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Series handle: RePEc:chf:rpseri
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2025
- 25-105 Passive Investors and Loan Spreads
by Konrad Adler & Sebastian Doerr & Xingyu Sonya Zhu
- 25-104 Market-Based Green Firms
by Konrad Adler & Oliver Rehbein & Matthias Reiner & Jing Zeng
- 25-103 Organizational Ethics in Action: The Use of Contemplation Questions as Decision Aids in Large Companies
by Baiba Renerte & Malte Baader & Carmen Tanner & Alexander F. Wagner & Nicole Witt
- 25-102 We embed the budget constraints of the private, public, and external sectors within the aggregate budget constraint of the economy to examine whether valuation ratios in one sector forecast real returns and cash-flow growth in others. Exploiting the cross-sector restrictions implied by the aggregate constraint, we show that fluctuations in the government surplus-to-debt ratio robustly predict equity returns. The magnitude of this cross-sector predictability is on par with the ownsector predictability associated with the dividend-price ratio. We then develop a model in which distortionary taxes generate these patterns and use the cross-sector forecasts to calibrate the implied size of the tax distortions
by Junxiong Gao & Alberto Plazzi & Rossen I. Valkanov & Yan Xu
- 25-101 Who Pays for Higher Energy Prices? Distributional Effects in the Housing Market
by Francisco Amaral & Steffen Zetzmann
- 25-100 Passive Ownership and Corporate Bond Lending
by Amit Goyal & Yoshio Nozawa & Yancheng Qiu
- 25-99 Dividend-Price Ratios and Payout Constraints
by Ivo Welch & Amit Goyal
- 25-98 Biodiversity Impacts of Renewable Energy
by Haozhou Gong & Chen Lin & Zacharias Sautner & Thomas Schmid
- 25-97 Benign Granularity in Asset Markets
by Sergei Glebkin & Semyon Malamud & Alberto Mokak Teguia
- 25-96 Understanding The Virtue of Complexity
by Bryan T. Kelly & Semyon Malamud
- 25-95 What 200 Years of Data Tell Us About the Predictive Variance of Long-Term Bonds
by Pasquale Della Corte & Can Gao & Daniel P. A. Preve & Giorgio Valente
- 25-94 ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs
by Nikolas Anic & Andrea Barbon & Ralf Seiz & Carlo Zarattini
- 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
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