Research classified by Journal of Economic Literature (JEL) codes

2026

• Alexander Brauneis & Mehmet Sahiner, 2026, "Crypto Volatility Forecasting: Mounting a HAR, Sentiment, and Machine Learning Horserace," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 379-411, March, DOI: 10.1007/s10690-024-09510-6.
• Wael Dammak & Ali Ben Mrad & Christian de Peretti & Salah Ben Hamad, 2026, "Enhancing Currency Option Pricing Models: Incorporating Dynamic Information Costs and Machine Learning Techniques," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 4, pages 2603-2642, April, DOI: 10.1007/s10614-025-10939-8.
• Tomáš Plíhal & Oleg Deev, 2026, "P2P loan performance forecasting and portfolio optimization: the role of distance metrics in mixed data classification," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 40, issue 1, pages 97-133, March, DOI: 10.1007/s11408-025-00481-w.
• Ahmet Umur Özsoy, 2026, "Selective forgetting in option calibration: an operator-theoretic Gauss–Newton framework," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-27, December, DOI: 10.1007/s11147-026-09243-w.
• Ruijun Bu & Jie Cheng & Fredj Jawadi & Yuyi Li & Abdoulkarim Idi Cheffou, 2026, "Extreme Movements and Volatility Regimes: A Copula-Based Endogenous Regime Switching Perspective," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 4, pages 1643-1666, May, DOI: 10.1007/s11156-025-01438-w.
• Gautami Parate & Arpita Choudhary, 2026, "Patent Valuation under Fragile Institutional Enforcement: A Continuous-Time Markov Approach," Working Papers, Madras School of Economics,Chennai,India, number 2026-293, Jan.
• Yicheng Liu & Chen Xue & Lu Zhang, 2026, "Investment-based Costs of Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 35040, Apr.
• Antoine Didisheim & Bryan T. Kelly & Mohammad Pourmohammadi & Hanqing Tian, 2026, "The Inefficient Pricing of News," NBER Working Papers, National Bureau of Economic Research, Inc, number 35093, Apr.
• Sean S. Cao & Wei Jiang & Hui Xu, 2026, "Seeing the Goal, Missing the Truth: Human Accountability for AI Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 35142, Apr.
• Sung Je Byun & Johnathan Loudis & Lawrence D.W. Schmidt, 2026, "A Tale of Two Market Returns: The Broad Market Factor and The Idiosyncratic Financial Factor," NBER Working Papers, National Bureau of Economic Research, Inc, number 35243, May.
• Bryan T. Kelly & Semyon Malamud & Johannes Schwab & Teng Andrea Xu, 2026, "Scaling Point-in-Time Language Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 35247, May.
• David Thesmar & Emil Verner, 2026, "Beliefs and Stock Market Fluctuations: New Evidence from the Past Seven Decades," NBER Working Papers, National Bureau of Economic Research, Inc, number 35286, May.
• Teplova, T. & Sokolova, T. & Kissa, D. & Gurov, S., 2026, "ESG indicators as determinants of the risk of a decline in Russian stock prices in different periods: A view of Explainable AI," Journal of the New Economic Association, New Economic Association, volume 70, issue 1, pages 157-190, DOI: 10.31737/22212264_2026_1_157-190.
• Andrianova, A. & Petkov, S., 2026, "Identification of factors significantly affecting the deviation of market value of Russian ETF from NAV6," Journal of the New Economic Association, New Economic Association, volume 70, issue 1, pages 191-220, DOI: 10.31737/22212264_2026_1_191-220.
• Stolbov, M. & Shchepeleva, M., 2026, "The role of sentometrics in analysing financial instability," Journal of the New Economic Association, New Economic Association, volume 71, issue 2, pages 331-341, DOI: 10.31737/22212264_2026_2_331-341.
• Samrajya Raj Acharya & Aayush Man Regmi & Kanhaiya Jha, 2026, "Exploring Trajectories of Government Bonds for Debt Planning Using Machine Learning Models," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 37, issue 1, pages 1-27, April.
• Svetoslav Borisov, 2026, "Integration of Cryptocurrencies into Investment Portfolios: Application of Modern Portfolio Theory and Minimum Spanning Tree Analysis," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 407-432, June.
• Matt Bell, 2026, "The 2025 Long-term Fiscal Model: Main features and changes," Treasury Analytical Notes Series, New Zealand Treasury, number an26/01, Feb.
• Liu Jieni, 2026, "A Search-Then-Forecast Transformer Framework for Mid-Term Stock Price Prediction: An Empirical Case Study on the Chinese A-Share Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 26-06, Apr.
• Alex Horenstein & Aurelio Vasquez & Xiao Xiao, 2026, "Common Factors in Equity Option Returns," The Review of Financial Studies, Society for Financial Studies, volume 39, issue 3, pages 835-874.
• Didit B. Nugroho & Bambang Susanto & Faldy Tita & Takayuki Morimoto, 2026, "Real-time return extensions of realized GARCH models for improved risk management in asset markets," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 2, pages 1-19, June, DOI: 10.1057/s41260-026-00452-4.
• Xiaohang Ren & Wanping Yang & Wenting Jiang & Yi Jin, 2026, "Extreme volatility of crude oil futures in the wake of a black swan event," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-19, May, DOI: 10.1057/s41283-026-00198-8.
• Yuancheng Si & Zili Zhang & Saralees Nadarajah, 2026, "Navigating the architecture of overnight jumps: a t-stable power series approach to information shocks and market resilience," Risk Management, Palgrave Macmillan, volume 28, issue 3, pages 1-33, September, DOI: 10.1057/s41283-026-00231-w.
• Gabriel Rodriguez & Fiorela Liza & Miguel Ataurima Arellano, 2026, "Forecasting Value at Risk and Expected Shortfall in Equity Markets of High-Income and Latin American Countries," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2026-554, DOI: 10.18800/2079-8474.0554.
• Allan Pedersen, 2026, "Value Coverage: A Measurement Framework for Technology Investment Booms, with a Live Application to the AI Capital Build-Out," Philosophers Mint Working Papers, Philosophers Mint, number 4, Jul, DOI: 10.2139/ssrn.7128658.
• Bell, Peter, 2026, "Quasi-Experiment based on First Year as New CEO for Seabridge Gold, Mr. Rudi Fronk, 2000," MPRA Paper, University Library of Munich, Germany, number 127559, Jan.
• Bell, Peter, 2026, "Identifying the Median Grade-Tonnage Curve from the Global Database of VMS Copper Mining Projects," MPRA Paper, University Library of Munich, Germany, number 127617, Jan.
• Olkhov, Victor, 2026, "Markowitz’s Portfolio Variance Describes Only a Limited Case of Constant Trade Volumes," MPRA Paper, University Library of Munich, Germany, number 127810, Jan.
• Vidal Llauradó, Joan, 2026, "Detecting Latent Volatility Contagion," MPRA Paper, University Library of Munich, Germany, number 128738, Apr.
• Vidal Llauradó, Joan, 2026, "A Rough Theory of Markets," MPRA Paper, University Library of Munich, Germany, number 128739, Apr.
• Hardy, Nicolas & Korobilis, Dimitris, 2026, "Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting," MPRA Paper, University Library of Munich, Germany, number 128752, Apr.
• Kamat, Arati Uday, 2026, "Post-Rejection Follow-up Sampling: A Methodology for Counterfactual Outcome Measurement in Algorithmic DEX Trading," MPRA Paper, University Library of Munich, Germany, number 128870, Apr.
• Solon, Neo, 2026, "The Citizens Standard as Counterfactual Benchmark: Empirical Analysis of an Alternative US Monetary Architecture, 1960–2055," MPRA Paper, University Library of Munich, Germany, number 129035, May.
• Yagufarov, Ruslan, 2026, "Two-scale topological momentum and persistence of stress regimes in correlation networks: evidence from equity markets," MPRA Paper, University Library of Munich, Germany, number 129341, May.
• Djouad, Djellal, 2026, "The China AI Disruption Thesis : Why the Sell-Side Is Six Months Late," MPRA Paper, University Library of Munich, Germany, number 129363, Jun.
• Djouad, Djellal, 2026, "Beyond Gamma Exposure : Four-Lens Framework for Options Trader Who See What GEX Misses," MPRA Paper, University Library of Munich, Germany, number 129365, Jun.
• Suresh, Karthik Ramakrishna, 2026, "The G-Spread: A Business-Economics-Based Measure of Permanent Capital Loss Risk," MPRA Paper, University Library of Munich, Germany, number 129370, Jun, revised 02 Jun 2026.
• Giovanni Bonaccolto & Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202603, Feb.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2026, "Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202607, Mar.
• Piotr Mielus, 2026, "Volatility Modelling - What Drives Cee Currency Option Prices?," Prague Economic Papers, Prague University of Economics and Business, volume 2026, issue 1, pages 1-27, DOI: 10.18267/j.pep.906.
• Hyunjun Song & Dojoon Park & Zoonky Lee & Yong Joo Kang, 2026, "Machine-Learning Based Default Prediction: The Role of External Audits and Financial Constraints," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 51, issue 2, pages 13-41, June, DOI: 10.35866/caujed.2026.51.2.002.
• Eduardo Montuori & Francesco Benedetto & Loretta Mastroeni, 2026, "Systemic Risk Synchronization Across European Banking and Insurance Sectors: A Time-Warping and Entropy Approach," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0294, Jun.
• Zhenya Liu & Nawazish Mirza & Rongyu You & Yaosong Zhan, 2026, "Understanding the complexity of futures markets investing in China: evidence from deep learning techniques," Annals of Operations Research, Springer, volume 357, issue 1, pages 409-440, February, DOI: 10.1007/s10479-024-06277-x.
• Philippe Bertrand & Jean-luc Prigent, 2026, "On the performance of factor investing: an analysis based on constant mix and buy-and-hold strategies," Annals of Operations Research, Springer, volume 357, issue 1, pages 531-563, February, DOI: 10.1007/s10479-025-06644-2.
• Petr Hajek & Jean-Michel Sahut & Renata Myskova, 2026, "Predicting corporate credit ratings using the content of ESG reports," Annals of Operations Research, Springer, volume 361, issue 1, pages 211-238, June, DOI: 10.1007/s10479-024-06385-8.
• Stefano Battilossi & Stefan O. Houpt & Miguel Artola Blanco, 2026, "The historical and expected equity risk premium in Spain: a long-run view, 1900–2020," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 20, issue 1, pages 1-36, January, DOI: 10.1007/s11698-025-00309-7.
• Soheil Salahshour & Mehdi Salimi & Kian Tehranian & Niloufar Erfanibehrouz & Massimiliano Ferrara & Ali Ahmadian, 2026, "Deep prediction on financial market sequence for enhancing economic policies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 49, issue 1, pages 5-24, June, DOI: 10.1007/s10203-024-00488-4.
• Luca L. Kozian & Marcos R. Machado & Joerg R. Osterrieder, 2026, "Modeling commodity price co-movement: building on traditional time series models and exploring applications of machine learning algorithms," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 49, issue 1, pages 111-154, June, DOI: 10.1007/s10203-025-00512-1.
• Vaibhav Gagneja & Mayank Gupta & Sanjay Batish & Poonam Saini & Sudesh Rani, 2026, "ES-LSTM: a hybrid model for accurate time series forecasting in financial markets," Digital Finance, Springer, volume 8, issue 1, pages 1-21, March, DOI: 10.1007/s42521-025-00173-0.
• Qizhao Chen & Hiroaki Kawashima, 2026, "Sentiment-aware stock price prediction with transformer and LLM-generated formulaic alpha," Digital Finance, Springer, volume 8, issue 2, pages 1-28, June, DOI: 10.1007/s42521-026-00176-5.
• Hoang Anh Nguyen & Nhat Hoang Bach, 2026, "QI-HRNN: a quantum-inspired hybrid framework for resilient currency forecasting under extreme market conditions," Digital Finance, Springer, volume 8, issue 2, pages 1-40, June, DOI: 10.1007/s42521-026-00189-0.
• Alexandra Ioana Conda & Ștefan Găman & Raul Cristian Bâg & Miruna Mazurencu-Marinescu-Pele & Daniel Traian Pele & Wolfgang Karl Härdle, 2026, "BitMood: AI analysis of Bitcoin trends via Facebook emotions," Digital Finance, Springer, volume 8, issue 3, pages 1-25, September, DOI: 10.1007/s42521-026-00205-3.
• Radmir Mishelevich Leushuis & Nicolai Petkov, 2026, "Advances in forecasting realized volatility: a review of methodologies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-29, December, DOI: 10.1186/s40854-025-00809-5.
• Inés Jiménez & Andrés Mora-Valencia & Javier Perote, 2026, "Cross-moment interaction in multivariate semi-nonparametric densities for risk forecasting," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-22, December, DOI: 10.1186/s40854-025-00847-z.
• Haydory Akbar Ahmed, 2026, "Dynamics among the term spread, stock market volatility forecast, financial market risk and oil price: an empirical analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-22, December, DOI: 10.1186/s40854-025-00862-0.
• Mirzat Ullah & Kazi Sohag & M. Kabir Hassan, 2026, "Exploring the relationship between bank liquidity risk and the media sentiment index via big data technology: a study during the COVID-19 pandemic and the Russia–Ukraine conflict," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-18, December, DOI: 10.1186/s40854-025-00887-5.
• Yu Sung Ha & Jongho Kang & Jihun Kim & Dohyun Chun, 2026, "Machine learning-based portfolio optimization: comparative analysis with the all-weather portfolio strategy," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-28, December, DOI: 10.1186/s40854-026-00927-8.
• Giulia Di Nunno & Anton Yurchenko-Tytarenko, 2026, "Sandwiched Volterra volatility model: Markovian approximations and hedging," Finance and Stochastics, Springer, volume 30, issue 1, pages 277-325, January, DOI: 10.1007/s00780-025-00584-2.
• Muhammad Saffi ur Rehman & Faid Gul, 2026, "Intelligent forecasting in emerging markets: A comparison of AI, linear, and hybrid forecasting models at Pakistan Stock Exchange," Future Business Journal, Springer, volume 12, issue 1, pages 1-14, December, DOI: 10.1186/s43093-026-00812-x.
• Metin Tetik, 2026, "When bots mislead markets: asymmetric contamination risk in sentiment-based ınvestment decisions," Future Business Journal, Springer, volume 12, issue 1, pages 1-13, December, DOI: 10.1186/s43093-026-00863-0.
• Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2026, "Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-32, December, DOI: 10.1007/s12197-026-09751-3.
• Dinci J. Penzin & Afees A. Salisu, 2026, "Financial stress and exchange rate volatility in Nigeria: a predictability approach," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 1, pages 3223-3236, February, DOI: 10.1007/s11135-025-02389-z.
• Mohd Redzuan Ahmad & Mohd Herwan Sulaiman, 2026, "Machine learning-based gold price forecasting: a bibliometric review of trends, methods, and future directions," SN Business & Economics, Springer, volume 6, issue 8, pages 1-38, August, DOI: 10.1007/s43546-026-01299-y.
• Cheng - Wen Lee & Aan Digita Malik, 2026, "Exploring the Financial Performance on Audit Quality: Insights from Automotive Companies on the Indonesia Stock Exchange," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 3, pages 1-3.
• Dimitrios Koutmos & Gregory Koutmos, 2026, "On the Contribution of Multi-factors to Hedge Fund Returns," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 5, pages 1-1.
• Saleh Ali El Abd & Aref M. Eissa & Aref M. Eissa & Ahmed Diab, 2026, "The relationship between risk-taking and firm value: does earnings management matter? Evidence from an emerging context," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 13, issue 4, pages 381-394, June, DOI: 10.9770/m7649526929.
• Sarthak S. Behera & Hyeongwoo Kim & Soohyon Kim, 2026, "Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data," International Economic Journal, Taylor & Francis Journals, volume 40, issue 1, pages 84-113, January, DOI: 10.1080/10168737.2026.2613859.
• Matthijs Leegstra & Erik Kole & Rasmus Lönn, 2026, "The Effects of Climate Change and Climate Policy on Credit Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-010/IV, Mar.
• Tae-Hwy Lee & Tianyan Tu, 2026, "Tensor Portfolios," Working Papers, University of California at Riverside, Department of Economics, number 202601, Mar.
• Antonella Basso & Marco Corazza & Lorenzo Tonon, 2026, "Recurrent Neural Networks for real estate evaluation in the Italian market," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2026: 22.
• PRUTEANU, Mariana, 2026, "Financial Risk Management In The Fiscal Policy Of The Republic Of Moldova: Challenges And Directions For Transformation," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 30, issue 1, pages 90-109, March, DOI: https://doi.org/10.65672/fs.2026.1..
• Yachou Najlae & Abahman Omar & Hakimi Khalid, 2026, "Designing an LSTM-Based Model for Financial Asset Forecasting Using Machine Learning," Central European Economic Journal, Sciendo, volume 13, issue 60, pages 1-23, DOI: 10.2478/ceej-2026-0001.
• Tatarczak Anna & Humeniuk Oleksandra, 2026, "Forecasting cryptocurrencies in turbulent times: Evidence on parsimony versus model complexity," Economics and Business Review, Sciendo, volume 12, issue 1, pages 135-158, DOI: 10.18559/ebr.2026.1.2652.
• Mielus Piotr, 2026, "Modelling the implied volatility – A case of EUR/PLN currency options," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 62, issue 1, pages 49-61, DOI: 10.2478/ijme-2026-0006.
• Cristescu Marian-Pompiliu & Mara Dumitru Alexandru & Petrea Ioana & Constantinescu Ana-Maria, 2026, "Quantifying the Value of Fine-Tuning: A Reproducible Framework for Financial Sentiment Analysis in the Technology Sector," Journal of Social and Economic Statistics, Paradigm, volume 15, issue 1, pages 31-41, DOI: 10.2478/jses-2026-0003.
• Anshul Agrawal & Sanjeev Kadam & Mohd Afjal, 2026, "Evaluating Predictive Robustness of Machine Learning Models During Black Swan Crises: Insights from Bitcoin Price Forecasting," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-22, June, DOI: 10.1142/S1793993325500267.
• Timothy K. Chue & Jin Karen Xu, 2026, "Have International Investors Brought in New Information? Evidence from Dual-Listed Chinese Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 29, issue 02, pages 1-36, June, DOI: 10.1142/S0219091526500104.
• Ivan K Cohen, 2026, "Focus on Finance:Everything You Need to Know About Financial Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14664, ISBN: ARRAY(0x55015c20).
• Krishan Arora & Himanshu Sharma (ed.), 2026, "AI in Finance:Shaping the Future of Intelligent Automation and Financial Services," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0542, ISBN: ARRAY(0x531ff3b8).
• Brijlal Mallik & Shivangi Kashyap & Robert Ślepaczuk & Manish Kumar & Dev Kumar Mandal, 2026, "AI-Driven Automation: Revolutionizing Financial Operations and Efficiency," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Krishan Arora & Himanshu Sharma, "AI in Finance Shaping the Future of Intelligent Automation and Financial Services".
• Shikha Tuteja & Ravinder Tonk & Moushumi Das & Vishal Jagota & Rajan Vohra, 2026, "Integrating AI with Traditional Financial Systems," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Krishan Arora & Himanshu Sharma, "AI in Finance Shaping the Future of Intelligent Automation and Financial Services".
• S. Babu Reddy & R. Ganesh & Nirmalya Pal & Sammarth Choudhury & Riya Sil, 2026, "Securing the Cloud: Mitigating Data Security and Privacy Challenges in Cloud Computing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Krishan Arora & Himanshu Sharma, "AI in Finance Shaping the Future of Intelligent Automation and Financial Services".
• Manik Rakhra & Tiyas Sarkar, 2026, "Transforming Investment Management Strategies: The Impact of Intelligent Systems on Modern Financial Planning Utilizing Robo-Advisors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Krishan Arora & Himanshu Sharma, "AI in Finance Shaping the Future of Intelligent Automation and Financial Services".
• Shivangi Kashyap, 2026, "AI or Bye: Tackling Ethical Dilemmas in Financial Automation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Krishan Arora & Himanshu Sharma, "AI in Finance Shaping the Future of Intelligent Automation and Financial Services".
• Chirra Baburao & Sakha Gangadhara Rama Rao & Lova Baliji & Firdous Ahmad Malik & Krishan Arora, 2026, "Artificial Intelligence in Portfolio Management: Transforming Financial Decision-Making and Optimizing Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Krishan Arora & Himanshu Sharma, "AI in Finance Shaping the Future of Intelligent Automation and Financial Services".
• Tiyas Sarkar & Manik Rakhra, 2026, "Transforming Indian Banking: The Impact of Intelligent Systems and Process Automation on Financial Innovation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Krishan Arora & Himanshu Sharma, "AI in Finance Shaping the Future of Intelligent Automation and Financial Services".
• Pankhuri Kapoor & Tushinder Preet Kaur, 2026, "AI, Finance, and the Future of Healthcare and Medical Tourism in Delhi," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Krishan Arora & Himanshu Sharma, "AI in Finance Shaping the Future of Intelligent Automation and Financial Services".
• Prabhjeet Kaur & Amandeep Kaur & Ramandeep Sandhu & Deepika Ghai & Veer P. Gangwar & Lokesh Jasrai, 2026, "Role of Artificial Intelligence in Cybersecurity: Innovations and Challenges," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Krishan Arora & Himanshu Sharma, "AI in Finance Shaping the Future of Intelligent Automation and Financial Services".
• Rajesh Singh & Anita Gehlot & Shaik Vaseem Akram & Mohammed Ismail Iqbal & Praveen Kumar Malik, 2026, "Role of Industry 5.0 in Enabling Technologies for Manufacturing Systems: A Sustainability and Intelligence Perspective," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Krishan Arora & Himanshu Sharma, "AI in Finance Shaping the Future of Intelligent Automation and Financial Services".
• Nahita Pathania & Balraj Singh & Isha Batra, 2026, "AI-Based Real-Time Problem-Solving Using Smart Technologies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Krishan Arora & Himanshu Sharma, "AI in Finance Shaping the Future of Intelligent Automation and Financial Services".
• Ivan K. Cohen, 2026, "Introduction to Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "FOCUS ON FINANCE Everything You Need to Know About Financial Management".
• Ivan K. Cohen, 2026, "The Financial Environment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "FOCUS ON FINANCE Everything You Need to Know About Financial Management".
• Ivan K. Cohen, 2026, "Value: Finance Foundations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "FOCUS ON FINANCE Everything You Need to Know About Financial Management".
• Ivan K. Cohen, 2026, "Sources of Finance I: Debt," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "FOCUS ON FINANCE Everything You Need to Know About Financial Management".
• Ivan K. Cohen, 2026, "Sources of Finance II: Equity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "FOCUS ON FINANCE Everything You Need to Know About Financial Management".
• Ivan K. Cohen, 2026, "Capital Budgeting: (Real) Investment Appraisal," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "FOCUS ON FINANCE Everything You Need to Know About Financial Management".
• Ivan K. Cohen, 2026, "(Financial) Investment Appraisal: Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "FOCUS ON FINANCE Everything You Need to Know About Financial Management".
• Ivan K. Cohen, 2026, "The Cost of Capital," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "FOCUS ON FINANCE Everything You Need to Know About Financial Management".
• Ivan K. Cohen, 2026, "The Capital Structure Conundrum," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "FOCUS ON FINANCE Everything You Need to Know About Financial Management".
• Ivan K. Cohen, 2026, "Financial Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "FOCUS ON FINANCE Everything You Need to Know About Financial Management".
• Ivan K. Cohen, 2026, "Further Topics in Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "FOCUS ON FINANCE Everything You Need to Know About Financial Management".
• Ivan K. Cohen, 2026, "The Future of Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "FOCUS ON FINANCE Everything You Need to Know About Financial Management".
• Domagoj Ćorić & Matej Kožnjak & Dražen Smiljanić, 2026, "European and US capital markets: Which econometric approach is the best fit?," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2603, Apr.
• Nyholm, Juho & Silvo, Aino, 2026, "Household debt, the real economy, and financial stability: A literature review," Bank of Finland Research Discussion Papers, Bank of Finland, number 4/2026.
• Fausch, Jürg & Frigg, Moreno & Ruenzi, Stefan & Weigert, Florian, 2026, "Machine learning mutual fund flows," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-03.
• Gondauri, Davit, 2026, "Navier-Stokes-Inspired Global Liquidity-Flow and Systemic-Stress Modelling: A Nondimensional Macro-Financial Stress-Testing Framework," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341616.
• Gondauri, Davit, 2026, "Global Riemann-Zeta FPAS+ζ Inflation Forecasting: Layered Validation of a Hybrid Structural-Spectral Model for World Macroeconomic Pressure," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341672.
• Gondauri, Davit, 2026, "Robust Portfolio Optimization under Computational Complexity: A P-vs-NP-Inspired Markowitz-CAPM Framework with Cardinality Constraints and a Black-Scholes Derivative-Pricing Overlay," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341673.
• Beyer, Marcel, 2026, "Determinants of insurance distress recovery," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 56/26.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2026, "Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2026-01, Jan.
• Robert Novy-Marx & Mihail Velikov, 2026, "Artificial Intelligence–Powered (Finance) Scholarship," Journal of Economic Literature, American Economic Association, volume 64, issue 1, pages 5-37, March, DOI: 10.1257/jel.20251821.
• Alexandru Tugui & Lucia Morosan-Danila & Claudia-Elena Grigoras-Ichim & Dumitru Filipeanu & Radu Lupu & Adrian Cantemir Calin & Dan Gabriel Dumitrescu & Oana-Cristina Popovici & Adnan Khurshid, 2026, "Unravelling Systemic Risk Dynamics amid Financial Asset Bubbles in Times of Enhanced Volatilit," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 28, issue 71, pages 328-328, February.
• Cansu Çilingir Kara, 2026, "The Impact of R&D Intensity and Financial Slack on Company Performance: An Analysis of Companies with the Highest R&D Expenditure in Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 4, pages 1366-1381, DOI: 10.30784/epfad.1666691.
• Yahya Sönmez & Arzu Özmerdivanlı, 2026, "Comparative Empirical Analysis of Financial Failures of Enterprises in ISE Chemical, Petrol, and Plastic Index," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 4, pages 1516-1547, DOI: 10.30784/epfad.1745499.
• Özlem Eren, 2026, "Türk Bankacılık Sektöründe Sürdürülebilir Finansman ve Yeşil Tahviller: ESG Kriterlerine Uyum ve Stratejik Etkiler," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 4, pages 1655-1674, DOI: 10.30784/epfad.1616115.
• Arati Uday Kamat, 2026, "Post-Rejection Follow-up Sampling: A Methodology for Counterfactual Outcome Measurement in Algorithmic DEX Trading," Papers, arXiv.org, number 2606.08228, Jun.
• Dimiter Shalvardjiev, 2026, "How Bitcoin Spot ETFS Affect Spot Prices," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 175-196.
• Vladimir Belkin, 2026, "Decline in Global GDP Growth after Solar Maximums (1961–2024)," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 84-93.
• R. John Martin & Ahmad Khawaji & S. Sujatha, 2026, "Explainable credit risk modeling with hybrid tabular deep learning and adaptive feature routing," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 29, issue 2, pages 197-219, July, DOI: 10.15240/tul/001/2026-5-005.
• Gabriel Bruneau & Sascha Clazie-Thomson & Thibaut Duprey & Ruben Hipp & Javier Ojea Ferreiro & Kerem Tuzcuoglu, 2026, "Understanding Systemic Risks in the Canadian Financial System," Staff Analytical Papers, Bank of Canada, number 2026-28, Jun, DOI: 10.34989/sap-2026-28.
• Nicolas Hardy & Dimitris Korobilis, 2026, "Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2026, Apr.
• Stavros Degiannakis & George Filis & Grigorios Siourounis, 2026, "Cryptokurtosis: frequent trading fuels higher losses," Working Papers, Bank of Greece, number 361, May, DOI: 10.52903/wp2026361.
• Kohei Maehashi & Daisuke Miyakawa & Takatoshi Sasaki, 2026, "Heterogeneous Views and Currency Swing Prediction: Evidence from Trade Repository Data," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-10, May.
• Xie Haibin & Wu Boyao & Sun Yuying & Wang Shouyang, 2026, "Realized Probability Index is a Better Market Timing Indicator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 23-36, DOI: 10.1515/snde-2024-0060.
• Xu, Yongdeng & Lyu, Juyi & Lu, Wenna, 2026, "Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2026/4, Mar.
• Veni Arakelia & Guglielmo Maria Caporale & Mirto M. Gasparinatou & Menelaos Karanasos, 2026, "Machine Learning and Liquidity Dynamics in European Stock Markets," CESifo Working Paper Series, CESifo, number 12829.
• Uluc Aysun & Melanie Guldi, 2026, "Revisiting exchange rate predictability: Can machine learning with theoretical filtering outperform canonical models?," Working Papers, University of Central Florida, Department of Economics, number 2026-01, Jan.
• Martin, Ian & Shi, Ran, 2026, "Forecasting Crashes with a Smile," CEPR Discussion Papers, Centre for Economic Policy Research, number 21236, Mar.
• Kremens, Lukas & Varela, Liliana, 2026, "Sticking to Their Guns: Short-Horizon Exchange Rate Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 21258, Mar.
• Guo, Hongfei & Marín Díazaraque, Juan Miguel & Veiga, Helena, 2026, "Target-Driven Bayesian Stacking of Realized and Implied Volatility Forecasts," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 49851, Apr.
• Guo, Hongfei & Marín Díazaraque, Juan Miguel & Veiga, Helena, 2026, "Diagnosing and Stabilizing Dynamic Correlations in Multivariate Stochastic Volatility Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 50561, Jul.
• Moench, Emanuel & Stein, Tobias, 2026, "Equity Premium Predictability over the Business Cycle," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 61, issue 3, pages 1216-1246, May.
• Wiersema, Garbrand & Kemp, Esti & Farmer, J. Doyne, 2026, "Liquidity spirals," Working Paper Series, European Central Bank, number 3169, Jan.
• Carboni, Giacomo & Fonseca, Luís & Fornari, Fabio & Urrutia, Leonardo, 2026, "Structural drivers of growth at risk: insights from a VAR-quantile regression approach," Working Paper Series, European Central Bank, number 3171, Jan.
• Allayioti, Anastasia & Garratt, Anthony, 2026, "Herding in the foreign exchange market," Working Paper Series, European Central Bank, number 3243, Jun.
• Deep, Gagan & Deep, Akash & Rachev, Svetlozar T. & Fabozzi, Frank J., 2026, "Google Trends—Augmented XGBoost for market volatility prediction: A machine learning early warning system," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101159.
• Memon, Husna & Rubin, Amir, 2026, "Consumer sentiment inequality, relative performance of firms, and the market," Journal of Corporate Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jcorpfin.2026.103004.
• Yang, Zheng & Wu, Haocheng & Kuo, Biing-Shen & Ma, Yongkai, 2026, "Forecasting Chinese equity premium: A dimensionality reduction combination approach," Journal of Economic Dynamics and Control, Elsevier, volume 186, issue C, DOI: 10.1016/j.jedc.2026.105308.
• Raj, Prakash & Selvaraju, N., 2026, "Bitcoin volatility modeling with realized measures and jump dynamics," Economic Modelling, Elsevier, volume 160, issue C, DOI: 10.1016/j.econmod.2026.107615.
• Zeng, Tao & Wang, Kaixin & Fan, Yanjing & Liu, Xiaobin, 2026, "Systemic default probability and return predictability: Evidence from China," Economic Modelling, Elsevier, volume 160, issue C, DOI: 10.1016/j.econmod.2026.107617.
• Chikhi, Mohamed & Benhmad, François, 2026, "Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102540.
• Będowska-Sójka, Barbara & Wójcik, Piotr & Pele, Daniel Traian, 2026, "Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102543.
• Fernández Fernández, José Alejandro & Gómez, Guillermo López & Gómez, Sonia Quiroga, 2026, "“Climatic, financial, and economic systemic risk in the Spanish stock market: An analysis based on artificial intelligence and complex networks”," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102622.
• Bonaccolto, Giovanni & Karmakar, Sayar & Bouri, Elie & Gupta, Rangan, 2026, "Spillover and predictability of volatility of 50 major cryptocurrencies: Evidence from a LASSO-regularized Quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102668.
• Xia, Wenjing & Ye, Wuyi & Zhou, Yi, 2026, "Good and bad cojump dynamics: A network modeling perspective," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102669.
• Laborda, Juan & Suárez, Cristina & Fernández, Alejandro & Wang, Haoran & Cerdá, Emilio & Ricci, Liana & Quiroga, Sonia, 2026, "Unveiling how financial markets could intensify climate change risks," Ecological Economics, Elsevier, volume 239, issue C, DOI: 10.1016/j.ecolecon.2025.108773.
• Caldeira, João F. & Cordeiro, Werley C., 2026, "Decomposing nominal and real yield curves and inflation forecasting: Evidence from Brazil," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112712.
• Morita, Hiroshi, 2026, "Forecasting GDP growth with stock returns: Time-series or cross-sectional information?," Economics Letters, Elsevier, volume 263, issue C, DOI: 10.1016/j.econlet.2026.112946.
• Guidolin, Massimo & Ionta, Serena, 2026, "Predicting commodity returns with climate variables: Statistical loss functions vs. economic value," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113028.
• Degiannakis, Stavros & Filis, George & Siourounis, Grigorios, 2026, "Cryptokurtosis: Frequent trading fuels higher losses," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113027.
• Archakov, Ilya & Hansen, Peter Reinhard & Lunde, Asger, 2026, "A multivariate realized GARCH model," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106040.
• Kumbhakar, Subal C. & Mallick, Sushanta K., 2026, "Bayesian methods in economics and finance: A unified survey and taxonomy," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2026.106269.
• He, Zhongfang, 2026, "A computationally efficient mixture innovation model for time-varying parameter regressions," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 250-269, DOI: 10.1016/j.ecosta.2023.08.001.
• Abdullaev, Nursultan & Ibragimov, Rustam, 2026, "Stylized facts of cryptocurrency markets: Robust definitions and inference approaches," Emerging Markets Review, Elsevier, volume 72, issue C, DOI: 10.1016/j.ememar.2026.101440.
• Paraschiv, Florentina & Schmid, Markus & Wahlstrøm, Ranik Raaen, 2026, "Bankruptcy prediction of privately held SMEs using feature selection methods," Journal of Empirical Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jempfin.2026.101725.
• Bonato, Matteo & Gupta, Rangan & Pierdzioch, Christian, 2026, "Do shortages forecast aggregate and sectoral U.S. stock market realized variance? Evidence from a century of data," Journal of Empirical Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jempfin.2026.101726.
• Babiak, Mykola & Baruník, Jozef, 2026, "Deep learning, predictability, and optimal portfolio returns," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101705.
• Klinkowska, Olga & Zadorozhna, Olha, 2026, "The yield curve strikes back: New evidence of its predictive power for economic activity and inflation," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105128.
• Mercik, Aleksander & Zaremba, Adam & Demir, Ender, 2026, "Crypto factor zoo (.Zip)," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105137.
• Hong, Shaopeng & Shi, Huihong, 2026, "Tail risk forecasting for crude oil futures under market stress: New insights from MES regression," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110096.
• Llacay, Bàrbara & Peffer, Gilbert, 2026, "From value-at-risk to expected shortfall: An agent-based analysis of market stability," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110174.
• Li, Jupeng & Hou, Weijie & Zhang, Zongxin, 2026, "A coupled autoregressive extreme-value model for dynamic tail risk with risk spirals," Finance Research Letters, Elsevier, volume 105, issue C, DOI: 10.1016/j.frl.2026.110187.
• Kim, Taeyun, 2026, "Carrying regime uncertainty forward in cryptocurrency tail-risk forecasting," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110286.
• Kwon, Yein & Kim, Hongjoong & Moon, Kyoung-Sook, 2026, "Cluster-based Adaptive Generation for imbalanced financial data," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110288.
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2026, "Credit standards: A new predictor of U.S. stock market realized volatility," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110298.
• Lin, Tiantian & Wang, Liying, 2026, "Stability breeds clarity? Top management team stability and analyst forecast accuracy," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2025.109411.
• Gong, Xue & Yang, Ruotong & Xing, Lu, 2026, "Typhoon events and stock market volatility: A climate risk perspective," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109865.
• Bie, Siyu & Feng, Guanhao & Guo, Naixin & He, Jingyu, 2026, "Can news predict firm bankruptcy?," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101002.
• Li, Zhiyong & Wang, Yining & Qiao, Fang & Yu, Mei, 2026, "Convertible bond return predictability with machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101010.
• Wang, Yicheng & Lera, Sandro Claudio, 2026, "Meta-learning for return prediction in shifting market regimes," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101042.
• Ross, Landon J. & Horn, Jim & Pilanci, Mert & Luo, Kaihong & Zhou, Guofu, 2026, "Bottom up vs. top down: What does firm 10-K tell us?," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2026.101070.
• Hibbeln, Martin T. & Kopp, Raphael M. & Urban, Noah, 2026, "Predictive multiplicity, procedural multiplicity, and heterogeneous machine learning ensembles in recovery rate forecasting," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101510.
• Guo, Norman (Xuxi), 2026, "Decoding mutual fund performance: Dynamic return patterns via deep learning," Journal of Financial Stability, Elsevier, volume 84, issue C, DOI: 10.1016/j.jfs.2026.101532.
• Faragher, Richard G.A. & Freimann, Arne & Ruß, Jochen, 2026, "Scanning the horizon: integrating expert knowledge into the calibration of stochastic mortality models," Insurance: Mathematics and Economics, Elsevier, volume 127, issue C, DOI: 10.1016/j.insmatheco.2026.103230.
• Guidolin, Massimo & Ionta, Serena, 2026, "Predictive sorting of cryptocurrencies based on fundamentals and sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2026.102285.
• Ma, Yong & Zhang, Shaofeng & Zhou, Mingtao & Zhou, Xiaozhou, 2026, "Do recession fears help predict stock market volatility? International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102331.
• Gallo, Lindsey A. & Jin, Hengda & Sridharan, Suhas A., 2026, "Unraveling the time-series dynamics between aggregate earnings and GDP," Journal of Accounting and Economics, Elsevier, volume 81, issue 1, DOI: 10.1016/j.jacceco.2025.101806.
• Botta, Corrado & Cerqueti, Roy & Savona, Roberto, 2026, "Gas price caps and volatility transmission in commodity and equity markets," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2025.107614.
• Osler, Carol & Turnbull, Alasdair, 2026, "Dealer misconduct and price dynamics at the fix," Journal of Banking & Finance, Elsevier, volume 185, issue C, DOI: 10.1016/j.jbankfin.2026.107641.
• Turetken, Aysun Can & Leippold, Markus, 2026, "Battle of transformers: Adversarial attacks on financial sentiment models," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107698.
• Schwertfeger, Lennart & Vogt, Bodo, 2026, "Arbitrage trading between decentral and central cryptocurrency exchanges," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107721.
• Liu, Yakun & Chen, Yan & Zhang, Lei & Deng, Xi, 2026, "Forecasting stock return: The role of idiosyncratic asymmetry risk," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103464.
• Chu, Gang & Dowling, Michael & Li, Xiao, 2026, "Impermanent loss in cryptocurrency," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103476.
• Jang, Jaehee & Wu, Xiaoying, 2026, "Non-English textual analysis with large language models: Analysts’ use of MD&A sentiment in earnings forecasting," Journal of Contemporary Accounting and Economics, Elsevier, volume 22, issue 1, DOI: 10.1016/j.jcae.2025.100524.
• Couleau, Anabelle & Trujillo-Barrera, Andres & Etienne, Xiaoli, 2026, "Intraday market momentum in coffee futures: Dynamics and drivers," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2025.100537.
• Li, Jianfeng & Yao, Xiaoyang & Zhong, Yi & Wang, Hui, 2026, "Volatility connectedness and its sources between crude oil and commodity sectors: Evidence from China," Journal of Commodity Markets, Elsevier, volume 42, issue C, DOI: 10.1016/j.jcomm.2026.100558.
• Farag, Markos, 2026, "Threshold effects in oil–metal volatility spillovers: Evidence from industrial and precious metals," Resources Policy, Elsevier, volume 119, issue C, DOI: 10.1016/j.resourpol.2026.105983.
• Li, Xingyi & Liu, Zhuang & Liu, Yujun & Zhu, Shushang & Yan, Jingzhou, 2026, "Predicting cryptocurrency returns with machine learning: Evidence from high-dimensional factor modeling," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103033.
• Choi, Insu & Lim, Soyeong & Kim, Seoyeon & Choi, Yeona & Han, Subin & Kim, Woo Chang, 2026, "Metric-based technical indicators for yield forecasting," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103169.
• Lei, Xiangshan & Kong, Dongmin & Xu, Limin, 2026, "Small trades, order splitting, and stock returns: Evidence from China's stock markets," Pacific-Basin Finance Journal, Elsevier, volume 99, issue C, DOI: 10.1016/j.pacfin.2026.103196.
• Kang, Hankil & Ryu, Doojin, 2026, "Sentiment, uncertainty, and bond return predictability," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102083.
• Gan, Huiqi, 2026, "Revisions of peer firms’ analyst forecasts and corporate investment," The Quarterly Review of Economics and Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.qref.2026.102124.
• Xing, Xiaochao & Hong, Yanran & Wang, Lu, 2026, "A novel LSTM-based Granger-causality approach: A case study on traditional energy and stock markets," Renewable Energy, Elsevier, volume 256, issue PG, DOI: 10.1016/j.renene.2025.124519.
• De Angelis, Luca & Monasterolo, Irene & Zanin, Luca, 2026, "Look up and ahead: How climate scenarios affect European sovereign credit risk," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105057.
• Yu, Dan-Liou & Hu, Ming-Che & Huang, Alex YiHou & Yu, Pei-Duo & Huang, Siao-Syuan, 2026, "Exploring stock returns in financial markets with interpretable financial variables and graph neural networks," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105113.
• Jiang, Yifu & Liu, Jine, 2026, "Robust investment portfolio management for dynamic financial markets using Bayesian neural networks," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105244.
• Wisniewski, Tomasz Piotr & Shaker, Emma, 2026, "Did hard facts or journalistic opinion predict stock prices during the COVID-19 pandemic?," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105273.
• Jahangiri, Eshagh & Corazza, Marco, 2026, "Sentiment-based stock price prediction in developing countries: Evidence from Iran," International Review of Economics & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.iref.2026.105423.
• Migliavacca, Milena & Anwer, Zaheer & Fandella, Paola, 2026, "Geopolitical risk and stock market volatility: The case of US weapon and non-weapon firms," Research in International Business and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.ribaf.2025.103195.
• Mei, Dexiang & Li, Xiaotao, 2026, "Forecasting of Chinese stock price using a hybrid neural network model," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103232.