Projects under development
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Projects
| 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 |