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Option-Implied Information and Predictability of Extreme Returns
(2013-01-28)
We study whether prices of traded options contain information about future extreme market events. Our option-implied conditional expectation of market loss due to tail events, or tail loss measure, predicts future market ...
Does Mood Affect Trading Behavior?
(2012-11-09)
We test whether investor mood affects trading with data on all stock market transactions in Finland, utilizing variation in daylight and local weather. We find some evidence that environmental mood variables (local weather, ...
Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds
(2018-11-01)
Are yields of long-maturity bonds distorted by demand pressure of clientele investors, regulatory effects, or default, flight-to-safety or liquidity premiums? Using data on German nominal bonds between 2005 and 2015, we ...
Does Monetary Policy Impact International Market Co-Movements?
(2020-05-11)
We show that FED policy announcements lead to a significant increase in international comovements in the cross-section of equity and in particular sovereign CDS markets. The relaxation of unconventionary monetary policies ...
The Power of ESG Ratings on Stock Markets
(2021-03-10)
This paper studies the impact of environmental, social, and governance (ESG) ratings on investors’ preferences and stock prices. We exploit a change in ESG rating methodology that non-linearly shifted ESG ratings for firms ...
Robintrack
Robintrack provides intra-day information on the number of investors (especially Robinhood users) holding a given stock.
Morningstar Inc.
Morningstar, Inc. operates as an investment information and services company providing data, research, and analysis of mutual funds, stocks, and variable annuities. The Company publishes a line of print, software, and ...
CBOE
Cboe Global Markets, Inc. (Cboe) is one of the world's largest exchange holding companies, offering cutting-edge trading and investment solutions to investors
Capital IQ
Capital IQ is the research division of Standard and Poor’s. It provides detailed research and analysis of the stock market to a variety of investing stakeholders. The web portal for Capital IQ’s products offers many powerful ...
CUSIP
The CUSIP system is owned by the American Bankers Association and is operated by S&P Global Market Intelligence. The operating body, CUSIP Global Services (CGS), also serves as the national numbering agency (NNA) for North ...