N°15-13: Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?, A. Goyal and N. Jagadeesh, 2015.
A. Goyal, N. Jagadeesh
Working Papers
9 Feb. 2015
N°15-12: Estimating the Joint Tail Risk Under the Filtered Historical Simulation. An Application to the CCP's Default and Waterfall Fund, G. Barone-Adesi, K. Giannopoulos, and L. Vosper, 2015.
G. Barone-Adesi, K. Giannopoulos, and L. Vosper
Working Papers
7 Feb. 2015
N°15-11: History-Dependent Risk Preferences: Evidence from Individual Choices and Implications for the Disposition Effect, A. Andrikogiannopoulou and F. Papakonstantinou, 2015.
A. Andrikogiannopoulou and F. Papakonstantinou
Working Papers
2 Feb. 2015
N°15-10: Central Bank Collateral Frameworks, K. G. Nyborg, 2015.
K. Nyborg
Working Papers
1 Feb. 2015
N°15-09: Noisy Arrow-Debreu Equilibria, S. Malamud, 2015.
S. Malamud
Working Papers
25 Jan. 2015
N°11-25: Value Reporting and Firm Performance: Evidence from Switzerland, F. Eugster, and A. F. Wagner, 2011.
A. Wagner, F. Eugster
Working Papers
25 Jan. 2015
N°15-08: Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model, M. Leippold and N. Vasiljevic, 2015.
M. Leippold, N. Vasiljevic
Working Papers
21 Jan. 2015
N°15-07: Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders, T. Kaizoji, M. Leiss, A. I. Saichev, and D. Sornette, 2015.
D. Sornette, T. Kaizoji, M. Leiss, A. I. Saichev
Working Papers
19 Jan. 2015
N°15-06: Delegated Portfolio Management, Optimal Fee Contracts, and Asset Prices, Y. Sato, 2015.
Y. Sato
Working Papers
16 Jan. 2015
N°15-05: Strong Bubbles and Strict Local Martingales, M. Herdegen and M. Schweizer, 2015.
M. Schweizer, M. Herdegen
Working Papers
11 Jan. 2015
N°15-04: Short Term Debt and Bank Liability Structure, N. Klimenko and S. Moreno-Bromberg, 2015.
N. Klimenko and S. Moreno-Bromberg
Working Papers
10 Jan. 2015
N°15-03: Innovation, Delegation, and Asset Price Swings, Y. Sato, 2015.
Y. Sato
Working Papers
8 Jan. 2015
N°15-02: When Managers Change Their Tone, Analysts and Investors Change Their Tune
A. Wagner, M. Druz, I. Petzev, R. J. Zeckhauser
Working Papers
5 Jan. 2015
N°15-01: Moral Commitment: Does it Reduce or Enhance the Response to Social Norms? Evidence from an Experiment on Earnings Management
A. Wagner, R. Gibson , C. Tanner
Working Papers
1 Jan. 2015
N°11-12: Say-on-Pay and Shareholder Value: The Tension between Agency and Hold-up
A. Wagner, C. Wenk
Working Papers
1 Jan. 2015