N°18-08: Spanning Tests for Markowitz Stochastic Dominance, S. Arvanitis, O. Scaillet and N. Topaloglou, 2018.
O. Scaillet, S. Arvanitis, N. Topaloglou
Working Papers
8 Jan. 2018
N°18-07: When Are Stocks Less Volatile in the Long Run?, E. Jondeau, Q. Zhang and X. Zhu, 2018.
E. Jondeau, Q. Zhang, X. Zhu
Working Papers
7 Jan. 2018
N°18-06: Anonymous Lending and Rollover Risk
L. Mancini, T. Dieler
Working Papers
6 Jan. 2018
N°18-05: How is Liquidity Priced in Global Markets?
I. Chaieb, V. R. Errunza, H. Langlois
Working Papers
5 Jan. 2018
N°18-04: Factors and Risk Premia in Individual International Stock Returns
I. Chaieb, O. Scaillet, H. Langlois
Working Papers
4 Jan. 2018
N°18-03: Global Portfolio Rebalancing and Exchange Rates, E. Camanho, H. Hau and H. Rey, 2018.
H. Hau, E. Camanho, H. Rey
Working Papers
3 Jan. 2018
N°18-02: Option Trading Under Uncertainty
P. Schneider
Working Papers
2 Jan. 2018
N°18-01: Working with Women, Do Men Get All the Credit?
S. Ongena, S. Qi, H. Cheng
Working Papers
1 Jan. 2018
N°17-30: Signaling Safety
R. Michaely, S. Rossi, M. Weber
Working Papers
4 Nov. 2017
N°17-79: Testing the Stochastic Disorder Model on Stock Markets, A. Sokko, 2017.
A. Sokko
Working Papers
20 March 2017
N°17-78: Analytical Option Pricing under an Asymmetrically Displaced Double Gamma Jump-Diffusion Model, M. Thul, I. Q. Zhang, 2017.
M. Thul, I. Q. Zhang
Working Papers
19 March 2017
N°17-77: Earnings Management and Managerial Compensation, K. Bachmann, T. Hens, 2017.
T. Hens, K. Bachmann
Working Papers
18 March 2017
N°17-76: The Dynamics of Heterogeneity and Asset Prices, W. Farkas and C. Necula, 2017.
W. Farkas, C. Necula
Working Papers
17 March 2017
N°17-75: The blockchain folk theorem, B. Biais, C. Bisière, M. Bouvard, C. Casamatta, 2017.
B. Biais, C. Bisière, M. Bouvard, C. Casamatta
Working Papers
16 March 2017
N°17-74: Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches, S. Qi, R. de Haas, S. Ongena and S. Straetmans, 2017.
S. Ongena, S. Qi, R. de Haas, S. Straetmans, T. Vadasz
Working Papers
15 March 2017