Discussion paper DP19311 The impact of heterogenous financial shocks on asset prices and corporate decisions Frederico Belo Xiaoji Lin Juliana Salomao Fan Yang 29 Jul 2024 Asset Pricing E22 E44 G12
Discussion paper DP17370 Relative Investor Sentiment Measurement Xiang Gao Kees Koedijk Thomas Walther Zhan Wang 9 Jun 2022 Financial Economics G12 G14
Discussion paper DP15857 Short-term Momentum Mamdouh Medhat Maik Schmeling 28 Feb 2021 Financial Economics International Macroeconomics and Finance G12 G14
Discussion paper DP14914 Gaussian rank correlation and regression Dante Amengual Enrique Sentana Zhanyuan Tian 21 Jun 2020 Financial Economics C13 C46 G14 O47
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 DP11455 Expected skewness and momentum Martin Weber 23 Aug 2016 Financial Economics G12 G14
Discussion paper DP10966 Has the Pricing of Stocks Become More Global? Alexander F. Wagner Andreas Schrimpf 29 Nov 2015 Financial Economics F36 G12 G15
Discussion paper DP10804 Size and Momentum Profitability in International Stock Markets Alexander F. Wagner Andreas Schrimpf 6 Sep 2015 Financial Economics C89 G12 G15
Discussion paper DP10601 Expected Skewness and Momentum Martin Weber Heiko Jacobs 17 May 2015 Financial Economics G12 G14
Discussion paper DP10335 Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing Martin Lettau Sydney Ludvigson Sai Ma 11 Jan 2015 Financial Economics International Macroeconomics E25 G11 G12
Discussion paper DP10234 Momentum Trading, Return Chasing, and Predictable Crashes Eric Ghysels Ravi Jagannathan 9 Nov 2014 Financial Economics G1 G12 G14
Discussion paper DP10016 Common Macro Factors and Currency Premia Mark Taylor 8 Jun 2014 Financial Economics International Macroeconomics F31 G11 G15