Center for Big Data in Finance

Publications

PUBLICATIONS BY CENTER MEMBERS

2023

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.

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. 

Is There a Replication Crisis in Finance? Theis Ingerslev Jensen, Bryan Kelly, and Lasse Heje Pedersen, Journal of Finance, forthcoming. Link to SSRN.

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 // 04/20/2023