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.
最新文献
Unravelling Systemic Risk Dynamics amid Financial Asset Bubbles in Times of Enhanced Volatilit

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The Hitchhiker's Guide to Markup Estimation: Assessing Estimates From Financial Data

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Does Foreign Investors’ Information Access Vary with Geopolitical Tensions? Evidence from Corporate Conference Calls

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Dynamic Interconnectedness and Risk Transmission in Green, Clean Energy, and Sustainable Markets

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Institutional Investor Attention

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Deep Learning for U.S. Bond Yield Forecasting: An Enhanced LSTM–LagLasso Framework

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The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness

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Social media sentiment, investor herding and informational efficiency

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Index rebalancing and stock market composition: Do indexes time the market?

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Effectiveness of warning signal and overconfident investors

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近5年高被引文献
Dissecting green returns

article Full Text OpenAlex 1008 FWCI182.6957

Count (and count-like) data in finance

article Full Text OpenAlex 914 FWCI158.5341

Global Pricing of Carbon‐Transition Risk

article Full Text OpenAlex 836 FWCI215.3827

FinBERT: A Large Language Model for Extracting Information from Financial Text*

article Full Text OpenAlex 604 FWCI84.4528

The Pollution Premium

article Full Text OpenAlex 548 FWCI281.597

Climate Change, Firm Performance, and Investor Surprises

article Full Text OpenAlex 501 FWCI270.0669

Machine learning techniques and data for stock market forecasting: A literature review

review Full Text OpenAlex 480 FWCI74.9941

Attention‐Induced Trading and Returns: Evidence from Robinhood Users

article Full Text OpenAlex 474 FWCI81.8104

The Effects of Mandatory ESG Disclosure Around the World

article Full Text OpenAlex 427 FWCI349.1428

Is There a Replication Crisis in Finance?

article Full Text OpenAlex 420 FWCI105.6567