Publications

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

Évolution des prix immobiliers suisses à différentes phases de marché

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

Les Questions Non Financières Intéressent les Investisseurs

A. Wagner, R. Gibson Brandon, Ch. Schmid
Roundups
2 oct. 2017

Central Banks and the Rise of Collateral

K. Nyborg
Roundups
1 juin 2017

The Pound on Brexit Night: The Market’s Failure to Predict the Predictable

D. Sornette, S. Wheatley, K. Wu
Roundups
3 mai 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 mai 2017
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