Altan Pazarbasi

Frankfurt School of Finance & Management

Adickesallee 32-34

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

304

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Sentimental Recovery

Swiss Finance Institute Research Paper No. 19-57
Number of pages: 41 Posted: 31 Oct 2019 Last Revised: 04 Aug 2020
Altan Pazarbasi, Paul Schneider and Grigory Vilkov
Frankfurt School of Finance & Management, University of Lugano - Institute of Finance and Frankfurt School of Finance & Management
Downloads 232 (144,193)

Abstract:

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Recovery, sentiment, market views, agent heterogeneity, volatility trading, market spanning

2.

Beyond Distress Risk

Number of pages: 53 Posted: 15 Aug 2018 Last Revised: 02 Apr 2020
Altan Pazarbasi
Frankfurt School of Finance & Management
Downloads 72 (352,317)

Abstract:

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Distress Risk, Credit Cycles, CDS, Stock Returns, Macroeconomic Shocks