N°18-08: Spanning Tests for Markowitz Stochastic Dominance, S. Arvanitis, O. Scaillet and N. Topaloglou, 2018.
O. Scaillet, S. Arvanitis, N. Topaloglou
Working Papers
8 Jan. 2018
N°18-07: When Are Stocks Less Volatile in the Long Run?, E. Jondeau, Q. Zhang and X. Zhu, 2018.
E. Jondeau, Q. Zhang, X. Zhu
Working Papers
7 Jan. 2018
N°18-06: Anonymous Lending and Rollover Risk
L. Mancini, T. Dieler
Working Papers
6 Jan. 2018
N°18-05: How is Liquidity Priced in Global Markets?
I. Chaieb, V. R. Errunza, H. Langlois
Working Papers
5 Jan. 2018
N°18-04: Factors and Risk Premia in Individual International Stock Returns
I. Chaieb, O. Scaillet, H. Langlois
Working Papers
4 Jan. 2018
N°18-03: Global Portfolio Rebalancing and Exchange Rates, E. Camanho, H. Hau and H. Rey, 2018.
H. Hau, E. Camanho, H. Rey
Working Papers
3 Jan. 2018
N°18-02: Option Trading Under Uncertainty
P. Schneider
Working Papers
2 Jan. 2018
N°18-01: Working with Women, Do Men Get All the Credit?
S. Ongena, S. Qi, H. Cheng
Working Papers
1 Jan. 2018
Development of Real Estate Prices in Different Market Phases
D. Sornette, D. Scognamiglio
Roundups
9 Nov. 2017
N°17-30: Signaling Safety
R. Michaely, S. Rossi, M. Weber
Working Papers
4 Nov. 2017
Company Stock Price Reactions to the 2016 Election Shock: Trump, Taxes and Trade
A. Wagner, R. J. Zeckhauser and A. Ziegler
Academic Publications
6 Oct. 2017
Non-Financial Concerns Matter to Investors
A. Wagner, R. Gibson Brandon, Ch. Schmid
Roundups
2 Oct. 2017
Central Banks and the Rise of Collateral
K. Nyborg
Roundups
1 June 2017
The Pound on Brexit Night: The Market’s Failure to Predict the Predictable
D. Sornette, S. Wheatley, K. Wu
Roundups
3 May 2017
Unequal Rewards to Firms: Stock Market Responses to the Trump Election and the 2017 Corporate Tax Reform
A. Wagner, R. J. Zeckhauser, A. Ziegler
Academic Publications
1 May 2017