Nº 21-87: Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost for U.S. Data
A. Goyal, A. Subrahmanyam, B. Swaminathan
Working Papers
30. Nov. 2021
Nº 21-86: Picking Partners: Manager Selection in Private Markets
A. Goyal, S. Wahal, M. Deniz Yavuz
Working Papers
29. Nov. 2021
Nº 21-85: A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction II
A. Goyal, I. Welch, A. Zafirov
Working Papers
28. Nov. 2021
Nº 21-84: ESG news, future cash flows, and firm value
P. Krüger, F. Derrien, A. Landier, T. Yao
Working Papers
27. Nov. 2021
Nº 21-83: Structured Additive Regression and Tree Boosting
M. Hoesli, M. Mayer, S. C. Bourassa, D. Scognamiglio
Working Papers
26. Nov. 2021
Nº 21-82: The Dynamics of Loan Sales and Lender Incentives
E. Morellec, S. Gryglewicz, S. Mayer
Working Papers
25. Nov. 2021
Nº 21-81: CBDC as Imperfect Substitute to Bank Deposits: A Macroeconomic Perspective
P. Bacchetta, E. Perazzi
Working Papers
24. Nov. 2021
Nº 21-80: Can Sticky Portfolios Explain International Capital Flows and Asset Prices?
P. Bacchetta, M. Davenport, E. van Wincoop
Working Papers
23. Nov. 2021
Nº 21-79: Does Board Overlap Promote Coordination Between Firms?
H. Hau, H. Geng, R. Michaely, B. Nguyen
Working Papers
22. Nov. 2021
Nº 21-78: Optimal Investment and Equilibrium Pricing under Ambiguity
P. Schneider, M. Anthropelos
Working Papers
17. Nov. 2021
Nº 21-77: ESG Screening in the Fixed-Income Universe
E. Jondeau, F. Alessandriniy, D. B. Balula
Working Papers
15. Nov. 2021
Nº 21-76: Multi-asset Financial Bubbles in an Agent-based Model with Noise Traders’ Herding Described by an n-vector Ising Model
D. Sornette, D. Cividino, R. Westphal
Working Papers
11. Nov. 2021
Nº 21-75: Bank Lending Policies and Monetary Policy: Some Lessons from the Negative Interest Era
S. Ongena, O. Arce, M. Garcia-Posada, S. Mayordomo
Working Papers
10. Nov. 2021
Nº 21-74: The Price of Money: How Collateral Policy Affects the Yield Curve
K. Nyborg, J. Woschitz
Working Papers
9. Nov. 2021
Nº 21-73: Heterogeneous Tail Generalized Common Factor Modeling
M. Paolella, S. Hediger, J. Näf, P. Polak
Working Papers
20. Okt. 2021