Research classified by Journal of Economic Literature (JEL) codes

2026

• Júlio Lobão & Ana C. Costa, 2026, "Calendar Anomalies and the Adaptive Market Hypothesis: New Evidence from a Historical Financial Dataset," American Business Review, Pompea College of Business, University of New Haven, volume 29, issue 1, pages 287-308, May, DOI: 10.37625/abr.29.1.287-308.
• Binali Selman Eren, 2026, "Yatırımcılar Cinsiyet Eşitliğini Nasıl Fiyatlıyor? Bloomberg Cinsiyet Eşitliği Endeksindeki Türk Şirketlerinden Kanıtlar
  [How Do Investors Price Gender Equality? Evidence from Turkish Firms in the Bloomberg Gender Equality Index]," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 17, issue 1, pages 35-53, January, DOI: 10.20409/berj.2026.486.
• Berna Doğan Başar & Muhammed Fatih Yürük, 2026, "Do Financial Markets Predict Geopolitical Risk? Panel Causality Findings," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 17, issue 3, pages 433-445, July, DOI: 10.20409/berj.2026.505.
• Grébel Szabolcs & Pesuth Tamás, 2026, "Do Tariffs and Geopolitical Risk Matter? Evidence from South Korea's Large-Cap Companies," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 41, issue 3, pages 601-622, September, DOI: 10.11130/jei.2026005.
• Tzu-Pu Chang & Jung-Che Tai & Yi-Chi Lin, 2026, "Multi-frequency Price Discovery in ETF Markets: Futures, Spot, and Net Asset Value Dynamics," Bulletin of Applied Economics, Risk Market Journals, volume 13, issue 2, pages 1-15.
• Abhinava Tripathi & Charu Vadhava & Ravi Raushan Jha, 2026, "Pricing efficiency of European carbon futures market during the COVID-19 pandemic," Australian Journal of Management, Australian School of Business, volume 51, issue 1, pages 22-61, February, DOI: 10.1177/03128962241293646.
• Lai Hoang & Duc Hong Vo, 2026, "Multi-market trading and overnight price discovery: Evidence from American Depository Receipts," Australian Journal of Management, Australian School of Business, volume 51, issue 1, pages 3-21, February, DOI: 10.1177/03128962241286085.
• Hajam Abid Bashir & Dilip Kumar, 2026, "Information or Noise? The Role of Investor Sentiment, Attention, and Analyst Coverage in Stock Price Synchronicity," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 25, issue 2, pages 228-252, June, DOI: 10.1177/09726527261416596.
• Simon-Pierre Boucher & Marie-Hélène Gagnon & Gabriel J. Power, 2026, "Speculative Trading in Energy Markets: Evidence from Macroeconomic Surprises," The Energy Journal, , volume 47, issue 2, pages 167-207, March, DOI: 10.1177/01956574251369707.
• Julien Daubanes & Shema Mitali & Jean-Charles Rochet, 2026, "Why Do Firms Issue Green Bonds?," The Energy Journal, , volume 47, issue 2, pages 81-102, March, DOI: 10.1177/01956574251366200.
• James Hyungkwan Kim & Juan S. Giraldo & Paul V. Preckel & Andrew L. Liu & Douglas Gotham, 2026, "Welfare Impact of Virtual Trading on Wholesale Electricity Markets," The Energy Journal, , volume 47, issue 4, pages 1-23, July, DOI: 10.1177/01956574261421093.
• Rupinder Katoch & Shilpa Batra, 2026, "Co-movement Between NIFTY Spot and Futures Indices: A Time–Frequency Analysis Using Wavelet," Studies in Microeconomics, , volume 14, issue 1, pages 7-29, April, DOI: 10.1177/23210222231194860.
• Ooi Kok Loang, 2026, "Framing the Market: How Brand Visibility and Sentiment Shape Stock Reactions in the US, China, and India?," SAGE Open, , volume 16, issue 1, pages 21582440251, January, DOI: 10.1177/21582440251409444.
• Mehmet Çınar & Most Sabrina Sultana Lima, 2026, "Do Dhaka Stock Returns Follow Random Walk?," South Asian Journal of Macroeconomics and Public Finance, , volume 15, issue 1, pages 71-94, June, DOI: 10.1177/22779787251394915.
• Tran Trong Huynh & Bui Thanh Khoa, 2026, "Geopolitical Risk and Stock Returns: Evidence from an Emerging Market," South Asian Journal of Macroeconomics and Public Finance, , volume 15, issue 1, pages 95-111, June, DOI: 10.1177/22779787251413868.
• Cara Bordier & Lukas Frei & Simon Stalder, 2026, "Dollar dominance: A source of dollar volatility?," Working Papers, Swiss National Bank, number 2026-05.
• Emanuele Citera & Francesco De Pretis, 2026, "Analyzing financial markets dynamics: a statistical equilibrium framework for stocks and cryptocurrencies," Annals of Operations Research, Springer, volume 357, issue 1, pages 11-43, February, DOI: 10.1007/s10479-024-06451-1.
• Dario Palumbo, 2026, "Precious metals and currency risk: testing hedging effectiveness and safe-haven properties across trading frequencies during periods of market distress," Annals of Operations Research, Springer, volume 357, issue 1, pages 441-474, February, DOI: 10.1007/s10479-025-06824-0.
• Van Ha Nguyen & Thu Thi Ha Dinh & Ngoc Ha Tran & Nam Hoang Vu, 2026, "Green innovation and stock liquidity: empirical evidence from global energy firms," Asia-Pacific Journal of Regional Science, Springer, volume 10, issue 1, pages 1-25, March, DOI: 10.1007/s41685-025-00408-3.
• Henryk Gurgul & Tomasz Wójtowicz, 2026, "The impact of U.S. macroeconomic news on intraday stock prices of individual companies on the Warsaw Stock Exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 34, issue 3, pages 921-949, September, DOI: 10.1007/s10100-025-00962-3.
• Michele Fabi, 2026, "Latency tradeoffs in blockchain capacity management," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 49, issue 1, pages 215-252, June, DOI: 10.1007/s10203-025-00556-3.
• Krishna Sharma & Pritam Basnet & Khem Raj Bhatt, 2026, "Social media discussion and short-horizon stock returns: evidence from a retail coordination episode," Digital Finance, Springer, volume 8, issue 1, pages 1-17, March, DOI: 10.1007/s42521-026-00184-5.
• Frederick H. Willeboordse, 2026, "Fiat versus stablecoin price integration on Kraken: triangle dislocations and correction hierarchy in BTC and ETH spot markets," Digital Finance, Springer, volume 8, issue 3, pages 1-26, September, DOI: 10.1007/s42521-026-00206-2.
• Ricardo Teruel-Gutiérrez & Genoveva Aparicio Serrano, 2026, "Do spot ethereum ETFs change macroeconomic price discovery? Hourly evidence from U.S. inflation announcements," Digital Finance, Springer, volume 8, issue 3, pages 1-20, September, DOI: 10.1007/s42521-026-00216-0.
• Sami Al-Kharusi & Hamdi Bennasr & Bedri Kamil Onur Tas, 2026, "FinTech news sentiment and stock returns: the role of economic uncertainty," Digital Finance, Springer, volume 8, issue 3, pages 1-25, September, DOI: 10.1007/s42521-026-00217-z.
• András Szeberényi & Mátyás Imre Kovács, 2026, "Fear, greed and bitcoin return distributions: evidence from digital asset market states," Digital Finance, Springer, volume 8, issue 3, pages 1-29, September, DOI: 10.1007/s42521-026-00218-y.
• Ngoc Quoc Huy Vo, 2026, "USDT premium as an empirical signal for crisis regime identification: evidence from the stablecoin market 2019–2026," Digital Finance, Springer, volume 8, issue 3, pages 1-32, September, DOI: 10.1007/s42521-026-00219-x.
• Matheus Soares Mendes & João Antônio da Costa Neto & Francisco de Assis Miranda da Silva & Orleans Silva Martins, 2026, "How Efficiently Did the Market Price Vale’s Stock After the Mariana and Brumadinho Disasters?," Economics of Disasters and Climate Change, Springer, volume 10, issue 2, pages 1-22, August, DOI: 10.1007/s41885-026-00206-x.
• Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2026, "Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets," Empirical Economics, Springer, volume 70, issue 2, pages 1-41, February, DOI: 10.1007/s00181-026-02886-6.
• Phuong Anh Nguyen & Michael Wolf, 2026, "The permutation test for event studies with a small number of events," Empirical Economics, Springer, volume 70, issue 4, pages 1-14, April, DOI: 10.1007/s00181-026-02905-6.
• Guoqing Chen & Qianqian Wang, 2026, "ESG rating disagreement, market information efficiency and institutional investor shareholding behavior," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 53, issue 2, pages 475-500, June, DOI: 10.1007/s40812-025-00372-1.
• Seong-Min Yoon & Oguzhan Ozcelebi & Sang Hoon Kang, 2026, "Extreme dependence and frequency connectedness across international stock markets and global uncertainties," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 16, issue 1, pages 115-164, March, DOI: 10.1007/s40822-025-00351-w.
• Mohamad Husam Helmi & Muhammad Shehryar & Syed Muhammad Abdul Rehman Shah & Maslinawati Mohamad, 2026, "How Resilient Are Equity Markets? Efficiency of Islamic and Conventional Indices During COVID-19," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 16, issue 2, pages 743-771, June, DOI: 10.1007/s40822-025-00356-5.
• Walid Mensi & Waqas Hanif & Khamis Hamed Al-Yahyaee & Abdullah Al-Ghazali, 2026, "Tail dependence and systemic risk spillovers between green bond and G7 stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 16, issue 2, pages 553-581, June, DOI: 10.1007/s40822-025-00360-9.
• Moran Wang & Yuying Sun & Shouyang Wang, 2026, "Can Chinese firms benefit from issuing carbon–neutral bonds?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-28, December, DOI: 10.1186/s40854-025-00828-2.
• Hongjun Zeng & Abdullahi D. Ahmed, 2026, "Dependency structure and volatility connectedness among China-ASEAN stock market, cryptocurrencies, and crude oil," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-39, December, DOI: 10.1186/s40854-025-00841-5.
• Walid Mensi & Rim El Khoury & Abdullah AlGhazali & Sang Hoon Kang, 2026, "Are green bonds and green energy markets hedges for green cryptocurrencies? A quantile VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-42, December, DOI: 10.1186/s40854-025-00868-8.
• Tuna Can Güleç & Elif Erer & Selim Duramaz, 2026, "Cryptocurrencies as shock transmitters: dynamic connectedness, hedging strategies, and portfolio management across financial markets for higher-order moments," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-58, December, DOI: 10.1186/s40854-025-00886-6.
• Eray Gemici & Walid Mensi & Mouna Guesmi & Khamis Hamed Al-Yahyaee & Sang Hoon Kang, 2026, "Jump risk and high moment connectedness among cryptocurrencies: insights from pre-COVID, pandemic, and geopolitical tensions," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-30, December, DOI: 10.1186/s40854-026-00934-9.
• Stuart Hyde & Renata Karkowska & Szczepan Urjasz, 2026, "Biodiversity and energy markets: How do spillover effects across stock indices differ between the US and Europe?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-56, December, DOI: 10.1186/s40854-026-00957-2.
• Ruwei Zhao & Hansong Guo & Xiaotong Wang & Xiong Xiong, 2026, "Capital market liberalization and stock price crash risk: a Shanghai-Hong Kong stock connect expansion perspective," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-23, December, DOI: 10.1186/s40854-026-00961-6.
• Libo Li & Ruyi Liu & Marek Rutkowski, 2026, "Vulnerable European and American options in a hazard-process model," Finance and Stochastics, Springer, volume 30, issue 2, pages 553-596, April, DOI: 10.1007/s00780-026-00590-y.
• Tahir Choulli & Emmanuel Lepinette, 2026, "Super-hedging-pricing formulas and immediate-profit arbitrage for market models under random horizon," Finance and Stochastics, Springer, volume 30, issue 4, pages 1135-1177, October, DOI: 10.1007/s00780-026-00599-3.
• Muhammad Saffi ur Rehman & Faid Gul, 2026, "Intelligent forecasting in emerging markets: A comparison of AI, linear, and hybrid forecasting models at Pakistan Stock Exchange," Future Business Journal, Springer, volume 12, issue 1, pages 1-14, December, DOI: 10.1186/s43093-026-00812-x.
• Zain Abidin & Muhammad Zia ur Rehman & Khalid Latif, 2026, "From market signals to investor surges—unveiling the fallacy of bird-in-hand in a volatile emerging market," Future Business Journal, Springer, volume 12, issue 1, pages 1-12, December, DOI: 10.1186/s43093-026-00855-0.
• Metin Tetik, 2026, "When bots mislead markets: asymmetric contamination risk in sentiment-based ınvestment decisions," Future Business Journal, Springer, volume 12, issue 1, pages 1-13, December, DOI: 10.1186/s43093-026-00863-0.
• Kwabena Osei & Philipp Pollmann & Bernhard Schwetzler, 2026, "MACs matter: the impact of material adverse change clauses on corporate takeover dynamics in Germany," Journal of Business Economics, Springer, volume 96, issue 1, pages 35-70, January, DOI: 10.1007/s11573-025-01240-z.
• Jingwen GE & Syed Hassan Raza Kazmi, 2026, "Spillover effect of analysts’ stock recommendations: the channel effect of firm industrial position," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-20, December, DOI: 10.1007/s12197-025-09748-4.
• Moritz Heiß & Lukas Müller & Marc Ringel, 2026, "Evidence on the non-linear relation between ESG and SEO announcement returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-23, December, DOI: 10.1007/s12197-026-09753-1.
• Hakan Yilmazkuday, 2026, "ChatGPT and stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-23, December, DOI: 10.1007/s12197-026-09767-9.
• Karim Henide, 2026, "Incredulous creditors: ESG momentum, credibility barriers, and state-contingent pricing in corporate bonds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-22, December, DOI: 10.1007/s12197-026-09785-7.
• Ramzi Boussaidi, 2026, "Are Earnings and Price Momentum Related? Evidence from Ten MENA Stock Markets," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 17, issue 3, pages 8492-8521, June, DOI: 10.1007/s13132-026-03201-5.
• Christian Flottmann & Gerrit Köchling & Daniel Neukirchen & Peter Posch, 2026, "Green debt: a systematic literature review and future research agenda," Management Review Quarterly, Springer, volume 76, issue 2, pages 1571-1625, June, DOI: 10.1007/s11301-025-00511-x.
• Aram Balagyozyan & Christos Giannikos, 2026, "Fuzzy decision-making in asset markets," Mathematics and Financial Economics, Springer, number 6, March, DOI: 10.1007/s11579-026-00424-7.
• Jonathan Ohn & Jan Harren, 2026, "Reevaluation on the Long-Run Price-Dividend and Price-Earnings Relation in Predicting Expected Return," Springer Proceedings in Business and Economics, Springer, in: João Paulo Vieito, "Innovations in Finance", DOI: 10.1007/978-3-032-19314-8_5.
• Paweł Sakowski & Rafał Sieradzki & Robert Ślepaczuk, 2026, "Systemic risk indicator based on implied and realized volatility," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 2, pages 6389-6427, April, DOI: 10.1007/s11135-025-02515-x.
• Marcin Kalinowski, 2026, "Has COVID-19 changed the travel & tourism stock market behavior in the USA?: Case of Dow Jones U.S. Travel & Tourism and S&P 500 indexes," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 3, pages 8043-8058, June, DOI: 10.1007/s11135-023-01822-5.
• Mohanan Moni & Sreeraj Venuraj & Biju Ajithakumari Vijayappan Nair & Darko B. Vuković & Adel Dalal, 2026, "A temporal-fusion-based speculation index: early-warning signals from trading activity," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 4, pages 14019-14047, August, DOI: 10.1007/s11135-026-02764-4.
• Amirreza Kazemikhasragh, 2026, "Exploring the role of social media sentiment in corporate Bitcoin adoption: evidence from MicroStrategy and market dynamics," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 5, pages 18627-18646, October, DOI: 10.1007/s11135-026-02907-7.
• Hyun Jung Rim & Jenny Zha Giedt, 2026, "Mistaking bad news for good news: investor optimism and mispricing of strategic alternatives announcements," Review of Accounting Studies, Springer, volume 31, issue 1, pages 167-209, March, DOI: 10.1007/s11142-025-09917-0.
• Xiao Zhang, 2026, "Transparency and divestment: the impact of a public database about insurers’ carbon-intensive investments on their portfolio choices," Review of Accounting Studies, Springer, volume 31, issue 1, pages 37-73, March, DOI: 10.1007/s11142-025-09928-x.
• Frank Heflin & Mark P. Kim & James R. Moon Jr. & Spencer R. Pierce, 2026, "Post-litigation reporting conservatism," Review of Accounting Studies, Springer, volume 31, issue 1, pages 301-333, March, DOI: 10.1007/s11142-025-09930-3.
• Miles Gietzmann & Francesco Grossetti & Craig M. Lewis, 2026, "Investor distraction and multi-dimensional financial narrative," Review of Accounting Studies, Springer, volume 31, issue 1, pages 334-373, March, DOI: 10.1007/s11142-026-09950-7.
• Andrew C. Call & Mehmet C. Kara & Matt Peterson & Eric Weisbrod, 2026, "Social media discussion of sell-side analyst research: evidence from Twitter," Review of Accounting Studies, Springer, volume 31, issue 2, pages 1088-1130, June, DOI: 10.1007/s11142-025-09929-w.
• Daniel P. Lynch & Max Pflitsch & Michael Stich, 2026, "Earnings management around the Tax Cuts and Jobs Act of 2017," Review of Accounting Studies, Springer, volume 31, issue 2, pages 981-1018, June, DOI: 10.1007/s11142-026-09946-3.
• Lili Dai & Ping Gong & Andrew B. Jackson & Zihang Peng, 2026, "Controlling the narrative: managers’ topic-shifting behavior in conference calls," Review of Accounting Studies, Springer, volume 31, issue 2, pages 1165-1206, June, DOI: 10.1007/s11142-026-09952-5.
• Kanyuan Huang & Yakun Wang & T. J. Wong & Tianyu Zhang, 2026, "User anonymity and the informativeness of social media: evidence from a natural experiment," Review of Accounting Studies, Springer, volume 31, issue 2, pages 1051-1087, June, DOI: 10.1007/s11142-026-09953-4.
• Xiaori Zhang & Christine Jiang & Danqing Young, 2026, "Algorithmic trading and intra-industry information transfer," Review of Accounting Studies, Springer, volume 31, issue 2, pages 745-785, June, DOI: 10.1007/s11142-026-09954-3.
• Jean Jieyin Zeng, 2026, "Do managers learn about their firm’s ownership changes before public disclosure?," Review of Accounting Studies, Springer, volume 31, issue 2, pages 1301-1341, June, DOI: 10.1007/s11142-026-09958-z.
• Braiden Coleman & Karson Fronk & Matthew Hall & Brady Twedt, 2026, "Sound analysis? Investing podcasts and investor information processing," Review of Accounting Studies, Springer, volume 31, issue 3, pages 1837-1876, September, DOI: 10.1007/s11142-026-09960-5.
• Abigail Allen & Melissa F. Lewis-Western & Kristen Valentine, 2026, "Intangible-intensive firms and performance reporting," Review of Accounting Studies, Springer, volume 31, issue 3, pages 1877-1923, September, DOI: 10.1007/s11142-026-09966-z.
• Stephanie F. Cheng & Yimeng Li & Pengkai Lin, 2026, "Attention to detail: how do information users process exhibits in Form 10-K?," Review of Accounting Studies, Springer, volume 31, issue 3, pages 1677-1713, September, DOI: 10.1007/s11142-026-09970-3.
• Vedran Capkun & Davide Cianciaruso & Kirti Sinha, 2026, "Mandatory patient surveys and hospital resource allocation," Review of Accounting Studies, Springer, volume 31, issue 3, pages 2375-2422, September, DOI: 10.1007/s11142-026-09973-0.
• Azi Ben-Rephael & Joshua Ronen & Tavy Ronen & Mi Zhou, 2026, "“Show Me!” The Informativeness of images in firms’ annual reports," Review of Accounting Studies, Springer, volume 31, issue 3, pages 1924-1969, September, DOI: 10.1007/s11142-026-09975-y.
• Hyonok Kim & Jungwon Min & Konari Uchida, 2026, "Performance target setting for organizational impression management: overestimated earnings targets after previous target misses," Review of Managerial Science, Springer, volume 20, issue 5, pages 1427-1458, May, DOI: 10.1007/s11846-025-00910-0.
• Muhammad Usman Arshad & Fahad Najeeb Khan & Muskan ILyas & Waqas Haider, 2026, "Academic-experienced CEOs and investment efficiency of chinese listed firms: moderating role of cash holdings," Review of Managerial Science, Springer, volume 20, issue 6, pages 1793-1843, June, DOI: 10.1007/s11846-025-00921-x.
• Weiliang Zhang & Haoran Li, 2026, "How extreme weather affects stock pricing efficiency: a three-dimensional analysis based on information, corporate fundamentals, and investor behavior," Review of Managerial Science, Springer, volume 20, issue 8, pages 2547-2579, August, DOI: 10.1007/s11846-025-00945-3.
• Nattapat Luenglertpatboon & Chayanon Phucharoen & Aziz Nanthaamornphong, 2026, "Google Trends and stock price movements: an empirical analysis of investor attention using the ARDL approach," SN Business & Economics, Springer, volume 6, issue 4, pages 1-26, April, DOI: 10.1007/s43546-026-01092-x.
• Xiaoxian Zhao & Swann Chmil & Takashi Kanamura, 2026, "Risk mitigation effects of ESG scores on Chinese A-shares and Sustainability Kuznets Curves around COVID-19 periods," SN Business & Economics, Springer, volume 6, issue 7, pages 1-20, July, DOI: 10.1007/s43546-026-01170-0.
• Rieke Fehrenkötter, 2026, "Mapping financial and institutional theories in green bond research: a systematic review and agenda for policy and practice," SN Business & Economics, Springer, volume 6, issue 9, pages 1-35, September, DOI: 10.1007/s43546-026-01196-4.
• Aslan Aydoğdu & Özgün Şanlı, 2026, "Safe-haven dynamics across investment horizons: A Wavelet Quantile correlation analysis under the Fractal Market Hypothesis," SN Business & Economics, Springer, volume 6, issue 9, pages 1-38, September, DOI: 10.1007/s43546-026-01308-0.
• Thanh-Hai Tran, 2026, "The Nonlinear Value Relevance of ESG: Dynamic Panel Evidence from Asian Firms," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 16, issue 6, pages 1-4.
• Ching-Yu Chen & Chung-Hsien Hung & I-Yun Chen & Yuan Chang, 2026, "How Employee Salary and Benefits Affects Stock Price Crash Risk," Journal of Risk & Control, SCIENPRESS Ltd, volume 13, issue 1, pages 1-4.
• Christian M. Hafner & Oliver B. Linton & Linqi Wang, 2026, "The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 3, pages 731-744, July, DOI: 10.1080/07350015.2025.2551246.
• Lorette Danilo & Fayssal Jamhamed & Franck Martin, 2026, "Pair trading strategies in the cryptoassets market: a cointegration framework with optimized thresholds using genetic algorithms," Quantitative Finance, Taylor & Francis Journals, volume 26, issue 5, pages 799-821, May, DOI: 10.1080/14697688.2026.2653663.
• Fangfang Wang & Florina Silaghi & Steven Ongena & Miguel García-Cestona, 2026, "ESG Ratings, ESG News Sentiment, and Firm Credit Risk Perception," Financial Analysts Journal, Taylor & Francis Journals, volume 82, issue 1, pages 128-148, January, DOI: 10.1080/0015198X.2025.2591731.
• Rahul Deb & Mallesh M. Pai & Maher Said, 2026, "Indirect Persuasion," Journal of Political Economy, University of Chicago Press, volume 134, issue 4, pages 1210-1244, DOI: 10.1086/739332.
• Manuel Verdú Henares & Óscar Carchano Alcina & Federico Platania, 2026, "On abnormal returns in events associated with equity offerings," Estudios de Economia, University of Chile, Department of Economics, volume 53, issue 1, pages 4-29, June.
• Latansa Izzata Dien Elam & Martina Nardon, 2026, "Green Bond Market Development and Stock Market Reactions in Asia: A Descriptive and Event-Study Analysis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2026: 19.
• Guździoł Zofia & Bielicki Marcin, 2026, "Determinants of Voluntary Delisting in Post-Transition Markets: Evidence from Poland," Central European Economic Journal, Paradigm, volume 13, issue 60, pages 244-262, DOI: 10.2478/ceej-2026-0014.
• Miziołek Tomasz & Asyngier Roman, 2026, "Pricing Efficiency of Exchange-Traded Funds Listed on the Warsaw Stock Exchange," Central European Economic Journal, Paradigm, volume 13, issue 60, pages 37-55, DOI: 10.2478/ceej-2026-0003.
• Cristescu Marian-Pompiliu & Mara Dumitru Alexandru & Petrea Ioana & Constantinescu Ana-Maria, 2026, "Quantifying the Value of Fine-Tuning: A Reproducible Framework for Financial Sentiment Analysis in the Technology Sector," Journal of Social and Economic Statistics, Paradigm, volume 15, issue 1, pages 31-41, DOI: 10.2478/jses-2026-0003.
• Nemcova Jana & Svoboda Patrik & Hampel David, 2026, "Information Asymmetry and Fair Value Accounting: Insights from Residential Real Estate in the UK, Germany, and Spain," Real Estate Management and Valuation, Paradigm, volume 34, issue 1, pages 124-132, DOI: 10.2478/remav-2026-0010.
• Pham Thuy Tu, 2026, "Global Information Uncertainty and Real Estate Stock Valuation in Emerging Markets: an Integrated Behavioral - Theoretical and Machine Learning Framework," Real Estate Management and Valuation, Paradigm, volume 34, issue 1, pages 63-83, DOI: 10.2478/remav-2026-0006.
• Dodig Ante & Bugarčić Milica, 2026, "Governance Quality and Capital Markets Efficiency in Southeast Europe," Zagreb International Review of Economics and Business, Paradigm, volume 29, issue 1, pages 235-252, DOI: 10.2478/zireb-2026-0012.
• Erdinc Akyildirim & Shaen Corbet & Jose Antonio Muñiz & Frank Scrimgeour, 2026, "Market Perceptions of ESG Reputational Risk in the US Pharmaceutical Industry," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, volume 33, issue 3, pages 4502-4530, May, DOI: 10.1002/csr.70396.
• Peng Zhou & Ying Zhang, 2026, "Major Conundrums and Possible Solutions in DeFi Insurance," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 31, issue 1, pages 489-501, January, DOI: 10.1002/ijfe.3154.
• Liu, Junxi & Pi, Shaoting & Wang, Ao, 2026, "Greenwashing or Pragmatism?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1607.
• Arunava Bandyopadhyay & Prabina Rajib, 2026, "Does Index Investment and Speculative Sentiment Impact Price Discovery?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 01, pages 1-38, March, DOI: 10.1142/S2010495226500077.
• Manel Mahjoubi & Jamel Eddine Henchiri, 2026, "The Effect of Uncertainty Indexes on the Overconfidence Bias of Bitcoin," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 02, pages 1-51, June, DOI: 10.1142/S2010495226300012.
• Teressa Elliott & Jang-Chul Kim & Sharif Mazumder & Qing Su, 2026, "The Peace Benefit: How a Country’s Peacefulness Enhances Liquidity for Cross-listed Stocks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 29, issue 02, pages 1-34, June, DOI: 10.1142/S0219091526500098.
• Timothy K. Chue & Jin Karen Xu, 2026, "Have International Investors Brought in New Information? Evidence from Dual-Listed Chinese Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 29, issue 02, pages 1-36, June, DOI: 10.1142/S0219091526500104.
• Awad Asiri & Saeed Alfardan & Daniel Perez Liston, 2026, "The Adaptive Market Hypothesis for the Saudi Stock Market: A Sectoral Indices Analysis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 29, issue 02, pages 1-26, June, DOI: 10.1142/S021909152650013X.
• Faheem Aslam & Paulo Ferreira & Fahd Amjad & Haider Ali, 2026, "The Efficiency Of Sin Stocks: A Multifractal Analysis Of Drug Indices," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 71, issue 02, pages 577-598, March, DOI: 10.1142/S0217590821500752.
• Adam Aoun & Leonidas C. Doukakis & Georgios A. Papanastasopoulos, 2026, "Family Ownership and the Accrual Anomaly," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 61, issue 02, pages 1-50, June, DOI: 10.1142/S1094406025500106.
• Lucia Pierini & Gianfranco Siciliano, 2026, "Discussion of “Family Ownership and the Accrual Anomalyâ€," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 61, issue 02, pages 1-8, June, DOI: 10.1142/S1094406025800058.
• Andreas Charitou, 2026, "Analysts’ Information Environment and Voluntary Turn Away from IFRS: A Discussion," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 61, issue 03, pages 1-13, September, DOI: 10.1142/S1094406026800028.
• Bali, Turan G. & Goyal, Amit & Mörke, Mathis & Weigert, Florian, 2026, "In search of seasonality in intraday and overnight option returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-02.
• Weibels, Sebastian, 2026, "Hard to process: Atypical firms and the cross-section of expected stock returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-05.
• Gregor, Leonard & Haucap, Justus, 2026, "Energy markets at war: The effect of the Russian invasion of Ukraine on refinery margins," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 434.
• Cohen, Lior, 2026, "Do Markets Think about Stocks Proportionally?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 342228.
• Alisherov, Foziljon & Djuraeva, Mukhayyo, 2026, "From Managed Adjustment to Market Reform? Weak-Form Efficiency in Uzbekistan's Stock Index and Official USD/UZS Rate," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 342597.
• Lucke, Konrad, 2026, "Transparency and dealer behavior: The case of MiFID II and the bund market," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 479.
• Kim, Jinhwan & Cho, Hoon & Seok, Sangik, 2026, "How trading barriers in underlying markets impact ETF trading and characteristics," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103186.
• Yao, Kai & Chevapatrakul, Thanaset & Nguyen, Thach Vu Hong & Yin, Shiyan, 2026, "Uncertainty words and corporate information environment," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103194.
• Chen, Yugang & Lu, Shan & Shahab, Yasir & Zhu, Yuxuan, 2026, "Loud voices or reliable voices? Analyst influence on takeover decisions in China," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103213.
• Smales, Lee A., 2026, "When news travels: The role of sentiment in CME Nikkei futures returns," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103223.
• Jeong, Jin-Gyu & Byun, Suk-Joon & Kim, Donghoon, 2026, "Forecasting returns using image-based convolutional neural networks: Evidence from Korea," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103231.
• Chou, De-Wai & Chen, Chih-Chun & He, Tung-Lin, 2026, "OpenAI's technological announcements: Market reactions and implications," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103252.
• Yin, Pengfei & Li, Sicheng & Yue, Gabriel XG, 2026, "ESG rating adjustment disagreement and stock price synchronicity: Evidence from China," Research in International Business and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.ribaf.2025.103261.
• Liu, Chao & Liu, Xue J. & Faff, Robert, 2026, "Following the crowd: peer effects in corporate annual report tone," Research in International Business and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.ribaf.2026.103301.
• Li, Yilong & Chen, Xiaoqiu & Liu, Shucheng, 2026, "The impact of ESG news sentiment on green bond credit spreads: Signal transmission and market response," Research in International Business and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.ribaf.2026.103332.
• Devillard, Yohan & Weill, Laurent, 2026, "When banks borrow: Stock market reactions to loan announcements by financial vs. non-financial firms," Research in International Business and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.ribaf.2026.103361.
• Wang, Zaifeng & Xing, Tiancai, 2026, "Does corporate ESG information disclosure increase institutional ownership stability? Evidence from China," Research in International Business and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.ribaf.2026.103375.
• Tavor, Tchai, 2026, "Market responses to sentiment shocks: A machine learning approach to major sporting events," Research in International Business and Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.ribaf.2026.103412.
• Abideen, Zain Ul & Wu, Kai, 2026, "The value of words: Data asset disclosure and firm reputation," Research in International Business and Finance, Elsevier, volume 89, issue C, DOI: 10.1016/j.ribaf.2026.103491.
• Choi, Insu, 2026, "Strong clustering and weak barriers at round numbers in Bitcoin markets," Research in International Business and Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.ribaf.2026.103494.
• Castaño, Leticia & Farinós, José E. & Ibáñez, Ana M., 2026, "Regulatory asymmetry between the U.S. and the EU: climatic transition risk and the stock market reaction to Trump’s 2024 victory," Research in International Business and Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.ribaf.2026.103497.
• Sahoo, Gouri Sankar & Rajvanshi, Vivek & Syamala, Sudhakara Reddy, 2026, "Herding behaviour of institutional investors: Evidence from an emerging market," Research in International Business and Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.ribaf.2026.103515.
• Zhang, Ruohan, 2026, "Impact of category-specific equity market volatility on green and brown energy stocks," Research in International Business and Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.ribaf.2026.103526.
• Kim, Hyun Hak, 2026, "Measuring concentration risk with a herd sentiment index: Evidence from Korean financial markets," Research in International Business and Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.ribaf.2026.103543.
• Knapp, Boris & Stelzeneder, Dominik, 2026, "The impact of misinformation on consumer choices," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 122, issue C, DOI: 10.1016/j.socec.2026.102576.
• Khan, Talat Mehmood & Khan, Muhammad Awais & Popesko, Boris, 2026, "The strategic role of Artificial Intelligence in Attracting Foreign Institutional Investors: A comparative analysis of new and old firms," Technology in Society, Elsevier, volume 86, issue C, DOI: 10.1016/j.techsoc.2026.103293.
• Kaplanski, Guy & Shenhar, Yuval, 2026, "Turning adversity into opportunity: Market power, public policy, and financial market dynamics in times of war," Transportation Research Part A: Policy and Practice, Elsevier, volume 203, issue C, DOI: 10.1016/j.tra.2025.104753.
• Zhang, Shiruo & Chang, Yiqing & Jiao, Yuhan & Yin, Xiaoyan, 2026, "Shipping as a risk transmitter: Dynamic connectedness between freight markets and commodities under trade uncertainty," Transport Policy, Elsevier, volume 183, issue C, DOI: 10.1016/j.tranpol.2026.104141.
• James Morley & Jing Tian & Ben Zhe Wang, 2026, "Disagreement over the Nature of Macroeconomic Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-21, Mar.
• Jonathan Benchimol & Sathya Mellina, 2026, "Narratives and the Term Structure of Inflation Expectations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-29, May.
• Peter Hordahl & Burcin Kisacikoglu & Fan Dora Xia, 2026, "Bond Yield Responses to Macro News: The Role of Macro Forecast Disagreement and Monetary Policy Uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-45, Jun.
• Niklas Humann & Dimitrios Kanelis & Lars H. Kranzmann & Pierre L. Siklos, 2026, "Financial Market Reactions to the Novelty of Information in FOMC Minutes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-54, Jul.
• Ghosh, Anisha & Otsu, Taisuke, 2026, "Subjective beliefs estimators and their properties," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130027, May.
• Akyildirim, Erdinc & Corbet, Shaen & Muñiz, Jose Antonio & Scrimgeour, Frank, 2026, "Market perceptions of ESG reputational risk in the US pharmaceutical industry," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137054, May.
• Li, Yuxuan & Zhou, Yuqin & Huang, Jun & Xie, Lin & Huang, Hancheng, 2026, "Bitcoin ETFs and structural decoupling in the cryptocurrency market: evidence from altcoin correlation dynamics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137306, Feb.
• Conlon, Thomas & Corbet, Shaen & Larkin, Charles & Muñiz, Jose Antonio, 2026, "Systemic risk transmission to energy futures: weekend information gaps and the breakdown of pricing efficiency," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 140276, Sep.
• Błażej Kicior, 2026, "Obstawianie meczy jako forma zarobku na przykładzie Arki Gdynia, Cracovii i Lecha Poznań," Ekonomiczno-Ekonometryczne Roczniki Naukowe, Krzysztof Łuczka, volume 1, issue 1, pages 25-33, July, DOI: 10.67455/eern.2026.1.1.3.
• Arshi Firdous & Sarbapriya Ray, 2026, "Analysis of Month of the Year Effect: Evidence from GARCH Model in Indian Stock Market," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 210-232.
• Roshan Ghadamian, 2026, "A Market Without a Market: Architectural Absence in the Global Art Economy," IRSA Working Papers, Institute for Regenerative Systems Architecture, number art-market, Jan, DOI: 10.2139/ssrn.6066429.
• Roshan Ghadamian, 2026, "Formalising Value Without Institutions: NFTs as a Stress Test of Art Market Architecture," IRSA Working Papers, Institute for Regenerative Systems Architecture, number nfts, Jan, DOI: 10.2139/ssrn.6122386.
• Shahid Ali & Ali Fayyaz Munir & Mohd Edil Bin Abd Sukor & Deng Chune & Aamir Azeem, 2026, "What Drives the Profitability of Reversals in South Asian Emerging Markets? A Multilevel Approach to Firm, Industry, and Macroeconomic Factors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 76, issue 1, pages 2-27, June.
• Mujeeb-u-Rehman Bhayo & Naila Bibi & Ranjeeta Sadhwani, 2026, "Momentum and Disposition Effect in Different Market States," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 76, issue 1, pages 29-53, June.
• Hongjun Zeng & Ran Wu & Huifang Liu & Xusheng Fang & Shenglin Ma, 2026, "The Dynamic Relationship between China’s Carbon Emission Trading Market and Chinese Stock Market Sectors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 76, issue 1, pages 87-127, June.
• Kai Wang & Ladislav Kristoufek, 2026, "Gas Fees as Liquidity Risk Signals in Blockchain Token Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2026/16, Jun, revised Jun 2026.
• Indrajit Mitra & David E. Rapach, 2026, "Downside Risk to the Stock Market and Consumption," Policy Hub, Federal Reserve Bank of Atlanta, volume 2026, issue 6, pages 1-30, September, DOI: 10.29338/ph2026-06.
• Indrajit Mitra & David E. Rapach, 2026, "Downside Risk to the Stock Market and Consumption," Policy Hub, Federal Reserve Bank of Atlanta, volume 2026, issue 6, pages 1-30, September, DOI: 10.29338/ph2026-06.
• Friederike Niepmann & Leslie Sheng dup Shen & Joshua Walker, 2026, "How U.S. Bank Stock Prices Respond to Geopolitical Risk," Current Policy Perspectives, Federal Reserve Bank of Boston, number 26-4, Jun.
• Leslie Sheng Shen & Nancy R. Xu, 2026, "Cross-Policy Risk Pricing," Working Papers, Federal Reserve Bank of Boston, number 26-13, Aug, DOI: 10.29412/res.wp.2026.13.
• Eric Engstrom, 2026, "Anchored to the Dot Plot: Central Bank Projections and Interest Rate Expectations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-026, May, DOI: 10.17016/FEDS.2026.026.
• Friederike Niepmann & Leslie Sheng Shen & Joshua Walker, 2026, "How U.S. Bank Stock Prices Respond to Geopolitical Risk," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2026-06-02, Jun, DOI: 10.17016/2380-7172.4091.
• Cody Kallen, 2026, "Hidden Leverage in Nonfinancial Corporations," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1441, Jul, DOI: 10.17016/IFDP.2026.1441.
• Henry Dyer & Michael J. Fleming, 2026, "Treasury Market Liquidity Since April 2025," Liberty Street Economics, Federal Reserve Bank of New York, number 20260402, Apr, DOI: 10.59576/lse.20260402.
• Nina Boyarchenko & Lars C. Larsen & Paul Whelan, 2026, "The Disappearing Overnight Drift," Liberty Street Economics, Federal Reserve Bank of New York, number 20260701, Jul, DOI: 10.59576/lse.20260701.
• Michael J. Fleming & Weiling Liu & Giang Nguyen, 2026, "Intraday Price Pressure and Order Flow Around U.S. Treasury Auctions," Staff Reports, Federal Reserve Bank of New York, number 1188, Mar, DOI: 10.59576/sr.1188.
• Alan Chernoff & Julapa Jagtiani & Nathaniel Yoshida, 2026, "Flight to Safety: Evaluating Stablecoin’s Role as a Safe-Haven Asset in DeFi Markets," Working Papers, Federal Reserve Bank of Philadelphia, number 26-24, May, DOI: 10.21799/frbp.wp.2026.24.
• Mahyar Kargar & Benjamin Lester & Semih Üslü & Pierre-Olivier Weill, 2026, "The Evolution of the Corporate Bond Market: A Theoretical Analysis," Working Papers, Federal Reserve Bank of Philadelphia, number 26-27, May, DOI: 10.21799/frbp.wp.2026.27.
• Keith Hazen, 2026, "How Do Large, Sophisticated Cryptocurrency Trades Impact Broader DeFi Market Dynamics?," Working Papers, Federal Reserve Bank of Philadelphia, number 26-42, Sep, DOI: 10.21799/frbp.wp.2026.42.
• Giulo Cifarelli, 2026, "Gold and Oil in Periods of Financial Turmoil: A LSTAR GARCH Bivariate Copula Investigation," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2026_14.rdf.
• Lizelle Ann V. Cruz, 2026, "Sentiment as Early Warning: A Systemic Risk Index for the Philippines," JRFM, MDPI, volume 19, issue 5, pages 1-30, April.
• Joshua Ostry, 2026, "Chokepoint: the Financial Effects of Rare Earth Supply Disruptions," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 10-2026, Apr.
• Ugo Panizza & Francesco Tripoli & Beatrice Weder di Mauro, 2026, "An Autopsy of the Voluntary Carbon Market," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 21-2026, Aug.
• Constantin Burgi & Wanying Deng & Karl Whelan, 2026, "Makers and Takers: The Economics of the Kalshi Prediction Market," Working Papers, The George Washington University, The Center for Economic Research, number 2026-001, Feb.
• Dobrislav Dobrev & Ernst Schaumburg, 2026, "High-Frequency Cross-Market Trading: Model-Free Measurement and Testable Implications," Working Papers, The George Washington University, The Center for Economic Research, number 2026-011, Sep.
• Michael Ehrmann & Paul Hubert, 2026, "Information acquisition ahead of monetary policy announcements," Post-Print, HAL, number hal-05447152, Apr, DOI: 10.1016/j.euroecorev.2025.105241.
• Jean-Charles Rochet & Shema Mitali & Julien Xavier Daubanes, 2026, "Why do firms issue green bonds?," Post-Print, HAL, number hal-05476791, DOI: 10.1177/01956574251366200.
• Yohan Devillard & Laurent Weill, 2026, "When banks borrow: Stock market reactions to loan announcements by financial vs. non-financial firms," Post-Print, HAL, number hal-05615325, Mar, DOI: 10.1016/j.ribaf.2026.103361.
• Lorette Danilo & Fayssal Jamhamed & Franck Martin, 2026, "Pair trading strategies in the cryptoassets market: a cointegration framework with optimized thresholds using genetic algorithms," Post-Print, HAL, number hal-05654972, DOI: 10.1080/14697688.2026.2653663.
• Michael Ehrmann & Paul Hubert, 2026, "Information acquisition ahead of monetary policy announcements," Sciences Po Economics Publications (main), HAL, number hal-05447152, Apr, DOI: 10.1016/j.euroecorev.2025.105241.
• Anastasiia Kyrychenko & Olha Kovalenko, 2026, "The Efficiency of Infrastructural Support for Food E-Commerce in Ukraine at the Stage of Transition to Industry 5.0," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 185-199, March, DOI: 10.33146/2518-1181-2026-1(111)-185-.
• Ozair Siddiqui & Naveed Khan, 2026, "Resilience of Islamic Stock Indexes to Economic Uncertainty: Quantile-on-Quantile Insights," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 7-34, March, DOI: https://doi.org/10.21098/jimf.v12i1.
• Calebe de Roure & Emanuel Moench & Loriana Pelizzon & Michael Schneider, 2026, "OTC Discount," Management Science, INFORMS, volume 72, issue 6, pages 4633-4651, June, DOI: 10.1287/mnsc.2022.00194.
• Akshaya Jha & Stephen A. Karolyi & Nicholas Z. Muller, 2026, "Polluting Public Funds: The Effect of Environmental Regulations on Municipal Bonds," Management Science, INFORMS, volume 72, issue 6, pages 5048-5067, June, DOI: 10.1287/mnsc.2023.02340.
• Christian Leuz & Steffen Meyer & Maximilian Muhn & Eugene Soltes & Andreas Hackethal, 2026, "Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation," Management Science, INFORMS, volume 72, issue 8, pages 6603-6631, August, DOI: 10.1287/mnsc.2023.03181.
• Stefan Scharnowski & Yanghua Shi, 2026, "Bitcoin Blackout: Proof-of-Work and the Risks of Mining Centralization," Working Papers, Research Institute, International University of Japan, number EMS_2026_08, Jun.
• Hai Duong & Bart Taub, 2026, "The value of information flows in the stock market," Annals of Finance, Springer, volume 22, issue 1, pages 1-41, June, DOI: 10.1007/s10436-026-00479-y.
• Alexander Brauneis & Mehmet Sahiner, 2026, "Crypto Volatility Forecasting: Mounting a HAR, Sentiment, and Machine Learning Horserace," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 379-411, March, DOI: 10.1007/s10690-024-09510-6.
• Şahin Telli & Xufeng Zhao, 2026, "Price Clustering in Bitcoin Markets: The Role of Transaction Fees," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 2, pages 633-675, June, DOI: 10.1007/s10690-025-09515-9.
• Rashid Ameer & Peter Chan, 2026, "Investors’ Risk Aversion in a Tail Risk Event," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 2, pages 759-800, June, DOI: 10.1007/s10690-025-09520-y.
• Müge Özdemir, 2026, "Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 555-608, February, DOI: 10.1007/s10614-025-10889-1.
• Wael Dammak & Ali Ben Mrad & Christian de Peretti & Salah Ben Hamad, 2026, "Enhancing Currency Option Pricing Models: Incorporating Dynamic Information Costs and Machine Learning Techniques," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 4, pages 2603-2642, April, DOI: 10.1007/s10614-025-10939-8.
• Dipshikha Podder & Rohan Mukherjee & Gourishankar S. Hiremath, 2026, "Can Deep-Learning Models Predict Behavior of Treasury Bond Yields," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 5, pages 4127-4148, May, DOI: 10.1007/s10614-025-10947-8.
• David Alaminos & M. Belén Salas-Compás & Estefanía Alaminos, 2026, "High-Frequency Trading, Short Squeeze and ARMA-GARCH-Fractal Neural Networks," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 2, pages 1097-1154, August, DOI: 10.1007/s10614-025-11026-8.
• Hitesh Kumar Sahu & Avishek Bhandari, 2026, "Crisis, Connectivity, and Market Efficiency: Dynamic Long-memory Networks of G7 and E7 Economies," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 3, pages 2261-2291, September, DOI: 10.1007/s10614-025-11116-7.
• Marco I. Bonelli, 2026, "A multi-premium framework for Turkey’s equity market: sovereign, liquidity, volatility, and governance risk in regional context," Economic Change and Restructuring, Springer, volume 59, issue 5, pages 1-24, October, DOI: 10.1007/s10644-026-10061-1.
• Thanh Cong Nguyena & Hong Chi Mai & Thi Ngoc Phuong Nguyen, 2026, "Economic policy uncertainty and bank wholesale funding: Does the quality of political signals matter?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 53, issue 3, pages 913-938, August, DOI: 10.1007/s10663-026-09692-4.
• Matthias Bank & Franz Insam & Jochen Lawrenz, 2026, "Taste for characteristics or risk factor aversion? Evidence from institutional demand," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 40, issue 1, pages 27-96, March, DOI: 10.1007/s11408-025-00480-x.
• David Ardia & Clément Aymard & Tolga Cenesizoglu, 2026, "Revisiting Boehmer et al. (2021): recent period, alternative method, different conclusions," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 40, issue 2, pages 273-306, June, DOI: 10.1007/s11408-025-00487-4.
• Thanh Pham & Huyen Thu Nguyen & Thanh Trung Le, 2026, "Behavioral Biases and Market Fluctuations: An Empirical Study of Herding and Volatility in Vietnam," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 3, pages 27-62, September.
• Paulo K. Monteiro & Rabee Tourky, 2026, "The One-Period Gaussian Kyle Model Has Exactly One Equilibrium," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2026-708, Aug.
• Nicolae Gârleanu & Stavros Panageas & Geoffery Zheng, 2026, "A Long and a Short Leg Make for a Wobbly Equilibrium," American Economic Review, American Economic Association, volume 116, issue 4, pages 1234-1273, April, DOI: 10.1257/aer.20211548.
• Milena Wittwer & Jason Allen, 2026, "Market Power and Capital Constraints," American Economic Review, American Economic Association, volume 116, issue 4, pages 1309-1339, April, DOI: 10.1257/aer.20231202.
• Hengjie Ai & Ravi Bansal & Hongye Guo & Amir Yaron, 2026, "Identifying Preference for Early Resolution from Asset Prices," American Economic Review, American Economic Association, volume 116, issue 6, pages 2242-2281, June, DOI: 10.1257/aer.20221351.
• Giovanni Cespa & Xavier Vives, 2026, "Market Opacity and Fragility: Why Liquidity Evaporates When It Is Most Needed," American Economic Review, American Economic Association, volume 116, issue 7, pages 2454-2503, July, DOI: 10.1257/aer.20231613.