Visiting: New York University Leonard N. Stern School of Business
From September 2019 to March 2020 I will be visiting New York University Leonard N. Stern School of Business (Visiting Research Professor).
New publication: “Pricing and issuance dependencies in structured financial product portfolios”
The paper “Pricing and issuance dependencies in structured financial product portfolios” has been accepted for publication in the Journal of Futures Markets. The paper studies pricing and issuance dependencies in …
New publication: “About the fear of reputational loss: Social trading and the disposition effect”
The paper “About the fear of reputational loss: Social trading and the disposition effect” has been accepted for publication in the Journal of Banking and Finance (VHB-JOURQUAL3: A). The paper …
New publication: “I’ll Have What S/he’s Having: A Case Study of a Social Trading Network”
The paper “I’ll Have What S/he’s Having: A Case Study of a Social Trading Network” has been accepted for publication in the Proceedings of the International Conference on Information Systems …
New publication: “The determinants of CDS spreads: evidence from the model space”
The paper “The determinants of CDS spreads: evidence from the model space” has been accepted for publication in the Review of Derivatives Research (VHB-JOURQUAL3: A). The paper has been written …
New publication: “Financial Penalties and Bank Performance”
The paper “Financial Penalties and Bank Performance” has been accepted for publication in the Journal of Banking and Finance (VHB-JOURQUAL3: A). The paper provides a detailed study of the impact …