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Michael J. Brennan Irish Finance Working Paper Series

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Viewing: 1 - 17 of 17 papers

1.

On the Rise of FinTechs – Credit Scoring Using Digital Footprints

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-12
Number of pages: 66 Posted: 12 May 2018 Last Revised: 28 Nov 2018
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Frankfurt School of Finance & Management, Humboldt University, Frankfurt School of Finance & Management gemeinnützige GmbH and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3,444
2.

FinTechs and the Market for Financial Analysis

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-11
Number of pages: 78 Posted: 12 Mar 2018 Last Revised: 28 Nov 2018
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Duke University - Fuqua School of Business and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 561
3.

P2P Lenders versus Banks: Cream Skimming or Bottom Fishing?

SAFE Working Paper No. 206, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-13
Number of pages: 67 Posted: 08 May 2018 Last Revised: 28 Nov 2018
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Reserve Bank of Australia, Goethe University Frankfurt - Faculty of Economics and Business Administration and Washington University, Saint Louis - John M. Olin School of Business
Downloads 325
4.

Options Portfolio Selection

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-9
Number of pages: 23 Posted: 28 Nov 2017 Last Revised: 19 Sep 2018
Working Paper Series
Boston University - Department of Mathematics and Statistics and University of Limerick - Department of Mathematics and Statistics
Downloads 240
5.

Reintermediation in Fintech: Evidence from Online Lending

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-17, 31st Australasian Finance and Banking Conference 2018
Number of pages: 55 Posted: 18 Jun 2018 Last Revised: 29 Nov 2018
Working Paper Series
Emory University - Goizueta Business School and University of Toronto - Finance Area
Downloads 228
6.

Nowhere to Run, Nowhere to Hide: Asset Diversification in a Flat World

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-3
Number of pages: 70 Posted: 09 May 2018
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University College Dublin, University of California, Los Angeles (UCLA) and California Institute of Technology

Multiple version iconThere are 2 versions of this paper

Downloads 191
7.

Commodity Pricing: Evidence from Rational and Behavioral Models

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-1
Number of pages: 64 Posted: 08 May 2018 Last Revised: 01 Aug 2018
Working Paper Series
University College Dublin (UCD) - Department of Banking & Finance, University College Dublin and Universitat Jaume I - Department of Finance and Accounting
Downloads 190
8.

A Framework for Analyzing Contagion in Banking Networks

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-14
Number of pages: 24 Posted: 19 Oct 2011 Last Revised: 28 Nov 2018
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McMaster University - Department of Mathematics and Statistics and University of Limerick, Ireland
Downloads 112
9.

Long-Run Wavelet-Based Correlation for Financial Time Series

European Journal of Operational Research - Forthcoming , Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-7
Number of pages: 41 Posted: 14 Jun 2018 Last Revised: 19 Sep 2018
Working Paper Series
University College Dublin, University College Dublin and Simon Fraser University
Downloads 72
10.

Can Alert Models for Fraud Protect the Elderly Clients of a Financial Institution?

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-16
Number of pages: 27 Posted: 23 Aug 2018 Last Revised: 28 Nov 2018
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University College Dublin (UCD), University College Dublin, Michael Smurfit Graduate School of Business and University College Dublin (UCD)
Downloads 62
11.

Beyond Common Equity: The Influence of Secondary Capital on Bank Insolvency Risk

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-4
Number of pages: 61 Posted: 09 May 2018
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University College Dublin, University College Dublin and University of Sharjah - College of Business Administration

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Downloads 59
12.

Nonparametric Option Implied Tail Risk and Market Returns

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-8
Number of pages: 51 Posted: 19 Sep 2018
Working Paper Series
University College Dublin (UCD) - Michael Smurfit Graduate School of Business and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 53
13.

Deep Learning for Assessing Banks’ Distress from News and Numerical Financial Data

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-15
Number of pages: 14 Posted: 28 Nov 2018
Working Paper Series
University of Pavia - Department of Economics and Management Science, University of Pavia - Department of Economics and Management Science, Åbo Akademi University - Turku Centre for Computer Science (TUCS) and Hanken School of Economics
Downloads 40
14.

The Investment Behavior of Qualified Foreign Institutional Investors in China

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-6
Number of pages: 41 Posted: 09 May 2018
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Beijing Institute of Technology, University College Dublin (UCD) - Department of Banking & Finance and Sun Yat-Sen University (SYSU)

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Downloads 39
15.

Asset Prices in Segmented and Integrated Markets

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-5
Number of pages: 29 Posted: 09 May 2018
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Boston University - Department of Mathematics and Statistics and Dublin City University - School of Mathematical Sciences

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Downloads 38
16.

Investment and Deleveraging Financed by Dividends: Evidence from Japanese Business Groups

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-2
Number of pages: 49 Posted: 09 May 2018 Last Revised: 30 Jul 2018
Working Paper Series
University of Liverpool - Management School (ULMS), University College Dublin, Fudan University - Fanhai International School of Finance and Boston College - Department of Finance
Downloads 31
17.

Why Do Privatized Firms Pay Higher Dividends?

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-10
Number of pages: 51 Posted: 19 Sep 2018
Working Paper Series
University of Liverpool - Management School (ULMS), Southern Illinois University at Edwardsville - Department of Economics and University College Dublin

Multiple version iconThere are 2 versions of this paper

Downloads 30