Optimal Investment and Equilibrium Pricing Under Ambiguity
P. Schneider, M. Anthropelos
Academic Publications
28. Okt. 2024
FinTech Credit and Entrepreneurial Growth
H. Hau, Y. Huang, C. Lin, H. Shan, Z. Sheng, L. Wei
Academic Publications
28. Okt. 2024
Empirical Determinants of Momentum: a Perspective Using International Data
A. Goyal, N. Jegadeesh, A.Subrahmanyam
Academic Publications
28. Okt. 2024
A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction
A. Goyal, I. Welch, A. Zafirov
Academic Publications
28. Okt. 2024
The Dynamics of Loan Sales and Lender Incentives
E. Morellec, S. Gryglewicz, S. Mayer
Academic Publications
7. Aug. 2024
The Time-Varying Price of Financial Intermediation in the Mortgage Market.
A. Fuster, S. Lo, P. Willen
Academic Publications
22. Juli 2024
Do investors care about biodiversity?
Z. Sautner, A. Wagner, A. Garel, A. Romec
Academic Publications
17. Juni 2024
When failure is an option: Fragile liquidity in over-the-counter markets
N. Schürhoff, T. Hendershott, D. Li, D. Livdan
Academic Publications
14. Juni 2024
Does Alternative Data Improve Financial Forecasting? The Horizon Effect
L. Frésard, F. Derrien, T. Foucault
Academic Publications
12. Juni 2024
Limited Attention to Detail in Financial Markets: Evidence from Reduced-Form and Structural Estimation
Z. Sautner, H. Cronqvist, T. Ladika, E. Pazaj
Academic Publications
2. Apr. 2024
Is it Alpha or Beta? Decomposing Hedge Fund returns when models are misspecified.
P. Gagliardini, O. Scaillet, D. Ardia, L. Barras
Academic Publications
2. Apr. 2024
Asset Life, Leverage, and Debt Maturity Matching
E. Morellec, T. Geelen, J. Hajda, A. Winegar
Academic Publications
2. Apr. 2024
ESG Shareholder Engagement and Downside Risk
Z. Sautner, A. G. F. Hoepner, I. Oikonomou, L. T. Starks, X. Y. Zhou
Academic Publications
20. März 2024
The Climate in Climate Economics
F. Kübler, D. Folini, A. Friedl, S. Scheidegger
Academic Publications
30. Jan. 2024