N°23-72: Behavioral Finance through the Lens of Evolution: "Survival of the Fittest" for Portfolio Rules
T. Hens, I. Evstigneev, M. Vanaei, M. Zhitlukhin
Working Papers
31. Aug. 2023
N°23-71: Foreign Exchange Intervention with UIP and CIP Deviations: The Case of Small Safe Haven Economies
P. Bacchetta, K. Benhima, B. Berthold
Working Papers
30. Aug. 2023
Liquidity, Volume, and Order Imbalance Volatility
P. Collin-Dufresne, V. Bogousslavsky
Academic Publications
30. Aug. 2023
N°23-70: Profit Shifting and the Banks
S. Ongena, F. Delis, M. Delis, S. Kokas, L. Laeven
Working Papers
29. Aug. 2023
N°23-69: Competitive Pressure and ESG
V. Pursiainen, H. Sun, Y. Xiang
Working Papers
21. Aug. 2023
N°23-68: Price Formation in the Foreign Exchange Market
S. Malamud, F. Gallien, S. Glebkin, S. Kassibrakis, A. Teguia
Working Papers
18. Aug. 2023
N°23-67: Integrated Intermediation and Fintech Market Power
V. Chau, G. Buchak, A. Jørring
Working Papers
17. Aug. 2023
N°23-66: Climate Transition Risks of Banks
Z. Sautner, F. Martini, S. Steffen, C. Theunisz
Working Papers
16. Aug. 2023
N°23-65: Investing in Your Alumni: Endowments' Investment Choices in Private Equity
R. Füss, S. Morkoetter, M. Oliveira
Working Papers
15. Aug. 2023
N°23-64: Do Mutual Funds Greenwash? Evidence from Fund Name Changes
V. Orlov, A. Cochardt, S. Heller
Working Papers
14. Aug. 2023
N°23-63: How Prevalent Are Short Squeezes? Evidence From the US and Europe
M. Pirovano, F. Allen, M. Haas, A. Tengulov
Working Papers
10. Aug. 2023
N°23-62: The Chinese Trading Halt Puzzle
Z. Zhao, C. H. Liu, C. Trzcinka
Working Papers
9. Aug. 2023
N°23-61: Which is Worse: Heavy Tails or Volatility Clusters?
J. Traut, W. Schadner
Working Papers
3. Aug. 2023
N°23-60: Deep Learning from Implied Volatility Surfaces
B. Kuznetsov, S. Malamud, B. Kelly, T. A. Xu
Working Papers
2. Aug. 2023
Financial Intermediation, Capital Accumulation and Crisis Recovery
J. Rochet, H. Gersbach, M. Scheffel
Academic Publications
2. Aug. 2023