Annual Conference

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Investment Finance

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May 2024

The Value of Data to Fixed Income Investors

Jennie BAI
Keywords: value of data, information, fixed income, corporate bond, mutual fund
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Annual Conference

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Investment Finance

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May 2024

Resolving Estimation Ambiguity

Denis SOSYURA
Keywords: Disagreement, Security Valuation, Model Inputs, Subjective Beliefs
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Annual Conference

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Investment Finance

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May 2024

A Century of Market Reversals--Resurrecting Volatility

Jeffrey PONTIFF
Keywords: Market Liquidity, Volatility, Serial Correlation, Collateral, Liquidity Risk
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Annual Conference

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Investment Finance

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May 2024

Pension fund flows exchange rates and covered interest rate parity

Clemens SIALM
Keywords: exchange rates, CIP deviations, Pension Funds, market efficiency
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Annual Conference

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Investment Finance

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May 2024

Prospect Theory in the Field-Revealed Preferences from Mutual Fund Flows

Bing HAN
Keywords: Prospect Theory, Revealed Preference, Investor Demand, Mutual Funds
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