N°17-12: The British Pound on Brexit Night: a Natural Experiment of Market Efficiency and Real-Time Predictability, K. Wu, S. Wheatley, and D. Sornette, 2017.
D. Sornette, K. Wu, and S. Wheatley
Working Papers
12 Jan. 2017
N°17-11: Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life, J. Hugonnier, F. Pelgrin, and P. St-Amour, 2017.
J. Hugonnier, F. Pelgrin, and P. St-Amour
Working Papers
11 Jan. 2017
N°17-10: Front-running and Market Quality: An Evolutionary Perspective on High Frequency Trading, T. Hens, T. Lensberg, and K. R. Schenk-Hoppé, 2017.
T. Hens, T. Lensberg, and K. R. Schenk-Hoppé
Working Papers
10 Jan. 2017
N°17-09: Market Discipline Through Credit Ratings and Too-Big-To-Fail in Banking, S. Kolaric, F. Kiesel, and S. Ongena, 2017.
S. Ongena, S. Kolaric, and F. Kiesel
Working Papers
9 Jan. 2017
N°17-07: Product Market Competition and Option Prices, E. Morellec and A. Zhdanov, 2017.
E. Morellec, and A. Zhdanov
Working Papers
7 Jan. 2017
N°17-06: Company Stock Price Reactions to the 2016 Election Shock: Trump, Taxes and Trade, A.F. Wagner, R. J. Zeckhauser, and A. Ziegler, 2017.
A. Wagner, R. J. Zeckhauser, and A. Ziegler
Working Papers
6 Jan. 2017
N°17-05: The Sustainability Footprint of Institutional Investors: ESG Driven Price Pressure and Performance
P. Krüger, R. Gibson Brandon, S. F. Mitali
Working Papers
5 Jan. 2017
N°17-04: Re-use of Collateral: Leverage, Volatility, and Welfare, J. Brumm, F. Kübler, M. Grill, and K. Schmedders, 2017.
F. Kübler, K. Schmedders, J. Brumm, and M. Grill
Working Papers
4 Jan. 2017
N° 17-03: Earnings Management and the Role of Moral Values in Investing
A. Wagner, R. Gibson, M. Sohn, C. Tanner
Working Papers
3 Jan. 2017
N°17-02: Best Friend or Worst Enemy? - Dynamics and Multiple Equilibria with Arbitrage, Production and Collateral Constraints, A.Q. Zhang, 2017.
A.Q.Zhang
Working Papers
2 Jan. 2017
N°17-01: The Consumption Response to Minimum Wages: Evidence from Chinese Households
H. Hau, E. Dautovic, Y. Huang
Working Papers
1 Jan. 2017
N°16-80: Comparing Ask and Transaction Prices in the Swiss Housing Market, A. Ahmed, D. Ardila, D. Sanadgol, and D. Sornette, 2016.
D. Sornette, A. Ahmed, D. Ardila, and D. Sanadgol
Working Papers
30 Dec. 2016
N°16-79: Markov Cubature Rules for Polynomial Processes, D. Filipovic, M. Larsson, and S. Pulido, 2016.
D. Filipović, M. Larsson, and S. Pulido
Working Papers
27 Dec. 2016
N°16-78: News About Zero-Leverage Firms, T. A. Geelen, 2016.
Thomas A. Geelen
Working Papers
21 Dec. 2016
N°16-77: On the Shape of Non-Monetary Measures for Risks, C. Courbage, H. Loubergé, and B. Rey, 2016.
H. Loubergé, C. Courbage, and B. Rey
Working Papers
20 Dec. 2016