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Themes

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  • Central Banking
  • Climate Change
  • Competition Policy
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  • Political Economy
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There are 17 results

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Discussion paper

DP17370 Relative Investor Sentiment Measurement

  • Xiang Gao
  • Thomas Walther
  • Zhan Wang

9 Jun 2022
  • Financial Economics
  • G12
  • G14
Discussion paper

DP15857 Short-term Momentum

  • Maik Schmeling
  • Mamdouh Medhat

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
  • Paul Schrimpf

29 Nov 2015
  • Financial Economics
  • F36
  • G12
  • G15
Discussion paper

DP10804 Size and Momentum Profitability in International Stock Markets

  • Alexander F. Wagner
  • Paul 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
Discussion paper

DP9852 Out-of-Sample Evidence on the Returns to Currency Trading

  • Olivier Accominotti
  • David Chambers

2 Mar 2014
  • Economic History
  • Financial Economics
  • International Macroeconomics
  • F31
  • G12
  • G15
  • N20
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