31/05/2023 Asset Pricing & Behavioural Finance Institutional Ownership and the Resolution of Financial Distress We analyze the distressed firm’s decision between Chapter 11 and an exchange offer.
17/06/2019 Asset Pricing & Behavioural Finance International Stock Market Co-Movements and Politics-Related... We investigate the determinants of international stock market co-movements, shedding light on the relevance of politics-related factors.
7/05/2019 Asset Pricing & Behavioural Finance News-Based Indices on Country Fundamentals: Do They Help Exp... This paper revisits the discussion about the role that fundamentals play in asset prices using sovereign credit spread data.
20/07/2018 Asset Pricing & Behavioural Finance Exchange Rate Predictability In Emerging Markets Exchange Rate Predictability In Emerging Markets
30/06/2018 Asset Pricing & Behavioural Finance Systematic Longevity Risk: To Bear or to Insure? Systematic Longevity Risk: To Bear or to Insure?
16/10/2017 Asset Pricing & Behavioural Finance Understanding the Momentum Risk Premium Momentum risk premium is one of the most important alternative risk premia. Since it is considered a market anomaly, it is not always well understood....
12/04/2017 Asset Pricing & Behavioural Finance Alternative Risk Premia: What Do We Know? The concept of alternative risk premia is an extension of the factor investing approach.