Printed from https://ideas.repec.org/s/chf/rpseri.html
Content
2018
- 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 - 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 - 17-61 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 - 17-36 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 & Richard J. Zeckhauser & 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 - 17-08 The Relevance of Broker Networks for Information Diffusion in the Stock Market
by Marco Di Maggio & Francesco A. Franzoni & Amir Kermani & Carlo Sommavilla - 17-07 Product Market Competition and Option Prices
by Erwan Morellec & Alexei Zhdanov - 17-06 Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade
by Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler - 17-05 The Sustainability Footprint of Institutional Investors
by Rajna Gibson & Philipp Krueger - 17-04 Re-Use of Collateral: Leverage, Volatility, and Welfare
by Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders - 17-03 Investing in Managerial Honesty
by Rajna Gibson & Matthias Sohn & Carmen Tanner & Alexander F. Wagner - 17-02 Recovery is Never Easy - Dynamics and Multiple Equilibria with Financial Arbitrage, Production and Collateral Constraints
by Ally Quan Zhang - 17-01 The Consumption Response to Minimum Wages: Evidence from Chinese Households
by Ernest Dautovic & Harald Hau & Yi Huang
2016
- 16-80 Comparing Ask and Transaction Prices in the Swiss Housing Market
by Ahmed Ahmed & Diego Ardila & Dorsa Sanadgol & Didier Sornette - 16-79 Markov Cubature Rules for Polynomial Processes
by Damir Filipović & Martin Larsson & Sergio Pulido - 16-78 News About Zero-Leverage Firms
by Thomas Geelen - 16-77 On the Shape of Non-Monetary Measures for Risks
by Christophe Courbage & Henri Loubergé & Béatrice Rey - 16-76 Statistical Approximation of High-Dimensional Climate Models
by Alena Miftakhova & Kenneth L. Judd & Thomas S. Lontzek & Karl Schmedders - 16-75 Intermediation Markups and Monetary Policy Passthrough
by Semyon Malamud & Andreas Schrimpf - 16-74 A Primer on Portfolio Choice with Small Transaction Costs
by Johannes Muhle-Karbe & Max Reppen & Halil Mete Soner - 16-73 Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps
by Antonio Cosma & Stefano Galluccio & Paola Pederzoli & O. Scaillet - 16-72 Hedging with Temporary Price Impact
by Peter Bank & Halil Mete Soner & Moritz Voss - 16-71 Convex Duality with Transaction Costs
by Yan Dolinsky & Halil Mete Soner - 16-70 Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment
by Reint Gropp & Thomas C. Mosk & Steven Ongena & Carlo Wix - 16-69 Wealth and Income Inequalities ← → r > g
by Yannick Malevergne & Didier Sornette - 16-68 Data Analytics for Non-Life Insurance Pricing
by Mario V. Wuthrich & Christoph Buser - 16-67 Machine Learning in Individual Claims Reserving
by Mario V. Wuthrich - 16-66 Collateral, Central Bank Repos, and Systemic Arbitrage
by Falko Fecht & Kjell G. Nyborg & Jörg Rocholl & Jiri Woschitz - 16-65 Intrinsic Risk Measures
by Walter Farkas & Alexander Smirnow - 16-64 Exchange Traded Funds (ETFs)
by Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi - 16-63 The Relevance of Broker Networks for Information Diffusion in the Stock Market
by Marco Di Maggio & Francesco A. Franzoni & Amir Kermani & Carlo Sommavilla - 16-62 S&P 500 Index, an Option Implied Risk Analysis
by Giovanni Barone-Adesi & Chiara Legnazzi & Carlo Sala - 16-61 A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon
by Li Lin & Didier Sornette - 16-60 Sticky Expectations and the Profitability Anomaly
by Jean-Philippe Bouchaud & Philipp Krueger & Augustin Landier & David Thesmar - 16-59 Dependent Defaults and Losses with Factor Copula Models
by Damien Ackerer & Thibault Vatter - 16-58 A Heterogeneous-Agent Foundation of the Representative-Agent Approach
by Sabine Elmiger - 16-57 Joint Lifetime Financial, Work and Health Decisions: Thrifty and Healthy Enough for the Long Run?
by Yannis Mesquida & Pascal St-Amour - 16-56 A Model of Price Impact and Market Maker Latency
by Jakub Rojcek - 16-54 Does Corporate Governance Matter? Evidence from the AGR Governance Rating
by Alberto Plazzi & Walter N. Torous - 16-53 WTI Crude Oil Option-Implied VaR and CVaR: An Empirical Application
by Giovanni Barone-Adesi & Chiara Legnazzi & Carlo Sala - 16-52 How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?
by Ines Chaieb & Vihang R. Errunza & Rajna Gibson - 16-51 A Diagnostic Criterion for Approximate Factor Structure
by Patrick Gagliardini & Elisa Ossola & O. Scaillet - 16-50 Foreign Acquisition and Credit Risk: Evidence from the U.S. CDS Market
by Umit Yilmaz - 16-49 Market Integration and Global Crashes
by Semyon Malamud & Aytek Malkhozov - 16-48 Managing Inventory with Proportional Transaction Costs
by Florent Gallien & Serge Kassibrakis & Semyon Malamud & Filippo Passerini - 16-47 Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy
by Harald Hau & Yi Huang & Gewei Wang - 16-46 Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models
by Patrick Gagliardini & Eric Ghysels & Mirco Rubin - 16-45 High Frequency House Price Indexes with Scarce Data
by Steven C. Bourassa & Martin Hoesli - 16-44 On the American Swaption in the Linear-Rational Framework
by Damir Filipovic & Yerkin Kitapbayev - 16-43 A False Sense of Security: Why U.S. Banks Diversify and Does it Help?
by Priyank Gandhi & Patrick Christian Kiefer & Alberto Plazzi - 16-42 Aggregate Bank Capital and Credit Dynamics
by Nataliya Klimenko & Sebastian Pfeil & Jean-Charles Rochet & Gianni De Nicolo - 16-41 Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy
by Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI - 16-40 Real Estate Research in Europe
by Martin Hoesli - 16-39 Quantification of the Evolution of Firm Size Distributions Due to Mergers and Acquisitions
by Sandro Claudio Lera & Didier Sornette - 16-38 Exact Smooth Term Structure Estimation
by Damir Filipović & Sander Willems - 16-37 Risk Factors of European Non-Listed Real Estate Fund Returns
by Jean-Christophe Delfim & Martin Hoesli - 16-36 The Choice of Valuation Techniques in Practice: Education versus Profession
by Lilia Mukhlynina & Kjell G. Nyborg - 16-35 The Jacobi Stochastic Volatility Model
by Damien Ackerer & Damir Filipović & Sergio Pulido - 16-34 Linear Credit Risk Models
by Damien Ackerer & Damir Filipović - 16-33 The Impact of Merger Legislation on Bank Mergers
by Elena Carletti & Steven Ongena & Jan-Peter Siedlarek & Giancarlo Spagnolo - 16-32 New and Revised Results for 'Building Reputation for Contract Renewal: Implications for Performance Dynamics and Contract Duration'
by Vanessa Kummer & Maik Meusel & Philipp Renner & Karl Schmedders - 16-31 Calibration of Quantum Decision Theory, Aversion to Large Losses and Predictability of Probabilistic Choices
by Sabine Vincent & Tatyana Kovalenko & Vyacheslav I. Yukalov & Didier Sornette - 16-30 Risk and Resilience Management in Social-Economic Systems
by Tatyana Kovalenko & Didier Sornette - 16-29 Dating the Financial Cycle: A Wavelet Proposition
by Diego Ardila & Didier Sornette - 16-28 Which Swiss Gnomes Attract Money? Efficiency and Reputation as Performance Drivers of Wealth Management Banks
by Urs Birchler & René Hegglin & Michael R. Reichenecker & Alexander F. Wagner - 16-27 High Frequency House Price Indexes with Scarce Data
by Steven C. Bourassa & Martin Hoesli - 16-26 Dynamic Principal-Agent Models
by Philipp Renner & Karl Schmedders - 16-25 Replicating Portfolio Approach to Capital Calculation
by Mathieu Cambou & Damir Filipović - 16-24 Why Does Fast Loan Growth Predict Poor Performance for Banks?
by Rüdiger Fahlenbrach & Robert Prilmeier & René M. Stulz - 16-23 On the Relation between Linearity-Generating Processes and Linear-Rational Models
by Damir Filipović & Martin Larsson & Anders B. Trolle - 16-22 Equity is Cheap for Large Financial Institutions: The International Evidence
by Priyank Gandhi & Hanno N. Lustig & Alberto Plazzi - 16-21 Price Impact of Aggressive Liquidity Provision
by Ramazan Gencay & Soheil Mahmoodzadeh & Jakub Rojcek & Michael C Tseng - 16-20 Real Estate Company Reactions to Financial Market Regulation
by Martin Hoesli & Stanimira Milcheva & Alex Moss - 16-19 Rollover Traps
by Marco Della Seta & Erwan Morellec & Francesca Zucchi - 16-18 Corporate Policies with Permanent and Transitory Shocks
by Jean-Paul Decamps & Sebastian Gryglewicz & Erwan Morellec & Stephane Villeneuve - 16-17 Empty Creditors and Strong Shareholders: The Real Effects of Credit Risk Trading
by Stefano Colonnello & Matthias Efing & Francesca Zucchi - 16-16 The Quality-Assuring Role of Mutual Fund Advisory Fees
by Michel A. Habib & D. Bruce Johnsen - 16-15 Discrete-Time Option Pricing with Stochastic Liquidity
by Markus Leippold & Steven Schaerer - 16-14 A Bayesian Estimate of the Pricing Kernel
by Giovanni Barone-Adesi & Chiara Legnazzi & Antonietta Mira - 16-13 Forecasting Financial Returns with a Structural Macroeconomic Model
by Eric Jondeau & Michael Rockinger - 16-12 Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles
by Vladimir Filimonov & Guilherme Demos & Didier Sornette - 16-11 Is Industrial Production Still the Dominant Factor for the US Economy?
by Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin - 16-10 Birds of a Feather – Do Hedge Fund Managers Flock Together?
by Marc Gerritzen & Jens Carsten Jackwerth & Alberto Plazzi - 16-09 Quantum Decision Theory in Simple Risky Choices
by Maroussia Favre & Amrei Wittwer & Hans Rudolf Heinimann & Vyacheslav I. Yukalov & Didier Sornette - 16-08 Resolving Persistent Uncertainty by Self-Organized Consensus to Mitigate Market Bubbles
by Didier Sornette & Sandra Andraszewicz & Ryan O. Murphy & Philipp B. Rindler & Dorsa Sanadgol - 16-07 Employment Protection and Investment Opportunities
by Claudio F. Loderer & Urs Waelchli & Jonas Zeller - 16-06 On Ill-Posedness of Nonparametric Instrumental Variable Regression With Convexity Constraints
by Olivier Scaillet - 16-05 A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry
by Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel Abidin Ozdemir & I. Hakan Yetkiner - 16-04 A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry
by Maximilian ADELMANN & Lucio FERNANDEZ ARJONA & Janos MAYER & Karl SCHMEDDERS - 16-03 Micro-Foundation Using Percolation Theory of the Finite-Time Singular Behavior of the Crash Hazard Rate in a Class of Rational Expectation Bubbles
by Maximilian Seyrich & Didier Sornette - 16-02 Economically Consistent Valuations and Put-Call Parity
by Martin HERDEGEN & Martin SCHWEIZER