Projects under development

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Project Author(s) Year of funding
Strategic factor investing Kristy Jansen, Jules van Binsbergen, Dirk Broeders and Ralph Koijen 2018
The Costs and Benefits of Performance Fees in Mutual Funds Henri Servaes and Kari Sigurdsson 2018
Seasonal reversals Matti Keloharju, Peter Nyberg and Juhani Linnainmaa 2018
From Merton to Momentum Zhaneta Tancheva, Alberto Manconi and Frans de Roon 2018
Jumpy Cash Flows: Extracting Fundamentals from High-frequency Dividend and Earnings Data Riccardo Sabbatucci, Davide Pettenuzzo and Allan Timmermann 2017
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
Liquidity provision by passively-managed funds Dion Bongaerts and Martijn Cremers 2014