Nº 20-71: True Cost of Immediacy
N. Schürhoff, T. Hendershott, D. Li, D. Livdan
Working Papers
24 août 2020
Nº 20-70: Financial Returns to Household Inventory Management
L. Küng , S. R. Baker, S. Johnson
Working Papers
23 août 2020
Nº 20-69: Securities Lending and Information Transmission: a Model of Endogenous Short-Sale Constraint
A. Pankratov
Working Papers
21 août 2020
Nº 20-68: Nepotism in IPOs: Consequences for Issuers and Investors
F. Degeorge, G. Pratobevera
Working Papers
20 août 2020
Nº 20-67: Principal Portfolios
S. Malamud, B. T. Kelly, L. H. Pedersen
Working Papers
10 août 2020
Nº 20-66: Price Discovery for Options
S. Malamud, M. Tseng, Y. Zhang
Working Papers
9 août 2020
Nº 20-65: How Integrated are Credit and Equity Markets? Evidence From Index Options
P. Collin-Dufresne, B. Junge, A. B. Trolle
Working Papers
8 août 2020
Nº 20-64: Limited Attention and Option Prices
A. Goyal, A. Boulatov, A. Eisdorfer, A. Zhdanov
Working Papers
7 août 2020
Nº 20-63: Choosing Investment Managers
A. Goyal, S. Wahal, M. D. Yavuz
Working Papers
6 août 2020
Nº 20-62: Population Aging and Bank Risk-Taking
G. Kabas, S. Ongena, S. Doerr
Working Papers
5 août 2020
Nº 20-61: Out of Balance: Do Analysts Issue Sell Recommendations to Manage their Recommendation Distributions?
R. Michaely, C. C. Kang, K. J. Merkley, J. Pacelli
Working Papers
4 août 2020
Nº 20-60: Political Activism and Market Power
R. Michaely, E. Ferracuti, L. Wellman
Working Papers
3 août 2020
Nº 20-59: Government Support for SMEs in Response to COVID-19: Theoretical Model Using Wang Transform
D. Sornette, S. S. Wang, J. R. Goh, H. Wang, E. Y. Yang
Working Papers
2 août 2020
Measuring Sovereign Bond Market Integration
I. Chaieb, V. Errunza, R.G. Brandon
Academic Publications
2 août 2020
Nº 20-58: Impact of Governmental Interventions on Epidemic Progression and Workplace Activity during the COVID-19 Outbreak
D. Sornette, S. K. Ram
Working Papers
1 août 2020