N°18-71: Empirical Asset Pricing via Machine Learning, S. Gu, B. Kelly and D. Xiu, 2018.
S. Gu, B. Kelly and D. Xiu
Working Papers
13 Nov. 2018
N°18-70: Large financial markets, discounting, and no asymptotic arbitrage, D. Á. Bálint and M. Schweizer, 2018.
M. Schweizer, D. Á. Bálint
Working Papers
12 Nov. 2018
N°18-69: Municipal Bond Markets, D. Cestau, B. Hollifield, and N. Schürhoff, 2018.
N. Schürhoff, D. Cestau, B. Hollifield
Working Papers
6 Nov. 2018
N°18-68: Valuation in the Public and Private Sectors: Tax, Risk, Debt Capacity, and the Cost of Capital, R. A. Brealey, I. A. Cooper, and M. A. Habib, 2018.
M. Habib, R. A. Brealey, I. A. Cooper
Working Papers
27 Oct. 2018
N°18-67: Are CoCo Bonds a Good Substitute for Equity? Evidence from European Banks, H. Hau and G. Hrasko, 2018.
H. Hau, G. Hrasko
Working Papers
26 Oct. 2018
N°18-66: Skill, Scale, and Value Creation in the Mutual Fund Industry
P. Gagliardini, O. Scaillet, L. Barras
Working Papers
25 Oct. 2018
Portfolio Choice when Stock Returns may Disappoint: An Empirical Analysis Based on L-moments
L. Mancini, H. Fallahgoul, S. V. Stoyanov
Working Papers
24 Oct. 2018
N°18-28: CEO Networks and the Labor Market for Directors
R. Fahlenbrach, H. Kim, A. Low
Working Papers
21 March 2018
N°18-65: Portfolio Choice When Stock Returns May Disappoint: An Empirical Analysis Based on L-Moments
L. Mancini, H. Fallahgoul, S. V. Stoyanov
Working Papers
6 March 2018
N°18-64: Crash-o-phobia in Currency Carry Trade Returns, R. Hammerschmid and A. Janssen, 2018.
R. Hammerschmid and A. Janssen
Working Papers
5 March 2018
N°18-63: Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections
A. Wagner, S. Ramelli, R. J. Zeckhauser, A. Ziegler
Working Papers
4 March 2018
N°18-62: Walk the line Do investors reward firms that exploit regulatory grey areas?, M. Ceccarelli, 2018.
M. Ceccarelli
Working Papers
3 March 2018
N°18-61: Fuel the Engine: Bank Credit and Firm Innovation, S. Qi, and S. Ongena, 2018.
S. Ongena, S. Qi
Working Papers
2 March 2018
N°18-60: Hedge or Rebalance: Optimal Risk Management with Transaction Costs, F. Gallien, S. Kassibrakis, and S. Malamud, 2018.
S. Malamud, F. Gallien, S. Kassibrakis
Working Papers
1 March 2018
N°18-59: Frictional Intermediation in Over-the-Counter Markets, J. Hugonnier, B. R. Lester, and P. Weill, 2018.
J. Hugonnier, B. R. Lester, P. Weill
Working Papers
28 Feb. 2018