CAM research
Selected publications from CAM-affiliated researchers.
2023
Karapetyan, Artashes, Jens Kvaerner and Maximilian Rohrer, 2022: "Inefficient Regulation: Mortgages versus Total Credit", Review of Finance, Accepted
2022
Garcia, Diego, Xiaowen Hu and Maximilian Rohrer, 2022: "The Colour of Finance Words". Journal of Financial Economics, 147 (3), 525-549
Brogaard, Jonathan, Nataliya Gerasimova and Maximilian Rohrer, 2022: "The Effect of Female Leadership on Contracting from Capitol Hill to Main Street", Review of Financial Studies, R&R
Chernov, Mikhail, Lars Lochstoer and Stig Lundeby, 2022: "Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off", The Review of Financial Studies 35(3), 2022, pp 1310-1347.
Nagler, Florian, Nils Friewald and Christian Wagner, 2022: "Debt Refinancing and Equity Returns", Journal of Finance, Vol. 77 (4),2287-2329
Jagannathan, Ravi, Loriana Pelizzon, Ernst Schaumburg, Mila Getmansky Sherman and Darya Yuferova, 2022: "Recovery from fast crashes: Role of mutual funds", Journal of Financial Markets, Vol.59
2021
Bongaerts, Dion, Richard Roll, Dominik Rösch, Mathijs van Dijk and Darya Yuferova, 2021: "How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective", Management Science, Vol.68 (4)
Mjøs, Aksel, Josè Albuquerque de Sousa, Carsten Bienz, Annie Bersagel, Marte Siri Storaker and Isabelle Juillard Thompsen, 2021: "Norsif guide to ESG integration in fundamental equity valuation", Published book
Pohl, Walt, Karl Schmedders, and Ole Wilms, 2021: "Asset Pricing with Heterogeneous Agents and Long-Run Risk", Journal of Financial Economics, 140, 941-964
2019
Friewald, Nils and Florian Nagler, 2019: "Over-the-Counter Market Frictions and Yield Spread Changes", Journal of Finance, 74, 3217-3257
Contact us
- Phone
- (+47) 55 95 98 89
- nils.friewald@nhh.no