N°24-81: Corporate Taxes and Entrepreneurs' Income: A Credit Channel
S. Ongena, M. D. Delis, E. C. Galariotis, M. Iosifidi
Working Papers
25 Nov. 2024
N°24-80: Joining Forces: Why Banks Syndicate Credit
S. Ongena, A. Osberghaus, G. Schepens
Working Papers
25 Nov. 2024
N°24-79: Randomized Signature Methods in Optimal Portfolio Selection
J. Teichmann, E. Akyildirim, M. Gambara, S. Zhou
Working Papers
25 Nov. 2024
N°24-78: Quantification of the Self-Excited Emotion Dynamics in Online Interactions
D. Sornette, S. C. Lera, Y. Luo
Working Papers
25 Nov. 2024
N°24-77: Dynamic Influence Networks Self-Organize Towards Sub-Critical Financial Instabilities
D. Sornette, S. C. Lera, Y. Wang, K. Wu
Working Papers
25 Nov. 2024
N°24-76: Intrinsic Value: A Solution to the Declining Performance of Value Strategies
F. Franzoni, D. Bergen, D, Obrycki, R. Resendes
Working Papers
20 Nov. 2024
N°24-75: Stealthy Shorts: Informed Liquidity Supply
A. Goyal, A. V. Reed, E. Smajlbegovic, A. Soebhag
Working Papers
20 Nov. 2024
N°24-74: Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market
A. Goyal, J. Cao, Y. Wang, X. Zhan, W. Zhang
Working Papers
20 Nov. 2024
N°24-73: Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related Risks
H. Albrecher, M. Dacorogna
Working Papers
20 Nov. 2024
N°24-72: Who Invests in What? Public Firms Ownership Around the World
I. Chaieb, V. Errunza, L. Y. Lu
Working Papers
20 Nov. 2024
N°24-71: Sustainable Investing Home and Abroad
I. Chaieb, V. Errunza, L. Y. Lu
Working Papers
20 Nov. 2024
N°24-70: Hard to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
F. Audrino, J. Chassot
Working Papers
20 Nov. 2024
N°24-69: Does Sentiment Help in Asset Pricing? A Novel Approach using Large Language Models and Market-Based Labels
F. Audrino, J. Schüttler, F. Sigrist
Working Papers
20 Nov. 2024
N°24-68: Quantifying Uncertainty: A New Era of Measurement through Large Language Models
F. Audrino, J. Gentner, S. Stalder
Working Papers
20 Nov. 2024
N°24-67: A New Test for an Old Puzzle
L. Bretscher, P. Feldhütter, A. Kane, L. Schmid
Working Papers
20 Nov. 2024