Research classified by Journal of Economic Literature (JEL) codes

2023

• 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 investment decisions to form strategies for developm," 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 volatilities in Iran's economy]," 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 Iran: New evidence from the comparison between san," 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 transmission in the investment portfolio using the R2 Conn," 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 Negative Returns: An Asymmetric TVP-VAR Approach]," 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 Relationship Between Bank, Automotive, Cement, Bas," 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: A TVP VAR BK Approach]," MPRA Paper, University Library of Munich, Germany, number 127038, Jun, revised 20 Feb 2024.
• Ahmed, Jameel, 2023, "Monetary Policy, Price Stability and Financial Stability – The Nexus for Pakistan," MPRA Paper, University Library of Munich, Germany, number 127622, Sep.
• 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.
• Paulo M.M. Rodrigues & Gabriel Zsurkis, 2023, "First passage times in portfolio optimization: a novel nonparametric approach," Working Papers, Banco de Portugal, Economics and Research Department, number w202309.
• Melo-Velandia, Luis Fernando & Romero-Chamorro, José Vicente & Ramírez-González, Mahicol Stiben, 2023, "The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach," Working papers, Red Investigadores de Economía, number 105, May.
• Mikhail Makushkin & Victor Lapshin, 2023, "Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 69, pages 5-27.
• W. Paul Chiou & Yuchen Dong & Sofia Ma, 2023, "Performance Of Using Machine Learning Approaches For Credit Rating Prediction: Random Forest And Boosting Algorithms," Journal of Financial Transformation, Capco Institute, volume 58, pages 44-53.
• Seema REHMAN & Saqib SHARIF & Wali ULLAH, 2023, "Relative Signed Jump and Future Stock Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 25-45, March.
• Abramov, Aleksandr (Абрамов, Александр) & Chernova, Mariya (Чернова, Мария), 2023, "Investing Pension Savings in Russia: Results and Lessons for the Future
  [Инвестирование Пенсионных Накоплений В России: Результаты И Уроки]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 3, pages 8-45, June.
• Vedev, Aleksei (Ведев, Алексей) & Silchuk, Aleksandra (Сильчук, Александра) & Eremkin, Vladimir (Еремкин, Владимир) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Maria (Ковалева, Мария), 2023, "Forecast of medium-term dynamics of socio-economic development of the Russian Federation under sanctions pressure, assessment of the effectiveness of implemented economic support measures and risk management opportunities
  [Прогноз Среднесрочной Ди," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w202374.
• Chinwe Okoyeuzu & Imaobong Judith Nnam & Wilfred Ukpere, 2023, "The Nexus between Oil Price and Stock Returns from a Global Economic Perspective," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 26, issue 1, pages 109-119, December.
• Sumanjay Dutta & Parthajit Kayal & G. Balasubramnaian, 2023, "Volatility Spillover and Directionality in Cryptocurrency and Metal Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 22, issue 4, pages 464-485, December, DOI: 10.1177/09726527231192143.
• Panagiotis Delis & Stavros Degiannakis & Konstantinos Giannopoulos, 2023, "What Should be Taken into Consideration when Forecasting Oil Implied Volatility Index?," The Energy Journal, , volume 44, issue 5, pages 231-250, September, DOI: 10.5547/01956574.44.4.pdel.
• Oguzhan Cepni & Tarik Dogru & Ozgur Ozdemir, 2023, "The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test," Tourism Economics, , volume 29, issue 4, pages 906-928, June, DOI: 10.1177/13548166221077633.
• Joao Vitor Matos Goncalves & Michel Alexandre & Gilberto Tadeu Lima, 2023, "ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2023_13, Nov.
• Gianluca Anese & Marco Corazza & Michele Costola & Loriana Pelizzon, 2023, "Impact of public news sentiment on stock market index return and volatility," Computational Management Science, Springer, volume 20, issue 1, pages 1-36, December, DOI: 10.1007/s10287-023-00454-2.
• Mario Figueiredo & Yuri F. Saporito, 2023, "Forecasting the term structure of commodities future prices using machine learning," Digital Finance, Springer, volume 5, issue 1, pages 57-90, March, DOI: 10.1007/s42521-022-00069-3.
• J. Christopher Westland, 2023, "Determinants of liquidity in cryptocurrency markets," Digital Finance, Springer, volume 5, issue 2, pages 261-293, June, DOI: 10.1007/s42521-022-00073-7.
• Jan Patrick Hartkopf, 2023, "Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models," Empirical Economics, Springer, volume 64, issue 1, pages 393-436, January, DOI: 10.1007/s00181-022-02245-1.
• Jie Cheng, 2023, "Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies," Empirical Economics, Springer, volume 65, issue 2, pages 899-924, August, DOI: 10.1007/s00181-023-02360-7.
• Tiago E. Pratas & Filipe R. Ramos & Lihki Rubio, 2023, "Forecasting bitcoin volatility: exploring the potential of deep learning," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 13, issue 2, pages 285-305, June, DOI: 10.1007/s40822-023-00232-0.
• Riccardo De Blasis, 2023, "Weighted-indexed semi-Markov model: calibration and application to financial modeling," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-16, December, DOI: 10.1186/s40854-022-00418-6.
• Ana Monteiro & Nuno Silva & Helder Sebastião, 2023, "Industry return lead-lag relationships between the US and other major countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-48, December, DOI: 10.1186/s40854-022-00439-1.
• James Yae & Yang Luo, 2023, "Robust monitoring machine: a machine learning solution for out-of-sample R $$^2$$ 2 -hacking in return predictability monitoring," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-28, December, DOI: 10.1186/s40854-023-00497-z.
• Ahmet Faruk Aysan & Erhan Muğaloğlu & Ali Yavuz Polat & Hasan Tekin, 2023, "Whether and when did bitcoin sentiment matter for investors? Before and during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-24, December, DOI: 10.1186/s40854-023-00536-9.
• Tobias Götze & Marc Gürtler & Eileen Witowski, 2023, "Forecasting accuracy of machine learning and linear regression: evidence from the secondary CAT bond market," Journal of Business Economics, Springer, volume 93, issue 9, pages 1629-1660, November, DOI: 10.1007/s11573-023-01138-8.
• Lars Beckmann & Jörn Debener & Johannes Kriebel, 2023, "Understanding the determinants of bond excess returns using explainable AI," Journal of Business Economics, Springer, volume 93, issue 9, pages 1553-1590, November, DOI: 10.1007/s11573-023-01149-5.
• Jinan Liu & Apostolos Serletis, 2023, "Volatility and dependence in energy markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 1, pages 15-37, March, DOI: 10.1007/s12197-022-09609-4.
• Mehmet Sahiner & David G. McMillan & Dimos Kambouroudis, 2023, "Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 3, pages 723-762, September, DOI: 10.1007/s12197-023-09629-8.
• Pawan Kumar & Vipul Kumar Singh, 2023, "Examining the Time Varying Spillover Dynamics of Indian Financial Indictors from Global and Local Economic Uncertainty," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 21, issue 1, pages 99-121, March, DOI: 10.1007/s40953-022-00333-8.
• Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2023, "Statistical arbitrage: factor investing approach," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 45, issue 4, pages 1295-1331, December, DOI: 10.1007/s00291-023-00733-z.
• Altina Kamberaj & Gjon Gjonlleshaj & Abdylmenaf Bexheti, 2023, "Fiscal Management of the Customs Administration in the Republic of Kosovo and Its Economic Recovery Contribution During the COVID-19 Pandemic Time," Springer Proceedings in Business and Economics, Springer, in: Abdylmenaf Bexheti & Hyrije Abazi-Alili & Léo-Paul Dana & Veland Ramadani & Andrea Caputo, "Economic Recovery, Consolidation, and Sustainable Growth", DOI: 10.1007/978-3-031-42511-0_17.
• Ciao-Wei Chen & Laura Yue Li, 2023, "Is hiring fast a good sign? The informativeness of job vacancy duration for future firm profitability," Review of Accounting Studies, Springer, volume 28, issue 3, pages 1316-1353, September, DOI: 10.1007/s11142-023-09797-2.
• Mia Hang Pham & Yulia Merkoulova & Chris Veld, 2023, "Credit risk assessment and executives’ legal expertise," Review of Accounting Studies, Springer, volume 28, issue 4, pages 2361-2400, December, DOI: 10.1007/s11142-022-09699-9.
• Antonio Marsi, 2023, "Predicting European stock returns using machine learning," SN Business & Economics, Springer, volume 3, issue 7, pages 1-25, July, DOI: 10.1007/s43546-023-00487-4.
• Jan Greunen & André Heymans, 2023, "Determining the Impact of Different Forms of Stationarity on Financial Time Series Analysis," Springer Books, Springer, chapter 0, in: Pieter W. Buys & Merwe Oberholzer, "Business Research", DOI: 10.1007/978-981-19-9479-1_4.
• Chris Heerden & André Heymans & Paul Styger, 2023, "The Relationship Between the Forward and the Realized Spot Exchange Rate in South Africa," Springer Books, Springer, chapter 0, in: Pieter W. Buys & Merwe Oberholzer, "Business Research", DOI: 10.1007/978-981-19-9479-1_6.
• Frans Dreyer & André Heymans & Chris Heerden, 2023, "Analyzing White Maize Hedging Strategies in South Africa," Springer Books, Springer, chapter 0, in: Pieter W. Buys & Merwe Oberholzer, "Business Research", DOI: 10.1007/978-981-19-9479-1_8.
• Adler Haymans Manurung & Derwin Suhartono & Benny Hutahayan & Noptovius Halimawan, 2023, "Probability Bankruptcy Using Support Vector Regression Machines," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 1, pages 1-3.
• Saeed Shaker-Akhtekhane & Solmaz Poorabbas, 2023, "Value-at-Risk Estimation Using an Interpolated Distribution of Financial Returns Series," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 1, pages 1-6.
• Kazım Berk Küçüklerli & Veysel Ulusoy, 2023, "The time-varying correlation between popular narratives and TRY/USD FX rate: Evidence from a DCC-GARCH model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 4, pages 1-3.
• Massimiliano Kaucic & Filippo Piccotto & Gabriele Sbaiz & Giorgio Valentinuz, 2023, "Optimal Portfolio with Sustainable Attitudes under Cumulative Prospect Theory," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 4, pages 1-4.
• Agnieszka Lisowska & Tadeusz Waściński & Jevgenijs Kurovs & Marcin Szpernalowski & Malgorzata Koszewska, 2023, "The usefulness of financial instruments in assessing the bankruptcy risk of companies," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 11, issue 1, pages 191-208, September, DOI: 10.9770/jesi.2023.11.1(11).
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2023, "Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 4, pages 466-481, March, DOI: 10.1080/1351847X.2022.2097883.
• Jin Yeub Kim & Yongjun Kim & Myungkyu Shim, 2023, "Do Financial Analysts Herd?," Global Economic Review, Taylor & Francis Journals, volume 52, issue 3, pages 202-219, July, DOI: 10.1080/1226508X.2023.2230984.
• Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023, "Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 1, pages 111-122, January, DOI: 10.1080/15427560.2021.1949719.
• Samuel Tabot ENOW, 2023, "A Non-linear Dependency Test for Market Efficiency: Evidence from International Stock Markets," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 7, issue 1, pages 1-12, DOI: 10.1991/jefa.v7i1.a56.
• GUNANTO, Adi, 2023, "Evaluation Of Prediction Accuracy Models For Bankruptcy In Indonesian Banks," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 27, issue 2, pages 53-71, June.
• Oktaba Paweł & Grzywińska-Rąpca Małgorzata, 2023, "Modification of technical analysis indicators and increasing the rate of return on investment," Central European Economic Journal, Sciendo, volume 10, issue 57, pages 148-162, January, DOI: 10.2478/ceej-2023-0009.
• Sabek Amine, 2023, "Unveiling the diverse efficacy of artificial neural networks and logistic regression: A comparative analysis in predicting financial distress," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 9, issue 1, pages 16-32, July, DOI: 10.2478/crebss-2023-0002.
• Gajdosikova Dominika & Valaskova Katarina, 2023, "Bankruptcy Prediction Model Development and its Implications on Financial Performance in Slovakia," Economics and Culture, Sciendo, volume 20, issue 1, pages 30-42, June, DOI: 10.2478/jec-2023-0003.
• Čečević Bojana Novićević & Antić Ljilja & Jevtić Adrijana, 2023, "Stock Price Prediction of the Largest Automotive Competitors Based on the Monte Carlo Method," Economic Themes, Sciendo, volume 61, issue 3, pages 419-441, September, DOI: 10.2478/ethemes-2023-0022.
• Goel Himanshu & Agarwal Monika & Chhabra Meghna & Som Bhupender Kumar, 2023, "The Predictive Power of Macroeconomic Variables on the Indian Stock Market Utilizing an Ann Model Approach: An Empirical Investigation Based on BSE Sensex," Folia Oeconomica Stetinensia, Sciendo, volume 23, issue 2, pages 116-131, December, DOI: 10.2478/foli-2023-0022.
• Yulianto Arief & Widiyanto Widiyanto & Witiastuti Rini, 2023, "Asymmetric Information in New Investment: Evidence in Indonesia," Foundations of Management, Sciendo, volume 15, issue 1, pages 177-186, January, DOI: 10.2478/fman-2023-0013.
• Lozhachevska Olena & Taranenko Artem & Raikovska Inna & Pleskach Oleksandr & Kupchyshyna Olga & Shatskaya Zorina & Puzyryova Polina, 2023, "Financial Strategy of Management for Marketing and Communication Design in Smart Economy Conditions," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, volume 45, issue 4, pages 314-333, December, DOI: 10.15544/mts.2023.32.
• Alpdoğan Hilal & Akal Mustafa & Kabasakal Ali & Görmüş Şakir, 2023, "Predicting Financial Crises and Signal Indicators in G7 Countries," Zagreb International Review of Economics and Business, Sciendo, volume 26, issue 1, pages 29-53, DOI: 10.2478/zireb-2023-0002.
• Marcin Chlebus & Artur Nowak, 2023, "From Alchemy to Analytics: Unleashing the Potential of Technical Analysis in Predicting Noble Metal Price Movement," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-13.
• Theologos Dergiades & Panos K. Pouliasis, 2023, "Should stock returns predictability be ‘hooked on’ long‐horizon regressions?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 1, pages 718-732, January, DOI: 10.1002/ijfe.2446.
• Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2023, "Commodity price uncertainty as a leading indicator of economic activity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 4194-4219, October, DOI: 10.1002/ijfe.2642.
• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023, "Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 2, pages 347-368, March, DOI: 10.1002/for.2911.
• Stavros Degiannakis & George Filis & Grigorios Siourounis & Lorenzo Trapani, 2023, "Superkurtosis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 8, pages 2061-2091, December, DOI: 10.1111/jmcb.12988.
• Marc S. Paolella & PaweÅ‚ Polak, 2023, "Density and Risk Prediction with Non-Gaussian COMFORT Models," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-37, March, DOI: 10.1142/S2010495222500336.
• Mohamad Hassan Shahrour & Mostafa Dekmak, 2023, "Intelligent stock prediction: A neural network approach," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-14, March, DOI: 10.1142/S2424786322500165.
• Bolin Lei & Yuping Song, 2023, "The impact of contagion effects of media reports, investors’ sentiment and attention on the stock market based on HAR-RV model," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 1-54, June, DOI: 10.1142/S242478632350010X.
• Amritkant Mishra & Ajit Kumar Dash & Shri Narayan Pandey & Amba Agarwal, 2023, "Dynamic spillover among the sectoral indices: Evidence from first and second waves of COVID-19," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 03, pages 1-22, September, DOI: 10.1142/S2424786323500202.
• Stefania Sylos Labini & Iryna Nyenno, 2023, "Risk Mapping As A Form Of Banking Immunity Response To Covid-19 Pandemic," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 1-22, December, DOI: 10.1142/S2282717X2350010X.
• Henry Penikas & Anastasia Skarednova & Mikhail Surkov, 2023, "How Do Investors Prefer for Banks to Transition to Basel Internal Models: Mandatorily or Voluntarily?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-24, June, DOI: 10.1142/S2010139223400025.
• Faria, Gonçalo & Verona, Fabio, 2023, "Forecast combination in the frequency domain," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2023.
• Braun, Alexander & Braun, Julia & Weigert, Florian, 2023, "Extreme weather risk and the cost of equity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-08.
• Agrrawal, Pankaj & Agarwal, Rajat, 2023, "A Longer-Term evaluation of Information releases by Influential market Agents and the Semi-strong market Efficiency," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 273555.

2022

• Muhammad Niaz Khan & Suzanne G. M. Fifield & Nongnuch Tantisantiwong & David M. Power, 2022, "Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 1, pages 87-117, March, DOI: 10.1007/s11408-021-00386-4.
• Francesco Bianchi & Lorenzo Mercuri & Edit Rroji, 2022, "Portfolio Selection with Irregular Time Grids: an example using an ICA-COGARCH(1, 1) approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 1, pages 57-85, March, DOI: 10.1007/s11408-021-00387-3.
• Pavan Kumar Nagula & Christos Alexakis, 2022, "A Novel Machine Learning Approach for Predicting the NIFTY50 Index in India," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 28, issue 3, pages 155-170, November, DOI: 10.1007/s11294-022-09861-8.
• Kexing Ding & Bikki Jaggi, 2022, "CEO career concerns and the precision of management earnings forecasts," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 1, pages 69-100, January, DOI: 10.1007/s11156-021-00988-z.
• Bruno Deschamps & Tianlun Fei & Ying Jiang & Xiaoquan Liu, 2022, "Procyclical volatility in Chinese stock markets," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 3, pages 1117-1144, April, DOI: 10.1007/s11156-021-01020-0.
• Byung Yeon Kim & Heejoon Han, 2022, "Multi-Step-Ahead Forecasting of the CBOE Volatility Index in a Data-Rich Environment: Application of Random Forest with Boruta Algorithm," Korean Economic Review, Korean Economic Association, volume 38, pages 541-569.
• Andreas Marcus Gohs, 2022, "The Choice of GARCH Models to Forecast Value-at-Risk for Currencies (Euro Exchange Rates), Crypto Assets (Bitcoin and Ethereum), Gold, Silver and Crude Oil: Automated Processes, Statistical Distribution Models and the Specification of the Mean Equati," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202246.
• John W. Barry & Murillo Campello & John Graham & Yueran Ma, 2022, "Corporate Flexibility in a Time of Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 29746, Feb.
• William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2022, "Evidence on Retrieved Context: How History Matters," NBER Working Papers, National Bureau of Economic Research, Inc, number 29849, Mar.
• William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2022, "Cohort Effects on Expected Co-Movement," NBER Working Papers, National Bureau of Economic Research, Inc, number 29949, Apr.
• Nicolas Chatelais & Arthur Stalla-Bourdillon & Menzie D. Chinn, 2022, "Macroeconomic Forecasting using Filtered Signals from a Stock Market Cross Section," NBER Working Papers, National Bureau of Economic Research, Inc, number 30305, Jul.
• Yacine Aït-Sahalia & Jianqing Fan & Lirong Xue & Yifeng Zhou, 2022, "How and When are High-Frequency Stock Returns Predictable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30366, Aug.
• Arpit Gupta & Vrinda Mittal & Stijn Van Nieuwerburgh, 2022, "Work From Home and the Office Real Estate Apocalypse," NBER Working Papers, National Bureau of Economic Research, Inc, number 30526, Sep.
• Harrison Hong & Edward P. Shore, 2022, "Corporate Social Responsibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 30771, Dec.
• Fedorova, E. & Pyltsin, I. & Kovalchuk, Yu. & Drogovoz, P., 2022, "News and social networks of Russian companies: Degree of influence on the securities market," Journal of the New Economic Association, New Economic Association, volume 53, issue 1, pages 32-52, DOI: 10.31737/2221-2264-2022-53-1-2.
• Zelenkov, Yu. & Solntsev, I., 2022, "Predicting the value of professional sport clubs. A study of European soccer, 2005-2018," Journal of the New Economic Association, New Economic Association, volume 56, issue 4, pages 28-46, DOI: 10.31737/2221-2264-2022-56-4-2.
• Gunter Löffler, 2022, "Equity Premium Forecasts Tend to Perform Worse Against a Buy-and-Hold Benchmark," Critical Finance Review, now publishers, volume 11, issue 1, pages 65-77, February, DOI: 10.1561/104.00000110.
• Jake Gorman & Farida Akhtar & Robert B. Durand & John Gould, 2022, "It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelaw’s Max Effect," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 647-675, August, DOI: 10.1561/104.00000123.
• Petar Rangelov, 2022, "Application of Simulation-based Approach for Determining the Value of Companies Operating in an Environment of Uncertainty," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 111-131, March.
• Yue Qiu & Tian Xie & Jun Yu & Qiankun Zhou, 2022, "Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks
  [Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 160-186.
• Mathias S Kruttli, 2022, "From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors
  [Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 539-567.
• Yushuang Jiang & Emese Lazar, 2022, "Forecasting VIX Using Filtered Historical Simulation
  [A GARCH Option Pricing Model with Filtered Historical Simulation]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 655-680.
• Yannick Hoga, 2022, "Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 1007-1037.
• Lynda Khalaf & Arturo Leccadito & Giovanni Urga, 2022, "Multilevel and Tail Risk Management
  [Backtesting Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 839-874.
• Mikkel Bennedsen & Asger Lunde & Mikko S Pakkanen, 2022, "Decoupling the Short- and Long-Term Behavior of Stochastic Volatility
  [Multifactor Approximation of Rough Volatility Models]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 961-1006.
• Thomas Maurer & Thuy-Duong Tô & Ngoc-Khanh Tran, 2022, "Pricing Implications of Covariances and Spreads in Currency Markets
  [Optimal and naive diversification in currency markets]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 336-388.
• John Bizjak & Swaminathan Kalpathy & Zhichuan Frank Li & Brian Young, 2022, "The Choice of Peers for Relative Performance Evaluation in Executive Compensation
  [Peer choice in CEO compensation]," Review of Finance, European Finance Association, volume 26, issue 5, pages 1217-1239.
• Pedro Barroso & Konark Saxena, 2022, "Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1222-1278.
• Andrea Buraschi & Ilaria Piatti & Paul Whelan, 2022, "Subjective Bond Returns and Belief Aggregation," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 8, pages 3710-3741.
• Mădălina Sperlea (Popescu Bordeni), 2022, "The Genesis of Economic and Financial Criminality," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 440-449, Decembrie.
• Guellil, Mohammed Seghir & Sari-Hassoun, Salah Eddine & Chica-Olmo, Jorge & Saraç, Mehmet, 2022, "What are the main factors driving behind the MENA countries current account deficit? A panel logit approach analysis
  [¿Cuáles son los principales factores que impulsan el déficit de cuenta corriente de los países MENA? Un análisis de enfoque de pa," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 33, issue 1, pages 134-153, June, DOI: https://doi.org/10.46661/revmetodos.
• Walid Mansour & Hechem Ajmi & Karima Saci, 2022, "Regulatory policies in the global Islamic banking sector in the outbreak of COVID-19 pandemic," Journal of Banking Regulation, Palgrave Macmillan, volume 23, issue 3, pages 265-287, September, DOI: 10.1057/s41261-021-00147-3.
• Piotr Fiszeder & Marta Ma³ecka, 2022, "Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 17, issue 4, pages 939-967, December, DOI: 10.24136/eq.2022.032.
• Tomasz Korol & Anestis K. Fotiadis, 2022, "Implementing artificial intelligence in forecasting the risk of personal bankruptcies in Poland and Taiwan," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 2, pages 407-438, June, DOI: 10.24136/oc.2022.013.
• Beata Gavurova & Sylvia Jencova & Radovan Bacik & Marta Miskufova & Stanislav Letkovsky, 2022, "Artificial intelligence in predicting the bankruptcy of non-financial corporations," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 4, pages 1215-1251, December, DOI: 10.24136/oc.2022.035.
• Olkhov, Victor, 2022, "Introduction of the Market-Based Price Autocorrelation," MPRA Paper, University Library of Munich, Germany, number 112003, Jan.
• Pincheira, Pablo & Hardy, Nicolas, 2022, "Correlation Based Tests of Predictability," MPRA Paper, University Library of Munich, Germany, number 112014, Feb.
• Olkhov, Victor, 2022, "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper, University Library of Munich, Germany, number 112255, Mar.
• Tut, Daniel, 2022, "Bitcoin: Future or Fad?," MPRA Paper, University Library of Munich, Germany, number 112376, Mar.
• Xu, Jack, 2022, "Fundamental Credit Analysis through Dynamical Modeling and Simulation of the Balance Sheet: Applications to Chinese Real Estate Developers," MPRA Paper, University Library of Munich, Germany, number 112699, Apr.
• Mandal, Nivedita & Das, Rituparna, 2022, "Price Discovery Efficiency and Resilience of Financial Futures - A Case Study of Indian Banking Sector," MPRA Paper, University Library of Munich, Germany, number 112844, Mar.
• Olkhov, Victor, 2022, "The Market-Based Asset Price Probability," MPRA Paper, University Library of Munich, Germany, number 113096, May.
• Syed Abul, Basher & Perry, Sadorsky, 2022, "Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?," MPRA Paper, University Library of Munich, Germany, number 113293, Jun.
• Fantazzini, Dean, 2022, "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper, University Library of Munich, Germany, number 113744.
• Lee, David, 2022, "Pricing Cancellation Product," MPRA Paper, University Library of Munich, Germany, number 114147, Aug.
• Yang, Bill Huajian, 2022, "Modeling Path-Dependent State Transition by a Recurrent Neural Network," MPRA Paper, University Library of Munich, Germany, number 114188, Aug, revised 18 Jul 2022.
• Lee, David, 2022, "Generic Price Model for Commodity Derivatives," MPRA Paper, University Library of Munich, Germany, number 114283, Aug.
• El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2022, "On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 114556, Sep.
• Podshivalov, Georgii Gordon, 2022, "Predicting a recession with ensemble forecasting: the Fisher Knight recession indicator," MPRA Paper, University Library of Munich, Germany, number 115002, Oct, revised 16 Oct 2022.
• Storti, Giuseppe & Wang, Chao, 2022, "A multivariate semi-parametric portfolio risk optimization and forecasting framework," MPRA Paper, University Library of Munich, Germany, number 115266, Aug.
• Olkhov, Victor, 2022, "The Market-Based Asset Price Probability," MPRA Paper, University Library of Munich, Germany, number 115382, May, revised 16 Nov 2022.
• Yang, Zixiu & Fantazzini, Dean, 2022, "Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading," MPRA Paper, University Library of Munich, Germany, number 115508.
• Gaete, Michael & Herrera, Rodrigo, 2022, "Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach," MPRA Paper, University Library of Munich, Germany, number 115641, May.
• M N, Nikhil & Chakraborty, Suman & B M, Lithin & Ledwani, Sanket, 2022, "Modeling Indian Bank Nifty volatility using univariate GARCH models," MPRA Paper, University Library of Munich, Germany, number 116824, Oct, revised 06 Feb 2023.
• B M, Lithin & chakraborty, Suman & iyer, Vishwanathan & M N, Nikhil & ledwani, Sanket, 2022, "Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 117067, Aug, revised 05 Jan 2023.
• Datta, Susanta & Hatekar, Neeraj, 2022, "Range Volatility Spillover across Sectoral Stock Indices during COVID-19 Pandemic: Evidence from Indian Stock Market," MPRA Paper, University Library of Munich, Germany, number 117285, Apr.
• Pitterle, Claudia, 2022, "Home- Market- Bias! Investment behavior from the perspective of behavioral economics in the Germany stock market," MPRA Paper, University Library of Munich, Germany, number 117698.
• Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper, University Library of Munich, Germany, number 118239.
• Brahmana, Rayenda Khresna, 2022, "Do Machine Learning Approaches Have the Same Accuracy in Forecasting Cryptocurrencies Volatilities?," MPRA Paper, University Library of Munich, Germany, number 119598, Dec.
• Olkhov, Victor, 2022, "Market-Based Price Autocorrelation," MPRA Paper, University Library of Munich, Germany, number 120288, Jan, revised 26 Feb 2024.
• Obregon, Carlos, 2022, "Technology vs Nationalism: The Global Clash," MPRA Paper, University Library of Munich, Germany, number 122460, Oct.
• Roudari, Soheil & Farahanifard, Saeed & Shahabadi, Abolfazl & Adeli, OmidAli, 2022, "بررسی مقیاس-زمان سرریز نوسانات میان نرخ ارز، تورم، سهام و مسکن در ایران
  [Investigating the time-frequency volatility spillover between exchange rate, inflation, stocks, and housing in Iran]," MPRA Paper, University Library of Munich, Germany, number 127004, Sep, revised 01 Nov 2022.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202246, Sep.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202247, Oct.
• Boris Mišun & Karin Mašková & Marek Jindra, 2022, "Case study - specifics of transfer pricing in the context of enterprise valuation
  [Případová studie - specifika nastavení převodních cen v kontextu ocenění závodu]," Oceňování, Prague University of Economics and Business, volume 15, issue 4, pages 33-43, DOI: 10.18267/j.ocenovani.285.
• Carla Marques, 2022, "Modelling the financial situation of Portuguese firms using micro-data: a simulation for the COVID-19 pandemic," Working Papers, Banco de Portugal, Economics and Research Department, number o202203.
• Savvakis C. Savvides, 2022, "Risk Through the Looking-Glass," Development Discussion Papers, JDI Executive Programs, number 2022-06, Oct.
• Maria Lycheva & Alexey Mironenkov & Alexey Kurbatskii & Dean Fantazzini, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 68, pages 28-49.
• Cédric Poutré & Georges Dionne & Gabriel Yergeau, 2022, "The Profitability of Lead-Lag Arbitrage at High-Frequency," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 22-5, Sep.
• Victoria Cherkasova & Irina Nenuzhenko, 2022, "Investment in ESG Projects and Corporate Performance of Multinational Companies," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 37, issue 1, pages 54-92.
• Umair Bin YOUSAF & Khalil JEBRAN & Man WANG, 2022, "A Comparison of Static, Dynamic and Machine Learning Models in Predicting the Financial Distress of Chinese Firms," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 122-138, April.
• Ömer ÖNALAN, 2022, "Joint Modelling of S&P500 and VIX Indices with Rough Fractional Ornstein-Uhlenbeck Volatility Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 68-84, April.
• Dragos HURU & Ioana MANAFI & Ionut PANDELICA & Marilena Carmen UZLAU, 2022, "Nonlinear Dependencies between Green Bonds and General Financial Market Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 169-181, December.
• Zuzana JANKOVÁ & Petr DOSTÁL, 2022, "Evaluation of the Degree of Uncertainty in the Type-2 Fuzzy Logic System for Forecasting Stock Index," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 41-57, December.
• Bahram Adrangi & Arjun Chatrath, 2022, "Dynamic Responses of Major Pacific Rim Emerging Equity Markets to the US Crude Oil Fear Index (OVX)," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 51-84.