Suivre
Julien Pénasse
Titre
Citée par
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Année
Speculative trading and bubbles: Evidence from the art market
J Penasse, L Renneboog
Management Science 68 (7), 4939-4963, 2022
57*2022
The missing risk premium in exchange rates
M Dahlquist, J Penasse
Journal of Financial Economics, 2021
55*2021
Sentiment and art prices
J Pénasse, L Renneboog, C Spaenjers
Economics Letters 122 (3), 432-434, 2014
392014
When a master dies: Speculation and asset float
J Pénasse, L Renneboog, JA Scheinkman
The Review of Financial Studies 34 (8), 3840-3879, 2021
342021
Measuring Macroeconomic Tail Risk
R Marfè, J Penasse
Available at SSRN 2773874, 2016
21*2016
International capital markets and wealth transfers
M Dahlquist, C Heyerdahl-Larsen, A Pavlova, J Pénasse
Swedish House of Finance Research Paper, 2023
162023
Understanding alpha decay
J Pénasse
Management Science 68 (5), 3966-3973, 2022
142022
Return predictability: Learning from the cross-section
J Penasse
Available at SSRN 2575725, 2016
42016
Investing in crises
M Baron, L Laeven, J Pénasse, Y Usenko
Available at SSRN 3762043, 2021
32021
Real-time forecasts of auction prices
J Penasse
Available at SSRN 2505653, 2014
12014
Cash flow-wise ABCDS pricing
J Penasse
12008
International Capital Market and Wealth Transfers
J PENASSE, C Heyerdahl Larsen, M Dahlquist, A Pavlova
Swedish House of Finance Research, 2023
2023
International Capital Markets and Wealth Transfers
A Pavlova, M Dahlquist, C Heyerdahl-Larsen, J Penasse
CEPR Discussion Papers, 2022
2022
The missing risk premium in exchange rates
J Penasse, D Magnus
Journal of Financial Economics, 2021
2021
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
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