Printed from https://ideas.repec.org/s/chf/rpseri4.html
Content
2019
- 19-50 Low Risk Anomalies?
by Paul Schneider & Christian Wagner & Josef Zechner - 19-49 Risk Premia and Lévy Jumps: Theory and Evidence
by Hasan Fallahgoul & Julien Hugonnier & Loriano Mancini - 19-48 Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
by Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet - 19-47 Information Revelation Through Regulatory Process: Interactions Between the SEC and Companies Ahead of the IPO
by Michelle Lowry & Roni Michaely & Ekaterina Volkova - 19-46 Estimation of Large Dimensional Conditional Factor Models in Finance
by Patrick Gagliardini & Elisa Ossola & O. Scaillet - 19-45 Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation
by Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens - 19-44 Unintended Consequences of Unemployment Insurance Benefits: The Role of Banks
by Yavuz Arslan & Ahmet Degerli & Gazi Kabas - 19-43 The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone
by Roman Goncharenko & Steven Ongena & Asad Rauf - 19-42 Fear, Anger and Credit. On Bank Robberies and Loan Conditions
by Paola Morales Acevedo & Steven Ongena - 19-41 Are U.S. Industries Becoming More Concentrated?
by Gustavo Grullon & Yelena Larkin & Roni Michaely - 19-40 Consumption Taxes and Corporate Investment
by Martin Jacob & Roni Michaely & Maximilian A. Müller - 19-39 The Geography of Mortgage Lending in Times of FinTech
by Christoph Basten & Steven Ongena - 19-38 The Effect of Unconventional Monetary Policy on Cross‐Border Bank Loans: Evidence from an Emerging Market
by Koray Alper & Fatih Altunok & Tanju Çapacıoğlu & Steven Ongena - 19-37 ICO Investors
by Rüdiger Fahlenbrach & Marc Frattaroli - 19-36 Innovation Activities and Integration through Vertical Acquisitions
by Laurent Frésard & Gerard Hoberg & Gordon M. Phillips - 19-35 Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment
by Philippe Bacchetta & Eric van Wincoop - 19-34 Machine Learning With Kernels for Portfolio Valuation and Risk Management
by Lotfi Boudabsa & Damir Filipović - 19-33 Real Estate Performance, the Macroeconomy and Leverage
by Jean-Christophe Delfim & Martin Hoesli - 19-32 Robust Desmoothed Real Estate Returns
by Jean-Christophe Delfim & Martin Hoesli - 19-31 On the Nature of Jump Risk Premia
by Piotr Orłowski & Paul Schneider & Fabio Trojani - 19-30 The Effect of Stock Liquidity on Cash Holdings: The Repurchase Motive
by Kjell G. Nyborg & Zexi Wang - 19-29 Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model
by Rebecca Westphal & Didier Sornette - 19-28 Bank Capital Requirements, Loan Guarantees and Firm Performance
by Sergio Mayordomo & Antonio Moreno & Steven Ongena & Maria Rodriguez-Moreno - 19-27 A Flexible Regime Switching Model for Asset Returns
by Marc S. Paolella & Pawel Polak & Patrick S. Walker - 19-26 Insurance: Models, Digitalization, and Data Science
by Hansjoerg Albrecher & Antoine Bommier & Damir Filipović & Pablo Koch-Medina & Stéphane Loisel & Hato Schmeiser - 19-25 The Fair Reward Problem: The Illusion of Success and How to Solve It
by Didier Sornette & Spencer Wheatley & Peter Cauwels - 19-24 Crude Awakening: Oil Prices and Bond Returns
by Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu - 19-23 Strategic Trading As a Response to Short Sellers
by Marco Di Maggio & Francesco A. Franzoni & Massimo Massa & Roberto Tubaldi - 19-22 Technological Disruptiveness and the Evolution of IPOs and Sell-Outs
by Donald E. Bowen III & Laurent Frésard & Gerard Hoberg - 19-21 Short-Term Debt and Incentives for Risk-Taking
by Marco Della Seta & Erwan Morellec & Francesca Zucchi - 19-20 Arbitrage Free Dispersion
by Piotr Orłowski & Andras Sali & Fabio Trojani - 19-19 Consumer Protection and the Design of the Default Option of a Pan-European Pension Product
by Andrea Berardi & Claudio Tebaldi & Fabio Trojani - 19-18 Saddlepoint Approximations for Spatial Panel Data Models
by Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & O. Scaillet - 19-17 A Theory of Scenario Generation
by Paul Schneider - 19-16 ESG Investing: From Sin Stocks to Smart Beta
by Fabio Alessandrini & Eric Jondeau - 19-15 The Keys of Predictability: A Comprehensive Study
by Giovanni Barone-Adesi & Antonietta Mira & Matteo Pisati - 19-14 The Impact of Venture Capital Screening
by Rustam Abuzov - 19-13 When Investors Call for Climate Responsibility, How Do Mutual Funds Respond?
by Marco Ceccarelli & Stefano Ramelli & Alexander F. Wagner - 19-12 Owners' Portfolio Diversification and Firm Investment: Theory and Evidence from Private and Public Firms
by Evgeny Lyandres & Maria‐Teresa Marchica & Roni Michaely & Roberto Mura - 19-11 What Do Insiders Know? Evidence from Insider Trading Around Share Repurchases and SEOs
by Peter Cziraki & Evgeny Lyandres & Roni Michaely - 19-10 FinTechs and the Market for Financial Analysis
by Jillian Grennan & Roni Michaely - 19-09 Sticking around Too Long? Dynamics of the Benefits of Dual-Class Voting
by Hyunseob Kim & Roni Michaely - 19-08 Do Index Funds Monitor?
by Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew Ringgenberg - 19-07 Cultural Diversity on Wall Street: Evidence from Sell-Side Analysts’ Forecasts
by Kenneth J. Merkley & Roni Michaely & Joseph Pacelli - 19-06 Lured by the Consensus
by Roni Michaely & Amir Rubin & Dan Segal & Alexander Vedrashko - 19-05 Repo Rates and the Collateral Spread: Evidence
by Kjell G. Nyborg & Cornelia Rösler - 19-04 Repo Rates and the Collateral Spread Puzzle
by Kjell G. Nyborg - 19-03 The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune
by Zoran Filipovic & Alexander F. Wagner - 19-01 On the Solution of High-Dimensional Macro Models with Distributional Channels
by Luca MAzzone
2018
- 18-79 What Are the Shareholder Value Implications of Non-Voted Shareholder Proposals?
by Maxime Couvert - 18-78 Distance-Based Metrics: A Bayesian Solution to the Power and Extreme-Error Problems in Asset-Pricing Tests
by Amit Goyal & Zhongzhi Lawrence He & Sahn-Wook Huh - 18-77 Participants' Reputation in the Syndicated Lending Market
by Daria Kalyaeva - 18-76 Estimation and Updating Methods for Hedonic Valuation
by Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Flavio Scognamiglio - 18-75 Why Are Firms With More Managerial Ownership Worth Less?
by Kornelia Fabisik & Rüdiger Fahlenbrach & René M. Stulz & Jérôme Taillard - 18-74 The Sources of Financing Constraints
by Boris Nikolov & Lukas Schmid & Roberto Steri - 18-73 Noisy Stock Prices and Corporate Investment
by Olivier Dessaint & Thierry Foucault & Laurent Frésard & Adrien Matray - 18-72 Bank Bonus Pay as a Risk Sharing Contract
by Matthias Efing & Harald Hau & Patrick Kampkötter & Jean-Charles Rochet - 18-71 Empirical Asset Pricing via Machine Learning
by Shihao Gu & Bryan T. Kelly & Dacheng Xiu - 18-70 Large Financial Markets, Discounting, and No Asymptotic Arbitrage
by Dániel Ágoston Bálint & Martin Schweizer - 18-69 Municipal Bond Markets
by Dario Cestau & Burton Hollifield & Dan Li & Norman Schürhoff - 18-68 Valuation in the Public and Private Sectors: Tax, Risk, Debt Capacity, and the Cost of Capital
by Richard A. Brealey & Ian A. Cooper & Michel A. Habib - 18-67 Are CoCo Bonds a Good Substitute for Equity? Evidence from European Banks
by Harald Hau & Gabriela Hrasko - 18-66 The Cross-Sectional Distribution of Fund Skill Measures
by Laurent Barras & Patrick Gagliardini & O. Scaillet - 18-65 Model Risk and Disappointment Aversion
by Hasan Fallahgoul & Loriano Mancini & Stoyan V. Stoyanov - 18-64 Crash-o-phobia in Currency Carry Trade Returns
by Regina Hammerschmid & Alexandra Janssen - 18-63 Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election
by Stefano Ramelli & Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler - 18-62 Walk the Line: Do Investors Reward Firms that Exploit Regulatory Grey Areas?
by Marco Ceccarelli - 18-61 Fuel the Engine: Bank Credit and Firm Innovation
by Shusen Qi & Steven Ongena - 18-60 Hedge or Rebalance: Optimal Risk Management with Transaction Costs
by Florent Gallien & Serge Kassibrakis & Semyon Malamud - 18-59 Frictional Intermediation in Over-the-Counter Markets
by Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill - 18-58 The Importance of Climate Risks for Institutional Investors
by Philipp Krueger & Zacharias Sautner & Laura T. Starks - 18-57 The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality
by Spencer Wheatley & Alexander Wehrli & Didier Sornette - 18-56 Liquidity Provision in the Foreign Exchange Market
by Florent Gallien & Serge Kassibrakis & Nataliya Klimenko & Semyon Malamud & Alberto Teguia - 18-55 Dominant Currency Debt
by Egemen Eren & Semyon Malamud - 18-54 Strategic Interaction between Hedge Funds and Prime Brokers
by Nataliya Gerasimova & Eric Jondeau - 18-53 Information Intermediaries: How Commercial Bankers Facilitate Strategic Alliances
by Marc Frattaroli & Christoph Herpfer - 18-52 Frictional Intermediation in Over-the-Counter Markets
by Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill - 18-51 Corporate Strategy, Conformism, and the Stock Market
by Thierry Foucault & Laurent Frésard - 18-50 Cascading Logistic Regression Onto Gradient Boosted Decision Trees to Predict Stock Market Changes Using Technical Analysis
by Feng Zhou & Zhang Qun & Didier Sornette & Liu Jiang - 18-49 Inefficient Bubbles and Efficient Drawdowns in Financial Markets
by Michael Schatz & Didier Sornette - 18-48 Risk Measures Based on Benchmark Loss Distributions
by Valeria Bignozzi & Matteo Burzoni & Cosimo Munari - 18-47 Optimal Fund Menus
by Jaksa Cvitanic & Julien Hugonnier - 18-46 A Corporate Financing-Based Asset Pricing Model
by Roberto Steri - 18-45 Greed and Fear: The Nature of Sentiment
by Giovanni Barone-Adesi & Matteo Pisati & Carlo Sala - 18-44 Valuing Supply-Chain Responsiveness Under Demand Jumps
by Isik Bicer & Verena Hagspiel & Suzanne de Treville - 18-43 Liquidity Regimes and Optimal Dynamic Asset Allocation
by Pierre Collin-Dufresne & Kent D. Daniel & Mehmet Sağlam - 18-42 Activism, Strategic Trading, and Liquidity
by Kerry Back & Pierre Collin-Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist - 18-41 Slow-Moving Capital and Execution Costs: Evidence from a Major Trading Glitch
by Vincent Bogousslavsky & Pierre Collin-Dufresne & Mehmet Sağlam - 18-40 Market Structure and Transaction Costs of Index CDSs
by Pierre Collin-Dufresne & Benjamin Junge & Anders B. Trolle - 18-39 Conditional Davis Pricing
by Kasper Larsen & Halil Mete Soner & Gordan Zitkovic - 18-38 Capital Scarcity and Industrial Decline: Evidence from 172 Real Estate Booms in China
by Harald Hau & Difei Ouyang - 18-37 The Term Structure of Variance Swaps and Risk Premia
by Yacine Ait-Sahalia & Mustafa Karaman & Loriano Mancini - 18-36 Levered Returns and Capital Structure Imbalances
by Filippo Ippolito & Roberto Steri & Claudio Tebaldi - 18-35 Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis
by Viral V. Acharya & Diane Pierret & Sascha Steffen - 18-34 Polynomial Processes for Power Prices
by Damir Filipović & Martin Larsson & Tony Ware - 18-33 On Randomized Reinsurance Contracts
by Hansjoerg Albrecher & Arian Cani - 18-32 Dividends: From Refracting to Ratcheting
by Hansjoerg Albrecher & Nicole Bäuerle & Martin Bladt - 18-31 Crash Risk in Individual Stocks
by Paola Pederzoli - 18-30 Dissection of Bitcoin's Multiscale Bubble History
by J-C Gerlach & Guilherme Demos & Didier Sornette - 18-29 S&P 500 Index, an Option-Implied Risk Analysis
by Giovanni Barone-Adesi & Chiara Legnazzi & Carlo Sala - 18-28 The Importance of Network Recommendations in the Director Labor Market
by Rüdiger Fahlenbrach & Hyemin Kim & Angie Low - 18-27 Valuing Life as an Asset, as a Statistic and at Gunpoint
by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour - 18-26 Patience is a Virtue - In Value Investing
by Thorsten Hens & Klaus Reiner Schenk-Hoppé - 18-25 Decentralized Exchange
by Semyon Malamud & Marzena J. Rostek - 18-24 Bitcoin Bubble Trouble
by Jerome L Kreuser & Didier Sornette - 18-23 Making No-Arbitrage Discounting-Invariant: A New FTAP Beyond NFLVR and NUPBR
by Dániel Ágoston Bálint & Martin Schweizer - 18-22 Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model
by Spencer Wheatley & Didier Sornette & Tobias Huber & Max Reppen & Robert N. Gantner - 18-21 Transitory versus Permanent Shocks: Explaining Corporate Savings and Investment
by Sebastian Gryglewicz & Loriano Mancini & Erwan Morellec & Enrique J. Schroth & Philip Valta - 18-20 Lagrange Regularisation Approach to Compare Nested Data Sets and Determine Objectively Financial Bubbles' Inceptions
by Guilherme Demos & Didier Sornette - 18-19 Electronic Trading in OTC Markets vs. Centralized Exchange
by Ying Liu & Sebastian Vogel & Yuan Zhang - 18-18 Model-Free International Stochastic Discount Factors
by Mirela Sandulescu & Fabio Trojani & Andrea Vedolin - 18-17 Why Do Large Investors Disclose Their Information?
by Ying Liu - 18-16 Agency Conflicts and Short- vs Long-Termism in Corporate Policies
by Sebastian Gryglewicz & Simon Mayer & Erwan Morellec - 18-15 The Conjunction Fallacy in Quantum Decision Theory
by Tatyana Kovalenko & Didier Sornette - 18-14 An Intermediation-Based Model of Exchange Rates
by Semyon Malamud & Andreas Schrimpf - 18-13 Inflation Risk Premia, Yield Volatility and Macro Factors
by Andrea Berardi & Alberto Plazzi - 18-12 A General Equilibrium Appraisal of Capital Shortfall
by Eric Jondeau & Jean-Guillaume Sahuc - 18-11 Measuring the Capital Shortfall of Large U.S. Banks
by Eric Jondeau & Amir Khalilzadeh - 18-10 Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans
by Manthos D. Delis & Kathrin de Greiff & Steven Ongena - 18-09 Asian Option Pricing with Orthogonal Polynomials
by Sander Willems - 18-08 Spanning Tests for Markowitz Stochastic Dominance
by Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou - 18-07 When Are Stocks Less Volatile in the Long Run?
by Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu - 18-06 Ignorance Is Bliss? Anonymous Lending with Roll over Risk
by Tobias Dieler & Loriano Mancini - 18-05 Is Liquidity Risk Priced in Partially Segmented Markets?
by Ines Chaieb & Vihang R. Errunza & Hugues Langlois - 18-04 Time-Varying Risk Premia in Large International Equity Markets
by Ines Chaieb & Hugues Langlois & O. Scaillet - 18-03 Global Portfolio Rebalancing and Exchange Rates
by Nelson Camanho & Harald Hau & Hélène Rey - 18-02 Does it Pay to Be an Optimist?
by Paul Schneider - 18-01 When They Work with Women, Do Men Get All the Credit?
by Shusen Qi & Steven Ongena & Hua Cheng
2017
- 17-78 Analytical Option Pricing Under an Asymmetrically Displaced Double Gamma Jump-Diffusion Model
by Matthias Thul & Ally Zhang - 17-77 Earnings Management and Managerial Compensation
by Kremena Bachmann & Thorsten Hens - 17-76 The Dynamics of Heterogeneity and Asset Prices
by Walter Farkas & Ciprian Necula - 17-75 The Blockchain Folk Theorem
by Bruno Biais & Christophe Bisiere & Matthieu Bouvard & Catherine Casamatta - 17-74 Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches
by Shusen Qi & Ralph De Haas & Steven Ongena & Stefan Straetmans & Tamas Vadasz - 17-73 Principle or Opportunism? Discretion, Capital, and Incentives
by Josef Falkinger & Michel Habib - 17-72 U.S. Metropolitan House Price Dynamics
by Elias Oikarinen & Steven C. Bourassa & Martin Hoesli & Janne Engblom - 17-71 Periodic or Generational Actuarial Tables: Which One to Choose?
by Severine Arnold (-Gaille) & Anca Jijiie & Eric Jondeau & Michael Rockinger - 17-70 Discriminatory Pricing of Over-the-Counter Derivatives
by Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer - 17-69 Asset-Liability Management for Long-Term Insurance Business
by Hansjoerg Albrecher & Daniel Bauer & Paul Embrechts & Damir Filipović & Pablo Koch-Medina & Ralf Korn & Stéphane Loisel & Antoon Pelsser & Frank Schiller & Hato Schmeiser & Joël Wagner - 17-68 Corporate Bond Dealers' Inventory Risk and FOMC
by Alessio Ruzza & Wojciech Zurowski - 17-67 Credit Spreads, Daily Business Cycle, and Corporate Bond Returns Predictability
by Alexey Ivashchenko - 17-66 Does Protectionist Anti-Takeover Legislation Lead to Managerial Entrenchment?
by Marc Frattaroli - 17-65 Quantile-Based Risk Sharing with Heterogeneous Beliefs
by Paul Embrechts & Haiyan Liu & Tiantian Mao & Ruodu Wang - 17-64 Market Efficiency and Limits to Arbitrage: Evidence from the Volkswagen Short Squeeze
by Franklin Allen & Marlene Haas & Eric Nowak & Angel Tengulov - 17-63 Approximating Equilibria with Ex-Post Heterogeneity and Aggregate Risk
by Elisabeth Pröhl - 17-62 Arbitrage Crashes, Financial Accelerator, and Sudden Market Freezes
by Ally Zhang - 17-61 Brokers and Order Flow Leakage: Evidence from Fire Sales
by Andrea Barbon & Marco Di Maggio & Francesco A. Franzoni & Augustin Landier - 17-60 Polynomial Jump-Diffusion Models
by Damir Filipović & Martin Larsson - 17-59 Dynamic Leverage Targets
by Filippo Ippolito & Stefano Sacchetto & Roberto Steri - 17-58 Stressed Banks
by Diane Pierret & Roberto Steri - 17-57 Asset Pricing with Large Investors
by Semyon Malamud & Alberto Teguia - 17-56 Risky Arbitrage and Collateral Policies
by Ally Zhang - 17-55 Risk-Reward Ratio Optimisation (Revisited)
by Manfred Gilli & Enrico Schumann - 17-54 Quantile-Based Risk Sharing
by Paul Embrechts & Haiyan Liu & Ruodu Wang - 17-53 Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation
by Priyank Gandhi & Benjamin Golez & Jens Carsten Jackwerth & Alberto Plazzi - 17-52 A Term Structure Model for Dividends and Interest Rates
by Damir Filipović & Sander Willems - 17-51 Which Measures Predict Risk Taking in a Multi-Stage Controlled Decision Process?
by Kremena Bachmann & Thorsten Hens & Remo Stössel - 17-50 Fundamental Risk and Capital Structure
by Jakub Hajda - 17-49 Short Selling and the Subsequent Performance of Initial Public Offerings
by Biljana Seistrajkova - 17-48 Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets
by Matteo Burzoni & Frank Riedel & H. Mete Soner - 17-47 Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets
by Massimiliano Caporin & Loriana Pelizzon & Alberto Plazzi - 17-46 Optimal Dividend Policies with Random Profitability
by Max Reppen & Jean-Charles Rochet & H. Mete Soner - 17-45 CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation?
by Magdalena Tywoniuk - 17-44 Hawkes Graphs
by Paul Embrechts & Matthias Kirchner - 17-43 How Persistent are the Effects of Experience Sampling on Investor Behavior?
by Meike Bradbury & Thorsten Hens & Stefan Zeisberger - 17-42 Monetary Policy and Bond Risk Premia in the US and the UK
by Wojciech Zurowski - 17-41 Option Pricing with Orthogonal Polynomial Expansions
by Damien Ackerer & Damir Filipović - 17-40 The Rise of NGO Activism
by Julien Daubanes & Jean-Charles Rochet - 17-39 The Reluctant Defaulter: A Tale of High Government Debt
by Michel Habib & Fabrice Collard & Jean-Charles Rochet - 17-38 Financial Intermediation, Capital Accumulation and Crisis Recovery
by Hans Gersbach & Jean-Charles Rochet & Martin Scheffel - 17-37 p-Hacking: Evidence from Two Million Trading Strategies
by Tarun Chordia & Amit Goyal & Alessio Saretto - 17-36 Paths to Convergence: Stock Price Behavior After Donald Trump's Election
by Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler - 17-35 The Price of Law: The Case of the Eurozone Collective Action Clauses
by Elena Carletti & Paolo Colla & G. Mitu Gulati & Steven Ongena - 17-34 A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises)
by Damian Smug & Didier Sornette & Peter Ashwin - 17-33 Super-Exponential RE Bubble Model with Efficient Crashes
by Jerome L Kreuser & Didier Sornette - 17-32 The Sovereign Debt Crisis: Rebalancing or Freezes?
by Per Östberg & Thomas Richter - 17-31 Earning Investor Trust: The Role of Past Earnings Management
by Florian Eugster & Alexander F. Wagner - 17-30 Relationship Trading in OTC Markets
by Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff - 17-29 Dynamic Mean-Variance Optimisation Problems with Deterministic Information
by Martin Schweizer & Danijel Zivoi & Mario Sikic - 17-28 An Evolutionary Finance Model with a Risk-Free Asset
by Sergei Belkov & Igor V. Evstigneev & Thorsten Hens - 17-27 Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles
by Didier Sornette & Peter Cauwels & Georgi Smilyanov - 17-26 Evolutionary Finance Models with Short Selling and Endogenous Asset Supply
by Sergei Belkov & Igor V. Evstigneev & Thorsten Hens - 17-25 The Sovereign Money Initiative in Switzerland: An Assessment
by Philippe Bacchetta - 17-24 A Sovereign Wealth Fund for Switzerland
by Richard Senner & Didier Sornette - 17-23 Predicting Financial Market Crashes Using Ghost Singularities
by Damian Smug & Peter Ashwin & Didier Sornette - 17-22 The 'New Normal' of the Swiss Balance of Payments in a Global Perspective: Central Bank Intervention, Global Imbalances and the Rise of Sovereign Wealth Funds
by Richard Senner & Didier Sornette - 17-21 Uniform Integrability of a Single Jump Local Martingale with State-Dependent Characteristics
by Michael Schatz & Didier Sornette - 17-20 Margin Requirements and Evolutionary Asset Pricing
by Anastasiia Sokko & Klaus Reiner Schenk-Hoppé - 17-19 High-Frequency Jump Analysis of the Bitcoin Market
by Olivier Scaillet & Adrien Treccani & Christopher Trevisan - 17-18 Anticipating Critical Transitions of Chinese Housing Markets
by Zhang Qun & Didier Sornette & Hao Zhang - 17-17 Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets
by Sergei Belkov & Igor V. Evstigneev & Thorsten Hens - 17-16 Unspanned Stochastic Volatility in the Multi-Factor CIR Model
by Damir Filipović & Martin Larsson & Francesco Statti - 17-15 Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns
by Philippe Bacchetta & Eric van Wincoop - 17-14 Democracy and Credit “Democracy Doesn`t Come Cheap” But At Least Credit to Its Corporations Will Be
by Manthos D. DELIS & Iftekhar HASAN & Steven ONGENA - 17-13 Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls
by Michał DZIELINSKI & Alexander F. WAGNER & Richard J. ZECKHAUSER - 17-12 The British Pound on Brexit night: a natural experiment of market efficiency and real-time predictability
by Ke WU & Spencer WHEATLEY & Didier SORNETTE - 17-11 Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life
by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour - 17-10 Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading
by Thorsten Hens & Terje Lensberg & Klaus Reiner Schenk-Hoppé - 17-09 Market Discipline Through Credit Ratings and Too-Big-To-Fail in Banking?
by Sascha KOLARIC & Florian KIESEL & Steven ONGENA