Discussion paper DP19580 Pricing of Risk in Credit and Equity Index Options - A Role for Option Order Flow? Pierre Collin-Dufresne Anders Trolle 12 Oct 2024 Asset Pricing G12 G13
Discussion paper DP19581 Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands Pierre Collin-Dufresne Kent Daniel Mehmet Saglam 12 Oct 2024 Asset Pricing D53 G11 G12
Discussion paper DP19512 Stock Market Ownership Transitions Yosef Bonaparte George Korniotis Alok Kumar Alexander Michaelides Yuxin Zhang 21 Sep 2024 Asset Pricing D14 G11 G12
Discussion paper DP19506 The Global Cross-Section of Corporate Bonds: Market, Maturity and Liquidity Geert Bekaert Roberto De Santis Tomas Mondino 19 Sep 2024 Asset Pricing G12 G15
Discussion paper DP19470 An Anatomy of Currency Strategies: The Role of Emerging Markets Mikhail Chernov Magnus Dahlquist Lars Lochstoer 12 Sep 2024 International Macroeconomics and Finance Asset Pricing F31 G12 G15
Discussion paper DP19460 Recovering Price Informativeness from "Nonfundamental" Shocks Julien Cujean Samuel Jaeger 8 Sep 2024 Asset Pricing D82 G12 G14
Discussion paper DP19427 Admissible Surplus Dynamics and the Government Debt Puzzle Pierre Collin-Dufresne Julien Hugonnier Elena Perazzi 4 Sep 2024 Macroeconomics and Growth Asset Pricing E44 E62 G12 H6
Discussion paper DP19411 There Is No Excess Volatility Puzzle Andy Atkeson Jonathan Heathcote Fabrizio Perri 29 Aug 2024 Asset Pricing G12 G14
Discussion paper DP19399 Dealer Inventory and the Cross-Section of Corporate Bond Returns Nils Friewald Florian Nagler 27 Aug 2024 Asset Pricing G10 G12 G20
Discussion paper DP19391 Information Aggregation: Evidence from Lockdown of Subsidiaries Allaudeen Hamed Massimo Massa Zhenghui Ni Zhou Zhou 26 Aug 2024 Banking and Corporate Finance G12 G22 G23 G32
Discussion paper DP19394 Is Human-Interaction-based Information Substitutable? Jennie Bai Massimo Massa 26 Aug 2024 Asset Pricing G12 G14 G23
Discussion paper DP19396 Does the Community Reinvestment Act (CRA) Crowd Out Corporate Lending? Ruichang Lu Massimo Massa Wenlan Qian Hong Zhang 26 Aug 2024 Banking and Corporate Finance G12 G2 G32