Speculative trading and bubbles: Evidence from the art market J Penasse, L Renneboog Management Science, 2021 | 36* | 2021 |
Sentiment and art prices J Pénasse, L Renneboog, C Spaenjers Economics Letters 122 (3), 432-434, 2014 | 31 | 2014 |
The missing risk premium in exchange rates M Dahlquist, J Penasse Journal of Financial Economics, 2021 | 21 | 2021 |
When a master dies: Speculation and asset float J Pénasse, L Renneboog, JA Scheinkman The Review of Financial Studies 34 (8), 3840-3879, 2021 | 15 | 2021 |
Measuring Macroeconomic Tail Risk R Marfè, J Penasse Available at SSRN 2773874, 2016 | 13* | 2016 |
Understanding alpha decay J Pénasse Management Science, 2022 | 7* | 2022 |
Return predictability: Learning from the cross-section J Penasse Available at SSRN 2575725, 2016 | 4 | 2016 |
Investing in crises M Baron, L Laeven, J Pénasse, Y Usenko Available at SSRN 3762043, 2021 | 2 | 2021 |
Real-time forecasts of auction prices J Penasse Available at SSRN 2505653, 2014 | 1 | 2014 |
Cash flow-wise ABCDS pricing J Penasse | 1 | 2008 |
International Capital Markets and Wealth Transfers M Dahlquist, C Heyerdahl-Larsen, A Pavlova, J Pénasse Available at SSRN, 2022 | | 2022 |
Discussion of" Bonds, Stocks, and Sources of Mispricing" by Doron Avramov, Tarun Chordia, Gergana Jostova, and Alexander Philipov J Penasse | | 2018 |
Discussion of" Optimal Timing and Tilting of Equity Factors" by Hubert Dichtl, Wolfgang Drobetz, Harald Lohre, Carsten Rother, and Patrick Vosskamp J Penasse | | 2018 |
Prix des actifs et actifs sans prix J Pénasse Cergy-Pontoise, 2014 | | 2014 |
Asset prices and priceless assets J Penasse ESSEC Business School (France), 2014 | | 2014 |