Publications

Why do firms appoint CEOs as outside directors?

R. Fahlenbrach, A. Low, and R. Stulz
Academic Publications
1 jan. 2010
Upcoming

Pricing American Options under Stochastic Volatility and Stochastic Interest Rates

O. Scaillet, A. Medvedev
Academic Publications
1 jan. 2010
Upcoming

Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?

N. Schürhoff, R. Green, D. Li
Academic Publications
1 jan. 2010
Upcoming

Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle

P. Bacchetta, E. van Wincoop
Academic Publications
1 jan. 2010
Upcoming

False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

O. Scaillet, L. Barras, R. Wermers
Academic Publications
1 jan. 2010
Upcoming

Dynamic Investment and Financing under Personal Taxation

E. Morellec, N. Schürhoff
Academic Publications
1 jan. 2010
Upcoming

Correlation Risk and Optimal Portfolio Choice

F. Trojani, A. Buraschi, P. Porchia
Academic Publications
1 jan. 2010
Upcoming

Auctioned IPOs: The U.S. Evidence

F. Degeorge, F. Derrien, and K. Womack
Academic Publications
1 jan. 2010
Upcoming

Underinvestment vs. Overinvestment: Evidence from Price Reactions to Pension Contributions

F. Franzoni
Academic Publications
1 jan. 2009
Upcoming

Risk Sharing, Finance, and Institutions in International Portfolios

M. Fratzscher and J. Imbs
Academic Publications
1 jan. 2009
Upcoming

Information Percolation with Equilibrium Search Dynamics

S. Malamud, D. Duffie and G. Manso
Academic Publications
1 jan. 2009
Upcoming

Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market

A. Beber, M. Brandt, and K. Kavajecz
Academic Publications
1 jan. 2009
Upcoming

Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

B. Dumas, A. Kurshev, and R. Uppal
Academic Publications
1 jan. 2009
Upcoming

Asymmetric Information and Adverse Selection in Mauritian Slave Auctions

P. St-Amour, D. Georges and D. Vencatachellum
Academic Publications
1 jan. 2009
Upcoming

Ambiguity Aversion and the Term Structure of Interest Rates

F. Trojani, P. Gagliardini, P. Porchia
Academic Publications
1 jan. 2009
Upcoming
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