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.
1/01/2017 Asset Pricing & Behavioural Finance Introducing gender in finance education in a European Busine... Introducing gender in finance education in a European Business School: lessons, recommendations and challenges
1/10/2016 Asset Pricing & Behavioural Finance Dynamics of Variance Risk Premia, Investors' Sentiment and R... Dynamics of Variance Risk Premia, Investors? Sentiment and Return Predictability
25/06/2015 Asset Pricing & Behavioural Finance Global Excess Liquidity and Asset Prices in Emerging Markets...
14/01/2015 Asset Pricing & Behavioural Finance Option Pricing under Skewness and Kurtosis using a Cornish F... This paper revisits the pricing of options, in a context of financial stress, when the underlying asset’s returns displays skewness and excess kurtosis.
16/12/2014 Asset Pricing & Behavioural Finance Modelling Tail Risk in a Continuous Space Non normal distributions are a fact of life. In the financial world, many distributions display tail risk, i.e. (negative) skewness and excess kurtosis.
15/08/2013 Asset Pricing & Behavioural Finance A Tale of Two Eurozones: Banks's Funding, Sovereign Risk & U... The admission by the Greek government on October 18, 2009, of large-scale accounting fraud in its national accounts sparked an unprecedented sovereign...