Working Papers

2018

Anagol, S., Balasubramaniam, V. and Ramadorai, T. (2018). Noise trading and Experience Effects.

Andersen, S., Campbell, Y., J., Meisner-Nielsen, K. and Ramadorai, T. (2018).  Sources of inaction in household finance: Evidence from the Danish mortgage market.

Antrhopelos, M. and Kardaras, C. (2018). Equilibrium in Thin Markets with Heterogeneous Agents and Limited Participation.

Antrhopelos, M., Kardaras, C. and Vichos, G. (2018). The Effective Risk Aversion in Thin Risk-Sharing Markets.

Antrhopelos, M., Robertson, S. and Spiliopoulos, K. (2018). Optimal Investment and Derivative Demand under Price Impact.

Badarinza, C., Ramadorai, T. and Shimizu, C. (2018). Nationality bias at home and abroad: Theory and evidence from commercial real estate.

Barberis, N. (2018). Psychology-based Models of Asset Prices and Trading Volume, National Bureau of Economic Research (NBER).

Bhattacharya, A. and O’Hara, M. (2018). Can ETFs Increase Market Fragility? Effect of Information Linkages in ETF Markets.

Carletti, E., De Marco, F., Ioannidou,V. and  Sette, E. (2018). Banks as Patient Lenders: Evidence from a Tax Reform.

Constantinides, M., G. and Ghosh, A. (2018).What Information Drives Asset Prices?.

Easley, D., O’Hara, M. and Basu, S. (2018). From Mining to Markets: The Evolution of Bitcoin Transaction Fees.

Fuster, A., Goldsmith-Pinkham, P., Ramadorai, T. and Walther, A. (2018). Predictably Unequal? The Effects of Machine Learning on Credit Markets.

Gkionis, K., Kostakis, A., Skiadopoulos, S., G. and Stilger, P., S. (2018). Positive Stock Information in OTM Option Prices.

Goncharov, I., Ioannidou, V. and Schmalz, C., M. (2018). (Why) Do Central Banks Care about Their Profits?

Hiraki , K. and Skiadopoulos, S., G. (2018). The Contribution of Frictions to Expected  Returns.

Jiang, H., Skoulakis, G. and Xue, J. (2018). Oil and Equity Return Predictability: The Importance of Dissecting the Shocks Embedded in Oil Price Changes.

Krieger, J., Li, D. and Papanikolaou, D. (2018). Developing Novel Drugs.

Papadimitri, P., Staikouras, P., Travlos, N., C. Tsoumas, (2018). Punished Banks’ Acquisitions: Evidence from the U.S. Banking Industry.