N°15-42: What Affects Children's Outcomes: House Characteristics or Homeownership?, S. C. Bourassa, D. R. Haurin, and M. Hoesli, 2015.
M. Hoesli, S. C. Bourassa, D. R. Haurin
Working Papers
6 May 2015
N°15-41: Liquidity, Innovation, and Endogenous Growth, S. Malamud and F. Zucchi, 2015.
S. Malamud, F. Zucchi
Working Papers
3 May 2015
N°15-40: Climate Change and Firm Valuation: Evidence from a Quasi-Natural Experiment, P. Krüger, 2015.
P. Krüger
Working Papers
1 May 2015
N°15-39: Patent Success, Patent Holdup, and the Structure of Property Rights
H. Hau, H. Geng and S. Lai
Working Papers
25 April 2015
N°15-38: A Result on Integral Functionals with Infinitely Many Constraints, T. Choulli and M. Schweizer, 2015.
M. Schweizer, T. Choulli
Working Papers
20 April 2015
N°15-37: A Dynamic Equilibrium Model of ETFs, S. Malamud, 2015.
S. Malamud
Working Papers
19 April 2015
N°15-36: The Price of the Smile and Variance Risk Premia, P. H. Gruber, C. Tebaldi, and F. Trojani, 2015.
F. Trojani, P. H. Gruber, C. Tebaldi
Working Papers
17 April 2015
N°15-35: Information and Inventories in High-Frequency Trading, J. Muhle-Karbe and K. Webster, 2015.
J. Muhle-Karbe and K. Webster
Working Papers
13 April 2015
N°15-34: Stochastic Claims Reserving Manual: Advances in Dynamic Modeling, M. V. Wuthrich and M. Merz, 2015.
M. Wüthrich, M. Merz
Working Papers
11 April 2015
N°15-33: Constrained Random Walk Models for Euro/Swiss Franc Exchange Rates: Theory and Empirics, S. Lera and D. Sornette, 2015.
D. Sornette, S. Lera
Working Papers
9 April 2015
N°15-32: Outperforming Naive Diversification Using Stock Level Information, T. Berrada and S. Coupy, 2015.
T. Berrada, S. Coupy
Working Papers
8 April 2015
N°15-31: Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash, P. Cauwels, G. Demos, V. Filimonov, D. Sornette, Qun Zhang, and Qunzhi Zhang, 2015.
D. Sornette, P. Cauwels, G. Demos, V. Filimonov, Qun Zhang, and Qunzhi Zhang
Working Papers
5 April 2015
N°15-30: The Acceleration Effect and Gamma Factor in Asset Pricing, D. Ardila-Alvarez, Z. Forro, and D. Sornette, 2015.
D. Sornette, D. Ardila-Alvarez, Z. Forro
Working Papers
1 April 2015
N°15-29: Size and Momentum Profitability in International Stock Markets, P. Schmidt, A. Schrimpf, U. Von Arx, A. F. Wagner, and A. Ziegler, 2015.
A. Wagner, A. Schrimpf, U. Von Arx and A. Ziegler
Working Papers
27 March 2015
N°15-28: Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings, D. Sornette and S. Wheatley, 2015.
D. Sornette, S. Wheatley
Working Papers
20 March 2015