N°18-03: Global Portfolio Rebalancing and Exchange Rates, E. Camanho, H. Hau and H. Rey, 2018.
H. Hau, E. Camanho, H. Rey
Working Papers
3 jan. 2018
N°18-02: Option Trading Under Uncertainty
P. Schneider
Working Papers
2 jan. 2018
N°18-01: Working with Women, Do Men Get All the Credit?
S. Ongena, S. Qi, H. Cheng
Working Papers
1 jan. 2018
N°17-30: Signaling Safety
R. Michaely, S. Rossi, M. Weber
Working Papers
4 nov. 2017
N°17-79: Testing the Stochastic Disorder Model on Stock Markets, A. Sokko, 2017.
A. Sokko
Working Papers
20 mars 2017
N°17-78: Analytical Option Pricing under an Asymmetrically Displaced Double Gamma Jump-Diffusion Model, M. Thul, I. Q. Zhang, 2017.
M. Thul, I. Q. Zhang
Working Papers
19 mars 2017
N°17-77: Earnings Management and Managerial Compensation, K. Bachmann, T. Hens, 2017.
T. Hens, K. Bachmann
Working Papers
18 mars 2017
N°17-76: The Dynamics of Heterogeneity and Asset Prices, W. Farkas and C. Necula, 2017.
W. Farkas, C. Necula
Working Papers
17 mars 2017
N°17-75: The blockchain folk theorem, B. Biais, C. Bisière, M. Bouvard, C. Casamatta, 2017.
B. Biais, C. Bisière, M. Bouvard, C. Casamatta
Working Papers
16 mars 2017
N°17-74: Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches, S. Qi, R. de Haas, S. Ongena and S. Straetmans, 2017.
S. Ongena, S. Qi, R. de Haas, S. Straetmans, T. Vadasz
Working Papers
15 mars 2017
N°17-73: Principle or Opportunism? Discretion, Capital, and Incentives, J. Falkinger and M. A. Habib, 2017.
M. Habib, J. Falkinger
Working Papers
14 mars 2017
N°17-72: U.S. Metropolitan House Price Dynamics, E. Oikarinen, S. C. Bourassa, M. Hoesli and J. Engblom, 2017.
M. Hoesli, E. Oikarinen, S. C. Bourassa, J. Engblom
Working Papers
13 mars 2017
N°17-68: Corporate Bond Dealers' Inventory Risk and FOMC, A. Ruzza and W. Zurowski, 2017.
A.Ruzza and W. Zurowski
Working Papers
9 mars 2017
N°17-67: Credit Spreads, Daily Business Cycle, and Corporate Bond Returns Predictability, A. Ivashchenko, 2017.
A. Ivashchenko
Working Papers
8 mars 2017
N°17-66: Does Protectionist Anti-Takeover Legislation Lead to Managerial Entrenchment?
M. Frattaroli
Working Papers
7 mars 2017