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Content
2024
2023
- 23-121 Large (and Deep) Factor Models
by Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu
- 23-120 Serious Errors Impair an Assessment of Forest Carbon Projects: A Rebuttal Of West Et Al. (2023)
by Edward Mitchard & Harry Carstairs & Riccardo Cosenza & Sassan S. Saatchi & Jason Funk & Paula Nieto Quintano & Thom Brade & Iain M. McNicol & Patrick Meir & Murray B. Collins & Eric Nowak
- 23-119 Universal Portfolio Shrinkage
by Bryan Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani
- 23-118 The Supply of Cyber Risk Insurance
by Martin Eling & Anastasia V. Kartasheva & Dingchen Ning
- 23-117 Dollar Shortages, CIP Deviations, and the Safe Haven Role of the Dollar
by Philippe Bacchetta & J. Scott Davis & Eric van Wincoop
- 23-116 Strategic Trading with Wealth Effects
by Sergei Glebkin & Semyon Malamud & Alberto Teguia
- 23-115 The Impact of Foreign Sanctions on Firm Performance in Russia
by Luu Duc Toan Huynh & Khanh Hoang & Steven Ongena
- 23-114 A Comprehensive Machine Learning Framework for Dynamic Portfolio Choice With Transaction Costs
by Luca Gaegauf & Simon Scheidegger & Fabio Trojani
- 23-113 Value-Driven Bankers and the Granting of Credit to Green Firms
by Di Bu & Matti Keloharju & Yin Liao & Steven Ongena
- 23-112 When Does Aggregating Multiple Skills with Multi-Task Learning Work? A Case Study in Financial NLP
by Jingwei Ni & Zhijing Jin & Qian Wang & Mrinmaya Sachan & Markus Leippold
- 23-111 chatReport: Democratizing Sustainability Disclosure Analysis through LLM-based Tools
by Jingwei Ni & Julia Bingler & Chiara Colesanti Senni & Mathias Kraus & Glen Gostlow & Tobias Schimanski & Dominik Stammbach & Saeid Vaghefi & Qian Wang & Nicolas Webersinke & Tobias Wekhof & Tingyu Yu & Markus Leippold
- 23-110 ClimateBERT-NetZero: Detecting and Assessing Net Zero and Reduction Targets
by Tobias Schimanski & Julia Bingler & Camilla Hyslop & Mathias Kraus & Markus Leippold
- 23-109 Public Transport Subsidization and Air Pollution: Evidence from the 9-Euro-Ticket in Germany
by Eren Aydin & Kathleen Kürschner Rauck
- 23-108 Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns
by Marco Di Maggio & Francesco A. Franzoni & Shimon Kogan & Ran Xing
- 23-107 R&D, Innovation, and the Stock Market
by Amit Goyal & Sunil Wahal
- 23-106 A Joint Factor Model for Bonds, Stocks, and Options
by Turan G. Bali & Heiner Beckmeyer & Amit Goyal
- 23-105 Supply Chain Shortages, Large Firms' Market Power, and Inflation
by Francesco A. Franzoni & Mariassunta Giannetti & Roberto Tubaldi
- 23-104 Is the Bond Market Competitive? Evidence From the ECB's Asset Purchase Programme
by Johannes Breckenfelder & Pierre Collin-Dufresne & Stefano Corradin
- 23-103 The Time-Varying Price of Financial Intermediation in the Mortgage Market
by Andreas Fuster & Stephanie Lo & Paul Willen
- 23-102 CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging
by Yalin Gündüz & Steven Ongena & Gunseli Tumer-Alkan & Yuejuan Yu
- 23-101 Debt and Deficits: Fiscal Analysis with Stationary Ratios
by John Y. Campbell & Can Gao & Ian Martin
- 23-100 Photovoltaic Systems and Housing Prices: The Relevance of View
by Roland Füss & Kathleen Kürschner Rauck & Alois Weigand
- 23-99 Enhancing Large Language Models with Climate Resources
by Mathias Kraus & Julia Bingler & Markus Leippold & Tobias Schimanski & Chiara Colesanti Senni & Dominik Stammbach & Saeid Vaghefi & Nicolas Webersinke
- 23-98 Empirically Grounding Analytics (EGA) Research in the Journal of Operations Management
by Suzanne de Treville & Tyson R. Browning & Rogelio Oliva
- 23-97 Stripping the Swiss Discount Curve
by Nicolas Camenzind & Damir Filipović
- 23-96 Deciphering DeFi: A Comprehensive Analysis and Visualization of Risks in Decentralized Finance
by Tim Weingärtner & Fabian Fasser & Pedro Reis Sá da Costa & Walter Farkas
- 23-95 Volatility during the COVID-19 Pandemic
by Tony Berrada & Jerome Detemple & Marcel Rindisbacher
- 23-94 Financial Intermediaries and Demand for Duration
by Alberto Plazzi & Andrea Tamoni & Marco Zanotti
- 23-93 Textual Disclosure in Prospectuses and Investors’ Security Pricing
by Jörn Debener & Arved Fenner & Philipp Klein & Steven Ongena
- 23-92 Value and Values Discovery in Earnings Calls
by Zacharias Sautner & Laurence van Lent & Grigory Vilkov & Ruishen Zhang
- 23-91 Leverage Ratio, Risk-Based Capital Requirements, and Risk-taking in the UK
by Mahmoud Fatouh & Simone Giansante & Steven Ongena
- 23-90 Greenwashing: Do Investors, Markets and Boards Really Care?
by Erdinc Akyildirim & Shaen Corbet & Steven Ongena & Les Oxley
- 23-89 Investment Efficiency of Private and Public Firms
by Pantelis Kazakis & Woon Sau Leung & Steven Ongena
- 23-88 ChatClimate: Grounding Conversational AI in Climate Science
by Saeid Vaghefi & Qian Wang & Veruska Muccione & Jingwei Ni & Mathias Kraus & Julia Bingler & Tobias Schimanski & Chiara Colesanti Senni & Nicolas Webersinke & Christian Huggel & Markus Leippold
- 23-87 CEO Turnover and Director Reputation
by Felix von Meyerinck & Jonas Romer & Markus Schmid
- 23-86 Growth and Innovation in the Modern Data Economy
by Orlando Gomes & Roxana Mihet & Kumar Rishabh
- 23-85 Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds
by Friedrich Baumann & Ali Kakhbod & Dmitry Livdan & Abdolreza Nazemi & Norman Schürhoff
- 23-84 Borrower Technology Similarity and Bank Loan Contracting
by Mingze Gao & Yunying Huang & Steven Ongena & Eliza Wu
- 23-83 Sustainable Investing in Imperfect Markets
by Thorsten Hens & Ester Trutwin
- 23-82 Quantitative Easing and the Functioning of the Gilts Repo Market
by Mahmoud Fatouh & Simone Giansante & Steven Ongena
- 23-81 Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models
by Alberto Quaini & Fabio Trojani & Ming Yuan
- 23-80 Does being a responsible bank pay off? Evidence from the COVID-19 pandemic
by Alper Kara & Steven Ongena & Yilmaz Yildiz
- 23-79 Do Banks Engage in Earnings Management? The Role of Dividends and Institutional Factors
by Mamiza Haq & Steven Ongena & Juying Pu & Eric K. M. Tan
- 23-78 Marketplace Lending: A Resilient Alternative in the Face of Natural Disasters?
by Pejman Abedifar & Hossein Doustali & Steven Ongena
- 23-77 ESG Shareholder Engagement and Downside Risk
by Andreas G. F. Hoepner & Ioannis Oikonomou & Zacharias Sautner & Laura T. Starks & Xiaoyan Zhou
- 23-76 International Welfare Gains from Sharing Climate-Risk
by Felix Kubler
- 23-75 Managerial Extraversion and Corporate Voluntary Disclosure
by Florian Eugster & Jenni Kallunki & Juha-Pekka Kallunki & Henrik Nilsson
- 23-74 LBO Valuation Using Flows to Equity
by Ian A. Cooper & Kjell G. Nyborg
- 23-73 Commercial Real Estate Prices in Europe After COVID-19
by Martin Hoesli & Richard Malle
- 23-72 Behavioral Finance through the Lens of Evolution: "Survival of the Fittest" for Portfolio Rules
by Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei & Mohammad Mikhail Zhitlukhin
- 23-71 Foreign Exchange Intervention with UIP and CIP Deviations: The Case of Small Safe Haven Economies
by Philippe Bacchetta & Kenza Benhima & Brendan Berthold
- 23-70 Profit Shifting and Firm Credit
by Fotis Delis & Manthos D. Delis & Sotirios Kokas & Luc Laeven & Steven Ongena
- 23-69 Competitive Pressure and ESG
by Vesa Pursiainen & Hanwen Sun & Yue Xiang
- 23-68 Price Formation in the Foreign Exchange Market
by Florent Gallien & Sergei Glebkin & Serge Kassibrakis & Semyon Malamud & Alberto Teguia
- 23-67 Integrated Intermediation and Fintech Market Power
by Greg Buchak & Vera Chau & Adam Jørring
- 23-66 Climate Transition Risks of Banks
by Felix Martini & Zacharias Sautner & Sascha Steffen & Carola Theunisz
- 23-65 Investing in Your Alumni: Endowments' Investment Choices in Private Equity
by Roland Füss & Stefan Morkoetter & Maria Oliveira
- 23-64 Do Mutual Funds Greenwash? Evidence from Fund Name Changes
by Alexander Cochardt & Stephan Heller & Vitaly Orlov
- 23-63 How Prevalent Are Short Squeezes? Evidence From the US and Europe
by Crocker Franklin Allen & Marlene Haas & Matteo Pirovano & Angel Tengulov
- 23-62 Trading Halts and Price Informativeness
by Crocker Herbert Liu & Charles Trzcinka & Ziwei Zhao
- 23-61 Which is Worse: Heavy Tails or Volatility Clusters?
by Joshua Traut & Wolfgang Schadner
- 23-60 Deep Learning from Implied Volatility Surfaces
by Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu
- 23-59 'Crime and Punishment'? How Banks Anticipate and Propagate Global Financial Sanctions
by Mikhail Mamonov & Anna Pestova & Steven Ongena
- 23-58 Green Stocks and the 2023 Banking Crisis
by Francesco D'Ercole & Alexander F. Wagner
- 23-57 Spend or Invest? Analyzing MPC Heterogeneity Across Three Stimulus Programs
by Jan Toczynski
- 23-56 Modelling Sustainable Investing in the CAPM
by Thorsten Hens & Ester Trutwin
- 23-55 Difference-in-differences with Economic Factors and the Case of Housing Returns
by Jiyuan Huang & Per Östberg
- 23-54 Green Finance and Inequality
by Ola Mahmoud & Tschan Lea
- 23-53 Tokenization: A Potential Pathway for Bitcoin’s Future
by Georgii Zvonka
- 23-52 Are Acquirer Shareholders Happier when Their Industries Are Unhappy?
by Jana P. Fidrmuc & Tereza Tykvova
- 23-51 Retail Investors’ Cryptocurrency Investments
by Vesa Pursiainen & Jan Toczynski
- 23-50 The Role of Stock Indices in Analyst Career Outcomes and Stock Recommendations
by Stefan Pohl & Vesa Pursiainen
- 23-49 Risk Classification with On-Demand Insurance
by Alexander Braun & Niklas Häusle & Paul D. Thistle
- 23-48 HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading
by Wenqian Huang & Peter O'Neill & Angelo Ranaldo & Shihao Yu
- 23-47 Do Structured Products Improve Portfolio Performance? A Backtesting Exercise
by Florian Perusset & Michael Rockinger
- 23-46 Is Sustainable Finance a Dangerous Placebo?
by Florian Heeb & Julian F Kölbel & Stefano Ramelli & Anna Vasileva
- 23-45 Admissible Surplus Dynamics and the Government Debt Puzzle
by Pierre Collin-Dufresne & Julien Hugonnier & Elena Perazzi
- 23-44 Latent Factor Analysis in Short Panels
by Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet
- 23-43 Ricardian Business Cycles
by Lorenzo Bretscher & Jesús Fernández-Villaverde & Simon Scheidegger
- 23-42 Passive Demand and Active Supply: Evidence from Maturity-Mandated Corporate Bond Funds
by Lorenzo Bretscher & Lukas Schmid & Tiange Ye
- 23-41 A Parsimonious Inverse Cox-Ingersoll-Ross Process for Financial Price Modeling
by Li Lin & Didier Sornette
- 23-40 Monetary Policy, HTM Securities, and Uninsured Deposit Withdrawals
by Özlem Dursun-de Neef & Steven Ongena & Alexander Schandlbauer
- 23-39 Mixed-Frequency Predictive Regressions with Parameter Learning
by Markus Leippold & Hanlin Yang
- 23-38 Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands
by Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Saglam
- 23-37 How Do Firms Choose Between Growth and Efficiency?
by Laurent Frésard & Loriano Mancini & Enrique J. Schroth & Davide Sinno
- 23-36 Economic Consequences of Banks’ Use of their Discretion over the Accounting and Regulatory Treatment of Investment Securities
by Marc Arnold & Minyue Dong & Romain Oberson
- 23-35 Creditor Control Rights and the Pricing of Corporate Loans
by Marc Arnold & Nicola Kollman & Angel Tengulov
- 23-34 Discount Models
by Damir Filipović
- 23-33 Corporate Green Bonds: The Role of External Reviews for Investment Greenness and Disclosure Quality
by Tami Dinh & Florian Eugster & Anna Husmann
- 23-32 The Credit Suisse CoCo Wipeout: Facts, Misperceptions, and Lessons for Financial Regulation
by Patrick Bolton & Wei Jiang & Anastasia V. Kartasheva
- 23-31 Asset Pricing in a Low Rate Environment
by Marlon Azinovic & Harold L. Cole & Felix Kübler
- 23-30 Finfluencers
by Ali Kakhbod & Seyed Mohammad Kazempour & Dmitry Livdan & Norman Schuerhoff
- 23-29 Corporate Taxes and Economic Inequality: A Credit Channel
by Manthos D. Delis & Emilios C. Galariotis & Maria Iosifidi & Steven Ongena
- 23-28 Public Listing Choice with Persistent Hidden Information
by Francesco Celentano & Mark Rempel
- 23-27 FinTech, Investor Sophistication and Financial Portfolio Choices
by Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet
- 23-26 Bounding the Impact of Hazard Interdependence on Climate Risk
by Linda Isabella Hain & Julian Koelbel & Markus Leippold
- 23-25 The Cost of Privacy. The Impact of the California Consumer Protection Act on Mortgage Markets
by Manish Gupta & Danny McGowan & Steven Ongena
- 23-24 Do Investors Care About Biodiversity?
by Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander F. Wagner
- 23-23 Gender, Performance, and Promotion in the Labor Market for Commercial Bankers
by Marco Ceccarelli & Christoph Herpfer & Steven Ongena
- 23-22 Foreign Exchange Swap Liquidity
by Peteris Kloks & Edouard Mattille & Angelo Ranaldo
- 23-21 The Green Innovation Premium: Evidence from U.S. Patents and the Stock Market
by Markus Leippold & Tingyu Yu
- 23-20 NFT Bubbles
by Andrea Barbon & Angelo Ranaldo
- 23-19 Complexity in Factor Pricing Models
by Antoine Didisheim & Shikun Ke & Bryan T. Kelly & Semyon Malamud
- 23-18 Longevity, Health and Housing Risks Management in Retirement
by Pierre-Carl Michaud & Pascal St-Amour
- 23-17 Efficacy of Non-Pharmacological Interventions Before COVID Mass Vaccination: An Open Data Study Across 185 Countries
by Andreas G. F. Hoepner & Robert Hoepner & Markus Leippold & Ming-Tsung Lin & Yanan Lin
- 23-16 International Firm Performance and Proximity to Rare Disaster Risk
by Chongyu Wang & Rose Neng Lai & Martin Hoesli
- 23-15 Beyond the Headline: How Personal Inflation Exposure Shapes Households’ Financial Choices
by Christoph Basten & Merike Kukk & Jan Toczynski
- 23-14 The Implementation of Central Bank Policy in China: The Roles of Commercial Bank Ownership and CEO Faction Membership
by Michel Antoine Habib & Yushi Peng & Yanjie Wang & Zexi Wang
- 23-13 Listed Real Estate as an Inflation Hedge across Regimes
by Jan Muckenhaupt & Martin Hoesli & Bing Zhu
- 23-12 Money Market Disconnect
by Benedikt Ballensiefen & Angelo Ranaldo & Hannah Winterberg
- 23-11 Sentiment Spin: Attacking Financial Sentiment with GPT-3
by Markus Leippold
- 23-10 Beyond Climate: The Impact of Biodiversity, Water, and Pollution on the CDS Term Structure
by Andreas G. F. Hoepner & Johannes Klausmann & Markus Leippold & Jordy Rillaerts
- 23-09 A Leveraged Gender Gap: The Combined Effect of Longevity Risk (Mis)-Perception and Financial Risk-Taking
by Giovanna Apicella & Enrico G. De Giorgi
- 23-08 The Role of Multi-Family Properties in Hedging Pension Liability Risk: Long-Run Evidence
by Martin Hoesli & Louis Johner & Jon Lekander
- 23-07 Who Pays for Sustainability? An Analysis of Sustainability-Linked Bonds
by Julian F Kölbel & Adrien-Paul Lambillon
- 23-06 Inflation, the Corporate Greed Narrative, and the Value of Corporate Social Responsibility
by Ana Mão-de-Ferro & Stefano Ramelli
- 23-05 Retail Customer Reactions to Private Equity Acquisitions
by Vesa Pursiainen & Tereza Tykvova
- 23-04 Money Market Funds and the Pricing of Near-Money Assets
by Sebastian Doerr & Egemen Eren & Semyon Malamud
- 23-03 The Horizon of Investors' Information and Corporate Investment
by Olivier Dessaint & Thierry Foucault & Laurent Frésard
- 23-02 Gender-inclusive financial and demographic literacy: lessons from the empirical evidence
by Giovanna Apicella & Enrico G. De Giorgi & Emilia Di Lorenzo & Marilena Sibillo
- 23-01 “Out of Sight, Out of Mind?” Banks’ Private Information, Distance, and Relationship Length
by Stijn Claessens & Steven Ongena & Teng Wang
- 22-19 Are Green Funds for Real?
by Coralie Jaunin & Luciano Somoza & Tammaro Terracciano
2022
Printed from https://ideas.repec.org/s/chf/rpseri.html
