N°24-98: A Profitable Day Trading Strategy for The U.S. Equity Market
A. Barbon, A. Aziz, C. Zarattini
Working Papers
27 Nov. 2024
N°24-97: Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)
A. Barbon, A. Aziz, C. Zarattini
Working Papers
27 Nov. 2024
N°24-96: Investor Activism and the Green Transition
E. Morellec, S. Gryglewicz, S. Mayer
Working Papers
27 Nov. 2024
Blockchains, Cryptoassets, and DeFi: Unpacking the Jargon and Exploring the Implications
A. Barbon, A. Fuster, M. Jüttner, F. Schär, P. Meyer, S. Zwahlen
Roundups
27 Nov. 2024
N°24-95: Exploring Nature: Datasets and Models for Analyzing Nature-Related Disclosures
M. Leippold, C. Colesanti Senni, G. Gostlow, J.Ni, T. Schimanski, T. Yu
Working Papers
26 Nov. 2024
N°24-94: Towards Faithful and Robust LLM Specialists for Evidence-Based Question-Answering
M. Leippold, E. Ash, M. Kraus, J. Ni, T. Schimanski
Working Papers
26 Nov. 2024
N°24-93: Automated Fact-Checking of Climate Claims with Large Language Models
M. Leippold, J. Bingler, C. Colesanti-Senni, G. Gostlow, C. Huggel, J. Luterbacher, V. Muccione, J. Ni, T. Schimanski, D. Stammbach, S. A. Vaghefi, T. Wekhof, T. Yu
Working Papers
26 Nov. 2024
N°24-92: Combining AI and Domain Expertise to Assess Corporate Climate Transition Disclosures
M. Leippold, J. Bingler, C. Colesanti Senni, J. Ni, T. Schimanski
Working Papers
26 Nov. 2024
N°24-91: Determinants of Discount Rates, Capitalization Rates, and Growth Rates
M. Hoesli, A. Shmygel
Working Papers
26 Nov. 2024
N°24-90: Using AI to Assess the Decision-Usefulness of Corporates’ Nature-related Disclosures
M. Leippold, C. Colesanti Senni, T. Manekar, T. Schimanski , S. A. Vaghefi
Working Papers
26 Nov. 2024
N°24-89: ClimRetrieve: A Benchmarking Dataset for Information Retrieval from Corporate Climate Disclosures
M. Leippold, J. Ni, N. Ranger, T. Schimanski, R. Spacey
Working Papers
26 Nov. 2024
N°24-88: Technical Patterns and News Sentiment in Stock Markets
M. Leippold, Q. Wang, M. Yang
Working Papers
26 Nov. 2024
N°24-87: Multilateral Development Bank Bonds
T. Kolasa, S. Ongena, C. Humphrey
Working Papers
26 Nov. 2024
N°24-86: Bank Payout Policy, rRegulation, and Politics
R. Fahlenbrach, M. Ko, R. M. Stulz
Working Papers
26 Nov. 2024
N°24-85: Relationship Banking: The Borrower’s Incentives Channel
S. Ongena, P. Abedifar, S. Kamyab, A. Tarazi
Working Papers
25 Nov. 2024