Notes, Comments and Preliminary results Sep 30 2026 Luis-Felipe Arizmendi   On protocol robustness and extreme tail risk: Fréchet vs. Gumbel domains across cryptocurrencies and traditional assets, 2022-2024   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2026 Peter H. Wang and Bluford Putnam   Time-varying betas for Bitcoin: A generalized cross-validation approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 30 2026 Naafey Sardar   Deconstructing oil price surprises around OPEC announcements   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2026 Dongsuk Oh and Risa Hagiwara   Cash shortfalls and capital structure adjustments: Evidence from Japanese manufacturing firms   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2026 Thiago Gil   Structural early warning in corporate credit: Evidence from a Brazilian agro-industrial distress episode   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2026 Chin Wen Cheong and Nor Azliana Aridi   The evaluation of time-varying hedging and portfolio decisions under Trump's tariff-induced volatility   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 30 2026 Yusaku Nishimura , Yang Ji and Bianxia Sun   The Trump tariffs and intraday risk spillovers in the global financial markets   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2026 Cyril Filezac de L`Eetang   How the election of Donald Trump impacts the cryptocurrency market ?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2026 Paulo Marschner , Victor Fetzer , Paulo Sergio Ceretta and Carlos Gutierrez   Effects of investor attention on Brazilian stock market liquidity   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2026 Meghna Jayasankar and Anoop S Kumar   Decoding multifractality in DeFi through governance tokens   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2026 Rafael B Chaves , Cleiton G Taufemback and Hudson S Torrent   Does removing the effect of short-term co-movements improve portfolio performance over monthly horizons? Dow Jones Industrial Average Analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2025 Yusri Yahya , Abdul Hafizh Mohd Azam , Zulkefly Abdul Karim and Mohd Azlan Shah Zaidi   Reverse herding behavior in the Malaysian stock market: a wavelet multiple cross-correlation analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2025 Fausto Hernández Trillo , Carlos Vladimir Ródriguez-Caballero and Daniel Ventosa-Santaulària   Monopoly unveiled: Telecom breakups in the US and Mexico   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2025 Chih-hsiang Hsu   Forecasting returns and risk through implied volatility: A dual-threshold investment framework   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2025 Chi-Sheng Lo   Can NASDAQ-100 derivatives ETF portfolio beat QQQ?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 30 2025 Enrico C. Mira , Wilfredo L. Maldonado and Octávio A. F. Tourinho   Testing for bubbles in the Brazilian commercial real estate market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 30 2025 Yu Zhang and Swarn Chatterjee   Overconfidence and portfolio return expectations: The mediating role of option trading behavior   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 30 2025 Wan-Fei Lai and Kim-Leng Goh   Non-performing loans and bank value: The role of loan loss provisioning in US banks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 30 2025 Sophie Nivoix and Sandrine Boulerne   Do financial markets in central and eastern European countries experience post-crisis mean reversion?   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2025 João Pedro M. Franco and Pedro Chaim   Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets   Abstract  Contact Information  Citation  Full Text  -  Note