Nº 20-119: Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices
A. Mele, W. Distaso, G. Vilkov
Working Papers
25 Dec. 2020
Nº 20-118: Insider Trading Regulation and Market Quality Tradeoffs
A. Mele, F. Sangiorgi
Working Papers
24 Dec. 2020
Nº 20-117: Pollution Permits and Financing Costs
S. Ongena, F. Antoniou, M. D. Delis, C. Tsoumas
Working Papers
23 Dec. 2020
Nº 20-116: Divorce and Credit
S. Ongena, S. Qi, S. Chen, J. You
Working Papers
22 Dec. 2020
Nº 20-115: Correlation in State and Local Tax Changes
L. Küng , S. R. Baker, P. Janas
Working Papers
21 Dec. 2020
Nº 20-114: Financial Returns to Household Inventory Management
L. Küng , S. R. Baker, S. Johnson
Working Papers
20 Dec. 2020
Nº 20-113: (When) Do Banks React to Anticipated Capital Reliefs?
S. Ongena, G. Arnould, B. Guin, P. Siciliani
Working Papers
19 Dec. 2020
Nº 20-112: Supranational Rules, National Discretion: Increasing versus Inflating Regulatory Bank Capital?
S. Ongena, R. Gropp, T. C. Mosk, I. Simac, C. Wix
Working Papers
18 Dec. 2020
Nº 20-111: Leveraged Loans: Is High Leverage Risk Priced in?
S. Ongena, D. Newton, R. Xie, B. Zhao
Working Papers
17 Dec. 2020
Nº 20-110: Predicting Corporate Bond Returns: Merton Meets Machine Learning
A. Goyal, T. G. Bali, D. Huang, F. Jiang, Q. Wen
Working Papers
16 Dec. 2020
Nº 20-109: Do Proprietary Traders Provide Liquidity?
R. Michaely, N. Bergman, O. Kadan, P. C. Moulton
Working Papers
15 Dec. 2020
Nº 20-108: Cybersecurity Risk
R. Michaely, C. Florackis, C. Louca, M. Weber
Working Papers
14 Dec. 2020
Nº 20-107: The Global Factor Structure of Exchange Rates
S. Korsaye, F. Trojani, S. A. Korsaye, A. Vedolin
Working Papers
13 Dec. 2020
Nº 20-106: Does Alternative Data Improve Financial Forecasting? The Horizon Effect
L. Frésard, O. Dessaint, T. Foucault
Working Papers
12 Dec. 2020
Information Revealed through the Regulatory Process: Interactions between the SEC and Companies ahead of Their IPO
R. Michaely, M. Lowry, E. Volkova
Academic Publications
12 Dec. 2020