L-1511 Luxembourg
Luxembourg
University of Luxembourg
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cross-sectional asset pricing, aggregate jump risk, aggregate volatility risk, option returns
Mutual Funds, Fund Fees, Price Dispersion, Price Persistence
Empirical Corporate Finance, Capital Structure Dynamics, Business Cycle Variation
corporate bond market, credit risk, corporate social responsibility, ESG
Default Prediction, Survival Time Analysis, Bank Regulation
Corporate life-cycle, cash holdings, value of cash
Empirical asset pricing, equity return prediction, Bayesian econometrics
corporate debt structure dynamics, debt concentration, business cycle variation, cluster analysis
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business cycle variation, clus- ter analysis, corporate debt structure dynamics, debt concentration
return predictability, valuation ratios, skewness
Corporate bond market, pandemic, COVID-19
Asset Pricing, Time-Varying Betas, Factor Models, Firm Fundamentals
Climate Change, Climate Risk, Text Analytics, Natural Language Processing, Factor Investing, Alternative Data, ESG
Multimarket trading, Cross-listing, Trading volume, Integration
cross-listing, trading volume, trade creation
Social Preferences, Portfolio Choice, Corporate Investment in Social Responsibility
Financial Intermediation, Mutual Funds, MiFID II, Unbundling
politics and finance, bank regulation, related lending
G15, G30
