_AFA 2022, EFA 2022, Federal Reserve Board Workshop on Monetary and Financial History 2019, ESSFM Gerzensee 2018_ Revise and Resubmit, _Journal of Financial Economics_ This paper provides evidence on the financial consequences of insider trading for …
_WFA 2023, INQUIRE Europe Fall Seminar 2023, SoFiE Annual Meeting 2022, INQUIRE UK Spring Seminar 2022, CREDIT Conference on Long Run Risks 2022, Frontiers of Factor Investing 2022, FMA Annual Meeting 2021_ Best Paper Award, GRASFI Conference on …
_Netspar Design Paper #218_ This paper presents evidence of a bias towards carbon-intensive companies in popular value-weighted stock market indices that are tracked by index funds and ETFs and serve as benchmark for active equity strategies. The …
Presented at Annual Meetings of the Econometric Society (ES) and Society for Financial Econometrics (SoFiE)