黑料专区

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BI Research Centre

Centre for Asset Pricing Research (CAPR)

The Centre for Asset Pricing Research (CAPR) serves as a bridge between academia and the financial industry.

2024

  • Ragnar Enger Juelsrud and Ella Getz Wold

    Management Science. Doi: 10.1287/mnsc.2023.00987.

  • Paolo Giordani

    Journal of Financial Econometrics, p. 1-29. Doi: 10.1093/jjfinec/nbae028

  • Tetiana Davydiuk, Tatyana Marchuk and Samuel Rosen

    Journal of Financial Economics, 162. Doi: 10.1016/j.jfineco.2024.103946

  • Thomas F. Cooley, Espen Henriksen & Charlie Nusbaum

    European Economic Review, 169, p. 1-29. Doi: 10.1016/j.euroecorev.2024.104829

  • Andreas Fagereng, Helene Onshuus and Kjersti N. Torstensen

    Journal of Monetary Economics. March 2024. Journal of Monetary Economics, p. 1-20. Doi : 10.1016/j.jmoneco.2024.103578

  • Matti Keloharju, Samuli Knüpfer, Dagmar Müller & Joacim Tåg

    Research Policy, 53(8). Doi: 10.1016/j.respol.2024.105078

  • Spencer Andrews, Riccardo Colacito, Mariano M. Croce & Federico Gavazzoni

    Journal of Financial Economics, 159. Doi: 10.1016/j.jfineco.2024.103874

  • Sebastien Betermier, Laurent Calvet, Samuli Knüpfer & Jens Sørlie Kværner

    Journal of Finance. Forthcoming. Doi: 10.2139/ssrn.3795690

  • Costas Xiouros and Fernando Zapatero

    Journal of Financial Economics. Doi: 10.1016/j.jfineco.2023.103774

2023

  • Gauti B Eggertsson, Ragnar E. Juelsrud, Lawrence H. Summers and Ella Getz Wold

    Review of Economic Studies. Doi: 10.1093/restud/rdad085

  • Paul Ehling & Costas Xiouros

    Social Science Research Network (SSRN). Doi: 10.2139/ssrn.4558796

  • Tetiana Davydiuk, Tatyana Marchuk and Samuel Rosen

    Review of Financial Studies. Doi: 10.1093/rfs/hhad081

  • Iván Alfaro, Nick Bloom, and Xiaoji Lin

    Journal of Political Economy, 132(2), p. 577-615. Doi: 10.1086/726230

  • Alain Chaboud, Dagfinn Rime & Vladyslav Sushko

    Research Handbook of Financial Markets, chap. 12, p. 252-275. Doi: 10.4337/9781800375321.00020

  • Sven Klingler and Suresh Sundaresan

    Journal of Monetary Economics. Doi: 10.1016/j.jmoneco.2023.01.002

  • Richard Priestley and Stig Møller

    Journal of Financial and Quantitative Analysis. Doi: 10.1017/S0022109021000715

  • Ivan Alfaro, Nicholas Bloom and Xiaoji Lin

    Journal of Political Economy. Doi: 10.1086/726230

  • Mariano Massimiliano Croce, Tatyana Marchuk and Christian Schlag

    The Review of financial studies. Doi: 10.1093/rfs/hhad009

2022

  • Ilan Cooper, Andrea Mitrache and Richard Priestley

    Journal of Financial and Quantitative Analysis.

  • Samuli Knüpfer, Elias Rantapuska and Matti Sarvimäki

    Review of Finance. Doi: 10.1093/rof/rfac060 (2022)

  • Sven Klingler

    Critical Finance Review, 11(3-4), p. 505-539. Doi: 10.1561/104.00000119

  • Dagfinn Rime, Andreas Schrimpf and Olav Syrstad

    Review of Financial Studies. Volume 35, Issue 11, November 2022, Pages 5185–5227). Doi: 10.1093/rfs/hhac026

2021

  • Nicole Branger, Patrick Konermann, Christoph Meinerding and Christian Schlag

    Review of Finance, Volume 25, Issue 3, May 2021, Pages 777-818.

  • Andreas Fagereng, Magne Mogstad and Marte Rønning

    Journal of Political Economy, 129 (3) pp. 703-756, 2021.

  • Martin B. Holm, Andreas Fagereng and Gisle J. Natvik

    American Economic Journal: Macroeconomics, 13 (3) pp. 1-54, 2021.

  • Sven Klingler and Olav Syrstad

    Journal of Financial Economics, 141(2), s. 783- 801.

  • Gauti Eggertsson, Jacob Robbins and Ella Getz Wold

    Journal of Monetary Economics.

2020

  • Andreas Fagereng, Luigi Guiso, Davide Malacrino and Luigi Pistaferri

    Econometrica, 88(1), s. 115- 170.

  • Federico Gavazzoni and Ana Maria Santacreu

    Journal of Financial Economics, 136(2).

  • Martin Blomhoff Holm, Andreas Fagereng and Kjersti Næss Thorstensen

    Journal of Economic and Social Measurement, 45 (1) pp. 65-81, 2020.

  • Victoria Atanasov, Stig Møller and RIchard Priestley

    Journal of Finance, s. 1- 37.

  • Gisle James Natvik, Dagfinn Rime and Olav Syrstad

    Journal of International Money and Finance, 103(May), s. 1- 22.

  • Frank J. Fabozzi, Sven Klingler, Pia Mølgaard and Mads Stenbo Nielsen

    Journal of Financial Intermediation, Volume 46 (2021), article 100868

  • Ragnar Enger Juelsrud and Ella Getz Wold

    Journal of Financial Intermediation.

  • Zanhui Chen, Ilan Cooper, Paul Ehling and Costas Xiouros

    Management Science

  • Geir Høidal Bjønnes, Carol L. Osler and Dagfinn Rime

    International Journal of Finance and Economics.

  • Victoria Anastov, Stig Muller and Richard Priestley

    Journal of Finance, s. 1- 37, 2020.

  • Andreas Fagereng, Luigi Guiso, Davide Malacrino and Luigi Pistaferri

    Econometrica, Vol. 88, No.1, 115–170, 2020.

2019

  • Martin D. D. Evans and Dagfinn Rime

    Hamilton, Jonathan H. (red.). Oxford Research Encyclopedias: Economics and Finance.

  • Nicole Branger, Patrick Konermann and Christian Schlag

    Journal of Financial and Quantitative Analysis, 2019.

2018

  • Federico Gavazzoni, Riccardo Colacito, Mariano Massimiliano Croce and Robert Ready

    Journal of Finance, 73(6), 2018

  • Luigi Guiso, Andreas Fagereng and Luigi Pistaferri

    Review of Economic Studies, 85 (1) pp.437-474, 2018.

  • Ilan Cooper, Panayiotis Andreou, Ignacio Garcia de Olalla Lopez and Christodoulos Louca

    Journal of Empirical Finance, 49, s. 142- 156.

  • Renee B. Adams, Matti Keloharju and Samuli Knüpfer

    Journal of Financial Economics. Volume 130(2), 392-408, 2018.

  • Ilan Cooper and Paolo Maio

    Journal of Financial and Quantitative Analysis, 2018.

  • Sven Kingler and David Lando

    The Review of financial studies, 31(5), s. 1856- 1895, 2018.

  • Espen Henriksen and Thomas Cooley

    Journal of Monetary Economics, 93, s. 45- 62, 2018.

  • Ilan Cooper and Paolo Maio

    Management Science, 65(9), s. 3988- 4010, 2018.

  • Sven Kingler and Suresh Sundaresan

    Journal of Finance, 74(2), s. 675- 710, 2018.

  • Paul Ehling, Alessandro Graniero and Christian Heyerdahl-Larsen

    The Review of Economic Studies, 85(3), s. 1752- 1780, 2018.

  • Paul Ehling, Michael F. Gallmeyer, Sanjay Srivastava and Chunyu Yang

    Management Science, 64(9), s. 4157- 4176, 2018.

  • Paul Ehling, Michael F. Gallmeyer, Christian Heyerdahl-Larsen and Philipp Illeditsch

    Journal of Financial Economics, 127(3), s. 459- 484, 2018.

2017

  • Andreas Fagereng and Elin Halvorsen

    Journal of Economic and Social Measurement, 42 (1) pp.67-100, 2017.

  • Andreas Fagereng, Charles Gottlieb and Luigi Guiso

    Journal of Finance, 72 (2) pp.705-750, 2017.

  • Luigi Guiso, Andreas Fagereng and Luigi Pistaferri

    American Economic Review: Papers & Proceedings, 107 (5) pp.393-397, 2017.

  • Samuli Knüpfer, Elias Henrikki Rantapuska and Matti Sarvimäki

    Journal of Finance. Volume 72(1), pp. 133-166. 2017.

  • Paul Ehling and Christian Heyerdahl-Larsen

    Correlations

    Management Science. Volume 63, pp. 1919-1937, 2017.

2016

  • Andreas Fagereng, Cristoph Basten and Kjetil Telle

    Journal of Money, Credit and Banking, 48 (2-3) pp.293-324, 2016.

  • Andreas Fagereng, Luigi Guiso, Davide Malacrino and Luigi Pistaferri

    American Economic Review: Papers & Proceedings, 106 (5) pp.651-655, 2016.

  • Dagfinn Rime and Martin D.D. Evans

    Journal of International Money and Finance, 69(Dec.), s. 45- 68.

  • Ilan Cooper and Richard Priestley

    The Expected Returns and Valuations of Private and Public Firms

    Journal of Financial Economics. Volume 120(1) pp. 41-57, 2016.

  • Juan-Pedro Gomez, Richard Priestley and Fernando Zapatero

    Labor Income, Relative Wealth Concerns, and the Cross-Section of Stock Returns

    Journal of Financial and Quantitative Analysis. Volume 51(4) pp. 1111-1133, 2016. 

  • Mark Grinblatt, Seppo Ikäheimo, Matti Keloharju and Samuli Knüpfer

    Management Science. Volume 62(4), pp. 924-944. 2016.

  • Markku Kaustia, Samuli Knüpfer and Sami Torstila

    Management Science. Volume 62(4), pp. 945-963. 2016.

  • Francis Breedon, Dagfinn Rime and Paolo Vitale

    Journal of Money, Credit and Banking, 48(6), s. 1113- 1134, 2016.

2015

  • Paul Ehling and Christian Heyerdahl-Larsen

    Journal of Economic Theory, 160, s. 438- 462, 2015.

  • Marcel Fratzscher, Dagfinn Rime, Lucio Sarno, and Gabriele Zinna

    Journal of Monetary Economics, Volume 70, March 2015, Pages 1–21

2014

  • David Backus, Thomas Cooley and Espen Henriksen

    Demography and Low-Frequency Capital Flow

    Journal of International Economics 92:1 (2014).

  • Andreas Fagereng, Christoph Basten and Kjetil Telle

    Economic Journal, 124 (576) pp.540-568, 2014.

  • Geir Høidal Bjønnes, Steinar Holden, Dagfinn Rime and Haakon O. Aa Solheim

    The Scandinavian Journal of Economics, Volume 116.(2) p. 506-538, 2014.

  • Yin-Wong Cheung and Dagfinn Rime

    Journal of International Money and Finance, Volume 49, Part A, Pages 170-189, 2014.

  • Tompaidis and Chunyu (Ben) Yang

    Journal of Computational Finance, Volume 18(1) p.1-23, 2014.

2013

  • Patrick Konermann, Christoph Meinerding and Olga Sedova

    Review of Financial Economics, 2013, 22(1), 36-46.

  • Michael R. King, Carol L. Osler and Dagfinn Rime

    Journal of International Money and Finance, 38, s. 95- 119.

  • Espen Henriksen, Finn Kydland and Roman Šustek

    Journal of Monetary Economics, Volume 60(6), pp. 613-631, 2013. 

  • Herve Roche, Stathis Tompaidis and Chunyu (Ben) Yang

    Journal of Financial Economics, Volume 109, Issue 3, September 2013, Pages 775-796.

  • Ilan Cooper and Richard Priestley

    Review of Finance, Volume 17, No. 3, July 2013, Pages 1029-1064.

2012

  • Dagfinn Rime, Lucio Sarno and Elvira Sojli

    Journal of International Economics, 80(1), s. 72- 88.

  • Matti Keloharju, Samuli Knüpfer and Juhani T. Linnainmaa

    Review of Financial Studies, 2012.

  • Espen Henriksen and Steve Spear

    Journal of Economic Theory 147:2 (2012)

  • Samuli Knüpfer and Markku Kaustia

    Journal of Financial Economics, 2012.

  • Dagfinn Rime, Hans Jørgen Tranvåg

    Pacific Economic Review, 17(3), s. 434- 466.

  • Ilan Cooper and Richard Priestley

    Review of Finance, 17(3), s. 1029- 1064.

  • Ian Garrett and Richard Priestley

    Journal of Financial and Quantitative Analysis, Volume 47, No. 05, 2012, Page 1003-1028.

  • Vikas Agarwal, Juan-Pedro Gomez and Richard Priestley

    Journal of Economic Dynamics and Control, Volume 36, Issue 10, October 2012, Pages 1600-1625.

  • Long Chen, Zhi Da, and Richard Priestley

    Management Science, Volume 58, No. 10, October 2012.

2011

  • Ilan Cooper and Richard Priestley

    Journal of Financial Economics, 2011.

2010

  • Espen Henriksen and Finn E. Kydland

    Review of Economic Dynamics 13:2 (2010)

  • David K. Backus, Federico Gavazzoni, Christopher Telmer and Stanley E. Zin

    Social Science Research Network (SSRN)

  • Pål Boug and Andreas Fagereng

    Applied Economics, 42 (7) pp.851-864, 2010.

  • Costas Xiouros and Fernando Zapatero

    The Representative Agent of an Economy with External Habit-Formation and Heterogeneous Risk-Aversion

    Review of Financial Studies, 2010.

2009

  • Richard Priestley and Ilan Cooper

    The Review of financial studies, 22(7), s. 2801- 2833.

  • Farooq Q. Akram, Dagfinn Rime and Lucio Sarno

    Journal of Banking & Finance, 33(10), s. 1741- 1754.

  • Juan-Pedro Gómez, Richard Priestley and Fernando Zapatero

    Journal of Finance 2009. Vol, 64.(6) p. 2703-2730. 

2008

  • Samuli Knüpfer and Elias Rantapuska

    Review of Finance, 2008.

  • Dave Backus, Kjetil Storesletten and Espen Henriksen

    Taxes and the Global Allocation of Capital

    Journal of Monetary Economics 55:1 (2008)

  • Matti Keloharju, Samuli Knüpfer and Sami Torstila

    Review of Financial Studies, 2008.

  • Markku Kaustia and Samuli Knüpfer

    Journal of Finance, 2008.

  • Genaro Sucarrat, Luc Bauwens and Dagfinn Rime

    Bauwenns, Luc; Pohlmeier, Winfried & Veredas, David (red.). High-Frequency Financial Econometrics.

  • Farooq Q. Akram, Dagfinn Rime and Lucio Sarno

    Journal of International Economics, 76, s. 237- 253.

  • Daniel Aunon-Nerin and Paul Ehling

    Journal of Financial Economics 2008. Vol, 90.(3) p. 298-312.

  • David K. Backus, Espen Henriksen and Kjetil Storesletten

    Journal of Monetary Economics, Volume 55(1), pp. 48-61, 2008.

2007

  • David Saunders, Costas Xiouros and Stavros Zenios

    Annals of Operations Research, 152(1), s. 49- 77.

2006

  • Luc Bauwens, Dagfinn Rime and Genaro Sucarrat

    Empirical Economics, 30, s. 889- 911, 2006.

  • Marios Neroupposm, David Saunders, Costas Xiouros and Stavros Zenios

    Multinational Finance Journal, 10(3), s. 179- 221.

  • Ilan Cooper

    Journal of Finance 2006. Vol, 61.(1) p. 139-170. 

  • G.A. Hardouvelis, D. Malliaropulos and Richard Priestley

    Journal of Business 2006. Vol, 79.(1) p. 365-392.

2005

  • Geir Høidal Bjønnes, Dagfinn Rime and Haakon Solheim

    Journal of International Money and Finance, 24(2), s. 175- 196.

  • Geir Høidal Bjønnes and Dagfinn Rime

    Journal of Financial Economics 2005. Vol, 75.(3) p. 571-605.

2004

  • Charles Goodhart, Ryan Love, Richard Payne and Dagfinn Rime

    Economic Policy, 17, s. 536- 552.

2000

  • I. Garrett and Richard Priestley

    Journal of Financial and Quantitative Analysis 2000. Vol, 35.(2) p.