Outputs (17)

Machine Learning Execution Time in Asset Pricing (2023)
Preprint / Working Paper
Demirbaga, U., & Xu, Y. (2023). Machine Learning Execution Time in Asset Pricing

In the fast-paced world of finance, where timely decisions can yield substantial gains or losses, machine learning models with time-consuming training and prediction may miss crucial market timing opportunities. This study examines the machine learni... Read More about Machine Learning Execution Time in Asset Pricing.

The economics of decentralized autonomous organizations (2023)
Preprint / Working Paper
Laturnus, V. (2023). The economics of decentralized autonomous organizations

The advent of blockchain, smart contracts, and Web3 has empowered new concepts for equity partnerships with autonomous operating systems and democratic corporate governance. This paper explores 2,377 of such new partnerships and uses detailed transac... Read More about The economics of decentralized autonomous organizations.

Intraday Momentum Trading and Liquidity Crises (2023)
Preprint / Working Paper
Bogoev, D., & Karam, A. Intraday Momentum Trading and Liquidity Crises

Climate Risks and Housing Markets. A Literature Survey (2022)
Preprint / Working Paper
Chakraborti, R., & Gete, P. (2022). Climate Risks and Housing Markets. A Literature Survey

Reallocation of Mutual Fund Managers and Capital Raising Ability (2022)
Preprint / Working Paper
Xu, Y. Reallocation of Mutual Fund Managers and Capital Raising Ability

Climate Risks in Housing Markets: Evidence from News Shocks (2021)
Preprint / Working Paper
Chakraborti, R., Gete, P., & Martinez-Toledano, C. (2022). Climate Risks in Housing Markets: Evidence from News Shocks

Financial Crime Spillovers: Evidence from Cum-Ex and Cum-Cum Trading (2021)
Preprint / Working Paper
Laturnus, V., Reichel, A., & Wahrenburg, M. (2021). Financial Crime Spillovers: Evidence from Cum-Ex and Cum-Cum Trading

Furlough and Household Financial Distress during the COVID-19 Pandemic (2021)
Preprint / Working Paper
Görtz, C., McGowan, D., & Yeromonahos, M. (2021). Furlough and Household Financial Distress during the COVID-19 Pandemic

We study how furlough affects household financial distress during the COVID-19 pandemic.
Furlough increases the probability of late housing and bill payments by 30% and 9%, respectively.
The effects exist for individuals who rent their home, but n... Read More about Furlough and Household Financial Distress during the COVID-19 Pandemic.

Spillovers of Senior Mutual Fund Managers' Capital Raising Ability (2021)
Preprint / Working Paper
Xu, Y. Spillovers of Senior Mutual Fund Managers' Capital Raising Ability

Solvency Distress Contagion Risk: Network Structure, Bank Heterogeneity and Systemic Resilience, Bank of England Working Paper No. 909. (2021)
Preprint / Working Paper
Abduraimova, K., & Nahai-Williamson, P. Solvency Distress Contagion Risk: Network Structure, Bank Heterogeneity and Systemic Resilience, Bank of England Working Paper No. 909