Seminar
| Amsterdam | 00:00
International SDFs in Segmented Markets
Andrea Vedolin (Boston University, United States)
- TI Finance Research Seminars
8 Events
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Seminar | Amsterdam | 00:00
Factors identification of stochastic volatility models in a high-frequency framework
Simona Sanfelici (University of Parma, Italy)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
In Defense of Market Efficiency: Evidence from Two Million Strategies
Amit Goyal (University of Lausanne, Switzerland)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Household Risk Management: The Effects of Financial versus Social Contracting
Henrik Cronqvist (University of Miami, United States)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Assessment of Uncertainty in High Frequency data: The Observed Asymptotic Variance, and the Question of Soft and Hard Edges
Per Mykland (The University of Chicago, United States)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Diagnostic Expectations and Stock Returns
Nicola Gennaioli (Bocconi University, Italy)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Opportunistic Proposals by Union Shareholders
Oguzhan Ozbas (University of Southern California, United States)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Real Anomalies
Jules van Binsbergen (University of Pennsylvania, United States)
- TI Finance Research Seminars