Topic channel

Asset Pricing

10 papers across 2 private calibration editions.

  1. 01
    W35481APMetadata indexed
    Inference with AI-Generated Covariates

    Junting Duan, Markus Pelger

  2. 02
    W35498APMetadata indexed
    Optimal Currency Strategies Under Deviations From Interest Parity

    Luis M. Viceira, Sally Shen

  3. 03
    W35500APMetadata indexed
    Volatility Disagreement in the Options Market

    Turan G. Bali, Bryan T. Kelly, Mathis Mörke

  4. 04
    W35501AP · CFMetadata indexed
    Human Capital in Venture Capital: Evidence From 100,000 Venture Capitalists

    Blake Jackson, Ilya A. Strebulaev

  5. 05
    W35507AP · IFMMetadata indexed
    Global Pension Asset Allocations and Debt Markets

    Ding Ding, Xiang Fang, Bryan Hardy, Karen K. Lewis

  6. 06
    W35511AP · EFG · MEMetadata indexed
    Information and Macroeconomic Expectations: Global Evidence

    Francesco D’Acunto, Michael Weber

  7. 07
    W35513AP · CF · EFG · IOMetadata indexed
    Industry Distress Anomaly

    Hui Chen, Winston Wei Dou, Hongye Guo, Yan Ji

  8. 08
    W35516AP · CF · EEE · PE · PRMetadata indexed
    The Price and Distributional Impact of Flood Risk Disclosure: Evidence from US Housing Platforms

    Stephen B. Billings, Sophie Calder-Wang, Weiling Liu

  9. 09
    W35519AP · CF · EEEMetadata indexed
    Counterproductive Sustainable Investing: The Impact Elasticity of Brown and Green Firms

    Samuel M. Hartzmark, Kelly Shue

  10. 10
    W35528AP · CFHuman-reviewed abstract summary
    Beliefs That Predict Returns and Beliefs That Attract Flows: Policy Insights and Sentiment Catering in Mutual Funds

    Zhenyu Gao, Wei Xiong, Jian Yuan

    Chinese mutual-fund reports separate the beliefs associated with subsequent returns from the sentiment statements that attract investor flows.