Discussion paper DP19037 Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets Ilias Filippou Thomas Maurer Luca Pezzo Mark Taylor 2 May 2024 International Macroeconomics and Finance F31 G11 G15
Discussion paper DP18881 The Sustainable Finance Disclosure Regulation: Voluntary Signaling or Mandatory Disclosure? Lara Spaans Jeroen Derwall joop huij Kees Koedijk 4 Mar 2024 Banking and Corporate Finance G11 G15 G23 Q58
Discussion paper DP18877 Portfolio Flows and Household Portfolios Daniel Marcel te Kaat Chang Ma Alessandro Rebucci 2 Mar 2024 International Macroeconomics and Finance Banking and Corporate Finance F32 G11 G12 G51 R30
Discussion paper DP18856 International trade in brown shares and economic development Harald Benink Harry Huizinga Louis Raes Lishu Zhang 23 Feb 2024 International Macroeconomics and Finance F21 G11
Discussion paper DP18831 A Greenwashing Index Elise Gourier Hélène Mathurin 13 Feb 2024 Asset Pricing G11 G12 Q51
Discussion paper DP18813 Money Market Funds and the Pricing of Near-Money Assets Sebastian Doerr Egemen Eren Semyon Malamud 5 Feb 2024 Asset Pricing Banking and Corporate Finance E44 G11 G12 G23
Discussion paper DP18812 Complexity in Factor Pricing Models Antoine Didisheim Barry Ke Bryan Kelly Semyon Malamud 5 Feb 2024 Asset Pricing C3 C58 C61 G11 G12 G14
Discussion paper DP18810 Extrapolators and Contrarians: Forecast Bias and Household Stock Trading Steffen Andersen Stephen Dimmock Kasper Meisner Nielsen Kim Peijnenburg 4 Feb 2024 Asset Pricing G5 G11 G41 D84 D81
Discussion paper DP18657 Reinvesting Dividends Jan Mueller-Dethard Niklas Reinhardt Martin Weber 4 Dec 2023 Asset Pricing D14 G11 G40 G41 G50 G51
Discussion paper DP18584 When do Treasuries Earn the Convenience Yield? — A Hedging Perspective Viral Acharya Toomas Laarits 8 Nov 2023 International Macroeconomics and Finance Monetary Economics and Fluctuations Asset Pricing Banking and Corporate Finance G11 G12 G15 E4 E5 F3
Discussion paper DP18569 Transaction costs and capacity of systematic corporate bond strategies Alexey Ivashchenko Robert Kosowski 3 Nov 2023 Asset Pricing G11 G12 G14
Discussion paper DP18565 Benefits of Partial vs Full Mandatory Mutual Fund Disclosure Ron Kaniel Jennifer Li Donghui Shi Zhang Qi 31 Oct 2023 Asset Pricing G11 G23