Publications

N°19-01: On the Solution of High-Dimensional Macro Models with Distributional Channels, L. Mazzone, 2019.

L. Mazzone
Working Papers
16 jan. 2019

N°18-79: What Are the Shareholder Value Implications of Non-Voted Shareholder Proposals?

M. Couvert
Working Papers
16 jan. 2019

N°18-78: Distance-Based Metrics: A Bayesian Solution to the Power and Extreme-Error Problems in Asset-Pricing Tests, A. Goyal, Z. L. He, and S. W. Huh, 2018.

A. Goyal, Z. L. He, S. W. Huh
Working Papers
19 déc. 2018

N°18-77: Participants' Reputation in the Syndicated Lending Market, D. Kalyaeva, 2018.

D. Kalyaeva
Working Papers
18 déc. 2018

N°18-76: Estimation and Updating Methods for Hedonic Valuation, M. Mayer, S. C. Bourassa, M. Hoesli, and D. F. Scognamiglio, 2018.

M. Hoesli, M. Mayer, S. C. Bourassa, D. F. Scognamiglio
Working Papers
17 déc. 2018

N°18-75: Why Are Firms With More Managerial Ownership Worth Less?, K. Fabisik, R. Fahlenbrach, R. M. Stulz ,and J. Taillard, 2018.

R. Fahlenbrach, K. Fabisik, R. M. Stulz, J. Taillard
Working Papers
12 déc. 2018

N°18-74: The Sources of Financing Constraints, B. Nikolov, L. Schmid ,and R. Steri, 2018.

B. Nikolov, R. Steri, L. Schmid
Working Papers
11 déc. 2018

N°18-73: Noisy Stock Prices and Corporate Investment, O. Dessaint, T. Foucault, L. Frésard, and A. Matray, 2018.

L. Frésard, O. Dessaint, T. Foucault, A. Matray
Working Papers
5 déc. 2018

N°18-74: The Sources of Financing Constraints

B. Nikolov, L. Schmid, R. Steri
Working Papers
30 nov. 2018

N°18-72: Bank Bonus Pay as a Risk Sharing Contract, M. Efing, H. Hau, P. Kampkötter, and J. C. Rochet, 2018.

H. Hau, J. Rochet, M. Efing, and P. Kampkötter
Working Papers
22 nov. 2018

N°18-71: Empirical Asset Pricing via Machine Learning, S. Gu, B. Kelly and D. Xiu, 2018.

S. Gu, B. Kelly and D. Xiu
Working Papers
13 nov. 2018

N°18-70: Large financial markets, discounting, and no asymptotic arbitrage, D. Á. Bálint and M. Schweizer, 2018.

M. Schweizer, D. Á. Bálint
Working Papers
12 nov. 2018

N°18-69: Municipal Bond Markets, D. Cestau, B. Hollifield, and N. Schürhoff, 2018.

N. Schürhoff, D. Cestau, B. Hollifield
Working Papers
6 nov. 2018

N°18-68: Valuation in the Public and Private Sectors: Tax, Risk, Debt Capacity, and the Cost of Capital, R. A. Brealey, I. A. Cooper, and M. A. Habib, 2018.

M. Habib, R. A. Brealey, I. A. Cooper
Working Papers
27 oct. 2018

N°18-67: Are CoCo Bonds a Good Substitute for Equity? Evidence from European Banks, H. Hau and G. Hrasko, 2018.

H. Hau, G. Hrasko
Working Papers
26 oct. 2018
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