Research classified by Journal of Economic Literature (JEL) codes

2027

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

2026

• Ahn, Jungkyu & Lee, Doowon, 2026, "A tale of two tails," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112729.
• Bradrania, Reza & Veron, Jose Francisco & Wu, Winston, 2026, "Investor behavior and the beta anomaly: Who benefits from betting against beta?," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112745.
• Wang, Zhuo & Liu, Tong & Chen, Mizhou, 2026, "Current stance vs. future guidance: LLM evidence on how PBC communication shapes the yield curve," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112781.
• Choi, Byoungho, 2026, "Central bank independence and stock price crash risk," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112775.
• Aksoy-Yurdagul, Dilan & Buchner, Axel & Zareei, Abalfazl, 2026, "The persistence of news sentiment: Implications for return predictability," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112803.
• Filip, Angela-Maria & Negrea, Bogdan, 2026, "Hedge fund strategies performance: The edge of Omega ratio over conventional metrics," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112804.
• Cao, Min & Schaberl, Philipp D., 2026, "Yielding to relevance: How treasury yields impact accounting relevance," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2026.112807.
• Xia, Xin & Gan, Liu, 2026, "Present-biased preferences and corporate carbon emission management," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2026.112825.
• Ding, Mingfa & Hou, Ai Jun & Suardi, Sandy & Xu, Caihong, 2026, "Carbon emission risk and cross-asset pricing in commodity markets," Economics Letters, Elsevier, volume 261, issue C, DOI: 10.1016/j.econlet.2026.112854.
• Kothe, Rafael, 2026, "Regime-dependent predictive accuracy and structural stability of Eurozone inflation swaps," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112826.
• Hofmann, Daniel & Keiber, Karl Ludwig & Scholle, Jan-Christopher, 2026, "Generalized momentum," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112878.
• Chen, Ziwen, 2026, "Monetary tightening and the art-market speculative premium: evidence from a contemporary–19th century spread," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112892.
• Antonakakis, Nikolaos & Tiruneh, Menbere Workie, 2026, "The Approval–Favorability Gap Index and the pricing of political risk: Policy competence versus personal appeal in U.S. equity markets," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112953.
• Tramontana, Fabio, 2026, "Overconfidence and market instability in a Brock–Hommes asset pricing model," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112955.
• Lau, Jin, 2026, "Economic sentiment shifts over weekends and their impact on stock returns," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112963.
• Huang, Zixuan, 2026, "Effects of US macroeconomic news on emerging market sovereign yields," Economics Letters, Elsevier, volume 264, issue C, DOI: 10.1016/j.econlet.2026.112987.
• He, Yi-Ting & Huang, Po-Chao & Ko, Kuan-Cheng & Lo, Wen-Chi, 2026, "Has the maturity premium attenuated over time?," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113009.
• Paltrinieri, Andrea & Perdichizzi, Salvatore & Piserà, Stefano, 2026, "Safe havens or war hedges? Asset behavior during the 2026 escalation of the Iran conflict," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113010.
• Choi, Youngran & Adhikari, Hari, 2026, "Non-linear transmission of benchmark rates to aircraft lease pricing," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113053.
• Verdickt, Gertjan, 2026, "The economic cost of selection neglect in portfolio choice: evidence from Australian fine wine auctions," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113061.
• Roh, Tai-Yong & Min, Byoung-Kyu, 2026, "Unfiltered consumption and the elasticity of intertemporal substitution," Economics Letters, Elsevier, volume 267, issue C, DOI: 10.1016/j.econlet.2026.113095.
• Ceballos, Luis & Romero, Damian, 2026, "Non-fundamental price pressure and the pass-through to mortgage rates," Economics Letters, Elsevier, volume 267, issue C, DOI: 10.1016/j.econlet.2026.113099.
• Tanaka, Yoshitaka, 2026, "Nonverbal signals and market uncertainty: Evidence from bank of japan press conferences," Economics Letters, Elsevier, volume 267, issue C, DOI: 10.1016/j.econlet.2026.113108.
• Stosik, Jan & Zaremba, Adam, 2026, "Short-term reversal persists globally—If properly measured," Economics Letters, Elsevier, volume 267, issue C, DOI: 10.1016/j.econlet.2026.113113.
• Willeboordse, Frederick H., 2026, "Seconds of price discovery: Evidence from short-dated options," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113112.
• Carniol, Michael P., 2026, "Doing good and doing well: A CAPM with complementary ESG and financial returns," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113131.
• Hambel, Christoph & van der Ploeg, Frederick, 2026, "The dismal theorem in a general equilibrium climate-economy model," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113150.
• Diaz, Elena Maria & Cunado, Juncal & de Gracia, Fernando Perez, 2026, "Effects of oil price uncertainty on the stock returns of oil and gas companies," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113157.
• Botta, Corrado, 2026, "Do non-financial risks compound? Evidence from U.S. industry returns," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113158.
• Bouri, Elie & Can, Ufuk & Cepni, Oguzhan & Gupta, Rangan, 2026, "Corporate earnings announcements and stock market bubbles," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113165.
• Wang, Guangzhe, 2026, "Do prediction markets price events or adjudication? Evidence from the disputed Polymarket markets," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113176.
• Liu, Feng & White, Joseph S., 2026, "A rational bubble model with momentum," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113228.
• Park, Jaehyeong & Bae, Euro & Cho, Daegon & Kim, Donghoon, 2026, "Cryptocurrency denomination and NFT pricing," Economics Letters, Elsevier, volume 268, issue C, DOI: 10.1016/j.econlet.2026.113233.
• Todorov, Viktor & Zhang, Yang, 2026, "Intraday volatility patterns from short-dated options," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2024.105732.
• Fortin, Alain-Philippe & Gagliardini, Patrick & Scaillet, Olivier, 2026, "Latent factor analysis in short panels," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106249.
• Huang, Jiantao & Shi, Ran, 2026, "Model uncertainty in the cross-section of stock returns," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.106066.
• Chib, Siddhartha & Smith, Simon C., 2026, "Structural breaks, model uncertainty and factor selection," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.106067.
• Fortin, Alain-Philippe, 2026, "Testing for common latent factors across two short panels," Journal of Econometrics, Elsevier, volume 257, issue C, DOI: 10.1016/j.jeconom.2026.106311.
• Nyberg, Henri & Savva, Christos S., 2026, "Risk-return trade-off in international stock returns: Skewness and business cycles," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 42-60, DOI: 10.1016/j.ecosta.2023.02.004.
• Bruneel-Zupanc, Christophe & Chapelle, Guillaume & Eyméoud, Jean-Benoît & Wasmer, Etienne, 2026, "Housing prices propagation: A theory of spatial interactions," European Economic Review, Elsevier, volume 184, issue C, DOI: 10.1016/j.euroecorev.2025.105252.
• Kudryavtsev, Oleg & Trushin, Eshref, 2026, "A new real option methodology for the quality-by-design pharmaceutical research and development," European Journal of Operational Research, Elsevier, volume 333, issue 3, pages 868-881, DOI: 10.1016/j.ejor.2026.01.030.
• Chen, Yiyao & Jiang, Fuwei & Zhang, Huajing, 2026, "Central bank green communication and pollution premium: Evidence from China," Emerging Markets Review, Elsevier, volume 70, issue C, DOI: 10.1016/j.ememar.2025.101394.
• Wang, Yulin & Zhang, Xueying & Walker, Thomas & Liedtke, Gerrit, 2026, "Institutional ownership and bond pricing: Evidence from China," Emerging Markets Review, Elsevier, volume 70, issue C, DOI: 10.1016/j.ememar.2025.101396.
• Marmora, Paul, 2026, "Political polarization between foreign and local investment in emerging markets," Emerging Markets Review, Elsevier, volume 73, issue C, DOI: 10.1016/j.ememar.2026.101470.
• Li, Nanqi & Wei, Chishen & Zhang, Linti, 2026, "A four-factor model for the Indonesia stock market," Emerging Markets Review, Elsevier, volume 73, issue C, DOI: 10.1016/j.ememar.2026.101485.
• Yuan, Rongli & Liu, Mengyao & Li, Mingze, 2026, "Government certification and cost of equity: Evidence from the specialization, refinement, differentiation, and innovation policy," Emerging Markets Review, Elsevier, volume 74, issue C, DOI: 10.1016/j.ememar.2026.101500.
• Lee, Geul & Ryu, Doojin, 2026, "Information transmission in the Korean treasury and MBS markets," Emerging Markets Review, Elsevier, volume 74, issue C, DOI: 10.1016/j.ememar.2026.101528.
• Adra, Samer & Piccoli, Pedro, 2026, "The informational role of trade imbalances across investor types: evidence from macroeconomic announcement days in an emerging market," Emerging Markets Review, Elsevier, volume 75, issue C, DOI: 10.1016/j.ememar.2026.101563.
• Chen, Zhenshan & Li, Zhibing & Liu, Jie & Liu, Xiaoyu, 2026, "Information salience, investor attention, and stock price crash risk," Journal of Empirical Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jempfin.2025.101670.
• Hounyo, Ulrich & Lin, Jiahao, 2026, "Can mutual fund “stars” really pick stocks? New evidence from a wild bootstrap analysis," Journal of Empirical Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jempfin.2025.101673.
• Jin, Xuejun & Chen, Yifan & Liu, Xiaobin & Zeng, Tao, 2026, "Factors in the cross-section of Chinese corporate bonds: Evidence from reduced-rank analysis," Journal of Empirical Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jempfin.2026.101686.
• Chang, Jeffery Jinfan & Du, Huancheng & Ni, Xiaoran & Wang, Yuheng, 2026, "The free dividend fallacy in the Chinese stock market: Evidence from stock pricing behavior around ex-dividend day," Journal of Empirical Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jempfin.2026.101727.
• Dang, Thuy Duong & Hollstein, Fabian & Prokopczuk, Marcel, 2026, "Factor pricing across asset classes," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101688.
• Ambrose, Brent W. & Chen, Yifan & Simin, Timothy T., 2026, "Firm location and the value-growth premium," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101690.
• Schoeffel, Alexander & Kiesel, Florian & Geissdoerfer, Martin & Mueller, Lukas & Schiereck, Dirk, 2026, "Brown bonds in a green world: Are investors punishing high-carbon issuers with illiquidity?," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101691.
• Chen, Xi & Wang, Junbo & Wei, K.C.John & Wu, Chunchi & Zhang, Linti, 2026, "Salience theory and cross-sectional corporate bond returns," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101692.
• Chen, Jingjing & Jiang, George J. & Liu, Chenye & Zhu, Dongming, 2026, "Positivity and long-lasting momentum," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101694.
• Guo, Xu & Wang, Junbo & Wu, Chunchi & Zhong, Xiaoling, 2026, "Prospect theory and stock price behavior in retail trading booms," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101706.
• Li, Gang & Wang, Shuqi & Wei, K.C. John, 2026, "What drives retail investors’ overconfidence? The role of information acquisition costs," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101709.
• van der Zwan, Terri & Hennink, Erik & Tuijp, Patrick, 2026, "Equity risk factors for the long and short run: Pricing and performance at different frequencies," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101711.
• Chen, Tsung-Yu & Chou, Pin-Huang & Ko, Kuan-Cheng & Rhee, S. Ghon, 2026, "Back to the future: Revival of behavioral explanations for long-term return reversals," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101728.
• Dichtl, Hubert & Drobetz, Wolfgang & Otto, Tizian & Puhan, Tatjana, 2026, "Don’t draw the downs apart: How to best simulate asset price drawdowns," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101738.
• Li, Zhiyong & Qiao, Fang & Wang, Tianyi, 2026, "Global currency volatility risk and currency return predictability," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101740.
• Huang, Difang & Liang, Ying, 2026, "The asymmetric effects of monetary policy shocks: Evidence from credit default swap markets," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101746.
• Shafaati, Mobina & Chance, Don M. & Brooks, Robert, 2026, "The cross-section of individual equity option returns," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101748.
• Kakes, Jan & van den End, Jan Willem, 2026, "Identifying excessive spread dispersion in the euro area: When do sovereign spreads go beyond fundamentals?," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101750.
• Nevatia, Vedanshi, 2026, "Sovereign green bonds: Risk-mitigating sustainability instruments in emerging markets," Energy Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.eneco.2026.109173.
• Lalwani, Vaibhav, 2026, "Climate news betas and risk premia," Energy Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.eneco.2026.109289.
• Simshauser, Paul, 2026, "Are gas turbines ‘bankable’ in transitioning energy-only markets?," Energy Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.eneco.2026.109329.
• Chen, An & Hinken, Maria & Löffler, Gunter, 2026, "Do sustainability-linked bonds reward greater sustainability by design?," Energy Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.eneco.2026.109382.
• Demir, Mert & Karataş, Cem O. & Martell, Terrence F., 2026, "Do investors price physical climate risk? An analysis of weather-related power outages across the United States," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109466.
• Shi, Haoyu & Zheng, Xu, 2026, "The impact of liquidity on volatility and price discovery: Evidence from China and international crude oil futures," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109468.
• Behr, Patrick & Cosenza, Riccardo & Nowak, Eric & Orgen, Papa, 2026, "Are all COPs busted? The role of climate policy events for carbon pricing in compliance and voluntary markets," Energy Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.eneco.2026.109465.
• Cuzzi, Daniel & Issler, João Victor, 2026, "The natural level of oil prices," Energy Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.eneco.2026.109541.
• Kaur, Ushmeet & Ahmad, Wasim, 2026, "Carbon emissions intensity and idiosyncratic volatility: Evidence from Indian firms," Energy Economics, Elsevier, volume 163, issue C, DOI: 10.1016/j.eneco.2026.109599.
• Soliman, Alain & Abid, Ilyes & Guesmi, Khaled & Urom, Christian, 2026, "The empirical impact of energy transition on developing economies: Sectoral analysis and predictive insights," Energy Economics, Elsevier, volume 163, issue C, DOI: 10.1016/j.eneco.2026.109601.
• Boswijk, H. Peter & Diks, Cees & Trimborn, Simon & Valle, Matteo, 2026, "Environmental regulatory risk," Energy Economics, Elsevier, volume 163, issue C, DOI: 10.1016/j.eneco.2026.109625.
• Hudák, Milan & Čermáková, Klára & Kadeřábková, Božena & Popescu, Irina Alina & Balsalobre-Lorente, Daniel, 2026, "From fragmentation to integration: Gas market convergence in Central and Eastern Europe in the aftermath of the EU energy crisis," Energy Policy, Elsevier, volume 208, issue C, DOI: 10.1016/j.enpol.2025.114904.
• Simshauser, Paul & Gilmore, Joel, 2026, "On the electrification of gas loads in Australia's national electricity market," Energy Policy, Elsevier, volume 208, issue C, DOI: 10.1016/j.enpol.2025.114940.
• Simshauser, Paul & Gilmore, Joel, 2026, "The counterfactual policy scenario: are renewables cheaper?," Energy Policy, Elsevier, volume 215, issue C, DOI: 10.1016/j.enpol.2026.115253.
• Chen, Zhang-hangjian & Jiang, Jiali & Cui, Yian & Xiong, Xiong, 2026, "Energy transition and climate vulnerability: Energy policy in an era of geopolitical fragmentation," Energy Policy, Elsevier, volume 218, issue C, DOI: 10.1016/j.enpol.2026.115536.
• Ullah, Farid & Lu, Qianjin & Jie, Chen & Ullah, Mirzat, 2026, "Role of green bonds in energy transition and environmental sustainability," Energy, Elsevier, volume 342, issue C, DOI: 10.1016/j.energy.2025.139635.
• Xu, Zhihao, 2026, "Soaring in rationality: Bonds as a partial hedge against hyperinflation," Explorations in Economic History, Elsevier, volume 99, issue C, DOI: 10.1016/j.eeh.2025.101720.
• Esteves, Rui & Mesevage, Gabriel Geisler, 2026, "Missing markets. Microstructure and liquidity on the London Stock Exchange," Explorations in Economic History, Elsevier, volume 99, issue C, DOI: 10.1016/j.eeh.2025.101736.
• Hu, Duni & Wang, Hailong, 2026, "An equilibrium asset pricing model with heterogeneous beliefs about climate risks," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104762.
• Ayaydın Hacıömeroğlu, Hande & Danışoğlu, Seza & Güner, Z. Nuray & Şahin, Baki Cem, 2026, "Here's the Greenium eclipsed by market-wide illiquidity in the municipal bond market," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104772.
• Ali, Muhammad Jahangir & Azam, Md Saiful & Baghdadi, Ghasan & Hasan, Mostafa Monzur & Puwanenthiren, Premkanth, 2026, "Analyst career concerns and stock price crash risk," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104785.
• Yu, Deshui & Tang, Jiachen & Zhou, Mingtao, 2026, "Trade policy uncertainty and stock returns: A tale of two periods," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104789.
• Grobys, Klaus, 2026, "Log-periodicity: Fact or fiction?," International Review of Financial Analysis, Elsevier, volume 110, issue C, DOI: 10.1016/j.irfa.2025.104848.
• Liu, Jie & Chen, Zhenshan & Lin, Gengyan & Ye, Yajing & Liu, Jia, 2026, "Never waste a crisis: Do stock market manipulators exploit geopolitical risks?," International Review of Financial Analysis, Elsevier, volume 111, issue C, DOI: 10.1016/j.irfa.2026.105103.
• Sun, Xuchu & Na, Jinling & Li, Tangrong, 2026, "Microstructure-based private information and institutional return predictability," International Review of Financial Analysis, Elsevier, volume 111, issue C, DOI: 10.1016/j.irfa.2026.105113.
• Ferriani, Fabrizio & Pericoli, Marcello, 2026, "ESG risks and corporate viability: Insights from default probability term structure analysis," International Review of Financial Analysis, Elsevier, volume 112, issue C, DOI: 10.1016/j.irfa.2026.105097.
• Wang, Zijun, 2026, "Monetary policy surprises and the cross sectional stock return predictability in volume sorted portfolios," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105134.
• Mercik, Aleksander & Zaremba, Adam & Demir, Ender, 2026, "Crypto factor zoo (.Zip)," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105137.
• Zhang, Yu & Kappou, Konstantina & Urquhart, Andrew, 2026, "Conditional demand for lottery-type stocks: Information spillovers and asset prices comovement," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105145.
• Bu, Hui & Li, Xingyi & Li, Zhongfei & Liu, Yi & Yuan, Xueying, 2026, "Environmental materiality under competitive threats," International Review of Financial Analysis, Elsevier, volume 115, issue C, DOI: 10.1016/j.irfa.2026.105194.
• Khaksar, Ehsan & Biktimirov, Ernest N. & Ayanso, Anteneh & Sokolyk, Tatyana, 2026, "Bitcoin returns and volume: Uncovering investor sentiment through topic modeling," International Review of Financial Analysis, Elsevier, volume 116, issue C, DOI: 10.1016/j.irfa.2026.105197.
• Han, Chulwoo & Kang, Jangkoo & Lee, Geongon, 2026, "Mispricing and correction in short-term returns," International Review of Financial Analysis, Elsevier, volume 116, issue C, DOI: 10.1016/j.irfa.2026.105200.
• Wan, Xiaoyuan & Zhang, Jiachen, 2026, "(When) is beta priced in China?," International Review of Financial Analysis, Elsevier, volume 116, issue C, DOI: 10.1016/j.irfa.2026.105215.
• Grebe, Leonard Nils, 2026, "Beyond the replication crisis of weekly seasonality: Introducing the uncertainty structure hypothesis," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105238.
• Tosun, Aynur Dilan, 2026, "Memory and the cross-section of stock returns11We thank K. Ozgur Demirtas, Yigit Atilgan and A. Doruk Gunaydin for helpful comments and suggestions," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105256.
• Sila, Jan & Kocenda, Evzen & Kristoufek, Ladislav & Kukacka, Jiri, 2026, "Determinants of wash trading in major cryptoexchanges," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105283.
• Ruan, Xinfeng & Wei, Xiaopeng, 2026, "When fears diverge: Bond–equity relative uncertainty and stock market returns," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105291.
• Yu, Deshui & Xiao, Jiefeng & Zhou, Weilun & Zhou, Mingtao, 2026, "Fiscal uncertainty and time-varying expected market returns," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105310.
• Ahelegbey, Daniel Felix & Gerth, Florian & Ibhagui, Oyakhilome Wallace, 2026, "Dollar funding stress and the long-run structure of exchange rates," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105338.
• Yamamoto, Taihei, 2026, "Sovereign Z-spread relative value and currency risk: Evidence from a cross-asset block network," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105369.
• Iwanaga, Yasuhiro, 2026, "Conditional momentum and capital gains overhang: Evidence from Japan," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105384.
• Figuerola-Ferretti, Isabel & Paraskevopoulos, Ioannis & Tang, Tao, 2026, "Enhancing pairs trading performance through spread delta hedging," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105394.
• Schönleber, Lorenzo, 2026, "Average equity return correlations, value factor returns, and growth options," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105417.
• Chrétien, Stéphane & Ghali, Ali, 2026, "Interim trading and the performance evaluation of equity mutual funds," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105420.
• Kim, Seongjin & Choi, Jin Hyuk, 2026, "Mandatory disclosure in oligopolistic market making," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.109994.
• Le, Anh Tuan & Nguyen, Harvey & Nguyen, Cuong & Hu, Baiding, 2026, "Is the grass always greener on the other side? Investor regret and equity returns in developed yet illiquid markets," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.110010.
• Takahashi, Koji & Takaoka, Sumiko, 2026, "When bookbuilding uncertainty hits: Pricing and real effects of primary-market uncertainty," Finance Research Letters, Elsevier, volume 100, issue C, DOI: 10.1016/j.frl.2026.110028.
• Parker, William, 2026, "Asset Prices and Monetary Expansion: Evidence from CPI- and Money-Based Valuation," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.109995.
• Hoang, Lai Trung & Phan, Trang Thu, 2026, "Time-of-day effects in the Bitcoin options market," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110008.
• Naebi, Fatemeh, 2026, "Challenging the rare disaster model: An empirical analysis using the survey of professional forecasters," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110049.
• Ziwen, Chen, 2026, "Ethereum risk states as a tail-risk switch for Art NFTs:Evidence from SuperRare," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110069.
• Yang, Manlu & Wang, Yufeng, 2026, "Scheduled FOMC statements and intraday macro event risk in cryptocurrency markets," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110073.
• Perras, Patrizia & Wagner, Niklas, 2026, "Investor crowding," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110052.
• Liu, Qi & Wang, Ziqi & Gao, Dongxi & Yan, Jingzhou, 2026, "Trade policy uncertainty, mining costs, and bitcoin prices," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110053.
• Echeverry, David, 2026, "Correlated defaults and risk retention: Can prices be increasing in risk," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110070.
• Weiberg, Alicia & Heldmann, Jan, 2026, "Music sentiment and stock returns: A structural break in sentiment dynamics," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110071.
• Buchwalter, Bastien & Chibane, Messaoud & Giménez Roche, Gabriel A., 2026, "Is Bitcoin fragility systematically related to global uncertainty?," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110153.
• Xiang, Youtao & Gong, Junmei, 2026, "The value of climate disclosure: Evidence from corporate bond credit spreads," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110156.
• Rana, Hafiz Muhammad Usman & O'Connor, Fergal & Yerushalmi, Erez & Kim, Jae H., 2026, "Asynchronous market efficiency in gold and silver markets: A local currency lens," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110172.
• Bal, Hakan, 2026, "How should country risk enter the CAPM? Evidence from Sovereign CDS and international equity returns," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110177.
• Ooi, Kok-Hwa & Hooy, Chee-Wooi, 2026, "China's economic policy uncertainty and US variance risk premium: A flight-to-safety analysis," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110158.
• Wang, Yishu & Guo, Ruijia & Wan, Qing, 2026, "Cross-border climate policy and corporate environmental investment: Evidence from the EU CBAM and Chinese firms," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110179.
• Fodor, Andy & Onuk, Cagri Berk & Shank, Corey A., 2026, "Do economically meaningful quote differences convey private information?," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110193.
• Shen, Yijuan & Li, Zecheng & Yuan, Yuan & Cai, Yifei, 2026, "Dependence in cryptocurrencies: A Partial correlation connectedness approach," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110195.
• Willeboordse, Frederick H., 2026, "Does gamma survive the close?," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110281.
• Zheng, Huiyang & Xin, Liguo & Dong, Fengwei & Zhang, Yanliang, 2026, "Green investment and stock price volatility: Evidence from Chinese listed companies," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110282.
• Kim, Taeyun, 2026, "Carrying regime uncertainty forward in cryptocurrency tail-risk forecasting," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110286.
• Kwon, Ji Ho, 2026, "Housing, investment opportunities and intertemporal asset pricing," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110287.
• Bonaparte, Yosef & Christie-David, Rohan A. & Ferris, Stephen P., 2026, "Mind the gap: reservation returns and stock market participation disparities," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110326.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2026, "Artificial intelligence advancements and US nuclear energy deregulation are drivers of the short-term market returns of nuclear firms?," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110348.
• Wang, Chenguang & Yao, Kai & Liu, Jinpeng, 2026, "Salience, asymmetric effect and stock returns," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110360.
• Yang, Qiurong & Bai, Gang, 2026, "The pricing of information sensitivity in the wealth management products: Evidence from China," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110382.
• Ahnouch, Mohammed & Saout, Erwan Le, 2026, "Traded-coordinate hessians and hedge-feedback fragility: barrier curvature in the down-and-in put channel," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110384.
• ÜNLÜ, Ulaş & Bayram, Fatih, 2026, "Do dispersion-based tests capture herding? Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110397.
• Kısacıkoğlu, Burçin, 2026, "Supply–Demand Ambiguity and asset prices: Evidence from stocks and bonds," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110420.
• Alolah, Othman & Almaghrabi, Khadija S., 2026, "Loan pricing under relative performance evaluation," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110423.
• Amatatsu, Yasuaki, 2026, "Assessing the greenium of transition bonds in japanese electric power bonds: evidence from Japan’s electric utilities," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110434.
• Wafi, Ahmed S. & El-Halaby, Sherif & Albitar, Khaldoon, 2026, "Stock return forecasting under climate policy uncertainty: A regime-dependent model comparison," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110456.
• Zhang, Meilin & Ouyang, Alice Y., 2026, "Underwriting partnerships and pricing efficiency of China’s LGFV bonds," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110473.
• Atilgan, Yigit & Ozgur Demirtas, K. & Doruk Gunaydin, A. & Tosun, Aynur Dilan, 2026, "Economic uncertainty and the beta anomaly in G10 Countries," Finance Research Letters, Elsevier, volume 108, issue C, DOI: 10.1016/j.frl.2026.110484.
• Gao, Ruixue (Rachel) & Jiang, George J. & Reyes, Mario G., 2026, "Robinhood: Simple app simple stocks," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110446.
• Goel, Aditya, 2026, "Dealer-inventory frictions in SPX options: Evidence from LETF rebalancing," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110474.
• Brigida, Matthew, 2026, "Crypto pricing with hidden factors," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110488.
• Sester, Julian & Xu, Huansang, 2026, "Fast catastrophe bond valuation with neural-network surrogates," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110492.
• Rajhi, Wassim, 2026, "Temperature Anomalies, Inflation Expectations, and Treasury Inconvenience," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110500.
• Tang, Xinwei & Zhou, Zhengyi, 2026, "The nonlinear impact of data asset information disclosure divergence on IPO underpricing," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110505.
• Shu, Ao, 2026, "Product retirement and delayed price discovery in a collectible asset market: evidence from LEGO sets," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110509.
• Miklós, Damján, 2026, "Irrationality in skewness preferences," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110514.
• Emanuel-Correia, Ricardo & Bentes, Sónia R., 2026, "Too much or too little? Financial and digital literacy and IPO underpricing in Europe," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110521.
• Hong, Zhenhan & Pan, Yue & Zhao, Xiangyang, 2026, "Seeing Is Believing? Visual–textual consistency in ESG reports and the cost of green bonds," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110522.
• Dai, Weiqing & Zhong, Pengcheng, 2026, "ESG rating disagreement and bond default risk: How investor confidence mitigates financial vulnerability," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110527.
• Ji, Yinze & Zong, Lu & Cao, Yi, 2026, "Does sentiment lead prices? Evidence from individual stock price discovery," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110532.
• Yang, Lizhengbo & Li, Xue, 2026, "Term structure of interest rates and local government bonds: evidence from China," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110533.
• Li, Xiaowei & Chen, Jian & Liu, Yangshu, 2026, "Option implied asymmetric correlation risk and stock returns," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110575.
• Kaczmarek, Tomasz & Demir, Ender & Rouatbi, Wael & Zaremba, Adam, 2026, "When war moves oil: Energy dependence and global equity responses to the 2026 Iran conflict," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110577.
• Erez, Erce & Smirnov, Mikhail, 2026, "No-arbitrage bounds in decentralized perpetual markets," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110598.
• Rodriguez, Arturo & Stein, Roberto, 2026, "Autopilot alpha: Anomalies move, mutual funds follow," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110599.
• Kaplanski, Guy, 2026, "Market learning from sequential geopolitical escalations: Evidence from airline stocks," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110625.
• Imisiker, Serkan & Tas, Bedri Kamil Onur & Yildirim, Muhammed A., 2026, "Stuck on the road: Traffic congestion and stock returns," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110635.
• Krysa, Gil & Raviv, Alon, 2026, "Structural pricing models for corporate bond index credit spreads: Senior vs subordinated," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110637.
• Wang, Lei & Zhao, Shuran & Duan, Chenggang, 2026, "Intraday tail risk dynamics under high-frequency trading regulatory rules: Evidence from tick-by-tick data," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110654.
• Goswami, Aryan & Rink, Sebastian, 2026, "Carbon price volatility and stock returns," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110653.
• Chakrabarty, Bidisha & Nawn, Samarpan & Pascual, Roberto, 2026, "Financial market opacity and systemic liquidity risk," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110655.
• Aktuğ, Emrehan & Torul, Orhan, 2026, "When prediction markets disagree: Cross-platform dispersion and equity volatility in the 2024 U.S. election," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110664.
• Mehr, Payam, 2026, "The horizon structure of diversification: Effective dimension across post-2020 market regimes," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110726.
• Kristjanpoller, Werner & Tabak, Benjamin Miranda & Araneda, Aldo & Bouri, Elie, 2026, "Do electricity prices predict the returns and volatility of cryptocurrency mining companies? Evidence from GARCH and machine-learning models," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110734.
• Kang, Hojun & Hwang, Kyuyeon & Lee, Yong-Ki & Lee, Sang-Gun, 2026, "Did spot crypto ETFs reallocate venue liquidity? Fragile evidence," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110744.
• Shin, Seungho & Tian, Jiayuan, 2026, "Microstructure noise decomposition: a liquidity–adjusted volatility estimator," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110749.
• Li, Boyan & Wu, Chongfeng, 2026, "Beyond delta neutrality: Confidence-scaled hedging with machine learning forecasts," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109098.
• Malim Franco, João Pedro & Barasal Morales, Adriano & Poletti Laurini, Márcio, 2026, "When green turns exuberant: Bubble detection in clean-energy markets," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109109.
• Bo, Wang, 2026, "A theory of balance sheet crisis," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109123.
• Qin, Meng & LOBONŢ, Oana-Ramona & Zhou, Haigang & Hsueh, Hsin-Pei, 2026, "Enabler or barrier? Evaluating the effectiveness of green financial assets in hedging against uncertainties," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.108720.
• Zhao, Shuran & Gao, Ruiqing, 2026, "Is systematic tail risk priced in China?," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109308.
• Jeong, Giho & Goh, Jihoon & Kim, Donghoon, 2026, "Speculation around celebration: Holiday, January, and lottery stocks in Korea," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109351.
• Karmaziene, Egle & Terrada, Juan M., 2026, "Fast ETFs, slow bonds: price adjustment under monetary tightening," Finance Research Letters, Elsevier, volume 90, issue C, DOI: 10.1016/j.frl.2025.109385.
• Kim, Hyeonjun & Ryu, Doojin, 2026, "Investor disagreement and short-squeeze risk," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109409.
• Carvalho, Paulo V. & Falcão, Pedro F. & Pinheiro, Carlos Manuel & Carrão, Diogo, 2026, "Revisiting ESG performance: do high scores translate to higher returns? A risk-adjusted analysis of S&P 500 portfolios," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109467.
• Lo, Wen-Chi & Ko, Kuan-Cheng, 2026, "Recency biases and the idiosyncratic volatility puzzle," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109468.
• Winkler, Sebastian & Schiereck, Dirk, 2026, "Supply versus risk in sovereign yields: Evidence from Germany’s 500 billion fiscal shock," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2026.109495.
• Feldman, David & Kang, Chang-Mo & Zhao, Yifan, 2026, "Idiosyncratic volatility," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2025.109410.
• Duong, An Thi Thuy, 2026, "ESG as a conditional risk buffer: Idiosyncratic volatility and tail losses across market regimes," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109588.
• Cepni, Oguzhan & Can, Ufuk & Aysan, Ahmet Faruk, 2026, "Abnormal weather shocks and US state level municipal bond returns," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109591.
• Kwan, Alan & Onuk, Cagri Berk & Volkova, Ekaterina, 2026, "When deregulation wins: Cross-sectional evidence from the 2024 Trump election," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109597.
• Youssef, Meriem & Gallas, Salma & Urom, Christian, 2026, "Cryptocurrency price dynamics during supply chain disruptions: A quantile-on-quantile connectedness approach," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109600.
• Wang, Meng & Duan, Yixue & Yang, Guang-Zhao, 2026, "Weather alerts and stock market reactions: Evidence from China," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109628.
• Algarhi, Amr Saber & Hill, Archie & Oyebowale, Adeola Y., 2026, "Brexit and the reversal of financial influence: the UK’s shift from net volatility transmitter to receiver," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109675.
• Ozocak, Onem, 2026, "Adjustment of U.S. Treasury yields to the cointegrating relationship amid high intrapersonal uncertainty," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109681.
• Li, Wei & Hu, Xiaolu, 2026, "Perception versus fundamentals: How narrative tone shapes bond pricing," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109712.
• Hong, Gayeon, 2026, "Anchoring in calm, crumbling in crisis: The paradox of taming the long end," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109722.
• Huang, Bihong & Zhu, Kaiying, 2026, "Regulatory transparency and cost of ESG debt: Evidence from Latin America and Caribbean," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109736.
• Kim, Jeongsim, 2026, "Political uncertainty and stock prices: Evidence from South Korea’s martial law crisis," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109740.
• Abdullazade, Zaur, 2026, "Chasing ghosts: the elusive ambiguity premium in U.S. equities," Finance Research Letters, Elsevier, volume 97, issue C, DOI: 10.1016/j.frl.2026.109836.
• V․K․, Anand Krishnan & Thomas, Sony & Kumar, S.S.S., 2026, "Trading on delay: Information frictions and cross-market arbitrage in index futures," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109842.