Projects under development
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Projects
| Project | Author(s) | Year of funding |
|---|---|---|
| Investor's Expectations, Economic Growth, and the Dynamics of Commodity Risk Premia | Daniele Bianchi | 2017 |
| Limits to Arbitrage in the Foreign Exchange Market: Evidence from FX Trade Repository Data | Gino Cenedese, Pasquale Della Corte and Tianyu Wang | 2017 |
| Do Publicly Listed Private Equity Firms Make Bad Deals? | Maurice McCourt | 2017 |
| Global Active Ownership | Elroy Dimson, Oğuzhan Karakaş and Xi Li | 2016 |
| How to quantify cross-section mispricing? A comprehensive analysis of global stock markets | Heiko Jacobs and Sebastian Müller | 2016 |
| Institutional Trading Costs and Intraday Returns Predictability in Europe | Roman Kozhan and Wing Wah Tham | 2016 |
| A Test for Time-varying Market Integration in Large International Equity Markets | Ines Chaieb, Hugues Langlois and Olivier Scaillet | 2016 |
| Price Pressure in Stocks and Informed Trading in Options Ahead of Corporate News Events | Luis Goncalves-Pinto, Bruce Grundy, Allaudeen Hameed and Thijs van der Heijden | 2016 |
| Global q-factors | Kewei Hou, Chen Xue and Lu Zhang | 2016 |
| Liquidity provision by passively-managed funds | Dion Bongaerts and Martijn Cremers | 2014 |
| Financial market anomalies: A comprehensive out-of-sample test | Joost Driessen, Fabio Braggion and Lyndon Moore | 2014 |
| Mutual Fund Performance: Using Bespoke Benchmarks to Disentangle Mandates, Constraints and Skill | Alessandro Beber, Michael W. Brandt and Kenneth Kavajecz | 2013 |