N°17-07: Product Market Competition and Option Prices, E. Morellec and A. Zhdanov, 2017.
E. Morellec, and A. Zhdanov
Working Papers
7. Jan. 2017
N°17-06: Company Stock Price Reactions to the 2016 Election Shock: Trump, Taxes and Trade, A.F. Wagner, R. J. Zeckhauser, and A. Ziegler, 2017.
A. Wagner, R. J. Zeckhauser, and A. Ziegler
Working Papers
6. Jan. 2017
N°17-05: The Sustainability Footprint of Institutional Investors: ESG Driven Price Pressure and Performance
P. Krüger, R. Gibson Brandon, S. F. Mitali
Working Papers
5. Jan. 2017
N°17-04: Re-use of Collateral: Leverage, Volatility, and Welfare, J. Brumm, F. Kübler, M. Grill, and K. Schmedders, 2017.
F. Kübler, K. Schmedders, J. Brumm, and M. Grill
Working Papers
4. Jan. 2017
N° 17-03: Earnings Management and the Role of Moral Values in Investing
A. Wagner, R. Gibson, M. Sohn, C. Tanner
Working Papers
3. Jan. 2017
N°17-02: Best Friend or Worst Enemy? - Dynamics and Multiple Equilibria with Arbitrage, Production and Collateral Constraints, A.Q. Zhang, 2017.
A.Q.Zhang
Working Papers
2. Jan. 2017
N°17-01: The Consumption Response to Minimum Wages: Evidence from Chinese Households
H. Hau, E. Dautovic, Y. Huang
Working Papers
1. Jan. 2017
N°16-80: Comparing Ask and Transaction Prices in the Swiss Housing Market, A. Ahmed, D. Ardila, D. Sanadgol, and D. Sornette, 2016.
D. Sornette, A. Ahmed, D. Ardila, and D. Sanadgol
Working Papers
30. Dez. 2016
N°16-79: Markov Cubature Rules for Polynomial Processes, D. Filipovic, M. Larsson, and S. Pulido, 2016.
D. Filipović, M. Larsson, and S. Pulido
Working Papers
27. Dez. 2016
N°16-78: News About Zero-Leverage Firms, T. A. Geelen, 2016.
Thomas A. Geelen
Working Papers
21. Dez. 2016
N°16-77: On the Shape of Non-Monetary Measures for Risks, C. Courbage, H. Loubergé, and B. Rey, 2016.
H. Loubergé, C. Courbage, and B. Rey
Working Papers
20. Dez. 2016
N°16-76: Statistical Approximation of High-Dimensional Climate Models, K. Judd, T. Lontzek, A. Miftakhova, and K. Schmedders, 2016.
K. Schmedders, K. Judd, T. Lontzek, and A. Miftakhova
Working Papers
19. Dez. 2016
N°16-75: Intermediation Markups and Monetary Policy Passthrough, S. Malamud and A. Schrimpf, 2016.
S. Malamud, , and A. Schrimpf
Working Papers
18. Dez. 2016
N°16-74: A Primer on Portfolio Choice with Small Transaction Costs, J. Muhle-Karbe, M. Reppen, and M. Soner, 2016.
H. Soner, J. Muhle-Karbe, and M. Reppen
Working Papers
17. Dez. 2016
N°16-73: Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps, A. Cosma, S. Galluccio, P. Pederzoli, and O. Scaillet, 2016.
O. Scaillet, A. Cosma, S. Galluccio, and P. Pederzoli
Working Papers
16. Dez. 2016