N°18-53: Information Intermediaries: How Commercial Bankers Facilitate Inter-Firm Alliances, M. Frattaroli and C. Herpfer, 2018.
M. Frattaroli and C. Herpfer
Working Papers
22. Feb. 2018
N°18-52: Leverage effect puzzle: a rational explanation, A. Pankratov, 2018.
A. Pankratov
Working Papers
21. Feb. 2018
N°18-51: Corporate Strategy, Conformism, and the Stock Market, T. Foucault and L. Frésard, 2018.
L. Frésard, T. Foucault
Working Papers
20. Feb. 2018
N°18-50: Cascading Logistic Regression Onto Gradient Boosted Decision Trees to Predict Stock Market Changes Using Technical Analysis, F. Zhou, Qun Zhang, D. Sornette, and L. Jiang, 2018.
D. Sornette, F. Zhou, Qun Zhang, L. Jiang,
Working Papers
19. Feb. 2018
N°18-49: Inefficient Bubbles and Efficient Drawdowns in Financial Markets, M. Schatz, and D. Sornette, 2018.
D. Sornette, M. Schatz
Working Papers
18. Feb. 2018
N°18-48: Risk Measures Based on Benchmark Loss Distributions, V. Bignozzi, M. Burzoni, and C. Munari, 2018.
C. Munari, V. Bignozzi, and M. Burzoni
Working Papers
17. Feb. 2018
N°18-47: Optimal fund menus, J. Cvitanic and J. Hugonnier, 2018.
J. Hugonnier, J. Cvitanic
Working Papers
16. Feb. 2018
N°18-46: A Corporate Financing-Based Asset Pricing Model, R. Steri, 2018.
R. Steri
Working Papers
15. Feb. 2018
N°18-45: Greed and Fear: The Nature of Sentiment, G. Barone-Adesi, M. M. Pisati, and C. Sala, 2018.
G. Barone-Adesi, M. M. Pisati, C. Sala
Working Papers
14. Feb. 2018
N°18-44: Valuing Supply-Chain Responsiveness under Demand Jumps, I. Bicer, V. Hagspiel and S. de Treville, 2018.
S. de Treville , I. Bicer, V. Hagspiel
Working Papers
13. Feb. 2018
N°18-43: Liquidity Regimes and Optimal Dynamic Asset Allocation, P. Collin-Dufresne, K. Daniel, and M. Saglam, 2018.
P. Collin-Dufresne, K. Daniel, and M. Saglam
Working Papers
12. Feb. 2018
N°18-42: Activism, Strategic Trading, and Liquidity, P. Collin-Dufresne, K. Black, V. Fos, T. Li, and A. Ljungqvist 2018.
P. Collin-Dufresne, K. Black, V. Fos, T. Li, and A. Ljungqvist
Working Papers
11. Feb. 2018
N°18-41: Slow-Moving Capital and Execution Costs: Evidence from a Major Trading Glitch, P. Collin-Dufresne, V. Bogousslavsky and M. Saglam, 2018.
P. Collin-Dufresne, V. Bogousslavsky, M. Saglam
Working Papers
10. Feb. 2018
N°18-40: Market Structure and Transaction Costs of Index Cdss, P. Collin-Dufresne, B. Junge and A. Trolle, 2018.
P. Collin-Dufresne, B. Junge, A. Trolle
Working Papers
9. Feb. 2018
N°18-39: Conditional Davis Pricing, K. Larsen, H. Mete Soner and G. Zitkovic, 2018.
H. Soner, K. Larsen, G. Zitkovic
Working Papers
8. Feb. 2018