Suchergebnisse

Sentiment Spin: Attacking Financial Sentiment with GPT-3

In: Swiss Finance Institute Research Paper No. 23-11

Thus Spoke GPT-3: Interviewing a Large-Language Model on Climate Finance

Sentiment Spin: Attacking Financial Sentiment with Gpt-3

In: FRL-D-23-00483

Are Green Innovations Priced? Evidence Beyond Patents

In: Swiss Finance Institute Research Paper No. 23-21

Stock Market Liquidity, Monetary Policy and the Business Cycle

In: Swiss Finance Institute Research Paper No. 22-93

Economic Policy Uncertainty and the Yield Curve

In: Forthcoming, Review of Finance

The Monetary Benefit of Tokenizing Renewable Energy

The Anatomy of Factor Momentum

Short-run risk, business cycle, and the value premium

In: Journal of economic dynamics & control, Band 120, S. 103993

ISSN: 0165-1889

Short-run Risk, Business Cycle, and the Value Premium

Trend and Reversal of Idiosyncratic Volatility Revisited

In: Critical Finance Review

Fama–French Factor Timing: The Long-Only Integrated Approach

Essays on arbitrage pricing theory and systemic risk modeling

Are Ratings the Worst Form of Credit Assessment Apart from All the Others?

In: Swiss Finance Institute Research Paper No. 12-09

Asset Pricing with Matrix Jump Diffusions