Latest research
Firm-level Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, Ruishen Zhang
Carbon Beta: A Market-Based Measure of Climate Risk
Joop Huij, Dries Laurs, Philip A. Stork, Remco C. J. Zwinkels
New Accounting Standards and the Performance of Quantitative Investors
Travis Dyer, Nicholas M. Guest, Elisha Yu
Trading Volume Shares and Market Quality: Pre- and Post-Zero Commissions
Pankaj K. Jain, Suchi Mishra, Shawn O'Donoghue, Le Zhao
Do Investors Save When Market Makers Pay? Retail Execution Costs Under Payment for Order Flow Models
Samuel Adams, Connor Kasten, Eric K. Kelley
