Papers  Rome, 21 - 23 March 2010
The papers below will be presented at the seminar and are only available for the members of Inquire Europe.
Author
Topic
 Download

Ronnie Sadka

 Liquidity Risk and the Cross-Section of Hedge-Fund Returns 4Biography
4Paper
 4Summary
4Presentation
Rainer Jankowitsch
 		 Illiquidity or Credit Deterioration:
A Study of Liquidity in the US Corporate Bond Market during Financial Crises		 4Biography
4Paper
 4Summary
4Presentation

Mathijs Cosemans

 

Measuring the Market Beta Dynamics of Individual Stocks
 

 4Biography
4Paper
 4Summary
4Presentation

Moritz Hahn

 		 Corporate Governance and Value Creation: Evidence from Private Equity1   4Biography
4Paper
 4Summary
4Presentation

Ian Domowitz

Transaction costs and equity portfolio capacity analysis.

 4Biography
4Paper
 4Summary
4Presentation

Raman Uppal

 

Keynes meets Markowitz: the trade-off between familiarity and diversification**.

 4Biography
4Paper
 4Summary
4Presentation
Harald Lohre

 

International Price and Earnings Momentum
 

 4Biography
4Paper
 4Summary
4Presentation

Matti Keloharju

 

Do Smart Investors Outperform Dumb Investors?

 

 4Biography
4Paper
 4Summary
4Presentation

Stuart Hyde

International and cross assets volatility dynamics and investment implications:
international portfolio choice and the economic value of jump timing

 4Biography
4Paper
 4Summary
4Presentation

Michela Verardo

 

Heterogeneity among institutional investors: portfolio choices, tradingbehavior and stock returns

 		 4Biography
4Paper
 4Summary
4Presentation