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
SFI Public Discussion Note: Global Financial Regulation, Transparency, and Compliance Index (GFRTCI)
M. Bürgi, S. Ongena, M. Mishra
Public Discussion Notes
3 fév. 2020
Nº 20-05: Rational Belief Bubbles
D. Sornette, H.-U. Sohn
Working Papers
3 fév. 2020
Equity Is Cheap for Large Financial Institutions
A. Plazzi, P. Gandhi, H. Lustig
Academic Publications
25 jan. 2020
Nº 20-04: Systemic Risk in Networks with a Central Node
D. Filipović, H. Amini, A. Minca
Working Papers
23 jan. 2020
Nº 20-03: The Valuation of Insurance Liabilities: A Framework Based on First Principles
A. Bergesio, P. Koch-Medina, P. Huber, L. Wilhelmy
Working Papers
14 jan. 2020
Nº 20-02: Unintended Consequences of the Global Derivatives Market Reform
S. Ongena, P. Gandré, M. Mariathasan, O. Merrouche
Working Papers
13 jan. 2020
Nº 20-01: A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data
O. Scaillet, D. La Vecchia, A. Moor
Working Papers
7 jan. 2020
Nº 19-80: Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning
J. Teichmann, H. Buehler, L. Gonon, B. Wood, B. Mohan, J. Kochems
Working Papers
27 déc. 2019
Nº 19-79: Can Corporate Debt Foster Innovation and Growth?
E. Morellec, T. Geelen, J. Hajda
Working Papers
27 déc. 2019
Nº 19-78: Optimal Financing with Tokens
E. Morellec, S. Gryglewicz, S. Mayer
Working Papers
27 déc. 2019
Nº 19-77: Testing Market Efficiency With the Pricing Kernel
G. Barone-Adesi, C. Sala
Working Papers
27 déc. 2019
Nº 19-76: Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps
W. Farkas, L. Mathys, N. Vasiljevic
Working Papers
26 déc. 2019