Nº 19-67: ESG Rating Disagreement and Stock Returns
P. Krüger, R. Gibson, P. S. Schmidt
Working Papers
24 déc. 2019
Nº 19-66: Climate Risk Disclosure and Institutional Investors
P. Krüger, E. Ilhan, Z. Sautner, L. T. Starks
Working Papers
24 déc. 2019
Nº 19-65: Extracting Statistical Factors When Betas are Time-Varying
P. Gagliardini, H. Ma
Working Papers
23 déc. 2019
Nº 19-64: Volatility Dependent Structured Products
W. Farkas, A. Dyachenko, M. O. Rieger
Working Papers
23 déc. 2019
N°19-63: Bank Restructuring without Government Intervention
J. Rochet, M. Lucchetta, B.M. Parigi
Working Papers
11 déc. 2019
N°19-62: Financial Intermediation, Capital Accumulation and Crisis Recovery
J. Rochet, H. Gersbach, M. Scheffel
Working Papers
11 déc. 2019
N°19-61: Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply
O. Scaillet, L. Barras, R. Wermers
Working Papers
5 déc. 2019
N° 16-54: Does Corporate Governance Matter? Evidence from the AGR Governance Rating
A. Plazzi, U. Yilmaz, W. N. Torous
Working Papers
19 nov. 2019
N° 19-60: Why do U.S. CEOs Pledge their Own Company’s Stock?
K. Fabisik
Working Papers
14 nov. 2019
N° 19-59: The Impact of Pensions and Insurance on Global Yield Curves
R. Greenwood, A. Vissing-Jorgensen
Working Papers
11 nov. 2019
N° 19-58: Banks, Non-Banks, and the Incorporation of Local Information in CMBS Loan Pricing
S. Ongena, P. Eichholtz, N. Mimiroglu, E. Yönder
Working Papers
5 nov. 2019
N° 19-57: Dispersion of Beliefs Bounds: Sentimental Recovery
P. Schneider, A. Pazarbasi, G. Vilkov
Working Papers
31 oct. 2019
N° 19-56: An Improved Method to Predict Assignment of Stocks into Russell Indexes
F. Franzoni, I. Ben-David, R. Moussawi
Working Papers
30 oct. 2019
N° 19-55: Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan
A. Barbon, V. Gianinazzi
Working Papers
22 oct. 2019
N° 19-54: Weighted Monte Carlo with Least Squares and Randomized Extended Kaczmarz for Option Pricing
D. Filipović, K. Glau, Y. Nakatsukasa, F. Statti
Working Papers
22 oct. 2019