| International factor models
|
2023 |
Huber, Daniel |
| Do tournament incentives affect corporate dividend policy?
|
2023 |
Chowdhury, Hasibul |
| Dividend and corporate income taxation with present-biased consumers
|
2023 |
Kang, Minwook |
| COVID-19 and bank branch lending : the moderating effect of digitalization
|
2023 |
Silva, Thiago Christiano |
| A shadow rate without a lower bound constraint
|
2023 |
De Rezende, Rafael B. |
| Fund flow-induced volatility and the cost of debt
|
2023 |
Cook, Douglas O. |
| The sum of all fears : forecasting international returns using option-implied risk measures
|
2023 |
Gagnon, Marie-Hélène |
| Corporate culture and firm value : evidence from crisis
|
2023 |
Fang, Yiwei |
| Strategic repurchases and equity sales : evidence from equity vesting schedules
|
2023 |
Moore, David |
| Option returns, risk premiums, and demand pressure in energy markets
|
2023 |
Jacobs, Kris |
| Zombies, again? : the COVID-19 business support programs in Japan
|
2023 |
Hoshi, Takeo |
| External balance sheets and the COVID-19 crisis
|
2023 |
Hale, Galina |
| Breakup and default risks in the great lockdown
|
2023 |
Bonaccolto, Giovanni |
| The value of (private) investor relations during the COVID-19 crisis
|
2023 |
Neukirchen, Daniel |
| Measuring risk culture in finance : development of a comprehensive measure
|
2023 |
Ghafoori, Eraj |
| The changing landscape of treasury auctions
|
2023 |
Amin, Shehryar |
| Sign matters : stock-movement-based trading decisions of individual investors
|
2023 |
Cao, Ji |
| Minority shareholder voting and dividend policy
|
2023 |
Lin, Jing |
| Intraday momentum in the VIX futures market
|
2023 |
Huang, Hong-Gia |
| Can real options explain the skewness of stock returns?
|
2023 |
Ho, Tuan |
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