News Dissemination and Investor Attention
F. Degeorge, R. Boulland and E. Ginglinger
Academic Publications
1. Jan. 2016
Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing
G. Barone-Adesi, N. Carcano
Academic Publications
1. Jan. 2016
Model Uncertainty and Scenario Aggregation
D. Filipović, M. Cambou
Academic Publications
1. Jan. 2016
Liquidation with Self-Exciting Price Impact
T. Cayé and J. Muhle-Karbe
Academic Publications
1. Jan. 2016
Jumps in High-Frequency Data: Spurious Detections, Dynamics and News
O. Scaillet, P. Bajgrowicz and A. Treccani
Academic Publications
1. Jan. 2016
Insider Trading, Stochastic Liquidity, and Equilibrium Prices
P. Collin-Dufresne, V. Fos
Academic Publications
1. Jan. 2016
Innovation, Growth and Asset Prices
L. Schmid and H. Kung
Academic Publications
1. Jan. 2016
Infrequent Rebalancing, Return Autocorrelation, and Seasonality
V. Bogousslavky
Academic Publications
1. Jan. 2016
Information Percolation, Momentum and Reversal
D. Andrei and J. Cujean
Academic Publications
1. Jan. 2016
How Does Corporate Investment Respond to Entry Threat?
P. Valta, L. Frésard
Academic Publications
1. Jan. 2016
Foreign Ownership and Market Power in Banking: Evidence from a World Sample
S. Ongena, S. Kokas, D, Manthos
Academic Publications
1. Jan. 2016
Firm Industry Affiliation and Multiple Bank Relationships
S. Ongena, Y. Yu
Academic Publications
1. Jan. 2016
Fed Funds Futures Variance Futures
D. Filipović, A. Trolle
Academic Publications
1. Jan. 2016
Exit Identities for Levy Processes Observed at Poisson Arrival Times
H. Albrecher, J. Ivanovs and X. Zhou
Academic Publications
1. Jan. 2016