The Beneficial Ties between Hedge Funds and Financial Conglomerates
F. Franzoni, M. Giannetti
Roundups
8 fév. 2017
N°17-39: The Reluctant Defaulter: A Tale of High Government Debt
M. Habib, J. Rochet, F. Collard
Working Papers
8 fév. 2017
N°17-38: Financial Intermediation, Capital Accumulation and Crisis Recovery, H. Gersbach, J.-C. Rochet and M. Scheffel, 2017.
J. Rochet, H. Gersbach, M. Scheffel
Working Papers
7 fév. 2017
N°17-37: p-Hacking: Evidence from Two Million Trading Strategies, T. Chordia, A. Goyal and A. Saretto, 2017.
A. Goyal, T. Chordia, A. Saretto
Working Papers
6 fév. 2017
N°17-36: Paths to Convergence: Stock Price Behavior After Donald Trump's Election, A. F. Wagner, R. J. Zeckhauser and A. Ziegler, 2017.
A. Wagner, R. J. Zeckhauser, A. Ziegler
Working Papers
5 fév. 2017
N°17-35: The Price of Law: The Case of the Eurozone Collective Action Clauses, E. Carletti, P. Colla, G. M. Gulati and S. Ongena, 2017.
S. Ongena, E. Carletti, P. Colla, G. M. Gulati
Working Papers
4 fév. 2017
N°17-34: A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises), D. Smug, D. Sornette and P. Ashwin, 2017.
D. Sornette, D. Smug, P. Ashwin
Working Papers
3 fév. 2017
N°17-33: Super-Exponential RE Bubble Model with Efficient Crashes, J. L. Kreuser and D. Sornette, 2017.
D. Sornette, J. L. Kreuser
Working Papers
2 fév. 2017
Do Independent Director Departures Predict Future Bad Events?
R. Fahlenbrach, A. Low, R. Stulz
Academic Publications
2 fév. 2017
N°17-32: The Sovereign Debt Crisis: Flights or Freezes?
P. Östberg, T. Richter
Working Papers
1 fév. 2017
Asset pricing when “this time is different”
P. Collin-Dufresne, P. Johannes, and M. Lochst
Academic Publications
1 fév. 2017
N°17-31: Earning investor trust: The role of past earnings management, F. Eugstery, A. F. Wagner, 2017.
A. Wagner, F. Eugstery
Working Papers
31 jan. 2017
N°17-30: Relationship Trading in OTC Markets, T. Hendershott, D. Li, D. Livdan and N. Schürhoff, 2017.
N. Schürhoff, T. Hendershott, D. Li, D. Livdan
Working Papers
30 jan. 2017
N°17-29: Dynamic Mean-Variance Optimisation Problems with Deterministic Information, M. Schweizer, D. Zivoi, and M. Sikic, 2017.
M. Schweizer, D. Zivoi, M. Sikic
Working Papers
29 jan. 2017
Nº 17-28: An Evolutionary Finance Model with Short Selling and Endogenous Asset Supply
T. Hens, R. Amir , S. Belkov, I. V. Evstigneev
Working Papers
28 jan. 2017