Finance: Empirical Asset Pricing

Speaker(s) Type Length Chair
Daniel Borup Fabian Schupp Milian Bachem Philip Nadler Contributed
14:30
90
mins
Philip Nadler

Papers

(Listed in order of speakers above)

Asset pricing with data revisions

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The (ir)relevance of the nominal lower bound for real yield curve analysis

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Factors hiding in the tails: Bias in cross-sectional tail estimates

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Empirical Asset Pricing with Functional Factors

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