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Open research questions in Financial Markets and Investment Strategies

374 gap statements mined from Financial Markets and Investment Strategies papers in our 7.9M-paper local library, which holds 6,175 papers on the topic — drawn mostly from each paper's own stated research gap, future-work, challenge and limitation notes, and its abstract. The ones listed below are a selection still marked open; each names the study that raised it, with a DOI link where the paper has one.

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What the literature leaves open

  • The relationship between concentration and market fragility has rarely been tested over a long enough sample. Earlier studies have methodological limitations, such as short samples and incomplete documentation.

    The Concentration-Fragility Nexus: Record Concentration, Elusive Fragility in Three Decades of S&P 500 Evidence · 2026 · DOI

  • The gap in current research is the lack of understanding of how video game trailers affect stock market returns. The paper identifies the need for further research on the impact of promotional product disclosures on stock market dynamics. The study highlights the importance of analyzing the stock-market implications of video game trailers and releases.

    The Impact of Video Game Trailers and Releases on Stock Market Dynamics: An Event Study Analysis · 2026 · DOI

  • The study is limited by its focus on the Tunisian stock market, and the findings may not be generalizable to markets with different institutional structures and investor behaviors.

    Do limits to arbitrage and mispricing explain belief heterogeneity? Evidence from an emerging market · 2026 · DOI

  • Video game trailers combine product disclosure and promotion, but their stock-market implications remain uncertain.

    The Impact of Video Game Trailers and Releases on Stock Market Dynamics: An Event Study Analysis · 2026 · DOI

  • Despite the global pervasiveness and multidimensional effects on corporate performance, the value relevance of GST as a fiscal policy measure has largely remained underexplored in the extant literature.

    Do investors consider tax reforms as value relevant? Unveiling the capital market response to fiscal regulations in an emerging economy · 2026 · DOI

  • Despite the increasing internationalisation of South African REITs, limited evidence exists on whether investors in local REITs imitate the trading behaviour of offshore-focused REITs, particularly during periods of market stress and directional market movements.

    An Investigation of Herding Behaviour in Offshore and Domestic REITs in South Africa · 2026 · DOI

  • Empirical research on information-based manipulation is scarce due to limited secondary data.

    Manipulating stock prices based on insider information · 2024 · DOI

  • This predictive relation is strongest among stocks with high limits to arbitrage and a limited information environment.

    Information acquisition and processing skills of institutions and retail investors around information shocks · 2024 · DOI

  • Further studies can examine the impact of negative public sentiment on stock price volatility in other industries. The role of social media in shaping public sentiment and its impact on stock prices can be explored.

    The Impact of Negative Public Sentiment on Stock Price Volatility: A Case Study of Qiaqia Food · 2026 · DOI

  • Previous traditional studies have mostly relied on linear assumptions to investigate the relationship between negative public sentiment and stock prices. The nonlinear mechanism by which negative public sentiment affects stock price volatility has not been fully explored.

    The Impact of Negative Public Sentiment on Stock Price Volatility: A Case Study of Qiaqia Food · 2026 · DOI

  • The study notes that changepoint detection is a challenging problem due to the complexity of the data. The paper identifies the need for a heterogeneous ensemble of changepoint detection methods. The study notes that the interpretation of changepoints is horizon-dependent.

    Changepoint detection in the cross-section of stock returns · 2026 · DOI

  • The paper suggests that future research should investigate the use of other machine learning techniques for changepoint detection. The study suggests that future research should examine the implications of changepoints for portfolio choice and risk control.

    Changepoint detection in the cross-section of stock returns · 2026 · DOI

  • The lack of a proper theoretical characterization of non-concave utility maximization problems with transaction costs. The need for a new perspective on the impact of transaction costs on investment decisions.

    Nonconcave Utility Maximization with Transaction Costs · 2026 · DOI

  • Although traditional recommendations tend to focus on financial education and literacy of investors, future solutions should extend beyond these conventional approaches to also include the psychological roots of behaviourial decision-making when it comes to investing. The following recommendations include forward-thinking ideas that will aid in reducing behaviourial biases associated with investing in mutual funds.

    Behavioural Biases in Mutual Fund Investment Decisions · 2026 · DOI

  • Future studies may also focus on emerging financial assets such as cryptocurrencies, non-fungible tokens (NFTs), and environmental, social, and governance (ESG) investments, which are gaining popularity but remain relatively underexplored within behavioural finance research.

    Behavioural Biases and its Impact on Investment Decision- Making: A Review Based Analysis · 2026 · DOI

  • The lack of understanding of the Retail Trap's psychological and structural dimensions. The need for prescriptive measures to interrupt the trap's rhythm.

    The Retail Trap in Derivatives Trading: A Longitudinal Study of Bank Nifty Options (2018–2024) · 2026 · DOI

  • Further research is needed to fully capture the complexity of risk that influences asset prices in modern markets. Alternative models such as the Fama-French model and the Arbitrage Pricing Theory (APT) should be further explored. The impact of behavioral factors on asset prices should be further studied.

    Evaluation of the Capital Asset Pricing Model (CAPM) in assessing the risk and return of a single asset in the era of modern market volatility · 2026 · DOI

  • The CAPM has been widely used in finance, but its limitations have been identified, particularly in volatile market conditions. There is a need to evaluate the relevance and accuracy of the CAPM in assessing the risk and return of individual assets in the era of modern post-pandemic market volatility.

    Evaluation of the Capital Asset Pricing Model (CAPM) in assessing the risk and return of a single asset in the era of modern market volatility · 2026 · DOI

  • Future research should investigate the impact of asymmetric compensation on hedge fund performance in different market conditions. Future research should explore the design of compensation structures that align the interests of managers and investors.

    The Performance of Hedge Fund Performance Fees · 2026 · DOI

  • It examines market transmission during the 2026 US–Iran military escalation (Operation Epic Fury, in which the USA was a direct combatant) alongside a placebo event (the June 2025 Iran–Israel war, in which US involvement was limited to a single coordinated strike).

    Does combatant status matter? US banks and fintech firms' equity responses to the Iran–Israel war and Operation Epic Fury · 2026 · DOI

  • The bounds in equation (36) require careful selection of the exponent p < q < 1 with p/q < α < 1, but the paper provides no systematic procedure for choosing these parameters given specific transaction cost levels (θ₁, θ₂) and initial conditions (ẑ, ˆx, ŷ, ˆν) in practical applications.

    Nonconcave Utility Maximization with Transaction Costs · 2026 · DOI

  • The results further support the argument by Lobe and Walkshäusl (2014) that the superior performance of sin stocks was largely limited to the 1960s and 1970s.

    The Myth of the Sin Premium: Evidence from U.S. Sin Stocks During Periods of Economic Uncertainty · 2026 · DOI

  • The study uses quarterly Chinese A-share data, which may not be representative of other markets, - The empirical design focuses on two explanatory variables derived from the theoretical structure of the TRR model, - The study does not estimate the model directly on individual stocks, - The analysis is limited to a specific time period…

    A Structural Representation of Expected Return Generation: Theory, Empirical Framework, and Cross-Market Evidence · 2026 · DOI

  • Further research could explore the application of the TRR framework to other markets and datasets, - Future studies could investigate the use of additional explanatory variables, - Research could also examine the relationship between the TRR framework and other asset pricing…

    A Structural Representation of Expected Return Generation: Theory, Empirical Framework, and Cross-Market Evidence · 2026 · DOI

  • Further research on the relationship between concentration and fragility, - Examining the effect of concentration on market stability using different methodologies, - Investigating the impact of passive investing on market…

    The Concentration-Fragility Nexus: Record Concentration, Elusive Fragility in Three Decades of S&P 500 Evidence · 2026 · DOI

Most-cited papers in Financial Markets and Investment Strategies

Most recent work

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Open questions raised by papers listed on this page include: (1) The gap in current research is the lack of understanding of how video game trailers affect stock market returns (“The Impact of Video Game Trailers and Releases on Stock Market Dynamics: An…”, 2026); (2) The nonlinear mechanism by which negative public sentiment affects stock price volatility has not been fully explored (“The Impact of Negative Public Sentiment on Stock Price Volatility: A Case Study…”, 2026); (3) The paper suggests that future research should investigate the use of other machine learning techniques for changepoint detection (“Changepoint detection in the cross-section of stock returns”, 2026); (4) The lack of a proper theoretical characterization of non-concave utility maximization problems with transaction costs (“Nonconcave Utility Maximization with Transaction Costs”, 2026); (5) The lack of understanding of the Retail Trap's psychological and structural dimensions (“The Retail Trap in Derivatives Trading: A Longitudinal Study of Bank Nifty…”, 2026). 374 gap statements have been mined from Financial Markets and Investment Strategies papers in our 7.9M-paper local library, which holds 6,175 papers on the topic; the gaps come from whichever of those papers state one. They are mostly the research gaps the authors state and the papers' abstracts, plus future-work, limitations and challenges passages. The ones listed below are a selection still marked open; each names the study that raised it, with a DOI link where the paper has one, so you can read the original claim in context.

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