Papers
Power Grab: Hedge Fund Activists and Short Sellers
Pedro A. C. Saffi (Cambridge University) Coauthors: Tao Li (University of Florida) and Daheng Yang (Columbia University)
The Road to Net-zero: A Mutual Fund Flow Investigation
Louisa Chen (University of Sussex) Coauthor: Koji Takahashi (Bank for International Settlements)
A Post-Pandemic New Normal for Interest Rates? Evidence from U.K. Index-Linked Debt
Jens Christensen (Federal Reserve Bank of San Francisco) Coauthors: Nikola Mirkov and Glenn D. Rudebusch
Political Risk
Pietro Veronesi (University of Chicago)
The LDI Crisis: Lessons for Asset Managers and Regulators
Anna Grebenchtchikova (LDI expert and pension advisor to the Dutch government)
Pension Liquidity Risk
Kristy Jansen (University of Southern California and De Nederlandsche Bank) Coauthors: Sven Klingler (BI Norwegian Business School), Angelo Ranaldo (University of St. Gallen and Swiss Finance Institute) and Patty Duijm (De Nederlandsche Bank)
A New Option Momentum: Compensation for Risk
Heiner Beckmeyer (University of Munster) Coauthors: Ilias Filippou (Washington University in St. Louis) and Guofu Zhou (Washington University in St. Louis)
Mental Models in Financial Markets: How Do Finance Experts Reason About the Pricing of Climate Risk?
Rob Bauer (University of Maastricht) Coauthors: Paul Smeets (UVA), Katrin Gödker (Bocconi University) and Florian Zimmermann (University of Bonn)
A Century of Asset Allocation Crash Risk
Nonna Sorokina (Pennsylvania State University) Coauthor: Mikhail Samonov (Two Centuries Investments)
A Market-Based Measure of Environment Friendly Firms
Ronnie Sadka (Boston College) Coauthors: Assaf Eisdorfer (University of Connecticut), Xiaoxia Lou (University of Delaware) and Gideon Ozik (EDHEC Business School)
MiFID II Research Unbundling: Cross-border Impact on Asset Managers
Rafael Zambrana (University of Notre Dame) Coauthors: Richard Evans (University of Virginia) and Juan-Pedro Gómez (IE Business School)