News Dissemination and Investor Attention
F. Degeorge, R. Boulland and E. Ginglinger
Academic Publications
1 jan. 2016
Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing
G. Barone-Adesi, N. Carcano
Academic Publications
1 jan. 2016
Model Uncertainty and Scenario Aggregation
D. Filipović, M. Cambou
Academic Publications
1 jan. 2016
Liquidation with Self-Exciting Price Impact
T. Cayé and J. Muhle-Karbe
Academic Publications
1 jan. 2016
Jumps in High-Frequency Data: Spurious Detections, Dynamics and News
O. Scaillet, P. Bajgrowicz and A. Treccani
Academic Publications
1 jan. 2016
Insider Trading, Stochastic Liquidity, and Equilibrium Prices
P. Collin-Dufresne, V. Fos
Academic Publications
1 jan. 2016
Innovation, Growth and Asset Prices
L. Schmid and H. Kung
Academic Publications
1 jan. 2016
Infrequent Rebalancing, Return Autocorrelation, and Seasonality
V. Bogousslavky
Academic Publications
1 jan. 2016
Information Percolation, Momentum and Reversal
D. Andrei and J. Cujean
Academic Publications
1 jan. 2016
How Does Corporate Investment Respond to Entry Threat?
P. Valta, L. Frésard
Academic Publications
1 jan. 2016
Foreign Ownership and Market Power in Banking: Evidence from a World Sample
S. Ongena, S. Kokas, D, Manthos
Academic Publications
1 jan. 2016
Firm Industry Affiliation and Multiple Bank Relationships
S. Ongena, Y. Yu
Academic Publications
1 jan. 2016
Fed Funds Futures Variance Futures
D. Filipović, A. Trolle
Academic Publications
1 jan. 2016
Exit Identities for Levy Processes Observed at Poisson Arrival Times
H. Albrecher, J. Ivanovs and X. Zhou
Academic Publications
1 jan. 2016