---
title: "Stock market indices: datasets in recent research papers"
description: "Datasets in the category “Stock market indices” were mentioned in 49 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #6 of the 58 data categories mentioned."
url: https://scholar4ai.com/datasets/stock-market-indices
markdown_url: https://scholar4ai.com/datasets/stock-market-indices.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T12:13:05+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Stock market indices

Benchmark equity indices used as market returns, samples or index-membership designs.

- 5 papers in the last 7 days
- 7 of its 8 datasets mentioned

Back to the ranking: https://scholar4ai.com/rankings/datasets.md

## Key findings

- Datasets in the category “Stock market indices” were mentioned in 49 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #6 of the 58 data categories mentioned.
- The most-mentioned were S&P 500 (34), CSI 300 / Shanghai Composite (8), Euro Stoxx / DAX (6), MSCI indices (5) and Dow Jones Industrial Average (3).
- By journal category: Finance (28), Economics (7), Operations Research (6), Management (5), AI (2) and Accounting (1).
- Most of them appeared in International Review of Economics & Finance (7), Annals of Operations Research (4) and The North American Journal of Economics and Finance (3).

## Datasets

*Datasets in this category · 2026-09-27 – 2026-10-26 (30 days)*

| Dataset | Papers | Last 7 days | Names searched for |
|---|---:|---:|---|
| S&P 500 | 34 | 5 | S&P 500, S&P500, Standard & Poor's 500 |
| CSI 300 / Shanghai Composite | 8 | 0 | CSI 300, CSI300, Shanghai Composite, SSE Composite, Shanghai Stock Exchange Composite |
| Euro Stoxx / DAX | 6 | 0 | Euro Stoxx, STOXX Europe 600, DAX |
| MSCI indices | 5 | 0 | MSCI World, MSCI Emerging Markets, MSCI ACWI, MSCI EM |
| Dow Jones Industrial Average | 3 | 0 | Dow Jones Industrial Average, DJIA |
| FTSE indices | 1 | 0 | FTSE 100, FTSE All-Share, FTSE 350 |
| Nikkei 225 / TOPIX | 1 | 0 | Nikkei 225, TOPIX |
| Russell 1000 / 2000 / 3000 | 0 | 0 | Russell 1000, Russell 2000, Russell 3000 |

## Papers

*Papers mentioning these datasets, newest first.*

| Date | Title | Journal | Authors | Affiliations | Datasets mentioned |
|---|---|---|---|---|---|
| 2026-10-24 | [Reflex without persistence: The dollar’s multi-day safe haven reversal in 2025](https://doi.org/10.1016/j.intfin.2026.102413) | [Journal of International Financial Markets Institutions and Money](https://scholar4ai.com/journals/journal-of-international-financial-markets-institutions-and-money.md) | Orhan Torul | Boğaziçi University | S&P 500 |
| 2026-10-23 | [From pixels to profits: trading arbitrage portfolios based on image representations](https://doi.org/10.1007/s11408-026-00507-x) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | Niklas Paluszkiewicz | Universität Ulm | S&P 500 |
| 2026-10-22 | [Cut the chit-chat: a new framework for the application of generative language models for portfolio construction](https://doi.org/10.1007/s10479-026-07418-0) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | 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](https://doi.org/10.1007/s10614-026-11455-z) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | 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](https://doi.org/10.1007/s10479-026-07466-6) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | 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](https://doi.org/10.1007/s12197-026-09790-w) | [Journal of Economics and Finance](https://scholar4ai.com/journals/journal-of-economics-and-finance.md) | 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](https://doi.org/10.1186/s43093-026-01023-0) | [Future Business Journal](https://scholar4ai.com/journals/future-business-journal.md) | 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](https://doi.org/10.1016/j.najef.2026.102731) | [The North American Journal of Economics and Finance](https://scholar4ai.com/journals/the-north-american-journal-of-economics-and-finance.md) | 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](https://doi.org/10.1007/s10479-026-07448-8) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | 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](https://doi.org/10.1016/j.jbusres.2026.116588) | [Journal of Business Research](https://scholar4ai.com/journals/journal-of-business-research.md) | 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](https://doi.org/10.1016/j.jinteco.2026.104344) | [Journal of International Economics](https://scholar4ai.com/journals/journal-of-international-economics.md) | 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](https://doi.org/10.1016/j.eswa.2026.134674) | [Expert Systems with Applications](https://scholar4ai.com/journals/expert-systems-with-applications.md) | 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](https://doi.org/10.1016/j.najef.2026.102733) | [The North American Journal of Economics and Finance](https://scholar4ai.com/journals/the-north-american-journal-of-economics-and-finance.md) | 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](https://doi.org/10.1007/s11142-026-09992-x) | [Review of Accounting Studies](https://scholar4ai.com/journals/review-of-accounting-studies.md) | 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](https://doi.org/10.1016/j.pacfin.2026.103407) | [Pacific-Basin Finance Journal](https://scholar4ai.com/journals/pacific-basin-finance-journal.md) | 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](https://doi.org/10.1016/j.frl.2026.110887) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Jinzuo He, Chi Xie, Weiyiqing Wang et al. | Hunan University | S&P 500 |
| 2026-10-08 | [Behavioral drivers of cryptocurrency markets: A systematic review](https://doi.org/10.1016/j.jbef.2026.101265) | [Journal of Behavioral and Experimental Finance](https://scholar4ai.com/journals/journal-of-behavioral-and-experimental-finance.md) | 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?](https://doi.org/10.1016/j.najef.2026.102730) | [The North American Journal of Economics and Finance](https://scholar4ai.com/journals/the-north-american-journal-of-economics-and-finance.md) | 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](https://doi.org/10.1007/s10479-026-07442-0) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | 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](https://doi.org/10.1016/j.frl.2026.110844) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | 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](https://doi.org/10.1016/j.jimonfin.2026.103683) | [Journal of International Money and Finance](https://scholar4ai.com/journals/journal-of-international-money-and-finance.md) | 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](https://doi.org/10.1016/j.jfineco.2026.104374) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 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](https://doi.org/10.1016/j.iref.2026.105936) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | 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](https://doi.org/10.1016/j.iref.2026.105946) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | 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?](https://doi.org/10.1016/j.irfa.2026.105425) | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | Yong Ma, Xianxin Duan, Shuaibing Li | Hunan University | S&P 500 |
| 2026-10-05 | [Dynamics of regime and quantile connectedness across new economy markets](https://doi.org/10.1016/j.iref.2026.105940) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | 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](https://doi.org/10.1186/s43093-026-00987-3) | [Future Business Journal](https://scholar4ai.com/journals/future-business-journal.md) | 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](https://doi.org/10.1016/j.iref.2026.105944) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | 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](https://doi.org/10.1016/j.iref.2026.105941) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | 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](https://doi.org/10.1016/j.iref.2026.105938) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | 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](https://doi.org/10.1007/s10614-026-11430-8) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Jan Maciejowski, Manuele Leonelli | IE University | S&P 500, Euro Stoxx / DAX |
| 2026-10-01 | [Ruin avoidance in Goal-Based Wealth Management: A life-cycle approach](https://doi.org/10.1016/j.frl.2026.110980) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Philippe Bertrand | Aix-Marseille Université; Centre de Recherche et d’Enseignement de Géosciences de l’Environnement | S&P 500 |
| 2026-10-01 | [Analyzing the dynamic connectedness and quantile dependence between carbon and fossil energy markets](https://doi.org/10.1016/j.jcomm.2026.100593) | [Journal of commodity markets](https://scholar4ai.com/journals/journal-of-commodity-markets.md) | 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](https://doi.org/10.1016/j.ijforecast.2026.08.007) | [International Journal of Forecasting](https://scholar4ai.com/journals/international-journal-of-forecasting.md) | 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](https://doi.org/10.1016/j.finmar.2026.101095) | [Journal of Financial Markets](https://scholar4ai.com/journals/journal-of-financial-markets.md) | 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](https://doi.org/10.1016/j.techfore.2026.124897) | [Technological Forecasting and Social Change](https://scholar4ai.com/journals/technological-forecasting-and-social-change.md) | 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](https://doi.org/10.1016/j.iref.2026.105893) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | 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](https://doi.org/10.1016/j.jedc.2026.105435) | [Journal of Economic Dynamics and Control](https://scholar4ai.com/journals/journal-of-economic-dynamics-and-control.md) | 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](https://doi.org/10.1016/j.ejor.2026.10.009) | [European Journal of Operational Research](https://scholar4ai.com/journals/european-journal-of-operational-research.md) | 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](https://doi.org/10.1016/j.ijforecast.2026.09.011) | [International Journal of Forecasting](https://scholar4ai.com/journals/international-journal-of-forecasting.md) | 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](https://doi.org/10.1016/j.enpol.2026.115627) | [Energy Policy](https://scholar4ai.com/journals/energy-policy.md) | Priyanka Pradhan, Rajib Kumar Malik, Narayan Sethi et al. | National Institute of Technology Rourkela; Indian Institute of Management Sambalpur | MSCI indices |
| 2026-09-30 | [Data-driven robust enhanced indexing investment funds with support vector clustering](https://doi.org/10.1007/s10898-026-01646-1) | [Journal of Global Optimization](https://scholar4ai.com/journals/journal-of-global-optimization.md) | Kamayani Shukla, Ruchika Sehgal, Amita Sharma | Netaji Subhas University of Technology; Guru Gobind Singh Indraprastha University | FTSE indices, Euro Stoxx / DAX |
| 2026-09-30 | [Confidence-MPT: a machine learning-enhanced framework for robust portfolio optimization](https://doi.org/10.1007/s00521-026-12515-z) | [Neural Computing and Applications](https://scholar4ai.com/journals/neural-computing-and-applications.md) | 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](https://doi.org/10.1016/j.jfs.2026.101600) | [Journal of Financial Stability](https://scholar4ai.com/journals/journal-of-financial-stability.md) | 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](https://doi.org/10.1016/j.ribaf.2026.103646) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | 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](https://doi.org/10.1016/j.jbankfin.2026.107830) | [Journal of Banking & Finance](https://scholar4ai.com/journals/journal-of-banking-finance.md) | 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](https://doi.org/10.1007/s11408-026-00501-3) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | 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](https://doi.org/10.1007/s10436-026-00492-1) | [Annals of Finance](https://scholar4ai.com/journals/annals-of-finance.md) | Abraham Atsiwo, Andrey Sarantsev | University of Nevada, Reno | S&P 500 |
| 2026-09-27 | [Technological dynamism and labor investment efficiency: exploring strategic resilience](https://doi.org/10.1007/s11846-026-01067-0) | [Review of Managerial Science](https://scholar4ai.com/journals/review-of-managerial-science.md) | Mohamed Shaker Ahmed, Charilaos Mertzanis, Satish Kumar et al. | Al Ain University; Abu Dhabi University; National and Kapodistrian University of Athens; … | S&P 500 |