Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
A. Goyal, N. Jegadeesh
Academic Publications
13 jan. 2017
Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations.
A. Neklyudov, B.Hollifield, C. Spatt
Academic Publications
13 jan. 2017
Debt Enforcement, Investment, and Risk Taking Across Countries
E. Morellec, P. Valta, G. Favara and E. Schroth
Academic Publications
1 jan. 2017
Merger Activity in Industry Equilibrium
T. Dimopoulos, S. Sacchetto
Academic Publications
17 oct. 2016
Bank Capital, Liquid Reserves, and Insolvency Risk
E. Morellec, J. Hugonnier
Academic Publications
14 oct. 2016
Prefrontal connections express individual differences in intrinsic resistance to trading off honesty values against economic benefits.
A. Wagner, R. Gibson Brandon, A. Dogan, Y. Morishima, F. Heise, C. Tanner and P. N. Tobler
Academic Publications
1 sept. 2016
Immigration and voting for the far right.
A. Wagner, M. Halla and J. Zweimüller
Academic Publications
1 août 2016
Variance After-Effects Distort Risk Perception in Humans
T. Berrada, E.Payzan-LeNestour, B. W. Balleine, and J. Pearson
Academic Publications
6 juin 2016
Parameter Learning in General Equilibrium: The Asset Pricing Implications
P. Collin-Dufresne, M. Johannes and L. A. Lochstoer
Academic Publications
1 mars 2016
Does Variance Risk Have Two Prices? Evidence from the Equity and Option Markets
L. Barras and A. Malkhozov
Academic Publications
5 fév. 2016
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry
A. Plazzi, E. Ghysels and R. Valkanov
Academic Publications
1 jan. 2016
Why Don’t All Banks Practice Regulatory Arbitrage? Evidence From Usage of Trust-Preferred Securities
R. Fahlenbrach, N. M. Boyson and R. M. Stulz
Academic Publications
1 jan. 2016
Valuations of options on discretely sampled variance
W. Farkas, G. Drimus and E. Gourier
Academic Publications
1 jan. 2016
To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
D. Filipović, H. Amini and A. Minca
Academic Publications
1 jan. 2016
Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets
P. Gagliardini, O. Scaillet, E. Ossola
Academic Publications
1 jan. 2016