Publications

N°23-111: ChatReport: Democratizing Sustainability Disclosure Analysis through LLM-based Tools

M. Leippold, J. Bingler , C. Colesanti Senni, G. Gostlow , M. Kraus , J. Ni, T. Schimanski, D. Stammbach, S. Vaghefi, Q. Wang, N. Webersinke, T. Wekhof, T. Yu
Working Papers
16 Nov. 2023

N°23-110: ClimateBERT-NetZero: Detecting and Assessing Net Zero and Reduction Targets

M. Leippold, J. Bingler, C. Hyslop, M. Kraus, T. Schimanski
Working Papers
15 Nov. 2023

N°23-109: Public Transport Subsidization and Air Pollution: Evidence from the 9-Euro-Ticket in Germany

K. Kürschner Rauck, E. Aydin
Working Papers
14 Nov. 2023

N°23-108: Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns

F. Franzoni, M. Di Maggio, S. Kogan, R. Xing
Working Papers
13 Nov. 2023

N°23-107: R&D, Innovation, and the Stock Market

A. Goyal, S. Wahal
Working Papers
10 Nov. 2023

N°23-106: A Joint Factor Model for Bonds, Stocks, and Options

A. Goyal, T. G. Bali, H. Beckmeyer
Working Papers
9 Nov. 2023

N°23-105: Supply Chain Shortages, Large Firms' Market Power, and Inflation

F. Franzoni, M. Giannetti, R. Tubaldi
Working Papers
8 Nov. 2023

N°23-104: Is the Bond Market Competitive? Evidence From the ECB's Asset Purchase Programme

P. Collin-Dufresne, J. Breckenfelder, S. Corradin
Working Papers
7 Nov. 2023

N°23-103: The Time-Varying Price of Financial Intermediation in the Mortgage Market

A. Fuster, S. Lo, P. Willen
Working Papers
20 Oct. 2023

N°23-102: CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging

S. Ongena, Y. Gündüz, G. Tumer-Alkan, Y. Yu
Working Papers
19 Oct. 2023

N°23-101: Debt and Deficits: Fiscal Analysis with Stationary Ratios

C. Gao, J. Y. Campbell, I. Martin
Working Papers
18 Oct. 2023

N°23-100: Housing Price Externalities of Photovoltaic Systems: The Relevance of View

R. Füss, K. Kürschner Rauck, A. Weigand
Working Papers
17 Oct. 2023

N°23-99: Enhancing Large Language Models with Climate Resources

M. Leippold, J. Bingler, C. Colesanti Senni, M. Kraus, T. Schimanski, D. Stammbach, S. Vaghefi, N. Webersinke
Working Papers
16 Oct. 2023

N°23-98: Empirically Grounding Analytics (EGA) Research in the Journal of Operations Management

S. de Treville , T. R. Browning, R. Oliva
Working Papers
13 Oct. 2023

N°23-97: Stripping the Swiss Discount Curve using Kernel Ridge Regression

D. Filipović, N. Camenzind
Working Papers
12 Oct. 2023
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