Institutional investors' stocks portfolio strategies and commodity prices: a...
International Journal of Financial Markets and Derivatives, Volume 7, Issue 2, Page 101-123, January 2019.
View ArticlePredicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet...
Publication date: Available online 12 December 2019Source: Finance Research LettersAuthor(s): Elie Bouri, Rangan GuptaAbstractWe compare the ability of a newspaper-based measure and an internet...
View ArticleDecreasing Investment-cash flow Sensitivity: Further UK Evidence
Publication date: Available online 12 December 2019Source: Finance Research LettersAuthor(s): Michael Machokoto, Umair Tanveer, Shamaila Ishaq, Geofry ArenekeAbstractUsing publicly listed firms in the...
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Informational privacy: a precondition for democratic participation?
The value of informational privacy has long ceased to be seen merely in the protection or exercise of individual autonomy. Already in the early 1980s, the German Federal Court pointed out that the...
View ArticleHow Does Credit Supply Expansion Affect the Real Economy? The Productive...
ABSTRACT Credit supply expansion can affect an economy by increasing productive capacity or by boosting household demand. In this study, we develop a test to determine if the household demand channel...
View ArticleConsumption Fluctuations and Expected Returns
ABSTRACT This paper introduces a novel consumptionâbased variable, cyclical consumption, and examines its predictive properties for stock returns. Future expected stock returns are high (low) when...
View ArticleMoneyScience: Online Training - IBM - Data Visualization with Python
Resource: Online Training - IBM - Data Visualization with Python https://t.co/B0bz4anyWW â moneyscience (@moneyscience) December 12, 2019
View ArticleISSUE INFORMATION BM
The Journal of Finance, Volume 74, Issue 6, Page 3391-3392, December 2019.
View ArticleISSUE INFORMATION FM
The Journal of Finance, Volume 74, Issue 6, Page 2703-2705, December 2019.
View ArticleAMERICAN FINANCE ASSOCIATION
The Journal of Finance, Volume 74, Issue 6, Page 3390-3390, December 2019.
View ArticleANNOUNCEMENTS
The Journal of Finance, Volume 74, Issue 6, Page 3261-3261, December 2019.
View ArticleAFA 2020 SAN DIEGO MEETINGS EIGHTIETH ANNUAL MEETING AMERICAN FINANCE...
The Journal of Finance, Volume 74, Issue 6, Page 3262-3317, December 2019.
View ArticleParticipant Schedule for the AFA 2020 San Diego Meetings January 3–5, 2020
The Journal of Finance, Volume 74, Issue 6, Page 3318-3389, December 2019.
View ArticleRelationship Trading in OTC Markets
ABSTRACT We examine the network of trading relationships between insurers and dealers in the overâtheâcounter corporate bond market. Regulatory data show that oneâthird of insurers use a single...
View ArticleBeyond Random Assignment: Credible Inference and Extrapolation in Dynamic...
ABSTRACT We derive analytical relationships between shock responses and theoryâimplied causal effects (comparative statics) in dynamic settings with linear profits and linearâquadratic stock...
View ArticleGlued to the TV Distracted Noise Traders and Stock Market Liquidity
ABSTRACT In this paper we study the impact of noise tradersâ limited attention on financial markets. Specifically we exploit episodes of sensational news (exogenous to the market) that distract...
View ArticleSecuritization, Ratings, and Credit Supply
ABSTRACT We develop a framework to explore the effect of credit ratings on loan origination. We show that ratings endogenously shift the economy from a Signaling equilibrium, in which banks...
View ArticleWhat is a Patent Worth? Evidence from the U.S. Patent “Lottery”
ABSTRACT We provide evidence on the value of patents to startups by leveraging the quasiârandom assignment of applications to examiners with different propensities to grant patents. Using unique...
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