Ultimele Evenimente trecute

A Unified Framework for Anomalies based on Daily Returns

Sala 3M4, Clădirea Moxa Str.Mihail Moxa nr 5-7, București

Adam Zaremba MBS School of Business & Poznan University of Economics and Business & Monash University; adam.zaremba@ue.poznan.pl Abstract: Numerous cross-sectional equity anomalies draw on the same underlying information: the sequence of daily returns over the previous month. Using a data-driven approach, we estimate the empirical mapping from the distribution of last month’s daily returns to future […]

The Intelligent Skewness Factor

Sala 3M4, Clădirea Moxa Str.Mihail Moxa nr 5-7, București

Dan Gabriel Anghel Bucharest University of Economic Studies and Institute for Economic Forecasting, Romanian Academy; dan.anghel@fin.ase.ro Abstract: TBA. Zoom: https://ase.zoom.us/j/88975840175?pwd=Q0ZnbHl0TjhqcEtzVnhMUWRmdWdPQT09 Activitate de socializare: TBD

The Intelligent Skewness Factor

Sala 3M4, Clădirea Moxa Str.Mihail Moxa nr 5-7, București

Alexandru Minea University of Orléans, University Clermont Auvergne, and Carleton University; alexandru.minea@uca.fr Abstract: This paper introduces a fiscal feedback rule (FFR) in an endogenous growth model with public debt dynamics. We assume that part of the debt burden is covered by tax increases (we name this “sterilization”), while the remaining part is financed by issuing new […]