.... © 2022 Paul Borochin and Yanhui Zhao 2022 Paul Borochin and Yanhui Zhao Licensed re-use rights only Risk neutral skewness Momentum Return predictability G12 G13 The seminal work of Bakshi et al. (2003) spurred an ongoing investigation into the information content...

... G12 G13 Constantinides and Perrakis (2002, 2007) consider an investor who trades in a risk free asset and the market index subject to proportional transaction costs. The investor maximizes the expectation of her increasing and concave utility function of cash wealth at the end of the trading...

... Research Culture Hard misconduct Soft misconduct Proprietary data Robustness P-hacking Reverse p-hacking Falsification Fabrication Plagiarism G00 G01 G10 G11 G12 G13 G14 G15 G17 G18 G19 G21 G22 G23 G24 G28 G29 G31 G32 G33 My role in advocating for data and code...

..., Marie Dutordoir, and Chris Veld Licensed re-use rights only Convertible debt Interviews Market misvaluation Investor demand Hedge funds Investment banks G32 G13 G24 Convertible bonds are an important security class. U.S. corporations raised $801 billion in convertibles from...