Discussion paper DP16378 Who Owns What? A Factor Model for Direct Stockholding Tarun Ramadorai Vimal Balasubramaniam John Y Campbell Benjamin Ranish 21 Jul 2021 Financial Economics G2 G11 G12 G14 G5
Discussion paper DP16376 Diseconomies of Scale in Active Management: Robust Evidence Luboš Pástor Robert F. Stambaugh Lucian Taylor Min Zhu 20 Jul 2021 Financial Economics G11 G12 G14 G23
Discussion paper DP16373 Experience Effects in Finance: Foundations, Applications, and Future Directions Ulrike M. Malmendier 19 Jul 2021 Financial Economics International Macroeconomics and Finance International Trade and Regional Economics D14 D81 D83 D87 D91 F30 G11 G12 G41 G50
Discussion paper DP16365 International Yield Co-movements Geert Bekaert Andrey Ermolov 15 Jul 2021 Financial Economics E31 E43 G12 G15
Discussion paper DP16334 The Salience of ESG Ratings for Stock Pricing: Evidence From (Potentially) Confused Investors Loriana Pelizzon Aleksandra Rzeznik Kathleen Weiss-Hanley 6 Jul 2021 Financial Economics G11 G12 G23 G59 M14 Q5
Discussion paper DP16304 Manufacturing Risk-free Government Debt Zhengyang Jiang Hanno Lustig Stijn Van Nieuwerburgh Mindy Xiaolan 28 Jun 2021 Financial Economics Macroeconomics and Growth Public Economics G12 E62
Discussion paper DP16299 Peso Problems in the Estimation of the C-CAPM Juan Carlos Parra-Alvarez Olaf Posch Andreas Schrimpf 27 Jun 2021 Financial Economics Macroeconomics and Growth E21 G12 O41
Discussion paper DP16296 Is There Too Much Benchmarking in Asset Management? Anil K Kashyap Natalia Kovrijnykh Jian Li Anna Pavlova 25 Jun 2021 Financial Economics D82 D86 G11 G12 G23
Discussion paper DP16274 Interest Rate Skewness and Biased Beliefs Michael Bauer Mikhail Chernov 17 Jun 2021 Financial Economics E43 E44 E52 G12
Discussion paper DP16224 Stock Market and No-Dividend Stocks Suleyman Basak Adem Atmaz 4 Jun 2021 Financial Economics G12
Discussion paper DP16217 The Anatomy of Cyber Risk Rustam Jamilov Hélène Rey Ahmed Tahoun 3 Jun 2021 Financial Economics International Macroeconomics and Finance G12 G14 G15 G30 G32
Discussion paper DP16146 Capital Inflows and Property Prices: Ethnicity, Education, and Spillovers Yuk Ying Chang Sudipto Dasgupta 12 May 2021 Financial Economics F20 F21 G12 G15 R00