SAFE Working Paper Series

No. Author/s Title Published
234 Alejandro Bernales, Nicolas Garrido, Satchit Sagade, Marcela Valenzuela, Christian Westheide Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk
SAFE Working Paper No. 234
Oct 2018
233 Baptiste Massenot, Yuri Pettinicchi Can Households See into the Future? Survey Evidence from the Netherlands
SAFE Working Paper No. 233
Jul 2018
232 Jannic Cutura Debt Holder Monitoring and Implicit Guarantees: Did the BRRD Improve Market Discipline?
SAFE Working Paper No. 232
Sep 2018
231 Benjamin Clapham, Peter Gomber, Jens Lausen, Sven Panz Liquidity Provider Incentives in Fragmented Securities Markets
SAFE Working Paper No. 231
Jul 2018
230 Yalin Gündüz, Giorgio Ottonello, Loriana Pelizzon,
Michael Schneider, Marti Subrahmanyam
Lighting up the Dark: Liquidity in the German Corporate Bond Market
SAFE Working Paper No. 230
Sep 2018
229 Daniel Harenberg Asset Pricing in OLG Economies With Borrowing Constraints and Idiosyncratic Income Risk
SAFE Working Paper No. 229
Sep 2018
228 Roberto Panzica Idiosyncratic Volatility Puzzle: The Role of Assets' Interconnections
SAFE Working Paper No. 228
Aug 2018
227 Mila Getmansky Sherman, Ravi Jagannathan, Loriana Pelizzon,
Ernst Schaumburg, Darya Yuferova
Recovery from Fast Crashes: Role of Mutual Funds
SAFE Working Paper No. 227
Jul 2018
226 Loriana Pelizzon,
Marti Subrahmanyam, Davide Tomio
Central Bank-Driven Mispricing
SAFE Working Paper No. 226
Aug 2018
225 Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo, Loriana Pelizzon Networks in Risk Spillovers: A Multivariate GARCH Perspective
SAFE Working Paper No. 225
Aug 2018
224 Mila Getmansky Sherman, Giulio Girardi, Stanislava Nikolova, Loriana Pelizzon,
Kathleen Weiss Hanley
Portfolio Similarity and Asset Liquidation in the Insurance Industry
SAFE Working Paper No. 224
Jul 2018
223 Florian Deuflhard Quantifying Inertia in Retail Deposit Markets
SAFE Working Paper No. 223
Mar 2018
222 Vanessa Endrejat, Matthias Thiemann Reviving the Shadow Banking Chain in Europe: Regulatory Agency, Technical Complexity and the Dynamics of Co-Habitation
SAFE Working Paper No. 222
Jun 2018
221 Axel Börsch-Supan, Duarte Nuno Leite, Alexander Ludwig Endogenous Retirement Behavior of Heterogeneous Households Under Pension Reforms
SAFE Working Paper No. 221
Apr 2018
220 Yangming Bao, Martin Götz Local Peer Effects and Corporate Investment
SAFE Working Paper No. 220
Jul 2018
219 Andreas Hackethal,
Christine Laudenbach,
Steffen Meyer, Annika Weber
Client Involvement in Expert Advice: Antibiotics in Finance?
SAFE Working Paper No. 219
Jul 2018
218 Florian Hoffmann, Roman Inderst, Marcus Opp Only Time will Tell: A Theory of Deferred Compensation
SAFE Working Paper No. 218
Aug 2018
217 Maddalena Davoli, Jia Hou Financial Literacy and Socialist Education: Lessons from the German Reunification
SAFE Working Paper No. 217
Aug 2018
216 Stefano Colonnello, Giuliano Curatola, Alessandro Gioffré Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
SAFE Working Paper No. 216
Jul 2018
215 Zsuzsa R. Huszar, Zorka Simon The Pricing Implications of Oligopolistic Securities Lending Market: A Beneficial Owner Perspective
SAFE Working Paper No. 215
Jun 2018