Direct Versus Iterated Multi-Period Volatility Forecasts
A. Plazzi, E. Ghysels, R. I. Valkanov, A. R. Serrano, A. Dossani
Academic Publications
20 nov. 2019
Inference in Group Factor Models with an Application to Mixed-Frequency Data
P. Gagliardini, E. Andreou, E. Ghysels, M. Rubin
Academic Publications
12 sept. 2019
Brokers and order flow leakage: Evidence from fire sales
F. Franzoni, A. Barbon, M. Di Maggio, A. Landier
Academic Publications
9 août 2019
Inflation Risk Premia, Yield Volatility and Macro Factors
A. Plazzi, A. Berardi
Academic Publications
22 juil 2019
The Relevance of Broker Networks for Information Diffusion in the Stock Market
F. Franzoni, M. Di Maggio, A. Kermani, C. Sommavilla
Academic Publications
12 juil 2019
Product Market Competition and Option Prices
E. Morellec, A. Zhdanov
Academic Publications
12 juil 2019
Owners’ Portfolio Diversification and Firm Investment: Theory and Evidence from Private and Public Firms
R. Michaely, E. Lyandres, M.-T. Marchica, R. Mura
Academic Publications
12 juil 2019
Costs and Benefits of Financial Conglomerate Affiliation: Evidence from Hedge Funds
F. Franzoni, M. Giannetti
Academic Publications
12 juil 2019
Consumption Taxes and Corporate Investment
R. Michaely, M. Jacob, M.A. Müller
Academic Publications
12 juil 2019
Average Skewness Matters!
E. Jondeau, Q. Zhang, X. Zhu
Academic Publications
12 juil 2019
Noisy Stock Prices and Corporate Investment
L. Frésard, O. Dessaint, T. Foucault, A. Matray
Academic Publications
1 juil 2019
Liquidity, Innovation, and Endogenous Growth
S. Malamud, F. Zucchi
Academic Publications
1 mai 2019
An Anatomy of the Market Return
P. Schneider
Academic Publications
1 mai 2019
(Almost) Model-Free Recovery
P. Schneider, F. Trojani
Academic Publications
1 mai 2019