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1. From Deep Learning to LLMs: A survey of AI in Quantitative Investment. (2025). Guo, Jian ; Cao, Bokai ; Wang, Saizhuo ; Lin, Xinyi ; Zhang, Haohan ; Wu, Xiaojun ; Ni, Lionel M.
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2. Decomposing momentum: The forgotten component. (2024). Siedhoff, Susanne ; Mohrschladt, Hannes ; Busing, Pascal.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002061.

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3. Is the Impact of COVID-19 Significant in Determining Equity Market Integration? Insights from BRICS Economies. (2022). Mishra, S K.
   In: Global Journal of Emerging Market Economies.
   RePEc:sae:emeeco:v:14:y:2022:i:2:p:137-162.

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4. The price of property rights: Institutions, finance, and economic growth. (2022). Alquist, Ron ; Yamarthy, Ram ; Chabot, Benjamin R.
   In: Journal of International Economics.
   RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000265.

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5. Stock markets and exchange rate behavior of the BRICS. (2021). Salisu, Afees ; Isah, Kazeem ; GUPTA, RANGAN ; Cuado, Juncal.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:40:y:2021:i:8:p:1581-1595.

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6. Economic integration and the currency and equity markets nexus. (2021). Phylaktis, Kate ; Ahmad, Rubi ; Aftab, Muhammad ; Ismail, Izlin.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5278-5301.

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7. The ABC’s of the alternative risk premium: academic roots. (2021). Gorman, Stephen A ; Fabozzi, Frank J.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:22:y:2021:i:6:d:10.1057_s41260-021-00234-0.

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8. Can Economic Factors Improve Momentum Trading Strategies? The Case of Managed Futures during the COVID-19 Pandemic. (2021). VASILIAUSKAITE, DEIMANTE ; Guobuait, Renata ; Teresien, Deimant.
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   RePEc:gam:jecomi:v:9:y:2021:i:2:p:86-:d:564401.

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9. Under-reaction in the sovereign CDS market. (2021). Yan, Hongjun ; Xiao, Yaqing ; Wang, Xinjie ; Zhang, Jinfan.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001503.

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10. Stock market uncertainty and uncovered equity parity deviation: Evidence from Asia. (2021). Mo, Kuk ; Jung, Ji Yong.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:73:y:2021:i:c:s1049007820301512.

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11. Dynamic Nexuses between Macroeconomic Variables and Sectoral Stock Indices: Reflection from Indian Manufacturing Industry. (2020). Laha, Arindam ; Maji, Sumit Kumar ; Sur, Debasish.
    In: Management and Labour Studies.
    RePEc:sae:manlab:v:45:y:2020:i:3:p:239-269.

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12. Stock Markets and Exchange Rate Behaviour of the BRICS. (2020). Salisu, Afees ; Isah, Kazeem ; GUPTA, RANGAN ; Cuñado, Juncal ; Cunado, Juncal.
    In: Working Papers.
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13. States of psychological anchors and price behavior of Japanese yen futures. (2020). Lee, Yun-Huan ; Wang, Yu-Chun ; Lu, Yang-Cheng.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302912.

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14. The Cross Section of Country Equity Returns: A Review of Empirical Literature. (2019). Zaremba, Adam.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:165-:d:281162.

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15. Uncovered equity “disparity” in emerging markets. (2019). Phylaktis, Kate ; Fuertes, Ana-Maria ; Yan, Cheng.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:98:y:2019:i:c:5.

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16. Return spillovers around the globe: A network approach. (2019). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:77:y:2019:i:c:p:133-146.

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17. Examining the uncovered equity parity in the emerging financial markets. (2018). Ahmad, Rubi ; Aftab, Muhammad ; Ismail, Izlin.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:45:y:2018:i:c:p:233-242.

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18. Decomposition of the uncovered equity parity correlation. (2018). MacDonald, Ronald ; Kunkler, Michael.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:57:y:2018:i:c:p:44-58.

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19. Monetary policy and financial asset prices in Poland. (2017). Kapuściński, Mariusz ; Kapuciski, Mariusz.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:48:y:2017:i:3:p:263-294.

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20. Safe-haven currency: An empirical identification. (2017). Lee, Kang-Soek.
    In: Review of International Economics.
    RePEc:bla:reviec:v:25:y:2017:i:4:p:924-947.

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21. What Do Stock Markets Tell Us about Exchange Rates?. (2016). Valente, Giorgio ; Sarno, Lucio ; Payne, Richard ; Cenedese, Gino.
    In: Review of Finance.
    RePEc:oup:revfin:v:20:y:2016:i:3:p:1045-1080..

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22. Cross-asset return predictability: Carry trades, stocks and commodities. (2016). Lu, Helen ; Jacobsen, Ben.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:64:y:2016:i:c:p:62-87.

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23. What moves international stock and bond markets?. (2016). Mallucci, Enrico ; Cenedese, Gino.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:60:y:2016:i:c:p:94-113.

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24. Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2016). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6048.

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25. Stock Returns and Exchange Rate Nexus in Ghana: A Bayesian Quantile Regression Approach. (2016). Omane-Adjepong, Maurice ; Frimpong, Joseph Magnus ; Boako, Gideon.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:84:y:2016:i:1:p:149-179.

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26. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
    In: Working Paper series.
    RePEc:rim:rimwps:15-23.

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27. Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns. (2015). Jung, Kuk Mo ; Mo, Kuk.
    In: MPRA Paper.
    RePEc:pra:mprapa:67416.

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28. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:86296.

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29. What Do Stock Markets Tell Us About Exchange Rates?. (2015). Valente, Giorgio ; Sarno, Lucio ; Payne, Richard ; Cenedese, Gino.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10685.

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30. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1514.

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31. What do stock markets tell us about exchange rates?. (2015). Valente, Giorgio ; Sarno, Lucio ; Payne, Richard ; Cenedese, Gino.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0537.

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32. What moves international stock and bond markets?. (2015). Mallucci, Enrico ; Cenedese, Gino.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0534.

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