Content
2014
- 14-13 Hedge Fund Innovation
by Denitsa Stefanova & Arjen Siegmann & Marcin Zamojski - 14-12 The Evolving Beta-Liquidity Relationship of Hedge Funds
by Denitsa Stefanova & Arjen Siegmann - 14-11 Emotions-at-Risk: An Experimental Investigation into Emotions, Option Prices and Risk Perception
by Roman Kräussl & Ronald Bosman & Thomas van Galen - 14-10 Art as an Aternative Asset Class: Risk and Return Characteristics of the Middle Eastern & Northern African Art Markets
by Roman Kräussl - 14-09 Recall Searching with and without Recall
by Tibor Neugebauer & Daniela Di Cagno & Carlos Rodriguez-Palmero, & Abdolkarim Sadrieh - 14-08 Skewness Term Structure Tests
by Thorsten Lehnert & Yuehao Lin - 14-07 Is there a Bubble in the Art Market?
by Roman Kräussl & Thorsten Lehnert & Nicolas Martelin - 14-06 Evaluating Option Pricing Model Performance Using Model Uncertainty
by Thorsten Lehnert & Gildas Blanchard & Dennis Bams - 14-05 Skewness Risk Premium: Theory and Empirical Evidence
by Christian Wolff & Thorsten Lehnert & Yuehao Lin - 14-04 Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices
by Roman Kräussl & Narasimhan Jegadeesh & Joshua M. Pollet - 14-03 News Media Sentiment and Investor Behavior
by Roman Kräussl & Elizaveta Mirgorodskaya - 14-02 The 2011 European Short Sale Ban: An Option Market Perspective
by Roman Kräussl & Luiz Félix & Philip Stork - 14-01 Mutual Funds’ Returns from Providing Liquidity and Costs of Immediacy
by Kalle Rinne & Matti Suominen
2013
- 13-14 Deflating Bubbles in Experimental Asset Markets: Comparative Statics of Margin Regulations
by Tibor Neugebauer & Sascha Füllbrunn - 13-13 The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis
by Christian C.P. Wolff, & Nikolaos I. Papanikolaou - 13-12 What lies behind the (Too-Small-To-Survive) banks?
by Theoharry Grammatikos, & Nikolaos I. Papanikolaou - 13-11 Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?
by Thorsten Lehnert & Yuehao Lin & Nicolas Martelin - 13-10 Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game
by Tibor Neugebauer & Sascha F llbrunn - 13-9 Asymmetric contests with risky rents
by Jean-Daniel Guigou & Bruno Lovat & Marc Boissaux - 13-8 The Lure of the Brand: Evidence from the European Mutual Fund Industry
by Fabian Irek, & Jan Jaap Hazenberg & Willem van der Scheer & Mariela Stefanova - 13-7 Does it Pay to Invest in Art? A Selection-corrected Returns Perspective
by Roman Kraussl & Arthur Korteweg & Patrick Verwijmeren - 13-6 Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985-2009
by Roman Kraussl & Stefan Krause - 13-5 The Effect of Anticipated and Experienced Regret and Pride on Investors Future Selling Decisions
by Roman Kraussl & Carmen Lee & Leo Paas - 13-4 Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle
by Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt - 13-3 A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems
by Jang Schiltz & Marc Boissaux - 13-2 Forecasting distress in European SME portfolios
by Dimitra Michala & Theoharry Grammatikos & Sara Ferreira Filipe - 13-1 Do Fund Investors Know that Risk is Sometimes not Priced?
by Fabian Irek & Thorsten Lehnert
2012
- 12-19 Modeling default correlation in a US retail loan portfolio
by Magdalena Pisa & Dennis Bams & Christian Wolff - 12-16 The Small World of Corporate Boards-Worldwide:International Evidence from Listed Firms
by Malika Hamadi - 12-15 Independence and focus of Luxembourg UCITS fund boards
by Jan Jaap Hazenberg - 12-14 Market Perceptions of US and European Policy Actions Around the Subprime Crisis
by Yoichi Otsubo & Theoharry Grammatikos & Thorsten Lehnert - 12-13 Optimal mix of funded and unfunded pension systems: the case of Luxembourg
by Jean-Daniel Guigou & Jang Schiltz - 12-12 Limited Liability, Moral Hazard and Risk Taking A Safety Net Game Experiment
by Tibor Neugebauer, & Sascha Fullbrunn - 12-11 Effectiveness of independent boards of Luxembourg funds
by Jan Jaap Hazenberg - 12-10 The Governance of Perpetual Financial Intermediaries
by Jos van Bommel & Jose Penalva - 12-9 Sentiment Trades and Option Prices
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - 12-8 The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity
by Theoharry Grammatikos & Robert Vermeulen - 12-7 The Market Microstructure of the European Climate Exchange
by Yoichi Otsubo & Bruce Mizrach - 12-6 Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market
by Yoichi Otsubo - 12-5 Price Discovery of Tokyo-New York Cross-listed Stocks
by Yoichi Otsubo - 12-4 Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency
by Thorsten Lehnert & Lamia Bekkour & Xisong Jin & Fanou Rasmouki & Christian Wolff - 12-3 Vertically Splitting a Firm: Promotion and Demotion in a Team Production Experiment
by Tibor Neugebauer & Susana Cabrera & Enrique Fatas & Juan A. Lacomba - 12-2 Conditioned Higher Moment Portfolio Optimisation Using Optimal Control
by Marc Boissaux & Jang Schiltz - 12-1 Noise Trading and the Cross-Section of Index Option Prices
by Fabian Irek & Thorsten Lehnert & Nicolas Martelin
2011
- 11-17 Competition, Loan Rates and Information Dispersion in Microcredit Markets
by Malika Hamadi & Guillermo Baquero - 11-16 Ownership Structure and Firm Performance : Evidence from a non-parametric panel
by Malika Hamadi & Andreas Heinen - 11-15 Production intermittence in sport markets
by Augusto Ruperez Micola & Albert Banal-Estanol - 11-14 On the divers of commodity co-movement: Evidence from biofuels
by Augusto Ruperez Micola & Francisco Penaranda - 11-13 The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps
by Lamia Bekkour & Thorsten Lehnert & Maria Chiara Amadori - 11-12 Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals
by Jang Schiltz & Marc Boissaux - 11-11 Corporate Governance and Financial Development: A Study of the French Case
by Jean-Daniel Guigou & Regis Blazy & Afef Boughanmi & Bruno Defffains - 11-10 Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas
by Thorsten Lehnert & Xisong Jin - 11-04 The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps
by Lamia Bekkour & Thorsten Lehnert & Maria Chiara Amadari - 11-03 Public Good and Private Good Valuation for Waiting, Time Reduction: A Laboratory Study
by Tibor Neugebauer & Stefan Traub - 11-02 Strategic delegation and collusion: Do incentive schemes matter?
by Jean-Daniel Guigou & Patrick De Lamirande & Bruno Lovat - 11-01 Cultural Values, CEO Risk Aversion and Corporate Takeovers
by Thorsten Lehnert & Bart Frijn & Aaron Gilbert & Alireza Tourani-Rad - 11-9 Transparency and Ending Times of Call Auctions: A Comparison of Euronext and Xetra
by Jos van Bommel & Peter Hoffmann - 11-8 Financial Intermediation in an Overlapping Generations Model with Transaction Costs
by Jos van Bommel & Augusto Hasman & Margarita Samartin - 11-6 Does the GARCH Structural Credit Risk Model Make a Difference?
by Thorsten Lehnert & Xisong Jin & Francisco Nadal de Simone - 11-5 The Takeover Game
by Sascha F llbrunn & Ernan Haruvy
2010
- 10-14 Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence
by Tibor Neugebauer - 10-13 Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
by Theoharry Grammatikos & Robert Vermeulen - 10-12 Leverage and risk in US commercial banking in the light of the current financial crisis
by Nikolaos Papanikolaou & Christian Wolff - 10-11 Market Strucutre, Screening Activity and Bank Lending Behavior
by Nikolaos Papanikolaou - 10-10 Do Agency relations Mediate the Interactions between Firms' Financial Policies and Business Cycles?
by Charles-Henri Reuter - 10-09 An Optimal Control Approach to Portfolio Optimisation with Conditioning Information
by Marc Boissaux & Jang Schiltz - 10-08 Contingent Capital: The Case for COERCs
by Christian Wolff & Theo Vermaelen & George Pennacchi - 10-07 Modelling structural changes in the volatility process
by Tibor Neugebauer & Juan A. Lacomba & Francisco Lagos - 10-06 Georges-Louis Leclerc de Buffon’s‘Essays on Moral Arithmetic’
by Tibor Neugebauer & John Hey & Carmen Pasca - 10-05 Modelling structural changes in the volatility process
by Thorsten Lehnert & Bart Frijns & Remco C.J. Zwinkels - 10-04 Limited Liability, Moral Hazard and Risk Taking - A Safety Net Game Experiment
by Tibor Neugebauer & Sascha Füllbrunn - 10-03 Ownership Concentration, Family Control and Performance of Firms
by Malika Hamadi - 10-02 Comoment Risk and Stock Returns
by Marie Lambert & George Hübner - 10-01 How to Construct Fundamental Risk Factors?
by Marie Lambert & George Hübner
2009
- 09-09 TIPS, Inflation Expectations and the Financial Crisis
by Thorsten Lehnert & Aleksandar Andonov & Florian Bardong - 09-08 A Volatility Targeting GARCH model with Time-Varying Coefficients
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - 09-07 Behavioral Heterogeneity in the Option Market
by Thorsten Lehnert & Bart Frijns & Remco Zwinkels - 09-06 Directional and non-directional risk exposures in Hedge Fund returns
by Marie Lambert & George Hübner & Marie Lambert - 09-05 The Dark Side of Global Integration: Increasing Tail Dependence
by Antonio Cosma & antonio.cosma@uni.lu & Michel Beine & Robert Vermeulen - 09-04 Large powerful shareholders and cash holding
by Malika Hamadi & Ronald W. Anderson - 09-03 A Cumulative Prospect Theory Approach to Option Pricing
by Christian Wolff & Thorsten Lehnert & Cokki Versluis - 09-02 Time-Variation in Term Permia: International Survey-Based Evidence
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor - 09-01 Dispersion of Beliefs in the Foreign Exchange Market
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels
2008
- 08-12 Are Capital Controls in the Foreign Exchange Market Effective?
by Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg - 08-11 Loss Functions in Option Valuation: A Framework for Selection
by Christian Wolff & Dennis Bams & Thorsten Lehnert - 08-10 An Experimental Analysis of Optimal Renewable Resource Management: The Fishery
by Tibor Neugebauer & John D. Hey & K Sadrieh - 08-09 Anonymity deters collusion in hard-close auctions: Experimental Evidence
by Tibor Neugebauer & Sascha Füllbrunn - 08-08 Funds Rating: The Predictive Power
by Terraza Virginie & Toque Carole - 08-07 Times series Factorial models with incertitute measures on ARMA processes and its application to final data
by Terraza Virginie & Toque Carole - 08-06 IFRS and the Need for Non-Financial Information
by Tristan Boyer & Elena Chane-Alune - 08-05 Law, Corporate Governance and Financial System: Econometric Analysis of French Case
by Régis Blazy & Afef Boughanmi & Bruno Deffains & Jean-Daniel Guigou - 08-04 How Bankruptcy Punishment Influences the Ex-Ante Design of Debt Contracts?
by Régis Blazy & Gisèle Umbhauer & Laurent Weill - 08-03 Stochastic and Deterministic Menus in Common Agency games: A corrected version
by Gwenaël Piaser - 08-02 Incentive compatible mechanisms in multiprincipal multiagent games
by Gwenaël Piaser - 08-01 Moral Hazard: Messages, Delegation and Efficiency
by Andrea Attar & Eloisa Campioni & Gwenaël Piaser & Uday Rajan
2007
- 07-19 Intervention Policy of the BoJ: a Unified Approach
by Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt - 07-17 Bid and price effects of increased competition in the first-price auction: experimental evidence
by Tibor Neugebauer - 07-14 Four-Moment Asset Pricing Model: Computation Standards and specification Tests for Moment-Related Risk Premia
by Marie Lambert - 07-10 On multiple-principal multiple-agent models of moral hazard
by Gwenaël Piaser - 07-09 Direct Mechanisms, Menus and Latent Contracts
by Gwenaël Piaser - 07-08 Ownership, Control and Liquidity
by Ronald Anderson & Malika Hamadi - 07-07 Relative Performance Evaluation, Risk Aversion and Entry
by Jean-Daniel Guigou & Bruno Lovat & Gwenaël Piaser - 07-06 Les IFRS et les besoins en informations non financières
by Tristan Boyer & Elena CHANE-ALUNE - 07-05 Do shareholders really own the firm?
by Tristan Boyer - 07-02 Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?
by Régis Blazy & Bertrand Chopard & Agnès Fimayer & Jean-Daniel Guigou - 07-01 On multiple-principal multiple-agent models of moral hazard
by Andrea Attar & Eloisa Campioni & Gwenaël Piaser & Uday Rajan
2006
- 06-15 Evaluation des performances relatives, risque et entrée
by J.-D. Guigou & B. Lovat - 06-10 A Nonparametric ACD Model
by Antonio Cosma & Fausto Galli - 06-09 The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable
by Régis Blazy & Laurent Weill - 06-08 How Recovery Process Influences the Design of Debt Contracts?
by Régis Blazy & Laurent Weill - 06-07 Why Do Banks Ask for Collateral and Which Ones?
by Régis Blazy & Laurent Weill - 06-06 Quelles performances financières pour les jeunes entreprises pérennes ?
by Régis Blazy & Bertrand Chopard - 06-04 International Financial Reporting Standards and Market Efficiency: A European Perspective
by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier - 06-03 Nonexclusivity and adverse selection: An application to the annuity market
by Agar Brugiavini & Gwenaël Piaser - 06-02 The Impact of International Financial Reporting Standards on Market Microstructure in Europe
by M. Lambert & G. Hübner & P.-A. Michel & H. Olivier