LSF Research Working Paper Series
From Luxembourg School of Finance, University of Luxembourg Contact information at EDIRC. Bibliographic data for series maintained by Martine Zenner (martine.zenner@uni.lu this e-mail address is bad, please contact repec@repec.org). Access Statistics for this working paper series.
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- 14-13: Hedge Fund Innovation
- Denitsa Stefanova, Arjen Siegmann and Marcin Zamojski
- 14-12: The Evolving Beta-Liquidity Relationship of Hedge Funds
- Denitsa Stefanova and Arjen Siegmann
- 14-11: Emotions-at-Risk: An Experimental Investigation into Emotions, Option Prices and Risk Perception
- Roman Kräussl, Ronald Bosman and Thomas van Galen
- 14-10: Art as an Aternative Asset Class: Risk and Return Characteristics of the Middle Eastern & Northern African Art Markets
- Roman Kräussl
- 14-09: Recall Searching with and without Recall
- Tibor Neugebauer, Daniela Di Cagno, Carlos Rodriguez-Palmero, and Abdolkarim Sadrieh
- 14-08: Skewness Term Structure Tests
- Thorsten Lehnert and Yuehao Lin
- 14-07: Is there a Bubble in the Art Market?
- Roman Kräussl, Thorsten Lehnert and Nicolas Martelin
- 14-06: Evaluating Option Pricing Model Performance Using Model Uncertainty
- Thorsten Lehnert, Gildas Blanchard and Dennis Bams
- 14-05: Skewness Risk Premium: Theory and Empirical Evidence
- Christian Wolff, Thorsten Lehnert and Yuehao Lin
- 14-04: Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices
- Roman Kräussl, Narasimhan Jegadeesh and Joshua M. Pollet
- 14-03: News Media Sentiment and Investor Behavior
- Roman Kräussl and Elizaveta Mirgorodskaya
- 14-02: The 2011 European Short Sale Ban: An Option Market Perspective
- Roman Kräussl, Luiz Félix and Philip Stork
- 14-01: Mutual Funds’ Returns from Providing Liquidity and Costs of Immediacy
- Kalle Rinne and Matti Suominen
- 13-14: Deflating Bubbles in Experimental Asset Markets: Comparative Statics of Margin Regulations
- Tibor Neugebauer and Sascha Füllbrunn
- 13-13: The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis
- Christian Wolff and Nikolaos Papanikolaou
- 13-12: What lies behind the (Too-Small-To-Survive) banks?
- Theoharry Grammatikos and Nikolaos Papanikolaou
- 13-11: Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?
- Thorsten Lehnert, Yuehao Lin and Nicolas Martelin
- 13-10: Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game
- Tibor Neugebauer and Sascha F Llbrunn
- 13-9: Asymmetric contests with risky rents
- Jean-Daniel Guigou, Bruno Lovat and Marc Boissaux
- 13-8: The Lure of the Brand: Evidence from the European Mutual Fund Industry
- Fabian Irek,, Jan Jaap Hazenberg, Willem van der Scheer and Mariela Stefanova
- 13-7: Does it Pay to Invest in Art? A Selection-corrected Returns Perspective
- Roman Kräussl, Arthur Korteweg and Patrick Verwijmeren
- 13-6: Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985-2009*
- Roman Kräussl and Stefan Krause Montalbert
- 13-5: The Effect of Anticipated and Experienced Regret and Pride on Investors Future Selling Decisions*
- Roman Kräussl, Carmen Lee and Leo Paas
- 13-4: Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle
- Roman Kräussl, Andre Lucas, David R. Rijsbergen, Pieter van der Sluis and Evert B. Vrugt
- 13-3: A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems
- Jang Schiltz and Marc Boissaux
- 13-2: Forecasting distress in European SME portfolios
- Dimitra Michala, Theoharry Grammatikos and Sara Ferreira Filipe
- 13-1: Do Fund Investors Know that Risk is Sometimes not Priced?
- Fabian Irek and Thorsten Lehnert
- 12-19: Modeling default correlation in a US retail loan portfolio
- Magdalena Pisa, Dennis Bams and Christian Wolff
- 12-16: The Small World of Corporate Boards-Worldwide:International Evidence from Listed Firms
- Malika Hamadi
- 12-15: Independence and focus of Luxembourg UCITS fund boards
- Jan Jaap Hazenberg
- 12-14: Market Perceptions of US and European Policy Actions Around the Subprime Crisis
- Yoichi Otsubo, Theoharry Grammatikos and Thorsten Lehnert
- 12-13: Optimal mix of funded and unfunded pension systems: the case of Luxembourg
- Jean-Daniel Guigou and Jang Schiltz
- 12-12: Limited Liability, Moral Hazard and Risk Taking A Safety Net Game Experiment
- Tibor Neugebauer and Sascha Füllbrunn
- 12-11: Effectiveness of independent boards of Luxembourg funds
- Jan Jaap Hazenberg
- 12-10: The Governance of Perpetual Financial Intermediaries
- Jos van Bommel and Jose Penalva
- 12-9: Sentiment Trades and Option Prices
- Thorsten Lehnert, Bart Frijns and Remco Zwinkels
- 12-8: The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity
- Theoharry Grammatikos and Robert Vermeulen
- 12-7: The Market Microstructure of the European Climate Exchange
- Yoichi Otsubo and Bruce Mizrach
- 12-6: Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market
- Yoichi Otsubo
- 12-5: Price Discovery of Tokyo-New York Cross-listed Stocks
- Yoichi Otsubo
- 12-4: Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency
- Thorsten Lehnert, Lamia Bekkour, Xisong Jin, Fanou Rasmouki and Christian Wolff
- 12-3: Vertically Splitting a Firm: Promotion and Demotion in a Team Production Experiment
- Tibor Neugebauer, Susana Cabrera, Enrique Fatas and Juan A. Lacomba
- 12-2: Conditioned Higher Moment Portfolio Optimisation Using Optimal Control
- Marc Boissaux and Jang Schiltz
- 12-1: Noise Trading and the Cross-Section of Index Option Prices
- Fabian Irek, Thorsten Lehnert and Nicolas Martelin
- 11-17: Competition, Loan Rates and Information Dispersion in Microcredit Markets
- Malika Hamadi and Guillermo Baquero
- 11-16: Ownership Structure and Firm Performance: Evidence from a non-parametric panel
- Malika Hamadi and Andréas Heinen
- 11-15: Production intermittence in sport markets
- Augusto Ruperez Micola and Albert Banal-Estanol
- 11-14: On the divers of commodity co-movement: Evidence from biofuels
- Augusto Ruperez Micola and Francisco Penaranda
- 11-13: The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps
- Lamia Bekkour, Thorsten Lehnert and Maria Chiara Amadori
- 11-12: Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals
- Jang Schiltz and Marc Boissaux
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Papers sorted by number 14-13 11-11
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