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
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
Arvanitis, S., Scaillet, O., & Topaloglou, N. (2023). Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. Management Science.
Bakalli, G., Guerrier, S., & Scaillet, O. (2023). A penalized two-pass regression to predict stock returns with time-varying risk premia. Journal of Econometrics.
Efing, M., Fahlenbrach, R., Herpfer, C., & Krüger, P. (2023). How Do Investors and Firms React to a Large, Unexpected Currency Appreciation Shock? The Review of Corporate Finance Studies, 12(3), 488–538.
Fortin, A.-P., Gagliardini, P., & Scaillet, O. (2023). Eigenvalue tests for the number of latent factors in short panels. Journal of Financial Econometrics.
Lombard, E., & Gibson Brandon, R. N. (2023). Do Wealth Managers Understand Codes of Conduct and Their Ethical Dilemmas? Lessons from an Online Survey. Journal of Business Ethics.
Menkveld, A., ... Scaillet, O., ... Zwinkels, R. Non-standard Errors. (2023). Journal of Finance.
Chaieb, I., Langlois, H., & Scaillet, O. (2021). Factors and risk premia in individual international stock returns. Journal of Financial Economics, 141(2), 669–692.
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.
Michaely, R., Rossi, S., & Weber, M. (2021). Signaling Safety. Journal of Financial Economics, 139(2), 405–427.
> For a complete list, please visit our Knowledge & Publications page.
Recent Ph.D. Theses
Analyzing semi-variances at individual level: the pricing, risk premiums, and their relation to stock return (Anisimov, E. 2023)
Essays in International Finance and Monetary Economics (Terracciano, T. 2023)
Essays in Asset Pricing (Korsaye, S. A. 2023)
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.