A Simple Microstructure Return Model Explaining Microstructure Noise and Epps Effects
D. Sornette, A. Saichev
Academic Publications
1. Jan. 2014
Upcoming
A Note on the Condition of No Unbounded Profit with Bounded Risk
M. Schweizer, K. Takaoka
Academic Publications
1. Jan. 2014
Upcoming
A Heat Kernel Approach to Interest Rate Models
J. Teichmann, J. Akahori, Y. Hishida and T. Tsuchiya
Academic Publications
1. Jan. 2014
Upcoming
1980-2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future, with P. Cauwels, Risks
D. Sornette, P. Cauwels
Academic Publications
1. Jan. 2014
Upcoming
The Term Structure of Interbank Risk
D. Filipović, A. Trolle
Academic Publications
1. Jan. 2013
Upcoming
Realizing Smiles: Options Pricing with Realized Volatility
F. Corsi, N. Fusari, and D. La Vecchia
Academic Publications
1. Jan. 2013
Upcoming
Real Effects of Stock Underpricing
H. Hau, S. Lai
Academic Publications
1. Jan. 2013
Upcoming
R&D and the Incentives from Merger and Acquisition Activity
G. Phillips and A. Zhdanov
Academic Publications
1. Jan. 2013
Upcoming
Preferences for Truthfulness: Heterogeneity Among and Within Individuals
A. Wagner, R. Gibson Brandon, C. Tanner
Academic Publications
1. Jan. 2013
Upcoming
Optimal Incentives and Securitization of Defaultable Assets
S. Malamud, H. Rui, and A. Whinston
Academic Publications
1. Jan. 2013
Upcoming
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
L. Mancini, A. Ranaldo, and J. Wrampelmeyer
Academic Publications
1. Jan. 2013
Upcoming
Inferior Good and Giffen Behavior for Investing and Borrowing
F. Kübler, L. Selden, and X. Wei
Academic Publications
1. Jan. 2013
Upcoming
Health and (other) Asset Holdings
P. St-Amour, J. Hugonnier, F. Pelgrin
Academic Publications
1. Jan. 2013
Upcoming
Growth Options, Macroeconomic Conditions, and the Cross Section of Credit Risk
A. Wagner, M. Arnold, R. Westermann
Academic Publications
1. Jan. 2013
Upcoming
Do Implicit Barriers Matter for Globalization
I. Chaieb, F.Carrieri, V. Errunza
Academic Publications
1. Jan. 2013
Upcoming