Matching with Multilateral Contracts
Marzena J. Rostek Nathan Yoder
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4111638
Multilateral Matching Externalities Matching with Contracts Stability
Transient Impact From the Nash Equilibrium of a Permanent Market Impact Game
Francesco Cordoni Fabrizio Lillo
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4111582
Optimal Execution Market Impact Transient Impact Model Market microstructure Game theory
Exchange-Traded Funds and Real Investment
Constantinos Antoniou Frank Weikai Li Xuewen Liu Avanidhar Subrahmanyam Chengzhu Sun
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4111574
ETFs Real Efficiency Informational Efficiency Managerial Learning
Dangerous Tangents: An Application of Γ-Convergence to the Control of Dynamical Systems
Rosario Maggistro Paolo Pellizzari Elena Sartori Marco Tolotti
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4111567
Dynamical Systems Finite Population Dynamics Γ-convergence Saddle-node Bifurcations Social Interaction
Intra-Firm Knowledge Sharing in the Investment Research Industry
Artur Hugon An-Ping Lin Stanimir Markov
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4111545
Knowledge Sharing Equity Analysts Debt Analysts
Philip Brookins Paan Jindapon
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4111541
contest design divisioning cost heterogeneity risk attitude heterogeneity
Keeping Promises? Mutual Funds’ Investment Objectives and Impact of Carbon Risk Disclosures
John R. Nofsinger Abhishek Varma
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105615
Disclosures Environmental Sustainability Carbon Risk Fossil Fuels Mutual Funds Socially Responsible Investing ESG UN PRI Principles for Responsible Investing.
Group Goal Difficulty and Shirking: The Moderating Role of Group Identity
Chaoping Li Andrea Drake
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105572
Shirking Task Difficulty Group Identity Mixed Incentives
Low Market-Beta or CAPM-Beta Anomaly? A Stricter Standard for Explaining the Low Market-Beta Anomaly
Laite Guo
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105568
Beta Anomaly; factor model; omitted factors; asset pricing; investment
Christian L. Goulding Campbell R. Harvey Michele Mazzoleni
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105556
time-series momentum volatility timing market timing asset pricing trend following turning points momentum speed mean reversion behavioral finance
In Vogue Again: The Re-Rise of SPACs in the IPO market
Maria Lucia Passador
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105555
SPACs blank check companies IPO market private equity business combination
On The Radon--Nikodym Spectral Approach With Optimal Clustering
Vladislav Malyshkin
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105518
We value your privacy: Behavior-based pricing under endogenous privacy
Friederike Heiny Tianchi Li Michel Tolksdorf
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105512
behavior-based pricing privacy laboratory experiment
Zero-Knowledge Proofs of Stock-Picking Skill
Alex Chinco
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105508
Zero-Knowledge Proofs FinTech Active Management
The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment: Evidence from Pakistan Stock Market
Muhammad Usman Danish Ahmed Siddiqui
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4105484
Exchange Rate Interest rate Foreign direct & portfolio investment Stock market return Oil Prices Co-integration Stationarity GARCH
Selective Carbon Taxation in Production Networks: Evidence from Mexico
Mattis Bös Kasper Vrolijk
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4098815
Carbon Pricing Macroeconomic Development Input-Output Linkages
When the Markets Get CO.V.I.D.: COntagion Viruses and Information Diffusion
Maria Jose Arteaga-Garavito Mariano (Max) Massimiliano Croce Paolo Farroni Isabella Wolfskeil
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4098813
Contagion Announcements Information Asset Prices
Beyond Econometrics: A Roadmap Towards Financial Machine Learning
Marcos Lopez de Prado
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4098811
machine learning artificial intelligence econometrics financial economics
Cross-Border Investments in Private Firms: The Benefits of Comparability for Foreign Investors
Kristian D. Allee Tami Dinh Arthur Stenzel
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4098783
accounting comparability private firms real effects cross-border investment
Optimal Trend-Following in a Markov Switching Model
Valeriy Zakamulin Javier Giner
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4092437
Markov switching model bull-bear markets optimal trend-following moving averages
The Odd One Out? The Impact of Property Uniqueness on Selling Time and Selling Price
Lily Shen Thomas M. Springer
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4092436
Natural Language Processing Unsupervised Machine Learning Soft In- formation Time on the Market Property Descriptions
Luiz Brotherhood Tiago Cavalcanti Daniel Da Mata Cezar Santos
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4086680
COVID-19 Slums Health Social Distancing Public Policies
Aging and Public Financing Costs: Evidence from U.S. Municipal Bond Markets
Alexander W. Butler Hanyi (Livia) Yi
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4080409
Local Public Finance Municipal Bonds Demographics Aging
Local Government Implicit Debt and the Pricing of LGFV Bonds
Laura Xiaolei Liu Yuanzhen Lyu Fan Yu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4080395
local government implicit debt; implicit government guarantee; credit spread; local government implicit debt ratios
Market Conditions Firm Investments and Strategic Use of Pension Discount Rates
Liping Chu Michael A. Goldstein Xin Li Tong Yu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4080389
Pension discount rate; Low interest rate; Pension liabilities; Earnings management
Style Timing around the World
Javier Vidal-García Marta Vidal
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4080353
Mutual Funds; Flows; Portfolio Management; Fund Performance
Momentum and Short-Term Reversals: Theory and Evidence
Narasimhan Jegadeesh Jiang Luo Avanidhar Subrahmanyam Sheridan Titman
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4080302
momentum reversals noise traders liquidity GameStop
The Cross-Section of Extrapolative Belief and the High-Volume Premium
Huaixin Wang
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4080285
Extrapolation Trading volume Anomaly Mispricing
Market Integration and Asset Prices: Evidence from the Inclusion of China A-Shares in MSCI Global Indices
Bo Li Qian Sun
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4074309
MSCI index effect risk-sharing market integration externality effect
Index Investing and Asset Pricing under Information Asymmetry and Ambiguity Aversion
David A. Hirshleifer Chong Huang Siew Hong Teoh
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4074303
Ambiguity aversion information asymmetry index design index investing CAPM
Purifying Political Ecology: How Anti-Corruption Campaign Affects Capital Structure Decisions?
Kai Wu Jiming Liu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4067819
anti-corruption campaign capital structure adjustment political connection
Corruption and Within-Country Stereotypes
Paolo Buonanno Marcello Puca Patrizia Sbriglia
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4067812
Corruption Institutions Social Capital Diversity
Scelte di Portafoglio: Approccio Media-Varianza e CAPM (Mean-Variance Portfolio Choice and CAPM)
Maria-Augusta Miceli
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4067744
portafoglio portfolio asset pricing mean-variance media-varianza CAPM efficient frontier
Credit Derivative Theory & Practice – A Credit Primer & Review of the Impact of ISDA Standardization on Credit Default Swap Pricing & Credit Model Calibration
Nicholas Burgess
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4067736
Credit Derivatives Credit Default Swaps Credit Index Credit Event Credit Tightening Credit Widening Survival Probability Default Probability Hazard Rate Loss Given Default (LGD) Recovery Rate ISDA Standardization Credit Spread Par Spread Risky Annuity Risky Discount Factor
Timing in Dynamic Matching Markets: Theory and Evidence
Erdem Yenerdag
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4067702
Matching incomplete information stability unraveling experiments
Guilty by Political Association: The Impact of Political Scandals on Connected Firms
April M. Knill Baixiao Liu John J. McConnell Cayman Seagraves
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4067690
Political Scandal Political Connection Spillover Firm Valuation
A Panel Bounds Testing Procedure
Georgios Bertsatos Plutarchos Sakellaris Mike Tsionas
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064916
Bounds Testing Procedure Conditional Quantile Regressions Fixed Effects Panel Co-integration
Option Price Implied Information and REIT Returns
Jie Cao Bing Han Linjia Song Xintong Zhan
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064915
informed trading in options; stock return predictability; real estate investment trusts
Just Imagine Financial Planning Software That Does This
Larry R. Frank Sr
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064898
Financial Markets Probabilities Statistical Methods Financial Services Personal Economics Software Programming
The Streaming Games: Analyzing the Revenue Models of Online Media Firms
Anurag Garg Vashkar Ghosh Soohyun Cho Arunava Banerjee Shubho Bandyopadhyay
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064875
Streaming media Two-dimensional competition Online advertisement Revenue models Consumer heterogeneity
The Role of a Green Factor in Stock Prices. When Fama & French Go Green
Ricardo Gimeno Clara I. Gonzalez
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064848
climate change carbon footprint factor model asset pricing disclosure
Do Sustainability Ratings Matter? Evidence from Private Wealth Investment Flows
Amir Amel-Zadeh Rik Lustermans Mary Pieterse-Bloem
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064843
ESG ratings sustainable investing retail investors private wealth asset allocation investment flows
Bourgeois Energy Transition
Nicolas Boccard
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064169
Ecology; Environment; Election; Manifesto; Energy Transition; Kuznets
The Choice of Peers for Relative Performance Evaluation in Executive Compensation
John M. Bizjak Swaminathan L. Kalpathy Zhichuan Frank Li Brian Young
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064165
executive compensation relative performance RPE peer groups compensation benchmarking performance measures CEO pay corporate governance
Anomaly or Possible Risk Factor? Simple-To-Use Tests
Benjamin Holcblat Abraham Lioui Michael Weber
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064159
Cross-section of Returns Factor Pricing Strong SSD Abnormal returns Market frictions
Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect
Zhengyang Jiang Arvind Krishnamurthy Hanno N. Lustig Jialu Sun
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064155
Safe assets exchange rates convenience yield incomplete markets
When Good Balance Goes Bad: a Discussion of Common Pitfalls When Using Entropy Balancing
Jeff L. McMullin Bryce Schonberger
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064138
entropy balancing matching causal inference covariate balance audit fees
Blockchain Adoption and Optimal Reinsurance Design
Hamed Amini Romain Deguest Engin Iyidogan Andreea Minca
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064126
Blockchain Nash Equilibrium Insurance-Reinsurance Technology Adoption FinTech
Initial Margin Requirements and Market Efficiency
Ferhat Akbas Lezgin Ay Paul D. Koch
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064119
market efficiency leverage constraints margin requirements limits to arbitrage post-earnings announcement drift PEAD
Hedge Fund Liquidity Management: Insights for Fund Performance
George O. Aragon A. Tolga Ergun Giulio Girardi
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4064107
Liquidity buffer hedge funds fund performance cash borrowing