Institutes

The Institute's faculty is a diversified international team of professors and researchers who are primarily dedicated to publishing cutting-edge research in top finance journals, but they also engage in high-level education in finance as well as in knowledge transfer activities such as conferences, seminars, and public debates on a broad range of finance topics.

 

Research video series

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Sovereign debt sustainability in advanced economies

In this video, Professor Jean-Charles Rochet presents his research on sovereign debt aimed at answering the following question: what is the maximum debt-to-GDP ratio that is sustainable by a government?

10 June 2021

  

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Selected Publications

Barras, L., Gagliardini, P., & Scaillet, O. (2021)
Skill, Scale, and Value Creation in the Mutual Fund Industry.
The Journal of Finance.
doi:10.1111/jofi.13096

Bourassa, S. C., Hoesli, M., Merlin, L., & Renne, J. (2021)
Big Data, accessibility, and urban house prices.
Urban Studies, 58(15), 3176–3195.
doi:10.1177/0042098020982508

Chaieb, I., Langlois, H., & Scaillet, O. (2021)
Factors and Risk Premia in Individual International Stock Returns.
Journal of Financial Economics, 141(2), 669692.
doi:10.1016/j.jfineco.2021.04.007

 

 

Arvanitis, S., Scaillet, O., & Topaloglou, N. (2020)
Spanning tests for Markowitz stochastic dominance
Journal of Econometrics, 217(2), 291311.
doi:10.1016/j.jeconom.2019.12.005

Chaieb, I., Errunza, V., & Gibson Brandon, R. (2020)
Measuring Sovereign Bond Market Integration
The Review of Financial Studies, 33(8), 34463491.
doi:10.1093/rfs/hhz107

Chaieb, I., Errunza, V., & Langlois, H. (2020)
How is Liquidity Priced in Global Markets?
The Review of Financial Studies.
doi:10.1093/rfs/hhaa125/5956731

Gibson Brandon, R., & Wang, S. (2020)
Earnings Belief Risk and the Cross-Section of Stock Returns
Review of Finance, 24(5), 11071158.
doi:10.1093/rof/rfaa001

Gruber, P. H., Tebaldi, C., & Trojani, F. (2020)
The Price of the Smile and Variance Risk Premia
Management Science.
doi:10.1287/mnsc.2020.3689

Hau, H., Huang Y., & Wang, G. (2020)
Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy
The Review of Economic Studies, 87(6), 26392671.
doi:10.1093/restud/rdz058

Krüger, P., Sautner, Z., & Starks, L. T. (2020)
The Importance of Climate Risks for Institutional Investors
The Review of Financial Studies, 33(3), 10671111.
doi:10.1093/rfs/hhz137

Schneider, P. & Trojani F. (2019)
(Almost) Model-Free Recovery
The Journal of Finance, 74(1), 323–370.
doi:
10.1111/jofi.12737

 

> For a complete list, please visit our Knowledge & Publications page.

 

Recent Ph.D. Theses

 

Real Estate Investments, Macroeconomic Risk Factors and Portfolio Implications (Delfim, J.-C. 2021)

Three Essays on Chinese Banking and Corporate Finance (Zhang, Z. 2020)

Essays on bank capital structure (Hrasko, G. 2019)

Dynamic stochastic general equilibrium models with heterogeneous agents: theory, computation and application (Pröhl, E. 2018)

Essays in Asset Pricing (Pederzolli, P. 2018)

Three essays on behavioural finance (Hemmens, C. 2017)

 

> Click here for more information on the Ph.D. in Finance program.

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