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8 Jul 2024: M. (2019). The Dynamics of Financial Policies and Group Decisions in Private Firms. ... 2021). Sovereign Risk Premia and Global Macroeconomic Conditions. Forthcoming, Journal of Financial Economics.

8 Jul 2024: Andrade, S C. Ekponon, A. & Jeanneret, A. (2022). 'Sovereign risk premia and global macroeconomic conditions' Journal of Financial Economics. ... Meirowitz, A. & Pi, S. (2022). 'Voting and trading: The shareholder’s dilemma' Journal of Financial

8 Jul 2024: Publications: The Journal of Finance, The Journal of Financial Economics and the Review of Financial Studies.. ... 14. Nov. Information provided by:. 2024 University of Cambridge.

8 Jul 2024: in economics on 1993 from Harvard University (Massachusetts, U.S.A.). He was a University Lecturer at the Faculty of Economics and Politics (as so called back then) at the University ... He has published papers in Journal of Economic Theory, Journal

8 Jul 2024: Forthcoming, Journal of Financial Economics. Dimson, E., Karakaş, O., & Li, X. ... Forthcoming, Journal of Financial and Quantitative Analysis. Motahari, M. (2018).

8 Jul 2024: Journal of Financial Economics 129, 111–135. Maksimovic, V., Phillips, G., 2001. ... 2022. Machine learning in the Chinese stock market. Journal of Financial Economics 145(2),64–82.

21 Sep 2023: His research has been published in several academic journals includingReview of Economics and Statistics, Journal of Financial Economics, Review of Financial Studies,Management Science, Journal of International Economics, Journal of Financial

We are currently preparing a revision for the 2nd round at the Journal of Financial Economics. ... It has received a Revise and Resubmit recommendation from the Journal of Financial Economics and I am currently preparing a revision for the 2nd round at

8 Jul 2024: Forthcoming, Journal of Financial Economics. Bae, K. H., Bailey, W., & Kang, J. ... Journal of Financial Economics, 140(2), 436-459. Chen, S., & Lambrecht, B.

8 Jul 2024: Previous appointments. Before joining CERF, Yuan was a lecturer in Financial Accounting at Loughborough university and at Deakin University. ... The 52-week high, q theory and the cross-section of stock returns." with Thomas George and Chuan-Yang Hwang,

8 Jul 2024: Serves as co-editor of the Journal of International Economics, Programme Director at Centre for Economic Policy Research in London, and scientific consultant to the Bank of England and the European ... He recently graduated with a PhD in finance from

8 Jul 2024: Journal of Financial Economics 93: 292–324. Liew, J. and M. Vassalou. 2000. ... Journal of Financial Economics 57: 221–245.

Publications:. “Target Revaluation after Failed Takeover Attempts – Cash versus Stock” (with Ulrike Malmendier and Marcus Opp), Journal of Financial Economics, forthcoming. ... Revise-and-resubmits:. “Are Universal Banks Better Intermediaries?”

8 Jul 2024: Lambrecht, B.M., (2017): "Real options in finance," Journal of Banking and Finance, 81, 166-171. ... Li, Y, T. George, and C.Y. Hwang "The 52-week high, q theory and the cross-section of stock returns," Journal of Financial Economics, 128(1), 148-163.

8 Jul 2024: of the firm, Journal of Financial Economics 89(2), 209–231. LaPorta, R., de Silanes, F. ... Journal of Financial Economics 39:3-43. Cremers, M., and A. Ferrell. 2014.

8 Jul 2024: Systemic Risk-Shifting in Financial Networks Journal of Economic Theory, 191, 105-157. ... Journal of Financial Economics,128(1),148-163. Henderson, V., Hobson, D., & Tse, A.

This paper is currently under review at the Journal. of Financial Economics. ... I submitted the paper to. Journal of Financial Economics, a top-tier finance journal on March 16, 2017 and am.

8 Jul 2024: Malmendier, U., M.M. Opp, and F. Saidi, (2016): "Target revaluation after failed takeover attempts: cash versus stock," Journal of Financial Economics, 119(1), 92-106. ... Richardson, S., P.A.C. Saffi, K. Sigurdsson, (2016): "Deleveraging Risk," Journal

8 Jul 2024: Bar-Isaac, H. and J. Shapiro (2020): “Blockholder voting,” Journal of Financial Economics, 136, 695–717. ... Mathews (2011): “Empty voting and the efficiency of corporate governance,” Journal of Financial Economics, 99, 289–307.

which is commonly interpreted as a result of investors’ behavioural bias, is consistent. ... This paper was accepted for publication at Journal of Financial Economics in January.

8 Jul 2024: Babina, T., Fedyk, A., He, A., and Hodson, J., 2024, Artificial intelligence, firm growth, and product innovation, Journal of Financial Economics 151, 103745. ... Heston, Steven L. and Ronnie Sadka, 2008, Seasonality in the cross-section of stock returns,

8 Jul 2024: Available at SSRN 3854109. Skinner, Douglas J. "The evolving relation between earnings, dividends, and stock repurchases." Journal of financial economics 87, no. ... Skinner, Douglas J. "The evolving relation between earnings, dividends, and stock

8 Jul 2024: Capital raised by SPACs made up less than 7% of the total IPO proceeds before 2015, except during the financial crisis. ... New methods for the cross-section of returns. The Review of Financial Studies, 33(5), pp.1879–1890.

Activities and Achievement Research works that help us understand the role of financial markets on economic growth will have a great deal of policy implications and will influence the priority that ... Dissemination I am revising the paper with my

21 Sep 2023: His research has been published in several academic journals includingReview of Economics and Statistics, Journal of Financial Economics, Review of Financial Studies,Management Science, Journal of International Economics, Journal of Financial

We have submitted the paper to the Journal of Finance and the Journal of Financial. ... Economics. It was rejected at both places. The paper is currently under review at the.

Activities and Achievement. 1. Shadow Pills and Long-Term Firm Value. This paper has been presented at academic conferences and seminars and will be submitted to the Journal of Financial Economics ... Dissemination. 1. Shadow Pills and Long-Term Firm

We have submitted the paper to the Journal of Finance and the Journal of Financial Economics. ... The paper has been presented at TAPMI Conference on Finance and Economics, Cass Business School, Imperial College, the University of Glasgow, and the

10 Jan 2023: Poterba, J. M. & Summers, L. H. (1988), ‘Mean reversion in stock prices: Evidence and implications’,Journal of Financial Economics 22(1), 27–59. ... Xiong, W. (2001), ‘Convergence trading with wealth effects: an amplification mechanism in

A co-designer of the FTSE 100 index, Elroy chairs FTSE's academic advisory board and serves on the Financial Analysts Journal council. ... Previous appointments Dr Chambers was a post-doctoral research fellow in the Department of Economics, University of

10 Jan 2023: Poterba, J. M. & Summers, L. H. (1988), ‘Mean reversion in stock prices: Evidence and implications’,Journal of Financial Economics 22(1), 27–59. ... Xiong, W. (2001), ‘Convergence trading with wealth effects: an amplification mechanism in

10 Jan 2023: 61, No. 5 (1993), pp. 989-1018. [14] Darrell Du¢ e; Nicolae Gârleanu; Lasse Pedersen, "Securities Lending,Shorting, and Pricing," Journal of Financial Economics, Vol. ... 66 (2002),pp. 307-339. [15] DavidFrankel; AdyPauzner, "Resolving Indeterminacy

1 Introduction. Informational efficiency is a central tenet of financial economics. ... mechanism for information production and aggregation. The ability of financial markets to produce.

9 Sep 2021: a degree of sovereignty requiring a different legal apparatus to resolve financial distress. ... 6. access the relevant part of the bankruptcy code to resolve financial distress.

26 Jun 2023: regardless of whether promised sustainability or financial outcomes are delivered (e.g.,. ... costs help screen out companies that are more capable of improving both financial and.

10 Jan 2023: turns on Stocks and Bonds," Journal of Financial Economics, 25(1), 23{49. ... Makarov (2004): An Econometric Model. of Serial Correlation and Illiquidity in Hedge Fund Returns," Journal of Financial.

10 Jan 2023: stock available for trading. We link our model to a wide range of financial phenomena. ... of hyperbolic time discounting. While hyperbolic discounting has been linked to a number.

Campello, Graham, and Harvey (2010) report that 70% of financially constrained firmsincreased asset sales in the financial crisis, versus 37% of unconstrained firms. ... financial slack. While the literature on investment reversibility (e.g., Abel and

10 Jan 2023: 61, No. 5 (1993), pp. 989-1018. [14] Darrell Du¢ e; Nicolae Gârleanu; Lasse Pedersen, "Securities Lending,Shorting, and Pricing," Journal of Financial Economics, Vol. ... 66 (2002),pp. 307-339. [15] DavidFrankel; AdyPauzner, "Resolving Indeterminacy

investors somewhere in the economy? We propose a theory of financial fire sales. ... of real assets, unlike those of financial securities, can differ significantly among investors.

to argue that there is a scarcity of safe assets. In this vein, a recent Global Financial Stability. ... chennessy@london.edu. We thank seminar participants at Toulouse School of Economics, the Bachelier Seminar, Uni-.

of debt and equity as well as a characterization of corporate financial policy that can. ... the economic value of the productive asset under financial constraints. Indeed, under MM,.

information at the onset of the firm’s financial distress. This result is consistent with empirical. ... While this intuition is helpful in explaining the liquidity of debt contracts in financial inter-.

Wealso have benefited from comments from seminar participants at Georgetown economics department, theannual meeting of the Society for Economic Dynamics, at the CEPR Summer Meetings Gerzensee, theSummer Finance Conference at IDC ... economics and finance

follow-on round of financing. Non-pursued certification would send a negative signal. ... the value of securities issued by relatively unknown firms.3Empirical studies provide evidence that venture capital backed firms are indeed viewed by financial.

on the dominance of early investors. Our work also touches upon the discussion of whether long-term financial contracts can help. ... round. One of the key insights of our paper is that both financial claims, S1 and S2, determine to what.

Erwan Morellec acknowledges financial support from the Swiss Finance Institute.†Toulouse School of Economics.‡Erasmus University Rotterdam.Swiss Finance Institute, EPFL, and CEPR.Toulouse School of Economics. ... mainstream literature in financial

unobservable to empiricists, theoretical analysis of what form of governance. disciplines the manager can enhance our understanding of how financial mar-. ... captures the degree of A’s dependence on financial markets. High (α ϕ).

26 Jun 2023: j.chu@jbs.cam.ac.uk. Xi Li. London School of Economics and Political Science. xi.li@lse.ac.uk. ... School of Economics, University of Portsmouth, Rutgers University, Bocconi University, RCN,.

different from adding financial slack, i.e. liquid securities (such as Treasury bills) on which. ... portfolio is different from adding financial slack, i.e. liquid securities (such as Treasury bills).