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Series handle: RePEc:chf:rpseri
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Content
2025
- 25-93 Entry and Acquisitions in Software Markets
by Luise Eisfeld
- 25-92 Pricing, Returns, and Sources of Value Creation in Buyouts
by Roland Füss & Stefan Morkoetter & Dominic Rainsborough & Tereza Tykvova
- 25-91 The Volatility Edge, A Dual Approach For VIX ETNs Trading
by Carlo Zarattini & Andrew Aziz & Antonio Mele
- 25-90 Demand-based Expected Returns
by Alessandro Crescini & Fabio Trojani & Andrea Vedolin
- 25-89 What drives sustainable institutional engagement and voting behavior?
by Martin Nerlinger & Martin Rohleder & Marco Wilkens & Jonas Zink
- 25-88 How does Competition Affect Firms' Carbon Performance? Firm-Level Evidence from Tariff Cuts
by Manuel C. Kathan & Raphaela Roeder & Sebastian Utz & Martin Nerlinger
- 25-87 Learning the Stochastic Discount Factor via Nonparametric Option Portfolios
by Emanuele Luzzi & Paul Schneider & Rohan Sen
- 25-86 Corporate Nature Risk Perceptions
by Snorre Gjerde & Zacharias Sautner & Alexander F. Wagner & Alexis Wegerich
- 25-85 Do Investors care about the Rainforest? Evidence from Voluntary Carbon Offsets around the World
by Franklin Allen & Patrick Behr & Riccardo Cosenza & Eric Nowak
- 25-84 The Size and Composition of Global Commercial Real Estate Markets
by Martin Hoesli & Richard Malle
- 25-83 Energy Saving Innovation, Vintage Capital, and the Green Transition
by Christian Keuschnigg & Giedrius Kazimieras Stalenis
- 25-82 Using Machine Learning to Compute Constrained Optimal Carbon Tax Rules
by Felix Kubler & Simon Scheidegger & Oliver Surbek
- 25-81 Shareholder Activism, Takeovers, and Managerial Discipline
by Francesco Celentano & Oliver Levine
- 25-80 Catching Crypto Trends; A Tactical Approach for Bitcoin and Altcoins
by Carlo Zarattini & Alberto Pagani & Andrea Barbon
- 25-79 Auditor Stock Ownership, Investment Returns, and Audit Quality
by Henrik Nilsson & Jenni Kallunki & Florian Eugster & Ann Vanstraelen
- 25-78 Mental Framing Effects in Dynamic Portfolio Choice
by Enrico G. De Giorgi & Thierry Post & Askhat Omar
- 25-77 A Bound on Price Impact and Disagreement
by Philippe van der Beck & Lorenzo Bretscher & Julie Zhiyu Fu
- 25-76 Institutional Investor Engagement: From Climate to Nature Risks
by Zacharias Sautner
- 25-75 Climate Transition Risks and Bank Liquidity Creation: Adapting to Regulatory Shocks
by Francisco González & Md Rajib Kamal & Steven Ongena & Shams Pathan
- 25-74 The Dual Strategy of Exclusion and Engagement: Impact on Asset Prices and Green Transition
by Madhushree Ayalasomayajula & Eric Jondeau
- 25-73 Is AI Trained on Public Money? Evidence from US Data Centers
by Adam Feher & Emilia Garcia-Appendini & Roxana Mihet
- 25-72 Beyond Words: Fed Chairs' Voice Sentiments and US Bank Stock Price Crash Risk
by Dimitrios Anastasiou & Apostolos G. Katsafados & Steven Ongena & Christos Tzomakas
- 25-71 Tariffs, Corporate Cash Holdings, and Innovation
by Konrad Adler & JaeBin Ahn & Mai Dao
- 25-70 Financial Covenants, Firm Financing, and Investment
by Konrad Adler
- 25-69 Cybersecurity and Bank Distance-to-Default
by Yuna Heo
- 25-68 Natural Disasters and the Real Effect of Skilled Labor Mobility
by Yuna Heo & S. Ghon Rhee
- 25-67 Corporate Opportunity Waiver Laws Did Not Produce Disloyal Managers
by Heng Geng & Harald Hau & Pengfei Liu
- 25-66 Green Silence: Double Machine Learning Carbon Emissions Under Sample Selection Bias
by Cathy Yi‐Hsuan Chen & Abraham Lioui & O. Scaillet
- 25-65 Dollar Funding Fragility and non-US Global Banks
by Philippe Bacchetta & J. Scott Davis & Eric van Wincoop
- 25-64 Geopolitical Risk and Domestic Bank Deposits
by Theodore Kapopoulos & Dimitrios Anastasiou & Steven Ongena & Athanasios Sakkas
- 25-63 Stickiness in Bank Credit Ratings
by Dimitrios Anastasiou & Antonis Ballis & Christos Ioannidis & Steven Ongena & Emmanouil Sifodaskalakis
- 25-62 The Pricing of Profit Shifting
by Fotis Delis & Manthos D. Delis & Sotirios Kokas & Luc Laeven & Steven Ongena
- 25-61 When No News is Good News: Multidimensional Heterogeneous Beliefs in Financial Markets
by Can Gao & Brandon Yueyang Han
- 25-60 Locally adaptive modeling of unconditional heteroskedasticity
by Matthias R. Fengler & Bruno Jäger & Ostap Okhrin
- 25-59 Addressing Anticipation Effects in Finance
by Tomislav Ladika & Elisa Pazaj & Zacharias Sautner
- 25-58 Insurers' Carbon Underwriting Policies
by Olimpia Carradori & Felix von Meyerinck & Zacharias Sautner
- 25-57 The Leverage of Hedge Funds and the Risk of Their Prime Brokers
by Ariston Karagiorgis & Dimitrios Anastasiou & Konstantinos Drakos & Steven Ongena
- 25-56 AI Employment and Political Risk Disclosures in Earnings Calls
by Erdinc Akyildirim & Gamze Ozturk Danisman & Steven Ongena
- 25-55 Heterogeneous Beliefs Recovery
by Julien Hugonnier & Darius Nik Nejad
- 25-54 Biodiversity Risk and Small Business Lending
by Duc Duy Nguyen & Steven Ongena & Shusen Qi & Vathunyoo Sila & Yibing Wang
- 25-53 Kernel Density Machines
by Damir Filipović & Paul Schneider
- 25-52 Quo Vadis? Bank Closures, Firm Performance, and New Bank-Firm Relationships
by Roman Goncharenko & Mikhail Mamonov & Steven Ongena & Svetlana Popova & Natalia Turdyeva
- 25-51 Training NTK to Generalize with KARE
by Johannes Schwab & Bryan T. Kelly & Semyon Malamud & Teng Andrea Xu
- 25-50 Transfer Learning Across Fixed-Income Product Classes
by Nicolas Camenzind & Damir Filipović
- 25-49 Digital Washing under Conflicting Institutional Logics: Evidence from China
by Tami Dinh & Florian Eugster & Zhongze Li & Yuchen Wu & Yi Zhang
- 25-48 A Lagrangian Approach to Optimal Lotteries in Non-Convex Economies
by Chengfeng Shen & Felix Kubler & Yucheng Yang & Zhennan Zhou
- 25-47 AI for Climate Finance: Agentic Retrieval and Multi-Step Reasoning for Early Warning System Investments
by Chiaki Hara & Thorsten Hens
- 25-46 AI for Climate Finance: Agentic Retrieval and Multi-Step Reasoning for Early Warning System Investments
by Saeid Vaghefi & Aymane Hachcham & Veronica Grasso & Jiska Manicus & Nakiete Msemo & Chiara Colesanti Senni & Markus Leippold
- 25-45 Real-Time Climate Controversy Detection
by David Jaggi & Markus Leippold & Tingyu Yu
- 25-44 Firm-Level Nature Dependence
by Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander F. Wagner
- 25-43 Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers
by Angie Andrikogiannopoulou & Philipp Krueger & Shema Frédéric Mitali & Filippos Papakonstantinou
- 25-42 Decarbonizing Institutional Investor Portfolios: Helping to Green the Planet or Just Greening Your Portfolio?
by Vaska Atta-Darkua & Simon Glossner & Philipp Krueger & Pedro Matos
- 25-41 Drawing Up the Bill: Are ESG Ratings Related to Stock Returns Around the World?
by Romulo Alves & Philipp Krueger & Mathijs A. van Dijk
- 25-40 The Green Transition: Evidence from Corporate Green Revenues
by Johannes Klausmann & Philipp Krueger & Pedro Matos
- 25-39 Cyberrisk and AI Firms
by Kumar Rishabh & Roxana Mihet & Julian Jang-Jaccard
- 25-38 Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers
by Carlo Altavilla & Cecilia Melo Fernandes & Steven Ongena & Alessandro Scopelliti
- 25-37 Is It AI or Data That Drives Firm Growth?
by Roxana Mihet & Kumar Rishabh & Orlando Gomes
- 25-36 Socially Responsible Investing in the Political Context
by Marco Ceccarelli & Stefano Ramelli & Anna Vasileva & Alexander F. Wagner
- 25-35 Narratives and Business Creation
by Jonathan Fu & Mrinal Mishra & Steven Ongena
- 25-34 Skilled Banker Mobility and Bank Default
by Yuna Heo & Steven Ongena
- 25-33 Macroprudential Policies and Bank Earnings Management
by Jie Cui & Mamiza Haq & Steven Ongena & Eric K. M. Tan
- 25-32 Generalized Portfolio Sorts for Factor Validation
by Markus Schmid & Daniel Hoechle & Heinz Zimmermann
- 25-31 Navigating Information Imperfections in Commercial Real Estate Pricing
by Martin Hoesli
- 25-30 Climate-Related Financial Policy and Systemic Risk
by Alin Marius Andries & Steven Ongena & Nicu Sprincean
- 25-29 Small is Beautiful, … and Efficient. On the Efficiency Premium of U.S. Community Banks
by Steven Ongena & Vasileios Pappas & Athina Petropoulou
- 25-28 Affordable housing, unaffordable credit? Concentration and high-cost lending for manufactured homes
by Sebastian Doerr & Andreas Fuster
- 25-27 Optimal Maximin GMM Tests for Sphericity in Latent Factor Analysis of Short Panels
by Alain-Philippe Fortin & Patrick Gagliardini & O. Scaillet
- 25-26 A Test of the Efficiency of a Given Portfolio in High Dimensions
by Mikhail Chernov & Bryan T. Kelly & Semyon Malamud & Johannes Schwab
- 25-25 Extreme Rainfall and Municipal Financing: Risk Pricing and Adaptive Mitigation by Sponge Cities
by Li Li & Xiangyang Li & Steven Ongena & Yabin Wang
- 25-24 ESG Ratings, ESG News Sentiment and Firm Credit Risk Perception
by Fangfang Wang & Florina Silaghi & Steven Ongena & Miguel García-Cestona
- 25-23 AI in Corporate Governance: Can Machines Recover Corporate Purpose?
by Boris Nikolov & Norman Schuerhoff & Sam Wagner
- 25-22 From Pledges to Portfolios: Integrating Countries' Climate Commitments into Sovereign Bond Investments
by Fabio Alessandrini & Eric Jondeau & Lou-Salomé Vallée
- 25-21 Paid Sick Leave Mandates and Household Portfolio Choice
by Yibing Wang & Steven Ongena & Duc Duy Nguyen & Tarik Driouchi
- 25-20 Ego versus Environment? How Overconfident Bank CEOs Delay Joining the Green Club That Would Have Them as a Member
by Kwabena A. Addo & Shams Pathan & Steven Ongena
- 25-19 Sticks, Carrots, and Investor Behavior: Evidence from Japan
by Francesco D'Ercole & Kazuo Yamada & Alexander F. Wagner
- 25-18 The Unintended Effects of Ethical Decision Aids in Organizations
by Malte Baader & Maxim Egorov & Baiba Renerte & Carmen Tanner & Alexander F. Wagner & Nicole Witt
- 25-17 The Implications of Faster Lending: Loan Processing Time and Corporate Cash Holdings
by Vesa Pursiainen & Hanwen Sun & Qiong Wang & Guochao Yang
- 25-16 The Carbon Cost of Competitive Pressure
by Vesa Pursiainen & Hanwen Sun & Yue Xiang
- 25-15 Academia Meets Leadership: How Doctoral Degrees Shape CEO Communication and Impact Markets
by Markus Leippold & Qian Wang & Min Yang
- 25-14 Strategic Claim Payment Delays: Evidence from Property and Casualty Insurance
by Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T. Lundblad & Tarun Ramadorai
- 25-13 High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes
by Yoann Potiron & O. Scaillet & Vladimir Volkov & Seunghyeon Yu
- 25-12 Effects of Bank Capital Requirements on Lending by Banks and Non-Bank Financial Institutions
by Peter Bednarek & Olga Briukhova & Steven Ongena & Natalja von Westernhagen
- 25-11 Banks’ Stock Market Reaction To Prudential Policy Announcements. The Role Of Central Bank Independence And Financial Stability Sentiment
by Andreea Maura Bobiceanu & Simona Nistor & Steven Ongena
- 25-10 Information Frictions inside a Bank: Evidence from Borrower Switching between Branches
by Di Gong & Steven Ongena & Shusen Qi
- 25-09 House Prices and Systemic Events Over the Last Six Centuries
by Alona Shmygel & Martin Hoesli
- 25-08 Artificial Intelligence Asset Pricing Models
by Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu
- 25-07 Redistributive Inflation and Optimal Monetary Policy
by Yucheng Yang
- 25-06 DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
by Jiequn Han & Yucheng Yang & Weinan E
- 25-05 Deep Learning for Search and Matching Models
by Jonathan Payne & Adam Rebei & Yucheng Yang
- 25-04 Behavioral Impulse Responses
by Bryan T. Kelly & Semyon Malamud & Emil Siriwardane & Hongyu Wu
- 25-03 The Transmission of Monetary Policy to the Cost of Hedging
by Matthias R. Fengler & Winfried Koeniger & Stephan Minger
- 25-02 Isolating Location Value Using SHAP and Interaction Constraints
by Nicola Stalder & Michael Mayer & Steven C. Bourassa & Martin Hoesli
- 25-01 Sanctions and Knowledge Spillovers
by Kiet Tuan Duong & Steven Ongena & Nam T. Vu & Luu Duc Toan Huynh
2024
- 24-110 The Demand for Safe Assets
by Filippo Cavaleri & Angelo Ranaldo & Enzo Rossi
- 24-109 Pricing Differentiated Funds: The Puzzle of ESG Fund Fees
by Aaron J. Black & Julian F Kölbel
- 24-108 How do Retail Investors Adapt to Exchange Rate Shocks?
by Martin Brown & Daniel Hoechle & Alejandra Perez & Markus Schmid
- 24-107 From Credit Spread of CoCo Bonds to Franchise Value
by Jiacheng Chen & Walter Farkas
- 24-106 Unveiling Themes in 10-K Disclosures: A New Topic Modeling Perspective
by Matthias R. Fengler & Minh Tri Phan
- 24-105 Consumption Expenditures in Austria & Germany: New Evidence Based on Transactional Data
by Winfried Koeniger & Peter Kress & Jonas Lehmann
- 24-104 Magnitude and Social Correlates of Poor Decisions in Health Insurance
by Lan Zou & Christian Biener
- 24-103 Fund-Level FX Hedging Redux
by Leonie Bräuer & Harald Hau
- 24-102 The Pricing of Asset-Backed Securities and Households' Pecking Order of Debt
by Roland Füss & Dominik Meyland & Stefan Morkoetter
- 24-101 Mean Reversion Trading on the Naphtha Crack
by Briac Turquet & Pierre Bajgrowicz & O. Scaillet
- 24-100 The Resilience of MDB Bonds to Credit Rating Downgrades
by Thea Kolasa & Steven Ongena & Chris Humphrey
- 24-99 Nothing to hide? Gender and age differences in willingness to share data
by Olivier Armantier & Sebastian Doerr & Jon Frost & Andreas Fuster & Kelly Shue
- 24-98 A Profitable Day Trading Strategy For The U.S. Equity Market
by Carlo Zarattini & Andrea Barbon & Andrew Aziz
- 24-97 Beat the Market An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)
by Carlo Zarattini & Andrew Aziz & Andrea Barbon
- 24-96 Investor Activism and the Green Transition
by Sebastian Gryglewicz & Simon Mayer & Erwan Morellec
- 24-95 Exploring Nature: Datasets and Models for Analyzing Nature-Related Disclosures
by Tobias Schimanski & Chiara Colesanti Senni & Glen Gostlow & Jingwei Ni & Tingyu Yu & Markus Leippold
- 24-94 Towards Faithful and Robust LLM Specialists for Evidence-Based Question-Answering
by Tobias Schimanski & Jingwei Ni & Mathias Kraus & Elliott Ash & Markus Leippold
- 24-93 Automated Fact-Checking of Climate Change Claims with Large Language Models
by Markus Leippold & Saeid Vaghefi & Veruska Muccione & Julia Bingler & Dominik Stammbach & Chiara Colesanti Senni & Jingwei Ni & Tobias Wekhof & Tingyu Yu & Tobias Schimanski & Glen Gostlow & Jürg Luterbacher & Christian Huggel
- 24-92 Combining AI and Domain Expertise to Assess Corporate Climate Transition Disclosures
by Chiara Colesanti Senni & Tobias Schimanski & Julia Bingler & Jingwei Ni & Markus Leippold
- 24-91 Determinants of Discount Rates, Capitalization Rates, and Growth Rates
by Martin Hoesli & Alona Shmygel
- 24-90 Using AI to Assess the Decision-Usefulness of Corporates' Nature-related Disclosures
by Chiara Colesanti Senni & Saeid Vaghefi & Tobias Schimanski & Tushar Manekar & Markus Leippold
- 24-89 ClimRetrieve: A Benchmarking Dataset for Information Retrieval from Corporate Climate Disclosures
by Tobias Schimanski & Jingwei Ni & Roberto Spacey & Nicola Ranger & Markus Leippold
- 24-88 Technical Patterns and News Sentiment in Stock Markets
by Markus Leippold & Qian Wang & Min Yang
- 24-87 Multilateral Development Bank Bonds
by Thea Kolasa & Steven Ongena & Chris Humphrey
- 24-86 Bank payout policy, regulation, and politics
by Rüdiger Fahlenbrach & Minsu Ko & René M. Stulz
- 24-85 Relationship Banking: The Borrower's Incentives Channel
by Pejman Abedifar & Soroush Kamyab & Steven Ongena & Amine Tarazi
- 24-84 More Data, More Credit? Information Sharing and Bank Credit to Households
by Tamas Briglevics & Artashes Karapetyan & Steven Ongena & Ibolya Schindele
- 24-83 CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging
by Yalin Gündüz & Steven Ongena & Gunseli Tumer-Alkan & Yuejuan Yu
- 24-82 Greenwashing: Do Investors, Markets and Boards Really Care?
by Erdin Akyildirim & Shaen Corbet & Steven Ongena & Les Oxley
- 24-81 Corporate Taxes and Entrepreneurs’ Income: A Credit Channel
by Manthos D. Delis & Emilios C. Galariotis & Maria Iosifidi & Steven Ongena
- 24-80 Joining Forces: Why Banks Syndicate Credit
by Steven Ongena & Alex Osberghaus & Glenn Schepens
- 24-79 Randomized Signature Methods in Optimal Portfolio Selection
by Erdinc Akyildirim & Matteo Gambara & Josef Teichmann & Syang Zhou
- 24-78 Quantification of the Self-Excited Emotion Dynamics in Online Interactions
by Yishan Luo & Didier Sornette & Sandro Claudio Lera
- 24-77 Dynamic Influence Networks Self-Organize Towards Sub-Critical Financial Instabilities
by Yicheng Wang & Didier Sornette & Ke Wu & Sandro Claudio Lera
- 24-76 Intrinsic Value: A Solution to the Declining Performance of Value Strategies
by Derek Bergen & Francesco A. Franzoni & Daniel Obrycki & Rafael Resendes
- 24-75 Stealthy Shorts: Informed Liquidity Supply
by Amit Goyal & Adam V. Reed & Esad Smajlbegovic & Amar Soebhag
- 24-74 Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market
by Jie Cao & Amit Goyal & Yajing (Stella) Wang & Xintong Zhan & Weiming Elaine Zhang
- 24-73 Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related Risks
by Hansjoerg Albrecher & Michel M. Dacorogna
- 24-72 Who Invests in What? Public Firms Ownership Around the World
by Ines Chaieb & Vihang R. Errunza & Lucie Y. Lu
- 24-71 Sustainable Investing Home and Abroad
by Ines Chaieb & Vihang R. Errunza & Lucie Y. Lu
- 24-70 Hard to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
by Francesco Audrino & Jonathan Chassot
- 24-69 Does sentiment help in asset pricing? A novel approach using large language models and market-based labels
by Jule Schuettler & Francesco Audrino & Fabio Sigrist
- 24-68 Quantifying Uncertainty: A New Era of Measurement through Large Language Models
by Francesco Audrino & Jessica Gentner & Simon Stalder
- 24-67 A New Test for an Old Puzzle
by Lorenzo Bretscher & Peter Feldhütter & Andrew Kane & Lukas Schmid
- 24-66 Distorted Beliefs and Asset Prices
by Lorenzo Bretscher & Aytek Malkhozov & Andrea Tamoni & Haoxi Yang
- 24-65 Monetary Policy Transmission with Adjustable and Fixed-Rate Mortgages: The Role of Credit Supply
by Fatih Altunok & Yavuz Arslan & Steven Ongena
- 24-64 Banking on Deposit Relationships: Implications for Hold-Up Problems in the Loan Market
by Jin Cao & Emilia Garcia-Appendini & Cédric Huylebroek
- 24-63 Structural Volatility Impulse Response Analysis
by Matthias R. Fengler & Jeannine Polivka
- 24-62 Real Estate in Liability-Driven Investment: The Case of U.S. Pension Funds
by Louis Johner & Martin Hoesli
- 24-61 The Performance of FDIC-Identified Community Banks
by Athina Petropoulou & Vasileios Pappas & Steven Ongena & Dimitrios Gounopoulos & Richard J. Fairchild
- 24-60 Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
by Damir Filipović & Paul Schneider
- 24-59 Battle of Transformers: Adversarial Attacks on Financial Sentiment Models
by Aysun Can Turetken & Markus Leippold
- 24-58 The Effect of Unconventional Fiscal Policy on Consumption -New Evidence based on Transactional Data
by Winfried Koeniger & Peter Kress
- 24-57 The Impact of Sustainable Finance Literacy on Investment Decisions
by Massimo Filippini & Markus Leippold & Tobias Wekhof
- 24-56 Rewiring Supply Chains Through Uncoordinated Climate Policy
by Emanuela Benincasa & Olimpia Carradori & Miguel A. Ferreira & Emilia Garcia-Appendini
- 24-55 Proxy-identification of a structural MGARCH model for asset returns
by Matthias R. Fengler & Jeannine Polivka
- 24-54 Discretionary Administrative Power and Conflicts of Interest in China's IPO Approvals
by Heng Geng & Harald Hau & Hanzhang Zheng
- 24-53 Pricing of risk in credit and equity index options-A role for option order flow?
by Pierre Collin-Dufresne & Anders B. Trolle
- 24-52 Hunting for Dollars
by Peteris Kloks & Edouard Mattille & Angelo Ranaldo
- 24-51 Analysis of the leading Bitcoin forum with large language models highlights the enduring and substantial carbon footprint of Bitcoin
by Cyrille Grumbach & Didier Sornette
- 24-50 Adaptive joint distribution learning
by Damir Filipović & Michael D. Multerer & Paul Schneider
- 24-49 The Volatility of Listed Real Estate in Europe and Portfolio Implications
by Martin Hoesli & Louis Johner & Zhaklin Krayushkina
- 24-48 Multiple Outlier Detection in Samples with Exponential & Pareto Tails
by Didier Sornette & Ran Wei
- 24-47 Smoothing Out Momentum and Reversal
by Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker
- 24-46 Climate Change and Bank Deposits
by Özlem Dursun-de Neef & Steven Ongena
- 24-45 Beyond Peers: Cross-Industry Competition and Strategic Financing
by Boris Nikolov & Norman Schuerhoff & Zepeng Wang
- 24-44 Performance and Challenges of Net-Zero Strategies in the Context of the EU Regulation
by Fabio Alessandrini & Eric Jondeau & Lou-Salomé Vallée
- 24-43 Too-big-to-strand? Bond versus bank financing in the transition to a low-carbon economy
by Winta Beyene & Manthos D. Delis & Kathrin de Greiff & Steven Ongena
- 24-42 Fundamental properties of linear factor models
by Damir Filipović & Paul Schneider
- 24-41 Pay transparency, bank and non-bank employment, and loan performance
by Piotr Danisewicz & Steven Ongena
- 24-40 Do Banks Price Environmental Risk? Only When Local Beliefs are Binding!
by Irem Erten & Steven Ongena
- 24-39 Understanding Reputational Risks: The Impact of ESG Events on European Banks
by Erdinc Akyildirim & Shaen Corbet & Steven Ongena & David Staunton
- 24-38 Who monitors climate risk of financial institutions? Evidence from catastrophe risks in insurance
by Christoph Basten & Anastasia V. Kartasheva
- 24-37 The Collateral Spread Puzzle: Why Do Repo Rates Often Exceed Unsecured Rates?
by Kjell G. Nyborg
- 24-36 Monetary Policy Transmission Through Cross-Selling Banks
by Christoph Basten & Ragnar Juelsrud
- 24-35 The Value of NGOs in ESG
by Janja Brendel & Cai Chen & Thomas Keusch & Zacharias Sautner
- 24-34 U.S. and European Listed Real Estate as an Inflation Hedge
by Jan Muckenhaupt & Martin Hoesli & Bing Zhu
- 24-33 Deep LPPLS: Forecasting of temporal critical points in natural, engineering and financial systems
by Joshua Nielsen & Didier Sornette & Maziar Raissi
- 24-32 Modelling risk sharing and impact on systemic risk
by Walter Farkas & Patrick Lucescu
- 24-31 Overconfident Bank CEOs: Risk Amplification Amid Economic Uncertainty?
by Kwabena Aboah Addo & Shams Pathan & Steven Ongena
- 24-30 How good are LLMs in risk profiling?
by Thorsten Hens & Trine Nordlie
- 24-29 Blockchain Currency Markets
by Angelo Ranaldo & Ganesh Viswanath-Natraj & Junxuan Wang
- 24-28 Monetary Conditions and Community Redistribution through Mortgage Markets
by Manish Gupta & Steven Ongena
- 24-27 Incomplete financial markets, the social cost of carbon and constrained efficient carbon pricing
by Felix Kubler
- 24-26 Institutional Investors and the Fight Against Climate Change
by Thea Kolasa & Zacharias Sautner
- 24-25 Technology Entrepreneurs' Environmental Commitments and Crowdfunding Outcomes
by Vesa Pursiainen & Meichen Qian & Dragon Yongjun Tang
- 24-24 Examining the Relationship between Bank Reputational Disaster and Sponsored Money Market Fund Flows
by Erdinc Akyildirim & Shaen Corbet & Steven Ongena & David Staunton
- 24-23 Good and Bad Credit Growth: Sectoral Credit Allocation and Systemic Risk
by Alin Marius Andries & Steven Ongena & Nicu Sprincean
- 24-22 Climate Transition Beliefs
by Marco Ceccarelli & Stefano Ramelli
- 24-21 Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market
by Neil Bhutta & Andreas Fuster & Aurel Hizmo
- 24-20 Household Belief Formation in Uncertain Times
by Luca Gemmi & Roxana Mihet
- 24-19 CEOs Showing Humanity: Human Care Statements in Conference Calls and Stock Market Performance During Crisis
by Lauren C. Howe & Laura Giurge & Alexander F. Wagner & Jochen I. Menges
- 24-18 Green Innovations - Do patents pay off for the environment or for the investors?
by Malte Schlosser & Ester Trutwin & Thorsten Hens
- 24-17 The Price of Money: The Reserves Convertibility Premium over the Term Structure
by Kjell G. Nyborg & Jiri Woschitz
- 24-16 Pension Liquidity Risk
by Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm
- 24-15 Sovereign debt sustainability, the carbon budget and climate damages
by Caterina Seghini
- 24-14 Corporate Climate Lobbying
by Markus Leippold & Zacharias Sautner & Tingyu Yu
- 24-13 Political uncertainty and currency markets
by Markus Leippold & Felix Matthys & Philippe Mueller & Michal Svaton
- 24-12 Scheduling Processes and Inference of Scheduled Events From Price Data
by Markus Leippold & Michal Svaton
- 24-11 Do “Too-Big-To-Fail” Banks Receive Preferential Treatment in Bailouts? Surprising Results from a Cross-Country Analysis
by Allen N. Berger & Simona Nistor & Steven Ongena & Sergey Tsyplakov
- 24-10 An averaging framework for minimum-variance portfolios: Optimal rules for combining portfolio weights
by Roland Füss & Thorsten Glück & Christian Koeppel & Felix Miebs
- 24-09 Cyclical systemic risk and banks’ vulnerability
by Alona Shmygel & Steven Ongena
- 24-08 Sparse spanning portfolios and under-diversification with second-order stochastic dominance
by Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou
- 24-07 Sparse Portfolio Selection via Topological Data Analysis based Clustering
by Anubha Goel & Damir Filipović & Puneet Pasricha
- 24-06 Asset Life, Leverage, and Debt Maturity Matching
by Thomas Geelen & Jakub Hajda & Erwan Morellec & Adam Winegar
- 24-05 Investments and Asset Pricing in a World of Satisficing Agents
by Tony Berrada & Peter Bossaerts & Giuseppe Ugazio
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