SSRNs

Epstein-Zin Utility Maximization on Random Horizons. (arXiv:1903.08782v1 [q-fin.MF])

Expected exponential utility maximization of insurers with a general diffusion factor model : The complete market case. (arXiv:1903.08957v1 [q-fin.PM])

Stylized Facts on Price Formation on Corporate Bonds and Best Execution Analysis. (arXiv:1903.09140v1 [q-fin.ST])

The Predictable Behavior of Security Returns: A Comparative Study Between US and China Markets

Demand for Information and Stock Returns: Evidence from EDGAR

A Framework for Risk Premia Investing: Anywhere to Hide?

Informed Trading of Options, Option Expiration Risk, and Stock Return Predictability

Strategic Timing in Closed-End Fund Portfolio Holdings Disclosure

An Empirical Analysis of Corporate Currency Risk Management Policies and Practices

A Theory of Scenario Generation

Behavioural investors in conic market models. (arXiv:1903.08156v1 [q-fin.PM])

Markov Chain Models of Refugee Migration Data. (arXiv:1903.08255v1 [physics.soc-ph])

The Impact of Sex Education on Sexual Activity, Pregnancy, and Abortion. (arXiv:1903.08307v1 [econ.GN])

Computation of systemic risk measures: a mixed-integer linear programming approach. (arXiv:1903.08367v1 [q-fin.MF])

Can we explain unexpected fluctuations of long-term real interest rate?. (arXiv:1211.2709v2 [q-fin.GN] UPDATED)

What Went Wrong?: The Puerto Rican Debt Crisis, the “Treasury Put,” and the Failure of Market Discipline

The Impact of Regulation and Transparency in the Cryptocurrency Market

ESG: Fact vs. Belief

Expectations During the U.S. Housing Boom: Inferring Beliefs from Actions

On the Preferences of Coco Bond Buyers and Sellers: A Logistic Regression Analysis

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