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2024001: How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions

Jean-François Boulier, D’Hondt, Catherine, Fredj Jawadi, Georges Prat, Philippe Rozin and Richard Taffler

2023015: The distribution of sample mean-variance portfolio weights

Raymond Kan, Nathan Lassance and Xiaolu Wang

2023014: Target return as efficient driver of risk-taking

D’Hondt, Catherine, Rudy De Winne and Aleksandar Todorovic

2023013: The risk premium in New Keynesian DSGE models: The cost of inflation channel

Leonardo Iania, Pavel Tretiakov and Raf Wouters

2023012: On the Combination of Naive and Mean-Variance Portfolio Strategies

Nathan Lassance, Rodolphe Vanderveken and Frédéric Vrins

2023011: The Risk of Expected Utility under Parameter Uncertainty

Nathan Lassance, Alberto Martín-Utrera and Majeed Simaan

2023010: Sovereign yield curves and the COVID-19 in emerging markets

Bertrand Candelon and Rubens Moura

2023009: Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework

Matteo Barbagli and Frédéric Vrins

2023008: Bloomberg and the GameStop saga: the fear of stock market democracy

Tom Duterme

2023007: Testing for Causality between Climate Policies and Carbon Emissions Reduction

Bertrand Candelon and Jean-Baptiste Hasse

2023006: Toward a Macroprudential Regulatory Framework for Mutual Funds

Christos Argyropoulos, Bertrand Candelon, Jean-Baptiste Hasse and Ekaterini Panopoulou

2023005: SVB, Crédit Suisse,... au suivant ?

Frédéric Vrins

2023004: Portfolio selection: A target-distribution approach

Nathan Lassance and Frédéric Vrins

2023003: An Analytical Shrinkage Estimator for Linear Regression

Nathan Lassance

2023002: Non-Standard Errors

Albert Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Jean-Baptiste Hasse and E.A.,

2023001: Crypto market dynamics in stressful conditions

Christophe Desagre, Paolo Mazza and Mikael Petitjean

2022014: Do modern stock exchanges emerge from competition? Evidence from the “Belgian Big Bang”

Tom Duterme

2022013: Macroprudential policies, economic growth and banking crises

Mohamed Belkhir, Sami Ben Naceur, Bertrand Candelon and Jean-Charles Wijnandts

2022012: Number 19: Another Victim of the COVID‐19 Pandemic?

Patrick Roger, D’Hondt, Catherine, Daria Plotkina and Arvid Hoffmann

2022011: Meta-Learning Approaches for Recovery Rate Prediction

Paolo Gambetti, Francesco Roccazzella and Frédéric Vrins

2022010: Superstitious beliefs, locus of control, and feeling at risk in the face of Covid-19

Arvid Hoffmann, Daria Plotkina, Patrick Roger and D’Hondt, Catherine

2022009: Is cross-listing a panacea for improving earnings quality? The case of H- and B-share firms in China

Özgür Arslan-Ayaydin, Shimin Chen, Serene Xu Ni and James Thewissen

2022008: A general firm-value model under partial information

Cheikh Mbaye, Abass Sagna and Frédéric Vrins

2022007: Dynamic portfolio selection with sector-specific regularization

Christian Hafner and Linqi Wang

2022006: A dynamic conditional score model for the log correlation matrix

Christian Hafner and Linqi Wang

2022005: Unpacking the black box of ICO white papers: a topic modeling approach

Anna Pastwa, Prabal Shrestha, James Thewissen and Wouter Torsin

2022004: Does the yield curve signal recessions? New evidence from an international panel data analysis

Jean-Baptiste Hasse and Quentin Lajaunie

2022003: Earnings Management Methods and CEO Political Affiliation

Özgür Arslan-Ayaydin, James Thewissen and Wouter Torsin

2022002: International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness

Elaine Henry, James Thewissen and Wouter Torsin

2022001: Fragmentation in the European Monetary Union: Is it really over?

Bertrand Candelon, Angelo Luisi and Francesco Roccazzella

2021025: Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ?

Donovan Herr, Emilien Clausse and Frédéric Vrins

2021024: Affine term structure models: a time-change approach with perfect fit to market curves

Cheikh Mbaye and Frédéric Vrins

2021023: ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation

Bertrand Candelon, Jean-Baptiste Hasse and Quentin Lajaunie

2021022: Regularized regression when covariates are linked on a network: the 3CoSE algorithm

Matthias Weber, Jonas Striaukas, Martin Schumacher and Harald Binder

2021021: Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs

Marcel Aloy, Floris Laly, Sébastien Laurent and Christelle Lecourt

2021020: What drives retail portfolio exposure to ESG factors?

D’Hondt, Catherine, Maxime Merli and Tristan Roger

2021019: Judging the functioning of equity markets in 2020: A bird's-eye (re)view

Mikael Petitjean

2021018: The rise of fast trading: Curse or blessing for liquidity?

Christophe Desagre, D’Hondt, Catherine and Mikael Petitjean

2021017: Mini flash crashes: Review, taxonomy and policy responses

Floris Laly and Mikael Petitjean

2021016: Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks

Deniz Erdemlioglu, Mikael Petitjean and Nicolas Vargas

2021015: Do retail investors bite off more than they can chew? A close look at their return objectives

D’Hondt, Catherine, Rudy De Winne and Maxime Merli

2021014: Optimal and robust combination of forecasts via constrained optimization and shrinkage

Francesco Roccazzella, Paolo Gambetti and Frédéric Vrins

2021013: Reconciling mean-variance portfolio theory with non-Gaussian returns

Nathan Lassance

2021012: Optimal Portfolio Diversification via Independent Component Analysis

Victor DeMiguel, Nathan Lassance and Frédéric Vrins

2021011: What leads people to tolerate negative interest rates on their savings?

O. Corneille, D’Hondt, Catherine, Rudy De Winne, E. Efendic and Aleksandar Todorovic

2021010: Machine Learning Time Series Regressions With an Application to Nowcasting

Andrii Babii, Eric Ghysels and Jonas Striaukas

2021009: Diversification potential in real estate portfolios

Bertrand Candelon, Franz Fuerst and Jean-Baptiste Hasse

2021008: How risk-prone are people when facing a sure loss? Negative interest rates as a convenient conceptual framework

Emir Efendić, Olivier Corneille, D’Hondt, Catherine and Rudy De Winne

2021007: Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?

Bruno De Backer, Hans Dewachter and Leonardo Iania

2021006: Does managerial ability affect disclosure? Evidence from earnings press releases

Beibei Yan, Özgür Arslan-Ayaydin, James Thewissen and Wouter Torsin