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The Contribution of Frictions to Expected Returns
Abstract We derive a model-free formula to estimate the contribution of market frictions to expected returns (CFER) within a formal asset pricing setting. We…
10:30Seminar Room, IPAG Research Department, 188 Rue de Rivoli, 75001 Paris
Organizer: IPAG Research Department
Supplier Sustainability Assessment in Automotive Industry
Abstract In the challenging path to a sustainable organization, considering only the internal operations is not enough. As the common saying notes “You are…
10:30Seminar Room, IPAG Research Department, 188 Rue de Rivoli, 75001 Paris
Organizer: IPAG Research Department
Financial Distress and Student Performance
Abstract This paper studies the effect of household financial distress on students’ cognitive skill development. When a household foreign currency credit expansion in Hungary…
10:30Seminar Room, IPAG Research Department, 188 Rue de Rivoli, 75001 Paris
Organizer: IPAG Research Department
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements
Abstract Cryptocurrencies have been broadly scrutinised in recent times for a host of concerning regulatory and cybercriminality issues. Although steps have been taken to…
11:30Seminar Room, IPAG Research Department, 188 Rue de Rivoli, 75001 Paris
Organizer: IPAG Research Department
New evidence on the synchronization between the US business and financial cycles
Abstract The aim of this paper is to investigate the synchronization of US financial (FC) and business cycles (BC) via Cross-Recurrence Quantification Analysis (CRQA)….
11:00Seminar Room, IPAG Research Department, 188 Rue de Rivoli, 75001 Paris
Organizer: IPAG Research Department
The BOJ’s ETF Purchases and Its Effects on Nikkei 225 Stocks
Abstract This paper examines the impacts of the Bank of Japan’s (BOJ) exchange-traded funds (ETFs) purchasing program that has been conducted since December 2010;…
11:00Seminar Room, IPAG Research Department, 188 Rue de Rivoli, 75001 Paris
Organizer: IPAG Research Department