Discussion paper DP15653 Currency Anomalies Söhnke Bartram Leslie Djuranovik Anthony Garratt 26 Jun 2022 Predictors Anomalies Mispricing Analysts Market efficiency Real-time Arbitrage costs Ipca Principal components Financial Economics International Macroeconomics and Finance F31 G12 G15
Discussion paper DP17273 The Wisdom of No Crowds: The Reaction of Betting Markets to Lockdown Soccer Games Karl Whelan 4 May 2022 Market efficiency Home advantage Soccer Covid-19 International Macroeconomics and Finance
Discussion paper DP15747 Tax Evasion and Market Efficiency: Evidence from the FATCA and Offshore Mutual Funds Massimo Massa Si Cheng Hong Zhang 1 Feb 2021 Tax evasion Fatca Mutual funds Skills Market efficiency Financial Economics F36 G15 G23 H26
Discussion paper DP15653 Currency Anomalies Söhnke Bartram Leslie Djuranovik Anthony Garratt 8 Jan 2021 Exchange rates Predictors Anomalies Mispricing Analysts Market efficiency Real-time Arbitrage costs Ipca Instrumented principal components analysis Financial Economics International Macroeconomics and Finance F31 G12 G15
Discussion paper DP15563 Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing Hao Jiang Dimitri Vayanos Lu Zheng 16 Dec 2020 Market efficiency Mutual funds Indexing Limits of arbitrage Financial Economics G10 G11 G12 G23
Discussion paper DP15546 How Financial Markets Create Superstars Spyros Terovitis Vladimir Vladimirov 11 Dec 2020 Speculation Manipulation Superstar firms Unicorns Market efficiency Stakeholders High-skilled employees Misallocation of resources transparency Financial Economics D62 D82 D84 G30
Discussion paper DP15240 Network Centrality and Managerial Market Timing Ability Theodoros Evgeniou Joel PERESS Theo Vermaelen Ling Yue 1 Sep 2020 Buybacks Market timing Network centrality Insider trading Market efficiency Financial Economics G32 O32
Discussion paper DP15235 Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain Joel PERESS Xi Dong NAMHO KANG 31 Aug 2020 Pricing anomalies Market efficiency Return persistence and cyclicality/seasonality Mutual funds Hedge funds Slow-moving capital Transaction costs Limits to arbitrage Spectral analysis Financial Economics
Discussion paper DP14950 The Tax Cuts and Jobs Act: Which Firms Won? Which Lost? Alexander F. Wagner Richard Zeckhauser Alexandre Ziegler 27 Jun 2020 Corporate taxes Tax cuts and jobs act Event study Market efficiency Tax reform Financial Economics G12 G14 H25 O24
Discussion paper DP14232 Global Market Inefficiencies Söhnke Bartram Mark Grinblatt 22 Dec 2019 International finance Valuation Asset pricing Market efficiency Fundamental analysis Point-in-time (pit) Transaction costs Principal components Instrumented principal components analy-sis (ipca) Financial Economics G11 G14 G15
Discussion paper DP14235 Market Efficiency in the Age of Big Data Ian Martin Stefan Nagel 22 Dec 2019 Market efficiency Big data Machine learning Financial Economics G10 G12 G14 C11 C12 C58
Discussion paper DP13975 Commodity Option Pricing Efficiency before Black Scholes Merton David Chambers 1 Sep 2019 Options Warrants Black-scholes Commodities London metals exchange Market efficiency Performativity Economic History G1 G2 N2
