Publications

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

N° 19-36: Innovation Activities and Integration through Vertical Acquisitions

L. Frésard, G. Hoberg, G. Philips
Working Papers
10 juil 2019

N° 19-35: Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment

P. Bacchetta, E. van Wincoop
Working Papers
5 juil 2019

SFI Roundups: Edition spéciale "finance verte"

P. Krüger, S. Ongena, N. Schürhoff, J. Rochet, S. Döbeli, B. Gacon
Roundups
2 juil 2019

Noisy Stock Prices and Corporate Investment

L. Frésard, O. Dessaint, T. Foucault, A. Matray
Academic Publications
1 juil 2019

N° 19-34: Machine Learning With Kernels for Portfolio Valuation and Risk Management

D. Filipović, L. Boudabsa
Working Papers
21 juin 2019

N° 19-33: Real Estate Performance, the Macroeconomy and Leverage

M. Hoesli, J-C. Delfim
Working Papers
14 juin 2019

N° 19-32: Robust Desmoothed Real Estate Returns

M. Hoesli, J-C. Delfim
Working Papers
14 juin 2019

N° 19-31: On the Nature of (Jump) Skewness Risk Premia

P. Orlowski, P. Schneider, F. Trojani
Working Papers
14 juin 2019

N° 19-30: The Effect of Stock Liquidity on Cash Holdings: The Repurchase Motive

K. Nyborg, Z. Wang
Working Papers
4 juin 2019
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