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2. How does the fed affect corporate credit costs? Default risk, creditor segmentation and the post-FOMC drift. (2024). Walz, Stefan.
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5. Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns. (2022). Bouri, Elie ; Zhou, Wenyu ; Zaremba, Adam ; Long, Huaigang.
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6. Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik.
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7. Interest rate skewness and biased beliefs. (2021). Chernov, Mikhail ; Bauer, Michael.
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8. Interest Rate Skewness and Biased Beliefs. (2021). Chernov, Mikhail ; Bauer, Michael.
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9. Common shocks in stocks and bonds. (2021). Pang, Hao ; Cieslak, Anna.
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10. The FOMC announcement returns on long-term US and German bond futures. (2021). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan.
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13. Does monetary policy impact international market co-movements?. (2020). Pelizzon, Loriana ; Caporin, Massimiliano ; Plazzi, Alberto.
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14. The Time-Varying Effect of Monetary Policy on Asset Prices. (2020). Paul, Pascal.
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1. The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks. (2019). Watugala, Sumudu ; Monin, Phillip ; Kruttli, Mathias .
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2. Attention allocation and return co-movement: Evidence from repeated natural experiments. (2019). Lin, Tse-Chun ; Huang, Yulin.
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3. De-Leverage and illiquidity contagion. (2019). Zhu, Ning ; Liu, Yu-Jane.
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4. Identifying fragility for the stock market: Perspective from the portfolio overlaps network. (2019). Guo, Xin-Yu ; Lin, LI.
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5. Which kind of investor causes comovement?. (2019). Zhang, Yongjie ; Li, Jie ; Feng, XU.
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6. Bitcoin as a safe haven: Is it even worth considering?. (2019). Smales, L A.
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7. Do Fire Sales Create Externalities?. (2018). Sunderam, Adi ; Chernenko, Sergey.
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8. The Shift from Active to Passive Investing : Potential Risks to Financial Stability?. (2018). Shin, Chae Hee ; Osambela, Emilio ; McCabe, Patrick E ; Kruttli, Mathias S ; Anadu, Kenechukwu E.
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9. The Shift from Active to Passive Investing: Potential Risks to Financial Stability?. (2018). Shin, Chae Hee ; Osambela, Emilio ; McCabe, Patrick E ; Kruttli, Mathias S ; Anadu, Kenechukwu E.
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10. Exchange traded funds and asset return correlations. (2018). Da, Zhi ; Shive, Sophie.
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11. Vulnerable Funds?. (2017). Fricke, Christoph.
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12. Vulnerable asset management? The case of mutual funds. (2017). Fricke, Christoph.
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13. Habitat momentum. (2017). Weron, Rafał ; Maryniak, Pawel .
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14. LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS. (2017). Wagalath, Lakshithe.
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15. Does the cessation of quarterly earnings guidance reduce investors’ short-termism?. (2017). Kim, Yongtae ; Zhu, Xindong ; Su, Lixin.
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16. Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds. (2017). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S.
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17. Investment Commonality across Insurance Companies : Fire Sale Risk and Corporate Yield Spreads. (2017). Zhou, Xing ; Wu, Wei ; Nanda, Vikram.
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18. Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds. (2017). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S.
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21. Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds. (2016). Chernenko, Sergey ; Sunderam, Adi.
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22. The Granular Nature of Large Institutional Investors. (2016). Sedunov, John ; Ben-David, Itzhak ; Moussawi, Rabih ; Franzoni, Francesco.
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23. Coordinated Noise Trading: Evidence from Pension Fund Reallocations. (2016). Tessada, José ; Sialm, Clemens ; Larrain, Borja.
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24. Network of listed companies based on common shareholders and the prediction of market volatility. (2016). Ren, DA ; Zhang, Yongjie ; Li, Jie ; Feng, XU.
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26. Network externalities in mutual funds. (2016). Blocher, Jesse.
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27. Location and excess comovement. (2016). Kaul, Aditya ; Stefanescu, Carmen ; Mehrotra, Vikas .
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28. European bond markets: Do illiquidity and concentration aggravate price shocks?. (2016). Frost, Jon ; Boermans, Martijn ; Bisschop, Sophie Steins .
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33. Using proprietary credit default swap (CDS) data from 2010 to 2014, I show that capital fluctuations for sellers of CDS protection are an important determinant of CDS spread movements. I first establi. (2015). Siriwardane, Emil.
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35. Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon. (2015). Chichernea, Doina C ; Zykaj, Blerina Bela ; Petkevich, Alex.
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42. Fire sales forensics: measuring endogenous risk. (2013). Wagalath, Lakshithe ; Cont, Rama.
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47. Vulnerable Banks. (2011). thesmar, david ; Landier, Augustin ; Greenwood, Robin.
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48. ETFs, Arbitrage, and Contagion. (2011). Ben-David, Itzhak ; Franzoni, Francesco ; Moussawi, Rabih.
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