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
N°17-12: The British Pound on Brexit Night: a Natural Experiment of Market Efficiency and Real-Time Predictability, K. Wu, S. Wheatley, and D. Sornette, 2017.
D. Sornette, K. Wu, and S. Wheatley
Working Papers
12 jan. 2017
N°17-11: Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life, J. Hugonnier, F. Pelgrin, and P. St-Amour, 2017.
J. Hugonnier, F. Pelgrin, and P. St-Amour
Working Papers
11 jan. 2017
Intrinsic Risk Measure: The More Direct Path to the Acceptance Set
W. Farkas, A. Smirnow
Roundups
11 jan. 2017
N°17-10: Front-running and Market Quality: An Evolutionary Perspective on High Frequency Trading, T. Hens, T. Lensberg, and K. R. Schenk-Hoppé, 2017.
T. Hens, T. Lensberg, and K. R. Schenk-Hoppé
Working Papers
10 jan. 2017
N°17-09: Market Discipline Through Credit Ratings and Too-Big-To-Fail in Banking, S. Kolaric, F. Kiesel, and S. Ongena, 2017.
S. Ongena, S. Kolaric, and F. Kiesel
Working Papers
9 jan. 2017
N°17-07: Product Market Competition and Option Prices, E. Morellec and A. Zhdanov, 2017.
E. Morellec, and A. Zhdanov
Working Papers
7 jan. 2017
N°17-06: Company Stock Price Reactions to the 2016 Election Shock: Trump, Taxes and Trade, A.F. Wagner, R. J. Zeckhauser, and A. Ziegler, 2017.
A. Wagner, R. J. Zeckhauser, and A. Ziegler
Working Papers
6 jan. 2017
N°17-05: The Sustainability Footprint of Institutional Investors: ESG Driven Price Pressure and Performance
P. Krüger, R. Gibson Brandon, S. F. Mitali
Working Papers
5 jan. 2017
N°17-04: Re-use of Collateral: Leverage, Volatility, and Welfare, J. Brumm, F. Kübler, M. Grill, and K. Schmedders, 2017.
F. Kübler, K. Schmedders, J. Brumm, and M. Grill
Working Papers
4 jan. 2017
N° 17-03: Earnings Management and the Role of Moral Values in Investing
A. Wagner, R. Gibson, M. Sohn, C. Tanner
Working Papers
3 jan. 2017
N°17-02: Best Friend or Worst Enemy? - Dynamics and Multiple Equilibria with Arbitrage, Production and Collateral Constraints, A.Q. Zhang, 2017.
A.Q.Zhang
Working Papers
2 jan. 2017
N°17-01: The Consumption Response to Minimum Wages: Evidence from Chinese Households
H. Hau, E. Dautovic, Y. Huang
Working Papers
1 jan. 2017
Debt Enforcement, Investment, and Risk Taking Across Countries
E. Morellec, P. Valta, G. Favara and E. Schroth
Academic Publications
1 jan. 2017