Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
A. Goyal, N. Jegadeesh
Academic Publications
13. Jan. 2017
Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations.
A. Neklyudov, B.Hollifield, C. Spatt
Academic Publications
13. Jan. 2017
N°17-12: The British Pound on Brexit Night: a Natural Experiment of Market Efficiency and Real-Time Predictability, K. Wu, S. Wheatley, and D. Sornette, 2017.
D. Sornette, K. Wu, and S. Wheatley
Working Papers
12. Jan. 2017
N°17-11: Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life, J. Hugonnier, F. Pelgrin, and P. St-Amour, 2017.
J. Hugonnier, F. Pelgrin, and P. St-Amour
Working Papers
11. Jan. 2017
Intrinsic Risk Measure: The More Direct Path to the Acceptance Set
W. Farkas, A. Smirnow
Roundups
11. Jan. 2017
N°17-10: Front-running and Market Quality: An Evolutionary Perspective on High Frequency Trading, T. Hens, T. Lensberg, and K. R. Schenk-Hoppé, 2017.
T. Hens, T. Lensberg, and K. R. Schenk-Hoppé
Working Papers
10. Jan. 2017
N°17-09: Market Discipline Through Credit Ratings and Too-Big-To-Fail in Banking, S. Kolaric, F. Kiesel, and S. Ongena, 2017.
S. Ongena, S. Kolaric, and F. Kiesel
Working Papers
9. Jan. 2017
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
Debt Enforcement, Investment, and Risk Taking Across Countries
E. Morellec, P. Valta, G. Favara and E. Schroth
Academic Publications
1. Jan. 2017