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 […]

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 […]