Knut Wicksell Working Paper Series

From Lund University, Knut Wicksell Centre for Financial Studies
Knut Wicksell Centre for Financial Studies, Lund University School of Economics and Management, P.O. Box 7082, S-220 07 Lund, Sweden.
Contact information at EDIRC.
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2021/2: The Geometry of Risk Adjustments: Hans-Peter Bermin and Magnus Holm
2021/1: Leverage and risk relativity: how to beat an index: Hans-Peter Bermin and Magnus Holm
2020/1: Macro news and long-run volatility expectations: Anders Vilhelmsson
2019/3: Kelly Trading and Option Pricing: Hans-Peter Bermin and Magnus Holm
2019/2: Kelly Trading and Market Equilibrium: Hans-Peter Bermin and Magnus Holm
2019/1: Systemic Risk and Centrality Revisited:The Role of Interactions: Hossein Asgharian, Dominika Krygier and Anders Vilhelmsson
2016/3: Ownership Determinants of Stock Return Volatility: Håkan Jankensgård and Anders Vilhelmsson
2016/2: Enterprise Risk Management and Default Risk: Evidence from the Banking Industry: Sara Lundqvist and Anders Vilhelmsson
2016/1: Capital Structure of Borrowers and Lenders: An Empirical Analysis: Valeriia Dzhamalova
2015/9: TARP and market discipline: Evidence on the moral hazardeffects of bank recapitalizations: Jens Forssbæck and Caren Xinxia Nielsen
2015/8: Banks’ credit-portfolio choices and riskbased capital regulation: Caren Yinxia Nielsen
2015/7: On The Origins of Risk-Taking in Financial Markets: Sandra Black, Paul Devereux, Petter Lundborg and Kaveh Majlesi
2015/6: Poor Little Rich Kids? The Determinants of the Intergenerational Transmission of Wealth: Sandra Black, Paul Devereux, Petter Lundborg and Kaveh Majlesi
2015/5: The Effect of Pessimism and Doubt on the Equity Premium: Emanuel Alfranseder and Xiang Zhang
2015/4: Does the financial crisis affect distressed or constrained firms more heavily?: Emanuel Alfranseder
2015/3: No 2015:3 Closed Form Valuation of Three-Asset Spread Options With a view towards Clean Dark Spreads: Rikard Green
2015/2: No. 2015/2:Learning to Take Risks? The Effects of Education on Risk-Taking in Finacial Markets: Sandra Black, Paul Devereux, Petter Lundborg and Kaveh Majlesi
2015/1: A Power Market Forward Curve with Hydrology Dependence An Approach based on Artificial Neural Networks: Rikard Green
2014/8: The Impact of the Financial Crisis on Innovation and Growth: Evidence from Technology Research and Development: Emanuel Alfranseder and Valeriia Dzhamalova
2014/7: Political Connections and Stock Liquidity: Political Network, Hierarchy and Intervention: Mingfa Ding
2014/6: Lending for Growth? A Granger Causality Analysis of China's Finance-Growth Nexus: Fredrik Andersson, Katarzyna Burzynska and Sonja Opper
2014/5: The Impact of Social Beliefs on Microfinance Performance: Olle Berggren and Katarzyna Burzynska
2014/4: Deciding for others reduces loss aversion: Ola Andersson, Håkan J. Holm, Jean-Robert Tyran and Erik Wengström
2014/3: CEO Age, Risk Incentives and Hedging Instrument Choice: Ettore Croci and Håkan Jankensgård
2014/2: Institutional Quality, Trust and Stock Market Participation: Learning to Forget: Hossein Asgharian, Lu Liu and Frederik Lundtofte
2014/1: A Tide of Cash: Corporate Governance and the Management of Large Cash Windfalls: Håkan Jankensgård and Niclas Andrén
2013/17: A Wall of Cash: The Investment-Cash Flow Sensitivity When Capital Becomes Abundant: Håkan Jankensgård and Niclas Andrén
2013/16: Predicting Stock Price Volatility by Analyzing Semantic Content in Media: Hossein Asgharian and Sverker Sikström
2013/15: Growth Forecasts, Belief Manipulation and Capital Markets: Frederik Lundtofte and Patrick Leoni
2013/14: Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry: Mingfa Ding, Birger Nilsson and Sandy Suardi
2013/13: Suppliers, Investors, and Equity Market Liberalizations: Martin Strieborny
2013/12: Financial Development and Sustainable Exports: Evidence from Firm-Product Data: Melise Jaud, Madina Kukenova and Martin Strieborny
2013/11: Finance, Comparative Advantage, and Resource Allocation: Melise Jaud, Madina Kukenova and Martin Strieborny
2013/10: Investment in Relationship-Specific Assets: Does Finance Matter?: Martin Strieborny and Madina Kukenova
2013/9: Ohlin on the Great Depression: Benny Carlson and Lars Jonung
2013/8: Ethnic Matching in the U.S. Venture Capital Market: Ola Bengtsson and David H. Hsu
2013/7: Financial Contracts in PIPE Offerings: The Role of Expert Placement Agents: Ola Bengtsson and Na Dai
2013/6: An Empirical Test of the Optimal Disclosure Hypothesis: Håkan Jankensgård
2013/5: Does Centralization of FX Derivative Usage Impact Firm Value?: Håkan Jankensgård
2013/4: Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach: Hossein Asgharian, Ai Jun Hou and Farrukh Javed
2013/3: A spatial analysis of international stock market linkages: Hossein Asgharian, Wolfgang Hess and Lu Liu
2013/2: Is Default Risk Priced in Equity Returns?: Caren Yinxia Nielsen
2013/1: Entrepeneurs under Uncertainty: an Economic Experiment in China: Håkan J. Holm, Sonja Opper and Victor Nee