Speculative trading and bubbles: Evidence from the art market J Penasse, L Renneboog Management Science 68 (7), 4939-4963, 2022 | 58* | 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 | 37 | 2014 |
When a master dies: Speculation and asset float J Pénasse, L Renneboog, JA Scheinkman The Review of Financial Studies 34 (8), 3840-3879, 2021 | 36 | 2021 |
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 | 17 | 2023 |
Understanding alpha decay J Pénasse Management Science 68 (5), 3966-3973, 2022 | 14 | 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 | 3 | 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 |
Online Appendix for Measuring Macroeconomic Tail Risk R Marfè, J Pénasse Available at SSRN 4787738, 2024 | | 2024 |
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 Annual Imperial Conference on Advances in the Analysis of Hedge Fund Strategies, 2018 | | 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 |