Research classified by Journal of Economic Literature (JEL) codes

2025

• Kampouris, Ilias & Mertzanis, Charilaos & Samitas, Aristeidis, 2025, "Natural disaster shocks and commodity market volatility: A machine learning approach," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102618.
• Chiu, I-Chan & Hung, Mao-Wei, 2025, "Finance-specific large language models: Advancing sentiment analysis and return prediction with LLaMA 2," Pacific-Basin Finance Journal, Elsevier, volume 90, issue C, DOI: 10.1016/j.pacfin.2024.102632.
• Procasky, William J. & Yin, Anwen, 2025, "Evolution of the relative efficiency of CDS and equity markets in Japan: Does one market have a long-term informational advantage over the other?," Pacific-Basin Finance Journal, Elsevier, volume 92, issue C, DOI: 10.1016/j.pacfin.2025.102807.
• Li, Xiao-Xin & Xie, Chi & Wang, Gang-Jin & Zhu, You & Li, Zhao-Chen & Zhang, Zhi-Yu, 2025, "Enhancing stock market return predictability by using a novel autoencoder-based aggregate EPU index," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102873.
• Wu, Haoran & Gao, Zhiwei & Nie, Boyang & Zhao, Binru, 2025, "Can machines learn Chinese mutual funds?," Pacific-Basin Finance Journal, Elsevier, volume 94, issue C, DOI: 10.1016/j.pacfin.2025.102935.
• Cordeiro, Werley & Caldeira, João F. & Moura, Guilherme V., 2025, "Forecasting the Brazilian yield curve using macroeconomics expectations and time-varying volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102072.
• Franco, João Pedro M. & Laurini, Márcio P., 2025, "Quantifying systemic risk in cryptocurrency markets: A high-frequency approach," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104214.
• Horn, Matthias & Oehler, Andreas & Dabbous, Amal & Croutzet, Alexandre, 2025, "The relation between environmental awareness and stock returns," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104383.
• Ding, Zhiguo & Qi, Ji & Tang, Yun & Zhao, Xuankai, 2025, "Unveiling low productivity premium: A tale from emerging market," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104399.
• Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Corbet, Shaen, 2025, "News sentiment and DeFi coin returns: An empirical analysis," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104483.
• Ardakani, Omid M. & Dalko, Viktoria & Shim, Hyeeun, 2025, "Information loss from perception alignment," International Review of Economics & Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.iref.2024.103830.
• Kumar, Satish & Rao, Amar & Dhochak, Monika, 2025, "Hybrid ML models for volatility prediction in financial risk management," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103915.
• Jakubik, Petr & Moinescu, Bogdan Gabriel, 2025, "Tailored microprudential recommendations for bank profit retention using a risk tolerance framework," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103951.
• Jiang, Yifu & Olmo, Jose & Atwi, Majed, 2025, "High-dimensional multi-period portfolio allocation using deep reinforcement learning," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103996.
• Wang, Fenghua & Ye, Qiang & Li, Jiang & Shi, Wen, 2025, "Blockchain adoption and analyst forecast accuracy," Research in International Business and Finance, Elsevier, volume 73, issue PA, DOI: 10.1016/j.ribaf.2024.102593.
• Melo-Velandia, Luis Fernando & Romero, José Vicente & Ramírez-González, Mahicol Stiben, 2025, "The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach," Research in International Business and Finance, Elsevier, volume 73, issue PA, DOI: 10.1016/j.ribaf.2024.102601.
• Bouteska, Ahmed & Bhuiyan, Faruk & Sharif, Taimur & Miftah, Badir & Abedin, Mohammad Zoynul, 2025, "Impact of green bonds on traditional equity markets," Research in International Business and Finance, Elsevier, volume 73, issue PA, DOI: 10.1016/j.ribaf.2024.102606.
• Fredj, Imen & Gana, Marjène Rabah & Trabelsi, Samir, 2025, "OCI information and analysts’ forecast accuracy: Evidence from US commercial banks☆," Research in International Business and Finance, Elsevier, volume 73, issue PA, DOI: 10.1016/j.ribaf.2024.102615.
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2025, "Volatility forecasting and volatility-timing strategies: A machine learning approach," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102723.
• Yi, Siyu & Li, Sitong & Chen, Gengxuan, 2025, "Banking system stress: Unravelling its influence on U.S. industry risk," Research in International Business and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.ribaf.2025.102806.
• Chen, Rui & Jiang, Haiqi & Guo, Tingyu & Fan, Chenyou, 2025, "Can Large Language Models forecast carbon price movements? Evidence from Chinese carbon markets," Research in International Business and Finance, Elsevier, volume 77, issue PB, DOI: 10.1016/j.ribaf.2025.102951.
• Abdul Wahab, Effiezal Aswadi & How, Janice & Ismail, Ismaanzira, 2025, "Overconfident male CEOs and corporate outcomes: The moderating role of female CFOs," Research in International Business and Finance, Elsevier, volume 77, issue PB, DOI: 10.1016/j.ribaf.2025.102981.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2025, "Measuring the impact of climate transition risk on the systemic risk: A multivariate quantile-located ES approach," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103127.
• Chapkovski, Philipp & Cordoni, Francesco & Giannetti, Caterina & Lillo, Fabrizio, 2025, "Cross−impact and price bubbles in hybrid financial markets," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 118, issue C, DOI: 10.1016/j.socec.2025.102398.
• Batra, Shallu & Tiwari, Aviral Kumar & Yadav, Mahender & Danso, Albert, 2025, "Connectedness among diverse financial assets: Evidence from cryptocurrency uncertainty indices," Technological Forecasting and Social Change, Elsevier, volume 210, issue C, DOI: 10.1016/j.techfore.2024.123874.
• Cai, Yifei & Fu, Xiaowen & Zhang, Yahua, 2025, "Geopolitical risks and airlines stock return — Implications to the financial stability of European airlines," Transport Policy, Elsevier, volume 170, issue C, pages 51-57, DOI: 10.1016/j.tranpol.2025.05.001.
• Inês Lisboa & Magali Costa & Carolina Reis, 2025, "Financial reporting quality impact on the firms’ capital structure," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 24, issue 3, pages 310-328, January, DOI: 10.1108/RAF-07-2024-0290.
• Malgorzata Maliszewska & Barbara Karlikowska & Jakub Prachowski, 2025, "Analysis of Corporate Insolvency Trends in Poland between 2021 and 2024," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 1050-1071.
• Krzysztof Bednarz, 2025, "Alternative Prices Under Markowitz’s Portfolio Model for FOREX Transactions," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 990-1017.
• Artur Kulpa & Grzegorz Wojarnik, 2025, "Prompt Engineering in Finance: An LLM-Based Multi-Agent Architecture for Decision Support," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 1201-1217.
• Dorota Witkowska & Blazej Socha, 2025, "Application of Taxonomic Measures to Bankruptcy Prediction," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 531-543.
• Demetrescu, Matei & Rodrigues, Paulo MM & Taylor, AM Robert, 2025, "Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 37486, Apr.
• Peter Albrecht & Daniel Pastorek & David Manousek, 2025, "Riding the Waves of Crypto Sentiment: Examining the Dynamics Between Returns and Sentiment in the Cryptocurrency Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 75, issue 2, pages 98-127, June.
• Beverly Hirtle & Matthew Plosser, 2025, "Bank Economic Capital," Staff Reports, Federal Reserve Bank of New York, number 1144, Mar, DOI: 10.59576/sr.1144.
• Alexander E. Abramov & Maria I. Chernova & Andrey G. Kosyrev, 2025, "Private and Collective Direct Investments in Popular Shares of Russian Companies," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 8-26, February, DOI: 10.31107/2075-1990-2025-1-8-26.
• Dean Fantazzini, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," Forecasting, MDPI, volume 7, issue 4, pages 1-47, November.
• Said Magomedov & Dean Fantazzini, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," JRFM, MDPI, volume 18, issue 2, pages 1-20, January.
• Soraia Santos & Helder Sebastião & Nuno Silva, 2025, "Bitcoin and Main Altcoins: Causality and Trading Strategies," Notas Económicas, Faculty of Economics, University of Coimbra, issue 59, pages 7-33, July, DOI: 10.14195/2183-203X_59_1.
• Matteo Orlandini & Sebastiano Michele Zema & Mauro Napoletano & Giorgio Fagiolo, 2025, "A Network Approach to Volatility Diffusion and Forecasting in Global Financial Markets," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2025-19, May.
• Veronika Czellar & René Garcia & François Le Grand, 2025, "Uncovering asset market participation from household consumption and income," Post-Print, HAL, number hal-04977635, Mar, DOI: 10.1016/j.jeconom.2024.105867.
• Te Bao & Brice Corgnet & Nobuyuki Hanaki & Katsuhiko Okada & Yohanes E. Riyanto & Jiahua Zhu, 2025, "Financial forecasting in the lab and the field : Qualified professionals vs. smart students," Post-Print, HAL, number hal-05053019, Jun, DOI: 10.1016/j.jbef.2025.101051.
• Christos Alexakis & Periklis Gogas & Giovanni Petrella & Michael Polemis & Federica Salvadè, 2025, "Investigating the investment readiness of European SMEs: A machine learning approach," Post-Print, HAL, number hal-05148711, Sep, DOI: 10.1016/j.irfa.2025.104439.
• Manaf Ahmed & Said Khalil, 2025, "Sectoral Volatility under Political Uncertainty: An Extended GARCH-X Modeling Framework," Working Papers, HAL, number hal-05087376, May.
• MINAMI, Koutaroh, 2025, "Detecting Bubbles by Machine Learning Prediction," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-30, Jun.
• Angel Samaniego Alcántar, 2025, "Portfolio Optimization with Long-Short Term Memory Deep Learning (LSTM)," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 20, issue 2, pages 1-14, Abril - J.
• Francisco Vargas Serrano & José Arturo Montoya & José del Carmen Jiménez Hernández, 2025, "Selección de cartera: un enfoque de sesgos de comportamiento," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 20, issue 2, pages 1-21, Abril - J.
• Eeckhout, Tom & Natkhov, Timur & Polishchuk, Leonid & Schoors, Koen, 2025, "Streetlight Effect in Corruption Measurement: Theory and Application to Russian Traffic Police," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2025-004, Sep.
• Maria Teresa Medeiros Garcia & Carolina e Silva Correia de Carvalho, 2025, "Measuring Sentiment: The Impact on Financial Markets Volatility," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0365, Jan.
• Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2025, "Risk-asymmetry indices in Europe," Annals of Finance, Springer, volume 21, issue 3, pages 283-316, September, DOI: 10.1007/s10436-025-00467-8.
• Satrajit Mandal & Sujoy Bhattacharya, 2025, "A Fuzzy Jump-Diffusion Option Pricing Model Based on the Merton Formula," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 2, pages 357-380, June, DOI: 10.1007/s10690-024-09456-9.
• Khalid Ul Islam & Umer Mushtaq Lone & Younis Ahmed Gulam & Suhail Ahmad Bhat, 2025, "Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 2, pages 609-630, June, DOI: 10.1007/s10690-024-09464-9.
• Pradeep Kumar Behera & Naresh Chandra Sahu & Abhisek Mahanta, 2025, "Volatility Spillover and Connectedness Between SME and Main Markets of India and China," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1407-1429, December, DOI: 10.1007/s10690-024-09492-5.
• Ana Sofia Monteiro & Helder Sebastião & Nuno Silva, 2025, "Prediction and Allocation of Stocks, Bonds, and REITs in the US Market," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 3, pages 1191-1230, March, DOI: 10.1007/s10614-024-10589-2.
• Bhaskar Tripathi & Rakesh Kumar Sharma, 2025, "Cryptocurrency Exchanges and Traditional Markets: A Multi-algorithm Liquidity Comparison Using Multi-criteria Decision Analysis," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 5, pages 2649-2677, May, DOI: 10.1007/s10614-024-10655-9.
• Minh Vo, 2025, "Measuring and Forecasting Stock Market Volatilities with High-Frequency Data," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 6, pages 3503-3544, June, DOI: 10.1007/s10614-024-10674-6.
• Mónica Andrea Arauco Ballesteros & Elio Agustín Martínez Miranda, 2025, "Stock Market Forecasting Using a Neural Network Through Fundamental Indicators, Technical Indicators and Market Sentiment Analysis," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1715-1745, August, DOI: 10.1007/s10614-024-10711-4.
• Yuetong Zhang & Ying Peng & Yuping Song, 2025, "Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1215-1268, August, DOI: 10.1007/s10614-024-10732-z.
• François Benhmad & Mohamed Chikhi, 2025, "The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1691-1713, August, DOI: 10.1007/s10614-024-10745-8.
• Edson Pindza & Jules Clement & Sutene Mwambi & Nneka Umeorah, 2025, "Neural Network for Valuing Bitcoin Options Under Jump-Diffusion and Market Sentiment Model," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 3, pages 2305-2342, September, DOI: 10.1007/s10614-024-10792-1.
• Andrés Alonso-Robisco & José Manuel Carbó, 2025, "Should We Trust the Credit Decisions Provided by Machine Learning Models?," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 5, pages 4245-4274, November, DOI: 10.1007/s10614-025-10855-x.
• Yingdong Wang & Wenzhi Xi, 2025, "Measurement and Early Warning of Systemic Financial Risk in China: Markov Switching Models," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 6, pages 5083-5111, December, DOI: 10.1007/s10614-025-10873-9.
• Sascha Wilkens, 2025, "Pairs trading in the German stock market: is there still life in the old dog?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 39, issue 2, pages 259-297, June, DOI: 10.1007/s11408-025-00467-8.
• Yongdeng Xu, 2025, "The exponential HEAVY model: an improved approach to volatility modeling and forecasting," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 727-748, August, DOI: 10.1007/s11156-024-01358-1.
• Timothy King & Dimitrios Koutmos, 2025, "ESG crypto coins: speculative assets, or, the future of green money?," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 777-816, August, DOI: 10.1007/s11156-024-01360-7.
• Aiyang Yin & Liang Han & Yun Shen, 2025, "Unravelling the enigma: managerial bad news hoarding and financial analyst forecasts," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 3, pages 1097-1134, October, DOI: 10.1007/s11156-024-01370-5.
• Tomasz P. Kostyra, 2025, "Predictive power of the sentiment of the Monetary Policy Council," Bank i Kredyt, Narodowy Bank Polski, volume 56, issue 5, pages 543-556.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2025, "Artificial Intelligence Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 33351, Jan.
• Stefan Nagel, 2025, "Seemingly Virtuous Complexity in Return Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 34104, Aug.
• William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2025, "GDP Growth Expectations and Cash-flow Risk Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 34402, Oct.
• Francesco Bianchi & Do Q. Lee & Sydney C. Ludvigson & Sai Ma, 2025, "The Prestakes of Stock Market Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34420, Oct.
• Laurențiu DROJ & Doroteea Andreea SURLEA & Bogdan Cosmin MOLDOVAN & Alexandru-Daniel MADA, 2025, "Analysis Of The Financial Performance Of The Companies Operating In The Software Industry Located In Romania, Hungary And Czech Republic In The Period Of 2019-2023," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 34, issue 1, pages 252-262, July.
• Anne Opschoor & André Lucas & Luca Rossini, 2025, "The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 177-190.
• Chao Zhang & Xingyue Pu & Mihai Cucuringu & Xiaowen Dong, 2025, "Graph-Based Methods for Forecasting Realized Covariances," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 1977-2016.
• Álvaro Cartea & Samuel N Cohen & Robert Graumans & Saad Labyad & Leandro Sánchez-Betancourt & Leon van Veldhuijzen, 2025, "Statistical Predictions of Trading Strategies in Electronic Markets," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 31-53.
• Matei Demetrescu & Benjamin Hillmann, 2025, "Gaussian Inference in Predictive Regressions for Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 813-841.
• Matthias R Fengler & Jeannine Polivka, 2025, "Structural Volatility Impulse Response Analysis," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 951-971.
• Meng Han & Lammertjan Dam & Walter Pohl, 2025, "What drives commodity price variation?," Review of Finance, European Finance Association, volume 29, issue 2, pages 315-347.
• David Hirshleifer & Dat Mai & Kuntara Pukthuanthong, 2025, "War Discourse and Disaster Premium: 160 Years of Evidence from the Stock Market," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 457-506.
• Mahtab Athari & Atsuyuki Naka & Abdullah Noman, 2025, "Forecasting stock returns with sum-of-the-parts methodology: international evidence," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 1, pages 91-114, February, DOI: 10.1057/s41260-024-00380-1.
• Mario Bajo Traver, 2025, "Enhancing diversification in fixed-income portfolios: an entropy-based optimization framework," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 7, pages 863-882, December, DOI: 10.1057/s41260-025-00428-w.
• Ulrich Krüger & Christoph Roling & Leonid Silbermann & Lui-Hsian Wong, 2025, "Bank’s strategic interaction, adverse price dynamics and systemic liquidity risk," Journal of Banking Regulation, Palgrave Macmillan, volume 26, issue 1, pages 1-24, March, DOI: 10.1057/s41261-024-00240-3.
• Thiasha Naidoo & Peter Moores-Pitt & Paul-Francois Muzindutsi & Kazeem O Isah, 2025, "Analysing investor sentiment and stock market volatility of the JSE size-based indices: a GARCH-MIDAS approach," Risk Management, Palgrave Macmillan, volume 27, issue 3, pages 1-23, September, DOI: 10.1057/s41283-025-00165-9.
• Nico Knuth & Andreas Nastansky, 2025, "Anwendung von Deep Learning in der Prognose der Volatilität des DAX: Ein Vergleich der Prognosegüte von GARCH und LSTM," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 59, Mar, DOI: 10.25932/publishup-67486.
• Li, Chenxing & Yang, Qiao, 2025, "An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates," MPRA Paper, University Library of Munich, Germany, number 123200, Jan.
• Magomedov, Said & Fantazzini, Dean, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper, University Library of Munich, Germany, number 123416.
• Ojo, Marianne, 2025, "Strategic crypto reserves: A new era for crypto currency regulation and central bank digital currencies?," MPRA Paper, University Library of Munich, Germany, number 123994, Feb, revised Feb 2025.
• Ojo, Marianne & Serrano Caballero, Enriqueta & Joshi, Amol & Lahiri, Nandini & Hemmatian, Iman, 2025, "Trade negotiations and global relations : emerging players and actors," MPRA Paper, University Library of Munich, Germany, number 124064, Feb, revised Mar 2025.
• Ojo, Marianne, 2025, "Financial regulation and risk management: addressing risk challenges in a changing financial environment," MPRA Paper, University Library of Munich, Germany, number 124358, Apr, revised Jun 2025.
• Olkhov, Victor, 2025, "Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks," MPRA Paper, University Library of Munich, Germany, number 125508, Jul.
• Lee, David, 2025, "Robust Parameter Estimation for Financial Data Simulation," MPRA Paper, University Library of Munich, Germany, number 125703, Aug.
• Vaish, Chakit, 2025, "Praxis Core: A Multi-Layered Structural Intelligence Engine for Foreign Exchange Execution Under Entropic Regime Shifts," MPRA Paper, University Library of Munich, Germany, number 125718, revised 2025.
• Mir, Zulfiqar Ali, 2025, "Penalized regression methods for exchange rate forecasting: evidence from the U.S. dollar index," MPRA Paper, University Library of Munich, Germany, number 125996, Sep.
• Olkhov, Victor, 2025, "Market-based variance of market portfolio and of entire market," MPRA Paper, University Library of Munich, Germany, number 126487, Oct.
• Rubenstein, Elias, 2025, "Safe-Haven Currency and Sequence Risk: A State-Dependent Swiss Franc Overlay for Global Portfolios," MPRA Paper, University Library of Munich, Germany, number 126680, Nov.
• Fantazzini, Dean, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," MPRA Paper, University Library of Munich, Germany, number 126906, Nov.
• Chenarani, Hasan & Roudari, Soheil, 2025, "اولویت بندی واگذاری بنگاه¬های اقتصادی زیر مجموعه صندوق¬های بازنشستگی با تاکید بر مدیریت سرمایه¬گذاری: شواهدی جدید از رویکرد DCC-GARCH R2 decomposed connectedness
  [Prioritizing the Divestment of Pen," MPRA Paper, University Library of Munich, Germany, number 126973, Aug, revised 14 Oct 2025.
• Osadchiy, Maksim, 2025, "Modeling Loss Risk in Loan Portfolios with Various Heterogeneity Factors," MPRA Paper, University Library of Munich, Germany, number 127032, Nov.
• Mawuli Segnon & Bjorn Schulte-Tillmann & Riza Demirer & Rangan Gupta, 2025, "Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures," Working Papers, University of Pretoria, Department of Economics, number 202506, Feb.
• Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2025, "Unraveling Financial Fragility of Global Markets Using Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202511, Mar.
• Vasilios Plakandaras & Matteo Bonato & Rangan Gupta & Oguzhan Cepni, 2025, "Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments," Working Papers, University of Pretoria, Department of Economics, number 202518, Apr.
• Elie Bouri & Oguzhan Cepni & Rangan Gupta & Sibanjan Mishra & Muhammed Enes Olgun, 2025, "Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 202533, Sep.
• Giovanni Bonaccolto & Sayar Karmakar & Elie Bouri & Rangan Gupta, 2025, "Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR," Working Papers, University of Pretoria, Department of Economics, number 202538, Sep.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2025, "Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States," Working Papers, University of Pretoria, Department of Economics, number 202540, Nov.
• Onur Polat & Elie Bouri & Rangan Gupta & Riza Demirer, 2025, "Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis," Working Papers, University of Pretoria, Department of Economics, number 202544, Dec.
• Manuel Rosinus, 2025, "Comparison of Classical Arima Forecasting Methods to the Machine Learning LSTM Method: a Case Study on DAX® 50 ESG Index," ACTA VSFS, University of Finance and Administration, volume 19, issue 1, pages 32-52.
• Sebastian Fossati & Xiao Li, 2025, "Exchange Rate Predictability and Financial Conditions," Working Papers, University of Alberta, Department of Economics, number 2025-06, Sep.
• Rebecca A. Ranucci, 2025, "Shifts in the Information Interface Between Managers and Analysts," American Business Review, Pompea College of Business, University of New Haven, volume 28, issue 1, pages 286-302.
• Dean Fantazzini & Elena Korobova, 2025, "Stablecoins and credit risk: when do they stop being stable?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 77, pages 46-73.
• Maksim Teterin & Anatoly Peresetsky, 2025, "Can Ethereum predict Bitcoin’s volatility?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 77, pages 74-90.
• Yunus Emre Korkmaz & Serpil Altınırmak & Çağlar Karamaşa, 2025, "Makine Öğrenmesi Yöntemleri ile Kripto Varlık Fiyat Tahmini ve En İyi Yöntemin ÇKKV Teknikleri ile Belirlenmesi
  [Cryptocurrency Price Prediction Using Machine Learning Methods and Determining the B," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 16, issue 4, pages 463-492, October, DOI: 10.20409/berj.2025.477.
• Mohammad Zoynul Abedin & Mahmudul Hasan Moon & M. Kabir Hassan & Petr Hajek, 2025, "Deep learning-based exchange rate prediction during the COVID-19 pandemic," Annals of Operations Research, Springer, volume 345, issue 2, pages 1335-1386, February, DOI: 10.1007/s10479-021-04420-6.
• Jean-Michel Sahut & Petr Hajek & Vladimir Olej & Lubica Hikkerova, 2025, "The role of news-based sentiment in forecasting crude oil price during the Covid-19 pandemic," Annals of Operations Research, Springer, volume 345, issue 2, pages 861-884, February, DOI: 10.1007/s10479-024-05821-z.
• Muhammad Tahir Suleman & Umaid A Sheikh & Emilios C. Galariotis & David Roubaud, 2025, "The impact of bitcoin fear and greed on good and bad network connectedness: the case of the US sectoral high frequency returns," Annals of Operations Research, Springer, volume 347, issue 1, pages 633-677, April, DOI: 10.1007/s10479-023-05455-7.
• Xiafei Li & Chao Liang & Feng Ma, 2025, "Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model," Annals of Operations Research, Springer, volume 352, issue 3, pages 613-652, September, DOI: 10.1007/s10479-022-04716-1.
• Tamara Teplova & Maksim Fayzulin, 2025, "Decoding Russian stock market trends through ensemble methods and sentiment analysis of social media," Annals of Operations Research, Springer, volume 353, issue 3, pages 1123-1172, October, DOI: 10.1007/s10479-025-06683-9.
• Tamara Teplova & Aleksei Kurkin & Valeriia Baklanova, 2025, "Investor sentiment and the NFT market: prediction and interpretation of daily NFT sales volume," Annals of Operations Research, Springer, volume 354, issue 1, pages 341-365, November, DOI: 10.1007/s10479-023-05693-9.
• Anupam Dutta, 2025, "Assessing the Risk of Bitcoin Futures Market: New Evidence," Annals of Data Science, Springer, volume 12, issue 2, pages 481-497, April, DOI: 10.1007/s40745-024-00517-4.
• Mirzat Ullah, 2025, "Risk and return analysis between digital and conventional financial assets in a turbulent geopolitical environment," Digital Finance, Springer, volume 7, issue 3, pages 479-505, September, DOI: 10.1007/s42521-025-00147-2.
• 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.
• Salha Ben Salem & Halilibrahim Gökgöz & Azza Béjaoui & Ahmed Jeribi, 2025, "Can Fintech indices hedge VIX and global banking volatility? Evidence from a dynamic short-term perspective," Digital Finance, Springer, volume 7, issue 4, pages 1013-1041, December, DOI: 10.1007/s42521-025-00152-5.
• 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.
• William Nordansjö & Fredrik Fourong & Muhammad Qasim, 2025, "Financial sentiment analysis with FUNNEL: filtered UNion for NER-based ensemble labeling," Digital Finance, Springer, volume 7, issue 4, pages 725-744, December, DOI: 10.1007/s42521-025-00162-3.
• Suleiman Dahir Mohamed & Mohd Tahir Ismail & Majid Khan Bin Majahar Ali, 2025, "Improving and evaluating GARCH-type models for Bitcoin volatility prediction," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 15, issue 4, pages 1219-1260, December, DOI: 10.1007/s40822-025-00328-9.
• 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.
• Lin Zhu & Zhihua Zhang & M. James C. Crabbe, 2025, "Exploring small-scale optimization coupling learning approaches for enterprises’ financial health forecasts," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-18, December, DOI: 10.1186/s40854-024-00748-7.
• Yang Zhou & Chi Xie & Gang-Jin Wang & Jue Gong & You Zhu, 2025, "Forecasting cryptocurrency volatility: a novel framework based on the evolving multiscale graph neural network," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-52, December, DOI: 10.1186/s40854-025-00768-x.
• Yeonchan Kang & Doojin Ryu & Robert I. Webb, 2025, "How well do machine learning models in finance work?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-30, December, DOI: 10.1186/s40854-025-00870-0.
• 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.
• Anita Behme, 2025, "Volatility modelling in a Markov-switching environment: two Ornstein–Uhlenbeck-related approaches," Finance and Stochastics, Springer, volume 29, issue 4, pages 1109-1138, October, DOI: 10.1007/s00780-025-00567-3.
• Çağlar SÖZEN, 2025, "Volatility dynamics of cryptocurrencies: a comparative analysis using GARCH-family models," Future Business Journal, Springer, volume 11, issue 1, pages 1-12, December, DOI: 10.1186/s43093-025-00568-w.
• Sourish Das & Bikramaditya Datta & Shiv Ratan Tiwari, 2025, "Understanding the effect of market risks on new pension system and government responsibility," Indian Economic Review, Springer, volume 60, issue 1, pages 1-10, June, DOI: 10.1007/s41775-025-00243-5.
• Christoph Merkle & Philipp Schreiber, 2025, "Learning to be overprecise," Journal of Business Economics, Springer, volume 95, issue 2, pages 467-497, April, DOI: 10.1007/s11573-024-01203-w.
• Mesias Alfeus & Justin Harvey & Phuthehang Maphatsoe, 2025, "Improving realised volatility forecast for emerging markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 1, pages 299-342, March, DOI: 10.1007/s12197-024-09701-x.
• Anh Hong Thi Nguyen & Viet Quoc Pham & Huong Thi Phan, 2025, "Applying Bayesian methods to measure the impact of financial inclusion on banking performance: An empirical analysis for selected countries in Asia," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 2, pages 493-510, June, DOI: 10.1007/s12197-025-09713-1.
• Libo Xu, 2025, "Economic downturn and the yield curve: Evidence from Canada and the US," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 2, pages 536-567, June, DOI: 10.1007/s12197-025-09716-y.
• Ioanna Atsalaki & George S. Atsalakis & Konstantinos D. Melas & Nektarios A. Michail, 2025, "Baltic dry index forecasting using a neuro-fuzzy inference system," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 3, pages 682-709, September, DOI: 10.1007/s12197-025-09720-2.
• Rezvan Pourmansouri & MirFeiz Fallahshams & Reza Ghafari Gol Afshani, 2025, "Designing a Financial Stress Index Based on the GHARCH-DCC Approach and Machine Learning Models," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 16, issue 1, pages 2689-2718, March, DOI: 10.1007/s13132-024-02075-9.
• Muhammad Saeed Iqbal & Sofi Mohd Fikri, 2025, "Resilience in Islamic Microfinance: Examining Women, Organizations, and Agricultural Consumers’ Impact on Credit Risk," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 16, issue 5, pages 16996-17018, November, DOI: 10.1007/s13132-024-02439-1.
• Pei Kuang & Li Tang & Renbin Zhang & Tongbin Zhang, 2025, "Are survey stock price forecasts anchored by fundamental forecasts? A long-run perspective," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 79, issue 2, pages 657-685, March, DOI: 10.1007/s00199-024-01597-2.
• Kerstin Lamert & Benjamin R. Auer & Ralf Wunderlich, 2025, "Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 101, issue 2, pages 163-218, April, DOI: 10.1007/s00186-025-00889-0.
• Theo Berger, 2025, "On the information content of explainable artificial intelligence for quantitative approaches in finance," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 47, issue 1, pages 177-203, March, DOI: 10.1007/s00291-024-00769-9.
• Sophia Zhengzi Li & Zeyao Luan, 2025, "News-based investor disagreement and stock returns," Review of Accounting Studies, Springer, volume 30, issue 3, pages 2312-2375, September, DOI: 10.1007/s11142-025-09897-1.
• Lukman A. Lasisi & Franklin N. Ngwu & Mohammed K. Taliat & Abeeb O. Olaniran & Kelechi C. Nnamdi, 2025, "Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach," SN Business & Economics, Springer, volume 5, issue 3, pages 1-21, March, DOI: 10.1007/s43546-025-00792-0.
• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2025, "VAR Models with Fat Tails and Dynamic Asymmetry," Springer Books, Springer, in: Stepan Mazur & Pär Österholm, "Recent Developments in Bayesian Econometrics and Their Applications", DOI: 10.1007/978-3-032-00110-8_5.
• Helder Sebastião & Pedro Godinho, 2025, "Forecasting and Trading Cryptocurrencies with Machine Learning Under Changing Market Conditions," Springer Books, Springer, in: Gang Kou & Yongqiang Li & Zongyi Zhang & J. Leon Zhao & Zhi Zhuo, "Blockchain, Crypto Assets, and Financial Innovation", DOI: 10.1007/978-981-96-6839-7_10.
• Tingting Cheng & Jiti Gao & Oliver Linton & Yayi Yan, 2025, "Nonparametric predictive regression for stock return prediction," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 10, pages 1462-1493, November, DOI: 10.1080/07474938.2025.2519389.
• Yannick Malevergne & Didier Sornette & Ran Wei, 2025, "A model of financial bubbles and drawdowns with non-local behavioral self-referencing," Quantitative Finance, Taylor & Francis Journals, volume 25, issue 4, pages 591-616, April, DOI: 10.1080/14697688.2025.2479633.
• Kubra Bolukbas & Ertan Tok, 2025, "Machine Learning Applications in Credit Risk Prediction," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2508.
• Michalak Joanna, 2025, "Affect Indicators for Stock Market Forecasting," Central European Economic Journal, Sciendo, volume 12, issue 59, pages 412-432, DOI: 10.2478/ceej-2025-0024.
• Perez Katarzyna & Bartkowiak Marcin, 2025, "Chasing Returns of Open-End Investment Funds Using Recurrent Neural Networks. A Long-Term Study," Central European Economic Journal, Sciendo, volume 12, issue 59, pages 49-65, DOI: 10.2478/ceej-2025-0004.
• Brolinska Iryna & Žilinskij Grigorij, 2025, "Evaluation of Effectiveness of Arima Model Predictions in Investment Portfolio Formation and Management," Economics and Culture, Sciendo, volume 22, issue 1, pages 108-122, DOI: 10.2478/jec-2025-0009.
• Topcu Murat, 2025, "Analysis of Price Bubbles in Borsa Istanbul (BIST) Liquid Banking Sector Stock Market," Economics, Sciendo, volume 13, issue 2, pages 305-331, DOI: 10.2478/eoik-2025-0040.
• Agrawal Pravin Kumar & Kumar Mohit, 2025, "Modeling the relationship among the stock market, gold price, oil price and exchange rate: A VECM and VDA approach," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 21, issue 1, pages 1-14, DOI: 10.2478/fiqf-2025-0001.
• Lisicki Bartłomiej & Podgórski Krzysztof, 2025, "Trading signals of the relative strength index and market valuation of State Treasury companies listed on the Warsaw Stock Exchange," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 61, issue 3, pages 212-224, DOI: 10.2478/ijme-2024-0041.
• Ergenç Cansu & Aktaş Rafet, 2025, "A Supervised Machine Learning in Financial Forecasting: Identifying Effective Models for the BIST100 Index," Review of Economic Perspectives, Sciendo, volume 25, issue 1, pages 66-90, DOI: 10.2478/revecp-2025-0005.
• Malik Amina & Latif Bilal & Butt Babar Zaheer, 2025, "Regulatory Capital Adequacy Ratio is an Elixir For Efficiency in Islamic Banks," Zagreb International Review of Economics and Business, Sciendo, volume 28, issue 2, pages 7-22, DOI: 10.2478/zireb-2025-0013.
• Yufei Sun, 2025, "Performance of Pairs Trading Strategies Based on Renko and Kagi Charts," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-20.
• Yufei Sun, 2025, "Performance of Pairs Trading Strategies Based on Principal Component Analysis Methods," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-21.
• Yufei Sun, 2025, "Does Pair Trading Still Work During Extreme Events? A Comprehensive Empirical Evidence from Chinese Stock Market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-23.
• Simon Tranberg Bodilsen & Asger Lunde, 2025, "Exploiting News Analytics for Volatility Forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 1, pages 18-36, January, DOI: 10.1002/jae.3095.
• Alexander Georges Gretener & Matthias Neuenkirch & Dennis Umlandt, 2025, "Dynamic Mixture Vector Autoregressions With Score‐Driven Weights," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 4, pages 455-470, June, DOI: 10.1002/jae.3119.
• Stavros Degiannakis & Panagiotis Delis & George Filis & George Giannopoulos, 2025, "Trading VIX on Volatility Forecasts: Another Volatility Puzzle?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1602-1618, July, DOI: 10.1002/for.3257.
• Bingzi Jin & Xiaojie Xu, 2025, "Bayesian Gaussian Process Predictions of Chongqing Carbon Market Prices," Journal of Environmental Assessment Policy and Management (JEAPM), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 04, pages 1-43, September, DOI: 10.1142/S1464333225500139.
• Tam Phan Huy & Tuyet Pham Hong & An Bui Nguyen Quoc, 2025, "Leveraging Tree-based Machine Learning for Predicting Earnings Management," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-20, June, DOI: 10.1142/S1793993325500085.
• Michel Crouhy & Dan Galai & Aner Ravon & Zvi Wiener, 2025, "Trading ESG vs. Trading E, S, and G Separately: An Exploratory Research," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-22, June, DOI: 10.1142/S2010139225400038.
• Xiaochun Liu, 2025, "Unfolded Skewness and Kurtosis Timings in Out-of-Sample Density Forecasts of Financial Returns," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-34, September, DOI: 10.1142/S2010139225500089.
• Yuping Song & Zhenwei Li & Jing Han & Xiaochen Wang, 2025, "Research On The Application Of Artificial Intelligence In Fund Manager Identification," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 04, pages 973-1007, June, DOI: 10.1142/S0217590820480033.
• Saira Yamin & Saqib Gulzar, 2025, "Multiples And Stock Price, New Approach For Relative Valuation Through Neural Network," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 04, pages 953-971, June, DOI: 10.1142/S0217590820480045.
• Sagheer Muhammad & Xiaoxia Huang, 2025, "Tail Risk Spillovers Between Fintech, Sustainability-Driven Investments And Sme’S Stock Markets: Portfolio Implications," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 08, pages 2439-2476, December, DOI: 10.1142/S0217590825490128.
• Siyi Li & Theodore Sougiannis & Sophia I. Wang, 2025, "Mandatory IFRS Adoption and the Usefulness of Accounting Information in Predicting Future Earnings and Cash Flows," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 01, pages 1-51, March, DOI: 10.1142/S1094406024500161.
• Carlo A Favero & Claudio Tebaldi, 2025, "Lectures on the Theory and Application of Modern Finance with R and ChatGPT," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14268, ISBN: ARRAY(0x539e3360), March.
• Kian Guan Lim, 2025, "Machine Learning in Business Finance using Python," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14271, ISBN: ARRAY(0x53aa56d0), March.
• Mehmet Fuat Beyazıt, 2025, "The Mathematical Aspects of Barrier Options," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14297, ISBN: ARRAY(0x53d60548), March.
• Sangyup Choi & Jongho Park & Kwangyong Park, 2025, "US Monetary Policy, Exchange Rates, and Delayed Portfolio Adjustments," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-240, Apr.
• Hess, Dieter & Simon, Frederik & Weibels, Sebastian, 2025, "Interpretable machine learning for earnings forecasts: Leveraging high-dimensional financial statement data," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 25-06.
• Alexandru Silviu, Goga, 2025, "Challenges of Industry Portfolio Management with Artificial Intelligence," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2024), Hybrid Conference, Dubrovnik, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Hybrid Conference, Dubrovnik, Croatia, 5-7 September, 2024", DOI: 10.54820/entrenova-2024-0007.
• Janda, Karel & Rozsahegyi, Marketa & Quang Van Tran & Zhang, Binyi, 2025, "The Impact of Machine Learning Derived Green Bonds Sentiment on Performance of Green Bond Portfolio," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 335550.
• Wegener, Christoph & Basse, Tobias & Maiani, Stefano & Nguyen, Tam Huu, 2025, "Predictive power of oil prices on CDS spread dynamics of oil-producing countries," Accountancy, Economics, and Finance Working Papers, Heriot-Watt University, Department of Accountancy, Economics, and Finance, number 2025-02.
• Antonello Cirulli & Gianluca De Nard & Joshua Traut & Patrick Walker, 2025, "Low risk, high variability: practical guide for portfolio construction," ECON - Working Papers, Department of Economics - University of Zurich, number 463, Jan, revised Nov 2025.

2024

• Julia Braun & Hans-Peter Burghof & Julius Langer & Dag Einar Sommervoll, 2024, "The Volatility of Housing Prices: Do Different Types of Financial Intermediaries Affect Housing Market Cycles Differently?," The Journal of Real Estate Finance and Economics, Springer, volume 69, issue 3, pages 377-408, October, DOI: 10.1007/s11146-022-09907-y.
• Rilwan Sakariyahu & Audrey Paterson & Eleni Chatzivgeri & Rodiat Lawal, 2024, "Chasing noise in the stock market: an inquiry into the dynamics of investor sentiment and asset pricing," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 1, pages 135-169, January, DOI: 10.1007/s11156-023-01214-8.
• Cullen F. Goenner, 2024, "Robust lessons learned from bank failures during the Great Financial Crisis," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 2, pages 449-498, February, DOI: 10.1007/s11156-023-01213-9.
• Paul B. McGuinness, 2024, "Research note: An investigation of the relation between pre-IPO dividends and vendor sales," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 3, pages 889-910, April, DOI: 10.1007/s11156-023-01225-5.
• Weihao Han & David Newton & Emmanouil Platanakis & Haoran Wu & Libo Xiao, 2024, "The diversification benefits of cryptocurrency factor portfolios: Are they there?," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 2, pages 469-518, August, DOI: 10.1007/s11156-024-01260-w.
• Chuxuan Xiao & Winifred Huang & David P. Newton, 2024, "Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 979-1006, October, DOI: 10.1007/s11156-024-01279-z.
• Nikunj Patel & Aakruti Patel & Bhavesh Patel, 2024, "The Role of Institutional Investors in The Indian Stock Markets During the Pandemic," Capital Markets Review, Malaysian Finance Association, volume 32, issue 1, pages 75-99.
• Attila Zoltan Nagy, 2024, "Market Timing Investment Methods on the Budapest Stock Exchange," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 23, issue 2, pages 105-130.
• Jonathan Ross & David Ziebart, 2024, "The Accounting Rate of Return and Economic Growth," Journal of Economic Insight, Missouri Valley Economic Association, volume 50, issue 1, pages 87-111.
• Tomasz Piotr Kostyra, 2024, "Forecasting the yield curve for Poland with the PCA and machine learning," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 4, pages 459-478.
• Jules H. van Binsbergen & Svetlana Bryzgalova & Mayukh Mukhopadhyay & Varun Sharma, 2024, "(Almost) 200 Years of News-Based Economic Sentiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 32026, Jan.
• William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2024, "Procyclical Stocks Earn Higher Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 32509, May.
• Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2024, "APT or “AIPT”? The Surprising Dominance of Large Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 33012, Sep.
• Ruslan Goyenko & Bryan T. Kelly & Tobias J. Moskowitz & Yinan Su & Chao Zhang, 2024, "Trading Volume Alpha," NBER Working Papers, National Bureau of Economic Research, Inc, number 33037, Oct.
• Teterin, M. & Peresetsky, A., 2024, "Google Trends and Bitcoin volatility forecast," Journal of the New Economic Association, New Economic Association, volume 65, issue 4, pages 118-135, DOI: 10.31737/22212264_2024_4_118-135.
• New Zealand Treasury, 2025, "Fiscal Strategy Model (FSM)," Treasury Modelling and Data Tools, New Zealand Treasury, number FSM, revised .
• Ștefan RUSU & Marcel BOLOȘ, 2024, "Machine Learning Clustering In Financial Markets: A Literature Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 1, pages 330-336, July.
• Ștefan RUSU & Marcel BOLOȘ, 2024, "Bridging Tradition And Innovation: A Literature Review On Portfolio Optimization," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 1, pages 337-344, July.
• Ke-Li Xu & Junjie Guo, 2024, "A New Test for Multiple Predictive Regression," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 119-156.
• Chao Zhang & Yihuang Zhang & Mihai Cucuringu & Zhongmin Qian, 2024, "Volatility Forecasting with Machine Learning and Intraday Commonality," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 2, pages 492-530.