N°23-62: The Chinese Trading Halt Puzzle
Z. Zhao, C. H. Liu, C. Trzcinka
Working Papers
9 Aug. 2023
N°23-61: Which is Worse: Heavy Tails or Volatility Clusters?
J. Traut, W. Schadner
Working Papers
3 Aug. 2023
N°23-60: Deep Learning from Implied Volatility Surfaces
B. Kuznetsov, S. Malamud, B. Kelly, T. A. Xu
Working Papers
2 Aug. 2023
N°23-59: Crime and Punishment'? How Banks Anticipate and Propagate Global Financial Sanctions
S. Ongena, M. Mamonov, A. Pestova
Working Papers
5 July 2023
N°23-58: Green Stocks and the 2023 Banking Crisis
A. Wagner, F. D'Ercole
Working Papers
4 July 2023
N°23-57: Spend or Invest? Analyzing MPC Heterogeneity Across Three Stimulus Programs
J. Toczynski
Working Papers
22 June 2023
N°23-56: Modelling Sustainable Investing in the CAPM
T. Hens, E. Trutwin
Working Papers
21 June 2023
N°23-55: Difference-in-differences with Economic Factors and the Case of Housing Returns
J. Huang, P. Östberg
Working Papers
20 June 2023
N°23-54: Green Finance and Inequality
O. Mahmoud, T. Lea
Working Papers
19 June 2023
N°23-53: Tokenization: a Potential Pathway for Bitcoin’s Future
G. Zvonka
Working Papers
16 June 2023
N°23-52: Poor Industry Conditions as an External Disciplining Mechanism in Takeovers
T. Tykvová, J. P. Fidrmuc
Working Papers
15 June 2023
N°23-51: Retail Investors' Cryptocurrency Investments
V. Pursiainen, J. Toczynski
Working Papers
14 June 2023
N°23-50: The Role of Stock Indices in Analyst Career Outcomes and Stock Recommendations
V. Pursiainen, S. Pohl
Working Papers
13 June 2023
N°23-49: Risk Classification with On-Demand Insurance
A. Braun, N. Häusle, P. D. Thistle
Working Papers
12 June 2023
N°23-48: HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading
A. Ranaldo, W. Huang, P. O’Neill, S. Yu
Working Papers
9 June 2023