Discussion paper DP15306 Prospect Theory and Currency Returns: Empirical Evidence Qi Xu Roman Kozhan Mark Taylor 17 Sep 2020 International Macroeconomics and Finance F31 G12 G15 G40
Discussion paper DP15235 Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain Joël Peress Xi Dong NAMHO KANG 31 Aug 2020 Financial Economics
Discussion paper DP14774 The term structure of CIP violations Patrick Augustin Mikhail Chernov Lukas Schmid Dongho Song 18 May 2020 Financial Economics International Macroeconomics and Finance C1 E43 E44 G12 H60
Discussion paper DP11471 Who is afraid of BlackRock? Massimo Massa 29 Aug 2016 Financial Economics G11 G12 G14 G15 G23
Discussion paper DP11476 Investor-Stock Decoupling in Mutual Funds Massimo Massa Miguel Ferreira Pedro Pinto Matos 29 Aug 2016 Financial Economics G20 G23
Discussion paper DP11469 A Dynamic Equilibrium Model of ETFs Semyon Malamud 28 Aug 2016 Financial Economics G10 G12 G23
Discussion paper DP9917 Feedback Effects and the Limits to Arbitrage Itay Goldstein Alex Edmans Wei Jiang 23 Mar 2014 Financial Economics G14 G34
Discussion paper DP8747 Currency Momentum Strategies Lukas Menkhoff Lucio Sarno Paul Schrimpf Maik Schmeling 1 Jan 2012 Financial Economics International Macroeconomics F31 G12 G15
Discussion paper DP8307 Idiosyncratic Return Volatility in the Cross-Section of Stocks Péter Kondor Ronnie Sadka Namho Kang 1 Apr 2011 Financial Economics G11 G12
Discussion paper DP7327 Limits to Arbitrage and Hedging: Evidence from Commodity Markets Viral Acharya Lars Lochstoer 14 Jun 2009 Financial Economics G12 G13
Discussion paper DP7068 An Institutional Theory of Momentum and Reversal Dimitri Vayanos Paul Woolley 1 Dec 2008 Financial Economics D5 D8 G1
