Research classified by Journal of Economic Literature (JEL) codes

2025

• 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.
• Qiming Yang & Shihong Zeng, 2025, "Analysis of the Characteristics of Price Volatility in Carbon Emission Rights Market Trading," Journal of Risk & Control, SCIENPRESS Ltd, volume 12, issue 1, pages 1-1.
• 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.
• Panumart Sawangtong & Alireza Najafi, 2025, "Portfolio Optimization Strategy Under the Semi-Martingale Financial Model," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 04, pages 1-33, December, DOI: 10.1142/S2010495225500204.
• 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(0x6d0b9890).
• Kian Guan Lim, 2025, "Machine Learning in Business Finance using Python," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14271, ISBN: ARRAY(0x6d46e288).
• Mehmet Fuat Beyazıt, 2025, "The Mathematical Aspects of Barrier Options," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14297, ISBN: ARRAY(0x6d845088).
• 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.
• Ficura, Milan & Ibragimov, Rustam & Janda, Karel, 2025, "Artificial Intelligence–Based Forecasting of Oil Prices: Evidence from Neural Network Models," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 335571.
• Janda, Karel & Rozsahegyi, Marketa & Quang Van Tran & Zhang, Binyi, 2025, "Using Natural Language Processing to Identify Sentiment of Green Investors," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 335572.
• 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

• Hayden Brown, 2024, "Long-term returns estimation of leveraged indexes and ETFs," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 2, pages 165-190, June, DOI: 10.1007/s11408-023-00440-3.
• Andrea Rigamonti, 2024, "Can machine learning make technical analysis work?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 3, pages 399-412, September, DOI: 10.1007/s11408-024-00451-8.
• Joon Chul James Ahn & Dragos Gorduza & Seonho Park, 2024, "Hidden neighbours: extracting industry momentum from stock networks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 38, issue 4, pages 415-441, December, DOI: 10.1007/s11408-024-00455-4.
• 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.
• Ilias Chronopoulos & Aristeidis Raftapostolos & George Kapetanios, 2024, "Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 636-669.
• Tae-Hwy Lee & Ekaterina Seregina, 2024, "Optimal Portfolio Using Factor Graphical Lasso," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 670-695.
• Jian Chen, 2024, "Jump Clustering, Information Flows, and Stock Price Efficiency†," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1588-1615.
• Sebastian Denk & Gunter Löffler, 2024, "Predicting the Equity Premium with Combination Forecasts: A Reappraisal," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 4, pages 545-577.
• Yufeng Han & Ai He & David E Rapach & Guofu Zhou, 2024, "Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning," Review of Finance, European Finance Association, volume 28, issue 6, pages 1807-1831.
• Amit Goyal & Ivo Welch & Athanasse Zafirov, 2024, "A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3490-3557.
• Tim de Silva & David Thesmar, 2024, "Noise in Expectations: Evidence from Analyst Forecasts," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 5, pages 1494-1537.
• Daniela Iulia Maria Carbune, 2024, "Considerations Related To The Application Of Deep Learning And Neural Networks In Finance And Banking. A Bibliometric Approach," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 480-488, December.
• Pratish Patel & Andrew Raquel & Savannah Chadwick, 2024, "The cash-secured put-write strategy and the variance risk premium," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 1, pages 31-50, February, DOI: 10.1057/s41260-023-00333-0.
• Vipul Kumar Singh & Pawan Kumar, 2024, "Effectiveness of deterministic option pricing models: new evidence from Nifty and Bank Nifty Index options," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 2, pages 172-189, March, DOI: 10.1057/s41260-024-00348-1.
• Mikhail Samonov & Nonna Sorokina, 2024, "A century of asset allocation crash risk," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 4, pages 383-406, July, DOI: 10.1057/s41260-024-00355-2.
• Valeriy Zakamulin & Javier Giner, 2024, "Optimal trend-following rules in two-state regime-switching models," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 4, pages 327-348, July, DOI: 10.1057/s41260-024-00357-0.
• Desislava Vladimirova, 2024, "In the shadow of country risk: asset pricing model of emerging market corporate bonds," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 5, pages 479-492, September, DOI: 10.1057/s41260-024-00370-3.
• Ka Kei Chan & E. Philip Davis & Dilruba Karim, 2024, "Macroprudential policy, bank competition and bank risk in East Asia," Journal of Banking Regulation, Palgrave Macmillan, volume 25, issue 3, pages 326-358, September, DOI: 10.1057/s41261-023-00230-x.
• Gianluca P. M. Virgilio & Manuel Ernesto Paz López, 2024, "Revisiting noise—Fischer Black’s noise at the time of high-frequency trading," Risk Management, Palgrave Macmillan, volume 26, issue 4, pages 1-22, December, DOI: 10.1057/s41283-024-00151-7.
• Till Barz & Andreas Nastansky, 2024, "Herausforderungen des finanziellen Risikomanagements: Eine empirische Untersuchung des Value at Risk-Ansatzes in Stresssituationen," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 57, Nov, DOI: 10.25932/publishup-66666.
• Beckmann, Joscha & Czudaj, Robert L., 2024, "Fundamental determinants of exchange rate expectations," MPRA Paper, University Library of Munich, Germany, number 120648, Apr.
• Fantazzini, Dean, 2024, "Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets," MPRA Paper, University Library of Munich, Germany, number 121214.
• Khanam, Rifat Binte & Rabeya, Jannatul Ferdous & Hasan, Amena, 2024, "Building Trust, Fueling Growth: The Cornerstone Role of Capital Market Governance in Bangladesh," MPRA Paper, University Library of Munich, Germany, number 121449, Apr, revised 08 May 2024.
• Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024, "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper, University Library of Munich, Germany, number 122899, Oct.
• Korobova, Elena & Fantazzini, Dean, 2024, "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper, University Library of Munich, Germany, number 122951.
• Roudari, Soheil, 2024, "Optimal Investment Portfolio and Time‑Varying Risk Hedging: New Evidence from Currency, Stock, Gold Coin, and Housing Markets," MPRA Paper, University Library of Munich, Germany, number 126952, Aug.
• Roudari, Soheil, 2024, "بررسی رابطه علی پویا میان بازار سهام و سایر بازارهای دارایی: شواهدی جدید از الگوی Rolling- Window Bootstrap Causality
  [Dynamic Causal Relationships Between the Stock Market and Other Asset Markets: New Evidence from a Rolling Window Bootstrap Caus," MPRA Paper, University Library of Munich, Germany, number 126972, Aug.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202408, Mar.
• Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024, "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers, University of Pretoria, Department of Economics, number 202411, Mar.
• Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024, "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202424, Jun.
• Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2024, "Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments," Working Papers, University of Pretoria, Department of Economics, number 202435, Aug.
• Vincenzo Candila & Oguzhan Cepni & Giampiero M. Gallo & Rangan Gupta, 2024, "Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis," Working Papers, University of Pretoria, Department of Economics, number 202437, Aug.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024, "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202450, Nov.
• Qi Shi, 2024, "The Second RP-PCA Factor and Crude Oil Price Predictability," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 6, pages 662-690, DOI: 10.18267/j.pep.879.
• Jáchym Novotný, 2024, "Evaluation of Accuracy of Exchange Rate Expectation Models for Understanding Observed Expectations," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue 5, pages 752-779, DOI: 10.18267/j.polek.1426.
• Mihaela-Iuliana Dumitru & Consuela Dicu, 2024, "Transforming Financial Control Through Artificial Intelligence: A Modern Approach To Financial Oversight And Analysis," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 23, issue 3, pages 35-44.
• Paulo M.M. Rodrigues & Nicolau João, 2024, "A simple but powerful tail index regression," Working Papers, Banco de Portugal, Economics and Research Department, number w202412.
• Savvakis C. Savvides, 2024, "Wealth Concentration Leads To Wealth Extraction," Development Discussion Papers, JDI Executive Programs, number 2024-05, Apr.
• Savvakis C. Savvides, 2024, "The Evolution Of A Rentier Economy And The Suppression Of Economic Welfare," Development Discussion Papers, JDI Executive Programs, number 2024-06, Apr.
• Andres Olmos & Nelson Muriel, 2024, "Accurate delta hedging of european options using conformable calculus," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 21, issue 1, pages 59-69, January-J.
• Xiaomin Guo & Huijian Dong & Gary A. Patterson, 2024, "Equity Returns Around Extreme Loss: A Stochastic Event Approach," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 207-220.
• Saswat Patra & Malay Bhattacharyya, 2024, "Charting the Unknown: First Passage Time Probabilities for Pearson Diffusion Process and Application to Options Risk Management," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 2, pages 623-639.
• Polina Pogorelova, 2024, "Investigation of the impact of uncertainty indices on Bitcoin volatility using the ARDL model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 74, pages 35-50.
• Dmitry Patlasov, 2024, "Assessment of the Russian stock market volatility impact on credit spreads of Russian corporate bonds," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 76, pages 29-50.
• Luis Fernando Escobar Caba & Roger Alejandro Banegas Rivero, 2024, "Volatilidad en los depósitos bancarios en Bolivia: GARCH simétrico y asimétrico," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 41, pages 69-102.
• Daeyun KANG & Doojin RYU & Alexander WEBB, 2024, "Term Spread Prediction using Lasso in Machine Learning Frameworks," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 31-45, December.
• Pablo PINCHEIRA-BROWN & Nicolás HARDY, 2024, "More predictable than ever, with the worst MSPE ever," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-30, December.
• Robert-?tefan CONSTANTIN & Marina-Diana AGAFI?EI & Adriana AnaMaria DAVIDESCU, 2024, "Enhancing Portfolio Structure with Evolutionary Multi-Objective Optimisation," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 682-691, August.
• Krzysztof DRACHAL, 2024, "Bayesian Symbolic Regression and Other Similar Methods as a Tool for Forecasting Commodities Prices," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 703-713, August.
• Taiwo BOLARINWA, 2024, "Computable General Equilibrium (CGE) Models: A Comprehensive Review and Future Directions," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 9, issue 1, pages 158-167, February.
• Ranieri Dugo & Giacomo Giorgio & Paolo Pigato, 2024, "Multivariate Rough Volatility," CEIS Research Paper, Tor Vergata University, CEIS, number 589, Dec, revised 20 Dec 2024.
• Nupur Moni Das & Bhabani Sankar Rout, 2024, "Equity Price Risk of Commercial Banks in India," Arthaniti: Journal of Economic Theory and Practice, , volume 23, issue 2, pages 179-201, December, DOI: 10.1177/09767479211057048.
• Mark P. Doblas & Jishanis Mae G. Becaro & Jayendira P. Sankar & Vinodh K. Natarajan & Yoganandham G. & Arumugasamy G., 2024, "Testing Integrative Models of the Change Behavior in the Intention to Adopt Cryptocurrency," SAGE Open, , volume 14, issue 2, pages 21582440241, May, DOI: 10.1177/21582440241253542.
• Aneta Ptak-Chmielewska & Pawel Kopciuszewski & Alvaro Fernandez Toledo, 2024, "A Method to Incorporate Transition Risk Stress Testing Into Probability of Default (PD) Models for Retail Portfolios," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 21, pages 42-53, DOI: 10.7172/2353-6845.jbfe.2024.1.4.
• Mateusz Mariusz Mierzejewski, 2024, "Euro-Denominated Credit Liquidity: Tracing Cyclical Phases in Global Finance," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 22, pages 32-41, DOI: 10.7172/2353-6845.jbfe.2024.2.3.
• Justyna Bogolebska, 2024, "Internacjonalizacja przedsiebiorstw w kontekscie osiaganych przez nie wynikow finansowych," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 40, pages 59-68, DOI: 10.7172/1733-9758.2024.40.4.
• Tomasz Korol, 2024, "Multi-factor fuzzy sets decision system forecasting consumer insolvency risk," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 51, issue 3, pages 279-302, September, DOI: 10.1007/s40622-024-00399-8.
• Ewelina Osowska & Piotr Wójcik, 2024, "Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements," Digital Finance, Springer, volume 6, issue 1, pages 145-175, March, DOI: 10.1007/s42521-023-00096-8.
• Ewelina Osowska & Piotr Wójcik, 2024, "Correction: Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements," Digital Finance, Springer, volume 6, issue 1, pages 177-177, March, DOI: 10.1007/s42521-023-00100-1.
• Marc-Aurèle Divernois & Damir Filipović, 2024, "StockTwits classified sentiment and stock returns," Digital Finance, Springer, volume 6, issue 2, pages 249-281, June, DOI: 10.1007/s42521-023-00102-z.
• Parthajit Kayal & Sumanjay Dutta, 2024, "Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis," Digital Finance, Springer, volume 6, issue 2, pages 319-340, June, DOI: 10.1007/s42521-023-00104-x.
• Zirui Guo & Yihan Li & Guangyan Jia, 2024, "Research on the effectiveness of the volatility–tail risk-managed portfolios in China’s market," Empirical Economics, Springer, volume 66, issue 3, pages 1191-1222, March, DOI: 10.1007/s00181-023-02493-9.
• Zhikai Zhang & Yaojie Zhang & Yudong Wang, 2024, "Forecasting the equity premium using weighted regressions: Does the jump variation help?," Empirical Economics, Springer, volume 66, issue 5, pages 2049-2082, May, DOI: 10.1007/s00181-023-02521-8.
• Massimiliano Caporin & C. Vladimir Rodríguez-Caballero & Esther Ruiz, 2024, "The factor structure of exchange rates volatility: global and intermittent factors," Empirical Economics, Springer, volume 67, issue 1, pages 31-45, July, DOI: 10.1007/s00181-023-02542-3.
• Huawei Niu & Tianyu Liu, 2024, "Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model," Empirical Economics, Springer, volume 67, issue 1, pages 75-96, July, DOI: 10.1007/s00181-023-02551-2.
• Fameliti Stavroula & Skintzi Vasiliki, 2024, "Macroeconomic attention and commodity market volatility," Empirical Economics, Springer, volume 67, issue 5, pages 1967-2007, November, DOI: 10.1007/s00181-024-02613-z.
• Virginie Terraza & Aslı Boru İpek & Mohammad Mahdi Rounaghi, 2024, "The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-34, December, DOI: 10.1186/s40854-023-00520-3.
• Mahdi Ghaemi Asl & David Roubaud, 2024, "Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-49, December, DOI: 10.1186/s40854-024-00623-5.
• Blanco-Oliver Antonio & Lara-Rubio Juan & Irimia-Diéguez Ana & Liébana-Cabanillas Francisco, 2024, "Examining user behavior with machine learning for effective mobile peer-to-peer payment adoption," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-30, December, DOI: 10.1186/s40854-024-00625-3.
• Malvina Marchese & María Dolores Martínez-Miranda & Jens Perch Nielsen & Michael Scholz, 2024, "Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-16, December, DOI: 10.1186/s40854-024-00657-9.
• Christian Bayer & Denis Belomestny & Oleg Butkovsky & John Schoenmakers, 2024, "A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean–Vlasov models," Finance and Stochastics, Springer, volume 28, issue 4, pages 1147-1178, October, DOI: 10.1007/s00780-024-00541-5.
• Leila Hedhili Zaier & Khaled Mokni & Ahdi Noomen Ajmi, 2024, "Causality relationships between climate policy uncertainty, renewable energy stocks, and oil prices: a mixed-frequency causality analysis," Future Business Journal, Springer, volume 10, issue 1, pages 1-11, December, DOI: 10.1186/s43093-024-00399-1.
• Kamil Kladívko & Pär Österholm, 2024, "An Analysis of UK Households’ Directional Forecasts of Interest Rates," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 3, pages 423-442, November, DOI: 10.1007/s41549-024-00103-w.
• Noura Metawa & Hussein Tamimi & Rania Itani, 2024, "Synergizing Deep Belief Networks and Arithmetic Optimization for Stock Market Price Prediction: A Hybrid Approach," Lecture Notes in Operations Research, Springer, chapter 0, in: Ali Emrouznejad & Panagiotis D. Zervopoulos & Ilhan Ozturk & Dima Jamali & John Rice, "Business Analytics and Decision Making in Practice", DOI: 10.1007/978-3-031-61589-4_14.
• Jeremiah Green & John R. M. Hand & Anywhere Sikochi, 2024, "The asymmetric mispricing information in analysts’ target prices," Review of Accounting Studies, Springer, volume 29, issue 1, pages 889-915, March, DOI: 10.1007/s11142-022-09730-z.
• Somnath Das & Philipp D. Schaberl & Pradyot K. Sen, 2024, "Analysts’ use of dividends in earnings forecasts," Review of Accounting Studies, Springer, volume 29, issue 2, pages 1192-1234, June, DOI: 10.1007/s11142-022-09735-8.
• Ryan J. Casey & George W. Ruch, 2024, "Are earnings better than cash flows at predicting future cash flows? Evidence from apples-to-apples comparisons," Review of Accounting Studies, Springer, volume 29, issue 4, pages 3218-3257, December, DOI: 10.1007/s11142-023-09805-5.
• Chris Reimann, 2024, "Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems," Review of Evolutionary Political Economy, Springer, volume 5, issue 1, pages 51-83, June, DOI: 10.1007/s43253-024-00114-4.
• Hengzhen Lu & Qiujin Gao & Ling Xiao & Gurjeet Dhesi, 2024, "Forecasting EUA futures volatility with geopolitical risk: evidence from GARCH-MIDAS models," Review of Managerial Science, Springer, volume 18, issue 7, pages 1917-1943, July, DOI: 10.1007/s11846-023-00722-0.
• Tri Minh Phan, 2024, "Sentiment-semantic word vectors: A new method to estimate management sentiment," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 160, issue 1, pages 1-22, December, DOI: 10.1186/s41937-024-00126-1.
• Joana Katina & Joana Katina & Igor Katin & Igor Katin & Vera Komarova, 2024, "Cryptocurrency price forecasting: a comparative analysis of autoregressive and recurrent neural network models," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 11, issue 4, pages 425-436, June, DOI: 10.9770/jesi.2024.11.4(26).
• Gergely Hudecz & Edmund Moshammer & Marco Onofri, 2024, "Option-implied bond spread risk," Working Papers, European Stability Mechanism, number 66, Nov, revised 25 Nov 2024.
• Kamil Kladívko & Pär Österholm, 2024, "Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey," Applied Economics, Taylor & Francis Journals, volume 56, issue 17, pages 2077-2088, April, DOI: 10.1080/00036846.2023.2178633.
• Laura Capera Romero & Anne Opschoor, 2024, "Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-059/III, Nov.
• Felix Haase, 2024, "Sum-of-the-Parts Revised: Economic Regimes and Flexible Probabilities," Research Papers in Economics, University of Trier, Department of Economics, number 2024-10.
• Fayssal Jamhamed & Franck Martin & Fabien Rondeau & Josué Thélissaint & Stéphane Tufféry, 2024, "Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-13, Dec.
• Josué Thélissaint, 2024, "Assessing Cryptomarket Risks: Macroeconomic Forces, Market Shocks and Behavioural Dynamics," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-14, Dec.
• Javier Gil-Bazo & Raffaele Santioni, 2024, "Geographic shareholder dispersion and mutual fund flow risk," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1886, Apr.
• Lyudmila I. Tenkovskaya, 2024, "Modelling company’s stock quotes under the economy’s cyclicity," Journal of New Economy, Ural State University of Economics, volume 25, issue 3, pages 138-154, December, DOI: 10.29141/2658-5081-2024-25-3-7.
• Marina Yu. Malkina, 2024, "Financial contagion in the US, European and Chinese stock markets during global shocks," Journal of New Economy, Ural State University of Economics, volume 25, issue 4, pages 47-67, December, DOI: 10.29141/2658-5081-2024-25-4-3.
• Paolo Pellizzari, 2024, "Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2024: 03.
• HABIBI, Reza, 2024, "A Note On The Early Warning System Of Change Points: Combination Of Regime Switching And Threshold Models," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 2, pages 6-18, June.
• BERISHVILI, Vakhtang & DIDMANIDZE, Monika, 2024, "The Impact Of The Georgian Real Estate Investment Trust On The Performance Of Various Portfolios," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 3, pages 6-25, September.
• ANGHEL, Bogdan Ionuț, 2024, "Predicting Stock Price Direction Of Eurozone Banks: Can Deep Learning Techniques Outperform Traditional Models?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 4, pages 29-42, December.
• Brygała Magdalena & Korol Tomasz, 2024, "Personal bankruptcy prediction using machine learning techniques," Economics and Business Review, Sciendo, volume 10, issue 2, pages 118-142, DOI: 10.18559/ebr.2024.2.1149.
• Abu-Alkhei Ahmad M. & Alsharari Nizar M. & Khan Walayet A. & Ramzani Sara R. & Horam Phungmayo, 2024, "Examining the performance of Shari’ah-compliant versus conventional stock indexes: A comparative analysis pre‑, during, and post-COVID-19," Economics and Business Review, Sciendo, volume 10, issue 2, pages 31-59, DOI: 10.18559/ebr.2024.2.1177.
• Jana Subrata & Giri Bibhas Chandra & Sarkar Anirban & Jana Chiranjibe & Stević Željko & Radovanović Marko, 2024, "Application of Fuzzy AHP in Priority Based Selection of Financial Indices: A Perspective for Investors," Economics, Sciendo, volume 12, issue 1, pages 1-7, April, DOI: 10.2478/eoik-2024-0007.
• Trung Do Duc & Dudić Branislav & Dung Hoang Tien & Truong Nguyen Xuan, 2024, "Innovation in Financial Health Assessment: Applying MCDM Techniques to Banks in Vietnam," Economics, Sciendo, volume 12, issue 2, pages 21-33, DOI: 10.2478/eoik-2024-0011.
• Radojković Ivan D. & Radović Ognjen V. & Stevanović Kristina R., 2024, "Modeling the Volatility of Returns on Investment Units of Voluntary Pension Funds in Serbia," Economic Themes, Sciendo, volume 62, issue 4, pages 541-560, DOI: 10.2478/ethemes-2024-0029.
• Marciniuk Agnieszka & Zmyślona Beata, 2024, "The Influence of Demographic and Economic Factors on the Widow’s Reverse Annuity Benefits in Coronavirus Pandemic," Wroclaw Review of Law, Administration & Economics, Sciendo, volume 14, issue 2, pages 17-36, DOI: 10.2478/wrlae-2024-0005.
• Naz Farah & Lutfullah Tooba & Zahra Kanwal, 2024, "COVID-19 and Seasonality in Monthly Returns: a Firm Level Analysis of PSX," Zagreb International Review of Economics and Business, Sciendo, volume 27, issue 1, pages 201-230, DOI: 10.2478/zireb-2024-0010.
• Stanisław Łaniewski & Robert Ślepaczuk, 2024, "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-16.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Business applications and state‐level stock market realized volatility: A forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 2, pages 456-472, March, DOI: 10.1002/for.3042.
• Pablo Pincheira Brown & Nicolás Hardy, 2024, "Correlation‐based tests of predictability," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 1835-1858, September, DOI: 10.1002/for.3081.
• Alia Ajmal & Chaudhry Abdullah Imran Sahi & Wing-Keung -Wong & Ramzan Ali & Abid Rasheed, 2024, "Factors Affecting the Crude Oil Prices Volatility: A Case Study of the USA, China, Japan, Germany and India," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 01, pages 1-26, March, DOI: 10.1142/S2010495223500094.
• Hardy Hulley & Leo Liu & Kenny Phua, 2024, "Investor Search and Asset Prices," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 1-33, December, DOI: 10.1142/S2010139224500149.
• Imen Omri & Oguzhan Ozcelebi, 2024, "Examination Of The Impacts Of Cryptocurrency Uncertainty On Exchange-Traded Funds," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 08, pages 2687-2712, December, DOI: 10.1142/S0217590823500509.
• Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), 2024, "Artificial Intelligence and Beyond for Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0449, ISBN: ARRAY(0x6d708558).
• Massimo Guidolin, 2024, "Machine Learning in Portfolio Decisions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Manuela Pedio, 2024, "Natural Language Processing and Stock Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• René Garcia & Alissa Marinenko, 2024, "Portfolio Allocation and Reinforcement Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Silvio Andrae, 2024, "Explainable Artificial Intelligence in Risk Management: A Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Abraham Itzhak Weinberg, 2024, "How Can Sentiment Analysis Contribute to Financial Markets and Services?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Alessio Faccia, 2024, "Quantum Fintech," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Veni Arakelian & Roberto Savona & Marika Vezzoli, 2024, "Tail Dependence of Eurozone Bond Yields and Sovereign CDS Spreads," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Yuanyuan Zhang & Stephen Chan & Jeffrey Chu & Xin Liao & Min Helu, 2024, "Stylized Facts of Decentralized Finance (DeFi)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Reem Abdulla Alkhalifa & Riadh Ksantini & Khaoula Tbarki, 2024, "Effective Systems for Bot Detection and Real-Time Stock Market Predictions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".