working Papers 32746, National Bureau of Economic Research, Inc.
• Zhengyang Jiang & Jialu Sun, 2024. "Quantitative Tightening with Slow-Moving Capital," NBER Working Papers 32757, National Bureau of Economic Research, Inc.
• David Hirshleifer & Liang Ma, 2024. "The Effect of New Information Technologies on Asset Pricing Anomalies," NBER Working Papers 32767, National Bureau of Economic Research, Inc.
• Michael Gelman & David Hirshleifer & Yaron Levi & Liron Reiter-Gavish, 2024. "Social Interaction Intensity and Investor Behavior," NBER Working Papers 32772, National Bureau of Economic Research, Inc.
• Stefan Nagel & Zhengyang Xu, 2024. "Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux," CESifo Working Paper Series 11305, CESifo.
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• Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer, 2024. "Reassessing Sources of Risk Premiums in Currency Markets," NBER Working Papers 32900, National Bureau of Economic Research, Inc.
• Gormsen, Niels Joachim & Huber, Kilian & Oh, Sangmin S., 2024. "Climate capitalists," Working Paper Series 2990, European Central Bank.
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• Ben-David, Itzhak & Chinco, Alex, 2024. "Expected EPS x Trailing P/E," Working Paper Series 2024-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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• Andrea L. Eisfeldt & Bernard Herskovic & Shuo Liu, 2024. "Interdealer Price Dispersion and Intermediary Capacity," NBER Working Papers 32998, National Bureau of Economic Research, Inc.
• Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2024. "APT or “AIPT”? The Surprising Dominance of Large Factor Models," NBER Working Papers 33012, National Bureau of Economic Research, Inc.
• Ruslan Goyenko & Bryan T. Kelly & Tobias J. Moskowitz & Yinan Su & Chao Zhang, 2024. "Trading Volume Alpha," NBER Working Papers 33037, National Bureau of Economic Research, Inc.
• Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Sağlam, 2024. "Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands," NBER Working Papers 33058, National Bureau of Economic Research, Inc.
• Tarek A. Hassan & Stephan Hollander & Aakash Kalyani & Markus Schwedeler & Ahmed Tahoun & Laurence van Lent, 2024. "Economic Surveillance using Corporate Text," Working Papers 2024-022, Federal Reserve Bank of St. Louis.
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• Arthur Korteweg & Stavros Panageas & Anand Systla, 2024. "Private Equity for Pension Plans? Evaluating Private Equity Performance from an Investor's Perspective," NBER Working Papers 33194, National Bureau of Economic Research, Inc.
• Kenneth S. Rogoff & Zhiheng He & Yang You, 2024. "Market Power and Redeemable Loyalty Token Design," NBER Working Papers 33201, National Bureau of Economic Research, Inc.
• Huaizhi Chen & Lauren Cohen, 2024. "Assessing Assessors," NBER Working Papers 33238, National Bureau of Economic Research, Inc.
• Kristy A.E. Jansen & Wenhao Li & Lukas Schmid, 2024. "Granular Treasury Demand with Arbitrageurs," NBER Working Papers 33243, National Bureau of Economic Research, Inc.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2024. "Sustainable Investing," NBER Working Papers 33252, National Bureau of Economic Research, Inc.
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• Iyad SNUNU, 2024. "Mood Swings And The Firm Size Premium," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 9(1), pages 165-176, March.
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• Rustam Ibragimov & Rasmus Søndergaard Pedersen & Anton Skrobotov, 2024. "New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence†," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 1075-1097.
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• Jian Chen, 2024. "Jump Clustering, Information Flows, and Stock Price Efficiency†," Journal of Financial Econometrics, Oxford University Press, vol. 22(5), pages 1588-1615.
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• Soohun Kim & Robert A Korajczyk, 2024. "Large Sample Estimators of the Stochastic Discount Factor," Journal of Financial Econometrics, Oxford University Press, vol. 22(5), pages 1672-1713.
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• Baolian Wang, 2024. "A New Value Strategy," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(1), pages 40-83.
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  • Sihvonen, Markus, 2021. "Yield curve momentum," Bank of Finland Research Discussion Papers 15/2021, Bank of Finland.
• Xuanchen Zhang & Raymond H Y So & Tarik Driouchi, 2024. "Common risk factors in cross-sectional FX options returns," Review of Finance, European Finance Association, vol. 28(3), pages 897-944.
• Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander F Wagner, 2024. "Do investors care about biodiversity?," Review of Finance, European Finance Association, vol. 28(4), pages 1151-1186.
• Bruce D Grundy & Sjoerd van Bekkum & Patrick Verwijmeren, 2024. "Complementarity of sovereign and corporate debt issuance: mind the gap," Review of Finance, European Finance Association, vol. 28(4), pages 1187-1213.
• Elena Asparouhova & Peter Bossaerts & Xiaoqin Cai & Kristian Rotaru & Nitin Yadav & Wenhao Yang, 2024. "Humans in charge of trading robots: the first experiment," Review of Finance, European Finance Association, vol. 28(4), pages 1215-1244.
• Darius Palia & Stanislav Sokolinski, 2024. "Strategic borrowing from passive investors," Review of Finance, European Finance Association, vol. 28(5), pages 1537-1573.
• Jeffery (Jinfan) Chang & Shijie Yang & Bohui Zhang, 2024. "Does express delivery run ahead of stock price?," Review of Finance, European Finance Association, vol. 28(5), pages 1687-1724.
• Michail Anthropelos & Paul Schneider, 2024. "Optimal investment and equilibrium pricing under ambiguity," Review of Finance, European Finance Association, vol. 28(6), pages 1759-1805.
• Yufeng Han & Ai He & David E Rapach & Guofu Zhou, 2024. "Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning," Review of Finance, European Finance Association, vol. 28(6), pages 1807-1831.
• Federico Nucera & Lucio Sarno & Gabriele Zinna, 2024. "Currency Risk Premiums Redux," Review of Finance, European Finance Association, vol. 37(2), pages 356-408.
• Adem Atmaz & Suleyman Basak & Fangcheng Ruan, 2024. "Dynamic Equilibrium with Costly Short-Selling and Lending Market," Review of Finance, European Finance Association, vol. 37(2), pages 444-506.
• Thummim Cho & Lukas Kremens & Dongryeol Lee & Christopher Polk, 2024. "Scale or Yield? A Present-Value Identity," Review of Finance, European Finance Association, vol. 37(3), pages 950-988.
• Walter Pohl & Karl Schmedders & Ole Wilms, 2024. "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences," Review of Finance, European Finance Association, vol. 37(3), pages 989-1028.
• Carlos A Ramírez, 2024. "Firm Networks and Asset Returns," The Review of Financial Studies, Society for Financial Studies, vol. 37(10), pages 3050-3091.
• Marta Khomyn & Tālis Putniņs̆Stockholm & Marius Zoican, 2024. "The Value of ETF Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 37(10), pages 3092-3148.
• Rui Albuquerque & José Miguel Cardoso-Costa & José Afonso Faias, 2024. "Price elasticity of demand and risk-bearing capacity in sovereign bond auctions," The Review of Financial Studies, Society for Financial Studies, vol. 37(10), pages 3149-3187.
• Benjamin Golez & Jens Jackwerth, 2024. "Holding Period Effects in Dividend Strip Returns," The Review of Financial Studies, Society for Financial Studies, vol. 37(10), pages 3188-3215.
• Victor Duarte & Diogo Duarte & Dejanir H Silva, 2024. "Machine Learning for Continuous-Time Finance," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3217-3271.
• Marianne Andries & Thomas M Eisenbach & Martin C Schmalz, 2024. "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3272-3334.
  • Marianne Andries & Thomas M. Eisenbach & Martin C. Schmalz, 2014. "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," Staff Reports 703, Federal Reserve Bank of New York.
  • Andries, Marianne & Eisenbach, Thomas & Schmalz, Martin, 2024. "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," CEPR Discussion Papers 19196, C.E.P.R. Discussion Papers.
• Emilio Bisetti & Kai Li & Jun Yu, 2024. "The Technical Default Spread," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3386-3430.
• Amit Goyal & Ivo Welch & Athanasse Zafirov, 2024. "A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3490-3557.
• Daniel G Garrett, 2024. "Conflicts of Interest in Municipal Bond Advising and Underwriting," The Review of Financial Studies, Society for Financial Studies, vol. 37(12), pages 3835-3876.
• Federico Nucera & Lucio Sarno & Gabriele Zinna, 2024. "Currency Risk Premiums Redux," The Review of Financial Studies, Society for Financial Studies, vol. 37(2), pages 356-408.
  • Federico C. Nucera & Lucio Sarno & Gabriele Zinna, 2023. "Currency risk premiums redux?," Temi di discussione (Economic working papers) 1415, Bank of Italy, Economic Research and International Relations Area.
• Adem Atmaz & Suleyman Basak & Fangcheng Ruan, 2024. "Dynamic Equilibrium with Costly Short-Selling and Lending Market," The Review of Financial Studies, Society for Financial Studies, vol. 37(2), pages 444-506.
  • Atmaz, Adem & Basak, Suleyman & Ruan, Fangcheng, 2023. "Dynamic Equilibrium with Costly Short-Selling and Lending Market," CEPR Discussion Papers 18256, C.E.P.R. Discussion Papers.
• Thummim Cho & Lukas Kremens & Dongryeol Lee & Christopher Polk, 2024. "Scale or Yield? A Present-Value Identity," The Review of Financial Studies, Society for Financial Studies, vol. 37(3), pages 950-988.
• Walter Pohl & Karl Schmedders & Ole Wilms, 2024. "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences," The Review of Financial Studies, Society for Financial Studies, vol. 37(3), pages 989-1028.
• Justin Birru & Sinan Gokkaya & Xi Liu & René Stulz, 2024. "Are Analyst “Top Picks” Informative?," The Review of Financial Studies, Society for Financial Studies, vol. 37(5), pages 1538-1583.
• Qing Li & Hongyu Shan & Yuehua Tang & Vincent Yao, 2024. "Corporate Climate Risk: Measurements and Responses," The Review of Financial Studies, Society for Financial Studies, vol. 37(6), pages 1778-1830.
• Magnus Dahlquist & Markus Ibert, 2024. "Equity Return Expectations and Portfolios: Evidence from Large Asset Managers," The Review of Financial Studies, Society for Financial Studies, vol. 37(6), pages 1887-1928.
• Ricardo De la & Sean Myers, 2024. "Which Subjective Expectations Explain Asset Prices?," The Review of Financial Studies, Society for Financial Studies, vol. 37(6), pages 1929-1978.
• Olivier Accominotti & Thilo N H Albers & Kim Oosterlinck, 2024. "Selective Default Expectations," The Review of Financial Studies, Society for Financial Studies, vol. 37(6), pages 1979-2015.
  • Accominotti, Olivier & Albers, Thilo & Oosterlinck, Kim, 2021. "Selective Default Expectations," CEPR Discussion Papers 16474, C.E.P.R. Discussion Papers.
  • Accominotti, Olivier & Albers, Thilo & Oosterlinck, Kim, 2024. "Selective default expectations," LSE Research Online Documents on Economics 120657, London School of Economics and Political Science, LSE Library.
  • Olivier Accominotti & Thilo N. H. Albers & Kim Oosterlinck, 2023. "Selective Default Expectations," Rationality and Competition Discussion Paper Series 425, CRC TRR 190 Rationality and Competition.
• Mariassunta Giannetti & Chotibhak Jotikasthira, 2024. "Bond Price Fragility and the Structure of the Mutual Fund Industry," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2063-2109.
  • Giannetti, Mariassunta & Chotibhak, Jotikasthira, 2022. "Bond Price Fragility and the Structure of the Mutual Fund Industry," CEPR Discussion Papers 17050, C.E.P.R. Discussion Papers.
• Spencer J Couts & Andrei S Gonçalves & Andrea Rossi, 2024. "Unsmoothing Returns of Illiquid Funds," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2110-2155.
• Gabor Pinter & Chaojun Wang & Junyuan Zou, 2024. "Size Discount and Size Penalty: Trading Costs in Bond Markets," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2156-2190.
  • Gábor Pintér & Chaojun Wang & Junyuan Zou, 2021. "Size Discount and Size Penalty Trading Costs in Bond Markets," Discussion Papers 2114, Centre for Macroeconomics (CFM).
  • Pintér, Gábor & Wang, Chaojun & Zou, Junyuan, 2022. "Size discount and size penalty: trading costs in bond markets," Bank of England working papers 970, Bank of England.
• John R Huck, 2024. "The Psychological Externalities of Investing: Evidence from Stock Returns and Crime," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2273-2314.
• Indrajit Mitra & Yu Xu, 2024. "A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing," The Review of Financial Studies, Society for Financial Studies, vol. 37(8), pages 2461-2509.
• Kimberly Cornaggia & Xuelin Li & Zihan Ye, 2024. "Financial Effects of Remote Product Delivery: Evidence from Hospitals," The Review of Financial Studies, Society for Financial Studies, vol. 37(9), pages 2817-2854.
• Fernández-Villaverde, Jesús & Yu, Yang & Zanetti, Francesco, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CEPR Discussion Papers 18899, C.E.P.R. Discussion Papers.
  • Jesús Fernández-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological synergies, heterogeneous firms, and idiosyncratic volatility," Economics Series Working Papers 1037, University of Oxford, Department of Economics.
  • Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," Discussion Papers 2412, Centre for Macroeconomics (CFM).
  • Jésus Fernández-Villaverde & Yang Yu & Francesco Zanetti & Jesús Fernández-Villaverde, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CESifo Working Paper Series 11000, CESifo.
  • Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms and Idiosyncratic Volatility," CAMA Working Papers 2024-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," PIER Working Paper Archive 24-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Thomas M. Treptow, 2024. "CO2 investment risk analysis," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 19-30, February.
• Belal Ehsan Baaquie & Muhammad Mahmudul Karim, 2024. "Corporate bonds: fixed versus stochastic coupons—an empirical study," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 113-128, February.
• Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas, 2024. "Do ESG fund managers pump and dump the stocks in their portfolios? European evidence," Journal of Asset Management, Palgrave Macmillan, vol. 25(3), pages 245-260, May.
• Kay Stankov & Dirk Schiereck & Volker Flögel, 2024. "Cost mitigation of factor investing in emerging equity markets," Journal of Asset Management, Palgrave Macmillan, vol. 25(3), pages 303-325, May.
• Mikhail Samonov & Nonna Sorokina, 2024. "A century of asset allocation crash risk," Journal of Asset Management, Palgrave Macmillan, vol. 25(4), pages 383-406, July.
• Desislava Vladimirova, 2024. "In the shadow of country risk: asset pricing model of emerging market corporate bonds," Journal of Asset Management, Palgrave Macmillan, vol. 25(5), pages 479-492, September.
• Zhengnan Yin & Niall O’Sullivan & Meadhbh Sherman, 2024. "The market timing ability of bond mutual funds," Journal of Asset Management, Palgrave Macmillan, vol. 25(5), pages 508-527, September.
• Hilal Anwar Butt & James W. Kolari & Mohsin Sadaqat, 2024. "Market volatility, momentum, and reversal: a switching strategy," Journal of Asset Management, Palgrave Macmillan, vol. 25(5), pages 460-478, September.
• Monia Magnani & Massimo Guidolin & Ian Berk, 2024. "Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital," Journal of Asset Management, Palgrave Macmillan, vol. 25(7), pages 666-699, December.
  • Ian Berk & Massimo Guidolin & Monia Magnani, 2023. "Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital," BAFFI CAREFIN Working Papers 23202, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Christian Gollier, 2024. "Evaluating sustainability actions under uncertainty: the role of improbable extreme scenarios," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 49(1), pages 59-74, March.
• Georges Dionne & Jingyuan Li & Cédric Okou, 2024. "An alternative representation of the C-CAPM with higher-order risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 49(2), pages 194-233, September.
• Elham Daadmehr, 2024. "Workplace sustainability or financial resilience? Composite-financial resilience index," Risk Management, Palgrave Macmillan, vol. 26(2), pages 1-35, May.
  • Elham Daadmehr, 2024. "Workplace sustainability or financial resilience? Composite-financial resilience index," Papers 2403.16296, arXiv.org.
• Petr Jakubik & Saida Teleu, 2024. "Do insurance stress tests matter? Evidence from the EU-wide insurance stress tests," Risk Management, Palgrave Macmillan, vol. 26(3), pages 1-27, September.
• Arianna Agosto & Alessandra Tanda, 2024. "Divergence and aggregation of ESG ratings: a survey," DEM Working Papers Series 225, University of Pavia, Department of Economics and Management.
• Jesús Fernández-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological synergies, heterogeneous firms, and idiosyncratic volatility," Economics Series Working Papers 1037, University of Oxford, Department of Economics.
  • Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," PIER Working Paper Archive 24-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," Discussion Papers 2412, Centre for Macroeconomics (CFM).
  • Jésus Fernández-Villaverde & Yang Yu & Francesco Zanetti & Jesús Fernández-Villaverde, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CESifo Working Paper Series 11000, CESifo.
  • Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024. "Technological Synergies, Heterogeneous Firms and Idiosyncratic Volatility," CAMA Working Papers 2024-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Fernández-Villaverde, Jesús & Yu, Yang & Zanetti, Francesco, 2024. "Technological Synergies, Heterogeneous Firms, and Idiosyncratic Volatility," CEPR Discussion Papers 18899, C.E.P.R. Discussion Papers.
• Xu Cheng & Eric Renault & Paul Sangrey, 2024. "Identifying the Volatility Risk Price Through the Leverage Effect," PIER Working Paper Archive 24-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024. "Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching," Papers 2408.12863, arXiv.org, revised May 2025.
  • Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024. "Machine Learning and the Yield Curve:Tree-Based Macroeconomic Regime Switching," PIER Working Paper Archive 24-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Bélyácz, Iván & Daubner, Katalin, 2024. "Distortions in the investment system driven by financial markets," Public Finance Quarterly, Corvinus University of Budapest, vol. 70(2), pages 9-29.
• Da Huo, Da, 2024. "Efficient Estimation of Stochastic Parameters: A GLS Approach," MPRA Paper 119731, University Library of Munich, Germany.
• Susanta, Datta, 2024. "An Empirical Assessment of India’s Position in Global Sustainable Bond Market," MPRA Paper 119925, University Library of Munich, Germany.
• Lee, David, 2024. "Hedge Fund Investment Returns and Performance," MPRA Paper 120350, University Library of Munich, Germany.
• Geromichalos, Athanasios & Wang, Yijing, 2024. "Money and Competing Means of Payment," MPRA Paper 121388, University Library of Munich, Germany.
• Massimo Arnone & Angelo Leogrande & Alberto Costantiello & Lucio Laureti, 2024. "Banking Stability in the ESG Framework Across Italian Regions," Working Papers hal-04647121, HAL.
  • Arnone, Massimo & Leogrande, Angelo & Costantiello, Alberto & Laureti, Lucio, 2024. "Banking Stability in the ESG Framework Across Italian Regions," MPRA Paper 121452, University Library of Munich, Germany.
• Lee, King Fuei, 2024. "Evaluating Stock Selection in the SaaS Industry: The Effectiveness of the Rule of 40," MPRA Paper 121568, University Library of Munich, Germany.
• de Oliveira Souza, Thiago, 2024. "Model risk pricing and hedging," MPRA Paper 121827, University Library of Munich, Germany.
• Chang, Kuo-Ping, 2024. "Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach," MPRA Paper 122654, University Library of Munich, Germany.
• Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2024. "Social Capital and Stock Price Crash Risk: Cross-Country Evidence," MPRA Paper 122896, University Library of Munich, Germany.
• Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2024. "Heroes or Villains? Culturally endorsed charismatic leadership style and stock price crash risk," MPRA Paper 122898, University Library of Munich, Germany.
• Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024. "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper 122899, University Library of Munich, Germany.
• Fantazzini, Dean & Korobova, Elena, 2025. "Stablecoins and credit risk: when do they stop being stable?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 77, pages 46-73.
  • Korobova, Elena & Fantazzini, Dean, 2024. "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper 122951, University Library of Munich, Germany.
• Tymoigne, Eric, 2024. "The Origins of the Platonic Approach to Monetary Systems: Retracing European and Chinese Monetary Thoughts on Chartalism, Nominalism, and the Origins of Monetary," MPRA Paper 124797, University Library of Munich, Germany.

2023

• Ugolini, Andrea & Reboredo, Juan C. & Ojea-Ferreiro, Javier, 2024. "Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps," Research in International Business and Finance, Elsevier, vol. 70(PB).
  • Ugolini, Andrea & Reboredo, Juan Carlos & Ojea-Ferreiro, Javier, 2023. "Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps," FEEM Working Papers 330720, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Ugolini & Juan C. Reboredo & Javier Ojea-Ferreiro, 2023. "Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps," Working Papers 509, University of Milano-Bicocca, Department of Economics.
  • Andrea Ugolini & Juan C. Reboredo & Javier Ojea-Ferreiro, 2023. "Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps," Working Papers 2023.04, Fondazione Eni Enrico Mattei.
  • Andrea Ugolini & Juan C. Reboredo & Javier Ojea Ferreiro, 2023. "Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps," Staff Working Papers 23-38, Bank of Canada.
• Gianluca Cassese, 2023. "Subjective Expected Utility and Psychological Gambles," Papers 2307.10328, arXiv.org, revised Oct 2023.
  • Gianluca Cassese, 2023. "Subjective expected utility and psychological gambles," Working Papers 524, University of Milano-Bicocca, Department of Economics, revised Jul 2023.
• Nuno Cassola & Claudio Morana & Elisa Ossola, 2023. "Green risk in Europe," Working Paper series 23-14, Rimini Centre for Economic Analysis, revised Jun 2024.
  • Nuno Cassola & Claudio Morana & Elisa Ossola, 2023. "Green risk in Europe," Working Papers 526, University of Milano-Bicocca, Department of Economics.
• Yin Yin Koay & Chee-Wooi Hooy, 2023. "Does Local Risk Still Matter in the Highly Liberalised Emerging Market of Malaysia?," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, vol. 60(1), pages 123-143, January.
• Edward I. Altman & Rafał Sieradzki & Michał Thlon, 2023. "Assessing the impact of economic and financial shocks on SME credit quality: a scenario analysis," Bank i Kredyt, Narodowy Bank Polski, vol. 54(2), pages 89-128.
• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023. "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Chapters, in: NBER International Seminar on Macroeconomics 2023, National Bureau of Economic Research, Inc.
  • Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023. "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Working Papers 31787, National Bureau of Economic Research, Inc.
• Lin William Cong & Yizhou Xiao, 2024. "Information Cascades and Threshold Implementation: Theory and an Application to Crowdfunding," Journal of Finance, American Finance Association, vol. 79(1), pages 579-629, February.
  • Lin William Cong & Yizhou Xiao, 2023. "Information Cascades and Threshold Implementation: Theory and An Application to Crowdfunding," NBER Working Papers 30820, National Bureau of Economic Research, Inc.
• Suman Banerjee & Ravi Jagannathan & Kai Wang, 2023. "Price Destabilizing Speculation: The Role of Strategic Limit Orders," NBER Working Papers 30828, National Bureau of Economic Research, Inc.
• Wan-Chien Chiu & Ravi Jagannathan & Yo-Lan Lin & Kevin Tseng, 2023. "A Simple Approach to Valuing Intangibles and Rents," NBER Working Papers 30829, National Bureau of Economic Research, Inc.
• Hui Chen & Winston Wei Dou & Hongye Guo & Yan Ji, 2023. "Feedback and Contagion through Distressed Competition," NBER Working Papers 30841, National Bureau of Economic Research, Inc.
• David Hirshleifer & Lin Peng & Qiguang Wang, 2025. "News Diffusion in Social Networks and Stock Market Reactions," The Review of Financial Studies, Society for Financial Studies, vol. 38(3), pages 883-937.
  • David Hirshleifer & Lin Peng & Qiguang Wang, 2023. "News Diffusion in Social Networks and Stock Market Reactions," NBER Working Papers 30860, National Bureau of Economic Research, Inc.
• Wei Dai & Mamdouh Medhat & Robert Novy-Marx & Savina Rizova, 2023. "Reversals and the Returns to Liquidity Provision," NBER Working Papers 30917, National Bureau of Economic Research, Inc.
• Carolin Pflueger, 2023. "Back to the 1980s or Not? The Drivers of Inflation and Real Risks in Treasury Bonds," NBER Working Papers 30921, National Bureau of Economic Research, Inc.
• Cong, Lin William & George, Nathan Darden & Wang, Guojun, 2023. "RIM-based value premium and factor pricing using value-price divergence," Journal of Banking & Finance, Elsevier, vol. 149(C).
  • Lin William Cong & Nathan Darden George & Guojun Wang, 2023. "RIM-Based Value Premium and Factor Pricing Using Value-Price Divergence," NBER Working Papers 30967, National Bureau of Economic Research, Inc.
• Anna Cieslak & Carolin Pflueger, 2023. "Inflation and Asset Returns," NBER Working Papers 30982, National Bureau of Economic Research, Inc.
• Christoph E. Boehm & T. Niklas Kroner, 2020. "The US, Economic News, and the Global Financial Cycle," Working Papers 677, Research Seminar in International Economics, University of Michigan.
  • Christoph E. Boehm & T. Niklas Kroner, 2023. "The US, Economic News, and the Global Financial Cycle," NBER Working Papers 30994, National Bureau of Economic Research, Inc.
  • Christoph E. Boehm & Niklas Kroner, 2023. "The US, Economic News, and the Global Financial Cycle," International Finance Discussion Papers 1371, Board of Governors of the Federal Reserve System (U.S.).
• Ravi Jagannathan & Robert Korajczyk & Kai Wang, 2023. "An Intangibles-Adjusted Profitability Factor," NBER Working Papers 31068, National Bureau of Economic Research, Inc.
• Mark Grinblatt & Gergana Jostova & Alexander Philipov, 2023. "Analyst Bias and Mispricing," NBER Working Papers 31094, National Bureau of Economic Research, Inc.
• Stefano Giglio & Bryan Kelly & Serhiy Kozak, 2024. "Equity Term Structures without Dividend Strips Data," Journal of Finance, American Finance Association, vol. 79(6), pages 4143-4196, December.
  • Stefano Giglio & Bryan T. Kelly & Serhiy Kozak, 2023. "Equity Term Structures without Dividend Strips Data," NBER Working Papers 31119, National Bureau of Economic Research, Inc.
• Vadim Elenev & Tim Landvoigt, 2023. "Asset Pricing with Optimal Under-Diversification," NBER Working Papers 31121, National Bureau of Economic Research, Inc.
• Giglio, Stefano & Kuchler, Theresa & Stroebel, Johannes & Zeng, Xuran, 2023. "Biodiversity Risk," SocArXiv n7pbj, Center for Open Science.
  • Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng, 2023. "Biodiversity Risk," NBER Working Papers 31137, National Bureau of Economic Research, Inc.
• Itamar Drechsler & Alexi Savov & Philipp Schnabl & Olivier Wang, 2023. "Deposit Franchise Runs," NBER Working Papers 31138, National Bureau of Economic Research, Inc.
• Edmans, Alex & Flammer, Caroline & Glossner, Simon, 2023. "Diversity, Equity, and Inclusion," CEPR Discussion Papers 18137, C.E.P.R. Discussion Papers.
  • Alex Edmans & Caroline Flammer & Simon Glossner, 2023. "Diversity, Equity, and Inclusion," NBER Working Papers 31215, National Bureau of Economic Research, Inc.
• John Y. Campbell & Can Gao & Ian Martin, 2023. "Debt and Deficits: Fiscal Analysis with Stationary Ratios," Swiss Finance Institute Research Paper Series 23-101, Swiss Finance Institute.
  • John Y. Campbell & Can Gao & Ian W.R. Martin, 2023. "Debt and Deficits: Fiscal Analysis with Stationary Ratios," NBER Working Papers 31224, National Bureau of Economic Research, Inc.
  • Campbell, John Y & Gao, Can & Martin, Ian, 2023. "Debt and Deficits: Fiscal Analysis with Stationary Ratios," CEPR Discussion Papers 18133, C.E.P.R. Discussion Papers.
• Serhiy Kozak & Stefan Nagel, 2023. "When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?," NBER Working Papers 31275, National Bureau of Economic Research, Inc.
• Shimon Kogan & Igor Makarov & Marina Niessner & Antoinette Schoar, 2023. "Are Cryptos Different? Evidence from Retail Trading," NBER Working Papers 31317, National Bureau of Economic Research, Inc.
• Niels Joachim Gormsen & Kilian Huber, 2025. "Corporate Discount Rates," American Economic Review, American Economic Association, vol. 115(6), pages 2001-2049, June.
  • Gormsen, Niels Joachim & Huber, Kilian, 2023. "Corporate Discount Rates," CEPR Discussion Papers 18221, C.E.P.R. Discussion Papers.
  • Niels Joachim Gormsen & Kilian Huber, 2023. "Corporate Discount Rates," NBER Working Papers 31329, National Bureau of Economic Research, Inc.
• Marco Di Maggio & Francesco Franzoni & Shimon Kogan & Ran Xing, 2023. "Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns," NBER Working Papers 31360, National Bureau of Economic Research, Inc.
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• Tunio, Mohsin Waheed, 2023. "What Explains the Volatility in Pakistan’s Sovereign Bond Yields?," MPRA Paper 116030, University Library of Munich, Germany.
• Victor Olkhov, 2023. "Market-Based Probability of Stock Returns," Papers 2302.07935, arXiv.org, revised Dec 2024.
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• Olkhov, Victor, 2023. "The Market-Based Statistics of “Actual” Returns of Investors," MPRA Paper 116896, University Library of Munich, Germany.
• Sproule, Robert & Gosselin, Gabriel, 2023. "Is the research agenda for calendar anomalies “much do about nothing”?," MPRA Paper 117001, University Library of Munich, Germany.
• Fantazzini, Dean, 2023. "Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models," MPRA Paper 117141, University Library of Munich, Germany.
• Ganchev, Alexander, 2023. "The Behaviour of Chinese Government Bond Yield Curve before and during the COVID-19 Pandemic," MPRA Paper 117626, University Library of Munich, Germany.
• Lee, David, 2023. "An Analytic Solution for Valuing Guaranteed Equity Securities," MPRA Paper 117775, University Library of Munich, Germany.
• Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2023. "Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts," Auburn Economics Working Paper Series auwp2023-03, Department of Economics, Auburn University.
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• Takumah, Wisdom, 2023. "Fiscal Policy and Asset Prices in a Dynamic Factor Model with Cointegrated Factors," MPRA Paper 117897, University Library of Munich, Germany, revised 10 Jul 2023.
• Van de Vyver, Mark, 2023. "Token economics scoping review: Annotated bibliography," MPRA Paper 118476, University Library of Munich, Germany.
• Damjanović, Milan & Lenarčič, Črt, 2023. "Constructing a house price misalignment indicator: revisited and revamped," MPRA Paper 118489, University Library of Munich, Germany.
• Lee, David, 2023. "Default Forecasting and Credit Valuation Adjustment," MPRA Paper 118578, University Library of Munich, Germany.
• Lee, David, 2023. "Modeling Collateralization and Its Economic Significance," MPRA Paper 118678, University Library of Munich, Germany.
• Olkhov, Victor, 2023. "Economic Theory as Successive Approximations of Statistical Moments," MPRA Paper 118722, University Library of Munich, Germany.
• Winkler, Julian, 2023. "Managing fundamentals versus preferences: Re-balancing portfolios and stock returns," MPRA Paper 119149, University Library of Munich, Germany.
• Kausik, B.N., 2023. "Equity Premium in Efficient Markets," MPRA Paper 119278, University Library of Munich, Germany.
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• Lee, King Fuei, 2023. "Aging Population and its Effects on Long-Horizon Momentum Profits," MPRA Paper 120931, University Library of Munich, Germany.
• Serena Sordi & Ahmad Naimzada & Marwil J. Dávila-Fernández, 2023. "A discrete-time dynamic model of real-financial markets interactions," Department of Economics University of Siena 906, Department of Economics, University of Siena.
• KUNJAL, Damien, 2023. "Investor Attention And Exchange Traded Fund Returns In South Africa: The Role Of Investors’ Internet Search Activity," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 27(3), pages 40-56, September.
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• Gueorgui S Konstantinov & Frank J Fabozzi & Joseph S Simonian, 2023. "Quantitative Global Bond Portfolio Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13313, April.
• M. S. Scholes, 2023. "Using Option Pricing Information to Time Diversify Portfolio Returns," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 1, pages 1-15, World Scientific Publishing Co. Pte. Ltd..
• P. Wilmott, 2023. "How Good is Black–Scholes–Merton, Really?," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 2, pages 17-27, World Scientific Publishing Co. Pte. Ltd..
• P. Carr & L. Wu & Y. Zhang, 2023. "Probabilistic Interpretation of Black Implied Volatility," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 3, pages 29-46, World Scientific Publishing Co. Pte. Ltd..
• D. Brigo, 2023. "Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 4, pages 47-61, World Scientific Publishing Co. Pte. Ltd..
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• M. Musiela, 2023. "Multivariate Fractional Brownian Motion and Generalizations of SABR Model," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 6, pages 73-87, World Scientific Publishing Co. Pte. Ltd..
• P. Glasserman & P. He, 2023. "Buy Rough, Sell Smooth," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 7, pages 89-125, World Scientific Publishing Co. Pte. Ltd..
• J. Gatheral & T. Jaisson & M. Rosenbaum, 2023. "Volatility is Rough," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 8, pages 127-172, World Scientific Publishing Co. Pte. Ltd..
• L.C.G. Rogers, 2023. "Things We Think We Know," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 9, pages 173-184, World Scientific Publishing Co. Pte. Ltd..
• R. Lee, 2023. "Cumulant Formulas for Implied Volatility," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 10, pages 185-193, World Scientific Publishing Co. Pte. Ltd..
• P. Tankov, 2023. "Implied Volatility Asymptotics: Black–Scholes and Beyond," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 11, pages 195-212, World Scientific Publishing Co. Pte. Ltd..
• J. Guyon, 2023. "The Smile of Stochastic Volatility Models," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 12, pages 213-233, World Scientific Publishing Co. Pte. Ltd..
• J. Cao & J. Chen & J. Hull, 2023. "A Neural Network Approach to Understanding Implied Volatility Movements," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 13, pages 235-256, World Scientific Publishing Co. Pte. Ltd..
• D. Dobi & M. Avellaneda, 2023. "Modeling Volatility Risk in Equity Options Market: A Statistical Approach," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 14, pages 257-292, World Scientific Publishing Co. Pte. Ltd..
• D. Gershon, 2023. "A General Theory of Option Pricing," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 15, pages 293-330, World Scientific Publishing Co. Pte. Ltd..
• A. Lipton, 2023. "Old Problems, Classical Methods, New Solutions," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 16, pages 331-375, World Scientific Publishing Co. Pte. Ltd..
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• N. El Karoui, 2023. "Thirty Years of Derivatives Market: Originality of the French Experience," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 19, pages 413-432, World Scientific Publishing Co. Pte. Ltd..
• E. I. Ronn, 2023. "Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 20, pages 433-449, World Scientific Publishing Co. Pte. Ltd..
• H. Li & Q. Wang, 2023. "Options Markets in China: The New Frontier," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 21, pages 451-468, World Scientific Publishing Co. Pte. Ltd..
• D. B. Madan, 2023. "Risk Exposure Valuation Using Measure Distortions: An Overview," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 22, pages 469-482, World Scientific Publishing Co. Pte. Ltd..
• P. Protter, 2023. "Insider Trading," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 23, pages 483-493, World Scientific Publishing Co. Pte. Ltd..
• M. Crouhy & D. Galai & Z. Wiener, 2023. "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 24, pages 495-520, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Quantifying Risks and the Role of Quantitative Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 1, pages 3-25, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Global Markets and Bond Benchmarks," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 2, pages 27-66, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Currency Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 3, pages 67-101, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Yield Curve Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 4, pages 103-150, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Factors in Global Bond Portfolios," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 5, pages 153-173, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Top-Down Portfolio Allocation," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 6, pages 175-203, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Bond Selection," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 7, pages 205-228, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Bond Trading, Portfolio Rebalancing, and Electronic Exchanges," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 8, pages 229-257, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Portfolio Risk Management," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 9, pages 259-298, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Factor Models in Performance Analysis," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 10, pages 301-328, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Performance Analysis," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 11, pages 329-348, World Scientific Publishing Co. Pte. Ltd..
• Gueorgui S. Konstantinov & Frank J. Fabozzi & Joseph S. Simonian, 2023. "Yield Curve Attribution for Global Bond Portfolios," World Scientific Book Chapters, in: Quantitative Global Bond Portfolio Management, chapter 12, pages 349-379, World Scientific Publishing Co. Pte. Ltd..
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• Suaste Cherizola, Jesús, 2023. "상품에서 자산으로: 권력으로서의 자본과 금융의 존재론 [From Commodities to Assets: Capital as Power and the Ontology of Finance]," EconStor Preprints 279956, ZBW - Leibniz Information Centre for Economics.
• Barak, Ronen E. & Aharon, Itzhak & Hatzor, Limor, 2023. "A Cross-Modality Anchoring Bias as a Possible Cognitive Explanation for the Discretionary Accruals Anomaly," EconStor Preprints 306142, ZBW - Leibniz Information Centre for Economics.
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• Dittmar, Robert F. & Schlag, Christian & Thimme, Julian, 2023. "Non-substitutable consumption growth risk," SAFE Working Paper Series 408, Leibniz Institute for Financial Research SAFE.
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• Mücke, Christian, 2023. "Bank dividend restrictions and banks' institutional investors," SAFE Working Paper Series 392, Leibniz Institute for Financial Research SAFE.
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• Bagnara, Matteo & Goodarzi, Milad, 2023. "Clustering-based sector investing," SAFE Working Paper Series 397, Leibniz Institute for Financial Research SAFE.
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• Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2023. "Trend Breaks and the Persistence of Closed-End Fund Discounts," Auburn Economics Working Paper Series auwp2023-08, Department of Economics, Auburn University.
• Anil K Kashyap & Natalia Kovrijnykh & Jian Li & Anna Pavlova, 2023. "Is There Too Much Benchmarking in Asset Management?," American Economic Review, American Economic Association, vol. 113(4), pages 1112-1141, April.
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• Valentin Lang & David Mihalyi & Andrea F. Presbitero, 2023. "Borrowing Costs after Sovereign Debt Relief," American Economic Journal: Economic Policy, American Economic Association, vol. 15(2), pages 331-358, May.
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• Manuel Amador & Christopher Phelan, 2023. "Reputation and Partial Default," American Economic Review: Insights, American Economic Association, vol. 5(2), pages 158-172, June.
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• Christopher Clayton & Antonio Coppola & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2023. "China in Tax Havens," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 114-119, May.
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• Jason Choi & Duong Dang & Rishabh Kirpalani & Diego J. Perez, 2023. "The Secular Decrease in UK Safe Asset Market Power," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 120-124, May.
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• Agostino Capponi & Ruizhe Jia & Ye Wang, 2023. "Blockchain Private Pools and Price Discovery," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 253-256, May.
• Ana Babus & Matias Marzani & Sara Moreira, 2023. "Innovation for Innovators: The Financing of Intangibles," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 268-273, May.
• Anil K Kashyap & Jeremy C. Stein, 2023. "Monetary Policy When the Central Bank Shapes Financial-Market Sentiment," Journal of Economic Perspectives, American Economic Association, vol. 37(1), pages 53-76, Winter.
• Michael D. Bauer & Ben S. Bernanke & Eric Milstein, 2023. "Risk Appetite and the Risk-Taking Channel of Monetary Policy," Journal of Economic Perspectives, American Economic Association, vol. 37(1), pages 77-100, Winter.
• Ugolini, Andrea & Reboredo, Juan C. & Ojea-Ferreiro, Javier, 2024. "Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps," Research in International Business and Finance, Elsevier, vol. 70(PB).
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• Carlo A. Favero & Ruben Fernandez-Fuertes, 2023. "Monetary Policy in the COVID Era and Beyond: the Fed vs the ECB," BAFFI CAREFIN Working Papers 23209, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
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• Olena Tomchuk, 2023. "Analytical Provision Of Computational Operations And Directions For Their Improvement," Green, Blue & Digital Economy Journal, Publishing house "Baltija Publishing", vol. 4(1).
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• Mathieu Aubry & Roman Kräussl & Gustavo Manso & Christophe Spaenjers, 2023. "Biased Auctioneers," Journal of Finance, American Finance Association, vol. 78(2), pages 795-833, April.
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• Baranova, Yuliya & Holbrook, Eleanor & MacDonald, David & Rawstorne, William & Vause, Nicholas & Waddington, Georgia, 2023. "The potential impact of broader central clearing on dealer balance sheet capacity: a case study of UK gilt and gilt repo markets," Bank of England working papers 1026, Bank of England.
• Bahaj, Saleem & Czech, Robert & Ding, Sitong & Reis, Ricardo, 2023. "The market for inflation risk," Bank of England working papers 1028, Bank of England.
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• Kota Watanabe & Kyosuke Hari & Natsu Sawada & Hidemi Bessho, 2023. "Developments in and Characteristics of Japan's FX Market: An Analysis Based on the 2022 BIS Triennial Central Bank Survey," Bank of Japan Review Series 23-E-4, Bank of Japan.
• Akitaka Tsuchiya & Kenichi Sakura, 2023. "Recent Characteristics of Long-Term Interest Rates and Stock Prices in the United States and Europe: with a Focus on the Effects of Increased Attention to Inflation Indicators," Bank of Japan Review Series 23-E-6, Bank of Japan.
• Naoki Matsuda & Juri Oyama & Rie Yamaoka & Hidemi Bessho, 2023. "Retail Foreign Exchange Margin Trading in Japan: An Analysis from the Developments in 2022," Bank of Japan Review Series 23-E-7, Bank of Japan.
• Kaori Ochi & Mitsuhiro Osada, 2023. "Developments in Corporate Bond Spreads at Issuance," Bank of Japan Review Series 23-E-8, Bank of Japan.
• Kota Watanabe & Kyosuke Hari & Natsu Sawada & Hidemi Bessho, 2023. "Developments in and Characteristics of Japan's FX Market: An Analysis Based on the 2022 BIS Triennial Central Bank Survey," Bank of Japan Working Paper Series 23-E-4, Bank of Japan.
• Daisuke Miyakawa & Takemasa Oda & Taihei Sone, 2023. "Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market," Bank of Japan Working Paper Series 23-E-12, Bank of Japan.
• Christina Brinkmann, 2023. "Differentiation in Risk Profiles," CRC TR 224 Discussion Paper Series crctr224_2023_444, University of Bonn and University of Mannheim, Germany.
• Maximilian Jager & Frederick Zadow, 2023. "Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision," CRC TR 224 Discussion Paper Series crctr224_2023_445, University of Bonn and University of Mannheim, Germany.
• Cevik Serhan & Naik Sadhna, 2023. "Don’t Look Up: House Prices in Emerging Europe," German Economic Review, De Gruyter, vol. 24(4), pages 411-436, December.
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• Lux Thomas, 2023. "Approximate Bayesian inference for agent-based models in economics: a case study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(4), pages 423-447, September.
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• Donia Aloui & Abderrazek Ben Maatoug, 2023. "Comment l'incertitude à l'égard de la politique économique peut-elle affecter le marché boursier français dans un environnement riche en données ?," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 275-288.
• Patozi, A., 2023. "Green Transmission: Monetary Policy in the Age of ESG," Janeway Institute Working Papers 2302, Faculty of Economics, University of Cambridge.
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• Paul Simshauser, 2023. "The regulation of electricity transmission in Australia's national electricity market: user charges, investment and access," Working Papers EPRG2311, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  • Simshauser, P., 2023. "The regulation of electricity transmission in Australia's National Electricity Market: user charges, investment and access," Cambridge Working Papers in Economics 2340, Faculty of Economics, University of Cambridge.
• Simshauser, Paul, 2024. "On static vs. dynamic line ratings in renewable energy zones," Energy Economics, Elsevier, vol. 129(C).
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• Simshauser, Paul & Newbery, David, 2024. "Non-firm vs priority access: On the long run average and marginal costs of renewables in Australia," Energy Economics, Elsevier, vol. 136(C).
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• Patozi, A., 2023. "Green Transmission: Monetary Policy in the Age of ESG," Cambridge Working Papers in Economics 2311, Faculty of Economics, University of Cambridge.
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• Warwick Anderson & Jędrzej Białkowski & Moritz Wagner, 2023. "The midterm election effect on US stock returns: Some practical considerations for investors," Working Papers in Economics 23/05, University of Canterbury, Department of Economics and Finance.
• Pourpourides, Panayiotis, 2023. "Long-Term Nexus of Macroeconomic and Financial Fundamentals with Cryptocurrencies," Cardiff Economics Working Papers E2023/23, Cardiff University, Cardiff Business School, Economics Section.
• Guglielmo Maria Caporale & Alex Plastun, 2023. "Seven Pitfalls of Technical Analysis," CESifo Working Paper Series 10213, CESifo.
• Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2022. "Where is the carbon premium? Global performance of green and brown stocks," Other publications TiSEM 6b117156-316d-440a-9fa5-b, Tilburg University, School of Economics and Management.
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• Adam Michael Bauer & Cristian Proistosescu & Gernot Wagner, 2023. "Carbon Dioxide as a Risky Asset," CESifo Working Paper Series 10278, CESifo.
• Guglielmo Maria Caporale & Nicola Spagnolo, 2024. "US municipal green bonds and financial integration," Chapters, in: Guglielmo M. Caporale (ed.), Handbook of Financial Integration, chapter 8, pages 192-205, Edward Elgar Publishing.
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• Raphael Auer & Marc Farag & Ulf Lewrick & Lovrenc Orazem & Markus Zoss, 2022. "Banking in the shadow of Bitcoin? The institutional adoption of cryptocurrencies," BIS Working Papers 1013, Bank for International Settlements.
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• Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022. "Global Production Linkages and Stock Market Comovement," Swiss Finance Institute Research Paper Series 22-18, Swiss Finance Institute.
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• Carlos Cañon & Eddie Gerba & Alberto Pambira & Evarist Stoja, 2023. "An Unconventional FX Tail Risk Story," CESifo Working Paper Series 10629, CESifo.
• Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023. "Mental models of the stock market," SAFE Working Paper Series 406, Leibniz Institute for Financial Research SAFE.
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  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CRC TR 224 Discussion Paper Series crctr224_2024_611, University of Bonn and University of Mannheim, Germany.
  • Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023. "Mental Models of the Stock Market," ECONtribute Discussion Papers Series 259, University of Bonn and University of Cologne, Germany.
• Felix Haase & Matthias Neuenkirch, 2023. "Macroeconomic Expectations and State-Dependent Factor Returns," Research Papers in Economics 2023-09, University of Trier, Department of Economics.
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• Scott Alan Carson & Wael M. Al-Sawai & Scott A. Carson, 2023. "Partially Adaptive Econometric Methods and Vertically Integrated Majors in the Oil and Gas Industry," CESifo Working Paper Series 10733, CESifo.
• Sophie Zhou & Frederick van der Ploeg & Rick van der Ploeg, 2023. "Structural Change and the Climate Risk Premium during the Green Transition," CESifo Working Paper Series 10840, CESifo.
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• Haroon Mumtaz & Roman Sustek, 2023. "Global house prices since 1950," Discussion Papers 2307, Centre for Macroeconomics (CFM).
• Cesa-Bianchi, Ambrogio & Czech, Robert & Eguren Martin, Fernando, 2021. "Dash for Dollars," CEPR Discussion Papers 16415, C.E.P.R. Discussion Papers.
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• Lacroix, Jean & Mitchener, Kris & Oosterlinck, Kim, 2023. "Domino Secessions: Evidence from the U.S," CEPR Discussion Papers 18377, C.E.P.R. Discussion Papers.
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• Sebastian Doerr & Sebastian Egemen Eren & Semyon Malamud, 2023. "Money market funds and the pricing of near-money assets," BIS Working Papers 1096, Bank for International Settlements.
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• Ana Mão-de-Ferro & Stefano Ramelli, 2023. "Inflation, the Corporate Greed Narrative, and the Value of Corporate Social Responsibility," Swiss Finance Institute Research Paper Series 23-06, Swiss Finance Institute.
• Andreas G. F. Hoepner & Johannes Klausmann & Markus Leippold & Jordy Rillaerts, 2023. "Beyond Climate: The Impact of Biodiversity, Water, and Pollution on the CDS Term Structure," Swiss Finance Institute Research Paper Series 23-10, Swiss Finance Institute, revised May 2023.
• Campbell, John Y & Gao, Can & Martin, Ian, 2023. "Debt and Deficits: Fiscal Analysis with Stationary Ratios," CEPR Discussion Papers 18133, C.E.P.R. Discussion Papers.
  • John Y. Campbell & Can Gao & Ian Martin, 2023. "Debt and Deficits: Fiscal Analysis with Stationary Ratios," Swiss Finance Institute Research Paper Series 23-101, Swiss Finance Institute.
  • John Y. Campbell & Can Gao & Ian W.R. Martin, 2023. "Debt and Deficits: Fiscal Analysis with Stationary Ratios," NBER Working Papers 31224, National Bureau of Economic Research, Inc.
• Johannes Breckenfelder & Pierre Collin-Dufresne & Stefano Corradin, 2023. "Is the Bond Market Competitive? Evidence From the ECB's Asset Purchase Programme," Swiss Finance Institute Research Paper Series 23-104, Swiss Finance Institute.
• Turan G. Bali & Heiner Beckmeyer & Amit Goyal, 2023. "A Joint Factor Model for Bonds, Stocks, and Options," Swiss Finance Institute Research Paper Series 23-106, Swiss Finance Institute.
• Amit Goyal & Sunil Wahal, 2023. "R&D, Innovation, and the Stock Market," Swiss Finance Institute Research Paper Series 23-107, Swiss Finance Institute.
• Marco Di Maggio & Francesco A. Franzoni & Shimon Kogan & Ran Xing, 2023. "Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns," Swiss Finance Institute Research Paper Series 23-108, Swiss Finance Institute.
• Antoine Didisheim & Shikun Ke & Bryan T. Kelly & Semyon Malamud, 2023. "Complexity in Factor Pricing Models," Swiss Finance Institute Research Paper Series 23-19, Swiss Finance Institute.
• Andrea Barbon & Angelo Ranaldo, 2023. "NFT Bubbles," Papers 2303.06051, arXiv.org.
  • Andrea Barbon & Angelo Ranaldo, 2023. "NFT Bubbles," Swiss Finance Institute Research Paper Series 23-20, Swiss Finance Institute.
• Markus Leippold & Tingyu Yu, 2023. "The Green Innovation Premium: Evidence from U.S. Patents and the Stock Market," Swiss Finance Institute Research Paper Series 23-21, Swiss Finance Institute.
• Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2023. "Foreign Exchange Swap Liquidity," Swiss Finance Institute Research Paper Series 23-22, Swiss Finance Institute.
• Garel, Alexandre & Romec, Arthur & Sautner, Zacharias & Wagner, Alexander F., 2023. "Do Investors Care About Biodiversity?," CEPR Discussion Papers 18020, C.E.P.R. Discussion Papers.
  • Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander F. Wagner, 2023. "Do Investors Care About Biodiversity?," Swiss Finance Institute Research Paper Series 23-24, Swiss Finance Institute.
• Marlon Azinovic & Harold L. Cole & Felix Kubler, 2023. "Asset Pricing in a Low Rate Environment," NBER Working Papers 31832, National Bureau of Economic Research, Inc.
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• Marc Arnold & Nicola Kollman & Angel Tengulov, 2023. "Creditor Control Rights and the Pricing of Corporate Loans," Swiss Finance Institute Research Paper Series 23-35, Swiss Finance Institute, revised Jun 2023.
• Li Lin & Didier Sornette, 2023. "A Parsimonious Inverse Cox-Ingersoll-Ross Process for Financial Price Modeling," Swiss Finance Institute Research Paper Series 23-41, Swiss Finance Institute.
• Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2023. "Latent Factor Analysis in Short Panels," Papers 2306.14004, arXiv.org, revised May 2024.
  • Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2023. "Latent Factor Analysis in Short Panels," Swiss Finance Institute Research Paper Series 23-44, Swiss Finance Institute.
• Pierre Collin-Dufresne & Julien Hugonnier & Elena Perazzi, 2023. "Admissible Surplus Dynamics and the Government Debt Puzzle," Swiss Finance Institute Research Paper Series 23-45, Swiss Finance Institute.
  • Collin-Dufresne, Pierre & Hugonnier, Julien & Perazzi, Elena, 2024. "Admissible Surplus Dynamics and the Government Debt Puzzle," CEPR Discussion Papers 19427, C.E.P.R. Discussion Papers.
• Stefan Pohl & Vesa Pursiainen, 2023. "The Role of Stock Indices in Analyst Career Outcomes and Stock Recommendations," Swiss Finance Institute Research Paper Series 23-50, Swiss Finance Institute.
• Thorsten Hens & Ester Trutwin, 2023. "Modelling Sustainable Investing in the CAPM," Swiss Finance Institute Research Paper Series 23-56, Swiss Finance Institute.
• Francesco D'Ercole & Alexander F. Wagner, 2023. "Green Stocks and the 2023 Banking Crisis," Swiss Finance Institute Research Paper Series 23-58, Swiss Finance Institute.
• Joshua Traut & Wolfgang Schadner, 2023. "Which is Worse: Heavy Tails or Volatility Clusters?," Swiss Finance Institute Research Paper Series 23-61, Swiss Finance Institute.
• Crocker Herbert Liu & Charles Trzcinka & Ziwei Zhao, 2023. "Trading Halts and Price Informativeness," Swiss Finance Institute Research Paper Series 23-62, Swiss Finance Institute.
• Crocker Franklin Allen & Marlene Haas & Matteo Pirovano & Angel Tengulov, 2023. "How Prevalent Are Short Squeezes? Evidence From the US and Europe," Swiss Finance Institute Research Paper Series 23-63, Swiss Finance Institute.
• Florent Gallien & Sergei Glebkin & Serge Kassibrakis & Semyon Malamud & Alberto Teguia, 2023. "Price Formation in the Foreign Exchange Market," Swiss Finance Institute Research Paper Series 23-68, Swiss Finance Institute.
• Martin Hoesli & Richard Malle, 2023. "Commercial Real Estate Prices in Europe After COVID-19," Swiss Finance Institute Research Paper Series 23-73, Swiss Finance Institute.
• Alberto Quaini & Fabio Trojani & Ming Yuan, 2023. "Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models," Swiss Finance Institute Research Paper Series 23-81, Swiss Finance Institute.
• Baumann, Friedrich & Livdan, Dmitry & Kakhbod, Ali & Nazemi, Abdolreza & Schürhoff, Norman, 2023. "Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds," CEPR Discussion Papers 18482, C.E.P.R. Discussion Papers.
  • Friedrich Baumann & Ali Kakhbod & Dmitry Livdan & Abdolreza Nazemi & Norman Schürhoff, 2023. "Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds," Swiss Finance Institute Research Paper Series 23-85, Swiss Finance Institute.
• Nicolas Camenzind & Damir Filipović, 2023. "Stripping the Swiss Discount Curve," Swiss Finance Institute Research Paper Series 23-97, Swiss Finance Institute.
• Christophe Gouel & Qingyin Ma & John Stachurski, 2023. "Interest Rate Dynamics and Commodity Prices," Papers 2308.07577, arXiv.org, revised Sep 2024.
  • Christophe Gouel & Qingyin Ma & John Stachurski, 2023. "Interest Rate Dynamics and Commodity Prices," Working Papers 2023-21, CEPII research center.
• Julio César Rodríguez-Burgos & Gerardo Hernández-del-Valle & Héctor Jasso-Fuentes, 2023. "Explicit formulae for the valuation of European options with price impacts," CEMLA Working Paper Series 04/2023, CEMLA.
• Simona Malovana & Dominika Ehrenbergerova & Zuzana Gric, 2023. "What Do Economists Think About the Green Transition? Exploring the Impact of Environmental Awareness," Working Papers 2023/6, Czech National Bank, Research and Statistics Department.
• Tomohiro Hirano & Alexis Akira Toda, 2025. "Bubble Necessity Theorem," Journal of Political Economy, University of Chicago Press, vol. 133(1), pages 111-145.
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  • Tomohiro Hirano & Alexis Akira Toda, 2024. "Bubble Necessity Theorem," Discussion Papers 2421, Centre for Macroeconomics (CFM).
• Tomohiro Hirano & Alexis Akira Toda, 2023. "Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation," CIGS Working Paper Series 23-014E, The Canon Institute for Global Studies.
• Tomohiro Hirano & Ryo Jinnai & Alexis Akira Toda, 2022. "Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles," Papers 2211.13100, arXiv.org, revised Feb 2024.
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• Ricardo Crisósotomo, 2023. "Medición del riesgo de transición en fondos de inversión," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
• Ramiro Losada, Albert Martínez Pastor, 2023. "Emisores de valores españoles y su relación con el cambio climático," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
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• Duong, Huu Nhan & Kalev, Petko S. & Tian, Xiao, 2023. "Short selling, divergence of opinion and volatility in the corporate bond market," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
• Guo, Mng, 2023. "Dampening effect and market efficiency," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
• Chiah, Mardy & Long, Huaigang & Zaremba, Adam & Umar, Zaghum, 2023. "Trade competitiveness and the aggregate returns in global stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
• Chen, Jian & Tang, Guohao & Yao, Jiaquan & Zhou, Guofu, 2023. "Employee sentiment and stock returns," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
• van Buggenum, Hugo, 2023. "Coexistence of money and interest-bearing bonds," Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
  • van Buggenum, Hugo, 2021. "Coexistence of Money and Interest-Bearing Bonds," Discussion Paper 2021-019, Tilburg University, Center for Economic Research.
• Zhou, Xuan & Kang, Junqing, 2023. "Searching for ESG Information: Heterogeneous Preferences and Information Acquisition," Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
• Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
• Cakici, Nusret & Fieberg, Christian & Metko, Daniel & Zaremba, Adam, 2023. "Machine learning goes global: Cross-sectional return predictability in international stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
• Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023. "The risk premium in New Keynesian DSGE models: The cost of inflation channel," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
  • Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2022. "The risk premium in New Keynesian DSGE models: the cost of inflation channel," LIDAM Discussion Papers LFIN 2022008, Université catholique de Louvain, Louvain Finance (LFIN).
  • Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023. "The risk premium in New Keynesian DSGE models: The cost of inflation channel," LIDAM Reprints LFIN 2023013, Université catholique de Louvain, Louvain Finance (LFIN).
• Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023. "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
  • Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023. "Market selection and learning under model misspecification," LEM Papers Series 2023/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Dong, Linjia & Nishihara, Michi & Yang, Zhaojun, 2023. "Two-stage investment, loan guarantees and share buybacks," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
• Luo, Pengfei & Tan, Yingxian & Yang, Jinqiang & Yao, Yanming, 2023. "Underinvestment and optimal capital structure under environmental constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 157(C).
• Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2023. "Short-run and long-run effects of ESG policies on value creation and the cost of equity of firms," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 599-616.
• Tumala, Mohammed M. & Salisu, Afees A. & Gambo, Ali I., 2023. "Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 707-717.
• Hoover, Gary A. & Smimou, K., 2023. "Socially conscious investment funds and home country institutions," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 395-417.
• Qin, Meng & Wu, Tong & Ma, Xuecheng & Albu, Lucian Liviu & Umar, Muhammad, 2023. "Are energy consumption and carbon emission caused by Bitcoin? A novel time-varying technique," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 109-120.
• van der Drift, Rosa & de Haan, Jan & Boelhouwer, Peter, 2023. "Mortgage credit and house prices: The housing market equilibrium revisited," Economic Modelling, Elsevier, vol. 120(C).
• Yu, Deshui & Huang, Difang & Chen, Li & Li, Luyang, 2023. "Forecasting dividend growth: The role of adjusted earnings yield," Economic Modelling, Elsevier, vol. 120(C).
• Ben Abdelaziz, Fouad & Chibane, Messaoud, 2023. "Portfolio optimization in the presence of tail correlation," Economic Modelling, Elsevier, vol. 122(C).
• Zhao, Shangwei & Xie, Tian & Ai, Xin & Yang, Guangren & Zhang, Xinyu, 2023. "Correcting sample selection bias with model averaging for consumer demand forecasting," Economic Modelling, Elsevier, vol. 123(C).
• Czapkiewicz, Anna & Wójtowicz, Tomasz & Zaremba, Adam, 2023. "Idiosyncratic risk and cross-section of stock returns in emerging European markets," Economic Modelling, Elsevier, vol. 124(C).
• Tan, Xilong & Tao, Yubo, 2023. "Trend-based forecast of cryptocurrency returns," Economic Modelling, Elsevier, vol. 124(C).
• Liu, Chang & Sun, Peng & Zhu, Dongming, 2023. "Lottery preference, short-sale constraint, and the salience effect: Evidence from China," Economic Modelling, Elsevier, vol. 125(C).
• Ling, Aifan & Li, Junxue & Wen, Limin & Zhang, Yi, 2023. "When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?," Economic Modelling, Elsevier, vol. 125(C).
• Bayona, Anna & Dumitrescu, Ariadna & Manzano, Carolina, 2023. "Information and optimal trading strategies with dark pools," Economic Modelling, Elsevier, vol. 126(C).
• Dong, Linjia & Yang, Zhaojun, 2023. "Investment and financing analysis for a venture capital alternative," Economic Modelling, Elsevier, vol. 126(C).
• Chen, Jilong & Xu, Liao, 2023. "Do exchange-traded fund activities destabilize the stock market? Evidence from the China securities index 300 stocks," Economic Modelling, Elsevier, vol. 127(C).
• Arumugam, Devika, 2023. "Algorithmic trading: Intraday profitability and trading behavior," Economic Modelling, Elsevier, vol. 128(C).
• Sun, Yuzhe & Wang, Yanjie & Zhang, Shunming & Huang, Helen, 2023. "The impact of ambiguity-loving attitude on market participation and asset pricing," Economic Modelling, Elsevier, vol. 128(C).
• Socaciu, Erzsébet-Mirjám & Nagy, Bálint-Zsolt & Benedek, Botond, 2023. "No place like home: Home bias and flight-to-quality in Group of Seven countries," Economic Modelling, Elsevier, vol. 129(C).
• Zou, Jin & Yan, Jingzhou & Deng, Guoying, 2023. "ESG rating confusion and bond spreads," Economic Modelling, Elsevier, vol. 129(C).
• Shen, Zhuyi & Wang, Shibo & Yang, Jinqiang, 2023. "Robust adoption and valuation in tokenomics," Economic Modelling, Elsevier, vol. 129(C).
• Shi, Qi, 2023. "The RP-PCA factors and stock return predictability: An aligned approach," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
• Kim, Jinyong & Kim, Yongsik, 2023. "Which stock price component drives the Amihud illiquidity premium?," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
• Kim-Duc, Nguyen & Nam, Pham Khanh, 2023. "Inflation-related tax distortions in business valuation models: A clarification," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
• Lago-Balsalobre, Rubén & Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2023. "Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
• Wang, Zi-Mei & Lien, Donald, 2023. "Limited attention, salient anchor, and the modified MAX effect: Evidence from Taiwan’s stock market," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
• Zhang, Xuetong & Zhang, Weiguo, 2023. "Information asymmetry, sentiment interactions, and asset price," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
• Alemany, Nuria & Aragó, Vicent & Salvador, Enrique, 2023. "The time-varying risk–return trade-off and its explanatory and predictive factors," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
• Qadan, Mahmoud & Shuval, Kerem & David, Or, 2023. "Uncertainty about interest rates and the real economy," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
• Gubareva, Mariya & Bossman, Ahmed & Teplova, Tamara, 2023. "Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
• Yang, Ge & Yin, Ximing & Kimmel, Robert L., 2023. "Evaluating asset pricing models with non-traded factors using the method of maximum-correlated portfolios," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
• Li, Si & He, Fangyi & Shi, Fangquan, 2023. "Cognitive biases, downside risk shocks, and stock expected returns," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
• Chiang, Thomas C. & Chen, Pei-Ying, 2023. "Inflation risk and stock returns: Evidence from US aggregate and sectoral markets," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
• Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A. & Rehman, Mobeen & McMillan, David G., 2023. "Oil price shocks and stock–bond correlation," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
• Claassen, Bart & Dam, Lammertjan & Heijnen, Pim, 2023. "Corporate financing policies, financial leverage, and stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
• Rutkowska-Ziarko, Anna, 2023. "Downside risk and profitability ratios: The case of the New York Stock Exchange," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
• Yousaf, Imran & Gubareva, Mariya & Teplova, Tamara, 2023. "Connectedness of non-fungible tokens and conventional cryptocurrencies with metals," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
• Copestake, Alexander & Furceri, Davide & Gonzalez-Dominguez, Pablo, 2023. "Crypto market responses to digital asset policies," Economics Letters, Elsevier, vol. 222(C).
• Wang, Liang, 2023. "Mitigating firm-level political risk in China: The role of multiple large shareholders," Economics Letters, Elsevier, vol. 222(C).
• Apergis, Nicholas, 2023. "The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process," Economics Letters, Elsevier, vol. 224(C).
• Liao, Shushu, 2023. "The Russia–Ukraine outbreak and the value of renewable energy," Economics Letters, Elsevier, vol. 225(C).
• Dombrowski, Niclas & Drobetz, Wolfgang & Momtaz, Paul P., 2023. "Performance measurement of crypto funds," Economics Letters, Elsevier, vol. 228(C).
• Auh, Jun Kyung & Cho, Wonho, 2023. "Factor-based portfolio optimization," Economics Letters, Elsevier, vol. 228(C).
• Sakariyahu, Rilwan & Lawal, Rodiat & Oyekola, Olayinka & Dosumu, Oluwatoyin Esther & Adigun, Rasheed, 2023. "Natural disasters, investor sentiments and stock market reactions: Evidence from Turkey–Syria earthquakes," Economics Letters, Elsevier, vol. 228(C).
• Koziol, Christian & Kuhn, Simon, 2023. "The impact of regulation on risk and return," Economics Letters, Elsevier, vol. 228(C).
• Sun, Yuzhe & Zhang, Shunming, 2023. "Heterogeneity of probability weighting in investment decisions," Economics Letters, Elsevier, vol. 228(C).
• Dosumu, Oluwatoyin Esther & Sakariyahu, Rilwan & Oyekola, Olayinka & Lawal, Rodiat, 2023. "Panic bank runs, global market contagion and the financial consequences of social media," Economics Letters, Elsevier, vol. 228(C).
• Drummond, Philip A., 2023. "Variable trading hours and market reactions to earnings announcements," Economics Letters, Elsevier, vol. 229(C).
• Sakariyahu, Rilwan & Lawal, Rodiat & Yusuf, Abdulmueez & Olatunji, Abdulganiyu, 2023. "Mass shootings, investors’ panic, and market anomalies," Economics Letters, Elsevier, vol. 231(C).
• Biktimirov, Ernest N. & Biktimirova, Liana E., 2023. "All topics are not created equal: Sentiment and hype of business media topics and the bitcoin market," Economics Letters, Elsevier, vol. 231(C).
• Topaloğlu-Bozkurt, Ayça & Tanyeri-Günsür, Başak, 2023. "Pricing the net benefits of a public loan guarantee scheme in a developing market," Economics Letters, Elsevier, vol. 232(C).
• Li, Zhiyong & Wang, Haixu & Yu, Mei, 2023. "Beyond rocket science: A factor model for convertible bond returns," Economics Letters, Elsevier, vol. 233(C).
• Jung, Woosung & Kim, Donghyun & Sul, Hong Kee, 2023. "Investment behavior of retail investors in response to COVID-19 economic impact payments," Economics Letters, Elsevier, vol. 233(C).
• Liu, Yangyi & Luo, Ronghua & Zhao, Senyang, 2023. "Improving factor momentum: Statistical significance matters," Economics Letters, Elsevier, vol. 233(C).
• Augustyniak, Maciej & Badescu, Alexandru & Bégin, Jean-François, 2023. "A discrete-time hedging framework with multiple factors and fat tails: On what matters," Journal of Econometrics, Elsevier, vol. 232(2), pages 416-444.
• Choi, In & Lin, Rui & Shin, Yongcheol, 2023. "Canonical correlation-based model selection for the multilevel factors," Journal of Econometrics, Elsevier, vol. 233(1), pages 22-44.
  • In Choi & Rui Lin & Yongcheol Shin, 2020. "Canonical Correlation-based Model Selection for the Multilevel Factors," Working Papers 2008, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
• Xiong, Ruoxuan & Pelger, Markus, 2023. "Large dimensional latent factor modeling with missing observations and applications to causal inference," Journal of Econometrics, Elsevier, vol. 233(1), pages 271-301.
  • Ruoxuan Xiong & Markus Pelger, 2019. "Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference," Papers 1910.08273, arXiv.org, revised Jan 2022.
• Todorov, Viktor & Zhang, Yang, 2023. "Bias reduction in spot volatility estimation from options," Journal of Econometrics, Elsevier, vol. 234(1), pages 53-81.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023. "A higher-order correct fast moving-average bootstrap for dependent data," Journal of Econometrics, Elsevier, vol. 235(1), pages 65-81.
  • Davide La Vecchia & Alban Moor & Olivier Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Papers 2001.04867, arXiv.org, revised Jan 2022.
  • Davide La Vecchia & Alban Moor & O. Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Swiss Finance Institute Research Paper Series 20-01, Swiss Finance Institute.
  • La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2020. "A higher-order correct fast moving-average bootstrap for dependent data," Working Papers unige:129395, University of Geneva, Geneva School of Economics and Management.
• Andersen, Torben G. & Riva, Raul & Thyrsgaard, Martin & Todorov, Viktor, 2023. "Intraday cross-sectional distributions of systematic risk," Journal of Econometrics, Elsevier, vol. 235(2), pages 1394-1418.
• Boot, Tom, 2023. "Joint inference based on Stein-type averaging estimators in the linear regression model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1542-1563.
• Nicolau, João & Rodrigues, Paulo M.M. & Stoykov, Marian Z., 2023. "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Journal of Econometrics, Elsevier, vol. 235(2), pages 2266-2284.
  • Paulo M.M. Rodrigues & João Nicolau, 2023. "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Working Papers w202306, Banco de Portugal, Economics and Research Department.
• Ge, Shuyi & Li, Shaoran & Linton, Oliver, 2023. "News-implied linkages and local dependency in the equity market," Journal of Econometrics, Elsevier, vol. 235(2), pages 779-815.
• Dalderop, Jeroen, 2023. "Semiparametric estimation of latent variable asset pricing models," Journal of Econometrics, Elsevier, vol. 236(1).
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, vol. 237(2).
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series 21-09, Swiss Finance Institute.
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print hal-04325655, HAL.
  • Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers 2208.00972, arXiv.org.
• Huang, Dashan & Jiang, Fuwei & Li, Kunpeng & Tong, Guoshi & Zhou, Guofu, 2023. "Are bond returns predictable with real-time macro data?," Journal of Econometrics, Elsevier, vol. 237(2).
• Bandi, Federico M. & Tamoni, Andrea, 2023. "Business-cycle consumption risk and asset prices," Journal of Econometrics, Elsevier, vol. 237(2).
• Umlandt, Dennis, 2023. "Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance," Journal of Econometrics, Elsevier, vol. 237(2).
• Pesaran, M. Hashem & Smith, Ron P., 2023. "Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios," Econometrics and Statistics, Elsevier, vol. 26(C), pages 17-30.
  • M. Hashem Pesaran & Ron P. Smith, 2021. "Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios," CESifo Working Paper Series 9001, CESifo.
• Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023. "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, vol. 47(2).
• Karahan, Cenk C. & Soykök, Emre, 2023. "On illiquidity of an emerging sovereign bond market," Economic Systems, Elsevier, vol. 47(2).
• Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2023. "Expectation dispersion, uncertainty, and the reaction to news," European Economic Review, Elsevier, vol. 154(C).
  • Benjamin Born & Jonas Dovern & Zeno Enders, 2020. "Expectation Dispersion, Uncertainty, and the Reaction to News," CESifo Working Paper Series 8801, CESifo.
  • Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2022. "Expectation dispersion, uncertainty, and the reaction to news," CEPR Discussion Papers 15581, C.E.P.R. Discussion Papers.
  • Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2020. "Expectation dispersion, uncertainty, and the reaction to news," Working Papers 29, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Michau, Jean-Baptiste & Ono, Yoshiyasu & Schlegl, Matthias, 2023. "Wealth preference and rational bubbles," European Economic Review, Elsevier, vol. 156(C).
  • Jean-Baptiste Michau & Yoshiyasu Ono & Matthias Schlegl, 2018. "Wealth Preference and Rational Bubbles," CESifo Working Paper Series 7148, CESifo.
  • Jean-Baptiste Michau & Yoshiyasu Ono & Matthias Schlegl, 2018. "Wealth Preference and Rational Bubbles," ISER Discussion Paper 1035, Institute of Social and Economic Research, The University of Osaka.
• Lassance, Nathan & Vrins, Frédéric, 2023. "Portfolio selection: A target-distribution approach," European Journal of Operational Research, Elsevier, vol. 310(1), pages 302-314.
  • Lassance, Nathan & Vrins, Frédéric, 2021. "Portfolio Selection: A Target-Distribution Approach," LIDAM Discussion Papers LFIN 2021005, Université catholique de Louvain, Louvain Finance (LFIN).
  • Lassance, Nathan & Vrins, Frédéric, 2023. "Portfolio selection: A target-distribution approach," LIDAM Reprints LFIN 2023004, Université catholique de Louvain, Louvain Finance (LFIN).
• Hanauer, Matthias X. & Kalsbach, Tobias, 2023. "Machine learning and the cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, vol. 55(C).
• Farooque, Omar Al & Baghdadi, Ghasan & Trinh, Hai Hong & Khandaker, Sarod, 2023. "Stock liquidity during COVID-19 crisis: A cross-country analysis of developed and emerging economies, and economic policy uncertainty," Emerging Markets Review, Elsevier, vol. 55(C).
• Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023. "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, vol. 56(C).

2022

• Ten Bosch, Eline & Van Dijk, Mathijs & Schoenmaker, Dirk, 2022. "Do the SDGs affect sovereign bond spreads? First evidence," CEPR Discussion Papers 16898, C.E.P.R. Discussion Papers.
• Pavlova, Anna & Sikorskaya, Taisiya, 2022. "Benchmarking Intensity," CEPR Discussion Papers 16909, C.E.P.R. Discussion Papers.
• Gourier, Elise & Phalippou, Ludovic & Westerfield, Mark, 2022. "Capital Commitment," CEPR Discussion Papers 16910, C.E.P.R. Discussion Papers.
• Delikouras, Stefanos & Korniotis, George, 2022. "Asset Pricing with and without Garbage: The Overlooked Triple-Hypothesis Problem," CEPR Discussion Papers 16958, C.E.P.R. Discussion Papers.
• Andreas Fuster & David Lucca & James Vickery, 2023. "Mortgage-backed securities," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 15, pages 331-357, Edward Elgar Publishing.
  • Andreas Fuster & David O. Lucca & James Vickery, 2022. "Mortgage-Backed Securities," Staff Reports 1001, Federal Reserve Bank of New York.
  • Fuster, Andreas & Lucca, David & Vickery, James, 2022. "Mortgage-Backed Securities," CEPR Discussion Papers 16989, C.E.P.R. Discussion Papers.
  • Andreas Fuster & David O. Lucca & James Vickery, 2025. "Mortgage-Backed Securities," Working Papers 25-10, Federal Reserve Bank of Philadelphia.
  • Andreas Fuster & David O. Lucca & James I. Vickery, 2022. "Mortgage-Backed Securities," Swiss Finance Institute Research Paper Series 22-13, Swiss Finance Institute.
• Eduardo Dávila & Daniel Graves & Cecilia Parlatore, 2024. "The Value of Arbitrage," Journal of Political Economy, University of Chicago Press, vol. 132(6), pages 1947-1993.
  • Eduardo Dávila & Daniel D. Graves & Cecilia Parlatore, 2022. "The Value of Arbitrage," NBER Working Papers 29744, National Bureau of Economic Research, Inc.
  • Dávila, Eduardo & Graves, Daniel & Parlatore Siritto, Cecilia, 2022. "The Value of Arbitrage," CEPR Discussion Papers 17016, C.E.P.R. Discussion Papers.
  • Eduardo Dávila & Daniel Graves & Cecilia Parlatore, 2022. "The Value of Arbitrage," Cowles Foundation Discussion Papers 2322, Cowles Foundation for Research in Economics, Yale University.
• Mariassunta Giannetti & Chotibhak Jotikasthira, 2024. "Bond Price Fragility and the Structure of the Mutual Fund Industry," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2063-2109.
  • Giannetti, Mariassunta & Chotibhak, Jotikasthira, 2022. "Bond Price Fragility and the Structure of the Mutual Fund Industry," CEPR Discussion Papers 17050, C.E.P.R. Discussion Papers.
• Nagel, Stefan & Xu, Zhengyang, 2023. "Dynamics of subjective risk premia," Journal of Financial Economics, Elsevier, vol. 150(2).
  • Stefan Nagel & Zhengyang Xu, 2022. "Dynamics of Subjective Risk Premia," NBER Working Papers 29803, National Bureau of Economic Research, Inc.
  • Nagel, Stefan & Xu, Zhengyang, 2022. "Dynamics of Subjective Risk Premia," CEPR Discussion Papers 17064, C.E.P.R. Discussion Papers.
  • Stefan Nagel & Zhengyang Xu, 2022. "Dynamics of Subjective Risk Premia," CESifo Working Paper Series 9693, CESifo.
• Lettau, Martin, 2022. "High Dimensional Factor Models with an Application to Mutual Fund Characteristics," CEPR Discussion Papers 17091, C.E.P.R. Discussion Papers.
• Albuquerque, Rui & Costa, José & Faias, Jose, 2022. "Price elasticity of demand and risk-bearing capacity in sovereign bond auctions," CEPR Discussion Papers 17095, C.E.P.R. Discussion Papers.
  • José Miguel Cardoso da Costa & Rui Albuquerque, 2023. "Price elasticity of demand and risk-bearing capacity in sovereign bond auctions," Working Papers w202302, Banco de Portugal, Economics and Research Department.
• Theodoros Evgeniou & Julien Hugonnier & Rodolfo Prieto, 2022. "Asset pricing with costly short sales," Swiss Finance Institute Research Paper Series 22-21, Swiss Finance Institute.
  • Evgeniou, Theodoros & Hugonnier, Julien & Prieto, Rodolfo, 2022. "Asset pricing with costly short sales," CEPR Discussion Papers 17099, C.E.P.R. Discussion Papers.
• Colacito, Ric & Croce, Mariano & Liu, Yang & Shaliastovich, Ivan, 2022. "Volatility (Dis)Connect in International Markets," CEPR Discussion Papers 17101, C.E.P.R. Discussion Papers.
• Beetsma, Roel & Busse, Matthias & Germinetti, Lorenzo & Giuliodori, Massimo & Larch, Martin, 2023. "Is the road to hell paved with good intentions? An empirical analysis of budgetary follow-up in the EU," Journal of International Money and Finance, Elsevier, vol. 135(C).
  • Beetsma, Roel & Busse, Matthias & Germinetti, Lorenzo & Giuliodori, Massimo & Larch, Martin, 2022. "Is the Road to Hell Paved with Good Intentions? An Empirical Analysis of Budgetary Follow-up in the EU," CEPR Discussion Papers 17154, C.E.P.R. Discussion Papers.
• Altunbas, Yener & Gambacorta, Leonardo & Reghezza, Alessio & Velliscig, Giulio, 2022. "Does gender diversity in the workplace mitigate climate change?," Journal of Corporate Finance, Elsevier, vol. 77(C).
  • Yener Altunbas & Leonardo Gambacorta & Alessio Reghezza & Giulio Velliscig, 2021. "Does gender diversity in the workplace mitigate climate change?," BIS Working Papers 977, Bank for International Settlements.
  • Altunbas, Yener & Gambacorta, Leonardo & Reghezza, Alessio & Velliscig, Giulio, 2022. "Does gender diversity in the workplace mitigate climate change?," CEPR Discussion Papers 17159, C.E.P.R. Discussion Papers.
  • Altunbas, Yener & Gambacorta, Leonardo & Reghezza, Alessio & Velliscig, Giulio, 2022. "Does gender diversity in the workplace mitigate climate change?," Working Paper Series 2650, European Central Bank.
• Kelly, Bryan & Malamud, Semyon & Zhou, Kangying, 2022. "The Virtue of Complexity in Return Prediction," CEPR Discussion Papers 17194, C.E.P.R. Discussion Papers.
• Daniel L. Tortorice & David E. Bloom & Paige Kirby & John Regan, 2020. "A Theory of Social Impact Bonds," NBER Working Papers 27527, National Bureau of Economic Research, Inc.
  • Tortorice, Daniel & Bloom, David & Kirby, Paige & Regan, John, 2022. "A Theory of Social Impact Bonds," CEPR Discussion Papers 17214, C.E.P.R. Discussion Papers.
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• Rohan Kekre & Moritz Lenel, 2022. "Monetary Policy, Redistribution, and Risk Premia," Econometrica, Econometric Society, vol. 90(5), pages 2249-2282, September.
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• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022. "A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 384-400, January.
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• David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022. "On the transmission mechanism of Asia‐Pacific yield curve characteristics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 473-488, January.
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• Giuliano Curatola & Michael Donadelli & Patrick Grüning, 2022. "Technology trade with asymmetric tax regimes and heterogeneous labour markets: Implications for macro quantities and asset prices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3805-3831, October.
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• J.J.M. Van Spronsen & R.M.W.J. Beetsma, 2022. "Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 169-202, February.
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• Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Caspar, 2022. "The Term Structure of Currency Futures' Risk Premia," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 54(1), pages 5-38.
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• Anna Kovner & Peter Van Tassel, 2022. "Evaluating Regulatory Reform: Banks' Cost of Capital and Lending," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1313-1367, August.
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• Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2022. "Valuation risk revalued," Quantitative Economics, Econometric Society, vol. 13(2), pages 723-759, May.
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• Gomes, Pedro & Kurter, Zeynep O. & Morita, Rubens, 2022. "European Sovereign Bond and Stock Market Granger Causality Dynamics," The Warwick Economics Research Paper Series (TWERPS) 1405, University of Warwick, Department of Economics.
• Filippo Gusella, 2022. "Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-22, March.
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• Isaac Ehrlich & Yong Yin, 2022. "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 39(01), pages 5-49, March.
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• Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2022. "The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 39(04), pages 1-11, August.
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• Helena Glebocki Keefe & Sujata Saha, 2022. "Spillover Effects Of Quantitative Easing On Exports In Emerging Market Economies," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-25, March.
• Dennis Ikpe & Yethu Sithole & Samuel Asante Gyamerah, 2022. "On a consistent state-space bond markets model for pricing long-maturity bonds," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 1-30, December.
• Kok-Leong Yap & Wee-Yeap Lau & Izlin Ismail, 2022. "Can exchange-traded funds be profitably traded with the trading range breakout technical trading rule?," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 1-21, December.
• Siyu Liu & Chaoyi Zhao & Lan Wu, 2022. "Order types and natural price change: Model and empirical study of the Chinese market," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 1-32, December.
• Dilip B. Madan & King Wang, 2022. "Option Surface Statistics With Applications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 25(06), pages 1-16, September.
• Mike Derksen & Peter Spreij & Sweder Van Wijnbergen, 2022. "ACCOUNTING NOISE AND THE PRICING OF CoCos," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 25(07n08), pages 1-60, November.
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• Victoria Dobrynskaya, 2022. "Does Momentum Trading Generate Extra Downside Risk?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 1-32, June.
• Robert Jarrow & Siguang Li, 2022. "Index Design: Hedging and Manipulation," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 1-36, June.
• Massimo Guidolin & Alexei G. Orlov, 2022. "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-61, September.
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• Alexander Barinov, 2022. "Stock Liquidity and Issuing Activity," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-43, September.
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• Dorje Brody & Lane Hughston & Andrea Macrina (ed.), 2022. "Financial Informatics:An Information-Based Approach to Asset Pricing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12533, April.
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• Richard D Bateson, 2022. "Quantitative Hedge Funds:Discretionary, Systematic, AI, ESG and Quantamental," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0358, April.
• Richard D. Bateson, 2022. "Efficient Markets," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 1, pages 1-19, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Real Markets," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 2, pages 21-38, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Discretionary Adventures," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 3, pages 39-96, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Systematic Profits," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 4, pages 97-132, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "The Factor Game," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 5, pages 133-147, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "AI Again," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 6, pages 149-172, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "ESG Investing," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 7, pages 173-186, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Towards Quantamental," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 8, pages 187-201, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Appendices," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 9, pages 203-249, World Scientific Publishing Co. Pte. Ltd..
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Beyond Hazard Rates: A New Framework for Credit-Risk Modelling," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 1, pages 1-27, World Scientific Publishing Co. Pte. Ltd..
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Information-Based Asset Pricing," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 2, pages 29-64, World Scientific Publishing Co. Pte. Ltd..
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Dam rain and cumulative gain," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 3, pages 65-86, World Scientific Publishing Co. Pte. Ltd..
• Dorje C. Brody & Mark H. A. Davis & Robyn L. Friedman & Lane P. Hughston, 2022. "Informed traders," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 4, pages 87-106, World Scientific Publishing Co. Pte. Ltd..
• Dorje Brody & Robyn Friedman, 2022. "Information of interest," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 5, pages 107-112, World Scientific Publishing Co. Pte. Ltd..
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Credit Risk, Market Sentiment and Randomly-Timed Default," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 6, pages 113-126, World Scientific Publishing Co. Pte. Ltd..
• Edward Hoylea & Lane P. Hughston & Andrea Macrina, 2022. "Lévy random bridges and the modelling of financial information," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 7, pages 127-155, World Scientific Publishing Co. Pte. Ltd..
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2022. "Modelling Information Flows in Financial Markets," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 8, pages 157-177, World Scientific Publishing Co. Pte. Ltd..
• Jirô Akahori & Andrea Macrina, 2022. "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 9, pages 179-193, World Scientific Publishing Co. Pte. Ltd..
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• Dorje C. Brody & Lane P. Hughston, 2022. "Lévy information and the aggregation of risk aversion," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 10, pages 195-213, World Scientific Publishing Co. Pte. Ltd..
• Dorje C. Brody & Lane P. Hughston & Xun Yang, 2022. "Signal processing with Lévy information," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 11, pages 215-236, World Scientific Publishing Co. Pte. Ltd..
• Andrea Macrina, 2022. "Heat Kernel Models For Asset Pricing," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 12, pages 237-270, World Scientific Publishing Co. Pte. Ltd..
• Andrea Macrina & Priyanka A. Parbhoo, 2022. "Randomised Mixture Models for Pricing Kernels," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 13, pages 271-305, World Scientific Publishing Co. Pte. Ltd..
• Andrea Macrina & Jun Sekine, 2022. "Stochastic modelling with randomized Markov bridges," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 14, pages 307-333, World Scientific Publishing Co. Pte. Ltd..
• Edward Hoyle & Andrea Macrina & Levent Ali Menguturk, 2022. "Modulated Information Flows In Financial Markets," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 15, pages 335-369, World Scientific Publishing Co. Pte. Ltd..
• Lane P. Hughston & Leandro Sánchez-Betancourt, 2022. "Pricing with Variance Gamma Information," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 16, pages 371-392, World Scientific Publishing Co. Pte. Ltd..
• Dorje C. Brody & Lane P. Hughston & Xun Yang, 2022. "On the Pricing of Storable Commodities," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 17, pages 393-404, World Scientific Publishing Co. Pte. Ltd..
• Dorje C. Brody & David M. Meier, 2022. "Mathematical Models for Fake News," World Scientific Book Chapters, in: Dorje Brody & Lane Hughston & Andrea Macrina (ed.), Financial Informatics An Information-Based Approach to Asset Pricing, chapter 18, pages 405-423, World Scientific Publishing Co. Pte. Ltd..
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• Kerstin Bernoth & Jürgen Von Hagen & Casper De Vries, 2022. "The Term Structure of Currency Futures' Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 5-38, February.
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• Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Orłowski, Piotr & Subrahmanyam, Marti G., 2022. "Informed options strategies before corporate events," LawFin Working Paper Series 39, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
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• Bastian von Beschwitz & Sandro Lunghi & Daniel Schmidt, 2022. "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data [Leverage, moral hazard, and liquidity]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(1), pages 199-242.
• Te-Feng Chen & Tarun Chordia & San-Lin Chung & Ji-Chai Lin, 2022. "Volatility-of-Volatility Risk in Asset Pricing [Stock returns and volatility: Pricing the short-run and long-run components of market risk]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(1), pages 289-335.
• Thomas Maurer & Thuy-Duong Tô & Ngoc-Khanh Tran, 2022. "Pricing Implications of Covariances and Spreads in Currency Markets [Optimal and naive diversification in currency markets]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(1), pages 336-388.
• Dimitris Papanikolaou & Lawrence D W Schmidt, 2022. "Working Remotely and the Supply-Side Impact of COVID-19 [The unprecedented stock market reaction to COVID-19]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(1), pages 53-111.
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• Steffen Windmüller, 2022. "Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model [Illiquidity and stock returns: Cross-section and time-series effects]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(2), pages 447-499.
• Guanglian Hu & Kris Jacobs & Sang Byung Seo, 2022. "Characterizing the Variance Risk Premium: The Role of the Leverage Effect [The term structure of variance swaps and risk premia]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(2), pages 500-542.
• Pekka Honkanen & Daniel Schmidt, 2022. "Learning from Noise? Price and Liquidity Spillovers around Mutual Fund Fire Sales [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(2), pages 593-637.
• Florian Nagler & Giorgio Ottonello, 2022. "Inventory-Constrained Underwriters and Corporate Bond Offerings [Signalling by underpricing in the IPO market]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(3), pages 639-666.
• Nicola Borri & Kirill Shakhnov, 2022. "The Cross-Section of Cryptocurrency Returns [A simple estimation of bid-ask spreads from daily close, high, and low prices]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(3), pages 667-705.
• Jaewon Choi & Matthew Richardson & Robert F Whitelaw, 2022. "Capital Structure Priority Effects in Durations, Stock-Bond Comovements, and Factor Pricing Models [Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(3), pages 706-753.
• Yao-Tsung Chen & Chunchi Wu & Chung-Ying Yeh, 2022. "Asset Pricing Tests of Infrequently Traded Securities: The Case of Municipal Bonds [Liquidity risk of corporate bond returns: A conditional approach]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(3), pages 754-807.
• José Afonso Faias & Juan Arismendi Zambrano, 2022. "Equity Risk Premium Predictability from Cross-Sectoral Downturns [International asset allocation with regime shifts]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(3), pages 808-842.
• Jiacui Li, 2022. "What Drives the Size and Value Factors? [Connected stocks]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(4), pages 845-885.
• Alexander K Zentefis, 2022. "Self-Fulfilling Asset Prices [Limited market participation and volatility of asset prices]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(4), pages 886-917.
• Tze Chuan (Chewie) Ang & Tarun Chordia & Vivian Van-Anh Mai & Harminder Singh, 2022. "The Marketing Capability Premium [Formulation and estimation of stochastic frontier production function models]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(4), pages 918-959.
• Frank Weikai Li & Qifei Zhu, 2022. "Short Selling ETFs [The effect of price tests on trader behavior and market quality: An analysis of Reg SHO]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(4), pages 960-998.
• Qi Lin, 2022. "Is Economic Uncertainty a Valid Intertemporal CAPM State Variable? [Basis assets]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(4), pages 999-1040.
• Marco Pagano & Josef Zechner, 2022. "COVID-19 and Corporate Finance [The risk of being a fallen angel and the corporate dash for cash in the midst of COVID]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 11(4), pages 849-879.
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• Adam Jørring & Andrew W Lo & Tomas J Philipson & Manita Singh & Richard T Thakor, 2022. "Sharing R&D Risk in Healthcare via FDA Hedges [Bank lines of credit as contingent liquidity: Covenant violations and their implications]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 11(4), pages 880-922.
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• Georgy Chabakauri & Kathy Yuan & Konstantinos E Zachariadis, 2022. "Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2445-2490.
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• James Brugler & Carole Comerton-Forde & J Spencer Martin, 2022. "Secondary Market Transparency and Corporate Bond Issuing Costs [Asset pricing and the bid–ask spread]," Review of Finance, European Finance Association, vol. 26(1), pages 43-77.
• Christopher Hrdlicka, 2022. "Trading Volume and Time Varying Betas [Alpha or beta in the eye of the beholder: what drives hedge fund flows?]," Review of Finance, European Finance Association, vol. 26(1), pages 79-116.
• Doron Avramov & Tarun Chordia & Gergana Jostova & Alexander Philipov, 2022. "The Distress Anomaly is Deeper than You Think: Evidence from Stocks and Bonds [The prediction of corporate bankruptcy: a discriminant analysis]," Review of Finance, European Finance Association, vol. 26(2), pages 355-405.
• Lei Jiang & Jinyu Liu & Lin Peng & Baolian Wang, 2022. "Investor Attention and Asset Pricing Anomalies [Synchronization risk and delayed arbitrage]," Review of Finance, European Finance Association, vol. 26(3), pages 563-593.
• Zijia Du & Alan Guoming Huang & Russ Wermers & Wenfeng Wu, 2022. "Language and Domain Specificity: A Chinese Financial Sentiment Dictionary [The effects of analyst-country institutions on biased research: Evidence from target prices]," Review of Finance, European Finance Association, vol. 26(3), pages 673-719.
• Markus Leippold & Felix Matthys, 2022. "Economic Policy Uncertainty and the Yield Curve [Pricing the term structure with linear regressions]," Review of Finance, European Finance Association, vol. 26(4), pages 751-797.
• Olivier David Zerbib, 2022. "A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion [Asset pricing with liquidity risk]," Review of Finance, European Finance Association, vol. 26(6), pages 1345-1388.
• Zhiguo He & Paymon Khorrami & Zhaogang Song, 2022. "Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress," The Review of Financial Studies, Society for Financial Studies, vol. 35(10), pages 4630-4673.
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• Yiming Ma & Kairong Xiao & Yao Zeng, 2022. "Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 35(10), pages 4674-4711.
• Matthias Fleckenstein & Francis A Longstaff, 2022. "The Market Risk Premium for Unsecured Consumer Credit Risk," The Review of Financial Studies, Society for Financial Studies, vol. 35(10), pages 4756-4801.
• Adlai Fisher & Charles Martineau & Jinfei Sheng, 2022. "Macroeconomic Attention and Announcement Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5057-5093.
• Devdeepta Bose & Henning Cordes & Sven Nolte & Judith Christiane Schneider & Colin Farrell Camerer, 2022. "Decision Weights for Experimental Asset Prices Based on Visual Salience," The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5094-5126.
• Andrew J Patton & Brian M Weller, 2022. "Risk Price Variation: The Missing Half of Empirical Asset Pricing," The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5127-5184.
• Andrew Ellul & Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T Lundblad & Wolf Wagner, 2022. "Insurers as Asset Managers and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5483-5534.
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• Erik Stafford, 2022. "Replicating Private Equity with Value Investing, Homemade Leverage, and Hold-to-Maturity Accounting," The Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 299-342.
• Samuel M Hartzmark & David H Solomon, 2022. "Reconsidering Returns," The Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 343-393.
• Amir Akbari & Francesca Carrieri & Aytek Malkhozov, 2022. "Can Cross-Border Funding Frictions Explain Financial Integration Reversals?," The Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 394-437.
• Caitlin D Dannhauser & Saeid Hoseinzade, 2022. "The Unintended Consequences of Corporate Bond ETFs: Evidence from the Taper Tantrum," The Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 51-90.
• Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew C Ringgenberg, 2022. "Do Index Funds Monitor?," The Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 91-131.
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• Mahdi Nezafat & Mark Schroder, 2022. "Private Information, Securities Lending, and Asset Prices," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 1009-1063.
• Peter Christoffersen & Kris Jacobs & Xuhui (Nick) Pan, 2022. "The State Price Density Implied by Crude Oil Futures and Option Prices," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 1064-1103.
• Emiliano S Pagnotta, 2022. "Decentralizing Money: Bitcoin Prices and Blockchain Security," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 866-907.
• Snehal Banerjee & Bradyn Breon-Drish, 2022. "Dynamics of Research and Strategic Trading," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 908-961.
• Terrence Hendershott & Albert J Menkveld & Rémy Praz & Mark Seasholes, 2022. "Asset Price Dynamics with Limited Attention," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 962-1008.
• Pedro Barroso & Konark Saxena, 2022. "Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios," The Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1222-1278.
• Mikhail Chernov & Lars A Lochstoer & Stig R H Lundeby, 2022. "Conditional Dynamics and the Multihorizon Risk-Return Trade-Off," The Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1310-1347.
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• Adem Atmaz, 2022. "Stock Return Extrapolation, Option Prices, and Variance Risk Premium," The Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1348-1393.
• Xintong (Eunice) Zhan & Bing Han & Jie Cao & Qing Tong, 2022. "Option Return Predictability," The Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1394-1442.
• Benjamin Golez & Ruslan Goyenko, 2022. "Disagreement in the Equity Options Market and Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1443-1479.
• Mamdouh Medhat & Maik Schmeling, 2022. "Short-term Momentum," The Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1480-1526.
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• Jens Hilscher & Alon Raviv & Ricardo Reis, 2022. "Inflating Away the Public Debt? An Empirical Assessment," The Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1553-1595.
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• Jingchi Liao & Cameron Peng & Ning Zhu, 2022. "Extrapolative Bubbles and Trading Volume," The Review of Financial Studies, Society for Financial Studies, vol. 35(4), pages 1682-1722.
• Sophia Zhengzi Li & Ernst Maug & Miriam Schwartz-Ziv, 2022. "When Shareholders Disagree: Trading after Shareholder Meetings," The Review of Financial Studies, Society for Financial Studies, vol. 35(4), pages 1813-1867.
• Kimberly Cornaggia & John Hund & Giang Nguyen & Zihan Ye, 2022. "Opioid Crisis Effects on Municipal Finance," The Review of Financial Studies, Society for Financial Studies, vol. 35(4), pages 2019-2066.
• Matthew Baron & Tyler Muir, 2022. "Intermediaries and Asset Prices: International Evidence since 1870," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2144-2189.
• Stefan Nagel & Zhengyang Xu, 2022. "Asset Pricing with Fading Memory," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2190-2245.
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• Jessica A Wachter & Yicheng Zhu, 2022. "A Model of Two Days: Discrete News and Asset Prices," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2246-2307.
• David K Backus & Mikhail Chernov & Stanley E Zin & Irina Zviadadze, 2022. "Monetary Policy Risk: Rules versus Discretion," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2308-2344.
• Riccardo Colacito & Mariano M Croce & Yang Liu & Ivan Shaliastovich, 2022. "Volatility Risk Pass-Through," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2345-2385.
• Giovanni Cespa & Antonio Gargano & Steven J Riddiough & Lucio Sarno, 2022. "Foreign Exchange Volume," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2386-2427.
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• Ekkehart Boehmer & Zsuzsa R Huszár & Yanchu Wang & Xiaoyan Zhang & Xinran Zhang, 2022. "Can Shorts Predict Returns? A Global Perspective," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2428-2463.
• Giovanni Cespa & Xavier Vives, 2022. "Exchange Competition, Entry, and Welfare," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2570-2624.
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• Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2022. "Where Has All the Data Gone?," The Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3101-3138.
• Dong Lou & Christopher Polk, 2022. "Comomentum: Inferring Arbitrage Activity from Return Correlations," The Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3272-3302.
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• Simon Huang, 2022. "The Momentum Gap and Return Predictability," The Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3303-3336.
• Andrea Buraschi & Ilaria Piatti & Paul Whelan, 2022. "Subjective Bond Returns and Belief Aggregation," The Review of Financial Studies, Society for Financial Studies, vol. 35(8), pages 3710-3741.
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• Benkraiem, Ramzi & Goutte, Stéphane & Saadi, Samir & Zhu, Hui & Zhu, Steven, 2022. "Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
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• Tseng, Kevin, 2022. "Learning from the Joneses: Technology spillover, innovation externality, and stock returns," Journal of Accounting and Economics, Elsevier, vol. 73(2).
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• Spilker, Harold D., 2022. "Hedge fund family ties," Journal of Banking & Finance, Elsevier, vol. 134(C).
• Borochin, Paul & Rush, Stephen, 2022. "Information networks in the financial sector and systemic risk," Journal of Banking & Finance, Elsevier, vol. 134(C).
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• Christensen, Jens H.E. & Gillan, James M., 2022. "Does quantitative easing affect market liquidity?," Journal of Banking & Finance, Elsevier, vol. 134(C).
• Rohleder, Martin & Wilkens, Marco & Zink, Jonas, 2022. "The effects of mutual fund decarbonization on stock prices and carbon emissions," Journal of Banking & Finance, Elsevier, vol. 134(C).
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• Faria, Gonçalo & Kosowski, Robert & Wang, Tianyu, 2022. "The Correlation Risk Premium: International Evidence," Journal of Banking & Finance, Elsevier, vol. 136(C).
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• Bordo, Michael D. & Duca, John V., 2022. "How new Fed corporate bond programs cushioned the Covid-19 recession," Journal of Banking & Finance, Elsevier, vol. 136(C).
• Flögel, Volker & Schlag, Christian & Zunft, Claudia, 2022. "Momentum-Managed Equity Factors," Journal of Banking & Finance, Elsevier, vol. 137(C).
• van Zundert, Jeroen & Driessen, Joost, 2022. "Stocks versus corporate bonds: A cross-sectional puzzle," Journal of Banking & Finance, Elsevier, vol. 137(C).
• Liu, Mengxi (Maggie) & Chan, Kam Fong & Faff, Robert, 2022. "What can we learn from firm-level jump-induced tail risk around earnings announcements?," Journal of Banking & Finance, Elsevier, vol. 138(C).
• Nezafat, Mahdi & Shen, Tao & Wang, Qinghai & Wu, Julie, 2022. "Longs, shorts, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, vol. 138(C).
• Ye, Xiaoxia & Yu, Fan & Zhao, Ran, 2022. "Credit derivatives and corporate default prediction," Journal of Banking & Finance, Elsevier, vol. 138(C).
• Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2022. "The conditional impact of investor sentiment in global stock markets: A two-channel examination," Journal of Banking & Finance, Elsevier, vol. 138(C).
• Gkougkousi, Xanthi & John, Kose & Radhakrishnan, Suresh & Sadka, Gil & Saunders, Anthony, 2022. "Cross-sectional dispersion and bank performance," Journal of Banking & Finance, Elsevier, vol. 138(C).
• Bianchi, Daniele & Babiak, Mykola, 2022. "On the performance of cryptocurrency funds," Journal of Banking & Finance, Elsevier, vol. 138(C).
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• Han, Song & Nikolaou, Kleopatra & Tase, Manjola, 2022. "Trading relationships in secured markets: Evidence from triparty repos," Journal of Banking & Finance, Elsevier, vol. 139(C).
• Paudel, Shishir & Silveri, Sabatino (Dino) & Wu, Mark, 2022. "Investor sentiment and asset prices: Evidence from the ex-day," Journal of Banking & Finance, Elsevier, vol. 139(C).
• Lioui, Abraham & Tarelli, Andrea, 2022. "Chasing the ESG factor," Journal of Banking & Finance, Elsevier, vol. 139(C).
• Barro, Diana & Consigli, Giorgio & Varun, Vivek, 2022. "A stochastic programming model for dynamic portfolio management with financial derivatives," Journal of Banking & Finance, Elsevier, vol. 140(C).
• Eisl, Alexander & Ochs, Christian & Staghøj, Jonas & Subrahmanyam, Marti G., 2022. "Sovereign issuers, incentives and liquidity: The case of the Danish sovereign bond market," Journal of Banking & Finance, Elsevier, vol. 140(C).
• Lyu, Huaili & Wang, Wenming & Xu, Si & Zhou, Jingting, 2022. "Individual investment bankers’ reputation concerns and bond yield spreads: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 140(C).
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• McKeever, Daniel & Rydqvist, Kristian, 2022. "Tax-loss harvesting under uncertainty," Journal of Banking & Finance, Elsevier, vol. 140(C).
• Hung, Weifeng & Lin, Ching-Ting & Yang, J. Jimmy, 2022. "Aggregate 52-week high, limited attention, and time-varying momentum profits," Journal of Banking & Finance, Elsevier, vol. 141(C).
• Filardo, Andrew & Hubert, Paul & Rungcharoenkitkul, Phurichai, 2022. "Monetary policy reaction function and the financial cycle," Journal of Banking & Finance, Elsevier, vol. 142(C).
• Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022. "Trading volume and liquidity provision in cryptocurrency markets," Journal of Banking & Finance, Elsevier, vol. 142(C).
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• Dang, Thuy Duong & Hollstein, Fabian & Prokopczuk, Marcel, 2022. "How do corporate bond investors measure performance? Evidence from mutual fund flows," Journal of Banking & Finance, Elsevier, vol. 142(C).
• Elfers, Ferdinand & Koenraadt, Jeroen, 2022. "What you don’t know won’t hurt you: Market monitoring and bank supervisors’ preference for private information," Journal of Banking & Finance, Elsevier, vol. 143(C).
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• Konstantinidi, Theodosia, 2022. "Firm life cycle, expectation errors and future stock returns," Journal of Banking & Finance, Elsevier, vol. 143(C).
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• De Rossi, Giuliano & Steliaros, Michael, 2022. "The Shift from Active to Passive and its Effect on Intraday Stock Dynamics," Journal of Banking & Finance, Elsevier, vol. 143(C).
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• Hollstein, Fabian & Prokopczuk, Marcel, 2022. "Testing Factor Models in the Cross-Section," Journal of Banking & Finance, Elsevier, vol. 145(C).
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• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Bonsu, Christiana Osei & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022. "The effects of public sentiments and feelings on stock market behavior: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 443-472.
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• Nishiwaki, Takashi, 2022. "Impact of different investment horizons in heterogeneous agent models: Do long-term traders bring market stability?," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 393-401.
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2021

• Chiang, I-Hsuan Ethan & Liao, Yin & Zhou, Qing, 2021. "Modeling the cross-section of stock returns using sensible models in a model pool," Journal of Empirical Finance, Elsevier, vol. 60(C), pages 56-73.
• Beber, Alessandro & Brandt, Michael W. & Cen, Jason & Kavajecz, Kenneth A., 2021. "Mutual fund performance: Using bespoke benchmarks to disentangle mandates, constraints and skill," Journal of Empirical Finance, Elsevier, vol. 60(C), pages 74-93.
• Chen, Tsung-Yu & Chou, Pin-Huang & Ko, Kuan-Cheng & Rhee, S. Ghon, 2021. "Non-parametric momentum based on ranks and signs," Journal of Empirical Finance, Elsevier, vol. 60(C), pages 94-109.
• Cheng, Tingting & Yan, Cheng & Yan, Yayi, 2021. "Improved inference for fund alphas using high-dimensional cross-sectional tests," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 57-81.
• Liu, Xin, 2021. "Diversification in lottery-like features and portfolio pricing discount: Evidence from closed-end funds," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 1-11.
• Merkle, Christoph & Sextroh, Christoph J., 2021. "Value and momentum from investors’ perspective: Evidence from professionals’ risk-ratings," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 159-178.
• Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu, 2021. "Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 179-201.
• Balter, Anne G. & Pelsser, Antoon & Schotman, Peter C., 2021. "What does a term structure model imply about very long-term interest rates?," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 202-219.
• Jayetileke, Harshanie L. & Wang, You-Gan & Zhu, Min, 2021. "Predictive regression with p-lags and order-q autoregressive predictors," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 282-293.
• Francis, Bill & Hasan, Iftekhar & Shen, Yinjie (Victor) & Ye, Pengfei, 2021. "Stock price fragility and the cost of bank loans," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 118-135.
• Calice, Giovanni & Lin, Ming-Tsung, 2021. "Exploring risk premium factors for country equity returns," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 294-322.
• Ding, Wenjie & Mazouz, Khelifa & Wang, Qingwei, 2021. "Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 42-56.
• Feng, Felix Zhiyu & Xu, Qiping & Zhu, Caroline H., 2021. "Caught in the crossfire: How the threat of hedge fund activism affects creditors," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 128-143.
• Lin, Chaonan & Chen, Hong-Yi & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2021. "Time-dependent lottery preference and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 272-294.
• Yang, Jian & Tong, Meng & Yu, Ziliang, 2021. "Housing market spillovers through the lens of transaction volume: A new spillover index approach," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 351-378.
• Imes, Matthew & Anderson, Ronald, 2021. "Executive risk-taking and the agency cost of debt," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 78-94.
• Xie, Qichang & Wu, Haifeng & Ma, Yu, 2021. "Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis," Energy Economics, Elsevier, vol. 102(C).
• Donadelli, Michael & Grüning, Patrick & Jüppner, Marcus & Kizys, Renatas, 2021. "Global temperature, R&D expenditure, and growth," Energy Economics, Elsevier, vol. 104(C).
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  • Michael Donadelli & Patrick Grüning & Marcus Jüppner & Renatas Kizys, 2018. "Global temperature, R&D expenditure, and growth," Bank of Lithuania Discussion Paper Series 9, Bank of Lithuania.
• Guo, Dong & Zhou, Peng, 2021. "Green bonds as hedging assets before and after COVID: A comparative study between the US and China," Energy Economics, Elsevier, vol. 104(C).
  • Guo, Dong & Zhou, Peng, 2021. "Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China," Cardiff Economics Working Papers E2021/28, Cardiff University, Cardiff Business School, Economics Section.
• Zaremba, Adam & Mikutowski, Mateusz & Szczygielski, Jan Jakub & Karathanasopoulos, Andreas, 2021. "The alpha momentum effect in commodity markets," Energy Economics, Elsevier, vol. 93(C).
• Iyke, Bernard Njindan & Tran, Vuong Thao & Narayan, Paresh Kumar, 2021. "Can energy security predict energy stock returns?," Energy Economics, Elsevier, vol. 94(C).
• Díaz, Antonio & Escribano, Ana, 2021. "Sustainability premium in energy bonds," Energy Economics, Elsevier, vol. 95(C).
• Yahya, Muhammad & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah & Ghosh, Sajal, 2021. "Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments," Energy Economics, Elsevier, vol. 95(C).
• Richter, Sylvia & Heyde, Frank & Horsch, Andreas & Wünsche, Andreas, 2021. "Determinants of project bond prices – Insights into infrastructure and energy capital markets," Energy Economics, Elsevier, vol. 97(C).
• Chevallier, Julien & Goutte, Stéphane & Ji, Qiang & Guesmi, Khaled, 2021. "Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints," Energy Policy, Elsevier, vol. 149(C).
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• Aifan Ling & Jianjun Miao & Neng Wang, 2021. "Robust Financial Contracting and Investment," NBER Working Papers 28367, National Bureau of Economic Research, Inc.
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• Alp Simsek, 2021. "The Macroeconomics of Financial Speculation," NBER Working Papers 28426, National Bureau of Economic Research, Inc.
• Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen, 2021. "Is There A Replication Crisis In Finance?," NBER Working Papers 28432, National Bureau of Economic Research, Inc.
• Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw, 2021. "The Price and Quantity of Interest Rate Risk," NBER Working Papers 28444, National Bureau of Economic Research, Inc.
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• Harrison Hong & Neng Wang & Jinqiang Yang, 2021. "Welfare Consequences of Sustainable Finance," NBER Working Papers 28595, National Bureau of Economic Research, Inc.
• Kris James Mitchener & Christoph Trebesch, 2021. "Sovereign Debt in the 21st Century," CESifo Working Paper Series 8959, CESifo.
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• Itay Goldstein & Chester S. Spatt & Mao Ye, 2021. "Big Data in Finance," NBER Working Papers 28615, National Bureau of Economic Research, Inc.
• Gupta, Arpit & Mittal, Vrinda & Peeters, Jonas & Van Nieuwerburgh, Stijn, 2022. "Flattening the curve: Pandemic-Induced revaluation of urban real estate," Journal of Financial Economics, Elsevier, vol. 146(2), pages 594-636.
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• Baker, Scott R. & Bloom, Nicholas & Davis, Steven J. & Sammo, Marco C., 2021. "What triggers stock market jumps?," LSE Research Online Documents on Economics 113913, London School of Economics and Political Science, LSE Library.
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• Valentin Haddad & Tyler Muir, 2021. "Do Intermediaries Matter for Aggregate Asset Prices?," NBER Working Papers 28692, National Bureau of Economic Research, Inc.
• Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021. "Risky Business Cycles," Boston College Working Papers in Economics 1029, Boston College Department of Economics, revised 17 Sep 2024.
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• Vayanos, Dimitri & Hardouvelis, Gikas & Karalas, Georgios, 2021. "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," CEPR Discussion Papers 16029, C.E.P.R. Discussion Papers.
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• Babus, Ana & Parlatore, Cecilia, 2022. "Strategic fragmented markets," Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
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• Sean Cao & Wei Jiang & Junbo L. Wang & Baozhong Yang, 2021. "From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses," NBER Working Papers 28800, National Bureau of Economic Research, Inc.
• Nicolae B. Gârleanu & Stavros Panageas & Geoffery X. Zheng, 2021. "A Long and a Short Leg Make For a Wobbly Equilibrium," NBER Working Papers 28824, National Bureau of Economic Research, Inc.
• Rohan Kekre & Moritz Lenel, 2022. "Monetary Policy, Redistribution, and Risk Premia," Econometrica, Econometric Society, vol. 90(5), pages 2249-2282, September.
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• Hirshleifer, David & Sheng, Jinfei, 2022. "Macro news and micro news: Complements or substitutes?," Journal of Financial Economics, Elsevier, vol. 145(3), pages 1006-1024.
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• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2022. "Dissecting green returns," Journal of Financial Economics, Elsevier, vol. 146(2), pages 403-424.
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• Christopher L. Culp & Mihir Gandhi & Yoshio Nozawa & Pietro Veronesi, 2021. "Option-Implied Spreads and Option Risk Premia," NBER Working Papers 28941, National Bureau of Economic Research, Inc.
• Michael Bauer & Mikhail Chernov, 2024. "Interest Rate Skewness and Biased Beliefs," Journal of Finance, American Finance Association, vol. 79(1), pages 173-217, February.
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• Stefano Giglio & Dacheng Xiu & Dake Zhang, 2025. "Test Assets and Weak Factors," Journal of Finance, American Finance Association, vol. 80(1), pages 259-319, February.
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• George M. Constantinides, 2021. "Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks," NBER Working Papers 29009, National Bureau of Economic Research, Inc.
• Matteo Aquilina & Eric Budish & Peter O’Neill, 2022. "Quantifying the High-Frequency Trading “Arms Race”," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(1), pages 493-564.
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• Jianan Liu & Tobias J. Moskowitz & Robert F. Stambaugh, 2021. "Pricing Without Mispricing," NBER Working Papers 29016, National Bureau of Economic Research, Inc.
• Michael Barnett & William Brock & Lars Peter Hansen, 2022. "Climate Change Uncertainty Spillover in the Macroeconomy," NBER Macroeconomics Annual, University of Chicago Press, vol. 36(1), pages 253-320.
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• Klakow Akepanidtaworn & Rick Di Mascio & Alex Imas & Lawrence Schmidt, 2021. "Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors," NBER Working Papers 29076, National Bureau of Economic Research, Inc.
• Matthias Fleckenstein & Francis A. Longstaff, 2021. "Treasury Richness," NBER Working Papers 29081, National Bureau of Economic Research, Inc.
• Clemens Sialm & Qifei Zhu, 2024. "Currency Management by International Fixed‐Income Mutual Funds," Journal of Finance, American Finance Association, vol. 79(6), pages 4037-4081, December.
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• Chernov, Mikhail & Lochstoer, Lars & Song, Dongho, 2021. "The real channel for nominal bond-stock puzzles," CEPR Discussion Papers 16381, C.E.P.R. Discussion Papers.
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• Adam Copeland & Darrell Duffie & Yilin (David) Yang, 2025. "Reserves Were Not So Ample After All," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 140(1), pages 239-281.
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• Vissing-Jorgensen, Annette, 2021. "The Treasury Market in Spring 2020 and the Response of the Federal Reserve," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 19-47.
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• Van Nieuwerburgh, Stijn & Elenev, Vadim & Landvoigt, Tim & Shultz, Patrick, 2021. "Can Monetary Policy Create Fiscal Capacity?," CEPR Discussion Papers 16414, C.E.P.R. Discussion Papers.
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• Ströbel, Johannes & Wurgler, Jeffrey, 2021. "What do you think about climate finance?," CEPR Discussion Papers 16622, C.E.P.R. Discussion Papers.
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• Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021. "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," Finance and Economics Discussion Series 2021-063, Board of Governors of the Federal Reserve System (U.S.).
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• Sheridan Titman & Chishen Wei. Wei & Bin Zhao, 2021. "Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits," NBER Working Papers 29212, National Bureau of Economic Research, Inc.
• Alexandra M. Tabova & Francis E. Warnock, 2021. "Foreign Investors and US Treasuries," NBER Working Papers 29313, National Bureau of Economic Research, Inc.
• Ulrike Malmendier, 2021. "Exposure, Experience, and Expertise: Why Personal Histories Matter in Economics," NBER Working Papers 29336, National Bureau of Economic Research, Inc.
• Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2021. "What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark," NBER Working Papers 29351, National Bureau of Economic Research, Inc.
• Matthias Buechner & Bryan T. Kelly, 2021. "A Factor Model For Option Returns," NBER Working Papers 29369, National Bureau of Economic Research, Inc.
• Charles W. Calomiris & Nida Çakır Melek & Harry Mamaysky, 2021. "Predicting the Oil Market," NBER Working Papers 29379, National Bureau of Economic Research, Inc.
• Igor Makarov & Antoinette Schoar, 2021. "Blockchain Analysis of the Bitcoin Market," NBER Working Papers 29396, National Bureau of Economic Research, Inc.
• Larry Cordell & Michael R. Roberts & Michael Schwert, 2023. "CLO Performance," Journal of Finance, American Finance Association, vol. 78(3), pages 1235-1278, June.
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• Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2022. "Momentum, Reversals, and Investor Clientele [Illiquidity and stock returns: Cross-section and time-series effects]," Review of Finance, European Finance Association, vol. 26(2), pages 217-255.
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• Leland E. Farmer & Emi Nakamura & Jón Steinsson, 2024. "Learning about the Long Run," Journal of Political Economy, University of Chicago Press, vol. 132(10), pages 3334-3377.
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• Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022. "Sovereign risk and financial risk," Journal of International Economics, Elsevier, vol. 136(C).
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• Jennie Bai & Massimo Massa, 2021. "Is Human-Interaction-based Information Substitutable? Evidence from Lockdown," NBER Working Papers 29513, National Bureau of Economic Research, Inc.
• Turan G. Bali & David Hirshleifer & Lin Peng & Yi Tang & Qiguang Wang, 2021. "Social Interactions and Lottery Stock Mania," NBER Working Papers 29543, National Bureau of Economic Research, Inc.
• Mark L. Egan & Alexander MacKay & Hanbin Yang, 2021. "What Drives Variation in Investor Portfolios? Estimating the Roles of Beliefs and Risk Preferences," NBER Working Papers 29604, National Bureau of Economic Research, Inc.
• Constantinides, George M. & Lian, Lei, 2021. "The Supply and Demand of S&P 500 Put Options," Critical Finance Review, now publishers, vol. 10(1), pages 1-20, April.
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• Constantinides, George M. & Czerwonko, Michal & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2021. "Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply," Critical Finance Review, now publishers, vol. 10(1), pages 57-63, April.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Maio, Paulo & Philip, Dennis, 2021. "Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns," Critical Finance Review, now publishers, vol. 10(1), pages 65-81, April.
• Andrew Y. Chen & Fabian Winkler & Rebecca Wasyk, 2021. "In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less," Critical Finance Review, now publishers, vol. 10(3), pages 329-381, August.
• Samuel Kruger, 2021. "High Aversion to Stochastic Time Preference Shocks and Counterfactual Long-Run Risk in the Albuquerque et al., Valuation Risk Model," Critical Finance Review, now publishers, vol. 10(3), pages 383-408, August.
• Chaehyun Pyun, 2021. "Documenting the Post-2000 Decline in the Idiosyncratic Volatility Effect," Critical Finance Review, now publishers, vol. 10(3), pages 419-427, August.
• Philip Gray & Thanh Huynh, 2021. "Treasury Rates No Longer Predict Returns: A Reappraisal of Breen, Glosten and Jagannathan (1989)," Critical Finance Review, now publishers, vol. 10(3), pages 429-444, August.
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• Megginson, William & Fotak, Veljko, 2021. "Government Equity Investments in Coronavirus Bailouts: Why, How, When?," Journal of Law, Finance, and Accounting, now publishers, vol. 6(1), pages 1-49, May.
• Dimiter Nenkov, 2021. "The S&P 500 Index and the “Super 6†Technology Stocks in the Pandemic Crisis," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 169-187, April.
• Jeko Milev, 2021. "The Pandemic Crisis and the Resulted Risks for the Fully Funded Pension Funds in Central and Eastern Europe," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 203-216, April.
• Dimiter Nenkov, 2021. "The S&P 500 Index and the “Super 6†Technology Stocks in the Pandemic Crisis," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 169-187, April.
• Jeko Milev, 2021. "The Pandemic Crisis and the Resulted Risks for the Fully Funded Pension Funds in Central and Eastern Europe," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 203-216, April.
• Guoxi Duan & Hisashi Tanizaki, 2021. "A Study on Market Efficiency Using Data from Shanghai Stock Exchange and Shenzhen Stock Exchange," Discussion Papers in Economics and Business 21-22, Osaka University, Graduate School of Economics.
• Joseph E Stiglitz & Martin M Guzman, 2021. "Economic fluctuations and pseudo-wealth [Emerging market business cycles: the cycle is the trend]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 30(2), pages 297-315.
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  • Ellison, Martin & Tischbirek, Andreas, 2018. "Beauty contests and the term structure," LSE Research Online Documents on Economics 87384, London School of Economics and Political Science, LSE Library.
• Zeno Enders & Hendrik Hakenes, 2021. "Market Depth, Leverage, and Speculative Bubbles," Journal of the European Economic Association, European Economic Association, vol. 19(5), pages 2577-2621.
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  • Zeno Enders & Hendrik Hakenes, 2021. "Market Depth, Leverage, and Speculative Bubbles," CRC TR 224 Discussion Paper Series crctr224_2021_275, University of Bonn and University of Mannheim, Germany.
  • Zeno Enders & Hendrik Hakenes, 2021. "Market Depth, Leverage, and Speculative Bubbles," ECONtribute Discussion Papers Series 058, University of Bonn and University of Cologne, Germany.
• Stoyan V Stoyanov & Francesco A Fabozzi, 2021. "Dynamics of Equity Factor Returns and Asset Pricing [Dynamic Conditional Correlation: On Properties and Estimation]," Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 178-201.
• Simon Scheidegger & Adrien Treccani, 2021. "Pricing American Options under High-Dimensional Models with Recursive Adaptive Sparse Expectations [Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion]," Journal of Financial Econometrics, Oxford University Press, vol. 19(2), pages 258-290.
• Fuchun Li, 2021. "Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates [Testing Continuous-Time Models of the Spot Interest Rate]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 789-822.
• Adam Goliński & Peter Spencer, 2021. "Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem [Term Structure Persistence]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 960-984.
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• Ansgar Belke & Daniel Gros & Farzaneh Shamsfakhr, 2021. "Central bank purchases of sovereign bonds in the euro area, the random walk hypothesis, and different measures of risk," Oxford Economic Papers, Oxford University Press, vol. 73(4), pages 1471-1492.
• Samuel G Hanson & David O Lucca & Jonathan H Wright, 2021. "Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(3), pages 1719-1781.
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• John H Cochrane, 2021. "Rethinking Production under Uncertainty [Valuation risk and asset pricing]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(1), pages 1-59.
• Eugene F Fama & Kenneth R French, 2021. "The Value Premium [Fundamentals and stock returns in Japan]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(1), pages 105-121.
• Robert A Connolly & David Dubofsky & Chris Stivers, 2021. "Economic-State Variation in Uncertainty-Yield Dynamics [Do macro variables, asset markets, or surveys forecast inflation better?]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(1), pages 60-104.
• N Aaron Pancost, 2021. "Zero-Coupon Yields and the Cross-Section of Bond Prices [Pricing the term structure with linear regressions]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(2), pages 209-268.
• Yashar H Barardehi & Dan Bernhardt & Thomas G Ruchti & Marc Weidenmier, 2021. "The Night and Day of Amihud’s (2002) Liquidity Measure [Asset pricing with liquidity risk]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(2), pages 269-308.
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• Christopher C Geczy & Robert F Stambaugh & David Levin, 2021. "Investing in Socially Responsible Mutual Funds [Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(2), pages 309-351.
• Jongsub Lee & Andy Naranjo & Stace Sirmans, 2021. "CDS Momentum: Slow-Moving Credit Ratings and Cross-Market Spillovers [Insider trading in credit derivatives]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(2), pages 352-401.
• Ilan Cooper & Liang Ma & Paulo Maio & Dennis Philip, 2021. "Multifactor Models and Their Consistency with the APT [Eigenvalue ratio test for the number of factors]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(2), pages 402-444.
• Anastassia Fedyk, 2021. "Disagreement after News: Gradual Information Diffusion or Differences of Opinion?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(3), pages 465-501.
• Andrey Ermolov, 2021. "When and Where Is It Cheaper to Issue Inflation-Linked Debt?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(3), pages 610-653.
• Jussi Keppo & Tyler Shumway & Daniel Weagley, 2021. "Are Monthly Market Returns Predictable? [Conditional market timing with benchmark investors]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 806-836.
• Anisha Ghosh & George M Constantinides, 2021. "What Information Drives Asset Prices? [Information quality and long-run risk: Asset pricing implications]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 837-885.
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• Lei Shi & Yajun Xiao, 2021. "Dynamic Asset Pricing with Interactions between Short-Sale and Borrowing Constraints [Multiplicity in general financial equilibrium with portfolio constraints]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 886-923.
• Alessandro Beber & Daniela Fabbri & Marco Pagano & Saverio Simonelli, 2021. "Short-Selling Bans and Bank Stability," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 10(1), pages 158-187.
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• Narasimhan Jegadeesh & Chandra Sekhar Mangipudi & Stijn Van Nieuwerburgh, 2021. "What Do Fund Flows Reveal about Asset Pricing Models and Investor Sophistication?," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 108-148.
• Christopher S Jones & Haitao Mo & Lauren Cohen, 2021. "Out-of-Sample Performance of Mutual Fund Predictors," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 149-193.
• Neil D Pearson & Zhishu Yang & Qi Zhang & Stijn Van Nieuwerburgh, 2021. "The Chinese Warrants Bubble: Evidence from Brokerage Account Records," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 264-312.
• Xindan Li & Avanidhar Subrahmanyam & Xuewei Yang & Wei Jiang, 2021. "Winners, Losers, and Regulators in a Derivatives Market Bubble," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 313-350.
• Jiang Luo & Avanidhar Subrahmanyam & Sheridan Titman & Itay Goldstein, 2021. "Momentum and Reversals When Overconfident Investors Underestimate Their Competition," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 351-393.
• Yacine Aït-Sahalia & Chenxu Li & Chen Xu Li & Ralph Koijen, 2021. "Implied Stochastic Volatility Models," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 394-450.
• Andres Donangelo & Stijn Van Nieuwerburgh, 2021. "Untangling the Value Premium with Labor Shares," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 451-508.
• Tania Babina & Chotibhak Jotikasthira & Christian Lundblad & Tarun Ramadorai & Andrew Karolyi, 2021. "Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 509-568.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2021. "An Augmented q-Factor Model with Expected Growth [Abnormal returns to a fundamental analysis strategy]," Review of Finance, European Finance Association, vol. 25(1), pages 1-41.
• Xudong An & Yongheng Deng & Stuart A Gabriel, 2021. "Default Option Exercise over the Financial Crisis and beyond [Predatory lending and the subprime crisis]," Review of Finance, European Finance Association, vol. 25(1), pages 153-187.
• Juha Joenväärä & Robert Kosowski, 2021. "The Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds [Large sample properties of matching estimators for average treatment effects]," Review of Finance, European Finance Association, vol. 25(1), pages 189-233.
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• Óscar Arce & Sergio Mayordomo & Ricardo Gimeno, 2021. "Making Room for the Needy: The Credit-Reallocation Effects of the ECB’s Corporate QE [Whatever it takes: the real effects of unconventional monetary policy]," Review of Finance, European Finance Association, vol. 25(1), pages 43-84.
  • Óscar Arce & Ricardo Gimeno & Sergio Mayordomo, 2017. "Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE," Working Papers 1743, Banco de España.
• Fahiz Baba Yara & Martijn Boons & Andrea Tamoni, 2021. "Value Return Predictability across Asset Classes and Commonalities in Risk Premia [Financial intermediaries and the cross-section of asset returns]," Review of Finance, European Finance Association, vol. 25(2), pages 449-484.
• Nicole Branger & Patrick Konermann & Christoph Meinerding & Christian Schlag, 2021. "Equilibrium Asset Pricing in Directed Networks [Risk premia and term premia in general equilibrium]," Review of Finance, European Finance Association, vol. 25(3), pages 777-818.
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• Peter Christoffersen & Bruno Feunou & Yoontae Jeon & Chayawat Ornthanalai, 2021. "Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity [Does realized skewness predict the cross-section of equity returns?]," Review of Finance, European Finance Association, vol. 25(4), pages 1261-1298.
• David C Brown & Shaun William Davies & Matthew C Ringgenberg, 2021. "ETF Arbitrage, Non-Fundamental Demand, and Return Predictability [The equity share in new issues and aggregate stock returns]," Review of Finance, European Finance Association, vol. 25(4), pages 937-972.
• Ulrike Malmendier, 2021. "Experience Effects in Finance: Foundations, Applications, and Future Directions [X-capm: an extrapolative capital asset pricing model]," Review of Finance, European Finance Association, vol. 25(5), pages 1339-1363.
• Jacob Boudoukh & Jordan Brooks & Matthew Richardson & Zhikai Xu, 2021. "Sovereign Credit Quality and Violations of the Law of One Price [Asset pricing and the bid-ask spread]," Review of Finance, European Finance Association, vol. 25(5), pages 1581-1607.
• Martin M Andreasen & Jens H E Christensen & Simon Riddell, 2021. "The TIPS Liquidity Premium [Decomposing real and nominal yield curves]," Review of Finance, European Finance Association, vol. 25(6), pages 1639-1675.
• Christian Gouriéroux & Alain Monfort & Sarah Mouabbi & Jean-Paul Renne, 2021. "Disastrous Defaults [Risk premia and term premia in general equilibrium]," Review of Finance, European Finance Association, vol. 25(6), pages 1727-1772.
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• Lifang Li & Valentina Galvani, 2021. "Informed Trading and Momentum in the Corporate Bond Market [Asset pricing with liquidity risk]," Review of Finance, European Finance Association, vol. 25(6), pages 1773-1816.
• Dan Li & Geng Li, 2021. "Whose Disagreement Matters? Household Belief Dispersion and Stock Trading Volume [Belief dispersion in the stock market]," Review of Finance, European Finance Association, vol. 25(6), pages 1859-1900.
• Ashwini Agrawal & Isaac Hacamo & Zhongchen Hu & Wei Jiang, 2021. "Information Dispersion across Employees and Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 34(10), pages 4785-4831.
• Valentin Haddad & Alan Moreira & Tyler Muir, 2021. "When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response [Funding value adjustments]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5309-5351.
• Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2021. "Corporate Bond Liquidity during the COVID-19 Crisis [The day coronavirus nearly broke the financial markets]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5352-5401.
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• Peter M DeMarzo & David M Frankel & Yu Jin, 2021. "Portfolio Liquidity and Security Design with Private Information [Strategic liquidity supply and security design]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 5841-5885.
• Elena Carletti & Paolo Colla & Mitu Gulati & Steven Ongena, 2021. "The Price of Law: The Case of the Eurozone Collective Action Clauses [Unbundling institutions]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 5933-5976.
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• Charles Cao & David Gempesaw & Timothy T Simin, 2021. "Information Choice, Uncertainty, and Expected Returns [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 5977-6031.
• Irina Zviadadze, 2021. "Term Structure of Risk in Expected Returns [Stock returns and volatility: Pricing the short-run and long-run components of market risk]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 6032-6086.
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• Mary Tian, 2021. "Firm Characteristics and Empirical Factor Models: A Model Mining Experiment [Beta matrix and common factors in stock returns]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 6087-6125.
• Narasimhan Jegadeesh & Chandra Sekhar Mangipudi, 2021. "What Do Fund Flows Reveal about Asset Pricing Models and Investor Sophistication? [Alpha or beta in the eye of the beholder: What drives hedge fund flows?]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 108-148.
• Christopher S Jones & Haitao Mo, 2021. "Out-of-Sample Performance of Mutual Fund Predictors [Has U.S. corporate bond market liquidity deteriorated?]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 149-193.
• Neil D Pearson & Zhishu Yang & Qi Zhang, 2021. "The Chinese Warrants Bubble: Evidence from Brokerage Account Records [Bubbles and crises]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 264-312.
• Xindan Li & Avanidhar Subrahmanyam & Xuewei Yang, 2021. "Winners, Losers, and Regulators in a Derivatives Market Bubble [Bubbles and crashes]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 313-350.
• Jiang Luo & Avanidhar Subrahmanyam & Sheridan Titman, 2021. "Momentum and Reversals When Overconfident Investors Underestimate Their Competition [The financial crisis of 2007–2009: Causes and remedies]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 351-393.
• Yacine Aït-Sahalia & Chenxu Li & Chen Xu Li, 2021. "Implied Stochastic Volatility Models [Testing continuous-time models of the spot interest rate]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 394-450.
• Andres Donangelo, 2021. "Untangling the Value Premium with Labor Shares [A unified model of investment under uncertainty]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 451-508.
• Tania Babina & Chotibhak Jotikasthira & Christian Lundblad & Tarun Ramadorai, 2021. "Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds [The distribution of realized stock return volatility]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 509-568.
  • Lundblad, Christian T & Jotikasthira, Chotibhak & Babina, Tania, 2015. "Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds," CEPR Discussion Papers 10971, C.E.P.R. Discussion Papers.
• Daniele Bianchi & Matthias Büchner & Andrea Tamoni, 2021. "Bond Risk Premiums with Machine Learning [Quadratic term structure models: Theory and evidence]," The Review of Financial Studies, Society for Financial Studies, vol. 34(2), pages 1046-1089.
• Roberto Gomez-Cram & Amir Yaron, 2021. "How Important Are Inflation Expectations for the Nominal Yield Curve? [Pricing the term structure with linear regressions]," The Review of Financial Studies, Society for Financial Studies, vol. 34(2), pages 985-1045.
• Lin William Cong & Ye Li & Neng Wang, 2021. "Tokenomics: Dynamic Adoption and Valuation [The demand of liquid assets with uncertain lumpy expenditures]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1105-1155.
  • Cong, Lin William & Li, Ye & Wang, Neng, 2018. "Tokenomics: Dynamic Adoption and Valuation," Working Paper Series 2018-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Lin William Cong & Ye Li & Neng Wang, 2020. "Tokenomics: Dynamic Adoption and Valuation," NBER Working Papers 27222, National Bureau of Economic Research, Inc.
• Shiyang Huang & Maureen O’Hara & Zhuo Zhong, 2021. "Innovation and Informed Trading: Evidence from Industry ETFs [Short interest, institutional ownership, and stock returns]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1280-1316.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang & Wei Jiang, 2021. "Do Foreign Institutional Investors Improve Price Efficiency? [Does governance travel around the world? Evidence from institutional investors]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1317-1367.
• Anthony Neuberger & Richard Payne & Stijn Van Nieuwerburgh, 2021. "The Skewness of the Stock Market over Long Horizons [Does realized skewness predict the cross-section of equity returns?]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1572-1616.
• Xiaodan Gao & Toni M Whited & Na Zhang, 2021. "Corporate Money Demand [Financial innovation and the transactions demand for cash]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 1834-1866.
• Charles M C Lee & Eric C So & Charles C Y Wang & Wei Jiang, 2021. "Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects [The cross-section of volatility and expected returns]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 1907-1951.
• Sophie X Ni & Neil D Pearson & Allen M Poteshman & Joshua White & Andrew Karolyi, 2021. "Does Option Trading Have a Pervasive Impact on Underlying Stock Prices? [Equity market impact]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 1952-1986.
• Massimo Massa & David Schumacher & Yan Wang, 2021. "Who Is Afraid of BlackRock? [Connected stocks]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 1987-2044.
• Yakov Amihud & Joonki Noh & Andrew Karolyi, 2021. "Illiquidity and Stock Returns II: Cross-section and Time-series Effects [A simple estimation of bid-ask spreads from daily close, high and low prices]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 2101-2123.
• Pedro Gete & Michael Reher, 2021. "Mortgage Securitization and Shadow Bank Lending [The liquidity coverage ratio and liquidity risk monitoring tools]," The Review of Financial Studies, Society for Financial Studies, vol. 34(5), pages 2236-2274.
• Yukun Liu & Aleh Tsyvinski, 2021. "Risks and Returns of Cryptocurrency," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2689-2727.
• Mikhail Chernov & Drew Creal, 2021. "The PPP View of Multihorizon Currency Risk Premiums," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2728-2772.
• Martin M Andreasen & Tom Engsted & Stig V Møller & Magnus Sander & Stijn Van Nieuwerburgh, 2021. "The Yield Spread and Bond Return Predictability in Expansions and Recessions," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2773-2812.
• Soohun Kim & Robert A Korajczyk & Andreas Neuhierl & Wei JiangEditor, 2021. "Arbitrage Portfolios," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2813-2856.
• James Dow & Jungsuk Han & Francesco Sangiorgi & Stijn Van Nieuwerburgh, 2021. "Hysteresis in Price Efficiency and the Economics of Slow-Moving Capital," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2857-2909.
• Amber Anand & Chotibhak Jotikasthira & Kumar Venkataraman, 2021. "Mutual Fund Trading Style and Bond Market Fragility," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2993-3044.
• Itay Goldstein & Chester S Spatt & Mao Ye, 2021. "Big Data in Finance [Institutional order handling and broker-affiliated trading venues]," The Review of Financial Studies, Society for Financial Studies, vol. 34(7), pages 3213-3225.
• Hedi Benamar & Thierry Foucault & Clara Vega, 2021. "Demand for Information, Uncertainty, and the Response of US Treasury Securities to News," NBER Chapters, in: Big Data: Long-Term Implications for Financial Markets and Firms, pages 3403-3455, National Bureau of Economic Research, Inc.
  • Hedi Benamar & Thierry Foucault & Clara Vega, 2021. "Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News [Optimal inattention to the stock market]," The Review of Financial Studies, Society for Financial Studies, vol. 34(7), pages 3403-3455.
• Stefano Giglio & Yuan Liao & Dacheng Xiu, 2021. "Thousands of Alpha Tests," NBER Chapters, in: Big Data: Long-Term Implications for Financial Markets and Firms, pages 3456, National Bureau of Economic Research, Inc.
  • Stefano Giglio & Yuan Liao & Dacheng Xiu & Wei Jiang, 2021. "Thousands of Alpha Tests [The performance of hedge funds: Risk, return, and incentives]," The Review of Financial Studies, Society for Financial Studies, vol. 34(7), pages 3456-3496.
• William N Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh, 2021. "Real and Private-Value Assets [Gendered prices]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3497-3526.
  • Goetzmann, William N. & Spaenjers, Christophe & Van Nieuwerburgh, Stijn, 2021. "Real and Private-Value Assets," HEC Research Papers Series 1421, HEC Paris.
  • William Goetzmann & Christophe Spaenjers & Stijn van Nieuwerburgh, 2021. "Real and Private-Value Assets," Working Papers hal-03501704, HAL.
  • William N. Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh, 2021. "Real and Private-Value Assets," NBER Working Papers 28580, National Bureau of Economic Research, Inc.
  • Van Nieuwerburgh, Stijn & Goetzmann, William & Spaenjers, Christophe, 2021. "Real and Private Value Assets," CEPR Discussion Papers 16083, C.E.P.R. Discussion Papers.
• Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh, 2021. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate [Abrupt climate change]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3527-3571.
  • Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," NBER Working Papers 21767, National Bureau of Economic Research, Inc.
  • Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo & Weber, Andreas, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CEPR Discussion Papers 10958, C.E.P.R. Discussion Papers.
  • Matteo Maggiori & Stefano Giglio & Johannes Stroebel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," Working Paper 323746, Harvard University OpenScholar.
  • Stefano Giglio & Matteo Maggiori & Johannes Ströbel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CESifo Working Paper Series 5608, CESifo.
• Piet Eichholtz & Matthijs Korevaar & Thies Lindenthal & Ronan Tallec & Stijn Van Nieuwerburgh, 2021. "The Total Return and Risk to Residential Real Estate [House prices and fundamentals: 355 years of evidence]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3608-3646.
• Jacob S Sagi & Stijn Van Nieuwerburgh, 2021. "Asset-Level Risk and Return in Real Estate Investments [New evidence on home prices from Freddie Mac repeat sales]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3647-3694.
• Julien Pénasse & Luc Renneboog & José A Scheinkman & Stijn Van Nieuwerburgh, 2021. "When a Master Dies: Speculation and Asset Float [Optimal financial crises]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3840-3879.
  • Julien Pénasse & Luc Renneboog & José A. Scheinkman, 2020. "When a Master Dies: Speculation and Asset Float," NBER Working Papers 26831, National Bureau of Economic Research, Inc.
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  • Penasse, Julien & Renneboog, Luc & Scheinkman, Jose, 2020. "When a Master Dies : Speculation and Asset Float," Discussion Paper 2020-010, Tilburg University, Center for Economic Research.
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• Ines Chaieb & Vihang Errunza & Hugues Langlois & Andrew Karolyi, 2021. "How is Liquidity Priced in Global Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4216-4268.
• Sergei Glebkin & Naveen Gondhi & John Chi-Fong Kuong, 2021. "Funding Constraints and Informational Efficiency," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4269-4322.
• Li Liao & Zhengwei Wang & Jia Xiang & Hongjun Yan & Jun Yang & LaurenCohen, 2021. "User Interface and Firsthand Experience in Retail Investing," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4486-4523.
• Fernández-Villaverde, Jesús & Mandelman, Federico & Yu, Yang & Zanetti, Francesco, 2021. "The “Matthew effect” and market concentration: Search complementarities and monopsony power," Journal of Monetary Economics, Elsevier, vol. 121(C), pages 62-90.
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• Vidal García, Raúl & Ribal Sanchis, Javier & Blasco Ruiz, Ana, 2021. "Stock market multiples in the valuation of unlisted agrifood companies. || Múltiplos de mercado en la valoración de empresas agroalimentarias no cotizadas," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 31(1), pages 198-225, June.
• Bonaldo, Cinzia & Caporin, Massimiliano & Fontini, Fulvio, 2022. "The relationship between day-ahead and future prices in electricity markets: An empirical analysis on Italy, France, Germany, and Switzerland," Energy Economics, Elsevier, vol. 110(C).
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• Martin Zurek & Lars Heinrich, 2021. "Bottom-up versus top-down factor investing: an alpha forecasting perspective," Journal of Asset Management, Palgrave Macmillan, vol. 22(1), pages 11-29, February.
• Moritz Immel & Britta Hachenberg & Florian Kiesel & Dirk Schiereck, 2021. "Green bonds: shades of green and brown," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 96-109, March.
• Olaf Stotz, 2021. "Expected and realized returns on stocks with high- and low-ESG exposure," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 133-150, March.
• Matthew Muntifering, 2021. "Air pollution, investor sentiment and excessive returns," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 110-119, March.
• Edouard Nouvellon & Hugues Pirotte, 2021. "Can an equity structure dominate the risk-return profile of corporate bonds?," Journal of Asset Management, Palgrave Macmillan, vol. 22(4), pages 277-290, July.
• David G. McMillan, 2021. "Forecasting sector stock market returns," Journal of Asset Management, Palgrave Macmillan, vol. 22(4), pages 291-300, July.
• David Blitz & Matthias X. Hanauer & Pim Vliet, 2021. "The Volatility Effect in China," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 338-349, September.
• David Blitz & Laurens Swinkels, 2021. "Who owns tobacco stocks?," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 311-325, September.
• Lars Heinrich & Antoniya Shivarova & Martin Zurek, 2021. "Factor investing: alpha concentration versus diversification," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 464-487, October.
• Vitor Azevedo & Christoph Kaserer & Lucila M. S. Campos, 2021. "Investor sentiment and the time-varying sustainability premium," Journal of Asset Management, Palgrave Macmillan, vol. 22(7), pages 600-621, December.
• Wolfgang Drobetz & Tizian Otto, 2021. "Empirical asset pricing via machine learning: evidence from the European stock market," Journal of Asset Management, Palgrave Macmillan, vol. 22(7), pages 507-538, December.
• Santanu K. Ganguli & Soumya Guha Deb, 2021. "Board composition, ownership structure and firm performance: New Indian evidence," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 18(3), pages 256-268, September.
• Subhransu S. Mohanty & Odette Mohanty & Mike Ivanof, 2021. "Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies," Risk Management, Palgrave Macmillan, vol. 23(3), pages 213-242, September.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2021. "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers 2021-502, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Akbulaev, Nurkhodzha & Aliyeva, Basti & Rzayeva, Shehla, 2021. "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange," Public Finance Quarterly, Corvinus University of Budapest, vol. 66(1), pages 151-166.
• Serkan, Samut & Yamak, Rahmi, 2021. "Did the Covid-19 Pandemic Affect the Relationship Between Trading Volume and Return Volatility in the Cryptocurrencies?," Public Finance Quarterly, Corvinus University of Budapest, vol. 66(4), pages 517-534.
• Siddiqi, Umema, 2021. "Estimating Long-Run Cointegration between Gold Prices and its Determinants," MPRA Paper 103182, University Library of Munich, Germany.
• Jing Zhang & Wei Zhang & Youwei Li & Xu Feng, 2022. "The role of hedge funds in the asset pricing: evidence from China," The European Journal of Finance, Taylor & Francis Journals, vol. 28(2), pages 219-243, January.
  • Zhang, Jing & Zhang, Wei & Li, Youwei & Feng, Xu, 2021. "The Role of Hedge Funds in the Asset Pricing: Evidence from China," MPRA Paper 105377, University Library of Munich, Germany.
• Victor Olkhov, 2021. "To VaR, or Not to VaR, That is the Question," Papers 2101.08559, arXiv.org, revised Apr 2024.
  • Olkhov, Victor, 2021. "To VaR, or Not to VaR, That is the Question," MPRA Paper 105458, University Library of Munich, Germany.
• Flores Sánchez, Edgar Mauricio & Rodríguez Batres, Axel & Varela Espidio, Joaquín Bernardo, 2021. "Risk assessment for micro companies belonging to selected economic branches of the professional, scientific and technical services sector in Mexico through the Beta coefficient," MPRA Paper 105727, University Library of Munich, Germany.
• Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2023. "Statistical arbitrage: factor investing approach," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(4), pages 1295-1331, December.
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• Sapre, Nikhil, 2021. "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper 106668, University Library of Munich, Germany.
• Berardi, Michele, 2021. "Uncertainty, sentiments and time-varying risk premia," MPRA Paper 106922, University Library of Munich, Germany.
• Pablo Pincheira Brown & Nicolás Hardy, 2024. "The mean squared prediction error paradox," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2298-2321, September.
  • Pincheira, Pablo & Hardy, Nicolas, 2021. "The Mean Squared Prediction Error Paradox," MPRA Paper 107403, University Library of Munich, Germany.
• Abugamea, Gaber, 2021. "Determinants of Islamic Banking Profitability: Empirical Evidence from Palestine," MPRA Paper 107527, University Library of Munich, Germany.
• Pablo Pincheira-Brown & Nicolás Hardy & Cristobal Henrriquez & Ignacio Tapia & Andrea Bentancor, 2023. "Forecasting Base Metal Prices with an International Stock Index," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 73(3), pages 277-302, October.
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• Victor Olkhov, 2021. "Three Remarks On Asset Pricing," Papers 2105.13903, arXiv.org, revised Jan 2024.
  • Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
  • Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 109238, University Library of Munich, Germany.
• Victor Olkhov, 2021. "Three Remarks On Asset Pricing," Papers 2105.13903, arXiv.org, revised Jan 2024.
  • Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 109238, University Library of Munich, Germany.
  • Olkhov, Victor, 2021. "Three Remarks On Asset Pricing," MPRA Paper 107938, University Library of Munich, Germany.
• Molintas, Dominique Trual, 2021. "Black Scholes Model," MPRA Paper 110124, University Library of Munich, Germany.
• Radwanski, Juliusz, 2021. "The Equilibrium Value of Bitcoin," MPRA Paper 110746, University Library of Munich, Germany.
• Jovanka Lili Matic & Natalie Packham & Wolfgang Karl Härdle, 2023. "Hedging cryptocurrency options," Review of Derivatives Research, Springer, vol. 26(1), pages 91-133, April.
  • Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl, 2021. "Hedging Cryptocurrency Options," MPRA Paper 110985, University Library of Munich, Germany.
  • Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl, 2021. "Hedging Cryptocurrency Options," MPRA Paper 110774, University Library of Munich, Germany.
  • Jovanka Lili Matic & Natalie Packham & Wolfgang Karl Hardle, 2021. "Hedging Cryptocurrency Options," Papers 2112.06807, arXiv.org, revised Dec 2022.
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• Jovanka Lili Matic & Natalie Packham & Wolfgang Karl Härdle, 2023. "Hedging cryptocurrency options," Review of Derivatives Research, Springer, vol. 26(1), pages 91-133, April.
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  • Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl, 2021. "Hedging Cryptocurrency Options," MPRA Paper 110985, University Library of Munich, Germany.
  • Jovanka Lili Matic & Natalie Packham & Wolfgang Karl Hardle, 2021. "Hedging Cryptocurrency Options," Papers 2112.06807, arXiv.org, revised Dec 2022.
  • Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl, 2021. "Hedging Cryptocurrency Options," MPRA Paper 110774, University Library of Munich, Germany.
• Yusuf, Ismaila Akanni & Salaudeen, Mohammed Bashir & Agbonrofo, Hope, 2021. "Social and Economic Drivers of Stock Market Performance in Nigeria," MPRA Paper 111086, University Library of Munich, Germany.
• Hammer, Thomas & Siegfried, Patrick, 2021. "Financial Management. Green Bonds – Success or Failure?," MPRA Paper 111394, University Library of Munich, Germany.
• Allen, David & Mizuno, Hiro, 2021. "Monetary Policies, US influence and other Factors Affecting Stock Prices in Japan," MPRA Paper 111734, University Library of Munich, Germany.
• Lettau, Martin, 2021. "High Dimensional Factor Models with an Application to Mutual Fund Characteristics," MPRA Paper 112192, University Library of Munich, Germany.
  • Martin Lettau, 2022. "High-Dimensional Factor Models with an Application to Mutual Fund Characteristics," NBER Working Papers 29833, National Bureau of Economic Research, Inc.
• Mtero, Charles Tapedza & Runganga, Raynold, 2021. "Inflation and Stock Market Returns in Zimbabwe: Comparison Among the GARCH, EGARCH and TGARCH Models," MPRA Paper 112408, University Library of Munich, Germany, revised 15 Mar 2022.
• Kombarov, Sayan, 2021. "Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics," MPRA Paper 112474, University Library of Munich, Germany.
• Assis de Salles, Andre, 2021. "Assessing the First Shocks of Covid-19 Pandemic on the Idiosyncratic Risk in the Brazilian and the Emerging Markets," MPRA Paper 113586, University Library of Munich, Germany.
• Bradrania, Reza & Pirayesh Neghab, Davood, 2021. "State-dependent asset allocation using neural networks," MPRA Paper 115254, University Library of Munich, Germany.
• Juan M. Londono & Nancy R. Xu, 2021. "The Global Determinants of International Equity Risk Premiums," International Finance Discussion Papers 1318, Board of Governors of the Federal Reserve System (U.S.).
• Ketan B. Patel, 2021. "Managing Climate Risk in Mortgage Markets: A Role for Derivatives," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 462, pages 1-6, October.
• Evan Karson & Christopher J. Neely, 2021. "More Stories of Unconventional Monetary Policy," Review, Federal Reserve Bank of St. Louis, vol. 103(2), pages 207-270, April.
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• Boyarchenko, Nina & Crump, Richard K. & Kovner, Anna & Shachar, Or, 2025. "Corporate bond market distress," Journal of Monetary Economics, Elsevier, vol. 152(C).
  • Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2021. "Corporate Bond Market Distress," Staff Reports 957, Federal Reserve Bank of New York.
  • Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2024. "Corporate Bond Market Distress," Working Paper 24-09, Federal Reserve Bank of Richmond.
• Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu, 2021. "Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico," Working Paper Series 2021-08, Federal Reserve Bank of San Francisco.
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• Michael J. Fleming & Frank M. Keane, 2021. "The Netting Efficiencies of Marketwide Central Clearing," Staff Reports 964, Federal Reserve Bank of New York.
• Haoyang Liu & Zhaogang Song & James Vickery, 2021. "Defragmenting Markets: Evidence from Agency MBS," Working Papers 21-25, Federal Reserve Bank of Philadelphia.
  • Haoyang Liu & Zhaogang Song & James Vickery, 2021. "Defragmenting Markets: Evidence from Agency MBS," Staff Reports 965, Federal Reserve Bank of New York.
• Nina Boyarchenko & Richard K. Crump & Anna Kovner & Deborah Leonard, 2021. "COVID Response: The Commercial Paper Funding Facility," Staff Reports 982, Federal Reserve Bank of New York.
• Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner, 2021. "COVID Response: The Primary and Secondary Corporate Credit Facilities," Staff Reports 986, Federal Reserve Bank of New York.
• Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2021. "The Term Structure of Expectations," Staff Reports 992, Federal Reserve Bank of New York.
• Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2022. "The Federal Reserve’s Market Functioning Purchases," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), pages 210-241, July.
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• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2021. "Superstar Returns," SciencePo Working papers Main hal-03881493, HAL.
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  • Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2021. "Superstar Returns," ECONtribute Discussion Papers Series 131, University of Bonn and University of Cologne, Germany.
• Pierre Jinghong Liang & Vitaly Meursault & Bryan B. Routledge & Madeline Marco Scanlon, 2021. "PEAD.txt: Post-Earnings-Announcement Drift Using Text," Working Papers 21-07, Federal Reserve Bank of Philadelphia.
• Haoyang Liu & Zhaogang Song & James Vickery, 2021. "Defragmenting Markets: Evidence from Agency MBS," Staff Reports 965, Federal Reserve Bank of New York.
  • Haoyang Liu & Zhaogang Song & James Vickery, 2021. "Defragmenting Markets: Evidence from Agency MBS," Working Papers 21-25, Federal Reserve Bank of Philadelphia.
• Shimon Kogan & Vitaly Meursault, 2021. "Corporate Disclosure: Facts or Opinions?," Working Papers 21-40, Federal Reserve Bank of Philadelphia.
• Marcin Dec & Marek Weretka, 2021. "Welfare measurements with heterogeneous agents," GRAPE Working Papers 50, GRAPE Group for Research in Applied Economics.
• Marcin Dec, 2021. "Parsimonious yield curve modeling in less liquid markets," GRAPE Working Papers 52, GRAPE Group for Research in Applied Economics.
• Marek Weretka, 2021. "An ordinal theorem of the maximum," GRAPE Working Papers 61, GRAPE Group for Research in Applied Economics.
• Elena V. Rozhentsova & Anastasiia D. Saltykova & Tatyana М. Devyatkova, 2021. "Unallocated Metal Accounts in Russia: Determinants of Quoted Bid-Ask Spreads," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 93-106, February.
• Abramov Alexander & Chernova Maria & Radygin Alexandr, 2021. "The Russian Financial Market," Published Papers ppaper-2021-1119, Gaidar Institute for Economic Policy, revised 2021.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021. "Corporate Pension Plans: Trends and Prospects for their Implementation [Корпоративные Пенсионные Планы: Тенденции И Перспективы Реализации]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 35-39, October.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021. "Корпоративные Пенсионные Планы: Тенденции И Перспективы Реализации," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 35-39, October.
• Roman Frydman & Nicholas Mangee, 2021. "Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic," JRFM, MDPI, vol. 14(11), pages 1-13, November.
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• Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021. "Volatility Spillover and International Contagion of Housing Bubbles," JRFM, MDPI, vol. 14(7), pages 1-14, June.
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• Knut K. Aase & Petter Bjerksund, 2021. "The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund," JRFM, MDPI, vol. 14(9), pages 1-36, September.
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• Carlos Alberto Piscarreta Pinto Ferreira, 2021. "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM 2021/0190, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Hongwei Chuang, 2021. "How Much Does Nominal Share Price Matter?," Working Papers EMS_2021_01, Research Institute, International University of Japan.
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• Jianhua Gang & Liang Peng & Jinfan Zhang, 2021. "Are Pricier Houses Less Risky? Evidence from China," The Journal of Real Estate Finance and Economics, Springer, vol. 63(4), pages 662-677, November.
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• Nancy L. Harp & Kevin H. Kim & Derek K. Oler, 2021. "A bold move or biting off more than they can chew: examining the performance of small acquirers," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 393-422, February.
• Vitor Azevedo & Patrick Bielstein & Manuel Gerhart, 2021. "Earnings forecasts: the case for combining analysts’ estimates with a cross-sectional model," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 545-579, February.
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• Alex YiHou Huang & Ming-Che Hu & Quang Thai Truong, 2021. "Asymmetrical impacts from overnight returns on stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 849-889, April.
• Mohamed S. Ahmed & John A. Doukas, 2021. "Revisiting disposition effect and momentum: a quantile regression perspective," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 1087-1128, April.
• Sonnan Chen & Yuchi Gu, 2021. "Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1357-1397, May.
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• Cheng Jiang & Kose John & David Larsen, 2021. "R&D investment intensity and jump volatility of stock price," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 235-277, July.
• Gurdip Bakshi & Charles Cao & Zhaodong (Ken) Zhong, 2021. "Assessing models of individual equity option prices," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 1-28, July.
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• Sam-Ho Lee, 2021. "Credit Constraint and Excess Return: The Case of Chonsei Leases in Korea," Korean Economic Review, Korean Economic Association, vol. 37, pages 157-197.
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• Shigenori Shiratsuka, 2025. "Monetary Policy Effectiveness under the Ultra‐Low Interest Rate Environment: Evidence from Yield Curve Dynamics in Japan," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 87(1), pages 98-121, February.
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• Neszveda, Gábor & Vágó, Ákos, 2021. "A likviditásnyújtás kereskedési stratégiájának hozamvizsgálata a magyar részvénypiacon [Examining trade-strategy results of liquidity provision on the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 794-814.
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• Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos, 2021. "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," NBER Working Papers 28697, National Bureau of Economic Research, Inc.
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• Derek Lemoine, 2020. "Incentivizing Negative Emissions Through Carbon Shares," NBER Working Papers 27880, National Bureau of Economic Research, Inc.
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• Pasquale Della Corte & Lucio Sarno & Maik Schmeling & Christian Wagner, 2022. "Exchange Rates and Sovereign Risk," Management Science, INFORMS, vol. 68(8), pages 5591-5617, August.
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• Greenwald, Daniel L. & Leombroni, Matteo & Lustig, Hanno & Van Nieuwerburgh, Stijn, 2021. "Financial and Total Wealth Inequality with Declining Interest Rates," Research Papers 3948, Stanford University, Graduate School of Business.
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• Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2024. "The U.S. Public Debt Valuation Puzzle," Econometrica, Econometric Society, vol. 92(4), pages 1309-1347, July.
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• William N Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh, 2021. "Real and Private-Value Assets [Gendered prices]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3497-3526.
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• Giovanni Cespa & Antonio Gargano & Steven J Riddiough & Lucio Sarno, 2022. "Foreign Exchange Volume," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2386-2427.
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• Rustam Jamilov & Hélène Rey & Ahmed Tahoun, 2021. "The Anatomy of Cyber Risk," NBER Working Papers 28906, National Bureau of Economic Research, Inc.
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• Romain Deguest & Lionel Martellini & Vincent Milhau, 2021. "Goal-based Investing:Theory and Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12386, April.
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Asset Management Companies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 1, pages 1-28, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Fundamentals of Financial Statements," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 2, pages 29-75, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Securitization and the Creation of Residential Mortgage-Related Securities," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 3, pages 77-105, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Financial Econometrics Tools for Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 4, pages 107-145, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Monte Carlo Applications to Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 5, pages 147-172, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Optimization Models for Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 6, pages 173-191, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Machine Learning and its Applications to Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 7, pages 193-228, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Risk Measures and Asset Allocation Problems," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 8, pages 229-259, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Securities Lending and its Alternatives in the Equity Market," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 9, pages 261-276, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Repurchase Agreements for Financing Positions and Shorting in the Bond Market," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 10, pages 277-293, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Implementable Quantitative Research," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 11, pages 295-313, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Quantitative Equity Strategies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 12, pages 315-343, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Challenges in Implementing Equity Factor Investing Strategies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 13, pages 345-358, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Transaction and Trading Costs," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 14, pages 359-385, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Managing a Common Stock Portfolio with a Multifactor Risk Model Using Fundamental Factor," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 15, pages 387-416, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Managing a Bond Portfolio Using a Multifactor Risk Model," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 16, pages 417-434, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Backtesting Investment Strategies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 17, pages 435-461, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Monte Carlo Backtesting Method," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 18, pages 463-474, World Scientific Publishing Co. Pte. Ltd..
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• Veronika Staňková, 2021. "Can Machine Learning Be Useful in Corporate Finance and Business Valuation? Overview of Current Research [Může být strojové učení užitečné ve financích podniku a jeho ocenění? Přehled současného vý," Oceňování, Prague University of Economics and Business, vol. 14(4), pages 53-66.
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• Gaetano Bua & Daniele Marazzina, 2021. "On the application of Wishart process to the pricing of equity derivatives: the multi-asset case," Computational Management Science, Springer, vol. 18(2), pages 149-176, June.
• Massimo Arnone & Michele Leonardo Bianchi & Anna Grazia Quaranta & Gian Luca Tassinari, 2021. "Catastrophic risks and the pricing of catastrophe equity put options," Computational Management Science, Springer, vol. 18(2), pages 213-237, June.
• Ludovic Goudenège & Andrea Molent & Antonino Zanette, 2021. "Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 57-72, June.
• Lennart Ante & André Meyer, 2021. "Cross-listings of blockchain-based tokens issued through initial coin offerings: Do liquidity and specific cryptocurrency exchanges matter?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 957-980, December.
• Paolo Angelis & Roberto Marchis & Mario Marino & Antonio Luciano Martire & Immacolata Oliva, 2021. "Betting on bitcoin: a profitable trading between directional and shielding strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 883-903, December.
• Sarah Mignot & Fabio Tramontana & Frank Westerhoff, 2021. "Speculative asset price dynamics and wealth taxes," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 641-667, December.
  • Mignot, Sarah & Tramontana, Fabio & Westerhoff, Frank H., 2021. "Speculative asset price dynamics and wealth taxes," BERG Working Paper Series 169, Bamberg University, Bamberg Economic Research Group.
• Roberto Dieci & Xue-Zhong He, 2021. "Cross-section instability in financial markets: impatience, extrapolation, and switching," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 727-754, December.
• Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 229-264, Springer.
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• Moh’d Al-Azzam & Christopher Parmeter, 2021. "Competition and microcredit interest rates: international evidence," Empirical Economics, Springer, vol. 60(2), pages 829-868, February.
• Giovanni Calice & Levent Kutlu & Ming Zeng, 2021. "Understanding US firm efficiency and its asset pricing implications," Empirical Economics, Springer, vol. 60(2), pages 803-827, February.
• Siwen Zhou, 2021. "Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach," Empirical Economics, Springer, vol. 60(2), pages 557-606, February.
• Walter Krämer, 2021. "Asymmetry in the distribution of daily stock returns," Empirical Economics, Springer, vol. 60(3), pages 1115-1125, March.
• Tong Fang & Zhi Su & Libo Yin, 2021. "Does the green inspiration effect matter for stock returns? Evidence from the Chinese stock market," Empirical Economics, Springer, vol. 60(5), pages 2155-2176, May.
• Serdar Neslihanoglu & Stelios Bekiros & John McColl & Duncan Lee, 2021. "Multivariate time-varying parameter modelling for stock markets," Empirical Economics, Springer, vol. 61(2), pages 947-972, August.
• Mohammadreza Tavakoli Baghdadabad & Girijasankar Mallik, 2021. "Market news co-moments and currency returns," Empirical Economics, Springer, vol. 61(4), pages 1819-1863, October.
• Kyriakos Drivas & Claire Economidou & Elena Ketteni & Konstantina Kottaridi, 2021. "Firms’ knowledge investment and market responses," Empirical Economics, Springer, vol. 61(5), pages 2363-2394, November.
• Yun Feng & Xin Li, 2021. "Does cross-shareholding lead to China's stock returns comovement? Evidence from a GMM-based spatial AR model," Empirical Economics, Springer, vol. 61(6), pages 3213-3237, December.
• Alan Beggs, 2021. "Afriat and arbitrage," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(2), pages 167-176, October.
• Wojciech Grabowski & Ewa Stawasz-Grabowska, 2021. "How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(1), pages 43-83, March.
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• Begüm Yurteri Kösedağlı & Gül Huyugüzel Kışla & A. Nazif Çatık, 2021. "The time-varying effects of oil prices on oil–gas stock returns of the fragile five countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-22, December.
• Özer Depren & Mustafa Tevfik Kartal & Serpil Kılıç Depren, 2021. "Recent innovation in benchmark rates (BMR): evidence from influential factors on Turkish Lira Overnight Reference Interest Rate with machine learning algorithms," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-20, December.
• Serdar Neslihanoglu, 2021. "Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-27, December.
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• Melisa Ozdamar & Levent Akdeniz & Ahmet Sensoy, 2021. "Lottery-like preferences and the MAX effect in the cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-27, December.
• Paolo Guasoni & Yuliya Mishura & Miklós Rásonyi, 2021. "High-frequency trading with fractional Brownian motion," Finance and Stochastics, Springer, vol. 25(2), pages 277-310, April.
• Martin Herdegen & Johannes Muhle-Karbe & Dylan Possamaï, 2021. "Equilibrium asset pricing with transaction costs," Finance and Stochastics, Springer, vol. 25(2), pages 231-275, April.
• Jan Obłój & Johannes Wiesel, 2021. "A unified framework for robust modelling of financial markets in discrete time," Finance and Stochastics, Springer, vol. 25(3), pages 427-468, July.
• Marcus C. Christiansen, 2021. "Time-dynamic evaluations under non-monotone information generated by marked point processes," Finance and Stochastics, Springer, vol. 25(3), pages 563-596, July.
• Peter Carr & Lorenzo Torricelli, 2021. "Additive logistic processes in option pricing," Finance and Stochastics, Springer, vol. 25(4), pages 689-724, October.
• Gianluca Cassese, 2021. "Complete and competitive financial markets in a complex world," Finance and Stochastics, Springer, vol. 25(4), pages 659-688, October.
  • Gianluca Cassese, 2020. "Complete and Competitive Financial Markets in a Complex World," Working Papers 435, University of Milano-Bicocca, Department of Economics, revised Mar 2020.
  • Gianluca Cassese, 2020. "Complete and competitive financial markets in a complex world," Papers 2003.01055, arXiv.org, revised Mar 2021.
• A. Balakrishnan & Nirakar Barik, 2021. "Do select macroeconomic factors drive momentum returns?," Future Business Journal, Springer, vol. 7(1), pages 1-12, December.
• Jose I. Alvarado & Lindsay C. Clark & Jose A. Gutierrez, 2021. "Stock performance subsequent to combinations in quarterly revenue surprise, earnings surprise, guidance, valuation, and report time," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 95-117, January.
• Joel R. Barber, 2021. "Empirical analysis of term structure shifts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 360-371, April.
• Petr Jakubik & Sibel Uguz, 2021. "Impact of green bond policies on insurers: evidence from the European equity market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 381-393, April.
  • Petr Jakubik & Sibel Uguz, 2019. "Impact of Green Bond Policies on Insurers: Evidence from the European Equity Market," EIOPA Financial Stability Report - Thematic Articles 14, EIOPA, Risks and Financial Stability Department.
• Yuanyuan (Catherine) Chen, 2021. "Empirical analysis of bitcoin price," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 692-715, October.
• Vladimir Kotomin, 2021. "The clientele effect around the turn of the year: evidence from the bond markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 637-653, October.
• Leonardo Bargigli, 2021. "A model of market making with heterogeneous speculators," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 1-28, January.
  • Leonardo Bargigli, 2019. "A Model of Market Making with Heterogeneous Speculators," Working Papers - Economics wp2019_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Nils Bertschinger & Iurii Mozzhorin, 2021. "Bayesian estimation and likelihood-based comparison of agent-based volatility models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 173-210, January.
• Arthur Beddock & Elyès Jouini, 2021. "Live fast, die young: equilibrium and survival in large economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 961-996, April.
• Qian Lin & Frank Riedel, 2021. "Optimal consumption and portfolio choice with ambiguous interest rates and volatility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 1189-1202, April.
• Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
• Sumon Kumar Bhaumik & Manisha Chakrabarty & Ali M. Kutan & Ekta Selarka, 2021. "How Effective are Stock Market Reforms in Emerging Market Economies? Evidence from a Panel VAR Model of the Indian Stock Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(4), pages 795-818, December.
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• Béatrice Séverac & José S. Fonseca, 2021. "Relative pricing of French Treasury inflation-linked and nominal bonds: an empirical approach using arbitrage strategies," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 20(3), pages 273-295, September.
• Omri Even-Tov & Naim Bugra Ozel, 2021. "What moves stock prices around credit rating changes?," Review of Accounting Studies, Springer, vol. 26(4), pages 1390-1427, December.
• Lisa Silge & Arnt Wöhrmann, 2021. "Market reaction to asymmetric cost behavior: the impact of long-term growth expectations," Review of Managerial Science, Springer, vol. 15(2), pages 309-347, February.
• Syed Mujahid Hussain & Sergey Osmekhin & Frédéric Délèze, 2021. "Short-term market efficiency indicator based on the waiting-time distribution," Review of Managerial Science, Springer, vol. 15(6), pages 1561-1572, August.
• Faisal M. Awwal & Prasad V. Bidarkota, 2021. "A state space framework for the residual income valuation model of stock prices," SN Business & Economics, Springer, vol. 1(4), pages 1-28, April.
• Dooruj Rambaccussing, 2021. "The price–rent ratio inequality in Scottish Cities: fluctuations in discount rates and expected rent growth," SN Business & Economics, Springer, vol. 1(9), pages 1-15, September.
• Javier Ojea-Ferreiro, 2021. "Deconstructing Systemic Risk: A Reverse Stress Testing Approach," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 369-375, Springer.
  • Javier Ojea-Ferreiro, 2021. "Deconstructing systemic risk: A reverse stress testing approach," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Han-Ching Huang & Chien-Sheng Wen, 2021. "The Performance of Trading Strategies Based on Deviations from Put-Call Parity of Stock Options," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 11(2), pages 1-3.
• Michele Anelli & Michele Patanè & Mario Toscano & Alessio Gioia, 2021. "The Evolution of the Lead-lag Markets in the Price Discovery Process of the Sovereign Credit Risk: the Case of Italy," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(2), pages 1-7.
• Martin Hillebrand & Marko Mravlak & Peter Schwendner, 2021. "Investor demand in syndicated bond issuances: stylised facts," Working Papers 50, European Stability Mechanism, revised 23 Dec 2021.
• Martin Cesnak & Jan Klacso, 2021. "Assessing real estate prices in Slovakia - a structural approach," Working and Discussion Papers WP 3/2021, Research Department, National Bank of Slovakia.
• Pavel Ciaian & d’Artis Kancs & Miroslava Rajcaniova, 2021. "The economic dependency of bitcoin security," Applied Economics, Taylor & Francis Journals, vol. 53(49), pages 5738-5755, October.
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  • Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021. "The Economic Dependency of the Bitcoin Security," EERI Research Paper Series EERI RP 2021/01, Economics and Econometrics Research Institute (EERI), Brussels.
• Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle, 2021. "Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies," The European Journal of Finance, Taylor & Francis Journals, vol. 27(1-2), pages 8-30, January.
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• Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021. "Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes," The European Journal of Finance, Taylor & Francis Journals, vol. 27(18), pages 1804-1833, December.
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• Roman Frydman & Nicholas Mangee & Josh Stillwagon, 2021. "How Market Sentiment Drives Forecasts of Stock Returns," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(4), pages 351-367, October.
  • Roman Frydman & Nicholas Mangee & Josh Stillwagon, 2020. "How Market Sentiment Drives Forecasts of Stock Returns," Working Papers Series inetwp115, Institute for New Economic Thinking.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021. "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1054-1065, October.
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  • Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers) 1296, Bank of Italy, Economic Research and International Relations Area.
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• Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2021. "The frequency of one-day abnormal returns and price fluctuations in the forex," Journal of Applied Economics, Taylor & Francis Journals, vol. 24(1), pages 401-415, January.
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• Doruk Kucuksarac & Abdullah Kazdal & Halil Ibrahim Korkmaz & Yigit Onay, 2021. "A measure of Turkey's sovereign and banking sector credit risk: Asset swap spreads," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 21(1), pages 49-57.
  • Abdullah Kazdal & Halil Ibrahim Korkmaz & Doruk Kucuksarac & Yigit Onay, 2020. "A Measure of Turkey's Sovereign and Banking Sector Credit Risk: Asset Swap Spreads," Working Papers 2007, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Doruk Kucuksarac & Abdullah Kazdal & Halil Ibrahim Korkmaz & Yigit Onay, 2021. "A measure of Turkey's sovereign and banking sector credit risk: Asset swap spreads," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 21(2), pages 49-57.
  • Abdullah Kazdal & Halil Ibrahim Korkmaz & Doruk Kucuksarac & Yigit Onay, 2020. "A Measure of Turkey's Sovereign and Banking Sector Credit Risk: Asset Swap Spreads," Working Papers 2007, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Oğuzhan Çepni & Selçuk Gül & Muhammed Hasan Yılmaz & Brian Lucey, 2021. "The impact of oil price shocks on Turkish sovereign yield curve," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(9), pages 2258-2277, February.
  • Oguzhan Cepni & Selcuk Gul & Muhammed Hasan Yilmaz & Brian Lucey, 2021. "The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve," Working Papers 2104, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Junko Koeda & Yosuke Kimura, 2021. "Government Debt Maturity in Japan: 1965 to the Present," Working Papers 2103, Waseda University, Faculty of Political Science and Economics.
  • Junko Koeda & Yosuke Kimura, 2021. "Government Debt Maturity in Japan: 1965 to the Present," Working Papers e163, Tokyo Center for Economic Research.
• Miao, Jianjun & Wu, Jieran & Young, Eric R., 2021. "Macro-financial volatility under dispersed information," Theoretical Economics, Econometric Society, vol. 16(1), January.
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• Roman Frydman & Nicholas Mangee, 2021. "Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic," JRFM, MDPI, vol. 14(11), pages 1-13, November.
  • Roman Frydman & Nicholas Mangee, 2021. "Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic," Working Papers Series inetwp164, Institute for New Economic Thinking.
• Roman Frydman & Soren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2021. "Asset Prices Under Knightian Uncertainty," Working Papers Series inetwp172, Institute for New Economic Thinking.
• Terri van der Zwan & Erik Hennink & Patrick Tuijp, 2021. "Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies," Tinbergen Institute Discussion Papers 21-062/III, Tinbergen Institute.
• Teulings, Coen & Lange, Rutger-Jan, 2021. "The option value of vacant land: Don't build when demand for housing is booming," CEPR Discussion Papers 16023, C.E.P.R. Discussion Papers.
  • Rutger-Jan Lange & Coen N. Teulings, 2021. "The option value of vacant land: Don't build when demand for housing is booming," Tinbergen Institute Discussion Papers 21-022/IV, Tinbergen Institute.
• van Wijnbergen, Sweder, 2022. "Lockdowns as options," Economics Letters, Elsevier, vol. 214(C).
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• van Buggenum, Hugo, 2023. "Coexistence of money and interest-bearing bonds," Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
  • van Buggenum, Hugo, 2021. "Coexistence of Money and Interest-Bearing Bonds," Discussion Paper 2021-019, Tilburg University, Center for Economic Research.
• Julien Pénasse & Luc Renneboog & José A Scheinkman & Stijn Van Nieuwerburgh, 2021. "When a Master Dies: Speculation and Asset Float [Optimal financial crises]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3840-3879.
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  • Penasse, J.N.G. & Renneboog, Luc & Scheinkman, Jose, 2021. "When a master dies : Speculation and asset float," Other publications TiSEM a3595ed2-e69d-4bb2-9320-7, Tilburg University, School of Economics and Management.
  • Penasse, Julien & Renneboog, Luc & Scheinkman, Jose, 2020. "When a Master Dies : Speculation and Asset Float," Other publications TiSEM 33ff63e3-8842-44c7-92f5-6, Tilburg University, School of Economics and Management.
  • Julien Pénasse & Luc Renneboog & José A. Scheinkman, 2020. "When a Master Dies: Speculation and Asset Float," NBER Working Papers 26831, National Bureau of Economic Research, Inc.
• Sonia Di TOMASO & Denis Marco MONTAGNA & Antonio AMENDOLA, 2021. "Stock Returns and Cash Flows: A New Asset Pricing Approach," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 5(2), pages 85-120.
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• Yen-Sheng Lee & Yi-Heng Tseng, 2021. "Do Firm Characteristics Affect Price Discovery? Evidence From Chinese Cross-Listed Stocks," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 19(2), pages 3-14, November.
• Tomás Caravello & Turalay Kenc & Martín Sola, 2021. "Risk Aversion and Changes in Regime," Department of Economics Working Papers 2021_08, Universidad Torcuato Di Tella.
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• Keh, Chia-Guan & Tan, Yan-Teng, 2021. "COVID 19: The Impact of Government Policy Responses on Economic Activity and Stock Market Performance in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(1), pages 123-133.
• Martin M. Andreasen, 2021. "The New Keynesian Model and Bond Yields," CREATES Research Papers 2021-01, Department of Economics and Business Economics, Aarhus University.
• Stefano Grassi & Francesco Violante, 2021. "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," Working Papers 2021-05, Center for Research in Economics and Statistics.
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  • Bent Jesper Christensen & Mads Markvart Kjær & Bezirgen Veliyev, 2021. "The incremental information in the yield curve about future interest rate risk," CREATES Research Papers 2021-11, Department of Economics and Business Economics, Aarhus University.
• Salman Huseynov, 2021. "Long and short memory in dynamic term structure models," CREATES Research Papers 2021-15, Department of Economics and Business Economics, Aarhus University.
• Ahmed Mohamed Hassan Alnagar & Anwar Hasan Abdullah Othman & Azman Mohd. Noor & Habeebullah Zakariyah, 2021. "Pricing Mechanism and Yield Curve for Sukuk Issuances in Saudi Arabia آلية التسعير ومنحنى العائد لإصدارات الصكوك في المملكة العربية السعودية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 34(3), pages 3-28, October.
• Aysel Gündoğdu, 2021. "Weather Anomaly: Panel Data Analysis," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 36(116), pages 143-154, October.
• Aslı Aybars & Mehtap Öner & Emre Zehir, 2021. "Corporate Governance and Portfolio Performance: Evidence From BRICS Countries," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 36(116), pages 57-72, October.
• Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2021. "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," American Economic Review, American Economic Association, vol. 111(11), pages 3575-3610, November.
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• Adefemi A. Obalade & Tsepang Moeti & Vijen Moodley & Yusuf Randeree & Paul-Francois Muzindutsi, 2021. "Interlinkages and Diversification Opportunities Among Emerging Bond Markets: BRIC and BRICS Comparison," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 131-149, Emerald Group Publishing Limited.
• Yang Zhao & Zhonglu Chen, 2021. "Forecasting stock price movement: new evidence from a novel hybrid deep learning model," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 29(2), pages 91-104, August.
• Yi Xuan Lim & Consilz Tan, 2021. "Do negative events really have deteriorating effects on stock performance? A comparative study on Tesla (US) and Nio (China)," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 29(2), pages 105-119, December.
• Luis Berggrun & Emilio Cardona & Edmundo Lizarzaburu, 2021. "Deviations from fundamental value and future closed-end country fund returns," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 26(52), pages 222-236, August.
• Huong Le & Andros Gregoriou, 2021. "Liquidity and asset pricing: evidence from a new free-float-adjusted price impact ratio," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(4), pages 751-771, June.
• Asif M. Ruman, 2021. "Stock market implications of Fed's balance sheet size," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(2), pages 259-273, February.
• Tobias Kellner & Dominik Maltritz, 2021. "A broad analysis of short-term overreactions in the market for cryptocurrencies," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(8), pages 1585-1608, December.
• Jinan Liu & Apostolos Serletis, 2021. "The complex relationship between inflation and equity returns," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(1), pages 159-184, January.
• Saji Thazhungal Govindan Nair, 2021. "Price extremes and asymmetric dependence structures in stock returns: the emerging market evidence," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(8), pages 1502-1523, December.
• Serkan Karadas & Minh Tam Tammy Schlosky & Joshua C. Hall, 2021. "Aggregate congressional trading and stock market returns," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(2), pages 172-186, June.
• Mariya Gubareva, 2021. "Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(6), pages 686-697, May.
• Serkan Karadas & Minh Tam Tammy Schlosky & Joshua C. Hall, 2021. "Aggregate congressional trading and stock market returns," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 14(2), pages 172-186, June.
• Mariya Gubareva, 2021. "Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(6), pages 686-697, May.
• Suriani Suriani & M. Shabri Abd. Majid & Raja Masbar & Nazaruddin A. Wahid & Abdul Ghafar Ismail, 2021. "Sukuk and monetary policy transmission in Indonesia: the role of asset price and exchange rate channels," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 12(7), pages 1015-1035, August.
• Nino Martin Paulus & Marina Koelbl & Wolfgang Schaefers, 2021. "Can textual analysis solve the underpricing puzzle? A US REIT study," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 40(6), pages 548-570, November.
• Nino Martin Paulus & Marina Koelbl & Wolfgang Schaefers, 2021. "Can textual analysis solve the underpricing puzzle? A US REIT study," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 40(6), pages 548-570, November.
• Rangga Handika, 2021. "Contagions in interconnected power markets," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(3/4), pages 296-311, October.
• Yann Ferrat & Frédéric Daty & Radu Burlacu, 2021. "Short- and long-term effects of responsible investment growth on equity returns," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(1), pages 1-13, December.
• Rangga Handika, 2021. "Contagions in interconnected power markets," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(3/4), pages 296-311, October.
• Yann Ferrat & Frédéric Daty & Radu Burlacu, 2021. "Short- and long-term effects of responsible investment growth on equity returns," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(1), pages 1-13, December.
• Ayesha Anwar & Rasidah Mohd-Rashid & Norliza Che Yahya & Chui Zi Ong, 2021. "Do sponsors and democratic government influence the flipping activity of Pakistan IPO? Evidence from developing market," Management Research Review, Emerald Group Publishing Limited, vol. 45(7), pages 882-896, October.
• Ayesha Anwar & Rasidah Mohd-Rashid & Norliza Che Yahya & Chui Zi Ong, 2021. "Do sponsors and democratic government influence the flipping activity of Pakistan IPO? Evidence from developing market," Management Research Review, Emerald Group Publishing Limited, vol. 45(7), pages 882-896, October.
• Xiang Gao & Jiahao Gu & Yingchao Zhang, 2021. "Option informativeness before earnings announcements and under real activity manipulation," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 33(3), pages 361-375, May.
• Eda Orhun, 2021. "The impact of COVID-19 global health crisis on stock markets and understanding the cross-country effects," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 33(1), pages 142-159, January.
• Ayesha Anwar & Rasidah Mohd-Rashid, 2021. "Moderating effect of investor demand: privatized IPOs and flipping activity in the Pakistan IPO market," Pacific Accounting Review, Emerald Group Publishing Limited, vol. 33(3), pages 347-360, June.
• Asgar Ali & Hajam Abid Bashir, 2021. "Bibliometric study on asset pricing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 14(3), pages 433-460, October.
• Ying Zhang & Xing Lu & Wikrom Prombutr, 2021. "The asymmetric online talk effect," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(2), pages 157-182, February.
• Bei Chen & Quan Gan, 2021. "Measuring gambling activity in options market," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(3), pages 345-378, March.
• Jennifer Brodmann & Phuvadon Wuthisatian & Rama K. Malladi, 2021. "The liquidity, performance and investor preference of socially responsible investments," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(2), pages 224-239, December.
• Wendy Kesuma & Irwan Adi Ekaputra & Dony Abdul Chalid, 2021. "Individual investor attention to stock split and the disposition effect," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(5), pages 701-717, May.
• Mohammed Mohammed Elgammal & Fatma Ehab Ahmed & David Gordon McMillan, 2021. "The predictive ability of stock market factors," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(1), pages 111-124, October.
• Antonio Focacci, 2021. "Have institutional investors stocks portfolio strategies affected oil prices in a financialization context?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(5), pages 1007-1039, June.
• Ali Yavuz Polat & Ahmet Faruk Aysan & Hasan Tekin & Ahmet Semih Tunali, 2021. "Bitcoin-specific fear sentiment matters in the COVID-19 outbreak," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(1), pages 98-110, September.
• Szymon Stereńczak, 2021. "Conditional stock liquidity premium: is Warsaw stock exchange different?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(1), pages 67-85, January.
• Florin Aliu & Ujkan Bajra & Naim Preniqi, 2021. "Analysis of diversification benefits for cryptocurrency portfolios before and during the COVID-19 pandemic," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(3), pages 444-457, September.
• Sowmya Subramaniam, 2021. "Geopolitical uncertainty and sovereign bond yields of BRICS economies," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(2), pages 311-330, November.
• Khandokar Istiak, 2021. "Broker-dealer leverage volatility and the US stock prices," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(1), pages 1-19, July.
• Ramiro Bautista Espinosa & Diana Terrazas Santamaría, 2021. "La viabilidad de invertir en almacenamiento de energía solar en México: un enfoque de opciones reales," Serie documentos de trabajo del Centro de Estudios Económicos 2021-09, El Colegio de México, Centro de Estudios Económicos.
• Domingo Rodríguez Benavides & Francisco López Herrera & Armando Sánchez Vargas, 2021. "Rendimientos en el mercado accionario mexicano y los choques del precio internacional del petróleo/Returns in the Mexican stock market and the shocks of the international oil price," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 36(2), pages 399-428.
• Neda Assadollahzadehjafari & Bahar Hafezi & Seyed Mohsen Khalifehsoltani, 2021. "Evaluation of the Effect of Asset Market Fluctuations on the Financial Crisis of the Economy: An Application of Markov Switching," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 191-203.
• Sylwia Frydrych, 2021. "Credit Ratings of Issuers of Green Debt Instruments," European Research Studies Journal, European Research Studies Journal, vol. 0(4 - Part ), pages 172-179.
• Magdalena Mikolajek-Gocejna, 2021. "Estimation, Instability, and Non-Stationarity of Beta Coefficients for Twenty-four Emerging Markets in 2005-2021," European Research Studies Journal, European Research Studies Journal, vol. 0(4 - Part ), pages 370-395.
• Sylwia Frydrych, 2021. "Credit Ratings of Issuers of Green Debt Instruments," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 172-179.
• Magdalena Mikolajek-Gocejna, 2021. "Estimation, Instability, and Non-Stationarity of Beta Coefficients for Twenty-four Emerging Markets in 2005-2021," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 370-395.
• Edyta Mioduchowska-Jaroszewicz, 2021. "An Analysis of External Cash Flows of Capital Groups," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 325-340.
• Edyta Mioduchowska-Jaroszewicz, 2021. "An Analysis of External Cash Flows of Capital Groups," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 325-340.
• Julia Anna Bingler & Chiara Colesanti Senni & Pierre Monnin, 2021. "Climate Transition Risk Metrics: Understanding Convergence and Divergence across Firms and Providers," CER-ETH Economics working paper series 21/363, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
• Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2024. "Sustainability and credit spreads in Japan," International Review of Financial Analysis, Elsevier, vol. 91(C).
  • Tatsuyoshi Okimoto & Sumiko Takaoka, 2024. "Sustainability and Credit Spreads in Japan," Springer Books, in: Sumiko Takaoka (ed.), Environmental Technology Innovation and ESG Investment, pages 11-38, Springer.
  • Tatsuyoshi OKIMOTO & Sumiko TAKAOKA, 2021. "Sustainability and Credit Spreads in Japan," Discussion papers 21052, Research Institute of Economy, Trade and Industry (RIETI).
  • Tatsuyoshi Okimoto & Sumiko Takaoka, 2023. "Sustainability and Credit Spreads in Japan," CAMA Working Papers 2023-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Aono, Kohei & Okimoto, Tatsuyoshi, 2023. "When does the Japan Empowering Women Index outperform its parent and the ESG Select Leaders Indexes?," International Review of Financial Analysis, Elsevier, vol. 85(C).
  • Kohei AONO & Tatsuyoshi OKIMOTO, 2021. "When Does the Japan Empowering Women Index Outperform Its Parent and the ESG Select Leaders Indexes?," Discussion papers 21053, Research Institute of Economy, Trade and Industry (RIETI).
• Suela Ibraimllari, 2017. "Partocracy or Democracy: A Popperian Perspective of Democracy in Albania," European Journal of Multidisciplinary Studies Articles, Revistia Research and Publishing, vol. 2, ejms_v2_i.
• Clain-Chamosset-Yvrard, Lise & Raurich, Xavier & Seegmuller, Thomas, 2024. "Entrepreneurship, growth and productivity with bubbles," Journal of Macroeconomics, Elsevier, vol. 81(C).
  • Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2021. "Entrepreneurship, growth and productivity with bubbles," Working Papers halshs-03134474, HAL.
  • Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2024. "Entrepreneurship, growth and productivity with bubbles," Post-Print hal-04718292, HAL.
  • Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2021. "Entrepreneurship, growth and productivity with bubbles," UB School of Economics Working Papers 2021/407, University of Barcelona School of Economics.
• Blazej Kochanski, 2021. "A Simulation Model for Risk and Pricing Competition in the Retail Lending Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(2), pages 96-118, October.
• Kwaku Boafo Baidoo, 2021. "Asymmetric Effects of Long and Short Selling Positions: Evidence from US Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(4), pages 306-322, December.
• Jaromír Baxa & Michal Paulus, 2024. "Exchange rate misalignments, growth, and institutions," Empirical Economics, Springer, vol. 67(4), pages 1705-1799, October.
  • Jaromir Baxa & Michal Paulus, 2020. "Exchange Rate Misalignments, Growth, and Institutions," Working Papers IES 2020/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2020.
• Lenka Nechvatalova, 2024. "Multi-Horizon Equity Returns Predictability via Machine Learning," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(2), pages 142-190, May.
  • Lenka Nechvatalova, 2021. "Multi-Horizon Equity Returns Predictability via Machine Learning," Working Papers IES 2021/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2021.
• Jozef Barunik & Josef Kurka, 2021. "Frequency-Dependent Higher Moment Risks," Working Papers IES 2021/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2021.
• Petr Jakubik & Saida Teleu, 2021. "Impact of EU-wide Insurance Stress Tests on Equity Prices and Systemic Risk," Working Papers IES 2021/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2021.
• Makram El-Shagi, 2021. "Political Uncertainty: A High Frequency Approach," CFDS Discussion Paper Series 2021/03, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
• Nan Li & Yuhong Zhu, 2021. "The Impact of COVID-19 on Stock Market in China," Frontiers of Economics in China, IAR, Shanghai University of Finance and Economics, vol. 16(4), pages 714-743, December.
• Gollier, Christian, 2021. "The Welfare Cost of Ignoring the Beta," FEEM Working Papers 309916, Fondazione Eni Enrico Mattei (FEEM).
  • Christian Gollier, 2021. "The Welfare Cost of Ignoring the Beta," Working Papers 2021.03, Fondazione Eni Enrico Mattei.
  • Gollier, Christian, 2021. "The welfare cost of ignoring the beta," CEPR Discussion Papers 16007, C.E.P.R. Discussion Papers.
• Davide Bazzana & Michele Colturato & Roberto Savona, 2021. "Learning about Unprecedented Events: Agent-Based Modelling and the Stock Market Impact of COVID-19," Working Papers 2021.26, Fondazione Eni Enrico Mattei.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "The Term Structure of the Excess Bond Premium: Measures and Implications," Policy Hub* 2021-12, Federal Reserve Bank of Atlanta.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "The Term Structure of the Excess Bond Premium: Measures and Implications," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2021(12), September.
• Fernández-Villaverde, Jesús & Mandelman, Federico & Yu, Yang & Zanetti, Francesco, 2021. "The “Matthew effect” and market concentration: Search complementarities and monopsony power," Journal of Monetary Economics, Elsevier, vol. 121(C), pages 62-90.
  • Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021. "The “Matthew effect†and market concentration: Search complementarities and monopsony power," CAMA Working Papers 2021-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Jesús Fernández-Villaverde & Federico S. Mandelman & Yang Yu & Francesco Zanetti, 2021. "The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power," FRB Atlanta Working Paper 2021-4, Federal Reserve Bank of Atlanta.
  • Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021. "The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power," BCAM Working Papers 2103, Birkbeck Centre for Applied Macroeconomics.
  • Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021. "The “Matthew Effect” and Market Concentration: Search Complementarities and Monopsony Power," NBER Working Papers 28495, National Bureau of Economic Research, Inc.
  • Fernández-Villaverde, Jesús & Mandelman, Federico & Zanetti, Francesco & Yu, Yang, 2021. "The ``Matthew Effect'' and Market Concentration: Search Complementarities and Monopsony Power," CEPR Discussion Papers 15788, C.E.P.R. Discussion Papers.
  • Jesús Fernández-Villaverde & Federico Mandelman & Yu Yang & Francesco Zanetti, 2021. "The "Matthew Effect" and Market Concentration: Search Complementarities and Monopsony Power," CESifo Working Paper Series 8897, CESifo.
  • Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021. "The “Matthew Effect” and Market Concentration: Search Complementarities and Monopsony Power," Discussion Papers 2105, Centre for Macroeconomics (CFM).
  • Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021. "The “Matthew Effect” and Market Concentration:Search Complementarities and Monopsony Power," Economics Series Working Papers 932, University of Oxford, Department of Economics.
• Bin Wei, 2021. "Ambiguity, Long-Run Risks, and Asset Prices," FRB Atlanta Working Paper 2021-21, Federal Reserve Bank of Atlanta.
• Rubio-Ramírez, Juan Francisco & Petrella, Ivan & Antolin-Diaz, Juan, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," CEPR Discussion Papers 16613, C.E.P.R. Discussion Papers.
  • Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper 2021-25, Federal Reserve Bank of Atlanta.
  • Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez, 2021. "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," Working Papers 2021-14, FEDEA.
• Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022. "Sovereign risk and financial risk," Journal of International Economics, Elsevier, vol. 136(C).
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
  • Vivian Yue, 2012. "Sovereign Risk and Financial Risk," 2012 Meeting Papers 318, Society for Economic Dynamics.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 27, Federal Reserve Bank of Atlanta.
  • Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2021. "Sovereign Risk and Financial Risk," CEPR Discussion Papers 16750, C.E.P.R. Discussion Papers.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," NBER Working Papers 29501, National Bureau of Economic Research, Inc.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 2021-27, Federal Reserve Bank of Atlanta.
  • Vivian Yue & Egon Zakrajsek & Simon Gilchrist, 2013. "Sovereign Risk and Financial Risk," 2013 Meeting Papers 289, Society for Economic Dynamics.
• Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022. "Sovereign risk and financial risk," Journal of International Economics, Elsevier, vol. 136(C).
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
  • Vivian Yue, 2012. "Sovereign Risk and Financial Risk," 2012 Meeting Papers 318, Society for Economic Dynamics.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 2021-27, Federal Reserve Bank of Atlanta.
  • Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2021. "Sovereign Risk and Financial Risk," CEPR Discussion Papers 16750, C.E.P.R. Discussion Papers.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," NBER Working Papers 29501, National Bureau of Economic Research, Inc.
  • Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021. "Sovereign Risk and Financial Risk," FRB Atlanta Working Paper 27, Federal Reserve Bank of Atlanta.
  • Vivian Yue & Egon Zakrajsek & Simon Gilchrist, 2013. "Sovereign Risk and Financial Risk," 2013 Meeting Papers 289, Society for Economic Dynamics.
• Pierlauro Lopez, 2021. "Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?," Working Papers 21-16R, Federal Reserve Bank of Cleveland, revised 16 May 2023.
• Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu, 2021. "Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico," Staff Reports 961, Federal Reserve Bank of New York.
  • Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu, 2021. "Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico," Working Paper Series 2021-08, Federal Reserve Bank of San Francisco.
• Christensen, Jens H.E. & Lopez, Jose A. & Mussche, Paul L., 2024. "International evidence on extending sovereign debt maturities," Journal of International Money and Finance, Elsevier, vol. 141(C).
  • Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2021. "International Evidence on Extending Sovereign Debt Maturities," Working Paper Series 2021-19, Federal Reserve Bank of San Francisco.
• Mathias S. Kruttli & Brigitte Roth Tran & Sumudu W. Watugala, 2019. "Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics," Finance and Economics Discussion Series 2019-054, Board of Governors of the Federal Reserve System (U.S.).
  • Mathias S. Kruttli & Brigitte Roth Tran & Sumudu W. Watugala, 2021. "Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics," Working Paper Series 2021-23, Federal Reserve Bank of San Francisco.
• Christensen, Jens H.E. & Spiegel, Mark M., 2023. "Central bank credibility during COVID-19: Evidence from Japan," Journal of International Money and Finance, Elsevier, vol. 131(C).
  • Jens H. E. Christensen & Mark M. Spiegel, 2021. "Central Bank Credibility During COVID-19: Evidence from Japan," Working Paper Series 2021-24, Federal Reserve Bank of San Francisco.
• Don H. Kim & Marcelo Ochoa, 2021. "International Yield Spillovers," Finance and Economics Discussion Series 2021-001, Board of Governors of the Federal Reserve System (U.S.).
• Michael Smolyansky & Gustavo A. Suarez, 2021. "Non-monetary news in Fed announcements: Evidence from the corporate bond market," Finance and Economics Discussion Series 2021-010r1, Board of Governors of the Federal Reserve System (U.S.), revised 31 Jan 2025.
  • Michael Smolyansky & Gustavo A. Suarez, 2025. "Non-monetary news in Fed announcements: Evidence from the corporate bond market," Finance and Economics Discussion Series 2021-010r1, Board of Governors of the Federal Reserve System (U.S.).
• Christopher Anderson, 2021. "Consumption-Based Asset Pricing When Consumers Make Mistakes," Finance and Economics Discussion Series 2021-015, Board of Governors of the Federal Reserve System (U.S.).
• Sandro Lunghi & Daniel Schmidt & Bastian von Beschwitz, 2021. "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," Finance and Economics Discussion Series 2021-022, Board of Governors of the Federal Reserve System (U.S.).
• Alex Aronovich & Andrew C. Meldrum, 2021. "High-Frequency Estimates of the Natural Real Rate and Inflation Expectations," Finance and Economics Discussion Series 2021-034, Board of Governors of the Federal Reserve System (U.S.).
• Kyle Dempsey & Felicia Ionescu, 2021. "Lending Standards and Borrowing Premia in Unsecured Credit Markets," Finance and Economics Discussion Series 2021-039, Board of Governors of the Federal Reserve System (U.S.).
• Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021. "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," NBER Working Papers 29195, National Bureau of Economic Research, Inc.
  • Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021. "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," Finance and Economics Discussion Series 2021-063, Board of Governors of the Federal Reserve System (U.S.).

2020

• Bae, Kyounghun & Kim, Daejin, 2020. "Liquidity risk and exchange-traded fund returns, variances, and tracking errors," Journal of Financial Economics, Elsevier, vol. 138(1), pages 222-253.
• Bretscher, Lorenzo & Hsu, Alex & Tamoni, Andrea, 2020. "Fiscal policy driven bond risk premia," Journal of Financial Economics, Elsevier, vol. 138(1), pages 53-73.
• Branikas, Ioannis & Hong, Harrison & Xu, Jiangmin, 2020. "Location choice, portfolio choice," Journal of Financial Economics, Elsevier, vol. 138(1), pages 74-94.
• Cederburg, Scott & O’Doherty, Michael S. & Wang, Feifei & Yan, Xuemin (Sterling), 2020. "On the performance of volatility-managed portfolios," Journal of Financial Economics, Elsevier, vol. 138(1), pages 95-117.
• Chen, Yong & Kelly, Bryan & Wu, Wei, 2020. "Sophisticated investors and market efficiency: Evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 138(2), pages 316-341.
• Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios, 2020. "The term structure and inflation uncertainty," Journal of Financial Economics, Elsevier, vol. 138(2), pages 388-414.
  • Tomas Breach & Stefania D'Amico & Athanasios Orphanides, 2016. "The Term Structure and Inflation Uncertainty," Working Paper Series WP-2016-22, Federal Reserve Bank of Chicago.
  • Orphanides, Athanasios & Breach, Tomas & D'Amico, Stefania, 2016. "The Term Structure and Inflation Uncertainty," CEPR Discussion Papers 11730, C.E.P.R. Discussion Papers.
• Choi, Jaewon & Hoseinzade, Saeid & Shin, Sean Seunghun & Tehranian, Hassan, 2020. "Corporate bond mutual funds and asset fire sales," Journal of Financial Economics, Elsevier, vol. 138(2), pages 432-457.
• Banerjee, Snehal & Breon-Drish, Bradyn, 2020. "Strategic trading and unobservable information acquisition," Journal of Financial Economics, Elsevier, vol. 138(2), pages 458-482.
• Liao, Gordon Y., 2020. "Credit migration and covered interest rate parity," Journal of Financial Economics, Elsevier, vol. 138(2), pages 504-525.
  • Gordon Y. Liao, 2016. "Credit Migration and Covered Interest Rate Parity," Working Paper 468601, Harvard University OpenScholar.
  • Gordon Y. Liao, 2019. "Credit Migration and Covered Interest Rate Parity," International Finance Discussion Papers 1255, Board of Governors of the Federal Reserve System (U.S.).
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• Jules H. van Binsbergen, 2020. "Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility," NBER Working Papers 27367, National Bureau of Economic Research, Inc.
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• Itay Goldstein & Shijie Yang & Luo Zuo, 2020. "The Real Effects of Modern Information Technologies: Evidence from the EDGAR Implementation," NBER Working Papers 27529, National Bureau of Economic Research, Inc.
• Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0. "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 791-833.
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• Robin Greenwood & Samuel G. Hanson & Jeremy C. Stein & Adi Sunderam, 2020. "A Quantity-Driven Theory of Term Premia and Exchange Rates," NBER Working Papers 27615, National Bureau of Economic Research, Inc.
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• Erol Akçay & David Hirshleifer, 2021. "Social finance as cultural evolution, transmission bias, and market dynamics," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(26), pages 2015568118-, June.
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• Caio Vigo Pereira & Marcio Laurini, 2020. "Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202014, University of Kansas, Department of Economics, revised Sep 2020.
• Fukang Zhu & Mengya Liu & Shiqing Ling & Zongwu Cai, 2020. "Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202021, University of Kansas, Department of Economics, revised Dec 2020.
• Riccardo Brignone & Carlo Sgarra, 2020. "Asian options pricing in Hawkes-type jump-diffusion models," Annals of Finance, Springer, vol. 16(1), pages 101-119, March.
• J. Lars Kirkby & Duy Nguyen, 2020. "Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models," Annals of Finance, Springer, vol. 16(3), pages 307-351, September.
• David Schröder, 2020. "The role of market efficiency on implied cost of capital estimates: an international perspective," Annals of Finance, Springer, vol. 16(4), pages 463-499, December.
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• Lanlan Luo & Shou Chen & Ziran Zou, 2020. "Determining the Generalized Discount Rate for Risky Projects," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 77(1), pages 143-158, September.
• Eric M. Aldrich & Kristian López Vargas, 2020. "Experiments in high-frequency trading: comparing two market institutions," Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 322-352, June.
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• Patrick Hable & Patrick Launhardt, 2020. "Aggregate insider trading and the prediction of corporate credit spread changes," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(1), pages 1-31, March.
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• Elena Valentina ȚILICĂ & Radu CIOBANU, 2020. "The Time Value of Money," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 1(6), pages 38-42, June.
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• Serkan Ünal, 2020. "Covid-19 Salgınında Borsa İstanbul Şirketlerinin Fiyatlamalarının Etkinliği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 5(SI), pages 13-31.
• Gianluca Piero Maria Virgilio, 2020. "You Need Three Butterflies to Cause a Hurricane," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 67(1), pages 139-155, March.
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• DAS, PIYALI & Ghate, Chetan, 2020. "Public Debt in India: A Security Level Analysis," MPRA Paper 103746, University Library of Munich, Germany.
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• Sara Cecchetti, 2020. "An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?," Temi di discussione (Economic working papers) 1271, Bank of Italy, Economic Research and International Relations Area.
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• Samir Kadiric, 2020. "The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit," EIIW Discussion paper disbei271, Universitätsbibliothek Wuppertal, University Library.
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• Ahmed, M. F. & Gao, Y. & Satchell, S., 2020. "Modelling Demand for ESG," Cambridge Working Papers in Economics 2093, Faculty of Economics, University of Cambridge.
• Ricardo Branco & João Pinto & Ricardo Ribeiro, 2020. "The Pricing of Bank Bonds, Sovereign Credit Risk and ECB's Asset Purchase Programmes," Working Papers de Economia (Economics Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
• Fiedor, Pawel & Katsoulis, Petros, 2020. "Information and liquidity linkages in EFTs and underlying markets," Research Technical Papers 08/RT/20, Central Bank of Ireland.
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• Sanghyun Hong, 2020. "Transactions Costs and the Equity Premium Puzzle," Working Papers in Economics 20/16, University of Canterbury, Department of Economics and Finance.
• Moritz Wagner & Xiaopeng Wei, 2020. "Cum-Ex Trading – The Biggest Fraud in History?," Working Papers in Economics 20/19, University of Canterbury, Department of Economics and Finance.
• Marfè, Roberto & Pénasse, Julien, 2024. "Measuring macroeconomic tail risk," Journal of Financial Economics, Elsevier, vol. 156(C).
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• Michael Hasler & Mariana Khapko & Roberto Marfè, 2020. "Rational Learning and the Term Structures of Value and Growth Risk Premia," Carlo Alberto Notebooks 622, Collegio Carlo Alberto.
• Matthijs Breugem & Raffaele Corvino & Roberto Marfè & Lorenzo Schönleber, 2020. "Pandemic Tail Risk," Carlo Alberto Notebooks 623, Collegio Carlo Alberto.
• Matthijs Breugem & Stefano Colonello & Roberto Marfè & Francesca Zucchi, 2020. "Dynamic Equity Slope," Working Papers 2020:21, Department of Economics, University of Venice "Ca' Foscari".
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• Matthijs Breugem & Roberto Marfè & Francesca Zucchi, 2020. "Corporate Policies and the Term Structure of Risk," Carlo Alberto Notebooks 627, Collegio Carlo Alberto.
• Ricardo Schefer, 2020. "Sovereign Bond Spreads and Credit Sensitivity," CEMA Working Papers: Serie Documentos de Trabajo. 758, Universidad del CEMA.
• José P. Dapena & Ricardo Schefer, 2020. "Common myths on yield to maturity in bonds or IRR in corporate finance," CEMA Working Papers: Serie Documentos de Trabajo. 764, Universidad del CEMA.
• Ivo Bakota, 2020. "Avoiding Root-Finding in the Krusell-Smith Algorithm Simulation," CERGE-EI Working Papers wp669, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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• Raphael Auer & Stijn Claessens, 2020. "Cryptocurrency Market Reactions to Regulatory News," Globalization Institute Working Papers 381, Federal Reserve Bank of Dallas.
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• Rick Van der Ploeg, 2020. "Discounting And Climate Policy," OxCarre Working Papers 244, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
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• Czech, Robert & Pintér, Gábor, 2020. "Informed trading and the dynamics of client-dealer connections in corporate bond markets," Bank of England working papers 895, Bank of England, revised 20 Jan 2022.
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• Walter Distaso & Antonio Mele & Grigory Vilkov, 2020. "Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices," Swiss Finance Institute Research Paper Series 20-119, Swiss Finance Institute.
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• Andrey Pankratov, 2020. "Securities lending and information transmission: a model of endogenous short-sale constraints," Swiss Finance Institute Research Paper Series 20-69, Swiss Finance Institute.
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• Andrey Pankratov, 2020. "Information Leakages, Distribution of Profits from Informed Trading, and Last Mover Advantage," Swiss Finance Institute Research Paper Series 20-76, Swiss Finance Institute.
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• Goutham Gopalakrishna, 2020. "Asset Pricing with Realistic Crises Dynamics," Swiss Finance Institute Research Paper Series 20-96, Swiss Finance Institute.
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• Artamonov, Nikita & Voronina, Anna & Emelyanov, Nikita & Kurbatskii, Aleksei, 2020. "Estimation of interest rates’ impact on mutual funds’ performance in the USA," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 58, pages 55-75.
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  • Pierre Chaigneau & Louis Eeckhoudt, 2015. "Downside Risk Neutral Probabilities," Cahiers de recherche 1521, CIRPEE.
  • Chaigneau, Pierre & Eeckhoudt, Louis, 2016. "Downside risk neutral probabilities," LSE Research Online Documents on Economics 118980, London School of Economics and Political Science, LSE Library.
• Ralph Sonenshine, 2020. "Merger waves: are buyers following the herd or responding to structural queues?," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 10(2), pages 287-308, June.
• Imran Yousaf & Shoaib Ali, 2020. "Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-18, December.
• Damien Ackerer & Damir Filipović, 2020. "Linear credit risk models," Finance and Stochastics, Springer, vol. 24(1), pages 169-214, January.
• Michael R. Tehranchi, 2020. "A Black–Scholes inequality: applications and generalisations," Finance and Stochastics, Springer, vol. 24(1), pages 1-38, January.
• Ioannis Karatzas & Donghan Kim, 2020. "Trading strategies generated pathwise by functions of market weights," Finance and Stochastics, Springer, vol. 24(2), pages 423-463, April.
• Kim Weston & Gordan Žitković, 2020. "An incomplete equilibrium with a stochastic annuity," Finance and Stochastics, Springer, vol. 24(2), pages 359-382, April.
• Claudio Fontana & Zorana Grbac & Sandrine Gümbel & Thorsten Schmidt, 2020. "Term structure modelling for multiple curves with stochastic discontinuities," Finance and Stochastics, Springer, vol. 24(2), pages 465-511, April.
• Misha Beek & Michel Mandjes & Peter Spreij & Erik Winands, 2020. "Regime switching affine processes with applications to finance," Finance and Stochastics, Springer, vol. 24(2), pages 309-333, April.
• Paolo Guasoni & Gu Wang, 2020. "Consumption in incomplete markets," Finance and Stochastics, Springer, vol. 24(2), pages 383-422, April.
• Paolo Guasoni & Kwok Chuen Wong, 2020. "Asset prices in segmented and integrated markets," Finance and Stochastics, Springer, vol. 24(4), pages 939-980, October.
• Gian Maria Tomat, 2020. "Present Value Models and the Behaviour of European Financial Markets," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 6(3), pages 493-520, November.
• Sabyasachi Mohapatra & Arun Kumar Misra & Marimuthu Murali Kannan, 2020. "Risk factors explaining returns anomaly in emerging market banks – study on Indian banking system," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 417-433, July.
• Gulraze Wakil, 2020. "Firm size proxies and the value relevance of predictive stock return models," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 434-457, July.
• Zachary McGurk & Adam Nowak & Joshua C. Hall, 2020. "Stock returns and investor sentiment: textual analysis and social media," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 458-485, July.
  • Zachary McGurk & Adam Nowak & Joshua C. Hall, 2019. "Stock Returns and Investor Sentiment: Textual Analysis and Social Media," Working Papers 19-03, Department of Economics, West Virginia University.
• Justin Cox, 2020. "Market fragmentation and post-earnings announcement drift," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 587-610, July.
• Faruk Balli & Hatice O. Balli & Mudassar Hasan & Russell Gregory-Allen, 2020. "Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 670-686, October.
• Justin Cox & Adam Schwartz & Robert Ness, 2020. "Does what happen in Vegas stay in Vegas? Football gambling and stock market activity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 724-748, October.
• Farhang Niroomand & Massoud Metghalchi & Massomeh Hajilee, 2020. "Efficient market hypothesis: a ruinous implication for Portugese stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 749-763, October.
• Moinak Maiti & Darko Vuković, 2020. "Role of human assets in measuring firm performance and its implication for firm valuation," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-27, December.
• Annarita Colasante & Aurora García-Gallego & Nikolaos Georgantzis & Andrea Morone, 2020. "Voluntary contributions in a system with uncertain returns: a case of systemic risk," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 111-132, January.
• Hui Ying Sng & Yang Zhang & Huanhuan Zheng, 2020. "Margin trade, short sales and financial stability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 673-702, July.
• Feixue Gong & Gregory Phelan, 2020. "Debt collateralization, capital structure, and maximal leverage," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 579-605, September.
  • Feixue Gong & Gregory Phelan, 2015. "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers 2015-13, Department of Economics, Williams College, revised Jul 2016.
  • Feixue Gong & Gregory Phelan, 2019. "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers 2019-07, Department of Economics, Williams College, revised Jul 2019.
• Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2020. "Long-run expectations in a learning-to-forecast experiment: a simulation approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 75-116, January.
  • Colasante, Annarita & Alfarano, Simone & Camacho Cuena, Eva & Gallegati, Mauro, 2017. "Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach," MPRA Paper 77618, University Library of Munich, Germany.
  • Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2017. "Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach," Working Papers 2017/03, Economics Department, Universitat Jaume I, Castellón (Spain).
• Gaurav Raizada & Vartika Srivastava & S. V. D. Nageswara Rao, 2020. "Shall One Sit “Longer” for a Free Lunch? Impact of Trading Durations on the Realized Variances and Volatility Spillovers," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(1), pages 1-28, March.
• Vighneswara Swamy & M. Dharani, 2020. "RETRACTED ARTICLE: Google Search Intensity and the Investor Attention Effect: A Quantile Regression Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(2), pages 403-423, June.
• Shuonan Yuan & Marc Oliver Rieger & Nilüfer Caliskan, 2020. "Maxing out: the puzzling influence of past maximum returns on future asset prices in a cross-country analysis," Management Review Quarterly, Springer, vol. 70(4), pages 567-589, November.
• Jeffrey L. Callen & Matthew R. Lyle, 2020. "The term structure of implied costs of equity capital," Review of Accounting Studies, Springer, vol. 25(1), pages 342-404, March.
• Russell Lundholm & Rafael Rogo, 2020. "Do excessively volatile forecasts impact investors?," Review of Accounting Studies, Springer, vol. 25(2), pages 636-671, June.
• Salim Chahine & Gonul Colak & Iftekhar Hasan & Mohamad Mazboudi, 2020. "Investor relations and IPO performance," Review of Accounting Studies, Springer, vol. 25(2), pages 474-512, June.
• Nilabhra Bhattacharya & Bidisha Chakrabarty & Xu (Frank) Wang, 2020. "High-frequency traders and price informativeness during earnings announcements," Review of Accounting Studies, Springer, vol. 25(3), pages 1156-1199, September.
• Kai Du & Steven Huddart, 2020. "Economic persistence, earnings informativeness, and stock return regularities," Review of Accounting Studies, Springer, vol. 25(4), pages 1263-1300, December.
• Andreas Löffler, 2020. "Discussion of “Capital Market Equilibrium with Imperfect Competition: The Case of the ECB’s Asset Purchase Programme” by Koziol/Neus," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 72(3), pages 393-395, July.
• Xiaoyu Gao & Anjie Dong, 2020. "Real estate prices, fiscal revenue and economic growth," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(2), pages 1-7.
• Wenliang Guo, 2020. "Currency Regimes, Volatility Risks, and Carry Trades: The Option Value of Government Currency Intervention in Emerging Markets," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(3), pages 1-4.
• Jiahe Ou, 2020. "Breadth of Ownership and the Comovement of Equity Prices in China Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(4), pages 1-1.
• Nicolò Zorich & Gabriele Cardullo, 2020. "Does Active Management Beat the Market? Evidence from Italy," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 9(3), pages 1-1.
• Aida Tatibekova & Mukhtar Bubeyev, 2020. "How regulation of bank capital adequacy and liquidity affects pricing of bonds of the banks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(3), pages 1708-1722, March.
• Iyabo Adeola Olanrele & Adedoyin Isola Lawal & Samuel Olatunde Dahunsi & Abiola Ayopo Babajide & Joseph Ojo Iseolorunkanmi & Joseph Ojo Iseolorunkanmi, 2020. "The impact of access to electricity on education and health sectors in Nigeria’s rural communities," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(4), pages 3016-3035, June.
• Henry Usunobun Ogiugo & Isaac Olufemi Adesuyi & Sunday Oseiweh Ogbeide, 2020. "Empirical test of capital asset pricing model on securities return of listed firms in Nigeria," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, vol. 2(4), pages 825-836, December.
• Alex Dickson & Ian A. MacKenzie, 2022. "Permit Markets with Political and Market Distortions," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 82(1), pages 227-255, May.
  • Alex Dickson & Ian A. MacKenzie, 2020. "Permit markets with political and market distortions," Discussion Papers Series 615, School of Economics, University of Queensland, Australia.
  • Alex Dickson & Ian A MacKenzie, 2020. "Permit markets with political and market distortions," Working Papers 2001, University of Strathclyde Business School, Department of Economics.
• Viktors Ajevskis, 2020. "The natural rate of interest: information derived from a shadow rate model," Applied Economics, Taylor & Francis Journals, vol. 52(47), pages 5129-5138, October.
  • Viktors Ajevskis, 2018. "The Natural Rate of Interest: Information Derived from a Shadow Rate Model," Working Papers 2018/02, Latvijas Banka.
• Graeme G. Acheson & Christopher Coyle & David P. Jordan & John D. Turner, 2020. "Share trading activity and the rise of the rentier in the UK before 1920," Business History, Taylor & Francis Journals, vol. 62(6), pages 982-1001, August.
  • Acheson, Graeme G. & Coyle, Christopher & Jordan, David P. & Turner, John D., 2018. "Share trading activity and the rise of the rentier in the UK before 1920," QUCEH Working Paper Series 2018-04, Queen's University Belfast, Queen's University Centre for Economic History.
• Wolfgang Breuer & Can K. Soypak & Bertram I. Steininger, 2020. "Magnitude effects in lending and borrowing: empirical evidence from a P2P platform," The European Journal of Finance, Taylor & Francis Journals, vol. 26(9), pages 854-873, June.
  • Breuer, Wolfgang & Soypak, Can K. & Steininger, Bertram, 2020. "Magnitude effects in lending and borrowing:Empirical evidence from a P2P platform," Working Paper Series 20/4, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• Christian Conrad & Melanie Schienle, 2020. "Testing for an Omitted Multiplicative Long-Term Component in GARCH Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 229-242, April.
  • Conrad, Christian & Schienle, Melanie, 2019. "Testing for an omitted multiplicative long-term component in GARCH models," Working Paper Series in Economics 121, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• M. Hashem Pesaran & Ida Johnsson, 2020. "Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 428-442, April.
  • M. Hashem Pesaran & Ida Johnsson, 2016. "Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes," CESifo Working Paper Series 6272, CESifo.
  • Pesaran, Hashem. & Johnsson. Ida., 2016. "Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes," Cambridge Working Papers in Economics 1679, Faculty of Economics, University of Cambridge.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2020. "The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 662-678, July.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018. "The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets," CREATES Research Papers 2018-02, Department of Economics and Business Economics, Aarhus University.
• Luiz Félix & Roman Kräussl & Philip Stork, 2020. "Implied volatility sentiment: a tale of two tails," Quantitative Finance, Taylor & Francis Journals, vol. 20(5), pages 823-849, May.
  • Felix, Luiz & Kräussl, Roman & Stork, Philip, 2017. "Implied volatility sentiment: A tale of two tails," CFS Working Paper Series 565, Center for Financial Studies (CFS).
  • Philip Stork & Luiz Felix & Roman Kraussl, 2017. "Implied Volatility Sentiment: A Tale of Two Tails," Tinbergen Institute Discussion Papers 17-002/IV, Tinbergen Institute, revised 26 Jan 2018.
• C. E. Phelan & D. Marazzina & G. Germano, 2020. "Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities," Quantitative Finance, Taylor & Francis Journals, vol. 20(6), pages 899-918, June.
  • Phelan, C. E. & Marazzina, D. & Germano, G., 2020. "Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities," LSE Research Online Documents on Economics 103780, London School of Economics and Political Science, LSE Library.
• Markus Brueckner & Joaquin Vespignani, 2021. "COVID‐19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia," Economic Papers, The Economic Society of Australia, vol. 40(3), pages 173-193, September.
  • Markus Brueckner & Joaquin Vespignani, 2020. "Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia," CAMA Working Papers 2020-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Brueckner, Markus & Vespignani, Joaquin, 2020. "Covid-19 infections and the performance of the stock market: an empirical analysis for Australia," Working Papers 2020-06, University of Tasmania, Tasmanian School of Business and Economics.
  • Markus Brueckner & Joaquin Vespignani, 2020. "Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia," ANU Working Papers in Economics and Econometrics 2020-674, Australian National University, College of Business and Economics, School of Economics.
• Gajurel, Dinesh & Chowdhury, Biplob, 2020. "Realized volatility, jump and beta: evidence from Canadian stock market," Working Papers 2020-11, University of Tasmania, Tasmanian School of Business and Economics.
• Doruk Kucuksarac & Abdullah Kazdal & Halil Ibrahim Korkmaz & Yigit Onay, 2021. "A measure of Turkey's sovereign and banking sector credit risk: Asset swap spreads," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 21(2), pages 49-57.
  • Abdullah Kazdal & Halil Ibrahim Korkmaz & Doruk Kucuksarac & Yigit Onay, 2020. "A Measure of Turkey's Sovereign and Banking Sector Credit Risk: Asset Swap Spreads," Working Papers 2007, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Catherine Georgiou, 2020. "The British Stock Market under the Structure of Market Capitalization Value: New Evidence on its Predictive Content," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 13(3), pages 56-69, December.
• Roman Frydman & Nicholas Mangee & Josh Stillwagon, 2021. "How Market Sentiment Drives Forecasts of Stock Returns," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(4), pages 351-367, October.
  • Roman Frydman & Nicholas Mangee & Josh Stillwagon, 2020. "How Market Sentiment Drives Forecasts of Stock Returns," Working Papers Series inetwp115, Institute for New Economic Thinking.
• Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020. "How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union," Tinbergen Institute Discussion Papers 20-006/IV, Tinbergen Institute.
• Sweder van Wijnbergen & Stan Olijslagers & Nander de Vette, 2020. "Debt sustainability when r - g smaller than 0: no free lunch after all," Tinbergen Institute Discussion Papers 20-079/VI, Tinbergen Institute.
• Julien Pénasse & Luc Renneboog & José A Scheinkman & Stijn Van Nieuwerburgh, 2021. "When a Master Dies: Speculation and Asset Float [Optimal financial crises]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3840-3879.
  • Julien Pénasse & Luc Renneboog & José A. Scheinkman, 2020. "When a Master Dies: Speculation and Asset Float," NBER Working Papers 26831, National Bureau of Economic Research, Inc.
  • Penasse, J.N.G. & Renneboog, Luc & Scheinkman, Jose, 2021. "When a master dies : Speculation and asset float," Other publications TiSEM a3595ed2-e69d-4bb2-9320-7, Tilburg University, School of Economics and Management.
  • Penasse, Julien & Renneboog, Luc & Scheinkman, Jose, 2020. "When a Master Dies : Speculation and Asset Float," Discussion Paper 2020-010, Tilburg University, Center for Economic Research.
  • Penasse, Julien & Renneboog, Luc & Scheinkman, Jose, 2020. "When a Master Dies : Speculation and Asset Float," Other publications TiSEM 33ff63e3-8842-44c7-92f5-6, Tilburg University, School of Economics and Management.
• Noussair, C.N. & Popescu, Andreea Victoria, 2020. "Contagion and Return Predictability in Asset Markets : An Experiment with Two Lucas Trees," Other publications TiSEM f29687f7-d02c-4fad-98c2-0, Tilburg University, School of Economics and Management.
  • Noussair, C.N. & Popescu, Andreea Victoria, 2020. "Contagion and Return Predictability in Asset Markets : An Experiment with Two Lucas Trees," Discussion Paper 2020-014, Tilburg University, Center for Economic Research.
• Julien Pénasse & Luc Renneboog & José A Scheinkman & Stijn Van Nieuwerburgh, 2021. "When a Master Dies: Speculation and Asset Float [Optimal financial crises]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3840-3879.
  • Penasse, Julien & Renneboog, Luc & Scheinkman, Jose, 2020. "When a Master Dies : Speculation and Asset Float," Discussion Paper 2020-010, Tilburg University, Center for Economic Research.
  • Penasse, J.N.G. & Renneboog, Luc & Scheinkman, Jose, 2021. "When a master dies : Speculation and asset float," Other publications TiSEM a3595ed2-e69d-4bb2-9320-7, Tilburg University, School of Economics and Management.
  • Penasse, Julien & Renneboog, Luc & Scheinkman, Jose, 2020. "When a Master Dies : Speculation and Asset Float," Other publications TiSEM 33ff63e3-8842-44c7-92f5-6, Tilburg University, School of Economics and Management.
  • Julien Pénasse & Luc Renneboog & José A. Scheinkman, 2020. "When a Master Dies: Speculation and Asset Float," NBER Working Papers 26831, National Bureau of Economic Research, Inc.
• Pascal Paul, 2020. "The Time-Varying Effect of Monetary Policy on Asset Prices," The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 690-704, October.
  • Pascal Paul, 2019. "The Time-Varying Effect of Monetary Policy on Asset Prices," Working Paper Series 2017-09, Federal Reserve Bank of San Francisco.
• Stefan Muhl & Marc Oliver Rieger & Hung Ling Chen, 2020. "Sign Matters: Stock Movement Based Trading Decisions of Private Investors," Working Paper Series 2020-01, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Marc Oliver Rieger & Mei Wang & Daniel Hausmann, 2020. "Pre-Decisional Information Acquisition: Do We Pay TooMuch for Information?," Working Paper Series 2020-02, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Dennis Umlandt, 2020. "Likelihood-based Dynamic Asset Pricing: Learning Time-varying Risk Premia from Cross-Sectional Models," Working Paper Series 2020-06, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Marc Oliver Rieger & Mei Wang & Thorsten Hens, 2020. "Universal Time Preference," Working Paper Series 2020-07, University of Trier, Research Group Quantitative Finance and Risk Analysis.
• Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio, 2023. "Commodity futures return predictability and intertemporal asset pricing," Journal of Commodity Markets, Elsevier, vol. 31(C).
  • John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2020. "Commodity Futures Return Predictability and Intertemporal Asset Pricing," Working Papers 202011, Geary Institute, University College Dublin.
  • John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2023. "Commodity futures return predictability and intertemporal asset pricing," Post-Print hal-04192933, HAL.
• John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2020. "Macroeconomic Drivers of Bond and Equity Risks," Journal of Political Economy, University of Chicago Press, vol. 128(8), pages 3148-3185.
  • John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2013. "Macroeconomic Drivers of Bond and Equity Risks," Harvard Business School Working Papers 14-031, Harvard Business School, revised Aug 2018.
  • John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2014. "Macroeconomic Drivers of Bond and Equity Risks," NBER Working Papers 20070, National Bureau of Economic Research, Inc.
• Ľuboš Pástor & Pietro Veronesi, 2020. "Political Cycles and Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 128(11), pages 4011-4045.
  • Lubos Pastor & Pietro Veronesi, 2017. "Political Cycles and Stock Returns," NBER Working Papers 23184, National Bureau of Economic Research, Inc.
  • Pástor, LuboÅ¡ & Veronesi, Pietro, 2017. "Political Cycles and Stock Returns," CEPR Discussion Papers 11864, C.E.P.R. Discussion Papers.
• Fang, Tong & Lee, Tae-Hwy & Su, Zhi, 2020. "Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 36-49.
  • Tong Fang & Tae-Hwy Lee & Zhi Su, 2020. "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers 202009, University of California at Riverside, Department of Economics.
• Dominique Pépin & Stephen Miller, 2020. "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Post-Print hal-04648224, HAL.
  • Dominique Pépin & Stephen M. Miller, 2020. "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Working papers 2020-09, University of Connecticut, Department of Economics.
• Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020. "What matters for consumer sentiment? World oil price or retail gasoline price?," Working Paper series 20-22, Rimini Centre for Economic Analysis.
  • Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020. "What matters for consumer sentiment? World oil price or retail gasoline price?," University of Cyprus Working Papers in Economics 05-2020, University of Cyprus Department of Economics.
• Abdul Wahid & Muhammad Zubair Mumtaz & Edmund H. Mantell, 2020. "Valuing local and dual-class IPOs in the Alternative Investment Market," Estudios de Economia, University of Chile, Department of Economics, vol. 47(2 Year 20), pages 245-271, December.
• Yoga Khomaini Aditya & Husnah Nur Laela Ermaya & Ratna Hindria Dyah Pita Sari, 2020. "Free cash flow, ownership structure, and capital structure: Impact on agency cost," Journal of Contemporary Accounting, Master in Accounting Program, Faculty of Business & Economics, Universitas Islam Indonesia, Yogyakarta, Indonesia, vol. 2(2), pages 63-71, May.
• Jose Apesteguia & Miguel A Ballester, 2021. "Separating Predicted Randomness from Residual Behavior," Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 1041-1076.
  • Jose Apesteguia & Miguel Ángel Ballester, 2020. "Separating predicted randomness from residual behavior," Economics Working Papers 1757, Department of Economics and Business, Universitat Pompeu Fabra.

2019

• Wang, Zijian, 2019. "Trading Motives in Asset Markets," MPRA Paper 91401, University Library of Munich, Germany.
• Victor Olkhov, . "The econophysics of asset prices, returns and multiple expectations," Journal of Network Theory in Finance, Journal of Network Theory in Finance.
  • Victor Olkhov, 2019. "Econophysics of Asset Price, Return and Multiple Expectations," Papers 1901.05024, arXiv.org, revised Sep 2020.
  • Olkhov, Victor, 2019. "Econophysics of Asset Price, Return and Multiple Expectations," MPRA Paper 91587, University Library of Munich, Germany.
• Zvezdin, Nikolay, 2019. "Tranched Value Securities," MPRA Paper 92302, University Library of Munich, Germany.
• Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020. "Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
  • Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2019. "Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison," Working Papers 2019/02, Economics Department, Universitat Jaume I, Castellón (Spain).
  • Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva, 2019. "Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison," MPRA Paper 92391, University Library of Munich, Germany.
• Sandoval Paucar, Giovanny, 2019. "Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH [Modeling of the conditional correlation for the Colombian stock market: a DCC applicati," MPRA Paper 92534, University Library of Munich, Germany, revised 04 Mar 2019.
• Siddiqi, Hammad, 2019. "CAPM: A Tale of Two Versions," MPRA Paper 92798, University Library of Munich, Germany.
• Olkhov, Victor, 2019. "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper 94874, University Library of Munich, Germany.
  • Olkhov, Victor, 2019. "New Essentials of Economic Theory I. Assumptions, Economic Space and Variables," MPRA Paper 93085, University Library of Munich, Germany.
• Yang, Bill Huajian, 2019. "Resolutions to flip-over credit risk and beyond," MPRA Paper 93389, University Library of Munich, Germany.
• Abramova, Inna & Core, John & Sutherland, Andrew, 2019. "Institutional Investor Attention and Firm Disclosure," MPRA Paper 93665, University Library of Munich, Germany.
• Fitri Amalia, Rizki, 2019. "Analisis Perbandingan Financial Distresspada Perusahaan Konstruksi Di Bursa Efek Indonesia Tahun 2014 –2018 [Comparative Analysis Of Financial Distress In Construction Companies In Indonesia Stock ," MPRA Paper 93962, University Library of Munich, Germany, revised 03 Feb 2019.
• Rodríguez Batres, Axel & Flores Sánchez, Edgar Mauricio & Flores Delgado, Javier Antonio, 2019. "Risk assessment for micro companies belonging to selected branches of the non-financial private services sector in Mexico through the Beta coefficient," MPRA Paper 94039, University Library of Munich, Germany.
• Olkhov, Victor, 2019. "New Essentials of Economic Theory III. Economic Applications," MPRA Paper 94053, University Library of Munich, Germany.
• Xiao, Tim, 2018. "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," EconStor Preprints 202549, ZBW - Leibniz Information Centre for Economics.
  • Xiao, Tim, 2019. "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," MPRA Paper 94135, University Library of Munich, Germany.
  • Tim Xiao, 2019. "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," Working Papers hal-02165501, HAL.
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• Pietro Veronesi, 2019. "Heterogeneous Households under Uncertainty," NBER Working Papers 25448, National Bureau of Economic Research, Inc.
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• Sina Ehsani & Juhani T. Linnainmaa, 2019. "Factor Momentum and the Momentum Factor," NBER Working Papers 25551, National Bureau of Economic Research, Inc.
• John Gathergood & David Hirshleifer & David Leake & Hiroaki Sakaguchi & Neil Stewart, 2023. "Naïve Buying Diversification and Narrow Framing by Individual Investors," Journal of Finance, American Finance Association, vol. 78(3), pages 1705-1741, June.
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• Hui Chen & Scott Joslin & Sophie X. Ni, 2019. "Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets," NBER Working Papers 25573, National Bureau of Economic Research, Inc.
• Matti Keloharju & Juhani T. Linnainmaa & Peter Nyberg, 2019. "Long-Term Discount Rates Do Not Vary Across Firms," NBER Working Papers 25579, National Bureau of Economic Research, Inc.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2019. "Global Collateral and Capital Flows," Cowles Foundation Discussion Papers 2169, Cowles Foundation for Research in Economics, Yale University.
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• Hongye Guo & Jessica A. Wachter, 2019. ""Superstitious" Investors," NBER Working Papers 25603, National Bureau of Economic Research, Inc.
• M. Max Croce & Tatyana Marchuk & Christian Schlag, 2019. "The Leading Premium," NBER Working Papers 25633, National Bureau of Economic Research, Inc.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2019. "The Total Risk Premium Puzzle?," Working Paper Series 2019-10, Federal Reserve Bank of San Francisco.
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• Rancière, Romain & Ouazad, Amine, 2019. "Market Frictions, Arbitrage, and the Capitalization of Amenities," CEPR Discussion Papers 13689, C.E.P.R. Discussion Papers.
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• Itzhak Ben-David & Pascal Towbin & Sebastian Weber, 2019. "Inferring Expectations from Observables: Evidence from the Housing Market," NBER Working Papers 25702, National Bureau of Economic Research, Inc.
• Scott R. Baker & Nicholas Bloom & Steven J. Davis & Kyle J. Kost, 2019. "Policy News and Stock Market Volatility," NBER Working Papers 25720, National Bureau of Economic Research, Inc.
• Robert F Engle & Stefano Giglio & Bryan Kelly & Heebum Lee & Johannes Stroebel, 2020. "Hedging Climate Change News," The Review of Financial Studies, Society for Financial Studies, vol. 33(3), pages 1184-1216.
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• Kelly Shue & Richard R. Townsend, 2019. "Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets," NBER Working Papers 25751, National Bureau of Economic Research, Inc.
• Eric T. Swanson, 2020. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 194-240, April.
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• Lettau, Martin & Ludvigson, Sydney & Greenwald, Dan, 2019. "How the Wealth Was Won: Factor Shares as Market Fundamentals," CEPR Discussion Papers 14200, C.E.P.R. Discussion Papers.
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• Pástor, LuboÅ¡ & Stambaugh, Robert F., 2019. "Liquidity Risk After 20 Years," Critical Finance Review, now publishers, vol. 8(1-2), pages 277-299, December.
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• Aydoğan Alti & Sheridan Titman, 2019. "A Dynamic Model of Characteristic-Based Return Predictability," NBER Working Papers 25777, National Bureau of Economic Research, Inc.
• Hansen, Lars Peter & Sargent, Thomas J., 2021. "Macroeconomic uncertainty prices when beliefs are tenuous," Journal of Econometrics, Elsevier, vol. 223(1), pages 222-250.
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• Yukun Liu & Aleh Tsyvinski & Xi Wu, 2019. "Common Risk Factors in Cryptocurrency," NBER Working Papers 25882, National Bureau of Economic Research, Inc.
• Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2023. "Affordable Housing and City Welfare," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(1), pages 293-330.
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• Ghent, Andra C., 2021. "What’s wrong with Pittsburgh? Delegated investors and liquidity concentration," Journal of Financial Economics, Elsevier, vol. 139(2), pages 337-358.
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• Sida Li & Xin Wang & Mao Ye, 2019. "Who Provides Liquidity, and When?," NBER Working Papers 25972, National Bureau of Economic Research, Inc.
• Jennie Bai & Turan G. Bali & Quan Wen, 2019. "Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence," NBER Working Papers 25995, National Bureau of Economic Research, Inc.
• Wenxin Du & Benjamin Hébert & Amy Wang Huber & Stefano Giglio, 2023. "Are Intermediary Constraints Priced?," The Review of Financial Studies, Society for Financial Studies, vol. 36(4), pages 1464-1507.
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• Robert F. Stambaugh, 2019. "Skill and Profit in Active Management," NBER Working Papers 26027, National Bureau of Economic Research, Inc.
• Rancière, Romain & Ouazad, Amine & Heipertz, Jonas, 2019. "The Transmission of Shocks in EndogenousFinancial Networks: A Structural Approach," CEPR Discussion Papers 13855, C.E.P.R. Discussion Papers.
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• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2019. "Security Analysis: An Investment Perspective," NBER Working Papers 26060, National Bureau of Economic Research, Inc.
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• John H. Cochrane, 2019. "The Value of Government Debt," NBER Working Papers 26090, National Bureau of Economic Research, Inc.
• Moritz Lenel & Monika Piazzesi & Martin Schneider, 2019. "The Short Rate Disconnect in a Monetary Economy," NBER Working Papers 26102, National Bureau of Economic Research, Inc.
• Frederico Belo & Vito Gala & Juliana Salomao & Maria Ana Vitorino, 2019. "Decomposing Firm Value," NBER Working Papers 26112, National Bureau of Economic Research, Inc.
• van Binsbergen, Jules H. & Diamond, William F. & Grotteria, Marco, 2022. "Risk-free interest rates," Journal of Financial Economics, Elsevier, vol. 143(1), pages 1-29.
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• Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019. "Predicting Returns With Text Data," NBER Working Papers 26186, National Bureau of Economic Research, Inc.
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• Andreas Schrimpf & Vladyslav Sushko, 2019. "Sizing up global foreign exchange markets," BIS Quarterly Review, Bank for International Settlements, December.
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• Ulrich Hege & Pierre Mella-Barral, 2019. "Bond Exchange Offers or Collective Action Clauses?," Finance, Presses universitaires de Grenoble, vol. 40(3), pages 77-119.
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• Elyès Jouini, 2019. "Tarifer un risque dont l’intensité est diversement perçue," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 21-43.
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• Philippe Trainar, 2019. "Pourquoi le risque diversifiable est-il encore rémunéré ?," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 95-106.
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• Christian Gollier, 2019. "Le prix du risque climatique et le prix du carbone," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 171-182.
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• Paul Simshauser, 2019. "On the impact of government-initiated CfD's in Australia's National Electricity Market," Working Papers EPRG 1901, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
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• Paul Simshauser, 2021. "Lessons from Australia's National Electricity Market 1998-2018: strengths and weaknesses of the reform experience," Chapters, in: Jean-Michel Glachant & Paul L. Joskow & Michael G. Pollitt (ed.), Handbook on Electricity Markets, chapter 9, pages 242-286, Edward Elgar Publishing.
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• Alexis Anagnostopoulos & Orhan Erem Atesagaoglu & Elisa Faraglia & Chryssi Giannitsarou, 2019. "Foreign Direct Investment as a Determinant of Cross-Country Stock~Market Comovement," Department of Economics Working Papers 19-03, Stony Brook University, Department of Economics.
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• Lloyd, S. P. & Marin, E. A., 2019. "Exchange Rate Risk and Business Cycles," Cambridge Working Papers in Economics 1996, Faculty of Economics, University of Cambridge.
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• Leon Li & Nen-Chen Richard Hwang & Gilbert V. Nartea, 2019. "Effects of Earnings Management Strategy on Earnings Predictability: A Quantile Regression Approach Based on Opportunistic Versus Efficient Earnings Management," Working Papers in Economics 19/09, University of Canterbury, Department of Economics and Finance.
• Nartea, Gilbert V. & Bai, Hengyu & Wu, Ji, 2020. "Investor sentiment and the economic policy uncertainty premium," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
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• Bernd Süssmuth, 2019. "Bitcoin and web search query dynamics: is the price driving the hype or is the hype driving the price?," CESifo Working Paper Series 7675, CESifo.
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• Marc Gronwald, 2019. "Another Look at Cryptocurrency Bubbles," CESifo Working Paper Series 7743, CESifo.
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• Ulrich Hege & Pierre Mella-Barral, 2019. "Bond Exchange Offers or Collective Action Clauses?," Finance, Presses universitaires de Grenoble, vol. 40(3), pages 77-119.
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• Alexis Anagnostopoulos & Orhan Erem Atesagaoglu & Elisa Faraglia & Chryssi Giannitsarou, 2019. "Foreign Direct Investment as a Determinant of Cross-Country Stock~Market Comovement," Department of Economics Working Papers 19-03, Stony Brook University, Department of Economics.
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• Piotr Orłowski & Andras Sali & Fabio Trojani, 2019. "Arbitrage Free Dispersion," Swiss Finance Institute Research Paper Series 19-20, Swiss Finance Institute, revised Apr 2019.
• Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2019. "Crude Awakening: Oil Prices and Bond Returns," Swiss Finance Institute Research Paper Series 19-24, Swiss Finance Institute, revised May 2019.
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  • Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019. "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," PIER Working Paper Archive 19-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2022. "Search Complementarities, Aggregate Fluctuations and Fiscal Policy," CAMA Working Papers 2022-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019. "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," NBER Working Papers 26210, National Bureau of Economic Research, Inc.
  • Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019. "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," Discussion Papers 1917, Centre for Macroeconomics (CFM).
  • Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019. "Search Complementarities, Aggregate Fluctuations,and Fiscal Policy," BCAM Working Papers 1905, Birkbeck Centre for Applied Macroeconomics.
• Stefan Nagel & Zhengyang Xu, 2022. "Asset Pricing with Fading Memory," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2190-2245.
  • Stefan Nagel & Zhengyang Xu, 2019. "Asset Pricing with Fading Memory," NBER Working Papers 26255, National Bureau of Economic Research, Inc.
  • Nagel, Stefan & Xu, Zhengyang, 2019. "Asset Pricing with Fading Memory," CEPR Discussion Papers 13973, C.E.P.R. Discussion Papers.
  • Stefan Nagel & Zhengyang Xu, 2019. "Asset Pricing with Fading Memory," 2019 Meeting Papers 71, Society for Economic Dynamics.
• Calvet, Laurent E. & Betermier, Sebastien & Jo, Evan, 2019. "A Supply and Demand Approach to Equity Pricing," CEPR Discussion Papers 13974, C.E.P.R. Discussion Papers.
• Tavares, José & Leitão, Diogo & Pereira, Jaime & Pereira Dos Santos, Joao, 2019. "The War Next Door and the Reds are Coming: The Spanish Civil War and the Portuguese Stock Market," CEPR Discussion Papers 13990, C.E.P.R. Discussion Papers.
• Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien, 2022. "Heterogeneity in decentralized asset markets," Theoretical Economics, Econometric Society, vol. 17(3), July.
  • Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL, 2014. "Heterogeneity in Decentralized Asset Markets," Swiss Finance Institute Research Paper Series 14-67, Swiss Finance Institute.
  • Weill, Pierre-Olivier & Hugonnier, Julien & Lester, Benjamin, 2020. "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers 14274, C.E.P.R. Discussion Papers.
  • Hugonnier, Julien & Lester, Ben & Weill, Pierre-Olivier, 2019. "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers 14014, C.E.P.R. Discussion Papers.
  • Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019. "Heterogeneity in Decentralized Asset Markets," Working Papers 19-44, Federal Reserve Bank of Philadelphia.
  • Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier, 2016. "Heterogeneity in decentralized asset markets," 2016 Meeting Papers 1014, Society for Economic Dynamics.
  • Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2015. "Heterogeneity in decentralized asset markets," Working Papers 15-22, Federal Reserve Bank of Philadelphia.
  • Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2014. "Heterogeneity in Decentralized Asset Markets," NBER Working Papers 20746, National Bureau of Economic Research, Inc.
• Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio, 2020. "Business cycles and currency returns," Journal of Financial Economics, Elsevier, vol. 137(3), pages 659-678.
  • Riccardo Colacito & Steven J. Riddiough & Lucio Sarno, 2019. "Business Cycles and Currency Returns," NBER Working Papers 26299, National Bureau of Economic Research, Inc.
  • Sarno, Lucio & Colacito, Ric & Riddiough, Steven, 2019. "Business Cycles and Currency Returns," CEPR Discussion Papers 14015, C.E.P.R. Discussion Papers.
• Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC Risk Shift," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.
  • Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019. "The FOMC Risk Shift," CEPR Discussion Papers 14037, C.E.P.R. Discussion Papers.
  • Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC risk shift," SAFE Working Paper Series 302, Leibniz Institute for Financial Research SAFE.
• Zhang, Shengxing & Lagos, Ricardo, 2019. "On Money As a Latent Medium of Exchange," CEPR Discussion Papers 14051, C.E.P.R. Discussion Papers.
• Zhang, Shengxing & Lagos, Ricardo, 2019. "The Limits of onetary Economics: On Money as a Medium of Exchange in Near-Cashless Credit Economies," CEPR Discussion Papers 14057, C.E.P.R. Discussion Papers.
• Oosterlinck, Kim & Ureche-Rangau, Loredana & Vaslin, Jacques-Marie, 2019. "Aristocratic Privilege. Exploiting “Good†Institutions," CEPR Discussion Papers 14071, C.E.P.R. Discussion Papers.
• Raphael Auer, 2019. "Embedded supervision: how to build regulation into blockchain finance," BIS Working Papers 811, Bank for International Settlements.
  • Auer, Raphael, 2019. "Embedded supervision: how to build regulation into blockchain finance," CEPR Discussion Papers 14095, C.E.P.R. Discussion Papers.
  • Raphael Auer, 2019. "Embedded Supervision: How to Build Regulation into Blockchain Finance," Globalization Institute Working Papers 371, Federal Reserve Bank of Dallas.
• J.J.M. Van Spronsen & R.M.W.J. Beetsma, 2022. "Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 169-202, February.
  • Beetsma, Roel & van Spronsen, Josha, 2019. "Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt," CEPR Discussion Papers 14099, C.E.P.R. Discussion Papers.
• Augustin, P. & Chernov, M. & Schmid, L. & Song, D., 2021. "Benchmark interest rates when the government is risky," Journal of Financial Economics, Elsevier, vol. 140(1), pages 74-100.
  • Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2019. "Benchmark Interest Rates When the Government is Risky," NBER Working Papers 26429, National Bureau of Economic Research, Inc.
  • Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2019. "Benchmark interest rates when the government is risky," CEPR Discussion Papers 14105, C.E.P.R. Discussion Papers.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021. "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1054-1065, October.
  • Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio, 2019. "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," CEPR Discussion Papers 14107, C.E.P.R. Discussion Papers.
  • Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers) 1296, Bank of Italy, Economic Research and International Relations Area.
  • Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series 2369, European Central Bank.
• Josh Davis & Alan M. Taylor, 2022. "The Leverage Factor: Credit Cycles and Asset Returns," Management Science, INFORMS, vol. 68(10), pages 7350-7361, October.
  • Josh Davis & Alan M. Taylor, 2019. "The Leverage Factor: Credit Cycles and Asset Returns," NBER Working Papers 26435, National Bureau of Economic Research, Inc.
  • Taylor, Alan M. & Davis, Josh, 2019. "The Leverage Factor: Credit Cycles and Asset Returns," CEPR Discussion Papers 14115, C.E.P.R. Discussion Papers.
• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2021. "Sustainable investing in equilibrium," Journal of Financial Economics, Elsevier, vol. 142(2), pages 550-571.
  • Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2019. "Sustainable Investing in Equilibrium," NBER Working Papers 26549, National Bureau of Economic Research, Inc.
  • Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2020. "Sustainable Investing in Equilibrium," Working Papers 2020-23, Becker Friedman Institute for Research In Economics.
  • Pástor, LuboÅ¡ & Stambaugh, Robert F. & Taylor, Lucian, 2019. "Sustainable Investing in Equilibrium," CEPR Discussion Papers 14171, C.E.P.R. Discussion Papers.
• Huang, Yi & Lin, Chen & Liu, Sibo & Tang, Heiwai, 2023. "Trade networks and firm value: Evidence from the U.S.-China trade war," Journal of International Economics, Elsevier, vol. 145(C).
  • Huang, Yi & Lin, Chen & Liu, Sibo & Tang, Heiwai, 2019. "Trade Networks and Firm Value: Evidence from the US-China Trade War," CEPR Discussion Papers 14173, C.E.P.R. Discussion Papers.
• Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson, 2019. "How the Wealth Was Won: Factor Shares as Market Fundamentals," NBER Working Papers 25769, National Bureau of Economic Research, Inc.
  • Lettau, Martin & Ludvigson, Sydney & Greenwald, Dan, 2019. "How the Wealth Was Won: Factor Shares as Market Fundamentals," CEPR Discussion Papers 14200, C.E.P.R. Discussion Papers.
• Josh Davis & Cristian Fuenzalida & Alan M. Taylor, 2019. "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," NBER Working Papers 26560, National Bureau of Economic Research, Inc.
  • Taylor, Alan M. & Davis, Josh & Fuenzalida, Cristian, 2019. "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," CEPR Discussion Papers 14201, C.E.P.R. Discussion Papers.
• Valentin Haddad & David Sraer, 2020. "The Banking View of Bond Risk Premia," Journal of Finance, American Finance Association, vol. 75(5), pages 2465-2502, October.
  • David Sraer & Valentin Haddad, 2016. "The Banking View of Bond Risk Premia," 2016 Meeting Papers 814, Society for Economic Dynamics.
  • Sraer, David & Haddad, Valentin, 2019. "The Banking View of Bond Risk Premia," CEPR Discussion Papers 14207, C.E.P.R. Discussion Papers.
  • Valentin Haddad & David A. Sraer, 2019. "The Banking View of Bond Risk Premia," NBER Working Papers 26369, National Bureau of Economic Research, Inc.
• Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2019. "An Improved Method to Predict Assignment of Stocks into Russell Indexes," Swiss Finance Institute Research Paper Series 19-56, Swiss Finance Institute.
  • Franzoni, Francesco & Moussawi, Rabih & Ben-David, Itzhak, 2019. "An Improved Method to Predict Assignment of Stocks into Russell Indexes," CEPR Discussion Papers 14234, C.E.P.R. Discussion Papers.
  • Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2019. "An Improved Method to Predict Assignment of Stocks into Russell Indexes," NBER Working Papers 26370, National Bureau of Economic Research, Inc.
  • Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2019. "An Improved Method to Predict Assignment of Stocks into Russell Indexes," Working Paper Series 2019-24, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Martin, Ian W.R. & Nagel, Stefan, 2022. "Market efficiency in the age of big data," Journal of Financial Economics, Elsevier, vol. 145(1), pages 154-177.
  • Ian Martin & Stefan Nagel, 2019. "Market Efficiency in the Age of Big Data," NBER Working Papers 26586, National Bureau of Economic Research, Inc.
  • Martin, Ian W.R. & Nagel, Stefan, 2022. "Market efficiency in the age of big data," LSE Research Online Documents on Economics 112960, London School of Economics and Political Science, LSE Library.
  • Martin, Ian & Nagel, Stefan, 2019. "Market Efficiency in the Age of Big Data," CEPR Discussion Papers 14235, C.E.P.R. Discussion Papers.
  • Ian Martin & Stefan Nagel, 2019. "Market Efficiency in the Age of Big Data," CESifo Working Paper Series 8015, CESifo.
• Arpit Gupta & Stijn Van Nieuwerburgh, 2019. "Valuing Private Equity Strip by Strip," NBER Working Papers 26514, National Bureau of Economic Research, Inc.
  • Van Nieuwerburgh, Stijn & Gupta, Arpit, 2019. "Valuing Private Equity Strip by Strip," CEPR Discussion Papers 14241, C.E.P.R. Discussion Papers.
• Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2021. "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," American Economic Review, American Economic Association, vol. 111(11), pages 3575-3610, November.
  • Hombert, Johan & Biais, Bruno & Weill, Pierre-Olivier, 2017. "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," HEC Research Papers Series 1236, HEC Paris.
  • Weill, Pierre-Olivier & Biais, Bruno & Hombert, Johan, 2019. "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," CEPR Discussion Papers 14257, C.E.P.R. Discussion Papers.
  • Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2017. "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," NBER Working Papers 23986, National Bureau of Economic Research, Inc.

2018

• S.A. Bond & Q. Chang & J. Knight & S.E. Satchell, 2018. "Joint Distribution Of Forecasts And Outcomes: Impact Of Non-Normality On The Measurement Of Forecasting Skill, With Applications To Analysts’ Target Prices," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 420-459, December.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2020. "The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 662-678, July.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018. "The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets," CREATES Research Papers 2018-02, Department of Economics and Business Economics, Aarhus University.
• Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019. "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, vol. 212(1), pages 4-25.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018. "Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span," CREATES Research Papers 2018-03, Department of Economics and Business Economics, Aarhus University.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018. "Option Panels in Pure-Jump Settings," CREATES Research Papers 2018-04, Department of Economics and Business Economics, Aarhus University.
• Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019. "Time-Varying Periodicity in Intraday Volatility," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(528), pages 1695-1707, October.
  • Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2018. "Time-Varying Periodicity in Intraday Volatility," CREATES Research Papers 2018-05, Department of Economics and Business Economics, Aarhus University.
• Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor, 2015. "The risk premia embedded in index options," Journal of Financial Economics, Elsevier, vol. 117(3), pages 558-584.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2014. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2014-56, Department of Economics and Business Economics, Aarhus University.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2018-07, Department of Economics and Business Economics, Aarhus University.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2017. "Short-Term Market Risks Implied by Weekly Options," Journal of Finance, American Finance Association, vol. 72(3), pages 1335-1386, June.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018. "Short-Term Market Risks Implied by Weekly Options," CREATES Research Papers 2018-08, Department of Economics and Business Economics, Aarhus University.
• Torben G. Andersen & Rasmus T. Varneskov, 2018. "Consistent Inference for Predictive Regressions in Persistent VAR Economies," CREATES Research Papers 2018-09, Department of Economics and Business Economics, Aarhus University.
• Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis, 2021. "Diffusion copulas: Identification and estimation," Journal of Econometrics, Elsevier, vol. 221(2), pages 616-643.
  • Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," Working Papers 20184, University of Liverpool, Department of Economics.
  • Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2020. "Diffusion Copulas: Identification and Estimation," Papers 2005.03513, arXiv.org.
  • Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," CREATES Research Papers 2018-20, Department of Economics and Business Economics, Aarhus University.
• Russell Davidson & Niels S. Grønborg, 2018. "Time-varying parameters: New test tailored to applications in finance and macroeconomics," CREATES Research Papers 2018-22, Department of Economics and Business Economics, Aarhus University.
• Tom Engsted & Thomas Q. Pedersen, 2018. "Disappearing money illusion," CREATES Research Papers 2018-24, Department of Economics and Business Economics, Aarhus University.
• Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L., 2020. "Mutual fund selection for realistically short samples," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 218-240.
  • Charlotte Christiansen & Niels S. Grønborg & Ole L. Nielsen, 2018. "Mutual Fund Selection for Realistically Short Samples," CREATES Research Papers 2018-36, Department of Economics and Business Economics, Aarhus University.
• Venessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 14(5), pages 542-557, May.
  • Tchamyou, Vanessa & Asongu, Simplice & Nwachukwu, Jacinta, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," MPRA Paper 87870, University Library of Munich, Germany.
  • Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," Research Africa Network Working Papers 18/007, Research Africa Network (RAN).
  • Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," AFEA Working Papers 18/006, African Finance and Economic Association (AFEA).
  • Vanessa Tchamyou & Simplice Asongu & Jacinta Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," Working Papers of the African Governance and Development Institute. 18/007, African Governance and Development Institute..
• Ric Colacito & Max Croce & Steven Ho & Philip Howard, 2018. "BKK the EZ Way: International Long-Run Growth News and Capital Flows," American Economic Review, American Economic Association, vol. 108(11), pages 3416-3449, November.
  • Croce, Mariano & Colacito, Ric & Ho, Steven & Howard, Philip, 2018. "BKK the EZ Way. International Long-Run Growth News and Capital Flows," CEPR Discussion Papers 12783, C.E.P.R. Discussion Papers.
• Jianjun Miao & Pengfei Wang, 2018. "Asset Bubbles and Credit Constraints," American Economic Review, American Economic Association, vol. 108(9), pages 2590-2628, September.
• Martin Lettau & Ananth Madhavan, 2018. "Exchange-Traded Funds 101 for Economists," Journal of Economic Perspectives, American Economic Association, vol. 32(1), pages 135-154, Winter.
  • Martin Lettau & Ananth Madhavan, 2018. "Exchange Traded Funds 101 For Economists," NBER Working Papers 24250, National Bureau of Economic Research, Inc.
  • Lettau, Martin & Madhavan, Ananth, 2018. "Exchange Traded Funds 101 For Economists," CEPR Discussion Papers 12629, C.E.P.R. Discussion Papers.
• Kodongo, Odongo & Ojah, Kalu, 2014. "Conditional pricing of currency risk in Africa's equity markets," Emerging Markets Review, Elsevier, vol. 21(C), pages 133-155.
  • Kodongo, Odongo & Ojah, Kalu, 2018. "Conditional Pricing of Currency Risk in Africa's Equity Market," Working Papers 5861512d-a0d7-46f8-8fb8-b, African Economic Research Consortium.
• Venessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 14(5), pages 542-557, May.
  • Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," Research Africa Network Working Papers 18/007, Research Africa Network (RAN).
  • Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," AFEA Working Papers 18/006, African Finance and Economic Association (AFEA).
  • Vanessa Tchamyou & Simplice Asongu & Jacinta Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," Working Papers of the African Governance and Development Institute. 18/007, African Governance and Development Institute..
  • Tchamyou, Vanessa & Asongu, Simplice & Nwachukwu, Jacinta, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," MPRA Paper 87870, University Library of Munich, Germany.
• Venessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 14(5), pages 542-557, May.
  • Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," Research Africa Network Working Papers 18/007, Research Africa Network (RAN).
  • Vanessa Tchamyou & Simplice Asongu & Jacinta Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," Working Papers of the African Governance and Development Institute. 18/007, African Governance and Development Institute..
  • Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," AFEA Working Papers 18/006, African Finance and Economic Association (AFEA).
  • Tchamyou, Vanessa & Asongu, Simplice & Nwachukwu, Jacinta, 2018. "Effects of asymmetric information on market timing in the mutual fund industry," MPRA Paper 87870, University Library of Munich, Germany.
• S.A. Bond & Q. Chang & J. Knight & S.E. Satchell, 2018. "Joint Distribution Of Forecasts And Outcomes: Impact Of Non-Normality On The Measurement Of Forecasting Skill, With Applications To Analysts’ Target Prices," International Association of Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 420-459, December.
• Nayanjyoti Bhattacharjee & Anupam De, 2018. "A Perspective on Industry Classification and Market Reaction to Corporate News: Evidence from India," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(1), pages 31-50, March.
• Bação Pedro & Duarte António Portugal & Sebastião Helder & Redzepagic Srdjan, 2018. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business, Sciendo, vol. 65(2), pages 97-117, June.
  • Pedro Bação & António Portugal Duarte & Helder Sebastião & Srdjan Redzepagic, 2018. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(2), pages 97-117, June.
  • Pedro Bação & António Portugal Duarte & Hélder Sebastião & Srdjan Redzepagic, 2018. "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," CeBER Working Papers 2018-06, Centre for Business and Economics Research (CeBER), University of Coimbra.
• Mobin Anwar & Sanjay Kumar, 2018. "Sectoral Robustness of Asset Pricing Models: Evidence from the Indian Capital Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 9(2), pages 42-50, May.
• Philip Z. MAYMIN, 2018. "The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 74-84, November.
• Qingxia (Jenny) Wang, 2018. "A Reverse Engineered Pitch on Cremers et al. (2015), “Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns”," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 17(1), pages 178-185, March.
• Bamanga Umar & Sabri Nayan, 2018. "Poverty Reduction and Stock Market Development:Evidence from Africa," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), vol. 6(3), pages :338-356, September.
• Anam Javaid & Atif Akbar & Shahbaz Nawaz, 2018. "A Review on Human Development Index," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), vol. 6(3), pages :357-369, September.
• Zhiguo He & Arvind Krishnamurthy, 2018. "Intermediary Asset Pricing and the Financial Crisis," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 173-197, November.
  • Zhiguo He & Arvind Krishnamurthy, 2018. "Intermediary Asset Pricing and the Financial Crisis," NBER Working Papers 24415, National Bureau of Economic Research, Inc.
• Guofu Zhou, 2018. "Measuring Investor Sentiment," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 239-259, November.
• Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018. "Liquidity, Risk Premia, and the Financial Transmission of Monetary Policy," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 309-328, November.
• Stephen Figlewski, 2018. "Risk-Neutral Densities: A Review," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 329-359, November.
• Hao Zhou, 2018. "Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 481-497, November.
• Samuel M. Hartzmark & David H. Solomon, 2018. "Recurring Firm Events and Predictable Returns: The Within-Firm Time Series," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 499-517, November.
• Akmal Hidayah Halim* & Nor Azlina Mohd Noor & Azhani Arshad, 2018. "Administration of Unclaimed Estates in Malaysia: The Peculiarities of Unclaimed Money, Undistributed Fund and Bona Vacantia," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 1075-1079:6.
• Ricardo Crisóstomo & Lorena Couso, 2018. "Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(5), pages 589-603, August.
  • Ricardo Crisóstomo & Lorena Couso, 2017. "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," CNMV Working Papers CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
  • Ricardo Crisostomo & Lorena Couso, 2018. "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," Papers 1801.08007, arXiv.org, revised May 2018.
• Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2023. "The Dividend Discount Model with Multiple Growth Rates of any Order for Stock Evaluation," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 76(1), pages 135-146.
  • Abdulnasser Hatemi-J & Youssef El-Khatib, 2018. "The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation," Papers 1802.08987, arXiv.org.
• David Lee, 2018. "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Working Papers hal-01758922, HAL.
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