N° 19-11: What Do Insiders Know? Evidence from Insider Trading Around Share Repurchases and SEOs
P. Cziraki, E. Lyandres
Working Papers
12 March 2019
N°19-05: Repo Rates and the Collateral Spread: Evidence, K. G. Nyborg, and C. Rösler, 2019.
K. Nyborg, C. Rösler
Working Papers
20 Feb. 2019
N°19-04: Repo Rates and the Collateral Spread Puzzle, K. G. Nyborg, 2019.
K. Nyborg
Working Papers
20 Feb. 2019
N°19-03: The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune
A. Wagner, Z. M. Filipovic
Working Papers
15 Feb. 2019
N°19-02: Direct versus Iterated Multi-Period Volatility Forecasts
A. Plazzi, E. Ghysels, R. I. Valkanov, A. R. Serrano, A. Dossani
Working Papers
15 Feb. 2019
N°19-01: On the Solution of High-Dimensional Macro Models with Distributional Channels, L. Mazzone, 2019.
L. Mazzone
Working Papers
16 Jan. 2019
N°18-79: What Are the Shareholder Value Implications of Non-Voted Shareholder Proposals?
M. Couvert
Working Papers
16 Jan. 2019
N°18-78: Distance-Based Metrics: A Bayesian Solution to the Power and Extreme-Error Problems in Asset-Pricing Tests, A. Goyal, Z. L. He, and S. W. Huh, 2018.
A. Goyal, Z. L. He, S. W. Huh
Working Papers
19 Dec. 2018
N°18-77: Participants' Reputation in the Syndicated Lending Market, D. Kalyaeva, 2018.
D. Kalyaeva
Working Papers
18 Dec. 2018
N°18-76: Estimation and Updating Methods for Hedonic Valuation, M. Mayer, S. C. Bourassa, M. Hoesli, and D. F. Scognamiglio, 2018.
M. Hoesli, M. Mayer, S. C. Bourassa, D. F. Scognamiglio
Working Papers
17 Dec. 2018
N°18-75: Why Are Firms With More Managerial Ownership Worth Less?, K. Fabisik, R. Fahlenbrach, R. M. Stulz ,and J. Taillard, 2018.
R. Fahlenbrach, K. Fabisik, R. M. Stulz, J. Taillard
Working Papers
12 Dec. 2018
N°18-74: The Sources of Financing Constraints, B. Nikolov, L. Schmid ,and R. Steri, 2018.
B. Nikolov, R. Steri, L. Schmid
Working Papers
11 Dec. 2018
N°18-73: Noisy Stock Prices and Corporate Investment, O. Dessaint, T. Foucault, L. Frésard, and A. Matray, 2018.
L. Frésard, O. Dessaint, T. Foucault, A. Matray
Working Papers
5 Dec. 2018
N°18-74: The Sources of Financing Constraints
B. Nikolov, L. Schmid, R. Steri
Working Papers
30 Nov. 2018
N°18-72: Bank Bonus Pay as a Risk Sharing Contract, M. Efing, H. Hau, P. Kampkötter, and J. C. Rochet, 2018.
H. Hau, J. Rochet, M. Efing, and P. Kampkötter
Working Papers
22 Nov. 2018