Publications

N°23-66: Climate Transition Risks of Banks

Z. Sautner, F. Martini, S. Steffen, C. Theunisz
Working Papers
16 Aug. 2023

N°23-65: Investing in Your Alumni: Endowments' Investment Choices in Private Equity

R. Füss, S. Morkoetter, M. Oliveira
Working Papers
15 Aug. 2023

N°23-64: Do Mutual Funds Greenwash? Evidence from Fund Name Changes

V. Orlov, A. Cochardt, S. Heller
Working Papers
14 Aug. 2023

N°23-63: How Prevalent Are Short Squeezes? Evidence From the US and Europe

M. Pirovano, F. Allen, M. Haas, A. Tengulov
Working Papers
10 Aug. 2023

N°23-62: The Chinese Trading Halt Puzzle

Z. Zhao, C. H. Liu, C. Trzcinka
Working Papers
9 Aug. 2023

N°23-61: Which is Worse: Heavy Tails or Volatility Clusters?

J. Traut, W. Schadner
Working Papers
3 Aug. 2023

N°23-60: Deep Learning from Implied Volatility Surfaces

B. Kuznetsov, S. Malamud, B. Kelly, T. A. Xu
Working Papers
2 Aug. 2023

N°23-59: Crime and Punishment'? How Banks Anticipate and Propagate Global Financial Sanctions

S. Ongena, M. Mamonov, A. Pestova
Working Papers
5 July 2023

N°23-58: Green Stocks and the 2023 Banking Crisis

A. Wagner, F. D'Ercole
Working Papers
4 July 2023

N°23-57: Spend or Invest? Analyzing MPC Heterogeneity Across Three Stimulus Programs

J. Toczynski
Working Papers
22 June 2023

N°23-56: Modelling Sustainable Investing in the CAPM

T. Hens, E. Trutwin
Working Papers
21 June 2023

N°23-55: Difference-in-differences with Economic Factors and the Case of Housing Returns

J. Huang, P. Östberg
Working Papers
20 June 2023

N°23-54: Green Finance and Inequality

O. Mahmoud, T. Lea
Working Papers
19 June 2023

N°23-53: Tokenization: a Potential Pathway for Bitcoin’s Future

G. Zvonka
Working Papers
16 June 2023

N°23-52: Are Acquirer Shareholders Happier when Their Industries Are Unhappy?

T. Tykvová, J. P. Fidrmuc
Working Papers
15 June 2023
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