N°17-49: Short Selling and the Subsequent Performance of Initial Public Offerings, B. Seistrajkova, 2017.
B. Seistrajkova
Working Papers
18 fév. 2017
N°17-48: Viability and Arbitrage under Knightian Uncertainty, M. Burzon, F. Riedel and H. M. Soner, 2017.
H. Soner, M. Burzon, F. Riedel
Working Papers
17 fév. 2017
N°17-47: Does Monetary Policy Impact International Market Co-Movements?
A. Plazzi, M. Caporin, L. Pelizzon
Working Papers
16 fév. 2017
N°17-46: Optimal dividend policies with random profitability, M. Reppen, J.-C. Rochet and H. M. Soner, 2017.
J. Rochet, H. Soner, M. Reppen
Working Papers
15 fév. 2017
N°17-45: CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation? M. Tywoniuk, 2017.
M. Tywoniuk
Working Papers
14 fév. 2017
N°17-44: Hawkes Graphs, P. Embrechts and M. Kirchner, 2017.
P. Embrechts, M. Kirchner
Working Papers
13 fév. 2017
N°17-43: How Persistent are the Effects of Experience Sampling on Investor Behavior?, M. A. S. Bradbury, T. Hens and S. Zeisberger, 2017.
T. Hens, M. A. S. Bradbury, S. Zeisberger
Working Papers
12 fév. 2017
N°17-42: Monetary Policy and Bond Risk Premia in the US and the UK, W. Zurowski, 2017.
D. Filipović, D. Ackerer
Working Papers
11 fév. 2017
N°17-41: Option Pricing with Orthogonal Polynomial Expansions, D. Ackerer and D. Filipovic, 2017.
D. Filipović, D. Ackerer
Working Papers
10 fév. 2017
N°17-40: The Rise of NGO Activism, J. Daubanes and J.-C. Rochet, 2017.
J. Rochet, J.Daubanes
Working Papers
9 fév. 2017
N°17-39: The Reluctant Defaulter: A Tale of High Government Debt
M. Habib, J. Rochet, F. Collard
Working Papers
8 fév. 2017
N°17-38: Financial Intermediation, Capital Accumulation and Crisis Recovery, H. Gersbach, J.-C. Rochet and M. Scheffel, 2017.
J. Rochet, H. Gersbach, M. Scheffel
Working Papers
7 fév. 2017
N°17-37: p-Hacking: Evidence from Two Million Trading Strategies, T. Chordia, A. Goyal and A. Saretto, 2017.
A. Goyal, T. Chordia, A. Saretto
Working Papers
6 fév. 2017
N°17-36: Paths to Convergence: Stock Price Behavior After Donald Trump's Election, A. F. Wagner, R. J. Zeckhauser and A. Ziegler, 2017.
A. Wagner, R. J. Zeckhauser, A. Ziegler
Working Papers
5 fév. 2017
N°17-35: The Price of Law: The Case of the Eurozone Collective Action Clauses, E. Carletti, P. Colla, G. M. Gulati and S. Ongena, 2017.
S. Ongena, E. Carletti, P. Colla, G. M. Gulati
Working Papers
4 fév. 2017