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
time-varying risk premia, factor investing, partial least squares JEL codes: G10, G12, G14
equity returns, default risk, credit risk premia, credit default swaps, cross-sectional asset pricing
Capital Structure, Debt Structure, Debt Maturity
Capital Structure, Debt Maturity, Debt Structure
COVID-19 pandemic, dividends
asset pricing, rare disasters, social distance, resilience, pandemics
Asset Pricing, Pandemics, Rare Disasters, resilience, social distance
Financial Media, Merger Arbitrage, Hedge Funds, Market Efficiency, Mergers and Acquisitions
Volatility management, equity risk premia, portfolio management, investment strategies
debt maturity, optimal capital structure choice
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
international government bond portfolios, bond risk premia, stochastic discount factor.
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
COVID-19, pandemic, firm resilience, social distancing, financial flexibility, corporate culture, credit supply, leverage, government support, public loan guarantees, Paycheck Protection Program
trading volume, cross-listing, flow-back
Trading volume, cross-listing, flow-back
Equity-Commodity Correlation, Oil Futures, Return Decomposition, Cash Flow News, Oil Production
Social Preferences, Portfolio Choice, Corporate Investment in Social Responsibility
Bond risk premiums, market and credit risk factors, financial repression
Corporate political stance, political polarization, partisanship, corporate governance, non-pecuniary utility
student funds, portfolio management, behavioral finance
cross-listing, trading volume, trade creation
risk-sharing within firms, payout stability, wage stability, competitor inflexibility
environment, sustainability, corporate bonds, asset-demand system
Corporate bond pricing, asset pricing
Liquidity, Debt, Restructuring
asset allocation, policy portfolios, non-tradable assets
Sovereign debt, reputation, retroactive legislation
G15, G30
