Welthandelsplatz 1
Vienna, Wien A-1019
Austria
Vienna University of Economics and Business
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capital, allocation, risk, management, equity
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low risk anomaly, coskewness, skewness, risk premia, equity options
Low risk anomaly, skewness, credit risk, risk premia, equity options
equity returns, default risk, credit risk premia, credit default swaps, cross-sectional asset pricing
Time-varying risk premia, factor investing, partial least squares
COVID-19 pandemic, dividends
Capital Structure, Debt Structure, Debt Maturity
Capital Structure, Debt Maturity, Debt Structure
asset pricing, rare disasters, social distance, resilience, pandemics
Asset Pricing, Pandemics, Rare Disasters, resilience, social distance
debt maturity, optimal capital structure choice
Financial Media, Merger Arbitrage, Hedge Funds, Market Efficiency, Mergers and Acquisitions
Empirical Corporate Finance, Capital Structure Dynamics, Business Cycle Variation
corporate bond market, credit risk, corporate social responsibility, ESG
investment management, intermediation, investment adviser, kickback
Closed-end fund, manager turnover, discount
Valuation, Terminal Value, Long-Term Growth Rates, Machine Learning, Market Efficiency
corporate debt structure dynamics, debt concentration, business cycle variation, cluster analysis
business cycle variation, clus- ter analysis, corporate debt structure dynamics, debt concentration
Corporate bond market, pandemic, COVID-19
bankruptcy costs, capital structure, default, equity prices
risk management, marginal risk contributions, downside risk, parameter uncertainty, model uncertainty
maturity, value premium, debt overhang, cross-section of stock returns, CAPM
CAPM, Cross-section of stock returns, Debt overhang, Maturity, value premium
closed-end fund, closed-end fund discount, portfolio manager, managerial rent
G23, G34
mutual funds, portfolio management, governance, market discipline
G11, G23, G30
trading volume, cross-listing, flow-back
Trading volume, cross-listing, flow-back
international government bond portfolios, bond risk premia, stochastic discount factor.
Bond risk premiums, market and credit risk factors, financial repression
COVID-19, pandemic, firm resilience, social distancing, financial flexibility, corporate culture, credit supply, leverage, government support, public loan guarantees, Paycheck Protection Program
student funds, portfolio management, behavioral finance
Equity-Commodity Correlation, Oil Futures, Return Decomposition, Cash Flow News
cross-listing, trading volume, trade creation
risk-sharing within firms, payout stability, wage stability, competitor inflexibility
Social Preferences, Portfolio Choice, Corporate Investment
Corporate bond pricing, asset pricing
Liquidity, Debt, Restructuring
asset allocation, policy portfolios, non-tradable assets
Sovereign debt, reputation, retroactive legislation
Social Preferences, Portfolio Choice, Corporate Investment in Social Responsibility
Corporate political stance, political polarization, corporate governance, non-pecuniary utility
G15, G30