CAM research

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
Email
nils.friewald@nhh.no