Research classified by Journal of Economic Literature (JEL) codes

2025

• Ferriani, Fabrizio & Marchetti, Sabina, 2025, "The micro-determinants of portfolio allocation shifts in mutual funds: Evidence from machine learning models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107935.
• Jiang, Haiyang & Yang, Zeyu, 2025, "Green financial policies and executive opportunistic share reduction," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107945.
• Lee, Im Hyeon, 2025, "Calendar-based clustering of weekly extremes: Empirical failure of stochastic models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107992.
• Atanasova, Christina & Miao, Terrel & Segarra, Ignacio & Willeboordse, Frederick, 2025, "Aggregate illiquidity and crypto option returns," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108003.
• Cioli, Valentina & Giannozzi, Alessandro & Roggi, Oliviero, 2025, "SPACs in Europe: performance analysis and differences from the U.S," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108031.
• Liu, Yanlin & Yang, Jiaxin & Pham, Thu Phuong, 2025, "The hidden cost of firm-level political risk: Impairing liquidity in corporate bond markets," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108058.
• Sun, Wenjie & Mei, Jianhua & Chen, Kecun & Li, Zhaoqi, 2025, "Biodiversity risk and value creation in emerging markets," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108069.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2025, "Presidential elections and secretary appointment: an event study for us biotechnology and drugs," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108125.
• Zhang, Xueying & Bian, Haodong & Walker, Thomas & Barabanov, Sergey, 2025, "The impact of financial report comment letters on bond pricing: Evidence from China," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108140.
• Mao, Xiaodan & Hu, Cong & Xiong, Lin & Wang, Yebin, 2025, "Climate risk attention and financial markets: The time–frequency and quantile perspective," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108130.
• Sui, Yanjun & Tian, Xiao & Zhong, Angel & Chiah, Mardy, 2025, "Beyond the final whistle: AFL grand final and retail investor trading," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108137.
• Kim, Hyeonjun & Ryu, Doojin, 2025, "Short squeeze risk and price impact," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108147.
• Sheng, Xiaohan & Yang, Lin, 2025, "From headlines to earnings: Do biodiversity disclosures tighten analyst forecasts?," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108158.
• Ye, Xixi & Guo, Fanyong & Liu, Yuxuan & Qin, Shan & Zheng, Zhanhao, 2025, "Mitigating financialization through oversight: The impact of investor site visits on Chinese listed firms," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108179.
• Ding, Zhiguo & Liu, Xinmiao & Ding, Yuyang, 2025, "How information structure shapes insider valuation bias: Evidence from insider selling in China," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108206.
• Lee, Yu Kyung & Lee, Eun Jung & Kim, Ryumi, 2025, "Factor-loading uncertainty and expected return: Value vs. growth stocks," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108171.
• Gu, Zhenhua & Gu, Chen & Zhang, Chengping, 2025, "Analyst forecast behavior under trade uncertainty: Evidence from China," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108245.
• Bonaparte, Yosef, 2025, "From innovation to valuation: The role of quantum technologies in asset pricing," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108281.
• Afik, Zvika & Lahav, Yaron & Zaguri, Bat-El, 2025, "Long-term market reactions to FDA Phase III clinical trials announcements," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108139.
• Conlon, Thomas & Corbet, Shaen, 2025, "Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108264.
• Nie, Chun-Xiao, 2025, "Trump tariff policies shock information flows across major global equity markets," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108319.
• Mugaloglu, Erhan & Kocak, Emrah & Bulut, Umit, 2025, "News intensity and volatility dynamics in large- and small-cap stocks: A non-gaussian SVAR approach," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108359.
• Miwa, Kotaro, 2025, "Range of analyst target prices," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108440.
• Li, Huicong & Liu, Jiayi & Wu, Chao, 2025, "Nip in the bud:Spillover effect of customer earnings pressure on supplier audit fees," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108469.
• Sifat, Imtiaz, 2025, "Ethereum’s proof-of-stake transition: Inflation dynamics and market structure changes," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108237.
• Bahcivan, Hulusi, 2025, "Day and night expected returns under overnight information shocks: New tug-of-war pattern," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108591.
• Chaturvedula, Chakrapani & Reddy, K.Sriharsha & Babu, A.Sarath, 2025, "Regulatory reforms, share buyback and institutional monitoring of insider trading: Evidence from India," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108594.
• Zirk-Sadowski, Jan & Hryckiewicz, Aneta, 2025, "Intraday and overnight return anomalies: Evidence from 11.6 million price observations," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108638.
• Mourey, Mathis & Shahrour, Mohamad H. & Şoiman, Florentina, 2025, "A crypto-stock weekend effect: Predicting Monday stock returns using weekend cryptocurrency returns," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108661.
• Iwanaga, Yasuhiro, 2025, "Auction timing anomaly in the Japanese bond futures market," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108675.
• Barros, Victor & Gonçalves, Tiago Cruz, 2025, "Stock liquidity and price‑to‑book discounts: non‑linear evidence from European‑listed firms," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108750.
• Kim, Hyeonjun & Ryu, Doojin, 2025, "Decomposing momentum: Fundamentals versus persistent mispricing," Finance Research Letters, Elsevier, volume 86, issue PF, DOI: 10.1016/j.frl.2025.108752.
• Zhang, Hao & Zhang, Lu & Zhao, Hua, 2025, "Intraday variation of systematic risk in China," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108903.
• Su, Lixin (Nancy) & Wong, Sonia Man-Lai & Xue, Yuan & Zhao, Xiaofeng, 2025, "Do short-sale constraints inhibit information acquisition? Evidence from regulation SHO," Journal of Financial Markets, Elsevier, volume 72, issue C, DOI: 10.1016/j.finmar.2024.100945.
• Galindo Gil, Hamilton & Lazo-Paz, Renato, 2025, "An ETF-based measure of stock price fragility," Journal of Financial Markets, Elsevier, volume 72, issue C, DOI: 10.1016/j.finmar.2024.100946.
• Tsujimoto, Yusuke, 2025, "Coarse pricing in QE auctions," Journal of Financial Markets, Elsevier, volume 73, issue C, DOI: 10.1016/j.finmar.2024.100959.
• Katagiri, Mitsuru & Shino, Junnosuke & Takahashi, Koji, 2025, "Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation," Journal of Financial Markets, Elsevier, volume 73, issue C, DOI: 10.1016/j.finmar.2025.100961.
• Jiang, Hao & Ma, Yong & Wang, Tianyang, 2025, "Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency," Journal of Financial Markets, Elsevier, volume 73, issue C, DOI: 10.1016/j.finmar.2025.100969.
• Barardehi, Yashar H. & Bernhardt, Dan, 2025, "Revisiting the ∪-shaped patterns in volatility and price impacts: Novel results using trade-time estimates," Journal of Financial Markets, Elsevier, volume 74, issue C, DOI: 10.1016/j.finmar.2025.100971.
• He, Xue-Zhong & Kang, Junqing, 2025, "Speed competition and strategic trading," Journal of Financial Markets, Elsevier, volume 74, issue C, DOI: 10.1016/j.finmar.2025.100972.
• Garriott, Corey & van Kervel, Vincent & Zoican, Marius, 2025, "Queuing and inventories in limit order markets," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100982.
• Comerton-Forde, Carole & Marta, Thomas, 2025, "ETF effects: The role of primary versus secondary market activities," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100983.
• Choi, Youngmin & Lee, Suzanne S., 2025, "On the efficiency contributions of analyst recommendations to financial markets," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100985.
• Bellia, Mario & Christensen, Kim & Kolokolov, Aleksey & Pelizzon, Loriana & Renò, Roberto, 2025, "Do designated market makers provide liquidity during downward extreme price movements?," Journal of Financial Markets, Elsevier, volume 76, issue C, DOI: 10.1016/j.finmar.2025.100988.
• Sun, Jianchun & Zhang, Shunming, 2025, "Trading behavior, asset price, and market quality: Based on probabilistic attitude," Journal of Financial Markets, Elsevier, volume 76, issue C, DOI: 10.1016/j.finmar.2025.100990.
• Jiang, Danling & Liu, Baixiao & Xiao, Steven Chong, 2025, "Social norms and stock lending," Journal of Financial Markets, Elsevier, volume 76, issue C, DOI: 10.1016/j.finmar.2025.100991.
• Hoang, Lai T. & Wee, Marvin & Yang, Joey Wenling & Yu, Jing, 2025, "Institutional trading and ESG controversies," Journal of Financial Markets, Elsevier, volume 76, issue C, DOI: 10.1016/j.finmar.2025.101003.
• Kiosses, Nikolaos & Leventis, Stergios & Subeniotis, Demetres & Tampakoudis, Ioannis, 2025, "The impact of policy uncertainty on shareholder wealth: Evidence from bank M&A," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101361.
• Coppola, Anna & Urga, Giovanni & Varaldo, Alessandro, 2025, "Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101369.
• Petropoulou, Athina & Pappas, Vasileios & Ongena, Steven & Gounopoulos, Dimitrios & Fairchild, Richard, 2025, "The performance of FDIC-identified community banks," Journal of Financial Stability, Elsevier, volume 77, issue C, DOI: 10.1016/j.jfs.2025.101394.
• Gunasekarage, Abeyratna & Minnick, Kristina & Shams, Syed, 2025, "Board gender diversity at target firms and acquisition decisions of gender diverse bidders," Journal of Financial Stability, Elsevier, volume 78, issue C, DOI: 10.1016/j.jfs.2025.101410.
• Wang, Yu & Sun, Yiguo, 2025, "Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective," Journal of Financial Stability, Elsevier, volume 78, issue C, DOI: 10.1016/j.jfs.2025.101415.
• Galanis, Spyros, 2025, "No trade under verifiable information," Games and Economic Behavior, Elsevier, volume 153, issue C, pages 1-9, DOI: 10.1016/j.geb.2025.05.007.
• Shi, Huai-Long & Chen, Huayi, 2025, "Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2025.101079.
• DeCoste, Joseph, 2025, "Comovement and S&P 500 membership," Global Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.gfj.2025.101110.
• Zhou, Bole & Ge, Wanjun, 2025, "ESG in the headlines: Media-driven reputational risk and stock performance," Global Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.gfj.2025.101127.
• Tang, Kai & Cheng, Yuxiang, 2025, "CFO overseas experience and stock price crash risk," Global Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.gfj.2025.101128.
• Lawrence, Edward R. & Raithatha, Mehul & Rodríguez, Iván M., 2025, "Terrorism and cross-border mergers and acquisitions," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101146.
• Hrazdil, Karel & Li, Yan & Scott, Thomas, 2025, "Accounting disclosures and stock price efficiency: Evidence from mandatory IFRS adoption," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101152.
• Garcia, John, 2025, "The power of attention: examining the roles of institutional investor and macroeconomic news attention in shaping share liquidity," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101160.
• Stein, Hillary, 2025, "Got milk? The effect of export price shocks on exchange rates," Journal of International Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jinteco.2025.104080.
• Rogers, John & Sun, Bo & Wu, Wenbin, 2025, "Drivers of the global financial cycle," Journal of International Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.jinteco.2025.104088.
• Mensi, Walid & Gök, Remzi & Gemici, Eray & Kang, Sang Hoon, 2025, "Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets," International Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.inteco.2024.100570.
• Islem Boutabba & Shin-Hung Pan & Wing-Keung Wong, 2025, "An Empirical Validation of a Behavioral Finance Model: The 52-week High as a Benchmark for an Index," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 4, pages 74-91.
• Adedeji Gbadebo, 2025, "Stock Price Forecasting Using a Time-Series Long Short-Term Memory Model," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 7, issue 2, pages 304-322, December.
• Deniz Koy & Sıtkı Sönmezer, 2025, "Volatility Dynamics of Ipo Returns on Borsa Istanbul: The 2022-2023 Period," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 124, pages 191-212, October, DOI: https://doi.org/10.33203/mfy.162197.
• Valentin Haddad & Alan Moreira & Tyler Muir, 2025, "Whatever It Takes? The Impact of Conditional Policy Promises," American Economic Review, American Economic Association, volume 115, issue 1, pages 295-329, January, DOI: 10.1257/aer.20230486.
• Valentin Haddad & Paul Huebner & Erik Loualiche, 2025, "How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing," American Economic Review, American Economic Association, volume 115, issue 3, pages 975-1018, March, DOI: 10.1257/aer.20230505.
• Samuel M. Hartzmark & David H. Solomon, 2025, "Market-Wide Predictable Price Pressure," American Economic Review, American Economic Association, volume 115, issue 9, pages 3171-3213, September, DOI: 10.1257/aer.20231725.
• Maxime Phillot, 2025, "US Treasury Auctions: A High-Frequency Identification of Supply Shocks," American Economic Journal: Macroeconomics, American Economic Association, volume 17, issue 1, pages 245-273, January, DOI: 10.1257/mac.20210243.
• Ion VEVERIȚĂ & Ion PÂRȚACHI, 2025, "The Resilience Of The Banking System Of The Republic Of Moldova During Crisis Periods: Evidence From The Last 10 Years," Eastern European Journal for Regional Studies (EEJRS), Center for Studies in European Integration (CSEI), Academy of Economic Studies of Moldova (ASEM), volume 11, issue 1, pages 99-106, June, DOI: https://doi.org/10.53486/2537-6179..
• Recep Ali KÜÇÜKÇOLAK & Sami KÜÇÜKOĞLU & Necla İ. KÜÇÜKÇOLAK, 2025, "Borsa İstanbul’da Hisse Geri Alım Kararlarına İlişkin Ampirik Bir Analiz," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 1, pages 412-428, DOI: https://doi.org/10.30784/epfad.1621.
• Murat Mat & Mehmet Cihangir, 2025, "COVID-19 Pandemisine Karşı Pay Piyasa Tepkileri Üzerinde Mikro Faktörlerin Rolü: BİST Sınai Endeksinden Bulgular," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 3, pages 1218-1244, DOI: 10.30784/epfad.1625599.
• Muhammet Kocaman & Elif Akben Selçuk, 2025, "Carbon Emission Intensity and Investment Efficiency in the European Union: The Moderating Role of Analyst Coverage and Environmental Innovation," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue SI, pages 403-434, DOI: 10.30784/epfad.1723582.
• Besma HKIRI & Chaker ALOUI, 2025, "Correlating Investor Sentiments and Saudi Stock Market Behaviour: A Wavelet-Based Approach," Access Journal, Access Press Publishing House, volume 6, issue 3, pages 599-614, July, DOI: 10.46656/access.2025.6.3(8).
• Maksim S. Faizulin, 2025, "Behavioural Deviations and Fractal Patterns in the Russian Stock Market," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 24, issue 3, pages 1023-1064, DOI: https://doi.org/10.15826/vestnik.20.
• Gleb A. Khaziev, 2025, "Detecting Social Stock Pumping Using Machine Learning: Empirical Evidence from the Russian Market," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 24, issue 4, pages 1445-1474, DOI: https://doi.org/10.15826/vestnik.20.
• Desagre, Christophe & Laly, Floris & Petitjean, Mikael, 2025, "Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025006, Jan, DOI: https://doi.org/10.1186/s40854-024-.
• Lennart Ante & Aman Saggu, 2025, "Quantifying A Firm's AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings," Papers, arXiv.org, number 2501.01763, Jan.
• Aman Saggu, 2025, "The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And "Whale Alerts" On Twitter," Papers, arXiv.org, number 2501.05232, Jan.
• Kevin Ungar & Camelia Oprean-Stan, 2025, "Optimizing Financial Data Analysis: A Comparative Study of Preprocessing Techniques for Regression Modeling of Apple Inc.'s Net Income and Stock Prices," Papers, arXiv.org, number 2501.06587, Jan.
• Spyros Galanis, 2025, "No Trade Under Verifiable Information," Papers, arXiv.org, number 2506.04944, Jun.
• Ming Gu & David Hirshleifer & Siew Hong Teoh & Shijia Wu, 2025, "GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market," Papers, arXiv.org, number 2512.20027, Dec.
• Rubén Fernández-Fuertes, 2025, "Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 25257.
• Blake DeBruin Martos & Rodrigo Sekkel & Henry Stern & Xu Zhang, 2025, "Is anyone surprised? The high-frequency impact of US and domestic macroeconomic data announcements on Canadian asset prices," Staff Analytical Notes, Bank of Canada, number 2025-10, Mar, DOI: 10.34989/san-2025-10.
• David Beers & Obiageri Ndukwe & Joe Berry, 2025, "BoC–BoE Sovereign Default Database: What’s new in 2025?," Staff Analytical Notes, Bank of Canada, number 2025-24, Oct, DOI: 10.34989/san-2025-24.
• David Beers & Obiageri Ndukwe & Joe Berry, 2025, "Base de données de la Banque du Canada et de la Banque d’Angleterre sur les défauts souverains : quoi de neuf en 2025?," Staff Analytical Notes, Bank of Canada, number 2025-24fr, Oct, DOI: 10.34989/san-2025-24.
• Lerby Ergun, 2025, "Crisis facilities as a source of public information," Staff Analytical Notes, Bank of Canada, number 2025-7, Mar, DOI: 10.34989/san-2025-7.
• Pilar García & Diego Torres, 2025, "Perceiving central bank communications through press coverage," Working Papers, Banco de España, number 2505, Jan, DOI: https://doi.org/10.53479/38922.
• Fabrizio Ferriani & Sabina Marchetti, 2025, "The micro-determinants of portfolio gyrations in mutual funds: evidence from machine learning models," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 913, Mar.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2025, "Dissent in Monetary Policy Decisions: Effects, Channels and Implications," Working papers, Banque de France, number 1001.
• Allegra Pietsch & Dilyara Salakhova, 2025, "Pricing of Green Bonds: Greenium Dynamics and the Role of Retail Investors," Working papers, Banque de France, number 1010.
• Matthieu Bussiere & Tommaso Gasparini & Guillaume Horny & Benoit Nguyen, 2025, "Deposit Funding and the Credit Channel of Monetary Policy," Working papers, Banque de France, number 1029.
• Sonia Falconieri & Marcelo Ortiz & Francisco Urzúa & Paolo F. Volpin, 2025, "Board Gender Quotas and Female CEOs in Private Firms," Working Papers, Barcelona School of Economics, number 1532, Nov.
• Şerife Akıncı TOK, 2025, "Dynamic Connectedness among Australian Stock Market Sectors: A Time-Varying Parameter VAR Approach," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 9, issue 1, pages 151-165, June, DOI: https://doi.org/10.33399/biibfad.16.
• Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2025, "Feedback effects and rational mispricing in markets," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 2501.
• Rui Fan & Alex Nikolsko-Rzhevskyy & Oleksandr Talavera, 2025, "Foreign Eyes on Wall Street: Investor Attention and U.S. Stock Reactions," Discussion Papers, Department of Economics, University of Birmingham, number 25-02, Mar.
• Matteo Aquilina & Gbenga Ibikunle & Khaladdin Rzayev & Xuesi Wang, 2025, "The speed premium: high-frequency trading and the cost of capital," BIS Working Papers, Bank for International Settlements, number 1290, Sep.
• Matteo Aquilina & Douglas Kiarelly Godoy de Araujo & Gaston Gelos & Taejin Park & Fernando Perez-Cruz, 2025, "Harnessing artificial intelligence for monitoring financial markets," BIS Working Papers, Bank for International Settlements, number 1291, Sep.
• Huong Mai Nguyen & Huyen Thi Ngoc Pham & Khue Minh Tran & Mai Thi Tuyet Nguyen & Yen Thi Hai Nguyen, 2025, "Digitalization and its impact on commercial banks’ profitability in Vietnam," HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 15, issue 1, pages 152-164, DOI: 10.46223/HCMCOUJS.econ.en.15.1.3281.
• Anh Thi Phuong Hoang & Bao Cong Nguyen To & Hoang Dinh Tran, 2025, "Safe havens in the digital age: Cryptocurrencies and geopolitical risks," HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 15, issue 3, pages 160-180, DOI: 10.46223/HCMCOUJS.econ.en.15.3.3875.
• Phạm Hoàng Thạch, 2025, "Đo lường thị trường hiệu quả qua các mô hình nhân tố - Nghiên cứu thực nghiệm 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, volume 20, issue 1, pages 69-81, DOI: 10.46223/HCMCOUJS.econ.vi.20.1.3482.
• Ngô Thái Hưng & Nguyễn Khánh An, 2025, "Lan tỏa rủi ro đuôi giữa trái phiếu xanh và thị trường chứng khoán các nước ASEAN-6," 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, volume 20, issue 5, pages 37-51, DOI: 10.46223/HCMCOUJS.econ.vi.20.5.3731.
• Andrea Bassanini & Eve Caroli & Bruno Chaves Ferreira & Antoine Reberioux, 2025, "Don't Downsize This! Social Reactions to Mass Dismissals on Twitter," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, volume 64, issue 4, pages 580-597, October, DOI: 10.1111/irel.12386.
• Mathias S. Kruttli & Brigitte Roth Tran & Sumudu W. Watugala, 2025, "Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics," Journal of Finance, American Finance Association, volume 80, issue 2, pages 783-832, April, DOI: 10.1111/jofi.13416.
• Georges Dionne & Akouété‐Tognikin Fenou & Mohamed Mnasri, 2025, "Insurers' M&As in the United States during the 1990‒2022 period: Is the Fed monetary policy a causal factor?," Risk Management and Insurance Review, American Risk and Insurance Association, volume 28, issue 4, pages 609-642, December, DOI: 10.1111/rmir.70024.
• Karl Whelan, 2025, "How Does Inside Information Affect Sports Betting Odds?," Scottish Journal of Political Economy, Scottish Economic Society, volume 72, issue 5, November, DOI: 10.1111/sjpe.70017.
• HASAN Mohammed Faez, 2025, "Calendar Effects In Iraq Stock Exchange Sector Returns," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 77, issue 2, pages 7-34, October, DOI: 10.56043/reveco-2025-0011.
• Degui Li & Oliver Linton & Haoxuan Zhang, 2025, "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Working Papers, University of Macau, Faculty of Business Administration, number 202523, Mar.
• Robert Czech & Win Monroe, 2025, "Dealers, information and liquidity provision in safe assets," Bank of England working papers, Bank of England, number 1113, Jan.
• Miruna-Daniela Ivan & Chiara Banti & Neil Kellard, 2025, "Liquidity, monetary policy and the commodity futures market," Bank of England working papers, Bank of England, number 1114, Jan.
• Carole Comerton-Forde & Billy Ford & Thierry Foucault & Simon Jurkatis, 2025, "Investors as a liquidity backstop in corporate bond markets," Bank of England working papers, Bank of England, number 1126, May.
• Venade João & Grilo Filipe, 2025, "A Matter of Minutes: Unexpected FOMC Communication and Fed Credibility," The B.E. Journal of Macroeconomics, De Gruyter, volume 25, issue 1, pages 1-43, DOI: 10.1515/bejm-2024-0074.
• Kim Seongkyun & Shim Myungkyu & Song Doyoung, 2025, "EX-Ante Information Heterogeneity in Global Games Models with Application to Team Production," The B.E. Journal of Theoretical Economics, De Gruyter, volume 25, issue 1, pages 255-272, DOI: 10.1515/bejte-2024-0022.
• Haar Lawrence & Gregoriou Andros, 2025, "Pre-Emptive Rights – A Theoretical and Empirical Examination," Review of Law & Economics, De Gruyter, volume 21, issue 1, pages 5-43, DOI: 10.1515/rle-2024-0106.
• Avramov, D. & Ge, S. & Li, S. & Linton, O. B., 2025, "Dual Industry Effects and Cross-Stock Predictability," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2512, Mar.
• Babolmorad, N. & Massoud, N., 2025, "Supervising Sentiment Models: Market Signals or Human Expertise?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2577, Oct.
• Zhou, Peng & Zhang, Ying, 2025, "Major Conundrums and Possible Solutions in DeFi Insurance," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2025/5, Mar.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Leyre Muñoz, 2025, "Earthquakes and Stock Market Performance: Evidence from Japan," CESifo Working Paper Series, CESifo, number 11822.
• Iris Kesternich & André Romahn & Johannes Van Biesebroeck & Marjolein Van Damme, 2025, "Cash or Care? Insights from the German Long-Term Care System," CESifo Working Paper Series, CESifo, number 11875.
• Yu Awaya & Jihwan Do & Makoto Watanabe, 2025, "Bubbles and Collateral," CESifo Working Paper Series, CESifo, number 11894.
• Constantin Bürgi & Wanying Deng & Karl Whelan, 2025, "Makers and Takers: The Economics of the Kalshi Prediction Market," CESifo Working Paper Series, CESifo, number 12122.
• Matthias R. Fengler & Winfried Koeniger & Stephan Minger, 2025, "The Transmission of Monetary Policy to the Cost of Hedging," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-03, Jan.
• Bryan T. Kelly & Semyon Malamud & Emil Siriwardane & Hongyu Wu, 2025, "Behavioral Impulse Responses," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-04, Jan.
• Konrad Adler & Oliver Rehbein & Matthias Reiner & Jing Zeng, 2025, "Market-Based Green Firms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-104, Feb.
• Andreea Maura Bobiceanu & Simona Nistor & Steven Ongena, 2025, "Banks’ Stock Market Reaction To Prudential Policy Announcements. The Role Of Central Bank Independence And Financial Stability Sentiment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-11, Jan.
• Fangfang Wang & Florina Silaghi & Steven Ongena & Miguel García-Cestona, 2025, "ESG Ratings, ESG News Sentiment and Firm Credit Risk Perception," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-24, Mar.
• Steven Ongena & Vasileios Pappas & Athina Petropoulou, 2025, "Small is Beautiful, … and Efficient. On the Efficiency Premium of U.S. Community Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-29, Mar.
• Markus Schmid & Daniel Hoechle & Heinz Zimmermann, 2025, "Generalized Portfolio Sorts for Factor Validation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-32, Feb.
• David Jaggi & Markus Leippold & Tingyu Yu, 2025, "Real-Time Climate Controversy Detection," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-45, Apr.
• Fotis Delis & Manthos D. Delis & Sotirios Kokas & Luc Laeven & Steven Ongena, 2025, "The Pricing of Profit Shifting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-62, Jul.
• Francesco Celentano & Oliver Levine, 2025, "Shareholder Activism, Takeovers, and Managerial Discipline," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-81, Oct.
• Bryan T. Kelly & Semyon Malamud, 2025, "Understanding The Virtue of Complexity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-96, Jul.
• Jesús Villota, 2025, "Predicting Market Reactions to News: An LLM-Based Approach Using Spanish Business Articles," Working Papers, CEMFI, number wp2025_2501, Jan.
• Makoto WATANABE & Yu Awaya & Jihwan Do, 2025, "Bubbles and Collateral," CIGS Working Paper Series, The Canon Institute for Global Studies, number 25-013E, May.
• Francisco Javier González Pueyo, María José Pérez-Santamarina Atiénzar, 2025, "Private Finance Markets," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 8.
• Zocimo Campos Jaque & Fernando Yanine & Sebastian Catalan, 2025, "The Impact of Audiovisual Content on Bitcoin's Transaction Volume and Price
  [El impacto del contenido audiovisual en el volumen de transacciones y el precio del Bitcoin]," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-25, February, DOI: 10.14718/revfinanzpolitecon.v17.202.
• José Rodrigo Vélez Molano & María Inés Barbosa Camargo & Andrea Paola Andrade Molero & Michael Steven Ávila Calderón, 2025, "Transmisión entre los precios de los ADR y de las acciones colombianas que cotizan en bolsa: un análisis VAR-X y VEC-X
  [Transmission Between the Prices of ADRs and Colombian Stocks Listed on the St," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 17, pages 1-37, February, DOI: 10.14718/revfinanzpolitecon.v17.202.
• Luis Enrique Cayatopa-Rivera & Héctor Javier Bendezú-Jiménez, 2025, "Stock market interrelationships in the Latin American Integrated Market (MILA): a VAR approach to short-term dynamics (2015–2022)," Revista Tendencias, Universidad de Narino, volume 26, issue 02, pages 136-161, July, DOI: 10.22267/rtend.2526.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2025, "Dissent in Monetary Policy Decisions: Effects, Channels and Implications," Working Papers, CRESE, number 2025-07, May.
• Cuñat, Vicente & Lü, Yiqing & Wu, Hong, 2025, "Managerial Response to Shareholder Empowerment: Evidence from Majority-Voting Legislation Changes," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 5, pages 2500-2525, August.
• Jullian O. TAMARA, 2025, "A decade of unconventionality: The long-term impact of the Federal Reserve's large-scale asset purchases (2008-Present) on major financial markets," Journal of Economics Library, EconSciences Journals, volume 12, issue 3, pages 116-147, September.
• Kolaric, Sascha & Kiesel, Florian & Ongena, Steven, 2025, "Market Discipline through Credit Ratings and Too‐Big‐to‐Fail in Banking," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 157321, Sep, DOI: 10.1111/jmcb.12789.
• Mats Kröger & Karsten Neuhoff & Sebastian Schwenen, 2025, "Contracts in Crisis: The War in Ukraine and Long-Term Contracts in Energy Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2118.
• Lala AlAsadi & Oluwasegun Bewaji & Aayush Gugnani & Tarush Gupta & Ronald Heijmans, 2025, "An econometric investigation on the stability of stablecoins: Are these coins stable or is their stability just a flip of the coin?," Working Papers, DNB, number 846, Nov.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2025, "Dissent in Monetary Policy Decisions: Effects, Channels and Implications," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2025-31.
• Lovo, Stefano & Olivier, Jacques, 2025, "Who should pay for ESG ratings?," HEC Research Papers Series, HEC Paris, number 1547, Feb, DOI: 10.2139/ssrn.5106010.
• Ecker, Frank & Li, Xitong & Li, Yilan & Wu, Fan, 2025, "How Stock Market Participants Use Generative Artificial Intelligence: Evidence from User-Platform Interaction Data," HEC Research Papers Series, HEC Paris, number 1563, May, DOI: 10.2139/ssrn.5224596.
• Böninghausen, Benjamin, 2025, "Activity and price discovery in euro area inflation-linked swap markets," Economic Bulletin Articles, European Central Bank, volume 5.
• Buchetti, Bruno & Bouteska, Ahmed & Harasheh, Murad & Santoni, Alessandro, 2025, "Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict," Working Paper Series, European Central Bank, number 3050, Apr.
• Hermes, Felix & Schmeling, Maik & Schrimpf, Andreas, 2025, "The international dimension of repo: five new facts," Working Paper Series, European Central Bank, number 3065, Jun.
• Broeders, Dirk & Bauer, Rob & De Carolis, Flavio, 2025, "Local institutional ownership and price discovery around extreme weather events," Working Paper Series, European Central Bank, number 3069, Jul.
• Ca' Zorzi, Michele & Manu, Ana-Simona & Lopardo, Gianluigi, 2025, "Verba volant, transcripta manent: what corporate earnings calls reveal about the AI stock rally," Working Paper Series, European Central Bank, number 3093, Aug.
• Bonk, Alica Ida & Larkou, Chloe, 2025, "The macroeconomic impact of trade policy: a new identification approach," Working Paper Series, European Central Bank, number 3102, Aug.
• Altavilla, Carlo & Gürkaynak, Refet S. & Laeven, Luc & Kind, Thilo, 2025, "Monetary transmission with frequent policy events," Working Paper Series, European Central Bank, number 3157, Nov.
• Lin, K.C. & Dong, Xiaobo, 2025, "Climate policy uncertainty and analyst forecast quality for greenhouse gas-intensive firms," Advances in accounting, Elsevier, volume 68, issue C, DOI: 10.1016/j.adiac.2025.100817.
• Li, Zining & Plečnik, James M. & Wilson, Wendy & Zhang, Suning, 2025, "Stock option expense recognition and the cost of equity," Advances in accounting, Elsevier, volume 69, issue C, DOI: 10.1016/j.adiac.2025.100835.
• Kim, Jeong-Bon & Kim, Junwoo & Lee, Jay Junghun, 2025, "Earnings versus cash flows in equity valuation: Evidence from the COVID-19 crisis," Advances in accounting, Elsevier, volume 69, issue C, DOI: 10.1016/j.adiac.2025.100837.
• Crawford, Steven & Gray, Wesley & Johnson, Bryan & Price, Richard A., 2025, "The impact of buy-side analyst social network relationships on recommendations, price discovery, and employment outcomes," Advances in accounting, Elsevier, volume 69, issue C, DOI: 10.1016/j.adiac.2025.100839.
• Li, Shelley Xin & Rajgopal, Shivaram & Srinivasan, Suraj & Wong, Yu Ting Forester, 2025, "What board-level control mechanisms changed in banks following the 2008 financial crisis? A descriptive study," Accounting, Organizations and Society, Elsevier, volume 114, issue C, DOI: 10.1016/j.aos.2025.101596.
• Hu, Jingxin & Li, Tao & Steenhoven, Blake & Zhao, Wuyang, 2025, "Social comparisons with peers and analyst forecast accuracy," Accounting, Organizations and Society, Elsevier, volume 115, issue C, DOI: 10.1016/j.aos.2025.101615.
• Chen, Shaoling & Wu, Jun & Liang, Weijuan & Yang, Haisheng, 2025, "News shock, limited institutional attention and stock market response: Evidence from China," Journal of Asian Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.asieco.2025.101993.
• Chen, Chuanglian & Yuting, Lin & Bowei, Su & Shujie, Yao, 2025, "Peer effect of fund trading and the risk of individual stock," Journal of Asian Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.asieco.2024.101867.
• Laura Wurm, 2025, "Strangling speculation: the effect of the 1903 Viennese futures trading ban," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 19, issue 2, pages 343-373, May, DOI: 10.1007/s11698-024-00294-3.
• Bernardo D’Auria & José A. Salmeron, 2025, "Optimal portfolios with anticipating information on the stochastic interest rate," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 1, pages 301-328, June, DOI: 10.1007/s10203-024-00463-z.
• Gian Piero Aielli & Davide Pirino, 2025, "Funding liquidity and stocks’ market liquidity: structural estimation from high-frequency data," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 2061-2097, December, DOI: 10.1007/s10203-025-00521-0.
• Ameer Tamoor Khan & Shuai Li & Xinwei Cao, 2025, "Bridging finance and AI: a comprehensive survey of large language models in financial system," Digital Finance, Springer, volume 7, issue 4, pages 679-701, December, DOI: 10.1007/s42521-025-00146-3.
• Hiromasa Nakatsuka & Yoshiyuki Suimon, 2025, "Extracting information and sentiment analysis on dialogue in financial results briefing," Digital Finance, Springer, volume 7, issue 4, pages 605-621, December, DOI: 10.1007/s42521-025-00159-y.
• David Cisar & Benjamin Schellinger & Jens-Christian Stoetzer & Nils Urbach & Florian Lennart Weiß & Vincent Gramlich & Tobias Guggenberger, 2025, "Designing the future of bond markets: Reducing transaction costs through tokenization," Electronic Markets, Springer;IIM University of St. Gallen, volume 35, issue 1, pages 1-22, December, DOI: 10.1007/s12525-025-00753-3.
• Runyu Wang & Zili Zhang & Keng Leng Siau & Ziqiong Zhang, 2025, "Digital communications between firms and investors: Impact of explanatory responses on investor engagement in online financial Q&A," Electronic Markets, Springer;IIM University of St. Gallen, volume 35, issue 1, pages 1-24, December, DOI: 10.1007/s12525-025-00781-z.
• Frederic Haase & Tom Celig & Oliver Rath & Detlef Schoder, 2025, "Wisdom of the crowd signals: Predictive power of social media trading signals for cryptocurrencies," Electronic Markets, Springer;IIM University of St. Gallen, volume 35, issue 1, pages 1-23, December, DOI: 10.1007/s12525-025-00815-6.
• Hiroshi Morita & Ryo Matsumoto & Taiki Ono, 2025, "Central bank information effects in Japan: the role of uncertainty channel," Empirical Economics, Springer, volume 68, issue 2, pages 855-877, February, DOI: 10.1007/s00181-024-02656-2.
• Longyu Chen & Haitao Huang & Lei Jiang & Liang Peng & Zhongling Qin, 2025, "Validating cross-sectional dependence assumptions in a factor model," Empirical Economics, Springer, volume 68, issue 6, pages 2873-2895, June, DOI: 10.1007/s00181-025-02719-y.
• Walid Mensi & Ismail O. Fasanya & Xuan Vinh Vo & Sang Hoon Kang, 2025, "Dynamics of extreme spillovers across European sustainability markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 15, issue 1, pages 225-258, March, DOI: 10.1007/s40822-024-00272-0.
• Valeriia Baklanova, 2025, "The relationships between RedditSI and BTC exchange characteristics: Do Reddit users still control the market?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 15, issue 1, pages 285-306, March, DOI: 10.1007/s40822-024-00304-9.
• Runmei Luo & Yong Ye & Jingxuan Li, 2025, "Shining moments: strategic timing of online earnings communication conference," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 15, issue 2, pages 593-630, June, DOI: 10.1007/s40821-025-00309-7.
• Botond Benedek & Bálint Zsolt Nagy, 2025, "Asymmetries in factors influencing non-fungible tokens’ (NFTs) returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-20, December, DOI: 10.1186/s40854-024-00672-w.
• Christophe Desagre & Floris Laly & Mikael Petitjean, 2025, "Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-37, December, DOI: 10.1186/s40854-024-00726-z.
• Montasser Ghachem & Oguz Ersan, 2025, "Estimation of the probability of informed trading models via an expectation-conditional maximization algorithm," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-37, December, DOI: 10.1186/s40854-024-00729-w.
• Oguzhan Ozcelebi & Ronald McIver & Sang Hoon Kang, 2025, "The dynamics of frequency connectedness between technology ETFs and uncertainty indices under extreme market conditions," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-33, December, DOI: 10.1186/s40854-025-00760-5.
• 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, volume 11, issue 1, pages 1-67, December, DOI: 10.1186/s40854-025-00763-2.
• Leidy Tatiana Rugeles Diaz & Miguel Ángel Echarte Fernández & Javier Jorge-Vázquez & Sergio Luis Nañez Alonso, 2025, "Data analytics to prevent retail credit card fraud: empirical evidence from Latin America," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-34, December, DOI: 10.1186/s40854-025-00879-5.
• Ibrahim Ekren & Brad Mostowski & Gordan Žitković, 2025, "Kyle’s model with stochastic liquidity," Finance and Stochastics, Springer, volume 29, issue 4, pages 1195-1231, October, DOI: 10.1007/s00780-025-00574-4.
• Marcin Pietrzak, 2025, "A trillion dollars race—how ChatGPT affects stock prices," Future Business Journal, Springer, volume 11, issue 1, pages 1-16, December, DOI: 10.1186/s43093-025-00470-5.
• Yining Cao & Suchang Yang, 2025, "The impact of green information disclosure on stock price synchronicity: an analysis based on NER and TF-BIDF textual techniques," Future Business Journal, Springer, volume 11, issue 1, pages 1-15, December, DOI: 10.1186/s43093-025-00693-6.
• Chetana Asbe & Ameya Abhyankar & Nilima Zade & Dnyaneshwari Jadhav, 2025, "Nexus Between Climate Risk, Firm Performance and Firm Value: An Indian Perspective," International Journal of Global Business and Competitiveness, Springer, volume 20, issue 2, pages 132-142, December, DOI: 10.1007/s42943-025-00122-z.
• Micha Bender & Tino Cestonaro & Benjamin Clapham & Peter Gomber, 2025, "A long-term analysis of research unbundling: implications for research provision and market quality," Journal of Business Economics, Springer, volume 95, issue 2, pages 333-384, April, DOI: 10.1007/s11573-024-01205-8.
• Paul F. Hark & Christoph Schneider, 2025, "Does the CAPM drive misvaluations in M&As?," Journal of Business Economics, Springer, volume 95, issue 2, pages 427-463, April, DOI: 10.1007/s11573-024-01216-5.
• Md Kamrul Hasan Chy & Obed Nana Buadi, 2025, "Powerful CFOs and investment efficiency," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 1, pages 119-140, March, DOI: 10.1007/s12197-024-09698-3.
• John Paul Broussard & Andrei Nikiforov & Sergey Osmekhin, 2025, "The market ecosystem in the age of algorithms: An analysis of trading dynamics and market quality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 2, pages 343-363, June, DOI: 10.1007/s12197-024-09702-w.
• Yankuo Qiao, 2025, "The nexus of top management structure, stock liquidity and valuation: a puzzle of the Gordian knot," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 3, pages 822-853, September, DOI: 10.1007/s12197-025-09721-1.
• Rabeb Mahjoub & Ali Trabelsi Karoui & Aida Kammoun, 2025, "Analyzing yield curve term structure and connectedness in the Eurozone and G7: A TVP-VAR approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 3, pages 795-821, September, DOI: 10.1007/s12197-025-09726-w.
• Cuiying Pan & Wee-Yeap Lau & Tien-Ming Yip, 2025, "How does fintech affect commercial banks’ business performance? Evidence from the Chinese A-share market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 4, pages 1094-1114, December, DOI: 10.1007/s12197-025-09734-w.
• 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, volume 20, issue 1, pages 1-40, January, DOI: 10.1007/s11403-021-00343-4.
• Mehmet Benturk, 2025, "Causality Nexus Between Volatility, Liquidity and Foreign Ownership: Evidence from Borsa Istanbul," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 3, pages 763-783, September, DOI: 10.1007/s40953-025-00446-w.
• Christoph Kühn & Christopher Lorenz, 2025, "Insider trading in discrete time Kyle games," Mathematics and Financial Economics, Springer, number 2, June, DOI: 10.1007/s11579-024-00376-w.
• Zachary A. Smith & Muhammad Zubair Mumtaz & Hakan Kislal & Stephen L. Baglione, 2025, "Disasters and impact estimation the great East Japan earthquake and the tsunami in Tohoku," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 121, issue 7, pages 8587-8611, April, DOI: 10.1007/s11069-025-07107-4.
• I-Cheng Yeh, 2025, "A closed form formula for equity valuation model based on differential equation," OPSEARCH, Springer;Operational Research Society of India, volume 62, issue 2, pages 1039-1060, June, DOI: 10.1007/s12597-024-00833-6.