Research Papers / Publications


  • Dieter Vanwalleghem (Work In Progress), The real effects of socially responsible investing.    Abstract
  • Vito Gala, Joao F. Gomes (Working), Beyond Q: Investment without Asset Prices.  Abstract
  • Yasser Boualam (Draft), Bank Dynamics and Credit Market Competition.  Abstract  Related Materials
  • Vito Gala (Work In Progress), Estimating Shadow Values in Production Economies.
  • Colin Ward (Draft), Is the IT Revolution Over? An Asset Pricing View (Job market paper).  Abstract
  • Colin Ward, Thien T. Nguyen (Work In Progress), Can Differences in Rates of Innovation Explain the Carry Trade?.
  • Scott F Richard (Draft), A Non-Linear Macroeconomic Term Structure Model.    Abstract  Related Materials
  • Krista Schwarz (Working), Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads.  Abstract
  • Colin Ward, Gunnar Grass (Draft), Do Corporate Bond Spreads Really Contain Illiquidity Premia?.  Abstract
  • Colin Ward, Nikolai Roussanov, Robert Ready (Under Review), Commodity Trade and the Carry Trade.  Abstract
  • Christopher Geczy, Mikhail Samonov (Working), 212 Years of Price Momentum (The World’s Longest Backtest).  Abstract
  • Joao F. Gomes, Vito Gala (Under Review), Beyond Q: Investment Without Asset Prices.    Abstract  Related Materials
  • Pavel G. Savor, Mungo Wilson (Working), Asset Pricing: A Tale of Two Days.    Abstract
  • Vincent Glode, Christian Opp (Working), Adverse Selection and Intermediation Chains.  Abstract
  • Paul Ehling, Michael F. Gallmeyer, Christian Heyerdahl-Larsen, Philipp Illeditsch (Under Revision), Disagreement about Inflation and the Yield Curve.  Abstract