´╗┐Authors Title Journal Volume Publication Date
Bolton, P., Halem, Z., <strong>Kacperczyk, M.</strong> <a target="_blank" href="http://doi.org/"> The Financial Cost of Carbon </a> Journal Of Applied Corporate Finance Volume 34, pp.17-29 June 2022
Albuquerque, A., Bennett, B., <strong>Custodio, C.</strong>, Cvijanovic, D. <a target="_blank" href="http://doi.org/10.1007/s11142-022-09700-5"> CEO compensation and real estate prices: pay for luck or pay for action? </a> Review Of Accounting Studies January 2022
Barucci, E., <strong>Biffis, E.</strong>, Marazzina, D. <a target="_blank" href="http://doi.org/10.1016/j.ejor.2022.09.016"> Health insurance, portfolio choice, and retirement incentives </a> European Journal Of Operational Research September 2022
<strong>Allen, F.</strong>, Fatas, A., di Mauro, B.W. <a target="_blank" href="http://doi.org/10.1016/j.intfin.2022.101637"> Was the ICO boom just a sideshow of the Bitcoin and Ether Momentum? </a> Journal Of International Financial Markets Institutions &amp; Money September 2022
Faria, G., <strong>Kosowski, R.</strong>, Wang, T. <a target="_blank" href="http://doi.org/10.1016/j.jbankfin.2021.106399"> The Correlation Risk Premium: International Evidence </a> Journal Of Banking &amp; Finance March 2022
<strong>Allen, F.</strong>, Qian, M., Xie, J. <a target="_blank" href="http://doi.org/10.1016/j.jfi.2022.101000"> Implicit benefits and financing </a> Journal Of Financial Intermediation October 2022
Hennessy, C.A., <strong>Chemla, G.</strong> <a target="_blank" href="http://doi.org/10.1016/j.jfineco.2021.07.014"> Signaling, instrumentation, and CFO decision-making </a> Journal Of Financial Economics Volume 144, pp.849-863 June 2022
Badarinza, C., <strong>Ramadorai, T.</strong>, Shimizu, C. <a target="_blank" href="http://doi.org/10.1016/j.jfineco.2021.09.011"> Gravity, counterparties, and foreign investment </a> Journal Of Financial Economics Volume 145, pp.132-152 August 2022
Bottero, M., Minoiu, C., Peydro, J-L., Polo, A., Presbitero, A.F., Sette, E. <a target="_blank" href="http://doi.org/10.1016/j.jfineco.2021.11.004"> Expansionary yet different: Credit supply and real effects of negative interest rate policy </a> Journal Of Financial Economics Volume 146, pp.754-778 November 2022
<strong>Allen, F.</strong>, Gu, X., Jagtiani, J. <a target="_blank" href="http://doi.org/10.1016/j.jimonfin.2022.102625"> Fintech, Cryptocurrencies, and CBDC: Financial Structural Transformation in China </a> Journal Of International Money And Finance June 2022
<strong>Miles, D.</strong> <a target="_blank" href="http://doi.org/10.1017/S0266267121000031"> The half life of economic injustice </a> Economics And Philosophy Volume 38, pp.71-107 March 2022
Bolton, P., <strong>Kacperczyk, M.</strong>, Samama, F. <a target="_blank" href="http://doi.org/10.1080/0015198X.2022.2033105"> Net-Zero Carbon Portfolio Alignment </a> Financial Analysts Journal Volume 78, pp.19-33 March 2022
Avarucci, M., <strong>Zaffaroni, P.</strong> <a target="_blank" href="http://doi.org/10.1080/01621459.2022.2050244"> Robust Estimation of Large Panels with Factor Structures </a> Journal Of The American Statistical Association April 2022
McCarthy, D., <strong>Sefton, J.</strong>, Lee, R., Sambt, J. <a target="_blank" href="http://doi.org/10.1093/ej/ueac019"> Generational Wealth Accounts: Did Public and Private Inter-Generational Transfers Offset Each Other over the Financial Crisis? </a> Economic Journal Volume 132, pp.2412-2437 March 2022
<strong>Zaffaroni, P.</strong> <a target="_blank" href="http://doi.org/10.1093/jjfinec/nbac012"> Comment on: Identification Robust Testing of Risk Premia in Finite Samples </a> Journal Of Financial Econometrics May 2022
Fong, K., Hong, H., <strong>Kacperczyk, M.</strong>, Kubik, J.D. <a target="_blank" href="http://doi.org/10.1093/rcfs/cfac021"> Do Security Analysts Discipline Credit Rating Agencies? </a> Review Of Corporate Finance Studies Volume 11, pp.815-848 May 2022
Gupta, A., <strong>Hansman, C.</strong> <a target="_blank" href="http://doi.org/10.1093/rfs/hhab052"> Selection, Leverage, and Default in the Mortgage Market </a> The Review Of Financial Studies Volume 35, pp.720-770 January 2022
He, Z., <strong>Khorrami, P.</strong>, Song, Z. <a target="_blank" href="http://doi.org/10.1093/rfs/hhac004"> Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress </a> Review Of Financial Studies Volume 35, pp.4630-4673 January 2022
<strong>Bhamra, H.S.</strong>, Dorion, C., Jeanneret, A., Weber, M. <a target="_blank" href="http://doi.org/10.1093/rfs/hhac021"> High Inflation: Low Default Risk and Low Equity Valuations </a> Review Of Financial Studies June 2022
Edmans, A., <strong>Kacperczyk, M.</strong> <a target="_blank" href="http://doi.org/10.1093/rof/rfac069"> Sustainable Finance </a> Review Of Finance Volume 26, pp.1309-1313 November 2022
Doerr, S., Gissler, S., Peydro, J-L., Voth, H-J. <a target="_blank" href="http://doi.org/10.1111/jofi.13166"> Financial Crises and Political Radicalization: How Failing Banks Paved Hitler's Path to Power </a> Journal Of Finance Volume 77, pp.3339-3372 July 2022
Mason, A., Lee, R. <a target="_blank" href="http://doi.org/10.1111/padr.12469"> Six Ways Population Change Will Affect the Global Economy </a> Population And Development Review Volume 48, pp.51-73 March 2022
Andersen, S., Badarinza, C., Liu, L., Marx, J., <strong>Ramadorai, T.</strong> <a target="_blank" href="http://doi.org/10.1257/aer.20191766"> Reference Dependence in the Housing Markets </a> American Economic Review Volume 112, pp.3398-3440 October 2022
<strong>Allen, F.</strong>, Barlevy, G., Gale, D. <a target="_blank" href="http://doi.org/10.1257/mac.20200041"> Asset Price Booms and Macroeconomic Policy: A Risk-Shifting Approach </a> American Economic Journal-macroeconomics Volume 14, pp.243-280 April 2022
Gomes, F., <strong>Michaelides, A.</strong>, Zhang, Y. <a target="_blank" href="http://doi.org/10.1287/mnsc.2021.3981"> Tactical Target Date Funds </a> Management Science Volume 68, pp.3047-3070 April 2022
Distaso, W., <strong>Ibragimov, R.</strong>, Semenov, A., Skrobotov, A. <a target="_blank" href="http://doi.org/10.1371/journal.pone.0275516"> COVID-19: Tail risk and predictive regressions. </a> Plos One January 2022
Huang, Z., <strong>Ibragimov, R.</strong> <a target="_blank" href="http://doi.org/10.1515/demo-2022-0109"> Equity returns and sentiment </a> Dependence Modeling Volume 10, pp.159-176 June 2022
He, S., <strong>Ibragimov, R.</strong> <a target="_blank" href="http://doi.org/10.1515/demo-2022-0111"> Predictability of cryptocurrency returns: evidence from robust tests </a> Dependence Modeling Volume 10, pp.191-206 June 2022