Liquidity and asset pricing
Information in asset markets
Delegated portfolio management
Behavioural finance
Research highlight
The Review of Financial Studies, hhaf085
Annual Review of Financial Economics, 16, 115 - 151
We study how green investors impact firms’ stock prices and cost of capital in a model where they track an index that progressively excludes the...
In January 2020, the Greek government appointed a Commission to propose a growth plan for the Greek economy. The Pissarides Commission produced a...
The Greek government appointed in January 2020 a Commission chaired by Nobel Prize winner Christopher Pissarides to propose a growth plan. The...
We develop a two-country model in which currency and bond markets are populated by different investor clienteles, and segmentation is partly overcome...
