SAFE Working Paper Series

Nr. Forscher/innen Titel Publiziert
324 Massimiliano Caporin, Michele Costola Time-Varying Granger Causality Tests for Applications in Global Crude Oil Markets: A Study on the DCC-MGARCH Hong Test
SAFE Working Paper No. 324
Oct 2021
323 Alexandre Corhay, Thilo Kind, Howard Kung, Gonzalo Morales Discount Rates, Debt Maturity, and the Fiscal Theory
SAFE Working Paper No. 323
Oct 2021
322 Gianluca Anese, Marco Corazza, Michele Costola, Loriana Pelizzon Impact of Public News Sentiment on Stock Market Index Return and Volatility
SAFE Working Paper No. 322
Oct 2021
321 Ignazio Angeloni, Johannes Kasinger, Chantawit Tantasith The Geography of Banks in the United States (1990-2020)
SAFE Working Paper No. 321
Sep 2021
320 Sebastian Steuer, Tobias Tröger The Role of Disclosure in Green Finance
SAFE Working Paper No. 320
Aug 2021
319 Erik Theissen, Christian Westheide Call of Duty: Designated Market Maker Participation in Call Auctions
SAFE Working Paper No. 319
Aug 2021
318 Kevin Bauer,
Michael Kosfeld,
Ferdinand von Siemens
Incentives, Self-Selection, and Coordination of Motivated Agents for the Production of Social Goods
SAFE Working Paper No. 318
Jan 2021
317 Volker Flögel, Christian Schlag,
Claudia Zunft
Momentum-Managed Equity Factors
SAFE Working Paper No. 317
Jul 2021
316 Christian Mücke, Loriana Pelizzon,
Vincenzo Pezone, Anjan Thakor
The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments
SAFE Working Paper No. 316
Jul 2021
315 Kevin Bauer,
Oliver Hinz, Moritz von Zahn
Expl(AI)ned: The Impact of Explainable Artificial Intelligence on Users' Information Processing
SAFE Working Paper No. 315
Jun 2021
314 Farshid Abdi, Mila Getmansky Sherman, Emily Kormanyos, Loriana Pelizzon,
Zorka Simon
The President Reacts to News Channel of Government Communication
SAFE Working Paper No. 314
May 2021
313 Kevin Bauer,
Andrej Gill
Mirror, Mirror on the Wall: Machine Predictions and Self-Fulfilling Prophecies
SAFE Working Paper No. 313
Apr 2021
312 Can Gao, Ian Martin Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
SAFE Working Paper No. 312
Mar 2021
311 Wenhui Li, Christian Wilde Separating the Effects of Beliefs and Attitudes on Pricing under Ambiguity
SAFE Working Paper No. 311
Mar 2021
310 Loriana Pelizzon,
Aleksandra Rzeźnik, Kathleen Weiss Hanley
Investor Reliance on ESG Ratings and Stock Price Performance
SAFE Working Paper No. 310
Mar 2021
309 Tabea Bucher-Koenen, Andreas Hackethal,
Johannes Koenen, Christine Laudenbach
Gender Differences in Financial Advice
SAFE Working Paper No. 309
Feb 2021
308 Thomas Pauls The Impact of Temporal Framing on the Marginal Propensity to Consume
SAFE Working Paper No. 308
Feb 2021
307 Ester Faia, Andreas Fuster, Vincenzo Pezone, Basit Zafar Biases in Information Selection and Processing: Survey Evidence from the Pandemic
SAFE Working Paper No. 307
Feb 2021
306 Aljoscha Janssen, Johannes Kasinger Obfuscation and Rational Inattention in Digitalized Markets
SAFE Working Paper No. 306
Feb 2021
305 Sabine Bernard, Benjamin Loos, Martin Weber The Disposition Effect in Boom and Bust Markets
SAFE Working Paper No. 305
Feb 2021