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| Project | Author(s) | Year of completion | Downloads |
| Carbon Transition Risk and Net-Zero Portfolios | Gino Cenedese, Shangqi Han, and Marcin Kacperczyk | 2024 | Please log in |
| Pension Liquidity Risk | Kristy Jansen, Sven Klingler, Angelo Ranaldo, and Patty Duijm | 2024 | Please log in |
| DeFi Leverage | Wenqian Huang and Lioba Heimbach |
2024 | Please log in |
| The Effect of Carbon Pricing on Firm Performance: Worldwide Evidence | Frank Weikai Li and Tinghua Duan | 2024 | Please log in |
| Sustainability Preferences: The Role of Beliefs | Bin Dong, Rob Bauer, Peiran Jiao | 2024 | Please log in |
| MiFID II Research Unbundling: Cross-border Impact on Asset Managers | Juan-Pedro Gómez, Richard Evans and Rafeal Zambrana | 2023 | Please log in |
| Are Cryptos Different? Evidence from Retail Trading | Shimon Kogan, Igor Makarov, Marina Niessner, Antoinette Schoar | 2023 | Please log in |
| Climate Policy and the Economy: Evidence from Europe’s Carbon Pricing Initiatives* | Diego R. Känzig & Maximilian Konradt |
2023 | Please log in |
| Machine Learning and the Implementable Efficient Frontier | Theis Ingerslev Jensen, Bryan Kelly, Semyon Malamud, and Lasse Heje Pedersen | 2023 | Please log in |
| Risk Premia in European Sovereign Bonds: The Information in Long-Term Rates | Andrea Berardi, Stephen Schaefer | 2023 | Please log in |
| Transaction costs and capacity of systematic corporate bond strategies | Alexey Ivashchenko and Robert Kosowski | 2023 | Please log in |
| Pandemic Tail Risk | Lorenzo Schönleber, Matthijs Breugem, Roberto Marfe and Raffaele Corvino | 2023 | Please log in |
| The Term Structure and Cross-section of Cash Flow Risk | Davide Pettenuzzo and Riccardo Sabbatucci | 2023 | Please log in |
| Asset Pricing with Panel Tree under Global Split Criteria | Jingyu He, Xin He, Gavin Feng and Lin William Cong | 2022 | Please log in |
| Climate Change and Long-Horizon Portfolio Choice: Combining Theory and Empirics | Mathijs Cosemans, Mathijs van Dijk and Xander Hut | 2022 | Please log in |
| Uncertainty Shocks and Personal Investment: Evidence from a Global Brokerage | Shimon Kogan, Rawley Z. Heimer and Nancy R. Xu | 2022 | Please log in |
| Institutional Corporate Bond Pricing | Lorenzo Bretscher, Lukas Schmid, Ishita Sen and Varun Sharma | 2022 | Please log in |
| How do Funds Deviate from Benchmarks? Evidence from MSCI's Inclusion of Chinese A-shares | Lennart Dekker, Frank de Jong and Jasmin Gider | 2022 | Please log in |
| Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment | Johannes Wohlfart, Christine Laudenbach and Annika Weber | 2021 | Please log in |
| Separate Accounts and Mutual Funds in Asset Management | Howard Jones, Jose Vicente Martinez and Alexander Montag | 2021 | Please log in |
| Choosing Investment Managers | Amit Goyal, Sunil Wahal and M. Deniz Yavuz | 2021 | Please log in |
| Inflation and Individual Investors' Behavior: Evidence from the German Hyperinflation | Nic Schaub, Fabio Braggion and Felix von Meyerinck (updated paper February 2023) | 2021 | Please log in |
| There's an App for That: Goal-Setting and Saving in the FinTech Era | Alberto Rossi and Antonio Gargano | 2021 | Please log in |
| ESG and credit spreads | Benjamin Hübel, Florian Barth and Hendrik Scholz | 2021 | Please log in |
| Hedging Permanent Income Shocks | Raffaele Corvino, Fabio Cesare Bagliano, Carolina Fugazza and Giovanna Nicodano | 2021 | Please log in |
| The Social Stigma of Short Selling | Elisabeth Kempf and Mancy Luo | 2021 | Please log in |
| Long-term Investors, Demand Shifts, and Yields | Kristy Jansen | 2020 | Please log in |
| Get Real! Individuals Prefer More Sustainable Investments | Rob Bauer, Tobias Ruof and Paul Smeets | 2020 | Please log in |
| AlphaPortfolio for Investment and Economically Interpretable AI SPONSORED BY INQUIRE UK. | Lin William Cong, Ke Tang, Jingyuan Wang, Yang Zhang | 2020 | Please log in |
| Deep Learning in Characteristics-Sorted Factor Models | Guanhao Feng, Nicholas Polson and Jianeng Xu | 2020 | Please log in |
| Crowding and Liquidity Provision in Factor Investing | Raman Uppal, Victor DeMiguel and Alberto Martin-Utrera | 2019 | Please log in |
| Hedge Fund Activism and Big Bears: The Impact of Large Short Positions Disclosuress | Pedro A.C. Saffi, Tao Li and Daheng Yang | 2019 | Please log in |
| Textual Factors: A Scalable, Interpretable, and Data-driven Approach to Analyzing Unstructured Information | Lin William Cong and Tengyuan Liang | 2019 | Please log in |
| Do institutional investors manage factor exposures strategically? | Kristy Jansen and Dirk Broeders | 2019 | Please log in |
| Seasonal reversals | Matti Keloharju, Peter Nyberg and Juhani Linnainmaa | 2019 | Please log in |
| A Parsimonious Explanation for Momentum Based on the Merton Model. SPONSORED BY INQUIRE UK. | Zhaneta Tancheva, Alberto Manconi and Frans de Roon | 2019 | Please log in |
| Institutional Trading Costs and Intraday Returns Predictability | Roman Kozhan, Shiyun Song and Wing Wah Tham | 2019 | Please log in |
| Coordinated Engagements | Elroy Dimson, Oğuzhan Karakaş and Xi Li | 2019 | Please log in |
| Do Publicly Listed Private Equity Firms Make Bad Deals? | Maurice McCourt | 2018 | Please log in |
| The Costs and Benefits of Performance Fees in Mutual Funds | Henri Servaes and Kari Sigurdsson | 2018 | Please log in |
| Project's name: Investor's Expectations, Economic Growth, and the Dynamics of Commodity Risk Premia PAPER 2: Carry Trades and Tail Risk: Evidence from Commodity Markets | Daniele Bianchi | 2018 | Please log in |
| Cash Flow News and Stock Price Dynamics | Riccardo Sabbatucci, Davide Pettenuzzo and Allan Timmermann | 2018 | Please log in |
| Project's name: Investor's Expectations, Economic Growth, and the Dynamics of Commodity Risk Premia PAPER 1: Adaptive Expectations and Commodity Risk Premia | Daniele Bianchi and Jacopo Piana | 2018 | Please log in |
| Quantifying Mispricing | Heiko Jacobs and Sebastian Müller | 2018 | Please log in |
| Currency Mispricing and Dealer Balance Sheets | Gino Cenedese, Pasquale Della Corte and Tianyu Wang | 2017 | Please log in |
| Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market | Luis Goncalves-Pinto, Bruce Grundy, Allaudeen Hameed, Thijs van der Heijden and Yichao Zhu | 2017 | Please log in |
| Time-varying risk premia in Large International Equity Markets | Ines Chaieb, Hugues Langlois and Olivier Scaillet | 2017 | Please log in |
| Corporate Bond Portfolios and Macroeconomic Conditions | Maximilian Bredendiek, Giorgio Ottonello and Rossen Valkanov | 2017 | Please log in |
| Strategic Asset Allocation and Risk Budgeting for Insurers under Solvency II | Roy Kouwenberg | 2017 | Please log in |
| Financial market anomalies: A comprehensive out-of-sample test | Joost Driessen, Fabio Braggion and Lyndon Moore | 2017 | Please log in |
| Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets | Alberto Plazzi, Massimiliano Caporin and Loriana Pelizzon | 2017 | Please log in |
| Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions | Rogier Quaedvlieg | 2016 | Please log in |
| Currency Risk and Size, Value, and Momentum in International Stock Returns | Andrew Karolyi and Ying Wu | 2016 | Please log in |
| Cloaked Trading | Lauren Cohen, Dong Lou and Christopher Malloy | 2016 | Please log in |
| Lender of Last Resort versus Buyer of Last Resort -The Impact of the European Central Bank Actions on the Bank-Sovereign Nexus | Sascha Steffen, Viral Acharya and Diane Pierret | 2016 | Please log in |
| An Anatomy of Central and Eastern European Equity Markets | Lieven Baele, Geert Bekaert and Larissa Schäfer | 2015 | Please log in |
| Two Shades of Opacity: Hidden Orders versus Dark Trading | Hans Degryse, Geoffrey Tombeur and Gunther Wuyts | 2015 | Please log in |
| Non-Myopic Betas | Grigory Vilkov and Semyon Malamud | 2015 | Please log in |
| Why does idiosyncratic risk increase with market risk? | Söhnke M. Bartram, Gregory Brown and René M. Stulz | 2015 | Please log in |
| Dealer Inventory and the Cross-Section of Corporate Bond Returns | Florian Nagler and Nils Friewald | 2015 | Please log in |
| The Unintended Consequences of the Zero Lower Bound Policy | Marco Di Maggio and Marcin Kacpertcyk | 2015 | Please log in |
| Zero Risk Contagion - Banks' Sovereign Exposure and Sovereign Risk Spillovers | Sascha Steffen and Josef Korte | 2015 | Please log in |
| Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor | Rainer Jankowitsch, Marti G. Subrahmanyam and Alexander Eisl | 2014 | Please log in |
| Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry | Rossen Valkanov, Eric Ghysels and Alberto Plazzi | 2014 | Please log in |
| The impact of model instability on long-term investors | Bart Diris | 2014 | Please log in |
| The correlation risk premium: term structure and hedging | Robert Kosowski and Gonçalo Faria | 2014 | Please log in |
| Portfolio Selection with Options and Transaction Costs | Semyon Malamud | 2014 | Please log in |
| Second paper: Alpha Decay (The leading paper of the same authors was finished in 2013) | Rick Di Mascio Anton Lines and Narayan Y Naik | 2014 | Please log in |
| Momentum Strategies in Futures Markets and Trend-Following Funds | Akindynos-Nikolaos (Nick) Baltas and Robert Kosowski | 2013 | Please log in |
| Pension Fund Asset Allocation and Liability Discount Rates: Camouflage and Reckless Risk Taking by U.S. Public Plans? | Aleksandar Andonov, Rob Bauer en Martijn Cremers | 2013 | Please log in |
| Can Large Pension Funds Beat the Market? Asset Allocation, Market Timing, Security Selection, and the Limits of Liquidity | Aleksandar Andonov, Rob Bauer en Martijn Cremers | 2013 | Please log in |
| Comomentum: Inferring Arbitrage Activity from Return Correlations | Dong Lou and Christopher Polk | 2013 | Please log in |
| Currency Premia and Global Imbalances | Pasquale Della Corte, | 2013 | Please log in |
| Do Hedge Funds Provide Liquidity? Evidence From Their Trades | Francesco Franzoni and Alberto Plazzi | 2013 | Please log in |
| Sovereign, bank and insurance credit spreads: connectedness and system networks | Monica Billio, Mila Getmansky-Sherman, Dale Gray, Andrew Lo, Robert Merton and Loriana Pelizzon | 2013 | Please log in |
| Deleveraging Risk | Scott Richardson, Pedro Saffi and Kari Sigurdsson | 2013 | Please log in |
| Institutional Trading and Near-Term Stock Returns | Bernd Hanke, Aneel Keswani, Garrett Quigley and David Stolin | 2013 | Please log in |
| Flights to safety | Lieven Baele, Geert Bekaert, Koen Inghelbrecht and Min Wei | 2013 | Please log in |
| Leading paper: Trade-Based Performance Measurement: New Tools for Assessing Skill and Active Risk Taking (Second paper: "Alpha Decay" of the same authors has been finished in 2014) | Narayan Y. Naik, Rick Di Mascio and Anton Lines | 2013 | Please log in |
| The Stock Market Price of Commodity Risk | Martijn Boons, Frans de Roon and Marta Szymanowska | 2012 | Please log in |
| Inefficiencies in the Pricing of Exchange-Traded Funds | Antti Petajisto | 2012 | Please log in |
| Bonus Schemes and Trading Activity | Jenke ter Horst, Elena Pikulina and Luc Renneboog | 2012 | Please log in |
| The World Price of Credit Risk | Don Avramov, Tarun Chordia, | 2012 | Please log in |
| The Performance of Separate Accounts and Collective Investment Trusts | Edwin Elton, Martin Gruber and Christopher Blake | 2012 | Please log in |
| Revealing shorts: An examination of large short position disclosures | Charles Jones, Adam Reed and William Waller | 2012 | Please log in |
| Dynamic commodity strategies | Devraj Basu | 2011 | Please log in |
| Activism on Corporate Social Responsibility | Elroy Dimson, Oguzhan Karakas and Xi Li | 2011 | Please log in |
| Experiments With The Lucas Asset Pricing Model | Peter Bossaerts | 2011 | Please log in |
| Institutional Investors and Mutual Fund Governance: Evidence from Retail - Institutional Fund Twins | Richard B. Evans and Rüdiger Fahlenbrach | 2011 | Please log in |
| The Mutual Fund Industry Worldwide: Explicit and Closet Indexing, Fees, and Performance | Martijn Cremers, Miguel Ferreira, Pedro Matos and Laura Starks | 2011 | Please log in |
| Information Content when Mutual Funds Deviate from Benchmarks | Hao Jiang, Marno Verbeek and and Yu Wang | 2011 | Please log in |
| Realized mixed-frequency factor models for vast dimensional covariance estimation | Dick van Dijk, Martin Martens and Michiel de Pooter | 2010 | Please log in |
| Investor Interest and Hedge Fund Returns | Tarun Ramadorai | 2010 | Please log in |
| Ex Post Portfolio Performance with Predictable Skewness and Kurtosis | Massimo Guidolin and Giovanna Nicodano | 2010 | Please log in |
| Using Stocks or Portfolios in Tests of Factor Models | Andrew Ang, Jun Liu and Krista Schwarz | 2010 | Please log in |
| Short selling bans and market liquidity around the world: Evidence from the 2007-2009 crisis | Alessandro Beber and Marco Pagano | 2010 | Please log in |
| Co-sponsored project Inquire UK and Inquire Europe Keynes Meets Markowitz: | Phelim Boyle, Lorenzo Garlappi, Raman Uppal and Tan Wang | 2010 | Please log in |
| Internationally Correlated Jumps | Kuntara Pukthuanthong and Richard Roll | 2010 | Please log in |
| Do Foreigners Know Better? A Comparison of the Performance of Local and Foreign Mutual Fund Managers | Miguel Ferreira, Pedro Matos and Joao Pedro Pereira | 2010 | Please log in |
| Econometric Measures of Systemic Risk in the Finance and Insurance Sectors | Mila Getmansky, Monica Billio, Andrew W. Lo and Loriana Pelizzon | 2010 | Please log in |
| Improving Portfolio Selection Using Option-Implied Volatility and Skewness | Victor DeMiguel, Yuliya Plyakhax, Raman Uppal and Grigory Vilkov | 2010 | Please log in |
| Improving Time-Series Momentum Strategies: The Role of Trading Signals and Volatility Estimators | Akindynos-Nikolaos (Nick) Baltas and Robert Kosowski | 2010 | Please log in |
| Measuring the Market Beta Dynamics of Individual Stocks | Mathijs Cosemans, Rik Frehen, Rob Bauer and Peter Schotman | 2009 | Please log in |
| Do Smart Investors Outperform Dumb Investors? | Matti Keloharju, Mark Grinblatt and Juhani Linnainmaa | 2009 | Please log in |
| Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises | Rainer Jankowitsch and Marti G. Subrahmanyam | 2009 | Please log in |
| Liquidity Risk and the Cross-Section of Hedge-Fund Returns | Ronnie Sadka | 2009 | Please log in |
| Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices | Roman Kräussl and Narasimhan Jegadeesh | 2009 | Please log in |
| Private Equity Target Selection: Performance and Risk Measurement based on Propensity Score Matching | Viral V. Acharya, Moritz Hahn and Conor Kehoe | 2009 | Please log in |
| Private Equity Deal Partner Background, Value Creation Strategies and Outperformance | Viral Acharya, Moritz Hahn and Conor Kehoe | 2009 | Please log in |
| Corporate Governance and Value Creation: Evidence from Private Equity | Viral Acharya, Moritz Hahn and Conor Kehoe | 2009 | Please log in |
| CoVaR | Tobias Adrian and Markus K. Brunnermeier | 2008 | Please log in |
| The Effects of Organizational Structure on Asset Management | Massimo Massa and Lei Zhang | 2008 | Please log in |
| The Determinants of Stock-Bond Return Comovements | Lieven Baele, Geert Bekaert and Koen Inghelbrecht | 2008 | Please log in |
| International Price and Earnings Momentum | Markus Leippold and Harald Lohre | 2008 | Please log in |
| Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns | Mathijs van Dijk and Kewei Hou | 2008 | Please log in |
| Preferences and Characteristics of Mutual Fund Investors | Stefan Engström | 2007 | Please log in |
| Liquidity and price discovery in the European corporate bond market | Bruno Biais and Fany Declerck | 2007 | Please log in |
| Dispersion, Equity Returns Correlations and Market Integration | Esther Eiling and Bruno Gerard | 2007 | Please log in |
| Hedging Currency Risk: a Regret-Theoretic Approach | Sébastien Michenaud and Bruno Solnik | 2006 | Please log in |
| Mutual Fund Fees Around the World | Ajay Khorana, Henri Servaes and | 2006 | Please log in |
| Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market | Vikas Agarwal, Willliam H. Fung, Yee Cheng Loon and Narayan Y. Naik | 2006 | Please log in |
| Risk in Capital Structure Arbitrage | Stephen Schaefer and Ilya Strebulaev | 2006 | Please log in |
| Cross section of liquity dynamics | Arzu Ozoguz | 2006 | Please log in |
| Variance Risk Dynamics, Variance Risk Premia, and Optimal Variance Swap Investments | Markus Leippold and Liuren Wu and | 2006 | Please log in |
| The Investment Value of Mutual Fund Portfolio Disclosure | Russ Werners, Tong Yao and Jane Zhao | 2006 | Please log in |
| Persistence, Predictability and Portfolio Planning | Xia and Brennan | 2005 | Please log in |
| Dynamic Portfolio Optimization under Tracking Error Constraints | Isabelle Bajeux-Besnainou, Roland Portait and Guillaume Tergny | 2005 | Please log in |
| Operational Risk and Capital Requirements in the European Investment Fund Industry | Bruno Biais, Catherine Casamatta and Jean Charles Rochet | 2005 | Please log in |
| The Microstructure of EuroMTS | Frank de Jong and Barbara Rindi | 2005 | Please log in |
| Valuation, Liquidity and Risk in Government Bond Markets | Marco Pagano and Ernst-Ludwig von Thadden | 2005 | Please log in |
| Dynamic Asset Allocation with Stochastic Income and Interest Rates | Claus Munk and Carsten Sørensen | 2005 | Please log in |
| Risk, Mispricing and Asset Allocation: Conditioning on Dividend Yield | Jay Shanken and Ane Tamayo | 2005 | Please log in |
| The active management of sector funds in United States and Europe | Radu Burclacu and Patrice Fontaine | 2005 | Please log in |
| Do Hedge Fund Flows Chase Performance? Evidence on Money flow & Risk-taking behavior of Hedge Fund Managers | Vikas Agarwal, Naveen Daniel and Narayan Y. Naik | 2005 | Please log in |
| The influence of Screening on SRI Fund Performance and Investment Style | Rob Bauer, Kees Koedijk and Roger Otten | 2005 | Please log in |
| Fund Liquidation, Self-selection and look-ahead bias in the hedge fund industry | Jenke R. ter Horst and Marno Verbeek | 2005 | Please log in |
| Do mutual fund families play family strategies? Evidence on cross-subsidization across funds | Massimo Massa, José-Miguel Gaspar and Pedro Matos | 2005 | Please log in |
| Risk taking, stock pricing and behavioral biases | Massimo Massa and Andrei Simonov | 2005 | Please log in |
| Disposition matters: volume, volatility and price impact of behavioral biases | Massimo Massa and William N. Goetzmann | 2005 | Please log in |
| Robust mean variance portfolio choice | Frank Lutgens and Peter Schotman | 2005 | Please log in |
| Unobserved Actions of Mutual Funds | Marcin Kacperczyk, Clemens Sialm and Lu Zheng | 2005 | Please log in |
| Liquidity Risk Premia in Corporate Bond Markets | Frank de Jong and Joost Driessen | 2005 | Please log in |
| Incentives and Risk Taking in Hedge Funds | Roy Kouwenberg and William and T. Ziemba | 2004 | Please log in |
| European Momentum Strategies, Information Diffusion and Investor Conservatism | John A. Doukas and Phillip J. McKnight | 2003 | Please log in |
| Conditional Asset Allocation, Hedging and Intertemporal Asset Pricing | Bruno Gerard and Guojan Wu | 2003 | Please log in |
| Dealer Liquidity in an auction market: evidence from the London Stock Exchange | Sylvain Friederich and Richard Payne | 2003 | Please log in |
| The market response to earnings tresholds | François Degeorge, Jayendu Patel and Richard Zeckhauser | 2003 | Please log in |
| How Do Regimes Affect Asset Allocation | Andrew Ang and Geert Bekaert | 2003 | Please log in |
| Predicting Mutual Fund Returns | Russ Wermers | 2003 | Please log in |
| Overconfidence and Trading Colume | Markus Glaser and Martin Weber | 2003 | Please log in |
| A Portfolio Perspective on Option Pricing Anomalies | Joost Driessen and Pascal Maenhout | 2003 | Please log in |
| International Portfolio Diversification: Industry, Country, and Currency Effects Revisited | Bruno Gerard, Pierre Hillion and Frans de Roon | 2002 | Please log in |
| Cross-exchange competition in euro-denominated futures contracts | Owain ap Gwilym | 2002 | Please log in |
| The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse | Harald Hau | 2002 | Please log in |
| Derivatives pricing with incomplete markets: an equilibrium approach | Elyès Jouini. | 2001 | Please log in |
| Geographic Patterns of Trading Profitability in Xetra | Harald Hau | 2001 | Please log in |
| Option Pricing Applications of Long Memory Effects in Volatility | Stephen J. Taylor | 2001 | Please log in |
| Portfolio Insurance and Market Crashed | François Longin | 2001 | Please log in |
| International CAPM with Regime Switching CARCH Parameters | Lorenzo Cappiello, Tom A. Fearnly and Hans Geberg | 2001 | Please log in |
| Dynamic Asset Allocation for Stocks, Bonds and Cash | Isabelle Bajeux-Besnainou, James V. Jordan and Roland Portait | 2000 | Please log in |
| The Geography of Equity Listing: Why Do European Companies List Abroad? | Marco Pagano, Ailsa A. Röell, Josef Zechner | 2000 | Please log in |
| Evaluating Style Analysis | Frans A. de Roon, Theo E. Nijman and Jenke R. ter Horst | 2000 | Please log in |