N°17-41: Option Pricing with Orthogonal Polynomial Expansions, D. Ackerer and D. Filipovic, 2017.
D. Filipović, D. Ackerer
Working Papers
10. Feb. 2017
N°17-40: The Rise of NGO Activism, J. Daubanes and J.-C. Rochet, 2017.
J. Rochet, J.Daubanes
Working Papers
9. Feb. 2017
The Beneficial Ties between Hedge Funds and Financial Conglomerates
F. Franzoni, M. Giannetti
Roundups
8. Feb. 2017
N°17-39: The Reluctant Defaulter: A Tale of High Government Debt
M. Habib, J. Rochet, F. Collard
Working Papers
8. Feb. 2017
N°17-38: Financial Intermediation, Capital Accumulation and Crisis Recovery, H. Gersbach, J.-C. Rochet and M. Scheffel, 2017.
J. Rochet, H. Gersbach, M. Scheffel
Working Papers
7. Feb. 2017
N°17-37: p-Hacking: Evidence from Two Million Trading Strategies, T. Chordia, A. Goyal and A. Saretto, 2017.
A. Goyal, T. Chordia, A. Saretto
Working Papers
6. Feb. 2017
N°17-36: Paths to Convergence: Stock Price Behavior After Donald Trump's Election, A. F. Wagner, R. J. Zeckhauser and A. Ziegler, 2017.
A. Wagner, R. J. Zeckhauser, A. Ziegler
Working Papers
5. Feb. 2017
N°17-35: The Price of Law: The Case of the Eurozone Collective Action Clauses, E. Carletti, P. Colla, G. M. Gulati and S. Ongena, 2017.
S. Ongena, E. Carletti, P. Colla, G. M. Gulati
Working Papers
4. Feb. 2017
N°17-34: A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises), D. Smug, D. Sornette and P. Ashwin, 2017.
D. Sornette, D. Smug, P. Ashwin
Working Papers
3. Feb. 2017
N°17-33: Super-Exponential RE Bubble Model with Efficient Crashes, J. L. Kreuser and D. Sornette, 2017.
D. Sornette, J. L. Kreuser
Working Papers
2. Feb. 2017
Do Independent Director Departures Predict Future Bad Events?
R. Fahlenbrach, A. Low, R. Stulz
Academic Publications
2. Feb. 2017
N°17-32: The Sovereign Debt Crisis: Flights or Freezes?
P. Östberg, T. Richter
Working Papers
1. Feb. 2017
Asset pricing when “this time is different”
P. Collin-Dufresne, P. Johannes, and M. Lochst
Academic Publications
1. Feb. 2017
N°17-31: Earning investor trust: The role of past earnings management, F. Eugstery, A. F. Wagner, 2017.
A. Wagner, F. Eugstery
Working Papers
31. Jan. 2017
N°17-30: Relationship Trading in OTC Markets, T. Hendershott, D. Li, D. Livdan and N. Schürhoff, 2017.
N. Schürhoff, T. Hendershott, D. Li, D. Livdan
Working Papers
30. Jan. 2017