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Attention triggers and investors' risk-taking

Arnold, Marc; Pelster, Matthias; Subrahmanyam, Marti G. - In: Journal of financial economics 143 (2022) 2, pp. 846-875

Persistent link: https://www.econbiz.de/10013401732

In sickness and in debt : the COVID-19 impact on sovereign credit risk

Augustin, Patrick; Sokolovski, Valeri; Subrahmanyam, … - In: Journal of financial economics 143 (2022) 3, pp. 1251-1274

Persistent link: https://www.econbiz.de/10013402171

Clientele effect in sovereign bonds : evidence from Islamic Sukuk Bonds in Malaysia

Chen, Minxia; Cherian, Joseph; Li, Ziyun; Shao, Yuping; … - In: Critical finance review 11 (2022) 3/4, pp. 677-745

Persistent link: https://www.econbiz.de/10013457312

Scarcity and spotlight effects on liquidity and yield : quantitative easing in Japan

Pelizzon, Loriana; Subrahmanyam, Marti G.; Tobe, Reiko; … - 2018

Persistent link: https://www.econbiz.de/10013447882

Asset prices and the level of background risk

Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - In: Beiträge zur Mikro- und zur Makroökonomik : …, (pp. 157-171). 2001

Persistent link: https://www.econbiz.de/10014553662

Lighting up the dark : liquidity in the German corporate bond market

Gündüz, Yalın; Pelizzon, Loriana; Schneider, Michael; … - In: The journal of fixed income : JFI 33 (2023) 1, pp. 5-41

Persistent link: https://www.econbiz.de/10014310188

Quantitative easing, the repo market, and the term structure of interest rates

Jappelli, Ruggero; Pelizzon, Loriana; Subrahmanyam, Marti G. - 2023

We develop a quantity-driven general equilibrium model that integrates the term structure of interest rates with the repurchase agreements (repo) market to shed light on the combined effects of quantitative easing (QE) on the bond and money markets. We characterize in closed form the endogenous...

Persistent link: https://www.econbiz.de/10014314220

Informed options strategies before corporate events

Augustin, Patrick; Brenner, Menachem; Grass, Gunnar; … - In: Journal of financial markets 63 (2023), pp. 1-34

Persistent link: https://www.econbiz.de/10014278622

Can central banks boost corporate investment? : evidence from ECB liquidity injections

Rüden, Stine Louise von; Subrahmanyam, Marti G.; Tang, … - In: The review of corporate finance studies : RCFS 12 (2023) 2, pp. 402-442

Persistent link: https://www.econbiz.de/10014319918

Collateral eligibility of corporate debt in the Eurosystem

Pelizzon, Loriana; Riedel, Max; Simon, Zorka; … - In: Journal of financial economics 153 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015071149