Nº 20-67: Principal Portfolios
S. Malamud, B. T. Kelly, L. H. Pedersen
Working Papers
10 Aug. 2020
Nº 20-66: Price Discovery for Options
S. Malamud, M. Tseng, Y. Zhang
Working Papers
9 Aug. 2020
Nº 20-65: How Integrated are Credit and Equity Markets? Evidence From Index Options
P. Collin-Dufresne, B. Junge, A. B. Trolle
Working Papers
8 Aug. 2020
Nº 20-64: Limited Attention and Option Prices
A. Goyal, A. Boulatov, A. Eisdorfer, A. Zhdanov
Working Papers
7 Aug. 2020
Nº 20-63: Choosing Investment Managers
A. Goyal, S. Wahal, M. D. Yavuz
Working Papers
6 Aug. 2020
Nº 20-62: Population Aging and Bank Risk-Taking
G. Kabas, S. Ongena, S. Doerr
Working Papers
5 Aug. 2020
Nº 20-61: Out of Balance: Do Analysts Issue Sell Recommendations to Manage their Recommendation Distributions?
R. Michaely, C. C. Kang, K. J. Merkley, J. Pacelli
Working Papers
4 Aug. 2020
Nº 20-60: Political Activism and Market Power
R. Michaely, E. Ferracuti, L. Wellman
Working Papers
3 Aug. 2020
Nº 20-59: Government Support for SMEs in Response to COVID-19: Theoretical Model Using Wang Transform
D. Sornette, S. S. Wang, J. R. Goh, H. Wang, E. Y. Yang
Working Papers
2 Aug. 2020
Nº 20-58: Impact of Governmental Interventions on Epidemic Progression and Workplace Activity during the COVID-19 Outbreak
D. Sornette, S. K. Ram
Working Papers
1 Aug. 2020
Nº 20-57: Portfolio Selection With Exploration of New Investment Opportunities
D. Sornette, L. De Gennaro Aquino, M. S. Strub
Working Papers
31 July 2020
Nº 20-56: Do Institutional Investors Stabilize Equity Markets in Crisis Periods? Evidence from COVID-19
A. Wagner, S. Glossner, P. Matos, S. Ramelli
Working Papers
27 July 2020
Nº 20-55: Basel II and Operational Risk
S. Ongena, T. Conlon, X. Huan
Working Papers
24 July 2020
Nº 20-54: Mutual Funds and Qualitative Disclosure
J. Krakow, T. Schäfer
Working Papers
9 July 2020
Nº 20-53: Population Diversity and Financial Risk-Taking
S. Ongena, M. D. Delis, E. V. Dioikitopoulos
Working Papers
7 July 2020