Does Climate Change Affect Real Estate Prices? Only If You Believe In It
AbstractThis paper studies whether house prices reflect belief differences about climate change. We show that in an equilibrium model of housing choice in which agents derive utility from ownership in...
View ArticleCorporate Governance and Pollution Externalities of Public and Private Firms*
AbstractThe number of U.S. publicly traded firms has halved in 20 years. How will this shift in ownership structure affect the economyâs externalities? Using comprehensive data on greenhouse gas...
View ArticleClimate Finance
AbstractClimate finance is the study of local and global financing of public and private investment that seeks to support mitigation of and adaptation to climate change. In 2017, the Review of...
View ArticleIs the Risk of Sea Level Rise Capitalized in Residential Real Estate?
AbstractUsing a comprehensive database of coastal home sales merged with data on elevation relative to local tides, we compare prices for houses based on their inundation threshold under projections of...
View ArticleDo Fund Managers Misestimate Climatic Disaster Risk
AbstractWe examine whether professional money managers overreact to large climatic disasters. We find that managers within a major disaster region underweight disaster zone stocks to a much greater...
View ArticlePricing Uncertainty Induced by Climate Change
AbstractGeophysicists examine and document the repercussions for the earthâs climate induced by alternative emission scenarios and model specifications. Using simplified approximations, they produce...
View ArticleTerm structure modelling for multiple curves with stochastic discontinuities
Abstract We develop a general term structure framework taking stochastic discontinuities explicitly into account. Stochastic discontinuities are a key feature in interest rate markets, as for example...
View Articlehttps://t.co/iIZaUr0Wp6
Systematic review of financial time-series forecasting using machine learning - paperhttps://t.co/iIZaUr0Wp6 pic.twitter.com/nER3XAj2Ho â Carl Carrieâ¦
View ArticleLIBOR - Act now on replacement
LIBOR will cease after 2021. The shift away from the most widely used interest rate benchmarks is an immense change to global finance that will haveâ¦
View ArticleSEC Proposes to Modernize Key Market Infrastructure Responsible for...
The Securities and Exchange Commission today proposed to modernize the infrastructure for the collection, consolidation, and dissemination of market data for exchange-listed national market system...
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What we know and don’t know about Huawei
In recent weeks I have frequently been asked about what we should think about the policies and publicity that embroils Huawei. This is because I have been conducting research into them and many other...
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Alan Turing in America
“Beyond the way they speak, there is only one (no two!) features of American life which I find really tiresome. The impossibility of…Continue reading on Cantorâs Paradise »
View ArticleThe effects of social influence pressure source and reporting consequence on...
International Journal of Behavioural Accounting and Finance, Volume 6, Issue 2, Page 168-187, January 2017.
View ArticleInfluence of religious beliefs on estate planning decisions: evidence from...
International Journal of Behavioural Accounting and Finance, Volume 6, Issue 2, Page 155-167, January 2017.
View ArticleThe role of a pragmatist paradigm when adopting mixed methods in behavioural...
International Journal of Behavioural Accounting and Finance, Volume 6, Issue 2, Page 140-154, January 2017.
View ArticleGaussian process imputation of multiple financial series. (arXiv:2002.05789v1...
In Financial Signal Processing, multiple time series such as financial indicators, stock prices and exchange rates are strongly coupled due to their dependence on the latent state of the market and...
View ArticleDeep Learning for Financial Applications : A Survey. (arXiv:2002.05786v1...
Computational intelligence in finance has been a very popular topic for both academia and financial industry in the last few decades. Numerous studies have been published resulting in various models....
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