International Portfolios: Product of Weather and Sports, or Finance?”, BI Norwegian Business School
DR. BARBARA BUKHVALOVA, The rational portfolio allocation theories seem to be at odds with the mounting evidence of importance of
Facilitating Takeovers and Takeover Premia: The Case of Coordinated Monitoring”, Università Cattolica del Sacro Cuore
DR. ETTORE CROCI We document that coordination among institutional investors affect how firms behave in the takeover market. We use
Asset Pricing with Recursive Preferences and Stochastic Volatility: A Bayesian DSGE Analysis”, Saint Louis University
DR. DAVID E. RAPACH
The Risk-asymmetry Index as a New Measure of Risk”, University of Modena and Reggio Emilia
DR. SILVIA MUZZIOLI, The aim of this paper is to propose a simple and unique measure of risk that subsumes
Asymmetry in Inflation Rates under Inflation Targeting” , Universitat Rovira i Virgili
DR. NEKTARIOS ASLANIDIS A number of commentators and policy makers have argued that inflation targeting central banks are less aggressive
A Matter of Trust? The Bond Market Benefits of Corporate Social Capital during the Financial Crisis”, London Business School
DR. HENRI SERVAES We investigate whether a firm’s social capital, and the trust that it engenders, are viewed favorably by
Testing for Prospect and Markowitz stochastic dominance efficiency”, Athens University of Economics and Business
DR. NIKOLAS TOPALOGLOU We develop non-parametric tests for prospect stochastic dominance Efficiency (PSDE) and Markowitz stochastic dominance efficiency (MSDE) using
Fundamental Indexation for Developed, Emerging, and Frontier Government Bond Markets University of Vaasa
DR. VANJA PILJAK We investigate the determinants of institutional investors’ holdings in IPO firms and the post-issue relation between these
The Effects of Experience, Knowledge, and Prior Decisions on Investor Learning”, University of Miami
DR. GEORGE M. KORNIOTIS We examine the effects of learning by experience on portfolio decisions of U.S. investors. Our evidence
The Diversification Benefits of Commodity Futures Contracts: The Role of Characteristics” DR. NEIL KELLARD, University of Essex
DR. NEIL KELLARD We analyze the benefits accruing to a risk averse investor of adding commodity futures to her portfolio