Publications
2024
Equity Return Expectations and Portfolios: Evidence From Large Asset Managers. Magnus Dahlquist, Markus Ibert, Review of Financial Studies, Vol. 37, No. 6, p. 1887-1928. DOI: https://doi.org/10.1093/rfs/hhae008
Big Broad Banks: How Does Cross-selling Affect Lending?, Yingjie Qi, Review of Finance, forthcoming. DOI: https://dx.doi.org/10.2139/ssrn.3074343
How Integrated Are Credit and Equity Markets? Evidence from Index Options, Pierre Collin-Dufresne, Benjamin Junge, Anders B. Trolle, Journal of Finance, Vol. 79, No. 2, p. 949-992. DOI: https://dx.doi.org/10.2139/ssrn.3634726
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. DOI: https://doi.org/10.1086/730200
Pricing of Sustainability-Linked Bonds, Peter Feldhütter, Kristoffer Halskov and Arthur Krebbers, Journal of Financial Economics, forthcoming. DOI: https://dx.doi.org/10.2139/ssrn.4558861
Is Capital Structure Irrelevant with ESG Investors?, Peter Feldhütter, and Lasse Heje Pedersen, The Review of Financial Studies, forthcoming. DOI: https://dx.doi.org/10.2139/ssrn.4227547
The Co-holding Puzzle: New Evidence from Transaction-Level Data, John Gathergood, and Arna Olafsson, Review of Financial Studies, forthcoming. DOI: https://doi.org/10.1093/rfs/hhae016
Broken Promises, Competition, and Capital Allocation in the Mutual Fund Industry, Simona Abis, and Anton Lines, Journal of Financial Economics, Vol. 162, no.103948. DOI: https://doi.org/10.1016/j.jfineco.2024.103948
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