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 DP16200 Conflicted Analysts and Initial Coin Offerings Andreas Barth Valerie Laturnus Sasan Mansouri Alexander F. Wagner 28 May 2021 Financial Economics G14 G24 L26 D82 D83
Discussion paper DP16179 Insider Trading Regulation and Market Quality Tradeoffs Antonio Mele Francesco Sangiorgi 21 May 2021 Financial Economics D82 G14 G18
Discussion paper DP16128 Foreign Exchange Volume Giovanni Cespa Antonio Gargano Steven Riddiough Lucio Sarno 8 May 2021 Financial Economics International Macroeconomics and Finance G12 G14 G15 F31
Discussion paper DP15857 Short-term Momentum Maik Schmeling Mamdouh Medhat 28 Feb 2021 Financial Economics International Macroeconomics and Finance G12 G14
Discussion paper DP15858 Investing in Crises Matthew Baron Luc Laeven Julien Penasse Yevhenii Usenko 28 Feb 2021 Financial Economics G11 G14 G15 G41
Discussion paper DP15848 Intermediation and Price Volatility Thomas Gehrig Klaus Ritzberger 25 Feb 2021 Financial Economics Industrial Organization D43 D47 G14 L13
Discussion paper DP15817 How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis Diana Zigraiova Tomas Havranek Zuzana Irsova Jiri Novak 16 Feb 2021 International Macroeconomics and Finance C83 F31 G14
Discussion paper DP15786 Does Alternative Data Improve Financial Forecasting? The Horizon Effect Thierry Foucault Laurent Frésard 9 Feb 2021 Financial Economics D84 G14 G17 M41
Discussion paper DP15782 (In)efficient repo markets Tobias Dieler Loriano Mancini Norman Schürhoff 8 Feb 2021 Financial Economics G01 G14 G21 G28
Discussion paper DP15766 What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets Matthijs Breugem Adrian Buss Joël Peress 5 Feb 2021 Financial Economics E43 E44 G11 G14
Discussion paper DP15762 Competition for Attention in the ETF Space Itzhak Ben-David Francesco Franzoni Byungwook Kim Rabih Moussawi 3 Feb 2021 Financial Economics G12 G14 G15