Nº 21-51: Smart Stochastic Discount Factors
S. Korsaye, F. Trojani, A. Quaini
Working Papers
2 Aug. 2021
Nº 21-50: Significant Hot Hand Effect in International Cricket
D. Sornette, S. K. Ram, S. Nandan
Working Papers
1 Aug. 2021
Nº 21-49: Estimation and Comparison Between Rank-Dependent Expected Utility, Cumulative Prospect Theory and Quantum Decision Theory
D. Sornette, G. Ferro, T. Kovalenko
Working Papers
31 July 2021
Nº 21-48: Pricing Event Risk: Evidence from Concave Implied Volatility Curves
A. Goyal, L. Alexiou, A. Kostakis, L. Rompolis
Working Papers
30 July 2021
Nº 21-47: FinTech Credit and Entrepreneurial Growth
H. Hau, H. Shan, Y. Huang, C. Lin , Z. Sheng, L. Wei
Working Papers
29 July 2021
Nº 21-46: Relationship Capital and Financing Decisions
E. Morellec, N. Rostova, T. Geelen
Working Papers
28 July 2021
Nº 21-45: Constrained Polynomial Likelihood
P. Schneider, C. Almeida
Working Papers
27 July 2021
Nº 21-44: The Effects of Mandatory ESG Disclosure Around the World
P. Krüger, Z. Sautner, D. Y. Tang, R. Zhong
Working Papers
26 July 2021
Nº 21-43: All-to-All Liquidity in Corporate Bonds
N. Schürhoff, T. Hendershott, D. Livdan
Working Papers
23 July 2021
Nº 21-42: What Is the Impact of Mutual Funds' ESG Preferences on Portfolio Firms?
M. Couvert
Working Papers
16 July 2021
Nº 21-41: How Resilient is Mortgage Credit Supply? Evidence from the Covid-19 Pandemic
A. Fuster, A. Hizmo, L. Lambie-Hanson, J. I. Vickery, P. Willen
Working Papers
15 July 2021
Nº 21-40: The Effect of Board Overlap on Firm Behavior
H. Hau, H. Geng, R. Michaely, B. Nguyen
Working Papers
11 July 2021
Nº 21-39: Unlocking ESG Premium from Options
A. Goyal, J. Cao, X. Zhan, W. E. Zhang
Working Papers
8 July 2021
Nº 21-38: A Theory of Debt Accumulation and Deficit Cycles
A. Mele
Working Papers
2 July 2021
Nº 21-37: Disasters, Large Drawdowns, and Long-term Asset Management
E. Jondeau, A. Pauli
Working Papers
16 June 2021