Limited Attention to Detail in Financial Markets: Evidence from Reduced-Form and Structural Estimation
Z. Sautner, H. Cronqvist, T. Ladika, E. Pazaj
Academic Publications
2. Apr. 2024
Is it Alpha or Beta? Decomposing Hedge Fund returns when models are misspecified.
P. Gagliardini, O. Scaillet, D. Ardia, L. Barras
Academic Publications
2. Apr. 2024
Asset Life, Leverage, and Debt Maturity Matching
E. Morellec, T. Geelen, J. Hajda, A. Winegar
Academic Publications
2. Apr. 2024
ESG Shareholder Engagement and Downside Risk
Z. Sautner, A. G. F. Hoepner, I. Oikonomou, L. T. Starks, X. Y. Zhou
Academic Publications
20. März 2024
How Integrated are Credit and Equity Markets? Evidence from Index Options
P. Collin-Dufresne, B. Junge, A. B. Trolle
Academic Publications
25. Jan. 2024
Financial returns to household inventory management
L. Küng , S. R. Baker, S. Johnson
Academic Publications
23. Jan. 2024
The Virtue of Complexity in Return Prediction
S. Malamud, B. T. Kelly, K. Zhou
Academic Publications
4. Jan. 2024
Return predictability with endogenous growth
L. Bretscher, F. M. Bandi, A. Tamoni
Academic Publications
6. Nov. 2023
International Portfolio Choice with Frictions: Evidence from Mutual Funds.
P. Bacchetta, S. Tièche, E. van Wincoop
Academic Publications
18. Okt. 2023
Liquidity, Volume, and Order Imbalance Volatility
P. Collin-Dufresne, V. Bogousslavsky
Academic Publications
30. Aug. 2023
Cross-selling in bank-household relationships: Mechanisms and implications for pricing
C. Basten, R. Juelsrud
Academic Publications
11. Aug. 2023
Financial Intermediation, Capital Accumulation and Crisis Recovery
J. Rochet, H. Gersbach, M. Scheffel
Academic Publications
2. Aug. 2023
Climate Risk Disclosure and Institutional Investors
P. Krüger, Z. Sautner, E. Ilhan, L. T. Starks
Academic Publications
25. Juli 2023