Topics for 2014/2015
|
# |
Topic
title |
Group |
Approach |
|
1 |
Are IPO prices efficient? |
Asset pricing |
Empirics |
|
2 |
Is the volatility of liquidity
priced? |
Asset pricing |
Empirics |
|
3 |
When did the Internet bubble
start? |
Asset pricing |
Empirics |
|
4 |
Tail price dependence in the
crisis |
Asset pricing |
Empirics |
|
5 |
Market-wide effects of Hong Kong
short selling restrictions |
Asset pricing |
Empirics |
|
6 |
Financial market integration and
systemic risk |
Banking |
Empirics |
|
7 |
Too-big-to-fail? Measuring the
systemic importance of banks |
Banking |
Empirics |
|
8 |
The economics of the European
banking union |
Banking |
Theory |
|
9 |
The economics of shadow banking |
Banking |
Theory |
|
10 |
The interconnection between bank
and sovereign risk |
Banking |
Empirics |
|
11 |
Bank charter value and risk
taking: theory and empirics |
Banking |
Empirics |
|
12 |
Impact of trading speed on return
volatility: event study |
Microstructure |
Empirics |
|
13 |
Impact of trading speed on
liquidity: event study |
Microstructure |
Empirics |
|
14 |
Impact of trading speed on price
efficiency: event study |
Microstructure |
Empirics |
|
15 |
Impact of tick size on liquidity:
event study |
Microstructure |
Empirics |
|
16 |
Impact of tick size on price
efficiency: event study |
Microstructure |
Empirics |
|
17 |
The benefits and costs of
high-frequency trading |
Microstructure |
Theory |
|
18 |
The economics of central clearing
counterparties |
Microstructure |
Theory |
|
19 |
Impact of French transaction tax
on liquidity: event study |
Microstructure |
Empirics |
|
20 |
Impact of French transaction tax
on volatility: event study |
Microstructure |
Empirics |