The Importance of Climate Risks for Institutional Investors
P. Krüger, Z. Sautner, L. T. Starks
Academic Publications
3 mars 2020
Average Skewness Matters!
Q. Zhang, E. Jondeau, X. Zhu
Academic Publications
19 fév. 2020
Does the Stock Market Make Firms More Productive?
Z. Wang, B. Bennet, R. M. Stulz
Academic Publications
17 fév. 2020
Does Protectionist Anti-Takeover Legislation Lead to Managerial
M. Frattaroli
Academic Publications
14 fév. 2020
Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families
G. Parise, T. Nefedova, A. Eisele, K. Peijnenburg
Academic Publications
13 fév. 2020
Equity Is Cheap for Large Financial Institutions
A. Plazzi, P. Gandhi, H. Lustig
Academic Publications
25 jan. 2020
Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation
A. Plazzi, P. Gandhi, B.Golez, J. C. Jackwerth
Academic Publications
20 nov. 2019
Direct Versus Iterated Multi-Period Volatility Forecasts
A. Plazzi, E. Ghysels, R. I. Valkanov, A. R. Serrano, A. Dossani
Academic Publications
20 nov. 2019
Inference in Group Factor Models with an Application to Mixed-Frequency Data
P. Gagliardini, E. Andreou, E. Ghysels, M. Rubin
Academic Publications
12 sept. 2019
Brokers and order flow leakage: Evidence from fire sales
F. Franzoni, A. Barbon, M. Di Maggio, A. Landier
Academic Publications
9 août 2019
Inflation Risk Premia, Yield Volatility and Macro Factors
A. Plazzi, A. Berardi
Academic Publications
22 juil 2019
The Relevance of Broker Networks for Information Diffusion in the Stock Market
F. Franzoni, M. Di Maggio, A. Kermani, C. Sommavilla
Academic Publications
12 juil 2019
Product Market Competition and Option Prices
E. Morellec, A. Zhdanov
Academic Publications
12 juil 2019
Owners’ Portfolio Diversification and Firm Investment: Theory and Evidence from Private and Public Firms
R. Michaely, E. Lyandres, M.-T. Marchica, R. Mura
Academic Publications
12 juil 2019
Costs and Benefits of Financial Conglomerate Affiliation: Evidence from Hedge Funds
F. Franzoni, M. Giannetti
Academic Publications
12 juil 2019