N°17-38: Financial Intermediation, Capital Accumulation and Crisis Recovery, H. Gersbach, J.-C. Rochet and M. Scheffel, 2017.
J. Rochet, H. Gersbach, M. Scheffel
Working Papers
7. Feb. 2017
N°17-37: p-Hacking: Evidence from Two Million Trading Strategies, T. Chordia, A. Goyal and A. Saretto, 2017.
A. Goyal, T. Chordia, A. Saretto
Working Papers
6. Feb. 2017
N°17-36: Paths to Convergence: Stock Price Behavior After Donald Trump's Election, A. F. Wagner, R. J. Zeckhauser and A. Ziegler, 2017.
A. Wagner, R. J. Zeckhauser, A. Ziegler
Working Papers
5. Feb. 2017
N°17-35: The Price of Law: The Case of the Eurozone Collective Action Clauses, E. Carletti, P. Colla, G. M. Gulati and S. Ongena, 2017.
S. Ongena, E. Carletti, P. Colla, G. M. Gulati
Working Papers
4. Feb. 2017
N°17-34: A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises), D. Smug, D. Sornette and P. Ashwin, 2017.
D. Sornette, D. Smug, P. Ashwin
Working Papers
3. Feb. 2017
N°17-33: Super-Exponential RE Bubble Model with Efficient Crashes, J. L. Kreuser and D. Sornette, 2017.
D. Sornette, J. L. Kreuser
Working Papers
2. Feb. 2017
N°17-32: The Sovereign Debt Crisis: Flights or Freezes?
P. Östberg, T. Richter
Working Papers
1. Feb. 2017
N°17-31: Earning investor trust: The role of past earnings management, F. Eugstery, A. F. Wagner, 2017.
A. Wagner, F. Eugstery
Working Papers
31. Jan. 2017
N°17-30: Relationship Trading in OTC Markets, T. Hendershott, D. Li, D. Livdan and N. Schürhoff, 2017.
N. Schürhoff, T. Hendershott, D. Li, D. Livdan
Working Papers
30. Jan. 2017
N°17-29: Dynamic Mean-Variance Optimisation Problems with Deterministic Information, M. Schweizer, D. Zivoi, and M. Sikic, 2017.
M. Schweizer, D. Zivoi, M. Sikic
Working Papers
29. Jan. 2017
Nº 17-28: An Evolutionary Finance Model with Short Selling and Endogenous Asset Supply
T. Hens, R. Amir , S. Belkov, I. V. Evstigneev
Working Papers
28. Jan. 2017
N°17-27: Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles, D. Sornette, P. Cauwels, and G. Smilyanov, 2017.
D. Sornette, P. Cauwels, G. Smilyanov
Working Papers
27. Jan. 2017
N°17-26: An Evolutionary Finance Model with a Risk-Free Asset
T. Hens, S. Belkov, I. V. Evstigneev
Working Papers
26. Jan. 2017
N°17-25: The Sovereign Money Initiative in Switzerland: An Assessment, P. Bacchetta, 2017.
P. Bacchetta
Working Papers
25. Jan. 2017
N°17-24: A Sovereign Wealth Fund for Switzerland, R. Senner and D. Sornette, 2017.
D. Sornette, R. Senner
Working Papers
24. Jan. 2017