Annals of Finance 

 -  Springer 
<br/><br/>(Volume 20, Issue 1)<br/>•	Affine Heston model style with self-exciting jumps and long memory<br/>•	How does soft information on the causes of default affect debt renegotiation? The Italian evidence<br/>•	On certain representations of pricing functionals<br/>•	Skewness-seeking behavior and financial investments<br/> (Volume 19, Issue 4, December 2023)<br/>•	The kind of silence: managing a reputation for voluntary disclosure in financial markets<br/>•	The value of expected return persistence<br/>•	Nonparametric estimates of option prices via Hermite basis functions<br/>•	Robustness and sensitivity analyses of rough Volterra stochastic volatility models<br/>•	What can monetary policy tell us about Bitcoin?<br/> (Volume 19, Issue 3, September 2023)<br/>•	Co-jumps and recursive preferences in portfolio choices<br/>•	A compositional analysis of systemic risk in European financial institutions<br/><br/>•	Sentiment-based indicators of real estate market stress and systemic risk: international evidence<br/>•	Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits<br/><br/>•	The no-arbitrage pricing of non-traded assets<br/><br/> (Volume 19, Issue 2<br/>June 2023)<br/>o	No-arbitrage conditions and pricing from discrete-time to continuous-time strategies<br/>o	Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks<br/><br/>o	Integrating market conditions into regulatory decisions on microfinance interest rates: does competition matter?<br/><br/>o	A behavioral approach to inconsistencies in intertemporal choices with the Analytic Hierarchy Process methodology<br/><br/>o	Drawdown risk measures for asset portfolios with high frequency data<br/> (Volume 19, Issue 1, March 2023)<br/>o	The valuation of corporations: a derivative pricing perspective<br/><br/>o	The optimal financing of a conglomerate firm with hidden information and costly state verification<br/><br/>o	Uncertainty in firm valuation and a cross-sectional misvaluation measure<br/><br/>o	The market value of SMEs: a comparative study between private and listed firms in alternative stock markets<br/><br/>o	Delta-hedging in fractional volatility models<br/><br/>