Center for Big Data in Finance (BIGFI)

Publications

PUBLICATIONS BY CENTER MEMBERS

2024

Big Broad Banks: How Does Cross-selling Affect Lending?, Yingjie Qi, Review of Finance, forthcoming. Link to SSRN.

How Integrated Are Credit and Equity Markets? Evidence from Index Options, Pierre Collin-Dufresne, Benjamin Junge, Anders B. Trolle, Journal of Finance, forthcoming. Link to SSRN. 

Misfortune and Mistake: The Financial Conditions and Decision-making Ability of High-Cost Loan Borrowers, Leandro Carvalho, Arna Olafsson, Daniel Silverman, Journal of Political Economy, forthcoming. Link to paper.

2023

Debt Dynamics and Credit Risk, Peter Feldhütter, and Stephen Schaefer, Journal of Financial Economics, Vol. 149(3), pp. 497-535. DOI: https://doi.org/10.1016/j.jfineco.2023.06.007

Is There a Replication Crisis in Finance? Theis Ingerslev Jensen, Bryan Kelly, and Lasse Heje Pedersen, Journal of Finance, Vol. 78(5), pp. 2465-2518. DOI: https://doi.org/10.1111/jofi.13249

Principal Portfolios, Bryan Kelly, Semyon Malamud, and Lasse Heje Pedersen, Journal of Finance, Vol. 78(1), pp. 347-387. DOI: https://doi.org/10.1111/jofi.13199

 

The page was last edited by: Department of Finance // 01/31/2024