Nº 20-78: Trapped in the "Zero-Risk" Society and how to Break Free
D. Sornette, P. Cauwels
Working Papers
1. Sept. 2020
Nº 20-77: Connected Banks and Economic Policy Uncertainty
S. Ongena, H. Cheng, K. Gawande, S. Qi
Working Papers
31. Aug. 2020
Nº 20-76: Information Leakages, Distribution of Profits from Informed Trading, and Last Mover Advantage
A. Pankratov
Working Papers
29. Aug. 2020
Nº 20-75: CEO Incentives and Bank Risk over the Business Cycle
S. Ongena, T. Savaser, E. S. Ciamarra
Working Papers
28. Aug. 2020
Nº 20-74: How Market Intervention can Prevent Bubbles and Crashes
D. Sornette, R. Westphal
Working Papers
27. Aug. 2020
Nº 20-73: Ambiguity, Optimal Currency Overlay, and Home Currency Bias
U. Ulrych, N. Vasiljevic
Working Papers
26. Aug. 2020
Nº 20-72: To Be or Not to Be? The Questionable Benefits of Mutual Clearing Agreements for Derivatives
M. Tywoniuk
Working Papers
25. Aug. 2020
Nº 20-71: True Cost of Immediacy
N. Schürhoff, T. Hendershott, D. Li, D. Livdan
Working Papers
24. Aug. 2020
Nº 20-70: Financial Returns to Household Inventory Management
L. Küng , S. R. Baker, S. Johnson
Working Papers
23. Aug. 2020
Nº 20-69: Securities Lending and Information Transmission: a Model of Endogenous Short-Sale Constraint
A. Pankratov
Working Papers
21. Aug. 2020
Nº 20-68: Nepotism in IPOs: Consequences for Issuers and Investors
F. Degeorge, G. Pratobevera
Working Papers
20. Aug. 2020
Nº 20-67: Principal Portfolios
S. Malamud, B. T. Kelly, L. H. Pedersen
Working Papers
10. Aug. 2020
Nº 20-66: Price Discovery for Options
S. Malamud, M. Tseng, Y. Zhang
Working Papers
9. Aug. 2020
Nº 20-65: How Integrated are Credit and Equity Markets? Evidence From Index Options
P. Collin-Dufresne, B. Junge, A. B. Trolle
Working Papers
8. Aug. 2020
Nº 20-64: Limited Attention and Option Prices
A. Goyal, A. Boulatov, A. Eisdorfer, A. Zhdanov
Working Papers
7. Aug. 2020