Search Results
Research Center SAFE Working Paper Series

SAFE Working Paper Series
40,396 Total downloads | Link to this page

Viewing: 1 - 50 of 245 papers

1.

Horizontal Industry Relationships and Return Predictability

SAFE Working Paper No. 256 (2019)
Number of pages: 56 Posted: 12 Aug 2019
Working Paper Series
Goethe University Frankfurt - Research Center SAFE and Jiangxi University of Science and Technology
Downloads 42
2.

The Anatomy of the Euro Area Interest Rate Swap Market

SAFE Working Paper No. 255, 2019
Number of pages: 60 Posted: 08 Aug 2019
Working Paper Series
USI Lugano, European Central Bank (ECB), Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 9
3.

Depressed Demand and Supply

SAFE Working Paper No. 257
Number of pages: 29 Posted: 17 Jul 2019 Last Revised: 15 Aug 2019
Working Paper Series
Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Research Center SAFE
Downloads 15
4.

Financing Conditions and Toxic Emissions

SAFE Working Paper No. 254
Number of pages: 65 Posted: 28 Jun 2019 Last Revised: 12 Jul 2019
Working Paper Series
Goethe University Frankfurt - Research Center SAFE
Downloads 24
5.

Belief Formation and Belief Updating Under Ambiguity: Evidence from Experiments

SAFE Working Paper No. 251 (2019)
Number of pages: 56 Posted: 07 Jun 2019
Working Paper Series
Goethe University Frankfurt - Department of Finance and SAFE Goethe University Frankfurt
Downloads 26
6.

Quasi-Dark Trading: The Effects of Banning Dark Pools in a World of Many Alternatives

SAFE Working Paper No. 253
Number of pages: 62 Posted: 28 May 2019 Last Revised: 25 Jun 2019
Working Paper Series
University of Mannheim - Finance Area, University of Technology Sydney (UTS), Goethe University Frankfurt - Department of Finance and University of Vienna - Department of Finance
Downloads 87
7.

Peer Effects and Risk Sharing in Experimental Asset Markets

European Economic Review, Forthcoming, Tinbergen Institute Discussion Paper 2019-027/I, SAFE Working Paper No. 67
Number of pages: 37 Posted: 25 May 2019
Accepted Paper Series
Goethe University Frankfurt - Research Center SAFE and University of Amsterdam - Center for Experimental Economics and political Decision making (CREED)
Downloads 16
8.

Performance Benefits of Tight Control

SAFE Working Paper No. 24, https://doi.org/10.3905/jpe.2015.18.3.041
Posted: 22 May 2019 Last Revised: 22 May 2019
Accepted Paper Series
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt

Multiple version iconThere are 2 versions of this paper

9.

Inflation Expectations and Choices of Households

SAFE Working Paper No. 250 (2019)
Number of pages: 44 Posted: 07 May 2019
Working Paper Series
Goethe University Frankfurt and Sciences Po
Downloads 35
10.

Paying for Market Liquidity: Competition and Incentives

SAFE Working Paper No. 247
Number of pages: 60 Posted: 18 Apr 2019 Last Revised: 18 Apr 2019
Working Paper Series
European Commission Joint Research Center - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 98
11.

Job Loss Expectations, Durable Consumption and Household Finances: Evidence from Linked Survey Data

SAFE Working Paper No. 249
Number of pages: 25 Posted: 04 Apr 2019
Working Paper Series
Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA) and Goethe University Frankfurt
Downloads 22
12.

What Drives Banks' Geographic Expansion? The Role of Locally Non-Diversifiable Risk

SAFE Working Paper No. 246
Number of pages: 61 Posted: 01 Apr 2019
Working Paper Series
Halle Institute for Economic Research, Otto-von-Guericke-Universität Magdeburg and University of Bonn - Institute for Financial Economics and Statistics
Downloads 39
13.

High-Frequency Trading and Price Informativeness

SAFE Working Paper No. 248
Number of pages: 68 Posted: 24 Mar 2019 Last Revised: 15 Jul 2019
Working Paper Series
Tilburg University - School of Economics and Management, Princeton University, Department of Economics and University of Vienna - Department of Finance
Downloads 149
14.

Smoking Hot Portfolios? Self-Control and Investor Decisions

SAFE Working Paper No. 245 (2019)
Number of pages: 44 Posted: 06 Mar 2019 Last Revised: 20 Jun 2019
Working Paper Series
Goethe University Frankfurt, University of Southern Denmark - Department of Business and Economics and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 118
15.

High-Dimensional Sparse Financial Networks Through a Regularised Regression Model

SAFE Working Paper No. 244 (2019)
Number of pages: 51 Posted: 27 Feb 2019
Working Paper Series
University of Padova and Goethe University Frankfurt - Research Center SAFE
Downloads 62
16.

Professional Networks and their Coevolution with Executive Careers: Evidence from North America and Europe

SAFE Working Paper No. 243, 2019
Number of pages: 54 Posted: 05 Feb 2019 Last Revised: 29 Mar 2019
Working Paper Series
Banque de France - Economic Study and Research Division, Goethe University Frankfurt - Research Center SAFE and University of Toulouse I - Industrial Economic Institute (IDEI)
Downloads 25
17.

Monetary Policy and the Cost of Wage Rigidity: Evidence from the Stock Market

SAFE Working Paper No. 242 (2019)
Number of pages: 51 Posted: 31 Jan 2019
Working Paper Series
Goethe University Frankfurt and Goethe University Frankfurt - Research Center SAFE
Downloads 43
18.

Macroprudential Policy in the Lab

SAFE Working Paper No. 239
Number of pages: 26 Posted: 07 Jan 2019
Working Paper Series
Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Research Center SAFE
Downloads 25
19.

Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds

SAFE Working Paper No. 238
Number of pages: 63 Posted: 11 Dec 2018 Last Revised: 16 Apr 2019
Working Paper Series
Tilburg University - Center and Faculty of Economics and Business Administration, Tilburg University - Center and Faculty of Economics and Business Administration and Goethe University Frankfurt - Research Center SAFE
Downloads 40
20.

Statistical Inferences for Price Staleness

SAFE Working Paper No. 236
Number of pages: 60 Posted: 13 Nov 2018
Working Paper Series
University of Manchester - Manchester Business School, Scuola Normale Superiore and Department of Economics and Finance, University of Rome "Tor Vergata"
Downloads 40
21.

The Pitfalls of Central Clearing in the Presence of Systematic Risk

SAFE Working Paper No. 235
Number of pages: 54 Posted: 06 Nov 2018 Last Revised: 22 May 2019
Working Paper Series
University of Bonn - Institute for Financial Economics and Statistics, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Downloads 91
22.

A Tale of One Exchange and Two Order Books: Effects of Fragmentation in the Absence of Competition

SAFE Working Paper No. 234
Number of pages: 57 Posted: 05 Nov 2018 Last Revised: 16 Apr 2019
Working Paper Series
Universidad de Chile, University of Chile, Goethe University Frankfurt - Department of Finance, University of Chile and University of Vienna - Department of Finance
Downloads 52
23.

Can Households See into the Future? Survey Evidence from the Netherlands

SAFE Working Paper No. 233
Number of pages: 28 Posted: 01 Nov 2018
Working Paper Series
Goethe University Frankfurt - Research Center SAFE and Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA)
Downloads 31
24.

Debt Holder Monitoring and Implicit Guarantees: Did the BRRD Improve Market Discipline?

SAFE Working Paper No. 232
Number of pages: 48 Posted: 13 Oct 2018 Last Revised: 20 Oct 2018
Working Paper Series
Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students

Multiple version iconThere are 2 versions of this paper

Downloads 82
25.

Lighting up the Dark: Liquidity in the German Corporate Bond Market

SAFE Working Paper No. 230
Number of pages: 61 Posted: 05 Oct 2018
Working Paper Series
Deutsche Bundesbank, Vienna Graduate School of Finance (VGSF), Goethe University Frankfurt - Faculty of Economics and Business Administration, Deutsche Bundesbank and New York University (NYU) - Department of Finance
Downloads 86
26.

Asset Pricing in OLG Economies With Borrowing Constraints and Idiosyncratic Income Risk

SAFE Working Paper No. 229
Number of pages: 53 Posted: 28 Sep 2018
Working Paper Series
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 35
27.

Endogenous Retirement Behavior of Heterogeneous Households Under Pension Reforms

SAFE Working Paper No. 221
Number of pages: 52 Posted: 31 Aug 2018
Working Paper Series
Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA), Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA), Max Planck Institute for Social Law and Social Policy and Goethe University Frankfurt - Research Center SAFE

Multiple version iconThere are 2 versions of this paper

Downloads 27
28.

Quantifying Inertia in Retail Deposit Markets

SAFE Working Paper No. 223
Number of pages: 57 Posted: 31 Aug 2018
Working Paper Series
Goethe University Frankfurt

Multiple version iconThere are 2 versions of this paper

Downloads 37
29.

Idiosyncratic Volatility Puzzle: The Role of Assets' Interconnections

SAFE Working Paper No. 228
Number of pages: 41 Posted: 29 Aug 2018
Working Paper Series
Goethe University Frankfurt - Research Center SAFE
Downloads 85
30.

Reviving the Shadow Banking Chain in Europe: Regulatory Agency, Technical Complexity and the Dynamics of Co-Habitation

SAFE Working Paper No. 222
Number of pages: 32 Posted: 28 Aug 2018
Working Paper Series
Goethe University Frankfurt, Students and Goethe University Frankfurt
Downloads 39
31.

Only Time Will Tell: A Theory of Deferred Compensation

SAFE Working Paper No. 218, Swedish House of Finance Research Paper No. 18-14
Number of pages: 41 Posted: 28 Aug 2018 Last Revised: 14 Sep 2018
Working Paper Series
University of Bonn, Goethe University Frankfurt and Stockholm School of Economics - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 49
32.

Stock Price Crashes: Role of Slow-Moving Capital

SAFE Working Paper No. 227
Number of pages: 64 Posted: 27 Aug 2018
Working Paper Series
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Northwestern University - Kellogg School of Management, Goethe University Frankfurt - Faculty of Economics and Business Administration, Federal Reserve Banks - Federal Reserve Bank of New York and Norwegian School of Economics (NHH) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 60
33.

Central Bank-Driven Mispricing

SAFE Working Paper No. 226
Number of pages: 61 Posted: 27 Aug 2018 Last Revised: 29 Oct 2018
Working Paper Series
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Darden School of Business and Waseda University
Downloads 175
34.

Networks in Risk Spillovers: A Multivariate GARCH Perspective

SAFE Working Paper No. 225
Number of pages: 86 Posted: 27 Aug 2018 Last Revised: 28 Aug 2018
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia, University of Padua - Department of Statistical Sciences, Ca Foscari University of Venice - Dipartimento di Economia and Goethe University Frankfurt - Faculty of Economics and Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 72
35.

Portfolio Similarity and Asset Liquidation in the Insurance Industry

SAFE Working Paper No. 224
Number of pages: 56 Posted: 27 Aug 2018 Last Revised: 28 Aug 2018
Working Paper Series
Securities and Exchange Commission, Lehigh University - College of Business, University of Nebraska - Lincoln, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 45
36.

Life Insurance and Demographic Change: An Empirical Analysis of Surrender Decisions Based on Panel Data

ICIR Working Paper Series No. 24/2016 , SAFE Working Paper No. 240
Number of pages: 33 Posted: 24 Aug 2018 Last Revised: 26 Jan 2019
Accepted Paper Series
Goethe University Frankfurt and Goethe University Frankfurt - Research Center SAFE
Downloads 38
37.

Financial Constraints and Corporate Environmental Responsibility

SAFE Working Paper No. 241
Number of pages: 54 Posted: 24 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Goethe University Frankfurt - Research Center SAFE
Downloads 135
38.

Financial Literacy and Socialist Education: Lessons from the German Reunification

SAFE Working Paper No. 217
Number of pages: 49 Posted: 01 Aug 2018 Last Revised: 28 Aug 2018
Working Paper Series
Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students and Goethe University Frankfurt
Downloads 50
39.

The Pricing Implications of the Oligopolistic Securities Lending Market: A Beneficial Owner Perspective

SAFE Working Paper No. 215
Number of pages: 56 Posted: 17 Jul 2018
Working Paper Series
National University of Singapore and Goethe University Frankfurt - Research Center SAFE
Downloads 53
40.

Pricing Sin Stocks: Ethical Preference vs. Risk Aversion

SAFE Working Paper No. 216
Number of pages: 63 Posted: 12 Jul 2018
Working Paper Series
Otto-von-Guericke-Universität Magdeburg, University of Siena - Department of Economics and Statistics and University of Florence - Department of Economics and Management

Multiple version iconThere are 2 versions of this paper

Downloads 37
41.

All Economic Ideas are Equal, but Some are more Equal than Others: A Differentiated Perspective on Macroprudential Ideas and Their Implementation

SAFE Working Paper No. 214
Number of pages: 42 Posted: 12 Jul 2018
Working Paper Series
Goethe University Frankfurt, Students and Goethe University Frankfurt
Downloads 70
42.

Effects of Government Spending on Employment: Evidence from Winners and Runners-Up in Procurement Auctions

SAFE Working Paper No. 213
Number of pages: 46 Posted: 30 May 2018
Working Paper Series
Vienna University of Economics and Business, Vienna University of Economics and Business and University of Vienna - Faculty of Business, Economics, and Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 64
43.

Client Involvement in Expert Advice: Antibiotics in Finance?

SAFE Working Paper No. 219
Number of pages: 44 Posted: 30 May 2018 Last Revised: 16 Apr 2019
Working Paper Series
Goethe University Frankfurt - Faculty of Economics and Business Administration, Goethe University Frankfurt, University of Southern Denmark - Department of Business and Economics and Goethe University Frankfurt
Downloads 121
44.

Volatility-of-Volatility Risk

SAFE Working Paper No. 210
Number of pages: 62 Posted: 29 May 2018 Last Revised: 04 Jun 2018
Working Paper Series
Goethe University Frankfurt - Research Center SAFE, University of Wisconsin - Madison, Karlsruhe Institute of Technology and Cornell University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 212
45.

Bargaining with a Bank

SAFE Working Paper No. 211
Number of pages: 62 Posted: 29 May 2018 Last Revised: 11 Jun 2018
Working Paper Series
Goethe University Frankfurt - Research Center SAFE

Multiple version iconThere are 2 versions of this paper

Downloads 45
46.

Pro-Rich Inflation in Europe: Implications for the Measurement of Inequality

SAFE Working Paper No. 209
Number of pages: 44 Posted: 24 May 2018
Working Paper Series
Goethe University Frankfurt - Department of Applied Econometrics and International Economic Policy and Goethe University Frankfurt - Department of Applied Econometrics and International Economic Policy

Multiple version iconThere are 2 versions of this paper

Downloads 347
47.

Financial Bridges and Network Communities

SAFE Working Paper No. 208
Number of pages: 47 Posted: 14 May 2018 Last Revised: 16 Apr 2019
Working Paper Series
University Ca' Foscari of Venice - Department of Economics, Goethe University Frankfurt - Research Center SAFE and Washington University in St. Louis - Department of Economics
Downloads 57
48.

The Geography of Alternative Work

SAFE Working Paper No. 207
Number of pages: 51 Posted: 09 May 2018 Last Revised: 15 May 2018
Working Paper Series
Lund University - School of Economics and Management and Research Center SAFE, Goethe University Frankfurt
Downloads 41
49.

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: 72 Posted: 08 May 2018 Last Revised: 09 May 2019
Working Paper Series
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 564
50.

Endogenous Retirement Behavior of Heterogeneous Households Under Pension Reforms

MEA Discussion Paper No. 04-2018
Number of pages: 52 Posted: 08 May 2018
Working Paper Series
Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA), Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA), Max Planck Institute for Social Law and Social Policy and Goethe University Frankfurt - Research Center SAFE

Multiple version iconThere are 2 versions of this paper

Downloads 28