| 2026-10-22 | Cut the chit-chat: a new framework for the application of generative language models for portfolio construction | Annals of Operations Research | Francesco A. Fabozzi, Ionuţ Florescu | Stevens Institute of Technology | S&P 500 |
| 2026-10-21 | Leveraging Machine Learning for Profit Forecasting and Cost Optimization Using Public Financial Data | Computational Economics | Bilal Ahmad, Abdu Salam, Mian Abdulbasit et al. | University of Peshawar; Abdul Wali Khan University Mardan; Yeungnam University; … | S&P 500 |
| 2026-10-20 | Geometric portfolio equilibria: constraint curvature and asset pricing | Annals of Operations Research | Массимилиано Феррара | University of Reggio Calabria; Bocconi University; Okan University | S&P 500 |
| 2026-10-17 | The resilience of sentiment: VIX-led connectedness and monetary decoupling in a high-inflation regime | Journal of Economics and Finance | Sayed Akif Hussain, Syed Amer Hussain, Syed Atif Hussain et al. | Shihezi University; Chongqing University of Posts and Telecommunications; Abbottabad University of Science and Technology; … | S&P 500 |
| 2026-10-15 | Does entrepreneurship policy reform institutional conditions? Evidence from India’s Startup India programme | Future Business Journal | Gourav Aggarwal, Smita Kashiramka | O. P. Jindal Global University; Indian Institute of Technology Delhi | MSCI indices |
| 2026-10-15 | Momentum strategies in ETFs under simple operational rules: Economic value and conditional predictability | The North American Journal of Economics and Finance | Nicolás S. Magner, Aliro Joel Sanhueza | Universidad Diego Portales; Universidad Católica Silva Henríquez | S&P 500 |
| 2026-10-15 | Uncertainty-aware stock selection and portfolio optimization with deep learning-based return prediction | Annals of Operations Research | Mustafa Etcil, Burak Kolukısa, Burcu Bakır Güngör | Abdullah Gül University; Kayseri Üniversitesi | S&P 500 |
| 2026-10-13 | Steady at the helm: how CEO early-life disaster experience shapes CEO resilience | Journal of Business Research | Kevin Tian, Jan Christoph Hennig, Reggy B. H. Hooghiemstra et al. | University of Groningen | S&P 500 |
| 2026-10-13 | Capturing international influences in U.S. monetary policy through a Natural Language Processing approach | Journal of International Economics | Laurent Ferrara, Nicolas de Roux | SKEMA Business School; Université Côte d'Azur | MSCI indices |
| 2026-10-12 | Multi-task end-to-end portfolio optimization with self-supervised graph attention network | Expert Systems with Applications | Yinhong Yao, Yupeng Wang, Jingjing Li et al. | Capital University of Economics and Business | S&P 500, CSI 300 / Shanghai Composite |
| 2026-10-11 | Option-implied tail-risk pricing and ETF crash risk: evidence from the CSI 300 ETF options market | The North American Journal of Economics and Finance | Bo Zhang, Ying Zhang | Xi'an University of Technology | CSI 300 / Shanghai Composite |
| 2026-10-10 | So similar, yet so different: comparing the US GAAP and IFRS experience at eliciting greater transparency on pension asset disclosures | Review of Accounting Studies | Divya Anantharaman, Elizabeth Chuk, Tonni Shijun Xia | Rutgers, The State University of New Jersey; University of California, Irvine; San Diego State University | S&P 500 |
| 2026-10-09 | Capturing time-varying uncertainty: Does hyperparameter retuning frequency matter? Evidence from China’s high-frequency data | Pacific-Basin Finance Journal | Lingbing Feng, Wuyan Tao, Haochen Li et al. | Jiangxi University of Finance and Economics | CSI 300 / Shanghai Composite |
| 2026-10-08 | Forecasting the S&P 500 materials volatility via the dual climate risk: A hybrid machine learning approach | Finance research letters | Jinzuo He, Chi Xie, Weiyiqing Wang et al. | Hunan University | S&P 500 |
| 2026-10-08 | Behavioral drivers of cryptocurrency markets: A systematic review | Journal of Behavioral and Experimental Finance | Sebastian Steindl, Hans Rüdiger Kaufmann, Bernd Britzelmaier | University of Nicosia; Pforzheim University of Applied Sciences | S&P 500 |
| 2026-10-08 | Is the relationship between climate policy uncertainty and cash holding nonlinear? | The North American Journal of Economics and Finance | Augustinos I. Dimitras, Efstathios Magerakis, George Peppas | Hellenic Open University | S&P 500 |
| 2026-10-07 | The conditional value relevance of ESG and innovation disclosures: a multi-method analysis of European firms combining panel econometrics and machine learning | Annals of Operations Research | Andreas Errikos Delegkos, Evangelia Arsenou, Dionisis Cavouras et al. | University of West Attica; University College Dublin | Euro Stoxx / DAX |
| 2026-10-07 | Testing for dominance in risk transmission mechanisms towards the European energy market | Finance research letters | Jone Ascorbebeitia, Eva Ferreira, Susan Orbe | University of the Basque Country | Euro Stoxx / DAX |
| 2026-10-06 | Is bitcoin a hedge against central banking? Evidence from AI-driven monetary policy expectations | Journal of International Money and Finance | Maxime L. D. Nicolas, François Sicard, Marion Labouré et al. | University College London; Deutsche Bank (United Kingdom) | S&P 500 |
| 2026-10-06 | Chronologically consistent large language models | Journal of Financial Economics | Songrun He, Linying Lv, Asaf Manela et al. | Chinese University of Hong Kong; Washington University in St. Louis; University of Iowa | S&P 500 |
| 2026-10-06 | Silent partners no more: Wife's managerial involvement and corporate carbon emissions in Chinese family firms | International Review of Economics & Finance | Zhan Xu, Yetong Hao | Capital University of Economics and Business | S&P 500 |
| 2026-10-06 | Sentiment interactions in financial markets: Conditional volatility, feedback, and shock propagation | International Review of Economics & Finance | Md Tanvir Hasan | University of Dhaka; University of Glasgow | S&P 500, Dow Jones Industrial Average |
| 2026-10-06 | Hidden in the probabilities: Does financial ambiguity predict global stock volatility? | International Review of Financial Analysis | Yong Ma, Xianxin Duan, Shuaibing Li | Hunan University | S&P 500 |
| 2026-10-05 | Dynamics of regime and quantile connectedness across new economy markets | International Review of Economics & Finance | Sami Al Kharusi, Rim M. El Khoury, Walid Mensi et al. | Sultan Qaboos University; Lebanese American University; Pusan National University | S&P 500 |
| 2026-10-05 | An innovative approach to stock forecasting: combining LSTM, VMD, and artificial rabbit optimization | Future Business Journal | Homa Mehtarizadeh, Najme Mansouri, Behnam Mohammad Hasani Zade et al. | Shahid Bahonar University of Kerman | S&P 500, CSI 300 / Shanghai Composite, Dow Jones Industrial Average |
| 2026-10-05 | Sailing on trust: The impact of social credit system construction on corporate ESG performance | International Review of Economics & Finance | Zhiqiang Bian, Caibin Zhang | Shandong Institute of Business and Technology; Liaoning University | MSCI indices |
| 2026-10-03 | International spillovers of the US–China trade war 2.0: The case of Asian stock markets | International Review of Economics & Finance | Wojciech Grabowski, Ewa Stawasz‐Grabowska | University of Łódź | S&P 500, CSI 300 / Shanghai Composite, Nikkei 225 / TOPIX |
| 2026-10-03 | Relief policies for equity pledge and corporate innovation: Evidence from Chinese non-state-owned high-tech listed firms | International Review of Economics & Finance | Deqiang Deng, Yuli Wang, Jiawei Liu et al. | Nanjing Forestry University; Central University of Finance and Economics; Newcastle University; … | CSI 300 / Shanghai Composite |
| 2026-10-03 | Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA Futures | Computational Economics | Jan Maciejowski, Manuele Leonelli | IE University | S&P 500, Euro Stoxx / DAX |
| 2026-10-01 | Analyzing the dynamic connectedness and quantile dependence between carbon and fossil energy markets | Journal of commodity markets | Walid Mensi, Salem Adel Ziadat, Bashar Yaser Almansour et al. | Sultan Qaboos University; Tunis El Manar University; University of Jordan; … | MSCI indices |
| 2026-10-01 | High-dimensional portfolio optimization with weight constraints: Forecasting models utilizing GARCH-EVT, R-vine copula, and SCAD penalty | International Journal of Forecasting | Jian Lv, Chenxu Wang, Wenyong Yuan | Zhejiang University of Finance and Economics | CSI 300 / Shanghai Composite |
| 2026-10-01 | Fragmented liquidity and predictable jump intensity | Journal of Financial Markets | Saad Afzal Khan, Ryan Riordan | University of Alberta; Ludwig-Maximilians-Universität München | S&P 500 |
| 2026-10-01 | Finding green start-ups at scale: Automating selection through Natural Language Processing algorithms | Technological Forecasting and Social Change | Stefano Bianchini, Alessandra Colombelli, Baptiste Le Masle et al. | Bureau d'Economie Théorique et Appliquée; Politecnico di Torino; Istituto Universitario di Studi Superiori di Pavia | S&P 500 |
| 2026-10-01 | Lobbying as a substitute for sustainability? Corporate political engagement and CO2 emissions | International Review of Economics & Finance | Simone Taddeo, Massimiliano Cerciello, R. Fatima et al. | CMCC Foundation - Euro-Mediterranean Center on Climate Change; Parthenope University of Naples; HAN University of Applied Sciences; … | S&P 500 |
| 2026-10-01 | Forecasting the price of carbon with macroeconomic and financial variables | Journal of Economic Dynamics and Control | Andrea Bastianin, Elisabetta Mirto, Yan Qin et al. | University of Milan; Fondazione Eni Enrico Mattei; Swiss National Bank | Euro Stoxx / DAX |
| 2026-10-01 | Structural concentration in weighted networks: A class of topology-aware indices | European Journal of Operational Research | Luigi Riso, M. G. Zoia | Università Cattolica del Sacro Cuore | S&P 500 |
| 2026-10-01 | Combining value-at-risk and expected-shortfall forecasts via the model confidence set | International Journal of Forecasting | Alessandra Amendola, Vincenzo Candila, Antonio Naimoli et al. | | S&P 500, CSI 300 / Shanghai Composite |
| 2026-09-30 | Catalysts or constraints? The dual role of natural resources and greenfield investment amid geopolitical risk | Energy Policy | Priyanka Pradhan, Rajib Kumar Malik, Narayan Sethi et al. | National Institute of Technology Rourkela; Indian Institute of Management Sambalpur | MSCI indices |
| 2026-09-30 | Confidence-MPT: a machine learning-enhanced framework for robust portfolio optimization | Neural Computing and Applications | Ehsan Ameri, Majid Mirzaee Ghazani, Donya Rahmani | K. N. Toosi University of Technology | Dow Jones Industrial Average |
| 2026-09-30 | Words that move markets: ECB presidential tone and euro area bank CDS spreads | Journal of Financial Stability | Dimitrios Anastasiou, Theodoros Bratis, Apostolos G. Katsafados et al. | Athens University of Economics and Business; University of Zurich; Swiss Finance Institute; … | Euro Stoxx / DAX |
| 2026-09-29 | The price of ethics: Liquidity and safe haven properties of responsible physical gold ETPs | Research in International Business and Finance | Borja Amor Tapia, Paula Castro, María Teresa Tascón Fernández | Universidad de León | S&P 500 |
| 2026-09-29 | The 52-week high liquidity mirage: How behavioral convergence impairs price discovery | Journal of Banking & Finance | Joshua Della Vedova, Mingze Gao, Andrew R. Grant et al. | Macquarie University; The University of Sydney; University of San Diego | S&P 500 |
| 2026-09-28 | Finance at the intersection of academia and practice: from 1986 to 2026 | Financial markets and portfolio management | René M. Stulz | The Ohio State University | S&P 500 |
| 2026-09-28 | Capital asset pricing model with size factor and normalizing by volatility index | Annals of Finance | Abraham Atsiwo, Andrey Sarantsev | University of Nevada, Reno | S&P 500 |
| 2026-09-27 | Technological dynamism and labor investment efficiency: exploring strategic resilience | Review of Managerial Science | Mohamed Shaker Ahmed, Charilaos Mertzanis, Satish Kumar et al. | Al Ain University; Abu Dhabi University; National and Kapodistrian University of Athens; … | S&P 500 |