Research classified by Journal of Economic Literature (JEL) codes

2023

• Braun, Declan & Han, Yue & Wang, Heng Emily, 2023, "The application of feed forward neural networks to merger arbitrage: A return-based analysis," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104391.
• Zhang, Zhihao, 2023, "Are climate risks helpful for understanding inflation in BRICS countries?," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104441.
• Luo, Tao & Zhang, Lixia & Sun, Huaping & Bai, Jiancheng, 2023, "Enhancing exchange rate volatility prediction accuracy: Assessing the influence of different indices on the USD/CNY exchange rate," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104483.
• Shu, Qi & Xiong, Heng & Jiang, Wenjun & Mamon, Rogemar, 2023, "A novel perspective on forecasting non-ferrous metals’ volatility: Integrating deep learning techniques with econometric models," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104482.
• Zhao, Chencheng & Yuan, Xianghui & Long, Jun & Jin, Liwei & Guan, Bowen, 2023, "Financial indicators analysis using machine learning: Evidence from Chinese stock market," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104590.
• Zhang, Junyu & Ruan, Xinfeng & Zhang, Jin E., 2023, "Do short-term market swings improve realized volatility forecasts?," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104629.
• Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2023, "Unveiling the diversification capabilities of carbon markets in NFT portfolios," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104632.
• Faias, José Afonso, 2023, "Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100769.
• Alexandridis, Antonios K. & Apergis, Iraklis & Panopoulou, Ekaterini & Voukelatos, Nikolaos, 2023, "Equity premium prediction: The role of information from the options market," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100801.
• Angelidis, Timotheos & Tessaromatis, Nikolaos, 2023, "The disappearing profitability of volatility-managed equity factors," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100857.
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100854.
• Dichtl, Hubert & Drobetz, Wolfgang & Otto, Tizian, 2023, "Forecasting Stock Market Crashes via Machine Learning," Journal of Financial Stability, Elsevier, volume 65, issue C, DOI: 10.1016/j.jfs.2022.101099.
• Zeng, Hui & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2023, "Technical indicators and cross-sectional expected returns," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100781.
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2023, "Discovering the drivers of stock market volatility in a data-rich world," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 82, issue C, DOI: 10.1016/j.intfin.2022.101684.
• Dai, Yingtong & Harris, Richard D.F., 2023, "Average tail risk and aggregate stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 82, issue C, DOI: 10.1016/j.intfin.2022.101699.
• Hertrich, Daniel, 2023, "Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 82, issue C, DOI: 10.1016/j.intfin.2022.101710.
• Grobys, Klaus, 2023, "A multifractal model of asset (in)variances," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101767.
• Esparcia, Carlos & Escribano, Ana & Jareño, Francisco, 2023, "Did cryptomarket chaos unleash Silvergate's bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101851.
• Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges, 2023, "Forecasting expected shortfall: Should we use a multivariate model for stock market factors?," International Journal of Forecasting, Elsevier, volume 39, issue 1, pages 314-331, DOI: 10.1016/j.ijforecast.2021.11.010.
• Haase, Felix & Neuenkirch, Matthias, 2023, "Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 587-605, DOI: 10.1016/j.ijforecast.2022.01.004.
• Bauwens, Luc & Xu, Yongdeng, 2023, "DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 938-955, DOI: 10.1016/j.ijforecast.2022.03.005.
• Wiersema, Garbrand & Kleinnijenhuis, Alissa M. & Wetzer, Thom & Farmer, J. Doyne, 2023, "Scenario-free analysis of financial stability with interacting contagion channels," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106684.
• Jacobs, Kris & Li, Bingxin, 2023, "Option Returns, Risk Premiums, and Demand Pressure in Energy Markets," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106687.
• Guo, Laite, 2023, "Two faces of the size effect," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106708.
• Caglayan, Mustafa O. & Lawrence, Edward & Reyes-Peña, Robinson, 2023, "Hot potatoes: Underpricing of stocks following extreme negative returns," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106757.
• Krivorotov, George, 2023, "Machine learning-based profit modeling for credit card underwriting - implications for credit risk," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106785.
• El Ghoul, Sadok & Guedhami, Omrane & Wei, Zuobao & Zhu, Yicheng, 2023, "Does public corruption affect analyst forecast quality?," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106860.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2023, "The effect of uncertainty on stock market volatility and correlation," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106929.
• Elkamhi, Redouane & Jo, Chanik, 2023, "Asset holders’ consumption risk and tests of conditional CCAPM," Journal of Financial Economics, Elsevier, volume 148, issue 3, pages 220-244, DOI: 10.1016/j.jfineco.2023.04.002.
• Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn, 2023, "Machine-learning the skill of mutual fund managers," Journal of Financial Economics, Elsevier, volume 150, issue 1, pages 94-138, DOI: 10.1016/j.jfineco.2023.07.004.
• Bandi, Federico M. & Bretscher, Lorenzo & Tamoni, Andrea, 2023, "Return predictability with endogenous growth," Journal of Financial Economics, Elsevier, volume 150, issue 3, DOI: 10.1016/j.jfineco.2023.103724.
• DeMiguel, Victor & Gil-Bazo, Javier & Nogales, Francisco J. & Santos, André A.P., 2023, "Machine learning and fund characteristics help to select mutual funds with positive alpha," Journal of Financial Economics, Elsevier, volume 150, issue 3, DOI: 10.1016/j.jfineco.2023.103737.
• Christensen, Jens H.E. & Spiegel, Mark M., 2023, "Central bank credibility during COVID-19: Evidence from Japan," Journal of International Money and Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jimonfin.2022.102788.
• Boucher, C. & Jasinski, A. & Tokpavi, S., 2023, "Conditional mean reversion of financial ratios and the predictability of returns," Journal of International Money and Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jimonfin.2023.102907.
• Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio, 2023, "Commodity futures return predictability and intertemporal asset pricing," Journal of Commodity Markets, Elsevier, volume 31, issue C, DOI: 10.1016/j.jcomm.2022.100289.
• Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2023, "Exploring volatility of crude oil intraday return curves: A functional GARCH-X model," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100361.
• Orlowski, Lucjan T., 2023, "How susceptible is the European financial stability to economic policy uncertainty?," Journal of Policy Modeling, Elsevier, volume 45, issue 4, pages 864-875, DOI: 10.1016/j.jpolmod.2023.07.011.
• Aloui, Riadh & Ben Jabeur, Sami & Rezgui, Hichem & Ben Arfi, Wissal, 2023, "Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103873.
• Hardy, Nicolás & Ferreira, Tiago & Quinteros, Maria J. & Magner, Nicolás S., 2023, "“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104251.
• Teplova, Tamara & Sokolova, Tatiana & Kissa, David, 2023, "Revealing stock liquidity determinants by means of explainable AI: The role of ESG before and during the COVID-19 pandemic," Resources Policy, Elsevier, volume 86, issue PB, DOI: 10.1016/j.resourpol.2023.104253.
• Liu, Yang, 2023, "Government debt and risk premia," Journal of Monetary Economics, Elsevier, volume 136, issue C, pages 18-34, DOI: 10.1016/j.jmoneco.2023.01.009.
• Li, Ang & Liu, Mark & Sheather, Simon, 2023, "Predicting stock splits using ensemble machine learning and SMOTE oversampling," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2023.101948.
• Xu, Yongan & Liang, Chao & Wang, Jianqiong, 2023, "Financial stress and returns predictability: Fresh evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2023.101980.
• Chen, Zhiyu & Xu, Yun & Wang, Yu, 2023, "Can convertible bond trading predict stock returns? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102026.
• Lu, Yueliang (Jacques) & Tian, Weidong, 2023, "An on-line machine learning return prediction," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102049.
• Limkriangkrai, Manapon & Chai, Daniel & Zheng, Gaoping, 2023, "Market intraday momentum: APAC evidence," Pacific-Basin Finance Journal, Elsevier, volume 80, issue C, DOI: 10.1016/j.pacfin.2023.102086.
• Guidolin, Massimo & Wang, Kai, 2023, "The empirical performance of option implied volatility surface-driven optimal portfolios," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 618, issue C, DOI: 10.1016/j.physa.2023.128496.
• Serna, Gregorio, 2023, "On the predictive ability of conditional market skewness," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 186-191, DOI: 10.1016/j.qref.2022.11.001.
• Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023, "Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets," The Quarterly Review of Economics and Finance, Elsevier, volume 92, issue C, pages 1-13, DOI: 10.1016/j.qref.2023.07.008.
• Gould, John & Yang, Joey W. & Singh, Ranjodh & Yeo, Ben, 2023, "The seasonality of lottery-like stock returns," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 383-400, DOI: 10.1016/j.iref.2022.09.004.
• Hong, Yanran & Yu, Jize & Su, Yuquan & Wang, Lu, 2023, "Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 358-368, DOI: 10.1016/j.iref.2022.11.023.
• Chen, Zhonglu & Zhang, Li & Weng, Chen, 2023, "Does climate policy uncertainty affect Chinese stock market volatility?," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 369-381, DOI: 10.1016/j.iref.2022.11.030.
• Li, Zepei & Huang, Haizhen, 2023, "Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 31-45, DOI: 10.1016/j.iref.2023.02.004.
• Hoang, Lai T. & Baur, Dirk G., 2023, "Cryptocurrencies are not immune to coronavirus: Evidence from investor fear," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 1444-1463, DOI: 10.1016/j.iref.2023.06.018.
• Song, Yixuan & He, Mengxi & Wang, Yudong & Zhang, Yaojie, 2023, "Forecasting crude oil prices: A reduced-rank approach," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 698-711, DOI: 10.1016/j.iref.2023.07.001.
• Orte, Francisco & Mira, José & Sánchez, María Jesús & Solana, Pablo, 2023, "A random forest-based model for crypto asset forecasts in futures markets with out-of-sample prediction," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101829.
• Zhang, Qun & Zhang, Peihui & Liu, Hao, 2023, "Does expected idiosyncratic skewness of firms' profit predict the cross-section of stock returns? Evidence from China," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101839.
• Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Zhu, You & Uddin, Gazi Salah, 2023, "Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101846.
• Li, Xiafei & Guo, Qiang & Liang, Chao & Umar, Muhammad, 2023, "Forecasting gold volatility with geopolitical risk indices," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101857.
• Liu, Yujun & Li, Zhongfei & Nekhili, Ramzi & Sultan, Jahangir, 2023, "Forecasting cryptocurrency returns with machine learning," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101905.
• González, Marta Ramos & Ureña, Antonio Partal & Fernández-Aguado, Pilar Gómez, 2023, "Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101907.
• He, Mengxi & Wang, Yudong & Zeng, Qing & Zhang, Yaojie, 2023, "Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101983.
• Mtiraoui, Amine & Boubaker, Heni & BelKacem, Lotfi, 2023, "A hybrid approach for forecasting bitcoin series," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102011.
• Duan, Kun & Wang, Rui & Chen, Shun & Ge, Lei, 2023, "Exploring the predictability of attention mechanism with LSTM: Evidence from EU carbon futures prices," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102020.
• Grudniewicz, Jan & Ślepaczuk, Robert, 2023, "Application of machine learning in algorithmic investment strategies on global stock markets," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102052.
• Li, Zhao-Chen & Xie, Chi & Wang, Gang-Jin & Zhu, You & Long, Jian-You & Zhou, Yang, 2023, "Forecasting stock market volatility under parameter and model uncertainty," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102084.
• Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Ghosh, Sudeshna & Doğan, Buhari, 2023, "Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches," Technological Forecasting and Social Change, Elsevier, volume 192, issue C, DOI: 10.1016/j.techfore.2023.122566.
• Gary Moore & Marc William Simpson, 2023, "Which sustainable growth rate is best at forecasting actual growth?," American Journal of Business, Emerald Group Publishing Limited, volume 38, issue 4, pages 173-192, June, DOI: 10.1108/AJB-12-2022-0196.
• Valeriia Baklanova & Aleksei Kurkin & Tamara Teplova, 2023, "Investor sentiment and the NFT hype index: to buy or not to buy?," China Finance Review International, Emerald Group Publishing Limited, volume 14, issue 3, pages 522-548, December, DOI: 10.1108/CFRI-06-2023-0175.
• Rim El Khoury & Walid Mensi & Muneer M. Alshater & Sanghoon Kang, 2023, "Extreme risk spillovers and hedging strategies between Indonesia sectorial stocks and commodity markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 20, issue 1, pages 428-467, April, DOI: 10.1108/IJOEM-11-2022-1721.
• Norzalina Ahmad & Hazrul Shahiri & Safwan Mohd Nor & Mukhriz Izraf Azman Aziz, 2023, "Connectedness analysis of price return index among Malaysian economic sectors," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 16, issue 4, pages 856-872, February, DOI: 10.1108/IMEFM-11-2021-0454.
• Taufik Faturohman & David Christian, 2023, "Predictive Blend: Fundamental Indexing with Markowitz Mean Variance Portfolio in Indonesia Stock Exchange," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Comparative Analysis of Trade and Finance in Emerging Economies", DOI: 10.1108/S1571-038620230000031013.
• Ari Prasetyo & Taufik Faturohman, 2023, "Financial Distress and Financial Performance Analysis of Highway Companies Before and During the COVID-19 Pandemic: Evidence from Indonesia Stock Exchange," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Comparative Analysis of Trade and Finance in Emerging Economies", DOI: 10.1108/S1571-038620230000031021.
• Isti Yuli Ismawati & Taufik Faturohman, 2023, "Credit Risk Scoring Model for Consumer Financing: Logistic Regression Method," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Comparative Analysis of Trade and Finance in Emerging Economies", DOI: 10.1108/S1571-038620230000031023.
• Amit Pandey & Anil Kumar Sharma, 2023, "Indian institutional investor's portfolio concentration decision: skill and performance," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 21, issue 1, pages 66-95, December, DOI: 10.1108/JAMR-05-2023-0134.
• Özgür İcan & Taha Buğra Çelik, 2023, "Weak-form market efficiency and corruption: a cross-country comparative analysis," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 7, issue 1, pages 72-90, April, DOI: 10.1108/JCMS-12-2022-0046.
• Cheol-Won Yang, 2023, "Investment strategy via analyst report text mining," Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited, volume 31, issue 2, pages 98-120, March, DOI: 10.1108/JDQS-09-2022-0022.
• Victoria Cherkasova & Elena Fedorova & Igor Stepnov, 2023, "Market reaction to firms' investments in CSR projects," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 28, issue 55, pages 44-59, March, DOI: 10.1108/JEFAS-08-2021-0150.
• Youssef El-Khatib & Abdulnasser Hatemi-J, 2023, "On a regime switching illiquid high volatile prediction model for cryptocurrencies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 2, pages 485-498, July, DOI: 10.1108/JES-03-2023-0134.
• Rajyalakshmi Kandukuri, 2023, "An analysis of stockbroking frauds and regulatory action in India," Journal of Financial Crime, Emerald Group Publishing Limited, volume 31, issue 4, pages 1037-1046, June, DOI: 10.1108/JFC-04-2023-0076.
• Nader Trabelsi, 2023, "Global hidden factors predicting financial distress in Gulf Arab states: a quantile–time–frequency analysis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 15, issue 4/5, pages 284-312, May, DOI: 10.1108/JFEP-01-2023-0010.
• Syed Alamdar Ali Shah & Bayu Arie Fianto & Batool Imtiaz & Raditya Sukmana & Rafiatul Adlin Hj Mohd Ruslan, 2023, "Shariah review of Brownian motion of Islamic stock market elements: establishing the benchmarks of Islamic econophysics," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 14, issue 8, pages 1182-1194, January, DOI: 10.1108/JIABR-07-2022-0181.
• Vladimir Dmitrievich Milovidov, 2023, "Redefining investors' goals in the post–normal world," Journal of Risk Finance, Emerald Group Publishing Limited, volume 24, issue 3, pages 371-385, March, DOI: 10.1108/JRF-07-2022-0191.
• Ikhlaas Gurrib & Firuz Kamalov & Olga Starkova & Elgilani Eltahir Elshareif & Davide Contu, 2023, "Drivers of the next-minute Bitcoin price using sparse regressions," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 2, pages 410-431, October, DOI: 10.1108/SEF-04-2023-0182.
• Justyna Bogolebska, 2023, "Catering Theory of Dividend Policy in Polish Listed Companies," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 197-208.
• Chronopoulos, Ilias & Raftapostolos, Aristeidis & Kapetanios, George, 2023, "Forecasting Value-at-Risk using deep neural network quantile regression," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 34837, Feb.
• Hung-Hsi Huang & Yi-Ru Lin, 2023, "Forecasting VIX with Stock and Oil Prices," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 73, issue 1, pages 24-55, January.
• Pablo Pincheira-Brown & Nicolás Hardy & Cristobal Henrriquez & Ignacio Tapia & Andrea Bentancor, 2023, "Forecasting Base Metal Prices with an International Stock Index," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 73, issue 3, pages 277-302, October.
• Kiwoong Byun & Baeho Kim & Dong Hwan Oh, 2023, "Systemic Credit Risk Premium: Insights from Credit Derivatives Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-055r1, Aug, revised 04 Aug 2025, DOI: 10.17016/FEDS.2023.055r1.
• Michael Smolyansky, 2023, "End of an Era: The Coming Long-Run Slowdown in Corporate Profit Growth and Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-041, Jun, DOI: 10.17016/FEDS.2023.041.
• Jason Brown & Nida Çakır Melek & Johannes Matschke & Sai Sattiraju, 2023, "The Missing Tail Risk in Option Prices," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 23-02, Mar, DOI: 10.18651/RWP2023-02.
• Alexandr Patalaha & Maria A. Shchepeleva, 2023, "Bank Crisis Management Policies and the New Instability," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 43-60, December, DOI: 10.31107/2075-1990-2023-6-43-60.
• Dean Fantazzini & Yufeng Xiao, 2023, "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," Econometrics, MDPI, volume 11, issue 3, pages 1-73, August.
• Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Reneé van Eyden, 2023, "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Mathematics, MDPI, volume 11, issue 13, pages 1-27, July.
• António Portugal Duarte & Fátima Sol & Nuno Baetas da Silva & Beatriz Rodrigues Vieira, 2023, "Flip the coin: Heads, tails or cryptocurrencies?," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2023-02, Mar.
• Christos Alexakis & Antonios Chantziaras & Fotini Economou & Konstantinos Eleftheriou & Christos Grose, 2023, "Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic," Post-Print, HAL, number hal-04102932, Jul, DOI: 10.1016/j.najef.2023.101946.
• Lamia Haouam, 2023, "The Role of Modern Models in Predicting Financial Failure of Economic Institutions: An Empirical Study on Saidal group for the Period (2017-2020)," Post-Print, HAL, number hal-04183444, Jun.
• Bing Xiao, 2023, "The Size Effect and the Value Effect in the American Stock Market," Post-Print, HAL, number hal-04194510, Jan, DOI: 10.5430/ijfr.v14n1p41.
• H. Rad & R. Low & J. Miffre & R. Faff, 2023, "The commodity risk premium and neural networks," Post-Print, HAL, number hal-04322519, Dec, DOI: 10.1016/j.jempfin.2023.101433.
• Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print, HAL, number hal-04325655, Dec, DOI: 10.1016/j.jeconom.2022.12.004.
• M. Akhtaruzzaman & A.K. Banerjee & S. Boubaker & F. Moussa, 2023, "Does Green Improve Portfolio Optimisation?," Post-Print, HAL, number hal-04435509, DOI: 10.1016/j.eneco.2023.106831.
• Benbekhti Seyf Eddine & Boulila Hadjer & Benbouziane Mohamed, 2023, "Islamic stocks, conventional stock market, or cryptocurrencies? Looking for a Safe Haven during Covid-19," Post-Print, HAL, number halshs-04521347, Nov.
• Nariman Djoudi & Kheira Belhamri, 2023, "Prediction of Financial Failure Using the Altman and Sherrod Model Study of Saidal Institution of Medea Province between 2017 - 2020," Post-Print, HAL, number halshs-04521389, Dec.
• Yannick Malevergne & Didier Sornette & Ran Wei, 2023, "A model of financial bubbles and drawdowns with non-local behavioral self-referencing," Working Papers, HAL, number hal-04012267, Mar, DOI: 10.2139/ssrn.3995532.
• Manuel Benazić & Gordana Kordić, 2023, "Modeliranje I Prognoziranje Volatilnosti Sektorskih Indeksa Zagrebačke Burze: Multivarijatni Garch Model," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 74, issue 5, pages 663-700, DOI: 10.32910/ep.74.5.2.
• Axelsson, Birger & Song, Han-Suck, 2023, "Univariate Forecasting for REITs with Deep Learning: A Comparative Analysis with an ARIMA Model," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 23/10, Sep, revised 14 Nov 2023.
• Kiss, Tamás & Kladivko, Kamil & Silfverberg, Oliwer & Österholm, Pär, 2023, "Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data," Working Papers, Örebro University, School of Business, number 2023:2, Jan.
• Artem Aganin & Vyacheslav Manevich & Anatoly Peresetsky & Polina Pogorelova, 2023, "Comparison of Cryptocurrency and Stock Market Volatility Forecast Models," HSE Economic Journal, National Research University Higher School of Economics, volume 27, issue 1, pages 49-77.
• Artem Potapov & Marat Kurbangaleev, 2023, "Comparison of Central Counterparty Risk Assessment Approaches," HSE Economic Journal, National Research University Higher School of Economics, volume 27, issue 2, pages 196-219.
• Watanabe, Toshiaki & Nakajima, Jouchi, 2023, "High-frequency realized stochastic volatility model," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-127, Jan.
• Wen-Chuan Miao & Hsiou-Wei Lin, 2023, "Return On Equity Estimates And Fourquadrant Square Position: Evidence From Taiwan," Global Journal of Business Research, The Institute for Business and Finance Research, volume 17, issue 1, pages 1-16.
• Terrance Jalbert & Jonathan D. Stewart, 2023, "A Comprehensive Retirement Financial Planning Tool Una Herramienta Integral De Planificacion Financiera Para La Jubilacion," Revista Global de Negocios, The Institute for Business and Finance Research, volume 11, issue 1, pages 13-44.
• Terrance Jalbert & Jonathan D. Stewart, 2023, "A Comprehensive Retirement Financial Planning Tool Una Herramienta Integral De Planificacion Financiera Para La Jubilacion," Revista Global de Negocios, The Institute for Business and Finance Research, volume 14, issue 1, pages 13-44.
• Oguzhan Cepni & Ahmet Faruk Aysan, 2023, "Coin Specific Sentiments Matter For The Nonfungible Tokens Spillovers: How And When?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 26, issue 4, pages 637-658, November, DOI: https://doi.org/10.59091/2460-9196..
• Gerardo Estrada Sánchez & Federico Hernández Álvarez & Andrés Giovanni Camacho Ardila, 2023, "Detección de periodos de crisis del NASDAQ con EEMD -AE," 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 18, issue 1, pages 1-26, Enero - M.
• Guillermo Sierra Juárez, 2023, "Prima para la cobertura por exceso de contagios de COVID-19," 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 18, issue 2, pages 1-17, Abril - J.
• Pascal Kieren & Christian König-Kersting & Robert Schmidt & Stefan Trautmann & Franziska Heinicke, 2023, "First-Order and Higher-Order Inflation Expectations: Evidence about Households and Firms," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2023-10, Oct.
• Joana Passinhas & Ana Pereira, 2023, "A macroprudential look into the risk-return framework of banks’ profitability," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0265, Mar.
• Diego Víctor de Mingo-López & Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Huseyin Ozturk & Emili Tortosa-Ausina, 2023, "Persistence versus mobility of sociallyresponsible funds: intra-distribution dynamics and mobility trends," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2023/09.
• Xolisa Mtiki, 2023, "Predicting Corporate Bankruptcy in JSE-AltX Listed Firms," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 3, pages 31-48, July-Sept.
• Brückbauer Frank & Schröder Michael, 2023, "The ZEW Financial Market Survey Panel," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 243, issue 3-4, pages 451-469, June, DOI: 10.1515/jbnst-2022-0050.
• Giulio Bottazzi & Francesco Cordoni & Giulia Livieri & Stefano Marmi, 2023, "Uncertainty in firm valuation and a cross-sectional misvaluation measure," Annals of Finance, Springer, volume 19, issue 1, pages 63-93, March, DOI: 10.1007/s10436-022-00423-w.
• Mario Eboli & Bulent Ozel & Andrea Teglio & Andrea Toto, 2023, "Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks," Annals of Finance, Springer, volume 19, issue 2, pages 169-200, June, DOI: 10.1007/s10436-022-00416-9.
• Wolfgang Schadner & Sebastian Lang, 2023, "The value of expected return persistence," Annals of Finance, Springer, volume 19, issue 4, pages 449-476, December, DOI: 10.1007/s10436-023-00428-z.
• Paolo Massimo Buscema & Francesca Della Torre & Giulia Massini & Guido Ferilli & Pier Luigi Sacco, 2023, "Reconstructing the Emergent Organization of Information Flows in International Stock Markets: A Computational Complex Systems Approach," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 1, pages 49-89, June, DOI: 10.1007/s10614-022-10267-1.
• Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2023, "A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 4, pages 1801-1843, December, DOI: 10.1007/s10614-022-10320-z.
• Bhaskar Tripathi & Rakesh Kumar Sharma, 2023, "Modeling Bitcoin Prices using Signal Processing Methods, Bayesian Optimization, and Deep Neural Networks," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 4, pages 1919-1945, December, DOI: 10.1007/s10614-022-10325-8.
• Aleksei Chernulich & John Horowitz & Jean Paul Rabanal & Olga Rud & Manizha Sharifova, 2023, "Entry and exit decisions under public and private information: an experiment," Experimental Economics, Springer;Economic Science Association, volume 26, issue 2, pages 339-356, April, DOI: 10.1007/s10683-022-09764-9.
• Marco Di Francesco & Roberta Simonella, 2023, "A stochastic Asset Liability Management model for life insurance companies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 1, pages 61-94, March, DOI: 10.1007/s11408-022-00411-0.
• Nataliya Barasinska & Philipp Haenle & Anne Koban & Alexander Schmidt, 2023, "No Reason to Worry About German Mortgages? An Analysis of Macroeconomic and Individual Drivers of Credit Risk," Journal of Financial Services Research, Springer;Western Finance Association, volume 64, issue 3, pages 369-399, December, DOI: 10.1007/s10693-023-00409-3.
• Maxim Ulrich & Lukas Zimmer & Constantin Merbecks, 2023, "Implied volatility surfaces: a comprehensive analysis using half a billion option prices," Review of Derivatives Research, Springer, volume 26, issue 2, pages 135-169, October, DOI: 10.1007/s11147-023-09195-5.
• Zuobao Wei & Yicheng Zhu, 2023, "Does religiosity improve analyst forecast accuracy?," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 3, pages 915-948, April, DOI: 10.1007/s11156-022-01116-1.
• Alena Audzeyeva & Xu Wang, 2023, "Fundamentals, real-time uncertainty and CDS index spreads," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 1-33, July, DOI: 10.1007/s11156-023-01127-6.
• Frank J. Fabozzi & Francesco A. Fabozzi & Diana Tunaru, 2023, "A comparison of multi-factor term structure models for interbank rates," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 323-356, July, DOI: 10.1007/s11156-023-01147-2.
• Dimitrios Koutmos & Wang Chun Wei, 2023, "Nowcasting bitcoin’s crash risk with order imbalance," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 125-154, July, DOI: 10.1007/s11156-023-01148-1.
• Mu-Shu Yun & Lee-Young Cheng & Yan Zhao, 2023, "Customer concentration and target price accuracy," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 995-1028, October, DOI: 10.1007/s11156-023-01174-z.
• Timár, Barnabás, 2023, "A klímavédelmi események hatása a köztudatra és a tőkepiacra. Empirikus vizsgálat Google-trends- és ETF-adatokon
  [The impact of climate events on public perception and capital markets. An empirical," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 713-745, DOI: 10.18414/KSZ.2023.7-8.713.
• Márkus, Martin, 2023, "A társadalmi felelősségi pontszámok és a működési kockázat kapcsolata kockázati kategóriák szerint
  [The relationship between the ESG score and operational risk in different risk categories]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 746-771, DOI: 10.18414/KSZ.2023.7-8.746.
• Marcell Peter Granat & Gabor Neszveda & Dorottya Szabo, 2023, "An Empirical Analysis of the Predictive Power of European Yield Curves," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 22, issue 3, pages 48-66.
• Csaba Burger & Dariusz Wojcik, 2023, "The Geography of Climate Change Risk Analysis at Central Banks in Europe," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2023/150.
• Viola Monostoriné Grolmusz, 2023, "Recovering Stock Analysts’ Loss Functions from Buy/Sell Recommendations," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2023/4.
• Lina Song & Amirul Shah Md Shahbudin, 2023, "To anticipate the bankruptcy of Baoshang Bank based on CAMELS rating system," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 1, pages 65-88.
• Magdalena Kozińska, 2023, "Zarządzanie kryzysowe w sektorze ubezpieczeniowym – o upadłości i resolution ubezpieczycieli w Polsce," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 6, pages 673-696.
• Bryan T. Kelly & Dacheng Xiu, 2023, "Financial Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 31502, Jul.
• Turan G. Bali & Bryan T. Kelly & Mathis Mörke & Jamil Rahman, 2023, "Machine Forecast Disagreement," NBER Working Papers, National Bureau of Economic Research, Inc, number 31583, Aug.
• Mihir Gandhi & Niels Joachim Gormsen & Eben Lazarus, 2023, "Forward Return Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 31687, Sep.
• Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2023, "Complexity in Factor Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 31689, Sep.
• Qihui Chen & Nikolai Roussanov & Xiaoliang Wang, 2023, "Semiparametric Conditional Factor Models: Estimation and Inference," NBER Working Papers, National Bureau of Economic Research, Inc, number 31817, Oct.
• Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2023, "Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 31907, Nov.
• Bryan T. Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023, "Universal Portfolio Shrinkage," NBER Working Papers, National Bureau of Economic Research, Inc, number 32004, Dec.
• Russell P. Robins & Geoffrey Peter Smith, 2023, "A New Look at Expected Stock Returns and Volatility," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 225-270, August, DOI: 10.1561/104.00000130.
• Hans Lööf & Maziar Sahamkhadam & Andreas Stephan, 2023, "Incorporating ESG into Optimal Stock Portfolios for the Global Timber & Forestry Industry," Journal of Forest Economics, now publishers, volume 38, issue 2, pages 133-157, June, DOI: 10.1561/112.00000560.
• Andrew Urquhart & Pengfei Wang, 2023, "No Cryptocurrency Experience Required: Managerial Characteristics in Cryptocurrency Fund Performance," Review of Corporate Finance, now publishers, volume 3, issue 4, pages 529-569, September, DOI: 10.1561/114.00000050.
• Jelena Galijaš, 2023, "Financial and regulatory reports as an informational basis for assessing bank solvency," Working Papers Bulletin, National Bank of Serbia, number 14, Mar.
• Cristian DOGAR, 2023, "Financial Forecasts For Works Contracts. A Content Analysis Of Romanian Rules On Value Adjustments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 32, issue 1, pages 338-350, July.
• Huixing Jin, 2023, "Analysis of the Time Series Characteristics of Intraday Momentum on the Tokyo Stock Exchange," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 23-11, Nov.
• Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023, "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 1, pages 1-72.
• Dillon Huddleston & Fred Liu & Lars Stentoft, 2023, "Intraday Market Predictability: A Machine Learning Approach," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 485-527.
• Sander Barendse & Erik Kole & Dick van Dijk, 2023, "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 528-568.
• Razvan Pascalau & Ryan Poirier, 2023, "Increasing the information content of realized volatility forecasts," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1064-1098.
• Nick Taylor, 2023, "The Determinants of Volatility Timing Performance," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1228-1257.
• Tolga Cenesizoglu & Denada Ibrushi, 2023, "Time Variation in Cash Flows and Discount Rates," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1557-1589.
• Arseny Gorbenko & Marcin Kacperczyk, 2023, "Short Interest and Aggregate Stock Returns: International Evidence," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 4, pages 691-733.
• Thomas A Maurer & Thuy-Duong Tô & Ngoc-Khanh Tran, 2023, "Market Timing and Predictability in FX Markets," Review of Finance, European Finance Association, volume 27, issue 1, pages 223-246.
• Adam Farago & Erik Hjalmarsson, 2023, "Long-Horizon Stock Returns Are Positively Skewed," Review of Finance, European Finance Association, volume 27, issue 2, pages 495-538.
• Bernard Dumas & Marcel Savioz, 2023, "A Theory of the Nominal Character of Stock Securities," Review of Finance, European Finance Association, volume 27, issue 5, pages 1615-1657.
• Gregory W & Eric Ghysels & Oleg R Gredil & Stijn Van, 2023, "Nowcasting Net Asset Values: The Case of Private Equity," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 3, pages 945-986.
• Sinan Gokkaya & Xi Liu & Veronika Krepely & Fei Xie & Jinfan Zhang & Lauren Cohen, 2023, "Is There Investment Value in the Soft-Dollar Arrangement? Evidence from Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 8, pages 3122-3162.
• Pelin Bengitöz & Mehmet Umutlu, 2023, "Are return predictors of industrial equity indexes common across regions?," Journal of Asset Management, Palgrave Macmillan, volume 24, issue 5, pages 396-418, September, DOI: 10.1057/s41260-023-00313-4.
• Damilola Oyetade & Adefemi A. Obalade & Paul-Francois Muzindutsi, 2023, "Basel IV capital requirements and the performance of commercial banks in Africa," Journal of Banking Regulation, Palgrave Macmillan, volume 24, issue 1, pages 1-14, March, DOI: 10.1057/s41261-021-00181-1.
• Katarina Valaskova & Dominika Gajdosikova & Jaroslav Belas, 2023, "Bankruptcy prediction in the post-pandemic period: A case study of Visegrad Group countries," Oeconomia Copernicana, Institute of Economic Research, volume 14, issue 1, pages 253-293, March, DOI: 10.24136/oc.2023.007.
• Vancsura, László & Bareith, Tibor, 2023, "Analysis of the performance of predictive models during Covid-19 and the Russian-Ukrainian war," Public Finance Quarterly, Corvinus University of Budapest, volume 69, issue 2, pages 118-132, DOI: https://doi.org/10.35551/PFQ_2023_2.
• Szántó, Tünde Katalin, 2023, "Handling outliers in bankruptcy prediction models based on logistic regression," Public Finance Quarterly, Corvinus University of Budapest, volume 69, issue 3, pages 89-103, DOI: https://doi.org/10.35551/PFQ_2023_3.
• Bukvić, Rajko & Pavlović, Radica, 2023, "The Cash Flow Concept in Modern Financial Analysis of Internal Sources of Companies’ Investment Financing," MPRA Paper, University Library of Munich, Germany, number 116053.
• Fang, Yi & Niu, Hui & Lin, Yuen, 2023, "Ex-ante Valuation based on Prospect Theory," MPRA Paper, University Library of Munich, Germany, number 116386, Jan.
• Kishor, N. Kundan, 2023, "Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators," MPRA Paper, University Library of Munich, Germany, number 116819, Mar.
• Fantazzini, Dean, 2023, "Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models," MPRA Paper, University Library of Munich, Germany, number 117141.
• Olkhov, Victor, 2023, "Economic complexity limits accuracy of price probability predictions by gaussian distributions," MPRA Paper, University Library of Munich, Germany, number 118373, Aug.
• Fantazzini, Dean & Xiao, Yufeng, 2023, "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," MPRA Paper, University Library of Munich, Germany, number 118435.
• Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2023, "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," MPRA Paper, University Library of Munich, Germany, number 118459, Sep.
• Lee, David, 2023, "Default Forecasting and Credit Valuation Adjustment," MPRA Paper, University Library of Munich, Germany, number 118578, Sep.
• Lee, David, 2023, "Modeling Collateralization and Its Economic Significance," MPRA Paper, University Library of Munich, Germany, number 118678, Sep.
• Olkhov, Victor, 2023, "Economic Theory as Successive Approximations of Statistical Moments," MPRA Paper, University Library of Munich, Germany, number 118722, Sep.
• Chen, Ying & Grith, Maria & Lai, Hannah L. H., 2023, "Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach," MPRA Paper, University Library of Munich, Germany, number 119022, Oct.
• Kausik, B.N., 2023, "Equity Premium in Efficient Markets," MPRA Paper, University Library of Munich, Germany, number 119278, Nov.
• Basharina, Olga & Baranova, Nina & Larin, Sergey, 2023, "Разработка И Апробация Цифровой Модели Принятия Эффективных Инвестиционных Решений Для Формирования Стратегий Развития Экономических Субъектов
  [Building and testing a digital model for effective in," MPRA Paper, University Library of Munich, Germany, number 119334, Sep, revised 28 Sep 2023.
• Roudari, Soheil & Jalili, Esmaeil & Tehranchian, Amirmansour, 2023, "بررسی زمان- فرکانس ارتباط میان نوسانات نرخ ارز، تورم و کسری بودجه دولت در اقتصاد ایران
  [Investigating the time- frequency relationship between exchange rate, inflation and government budget deficit," MPRA Paper, University Library of Munich, Germany, number 126799, Nov, revised 07 Feb 2024.
• Roudari, Soheil & Arabi, Seyed Hadi & Shahabadi, abolfazl & Adeli, Omid Ali, 2023, "اثرات سرریز پویای ریسک میان نرخ ارز، سهام، مسکن و سکه در ایران: شواهدی جدید از مقایسه دوران تحریم و غیرتحریم
  [Effects of dynamic risk spillover between exchange rates, stocks, housing and coins in ," MPRA Paper, University Library of Munich, Germany, number 127003, Aug, revised 15 Jan 2025.
• Roudari, Soheil & Ahmadi, Ali Mohammad & Omidi, Vahid, 2023, "بررسی ساز و کار انتقال ریسک آنی در سبد سرمایه¬گذاری با استفاده از رویکرد R2 Connectedness: شواهدی از شرکت سرمایه¬گذاری صندوق بازنشستگی کشور
  [Examining the mechanism of Contemporaneous risk transmis," MPRA Paper, University Library of Munich, Germany, number 127024, Oct, revised 18 May 2024.
• Roudari, Soheil & Jalili, Esmaeil & Omidi, Vahid, 2023, "مدیریت سبد سرمایه¬گذاری در صنعت پالایشگاهی: بررسی شرایط با بازدهی مثبت و منفی: رویکرد Asymmetric TVP-VAR
  [Portfolio Management in the Refining Industry: Investigating Conditions with Positive and N," MPRA Paper, University Library of Munich, Germany, number 127026, Sep, revised 05 Jan 2024.
• Omidi, Vahid & Roudari, Soheil & Jamshidi, Amir, 2023, "بررسی ارتباط بین گروه بانکها، خودرو، سیمان، فلزات اساسی و فرآورده های نفتی در بورس اوراق بهادار تهران به تفکیک شرایط با بازدهی مثبت و منفی با استفاده از الگوی Asymmetric TVP-VAR
  [Investigating The ," MPRA Paper, University Library of Munich, Germany, number 127027, Jun, revised 16 Nov 2023.
• Roudari, Soheil & Arabi, Seyed Hadi & Rahimi Kahkashi, Sanaz, 2023, "بررسی علیت و سرریز نوسانات بین نرخ ارز، تورم و نقدینگی در اقتصاد ایران: رویکرد Tvp-Var-Bk
  [Volatility Causality and Spillovers between Exchange Rate, Inflation, and Liquidity in the Iranian Economy," MPRA Paper, University Library of Munich, Germany, number 127038, Jun, revised 20 Feb 2024.
• Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden, 2023, "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Working Papers, University of Pretoria, Department of Economics, number 202311, May.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023, "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202336, Dec.
• Afees A. Salisu & Rangan Gupta, 2023, "Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202339, Dec.
• Milan Fičura, 2023, "Impact of size and volume on cryptocurrency momentum and reversal," FFA Working Papers, Prague University of Economics and Business, number 5.003, Apr, revised 05 Apr 2023.
• Caio Almeida & Gustavo Freire & René Garcia & Rodrigo Hizmeri, 2023, "Tail Risk and Asset Prices in the Short-term," Working Papers, Princeton University. Economics Department., number 2023-06, Mar.
• Joana Passinhas & Ana Pereira, 2023, "A macroprudential look into the risk-return framework of banks’ profitability," Working Papers, Banco de Portugal, Economics and Research Department, number w202303.