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Content
2024
- 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
- 24-04 The Impact of Climate Engagement: A Field Experiment
by Florian Heeb & Julian F Kölbel
- 24-03 Robust difference-in-differences analysis when there is a term structure
by Kjell G. Nyborg & Jiri Woschitz
- 24-02 Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
by Didier Sornette & Yu Zhang
- 24-01 An Intermediation-Based Model of Exchange Rates
by Semyon Malamud & Andreas Schrimpf & Yuan Zhang
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
Printed from https://ideas.repec.org/s/chf/rpseri.html
