Limited Attention to Detail in Financial Markets: Evidence from Reduced-Form and Structural Estimation
Z. Sautner, H. Cronqvist, T. Ladika, E. Pazaj
Academic Publications
02 Apr 2024
Is it Alpha or Beta? Decomposing Hedge Fund returns when models are misspecified.
P. Gagliardini, O. Scaillet, D. Ardia, L. Barras
Academic Publications
02 Apr 2024
Asset Life, Leverage, and Debt Maturity Matching
E. Morellec, T. Geelen, J. Hajda, A. Winegar
Academic Publications
02 Apr 2024
ESG Shareholder Engagement and Downside Risk
Z. Sautner, A. G. F. Hoepner, I. Oikonomou, L. T. Starks, X. Y. Zhou
Academic Publications
20 Mar 2024
The Climate in Climate Economics
F. Kübler, D. Folini, A. Friedl, S. Scheidegger
Academic Publications
30 Jan 2024
How Integrated are Credit and Equity Markets? Evidence from Index Options
P. Collin-Dufresne, B. Junge, A. B. Trolle
Academic Publications
25 Jan 2024
Financial returns to household inventory management
L. Küng , S. R. Baker, S. Johnson
Academic Publications
23 Jan 2024
FinTech Credit and Entrepreneurial Growth
H. Hau, Y. Huang, C. Lin, H. Shan, Z. Sheng, L. Wei
Academic Publications
11 Jan 2024
The Virtue of Complexity in Return Prediction
S. Malamud, B. T. Kelly, K. Zhou
Academic Publications
04 Jan 2024
Return predictability with endogenous growth
L. Bretscher, F. M. Bandi, A. Tamoni
Academic Publications
06 Nov 2023
The Time-Varying Price of Financial Intermediation in the Mortgage Market.
A. Fuster, S. Lo, P. Willen
Academic Publications
03 Nov 2023
International Portfolio Choice with Frictions: Evidence from Mutual Funds.
P. Bacchetta, S. Tièche, E. van Wincoop
Academic Publications
18 Oct 2023
Liquidity, Volume, and Order Imbalance Volatility
P. Collin-Dufresne, V. Bogousslavsky
Academic Publications
30 Aug 2023