Session 4 Asset Pricing - Theory & Econometrics

Generated Regressors and Inference Fragility in Two-Pass Asset Pricing

Enhance Jump Tests with Time Deformation

Exploitation Payoffs and Incentives for Exploration

Session 5  Behavioral Finance

Categorical Thinking and the Experience Effect: Evidence from Price-Based Return Predictability

Cumulative prospect theory and stock returns

Meme-Driven Gamification

Session 6 Information, Disclosure & Central-Bank Communication.

When Delayed Spotting Meets Delayed Reporting: Distortions in the Corporate Bond Index Close

Price Discovery Within Earnings Calls

Beyond Words: The Impact of Fed Chairs’ Facial Cues on Global Stock Performance