Corporate Bond Factors: Replication Failures and a New Framework
Jens Dick-Nielsen (Copenhagen Business School, Denmark)
- TI Finance Research Seminars
Jens Dick-Nielsen (Copenhagen Business School, Denmark)
Gabor Pinter (Bank for International Settlements)
Victoria Vanasco (Centre de Recerca en Economia Internacional – CREI, Spain)
Irina Zviadadze (HEC Paris, France)
Alexander Ljungqvist (Stockholm School of Economics, Sweden)
James J. Choi (Yale University, United States)
Lucian Taylor (University of Pennsylvania, United States)
Norman Schürhoff (University of Lausanne, Zwitserland)
Alexander Ljungqvist (Stockholm School of Economics, Sweden)
Melissa Prado (Nova School of Business and Economics, Portugal)
Rodney Garratt (Bank for International Settlements, Switzerland, & UC Santa Barbara, US)
Ernst Maug (University of Mannheim, Germany)
Farzad Saidi (University of Bonn, Germany)
Carlo Altavilla (ECB, Germany)
Toni Ahnert (ECB, Germany)
Steven Ongena (University of Zurich, Switzerland)
Peter Bossaerts (University of Melbourne, Australia and Cambridge University, United Kingdom)
Sebastian Doerr (Bank for International Settlements)
Alberto Manconi (Bocconi University, Italy)
Miguel Ferreira (Nova School of Business and Economics, Portugal)