专题：Financial Markets and Investment Strategies

This cluster of papers explores asset pricing models, stock returns, market efficiency, investor sentiment, liquidity risk, behavioral finance, momentum investing, market microstructure, hedge funds, and the information content of various factors affecting asset prices.
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A hype-adjusted probability measure for NLP stock return forecasting

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Why do portfolio choice models predict inelastic demand?

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Machine Learning in Finance

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Analyzing the impact of financial variables and market characteristics on corporate stock returns in the short and long term after initial public offering

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Generalizing the P/E Ratio Through the Potential Payback Period (PPP): A Dynamic Approach to Stock Valuation

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Firms' Inflation and Wage Expectations During the Inflation Surge

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Intraday and Post-Market Investor Sentiment for Stock Price Prediction: A Deep Learning Framework with Explainability and Quantitative Trading Strategy

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Using AI and Behavioral Finance to Cope with Limited Attention and Reduce Overdraft Fees

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High-Dimensional portfolio selection with HDShOP package

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Revisiting the Gordon-Shapiro Model: How the Potential Payback Period (PPP) Refines and Operationalizes a Foundational Framework in Stock Valuation

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近5年高被引文献
Do investors care about carbon risk?

article Full Text OpenAlex 1758 FWCI282.835

Sustainable investing with ESG rating uncertainty

article Full Text OpenAlex 737 FWCI115.317

Dissecting green returns

article Full Text OpenAlex 642 FWCI139.257

Count (and count-like) data in finance

article Full Text OpenAlex 544 FWCI110.205

Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis

article Full Text OpenAlex 500 FWCI85.738

ESG Rating Disagreement and Stock Returns

article Full Text OpenAlex 456 FWCI68.137

Tracking Retail Investor Activity

article Full Text OpenAlex 443 FWCI70.888

Global Pricing of Carbon‐Transition Risk

article Full Text OpenAlex 440 FWCI158.545

Common Risk Factors in Cryptocurrency

article Full Text OpenAlex 394 FWCI83.794

Five Facts about Beliefs and Portfolios

article Full Text OpenAlex 353 FWCI54.849