Projects under development

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Project Author(s) Year of funding
Time to get real: Individuals Prefer More Sustainable Investments Rob Bauer, Tobias Ruof and Paul Smeets 2018
Hedge Fund Activism and Big Bears: The Impact of Large Short Positions Disclosures Pedro A.C. Saffi, Tao Li and Daheng Yang 2018
Textual Factors Lin William Cong and Tengyuan Liang 2018
Strategic factor investing Kristy Jansen, Jules van Binsbergen, Dirk Broeders and Ralph Koijen 2018
Seasonal reversals Matti Keloharju, Peter Nyberg and Juhani Linnainmaa 2018
From Merton to Momentum Zhaneta Tancheva, Alberto Manconi and Frans de Roon 2018
The Social Stigma of Short Selling Elisabeth Kempf and Mancy Luo 2017
Robo-advisers and Investor Behavior Benjamin Loos, Alessandro Previtero, Sebastian Scheurle and Andreas Hackethal 2017
Global q-factors Kewei Hou, Chen Xue and Lu Zhang 2016
Institutional Trading Costs and Intraday Returns Predictability Roman Kozhan, Shiyun Song and Wing Wah Tham 2016
Global Active Ownership Elroy Dimson, Oğuzhan Karakaş and Xi Li 2016