N°15-65: How Do Investors and Firms React to a Large Unexpected Currency Appreciation Shock?
R. Fahlenbrach, P. Krüger, M. Efing, C. Herper
Working Papers
15 Sept. 2015
N°15-64: The Pricing Kernel Density: The Case of the Information that Did Not Bark, G. Barone-Adesi and C. Sala, 2015.
G. Barone-Adesi, C. Sala
Working Papers
12 Sept. 2015
N°15-68: Costs and Benefits of Financial Conglomerate Affiliation: Evidence from Hedge Funds, F. Franzoni and M. Giannetti, 2015.
F. Franzoni, M. Giannetti
Working Papers
10 Sept. 2015
N°15-63: Countercyclical Foreign Currency Borrowing: Eurozone Firms in 2007-2009, P. Bacchetta and O. Merrouche, 2015.
P. Bacchetta, O. Merrouche
Working Papers
10 Sept. 2015
N°15-67: The Granular Nature of Large Institutional Investors
F. Franzoni, I. Ben-David, R. Moussawi, J. Sedunov
Working Papers
9 Sept. 2015
N°15-66: Option Market Trading Activity and the Estimation of the Pricing Kernel A Bayesian Approach
G. Barone-Adesi, N. Fusari, C. Sala, A. Mira
Working Papers
8 Sept. 2015
N°15-62: Secular Bipolar Growth Rate of the Real US GDP per Capita: Implications for Understanding Past and Future Economic Growth, S. C. Lera and D. Sornette, 2015.
D. Sornette, S. C. Lera
Working Papers
7 Sept. 2015
N°15-61: An Anatomy of the Market Return, P. Schneider, 2015.
P. Schneider
Working Papers
5 Sept. 2015
N°15-60: Divergence and the Price of Uncertainty, P. Schneider and F. Trojani, 2015.
P. Schneider, F. Trojani
Working Papers
1 Sept. 2015
N°15-59: Herding and Stochastic Volatility, W. Farkas, C. Necula, and B. Waelchli, 2015.
W. Farkas, C. Necula, and B. Waelchli
Working Papers
25 June 2015
N°15-58: Sentiment Lost: The Effect of Projecting the Empirical Pricing Kernel Onto a Smaller Filtration Set, G. Barone-Adesi, and C. Sala, 2015.
G. Barone-Adesi, C. Sala
Working Papers
21 June 2015
N°15-57: Birth or Burst of Financial Bubbles: Which One is Easier to Diagnose?, G. Demos, D. Sornette, and Q. Zhang, 2015.
D. Sornette, G. Demos and Q. Zhang
Working Papers
17 June 2015
N°15-56: Statistical Testing of DeMark Technical Indicators on Commodity Futures, D. Daly, M. Lissandrin, and D. Sornette, 2015.
D. Sornette, D. Daly, M. Lissandrin
Working Papers
15 June 2015
N°15-58: Sentiment Lost: The Effect of Projecting the Empirical Pricing Kernel Onto a Smaller Filtration Set, C. Sala, G. Barone-Adesi, 2015.
G. Barone-Adesi, C. Sala
Working Papers
13 June 2015
N°15-55: Informed Trading in the Stock Market and Option Price Discovery, P. Collin-Dufresne, V. Fos, and D. Muravyev, 2015.
P. Collin-Dufresne, V. Fos, and D. Muravyev
Working Papers
13 June 2015