Department Head: Carlo Ambrogio Favero
NEWS
DECEMBER 2018: Accepted at Review of Financial Studies
Hannes Wagner, James O'Donovan, and Stefan Zeume "The Value of Offshore Secrets: Evidence from the Panama Papers"
NOVEMBER 2018: Accepted at Journal of Finance
Florian Nagler and Nils Friewald “Over-the-Counter Market Frictions and Yield Spread Changes”
NOVEMBER 2018: Accepted at Journal of Finance
Nicola Gennaioli, Pedro Bordalo, Rafael La Porta, and Andrei Shleifer, "Diagnostic Expectations and Stock Returns"
SEPTEMBER 2018: Accepted at American Economic Review
Nicola Gennaioli, Pedro Bordalo, Katherine Coffman, and Andrei Shleifer, "Beliefs about Gender"
JUNE 2018: Accepted at Review of Financial Studies
Max Croce, Hengjie Ai, Anthony Dercks and Kai Li “News Shocks and the Production-Based Term Structure of Equity Returns”
JUNE 2018: Accepted at Journal of Finance
Max Croce, Ric Colacito, Federico Gavazzoni and Robert Ready “Currency Risk Factors in a Recursive Multi-Country Economy”
Fabio Trojani and Ilaria Piatti “Dividend Growth Predictability and the Price-Dividend Ratio
JUNE 2018: Accepted at AFA for presentation
Elena Carletti, Itay Goldstein and Agnese Leonello “The Interdependence of Bank Capital and Liquidity
Christian Jensen and Niels Gormsen “Conditional Risk”
Nicola Limodio “Terrorism Financing, Recruitment and Attacks: Evidence from a Natural Experiment in Pakistan”
Thorsten Martin “The Real Effects of Price Transparency: Evidence from Steel Futures”
Filippo De Marco, Elena Carletti, Vasso Ioannidou and Enrico Sette “Banks as Patient Lenders: Evidence from a Tax Reform”
Barbara Rindi, Roberto Ricco, and Duane Seppi “Information, Liquidity, and Dynamic Limit Order Markets”
Stefano Rossi, Roni Michaely and Michael Weber “The Information Content of Dividends: Safer Profits, Not Higher Profits”
Fabio Trojani, Mirela Sandulescu, and Andrea Vedolin “Model-Free International Stochastic Discount Factors”
Hannes Wagner, Alexander Dyck, Karl Lins, Lukas Roth and Mitch Towner “Entrenched
Insiders and Corporate Sustainability (ESG): How Much Does the “G”
Matter for “E” and “S” Performance Around the World?”
MAY 2018: Accepted at Journal of Financial Economics
Max Croce, Thien Nguyen, Steve Raymond and Lukas Schmid “Government Debt and the Returns to Innovation”
MAY 2018:
Accepted at Journal of Finance
Julien Sauvagnat, Jean-Noel Barrot and Erik Loualiche “The Globalization Risk Premium”
Max Croce, Ric Colacito, Steven Ho, and Philip Howard “BKK the EZ Way: International Long-Run Growth News and Capital Flows”
MARCH 2018: Accepted at WFA for presentation
Elena Carletti
, Filippo De Marco
, Vasso Ioannidou and Enrico Sette “
Banks as Patient Lenders: Evidence from a Tax Reform
”
Alberto Manconi, Fabio Braggion and Haikun Zhu “Credit, Labor, and Political Unrest: Evidence from 1930s China”
Barbara Rindi
, Roberto Ricco and Duane J. Seppi “Information, Liquidity, and Dynamic Limit Order Markets
”
Stefano Rossi
, Roni Michaely and Michael Weber “The Information Content of Dividends: Safer Profits, Not Higher Profits
”
FEBRUARY 2018: Accepted at Review of Financial Studies
Nicolas Serrano-Velarde, Giacomo Rodano and Emanuele Tarantino "Lending Standards over the Credit Cycle"
JANUARY 2018: Accepted at Journal of Financial Economics
Hannes Wagner, Alexander Dyck, Karl Lins and Lukas Roth “Do Institutional Investors Drive Corporate Social Responsibility? International Evidence”
SEPTEMBER 2017: Accepted at Journal of Finance
Fabio Trojani and Paul Schneider “(Almost) Model-Free Recovery”
JULY 2017: Accepted
at Journal of Financial and Quantitative Analysis
Filippo De Marco "Bank Lending and the European
Sovereign Debt Crisis"
JUNE 2017: Accepted at AFA for presentation
Nicola Limodio and Francesco Strobbe “Liquidity Requirements and Bank Deposits: Evidence from Ethiopia”
Alberto Manconi and Leonard Kostovetsky “On the role of human capital in investment management”
Julien Sauvagnat, Jean-Noel Barrot, Erik Loualiche, and Matthew C Plosser “Import Competition and Household Debt”
Hannes Wagner, James O’Donovan, and Stefan Zeume “The Value of Offshore Secrets – Evidence from the Panama Papers”
MARCH 2017: Accepted at WFA for presentation
Alberto Manconi, Elisabeth Kempf, and Massimo Massa “Canary in a coalmine: Securities lending predicting the performance of securitized bonds”
Julien Sauvagnat, Jean-Noel Barrot, Erik Loualiche, and Matthew C. Plosser “Import Competition and Household Debt”
Fabio Trojani and Paul Schneider “(Almost) Model-Free Recovery”
JANUARY 2017: Accepted at Journal of Finance
Nicola Gennaioli, Pedro Bordalo and Andrei Shleifer, "Diagnostic Expectations and Credit Cycles"
