1.
Mutual Fund Flows and Performance in (Imperfectly) Rational Markets?
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 49
Posted: 09 Dec 2020
Working Paper Series
University of Pennsylvania - The Wharton School, Guanghua School of Management, Peking University and University of Southern California - Marshall School of Business
Downloads
38
2.
Financing Ventures
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 73
Posted: 22 Sep 2020
Last Revised: 19 Oct 2020
Working Paper Series
University of Pennsylvania - Department of Economics, Peking University, Guanghua School of Management and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads
33
3.
Is The United States A Lucky Survivor: A Hierarchical Bayesian Approach
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 66
Posted: 10 Sep 2020
Working Paper Series
University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and University of Pennsylvania - The Wharton School
Downloads
76
4.
Sovereign Default and the Decline in Interest Rates
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 82
Posted: 08 Sep 2020
Last Revised: 21 Sep 2020
Working Paper Series
University of Pennsylvania, The Wharton School, Finance Department, University of Pennsylvania - Finance Department and University of Pennsylvania - Finance Department
Downloads
141
5.
Student Loans and Social Mobility
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 57
Posted: 27 Aug 2020
Last Revised: 11 Jan 2021
Working Paper Series
University of Pennsylvania - The Wharton School
Downloads
262
6.
Sensitivity and Computational Complexity in Financial Networks
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 35
Posted: 24 Aug 2020
Working Paper Series
University of Pennsylvania and University of Pennsylvania - Department of Computer and Information Science
Downloads
11
7.
CLO Performance
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 55
Posted: 15 Aug 2020
Last Revised: 07 Jan 2021
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Pennsylvania - The Wharton School
Downloads
299
8.
Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 71
Posted: 07 Jul 2020
Last Revised: 25 Sep 2020
Working Paper Series
University of Pennsylvania - The Wharton School, University of Edinburgh Business School and BI Norwegian Business School
There are 2 versions of this paper
Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 71
Posted: 07 Jul 2020
Last Revised: 25 Sep 2020
Downloads
1,083
Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases
NBER Working Paper No. w27843
Number of pages: 71
Posted: 21 Sep 2020
Downloads
12
Downloads
1,083
9.
Do Managers Learn from Institutional Investors Through Direct Interactions?
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 54
Posted: 01 Jul 2020
Last Revised: 10 Nov 2020
Working Paper Series
University of Pennsylvania, The Wharton School, Students
Downloads
152
10.
Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 29
Posted: 26 May 2020
Working Paper Series
University of Pennsylvania - Department of Economics, The Wharton School, University of Pennsylvania and University of California, Los Angeles (UCLA) - Department of Economics
There are 2 versions of this paper
Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 29
Posted: 26 May 2020
Downloads
79
Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
PIER Working Paper No. 20-019
Number of pages: 30
Posted: 01 Jun 2020
Last Revised: 05 Jun 2020
Downloads
46
Downloads
79
11.
Can the COVID Bailouts Save the Economy?
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 54
Posted: 05 May 2020
Last Revised: 10 Sep 2020
Working Paper Series
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
There are 3 versions of this paper
Can the COVID Bailouts Save the Economy?
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 54
Posted: 05 May 2020
Last Revised: 10 Sep 2020
Downloads
328
Can the Covid Bailouts Save the Economy?
NBER Working Paper No. w27207
Number of pages: 45
Posted: 26 May 2020
Downloads
63
Can the Covid Bailouts Save the Economy?
CEPR Discussion Paper No. DP14714
Number of pages: 44
Posted: 08 May 2020
Last Revised: 18 May 2020
Downloads
1
Downloads
328
12.
Executive Stock Options and Systemic Risk
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 47
Posted: 01 May 2020
Last Revised: 21 Sep 2020
Working Paper Series
University of Pennsylvania - Accounting Department, University of Pennsylvania - Accounting Department and University of Pennsylvania - The Wharton School
Downloads
64
13.
Common Fund Flows: Flow Hedging and Factor Pricing
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 61
Posted: 24 Apr 2020
Last Revised: 12 Oct 2020
Working Paper Series
The Wharton School, University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads
503
14.
Social Security and Trends in Wealth Inequality
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 79
Posted: 14 Apr 2020
Last Revised: 21 Dec 2020
Working Paper Series
University of Pennsylvania - Finance Department, University of Pennsylvania, The Wharton School, Finance Department and University of Pennsylvania Carey Law School
Downloads
1,311
15.
Measuring Marginal q
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 46
Posted: 07 Apr 2020
Working Paper Series
Pacific Investment Management Company - PIMCO
Downloads
26
16.
Economics of Leveraged Buyouts: Theory and Evidence from the UK Private Equity Industry
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 82
Posted: 19 Mar 2020
Working Paper Series
University of Pennsylvania, The Wharton School
Downloads
125
17.
Insurance against Long-Run Volatility Risk: Demand, Supply, and Pricing
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 32
Posted: 18 Mar 2020
Working Paper Series
The Wharton School
Downloads
53
18.
Feedback and Contagion through Distressed Competition
The Rodney L. White Center Working Papers Series at the Wharton School, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 61
Posted: 05 Feb 2020
Last Revised: 10 Sep 2020
Working Paper Series
Massachusetts Institute of Technology, The Wharton School, University of Pennsylvania, University of Pennsylvania and Hong Kong University of Science & Technology (HKUST)
Downloads
310
19.
Democratization, Inequality, and Risk Premia
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 65
Posted: 15 Jan 2020
Last Revised: 31 Dec 2020
Working Paper Series
University of Pennsylvania, The Wharton School, Finance Department
Downloads
122
20.
Undisclosed SEC Investigations
Management Science, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 42
Posted: 10 Jan 2020
Last Revised: 12 Aug 2020
Accepted Paper Series
Oregon State University , Stanford Graduate School of Business, University of Washington - Foster School of Business and The Wharton School, University of Pennsylvania
Downloads
701
21.
Sustainable Investing in Equilibrium
Chicago Booth Research Paper No. 20-12, Fama-Miller Working Paper, Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 54
Posted: 19 Dec 2019
Last Revised: 12 Aug 2020
Accepted Paper Series
University of Chicago - Booth School of Business, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
There are 4 versions of this paper
Sustainable Investing in Equilibrium
Chicago Booth Research Paper No. 20-12, Fama-Miller Working Paper, Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 54
Posted: 19 Dec 2019
Last Revised: 12 Aug 2020
Downloads
1,703
Sustainable Investing in Equilibrium
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-24
Number of pages: 53
Posted: 24 Mar 2020
Downloads
133
Sustainable Investing in Equilibrium
NBER Working Paper No. w26549
Number of pages: 55
Posted: 16 Dec 2019
Downloads
7
Sustainable Investing in Equilibrium
CEPR Discussion Paper No. DP14171
Number of pages: 57
Posted: 17 Dec 2019
Last Revised: 16 Jun 2020
Downloads
1,703
22.
The Term Structure of Equity Risk Premia
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 75
Posted: 01 Dec 2019
Working Paper Series
Duke University, University of Pennsylvania -- Wharton School of Business, University of Michigan - Ross School of Business and Johns Hopkins University - Carey Business School
Downloads
103
23.
Fearing the Fed: How Wall Street Reads Main Street
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 44
Posted: 30 Nov 2019
Working Paper Series
University of Pennsylvania -- Wharton School of Business, affiliation not provided to SSRN and Johns Hopkins University - Carey Business School
Downloads
46
24.
Do Venture Capitalists Stifle Competition?
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 56
Posted: 27 Nov 2019
Last Revised: 10 Sep 2020
Working Paper Series
University of South Carolina - Department of Finance, University of Pennsylvania - Finance Department and University of Pennsylvania - The Wharton School
Downloads
448
25.
Optimal, Truthful, and Private Securities Lending
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 19
Posted: 13 Nov 2019
Working Paper Series
The Wharton School of the University of Pennsylvania, affiliation not provided to SSRN, University of Pennsylvania - Statistics Department and University of Pennsylvania - Department of Computer and Information Science
Downloads
11
26.
Underreaction, Overreaction, and Dynamic Autocorrelation of Stock Returns
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 49
Posted: 13 Nov 2019
Last Revised: 12 Aug 2020
Working Paper Series
University of Pennsylvania
Downloads
187
27.
Implications of Money-Back Guarantees for Individual Retirement Accounts: Protection Then and Now
SAFE Working Paper No. 263 (2019), Wharton Pension Research Council Working Paper No. 2019-19, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 61
Posted: 23 Oct 2019
Last Revised: 11 Sep 2020
Working Paper Series
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School
There are 2 versions of this paper
Implications of Money-Back Guarantees for Individual Retirement Accounts: Protection Then and Now
SAFE Working Paper No. 263 (2019), Wharton Pension Research Council Working Paper No. 2019-19, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 61
Posted: 23 Oct 2019
Last Revised: 11 Sep 2020
Downloads
66
Implications of Money-Back Guarantees for Individual Retirement Accounts: Protection then and Now
NBER Working Paper No. w26406
Number of pages: 58
Posted: 30 Oct 2019
Downloads
1
Downloads
66
28.
Financial Markets with Trade on Risk and Return
The Review of Financial Studies, Volume 32, Issue 10, Stanford University Graduate School of Business Research Paper No. 3454563, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Posted: 25 Sep 2019
Accepted Paper Series
Stanford University Graduate School of Business
29.
Financial Frictions and the Wealth Distribution
PIER Working Paper No. 19-015, September 2019, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 64
Posted: 18 Sep 2019
Last Revised: 11 Sep 2020
Working Paper Series
University of Pennsylvania - Department of Economics, Banco de España and Banco de España
There are 4 versions of this paper
Financial Frictions and the Wealth Distribution
PIER Working Paper No. 19-015, September 2019, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 64
Posted: 18 Sep 2019
Last Revised: 11 Sep 2020
Downloads
33
Financial Frictions and the Wealth Distribution
Banco de Espana Working Paper No. 2013
Number of pages: 73
Posted: 02 Jun 2020
Downloads
15
Financial Frictions and the Wealth Distribution
NBER Working Paper No. w26302
Number of pages: 70
Posted: 23 Sep 2019
Downloads
2
Financial Frictions and the Wealth Distribution
CEPR Discussion Paper No. DP14002
Number of pages: 72
Posted: 07 Oct 2019
Downloads
33
30.
Synergizing Ventures
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 61
Posted: 24 Jun 2019
Last Revised: 18 Sep 2020
Working Paper Series
University of Chicago - Department of Economics, Center for Economic Studies - US Census Bureau, University of Pennsylvania - Department of Economics and Federal Reserve Bank of Atlanta
There are 6 versions of this paper
Synergizing Ventures
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 61
Posted: 24 Jun 2019
Last Revised: 18 Sep 2020
Downloads
46
Synergizing Ventures
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-115
Number of pages: 62
Posted: 17 Sep 2019
Last Revised: 19 Oct 2020
Downloads
33
Downloads
10
Downloads
8
Synergizing Ventures
FRB Atlanta Working Paper No. 2019-17
Number of pages: 61
Posted: 22 Oct 2019
Last Revised: 29 Apr 2020
Downloads
8
Downloads
46
31.
Skill and Profit in Active Management
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 46
Posted: 25 Mar 2019
Last Revised: 03 Dec 2020
Working Paper Series
University of Pennsylvania - The Wharton School
There are 2 versions of this paper
Skill and Profit in Active Management
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 46
Posted: 25 Mar 2019
Last Revised: 03 Dec 2020
Downloads
711
Skill and Profit in Active Management
NBER Working Paper No. w26027
Number of pages: 47
Posted: 01 Jul 2019
Downloads
9
Downloads
711
32.
Risk Factors That Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 84
Posted: 20 Jan 2019
Last Revised: 24 Sep 2020
Working Paper Series
BI Norwegian Business School
Downloads
1,567
33.
Competition, Profitability, and Discount Rates
Journal of Financial Economics (JFE), Forthcoming, The Rodney L. White Center Working Papers Series at the Wharton School, The Jacobs Levy Equity Management Center for Quantitative Financial Research Working Papers Series, Mays Business School Research Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74
Posted: 14 Jan 2019
Last Revised: 10 Sep 2020
Accepted Paper Series
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads
547
34.
Evolution of Debtor Rights
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 50
Posted: 14 Dec 2018
Last Revised: 17 Sep 2020
Working Paper Series
BI Norwegian Business School
Downloads
51
35.
The Favorite-Longshot Midas
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 64
Posted: 14 Nov 2018
Last Revised: 12 Aug 2020
Working Paper Series
Wharton - Operations, Information and Decisions, Stanford Law School and Microsoft Research
Downloads
211
36.
Audit Process, Private Information, and Insider Trading
Kelley School of Business Research Paper No. 18-85, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 51
Posted: 02 Nov 2018
Last Revised: 12 Aug 2020
Working Paper Series
University of Minnesota - Twin Cities - Carlson School of Management, Stanford Graduate School of Business, Indiana University - Kelley School of Business - Department of Accounting and The Wharton School, University of Pennsylvania
Downloads
785
37.
Volatility Risk Pass-Through
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 50
Posted: 01 Oct 2018
Working Paper Series
University of North Carolina Kenan-Flagler Business School, Finance Department, Bocconi University, The University of Hong Kong - Faculty of Business and Economics and University of Wisconsin - Madison
There are 4 versions of this paper
Volatility Risk Pass-Through
Number of pages: 50
Posted: 27 Nov 2015
Last Revised: 12 Nov 2018
Downloads
519
Volatility Risk Pass-Through
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 50
Posted: 01 Oct 2018
Downloads
10
Downloads
6
Volatility Risk Pass-Through
CEPR Discussion Paper No. DP13325
Number of pages: 53
Posted: 19 Nov 2018
Downloads
10
38.
Comovement in Arbitrage Limits
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 51
Posted: 24 Sep 2018
Last Revised: 11 Sep 2020
Working Paper Series
University of Pennsylvania, The Wharton School, Students
Downloads
313
39.
Risk Free Interest Rates
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74
Posted: 22 Sep 2018
Last Revised: 04 Jan 2021
Working Paper Series
University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and London Business School
There are 3 versions of this paper
Risk Free Interest Rates
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74
Posted: 22 Sep 2018
Last Revised: 04 Jan 2021
Downloads
1,195
Downloads
14
Downloads
1,195
40.
Stochastic Impatience and the Separation of Time and Risk Preferences
PIER Working Paper No. 18-020, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 36
Posted: 20 Sep 2018
Last Revised: 11 Sep 2020
Working Paper Series
University of Pennsylvania - Department of Economics, Washington University in St. Louis and Princeton University - Department of Economics
There are 2 versions of this paper
Stochastic Impatience and the Separation of Time and Risk Preferences
PIER Working Paper No. 18-020, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 36
Posted: 20 Sep 2018
Last Revised: 11 Sep 2020
Downloads
42
Stochastic Impatience and the Separation of Time and Risk Preferences
PIER Working Paper No. 20-026
Number of pages: 41
Posted: 08 Jul 2020
Downloads
16
Downloads
42
41.
Inalienable Customer Capital, Corporate Liquidity, and Stock Returns
Journal of Finance, Forthcoming, The Rodney L. White Center Working Papers Series at the Wharton School, Mays Business School Research Paper No. 3187850, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 78
Posted: 15 Jun 2018
Last Revised: 12 Aug 2020
Working Paper Series
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST), University of Pennsylvania - Marketing Department and Texas A&M University
Downloads
435
42.
Volatility-of-Volatility Risk
SAFE Working Paper No. 210, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 62
Posted: 29 May 2018
Last Revised: 02 Sep 2020
Working Paper Series
Goethe University Frankfurt, University of Wisconsin - Madison, Karlsruhe Institute of Technology and Cornell University - Department of Finance
There are 2 versions of this paper
Volatility-of-Volatility Risk
Number of pages: 65
Posted: 19 Sep 2014
Last Revised: 19 Feb 2018
Downloads
1,289
Volatility-of-Volatility Risk
SAFE Working Paper No. 210, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 62
Posted: 29 May 2018
Last Revised: 02 Sep 2020
Downloads
269
Downloads
269
43.
Contracts with (Social) Benefits: The Implementation of Impact Investing
European Corporate Governance Institute – Finance Working Paper No. 674/2020, Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 80
Posted: 26 Apr 2018
Last Revised: 10 Sep 2020
Working Paper Series
University of Pennsylvania - The Wharton School, Finance Department, University of Chicago - Booth School of Business, University of Pennsylvania - Finance Department and Georgia State University College of Law
Downloads
1,573
44.
Size and Value in China
Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 56
Posted: 24 Jan 2018
Last Revised: 12 Aug 2020
Accepted Paper Series
University of Pennsylvania, The Wharton School, Students, University of Pennsylvania - The Wharton School and Shanghai Mingshi Investment Company
There are 2 versions of this paper
Size and Value in China
Journal of Financial Economics (JFE), Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 56
Posted: 24 Jan 2018
Last Revised: 12 Aug 2020
Downloads
2,487
Downloads
40
Downloads
2,487
45.
Capital Controls and Risk Misallocation: Evidence From a Natural Experiment
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74
Posted: 16 Jan 2018
Last Revised: 12 Aug 2020
Working Paper Series
Downloads
831
46.
Marketing Mutual Funds
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 81
Posted: 03 Jan 2018
Last Revised: 11 Sep 2020
Working Paper Series
University of Pennsylvania - The Wharton School, Guanghua School of Management, Peking University and University of Southern California - Marshall School of Business
There are 2 versions of this paper
Marketing Mutual Funds
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 81
Posted: 03 Jan 2018
Last Revised: 11 Sep 2020
Downloads
640
Downloads
16
Downloads
640
47.
Why Trade Over-the-Counter? When Investors Want Price Discrimination
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 53
Posted: 13 Dec 2017
Last Revised: 11 Sep 2020
Working Paper Series
CEU and University of Pennsylvania - The Wharton School
There are 2 versions of this paper
Why Trade Over-the-Counter? When Investors Want Price Discrimination
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 53
Posted: 13 Dec 2017
Last Revised: 11 Sep 2020
Downloads
211
Why Trade Over-the-Counter? When Investors Want Price Discrimination
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53
Posted: 07 Jun 2018
Downloads
40
Downloads
211
48.
Should Corporate Bond Trading Be Centralized?
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 59
Posted: 15 Nov 2017
Working Paper Series
University of Wisconsin - Madison
Downloads
6
49.
A Model of Two Days: Discrete News and Asset Prices
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 89
Posted: 30 Sep 2017
Last Revised: 14 Jan 2021
Working Paper Series
University of Pennsylvania - Finance Department and University of Pennsylvania - Finance Department
There are 2 versions of this paper
A Model of Two Days: Discrete News and Asset Prices
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 89
Posted: 30 Sep 2017
Last Revised: 14 Jan 2021
Downloads
903
The Macroeconomic Announcement Premium
NBER Working Paper No. w24432
Number of pages: 52
Posted: 26 Mar 2018
Downloads
33
Downloads
903
50.
Good and Bad Variance Premia and Expected Returns
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 52
Posted: 25 Aug 2017
Working Paper Series
University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads
298
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