Discussion paper DP17016 The Value of Arbitrage Eduardo Dávila Daniel Graves Cecilia Parlatore Siritto 7 Feb 2022 Financial Economics G12 G18 D61
Discussion paper DP16527 What Alleviates Crowding in Factor Investing? Victor DeMiguel Alberto Martin-Utrera Raman Uppal 9 Sep 2021 Financial Economics G11 G12 G23 L11
Discussion paper DP15123 Procyclical Asset Management and Bond Risk Premia Alexandru Barbu Christoph Fricke 2 Aug 2020 Financial Economics G11 G23 E43
Discussion paper DP15104 Information, Market Power and Price Volatility Dirk Bergemann Stephen Morris Tibor Heumann 27 Jul 2020 Industrial Organization C72 D43 D44 D83 G12
Discussion paper DP13457 Markets for Financial Innovation Ana Babus Kinda Hachem 15 Jan 2019 Financial Economics D47 D86 G23
Discussion paper DP12737 Liquidity Regimes and Optimal Dynamic Asset Allocation Pierre Collin-Dufresne 19 Feb 2018 Financial Economics D53 G11 G12
Discussion paper DP12372 Activism, Strategic Trading, and Liquidity Alexander Ljungqvist Pierre Collin-Dufresne Vyacheslav Fos Tao Li 13 Oct 2017 Financial Economics G14 G34
Discussion paper DP11194 Anomalous Trading Prior to Lehman Brothers' Failure Thomas Gehrig Marlene Haas 27 Mar 2016 Economic History Financial Economics G00 G14 N00 N2
Discussion paper DP10791 Information and Market Power Dirk Bergemann Stephen Morris Tibor Heumann 30 Aug 2015 Industrial Organization C72 C73 D43 D83 G12
Discussion paper DP7804 The Price Impact of Institutional Herding Andrea Prat Amil Dasgupta Michela Verardo 23 May 2010 Financial Economics C7 G0