Authors | Title | Journal | Volume | Publication Date |
---|---|---|---|---|
Bolton, P., Halem, Z., <strong>Kacperczyk, M.</strong> | <a target="_blank" href="http://doi.org/"> The Financial Cost of Carbon </a> | Journal Of Applied Corporate Finance | Volume 34, pp.17-29 | June 2022 |
Albuquerque, A., Bennett, B., <strong>Custodio, C.</strong>, Cvijanovic, D. | <a target="_blank" href="http://doi.org/10.1007/s11142-022-09700-5"> CEO compensation and real estate prices: pay for luck or pay for action? </a> | Review Of Accounting Studies | January 2022 | |
Barucci, E., <strong>Biffis, E.</strong>, Marazzina, D. | <a target="_blank" href="http://doi.org/10.1016/j.ejor.2022.09.016"> Health insurance, portfolio choice, and retirement incentives </a> | European Journal Of Operational Research | September 2022 | |
<strong>Allen, F.</strong>, Fatas, A., di Mauro, B.W. | <a target="_blank" href="http://doi.org/10.1016/j.intfin.2022.101637"> Was the ICO boom just a sideshow of the Bitcoin and Ether Momentum? </a> | Journal Of International Financial Markets Institutions & Money | September 2022 | |
Faria, G., <strong>Kosowski, R.</strong>, Wang, T. | <a target="_blank" href="http://doi.org/10.1016/j.jbankfin.2021.106399"> The Correlation Risk Premium: International Evidence </a> | Journal Of Banking & Finance | March 2022 | |
<strong>Allen, F.</strong>, Qian, M., Xie, J. | <a target="_blank" href="http://doi.org/10.1016/j.jfi.2022.101000"> Implicit benefits and financing </a> | Journal Of Financial Intermediation | October 2022 | |
Hennessy, C.A., <strong>Chemla, G.</strong> | <a target="_blank" href="http://doi.org/10.1016/j.jfineco.2021.07.014"> Signaling, instrumentation, and CFO decision-making </a> | Journal Of Financial Economics | Volume 144, pp.849-863 | June 2022 |
Badarinza, C., <strong>Ramadorai, T.</strong>, Shimizu, C. | <a target="_blank" href="http://doi.org/10.1016/j.jfineco.2021.09.011"> Gravity, counterparties, and foreign investment </a> | Journal Of Financial Economics | Volume 145, pp.132-152 | August 2022 |
Bottero, M., Minoiu, C., Peydro, J-L., Polo, A., Presbitero, A.F., Sette, E. | <a target="_blank" href="http://doi.org/10.1016/j.jfineco.2021.11.004"> Expansionary yet different: Credit supply and real effects of negative interest rate policy </a> | Journal Of Financial Economics | Volume 146, pp.754-778 | November 2022 |
<strong>Allen, F.</strong>, Gu, X., Jagtiani, J. | <a target="_blank" href="http://doi.org/10.1016/j.jimonfin.2022.102625"> Fintech, Cryptocurrencies, and CBDC: Financial Structural Transformation in China </a> | Journal Of International Money And Finance | June 2022 | |
<strong>Miles, D.</strong> | <a target="_blank" href="http://doi.org/10.1017/S0266267121000031"> The half life of economic injustice </a> | Economics And Philosophy | Volume 38, pp.71-107 | March 2022 |
Bolton, P., <strong>Kacperczyk, M.</strong>, Samama, F. | <a target="_blank" href="http://doi.org/10.1080/0015198X.2022.2033105"> Net-Zero Carbon Portfolio Alignment </a> | Financial Analysts Journal | Volume 78, pp.19-33 | March 2022 |
Avarucci, M., <strong>Zaffaroni, P.</strong> | <a target="_blank" href="http://doi.org/10.1080/01621459.2022.2050244"> Robust Estimation of Large Panels with Factor Structures </a> | Journal Of The American Statistical Association | April 2022 | |
McCarthy, D., <strong>Sefton, J.</strong>, Lee, R., Sambt, J. | <a target="_blank" href="http://doi.org/10.1093/ej/ueac019"> Generational Wealth Accounts: Did Public and Private Inter-Generational Transfers Offset Each Other over the Financial Crisis? </a> | Economic Journal | Volume 132, pp.2412-2437 | March 2022 |
<strong>Zaffaroni, P.</strong> | <a target="_blank" href="http://doi.org/10.1093/jjfinec/nbac012"> Comment on: Identification Robust Testing of Risk Premia in Finite Samples </a> | Journal Of Financial Econometrics | May 2022 | |
Fong, K., Hong, H., <strong>Kacperczyk, M.</strong>, Kubik, J.D. | <a target="_blank" href="http://doi.org/10.1093/rcfs/cfac021"> Do Security Analysts Discipline Credit Rating Agencies? </a> | Review Of Corporate Finance Studies | Volume 11, pp.815-848 | May 2022 |
Gupta, A., <strong>Hansman, C.</strong> | <a target="_blank" href="http://doi.org/10.1093/rfs/hhab052"> Selection, Leverage, and Default in the Mortgage Market </a> | The Review Of Financial Studies | Volume 35, pp.720-770 | January 2022 |
He, Z., <strong>Khorrami, P.</strong>, Song, Z. | <a target="_blank" href="http://doi.org/10.1093/rfs/hhac004"> Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress </a> | Review Of Financial Studies | Volume 35, pp.4630-4673 | January 2022 |
<strong>Bhamra, H.S.</strong>, Dorion, C., Jeanneret, A., Weber, M. | <a target="_blank" href="http://doi.org/10.1093/rfs/hhac021"> High Inflation: Low Default Risk and Low Equity Valuations </a> | Review Of Financial Studies | June 2022 | |
Edmans, A., <strong>Kacperczyk, M.</strong> | <a target="_blank" href="http://doi.org/10.1093/rof/rfac069"> Sustainable Finance </a> | Review Of Finance | Volume 26, pp.1309-1313 | November 2022 |
Doerr, S., Gissler, S., Peydro, J-L., Voth, H-J. | <a target="_blank" href="http://doi.org/10.1111/jofi.13166"> Financial Crises and Political Radicalization: How Failing Banks Paved Hitler's Path to Power </a> | Journal Of Finance | Volume 77, pp.3339-3372 | July 2022 |
Mason, A., Lee, R. | <a target="_blank" href="http://doi.org/10.1111/padr.12469"> Six Ways Population Change Will Affect the Global Economy </a> | Population And Development Review | Volume 48, pp.51-73 | March 2022 |
Andersen, S., Badarinza, C., Liu, L., Marx, J., <strong>Ramadorai, T.</strong> | <a target="_blank" href="http://doi.org/10.1257/aer.20191766"> Reference Dependence in the Housing Markets </a> | American Economic Review | Volume 112, pp.3398-3440 | October 2022 |
<strong>Allen, F.</strong>, Barlevy, G., Gale, D. | <a target="_blank" href="http://doi.org/10.1257/mac.20200041"> Asset Price Booms and Macroeconomic Policy: A Risk-Shifting Approach </a> | American Economic Journal-macroeconomics | Volume 14, pp.243-280 | April 2022 |
Gomes, F., <strong>Michaelides, A.</strong>, Zhang, Y. | <a target="_blank" href="http://doi.org/10.1287/mnsc.2021.3981"> Tactical Target Date Funds </a> | Management Science | Volume 68, pp.3047-3070 | April 2022 |
Distaso, W., <strong>Ibragimov, R.</strong>, Semenov, A., Skrobotov, A. | <a target="_blank" href="http://doi.org/10.1371/journal.pone.0275516"> COVID-19: Tail risk and predictive regressions. </a> | Plos One | January 2022 | |
Huang, Z., <strong>Ibragimov, R.</strong> | <a target="_blank" href="http://doi.org/10.1515/demo-2022-0109"> Equity returns and sentiment </a> | Dependence Modeling | Volume 10, pp.159-176 | June 2022 |
He, S., <strong>Ibragimov, R.</strong> | <a target="_blank" href="http://doi.org/10.1515/demo-2022-0111"> Predictability of cryptocurrency returns: evidence from robust tests </a> | Dependence Modeling | Volume 10, pp.191-206 | June 2022 |