Structural Estimation of Higher Order Risk Attitudes with a Non-Parametric Approach to the Utility Function
Prof. Hong Il Yoo We design an experiment to elicit prudence and temperance, two higher order risk attitudes which imply
These Stocks are on Fire: The Impact of Social Media on Mutual Funds’ Performance, Flows, and Trading
Δρ. Ariel Gu The recent mania of Reddit darling GameStop raises questions about social media’s impact on behaviours of institutional
Eurozone Stock Returns and Foreign Currency Risk
Soteria Charalambous This paper investigates stock returns for a large cross section of Eurozone corporations during 2000-2019 through various asset-pricing
How much slack in good slack in M&As
Δρ. Κοnstantinos Bozos Drawing insights from the resource-based view and agency theory, we investigate the role of two distinct types
Using the Retail Distribution of Sellers to Impute Expenditure Shares
Δρ. Alexis Antoniades Many price indices must be constructed without quantity data at the elementary level. We show that for
Market Efficiency in the Age of Machine Learning
Leonidas Barpopoulos Date: 10 December 2021
It Depends Who you Ask: Context Effects in the Perception of Stock Returns
Δρ. Constantinos Antoniou Stock returns convey information to investors about fundamental values. But do all investors perceive a specific stock
Virtual Competition and Cost of Capital: Evidence from Telehealth
Δρ. Kimberly Cornaggia Using the staggered implementation of telehealth parity laws in the U.S. Healthcare industry, we find causal evidence
Directional Signal and Momentum
Δρ. Luca Del Viva We document the existence of exploitable directional predictability in equity returns. We find that that the
Labor Protection and Corporate Misconduct: Evidence from International Equity Markets
Δρ. Xiaohua Fang We utilize the exogenous intertemporal variation in employment protection across countries and study the impact of employment