Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?
N. Schürhoff, R. Green, D. Li
Academic Publications
1. Jan. 2010
Upcoming
Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
P. Bacchetta, E. van Wincoop
Academic Publications
1. Jan. 2010
Upcoming
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
O. Scaillet, L. Barras, R. Wermers
Academic Publications
1. Jan. 2010
Upcoming
Dynamic Investment and Financing under Personal Taxation
E. Morellec, N. Schürhoff
Academic Publications
1. Jan. 2010
Upcoming
Correlation Risk and Optimal Portfolio Choice
F. Trojani, A. Buraschi, P. Porchia
Academic Publications
1. Jan. 2010
Upcoming
Auctioned IPOs: The U.S. Evidence
F. Degeorge, F. Derrien, and K. Womack
Academic Publications
1. Jan. 2010
Upcoming
Underinvestment vs. Overinvestment: Evidence from Price Reactions to Pension Contributions
F. Franzoni
Academic Publications
1. Jan. 2009
Upcoming
Risk Sharing, Finance, and Institutions in International Portfolios
M. Fratzscher and J. Imbs
Academic Publications
1. Jan. 2009
Upcoming
Information Percolation with Equilibrium Search Dynamics
S. Malamud, D. Duffie and G. Manso
Academic Publications
1. Jan. 2009
Upcoming
Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
A. Beber, M. Brandt, and K. Kavajecz
Academic Publications
1. Jan. 2009
Upcoming
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
B. Dumas, A. Kurshev, and R. Uppal
Academic Publications
1. Jan. 2009
Upcoming
Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
P. St-Amour, D. Georges and D. Vencatachellum
Academic Publications
1. Jan. 2009
Upcoming
Ambiguity Aversion and the Term Structure of Interest Rates
F. Trojani, P. Gagliardini, P. Porchia
Academic Publications
1. Jan. 2009
Upcoming
Stock Returns in Mergers and Acquisitions
E. Morellec, D. Hackbarth
Academic Publications
1. Jan. 2008
Upcoming
How Common are Common Return Factors Across Nyse and Nasdaq?
A. Goyal, C. Pérignon, C. Villa
Academic Publications
1. Jan. 2008
Upcoming