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 economiesIn 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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RECENT Publications
Bakalli, G., Guerrier, S., & Scaillet, O. (2023). A penalized two-pass regression to predict stock returns with time-varying risk premia. Journal of Econometrics.
https://doi.org/10.1016/j.jeconom.2022.12.004
Efing, M., Hau, H., Kampkötter, P., & Rochet, J.-C. (2023). Bank Bonus Pay as a Risk Sharing Contract. The Review of Financial Studies, 36(1), 235–280.
https://doi.org/10.1093/rfs/hhac030
Barras, L., Gagliardini, P., & Scaillet, O. (2022). Skill, scale, and value creation in the mutual fund industry. The Journal of Finance, 77(1), 601–638.
https://doi.org/10.1111/jofi.13096
Camanho, N., Hau, H. & Rey, H. (2022). Global Portfolio Rebalancing and Exchange Rates. The Review of Financial Studies, 35(11), 5228–5274.
https://doi.org/10.1093/rfs/hhac023
Efing, M., Fahlenbrach, R., Herpfer, C., & Krueger, P. (2022). How Do Investors and Firms React to a Large, Unexpected Currency Appreciation Shock? The Review of Corporate Finance Studies.
https://doi.org/10.1093/rcfs/cfac024
Orłowski, P., Schneider, P. & Trojani, F. (2022). On the Nature of (Jump) Skewness Risk Premia. Management Science.
forthcoming
Bourassa, S. C., Hoesli, M., Merlin, L., & Renne, J. (2021). Big data, accessibility, and urban house prices. Urban Studies, 58(15), 3176–3195.
https://doi.org/10.1177/0042098020982508
Chaieb, I., Errunza, V., & Langlois, H. (2021). How is liquidity priced in global markets? The Review of Financial Studies, 34(9), 4216–4268.
https://doi.org/10.1093/rfs/hhaa125
Chaieb, I., Langlois, H., & Scaillet, O. (2021). Factors and risk premia in individual international stock returns. Journal of Financial Economics, 141(2), 669–692.
https://doi.org/10.1016/j.jfineco.2021.04.007
Cziraki, P., Lyandres, E., & Michaely, R. (2021). What do insiders know? Evidence from insider trading around share repurchases and SEOs. Journal of Corporate Finance, 66.
https://doi.org/10.1016/j.jcorpfin.2019.101544
Gruber, P. H., Tebaldi, C., & Trojani, F. (2021). The price of the smile and variance risk premia. Management Science, 67(7).
https://doi.org/10.1287/mnsc.2020.3689
Michaely, R., Rossi, S., & Weber, M. (2021). Signaling Safety. Journal of Financial Economics, 139(2), 405–427.
https://doi.org/10.1016/j.jfineco.2020.08.013
Sandulescu, M., Trojani, F., & Vedolin, A. (2021). Model-Free International Stochastic Discount Factors. The Journal of Finance, 76(2), 935–976.
https://doi.org/10.1111/jofi.12970
> For a complete list, please visit our Knowledge & Publications page.
Recent Ph.D. Theses
Three Essays on Sustainable Finance (Jouvenot, V. 2022)
Three Essays on Fintech and Online Marketplaces (Shan, H. 2022)
Three Essays on Corporate Finance (Zhang, Ye. 2022)
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)
> Click here for more information on the Ph.D. in Finance program.
