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12. Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data. (2021). Chen, Qinkai ; Robert, Christian-Yann.
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18. Can learning explain boom-bust cycles in asset prices? An application to the US housing boom. (2020). Caines, Colin.
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19. US stock prices and recency-biased learning in the run-up to the Global Financial Crisis and its aftermath. (2020). Gandré, Pauline ; Gandre, Pauline.
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22. Non-linear characterization and trend identification of liquidity in Chinas new OTC stock market based on multifractal detrended fluctuation analysis. (2020). Wu, XU ; Chen, Xudong ; Yan, Ruzhen ; Yue, Ding.
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25. Robustly Optimal Monetary Policy in a New Keynesian Model with Housing. (2020). Woodford, Michael ; Adam, Klaus.
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26. Robustly Optimal Monetary Policy in a New Keynesian Model with Housing. (2020). Woodford, Michael ; Adam, Klaus.
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40. Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina.
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41. Equity return predictability, time varying volatility and learning about the permanence of shocks. (2018). Tortorice, Daniel.
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44. Complex stock price dynamics under Max Weber’s spirit of capitalism hypothesis. (2017). Airaudo, Marco.
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45. Equity prices and fundamentals: a DDM–APT mixed approach. (2017). JAWADI, Fredj ; Prat, Georges.
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46. Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle. (2017). Anwar, Sajid ; Ali, syed.
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47. Confidence, bond risks, and equity returns. (2017). Zhao, Guihai.
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48. Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Wang, Yudong ; Feng, Jia Bao.
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