Discussion paper DP13812 Strategic Trading as a Response to Short Sellers Francesco Franzoni Marco Di Maggio Massimo Massa Roberto Tubaldi 19 Jun 2019 Financial Economics G30 M41
VoxEU Column The permanent-transitory confusion: Implications for tests of market efficiency and for expected inflation during turbulent and tranquil times Thomas Lustenberger Alex Cukierman 4 Nov 2018 Frontiers of economic research
Discussion paper DP12685 Deep Value Lasse Heje Pedersen 5 Feb 2018 Financial Economics G02 G11 G12 G14 G15
Discussion paper DP12657 Paths to Convergence: Stock Price Behavior After Donald Trump's Election Alexander F. Wagner Richard Zeckhauser Alexandre Ziegler 27 Jan 2018 Financial Economics G12 G14 H25 O24
Discussion paper DP11990 Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families Massimo Massa Si Cheng Hong Zhang 24 Apr 2017 Financial Economics F36 G15 G23
Discussion paper DP11455 Expected skewness and momentum Martin Weber 23 Aug 2016 Financial Economics G12 G14
Discussion paper DP11156 Who Trades Against Mispricing? Bige Kahraman Mariassunta Giannetti 3 Mar 2016 Financial Economics G12 G23
VoxEU Column First to ‘read’ the news: News analytics and institutional trading Massimo Massa Bastian von Beschwitz Donald Keim 2 Jul 2015 Financial Markets
Discussion paper DP10601 Expected Skewness and Momentum Martin Weber Heiko Jacobs 17 May 2015 Financial Economics G12 G14
Discussion paper DP9769 Buffett?s Alpha Lasse Heje Pedersen 1 Dec 2013 Financial Economics G11 G12 G14 G22 G23
Discussion paper DP9653 The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes Joël Peress 15 Sep 2013 Financial Economics G14
Discussion paper DP8539 Information Aggregation, Investment, and Managerial Incentives Christian Hellwig Aleh Tsyvinski Elias Albagli 1 Aug 2011 Financial Economics International Macroeconomics D82 D84 G14 M52