Kacperczyk, Marcin T.: search on Z-Library

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1

The price of sin: The effects of social norms on markets

Harrison Hong, Marcin Kacperczyk

Journal:

Journal of Financial Economics

Year:

2009

Language:

english

File:

PDF, 437 KB

english, 2009

2

On the Industry Concentration of Actively Managed Equity Mutual Funds

MARCIN KACPERCZYK, CLEMENS SIALM, LU ZHENG

Journal:

The Journal of Finance

Year:

2005

Language:

english

File:

PDF, 150 KB

english, 2005

3

Do Investors Care about Carbon Risk?

Bolton, Patrick, Kacperczyk, Marcin T.

Journal:

SSRN Electronic Journal

Year:

2019

Language:

english

File:

PDF, 710 KB

english, 2019

4

Unobserved Actions of Mutual Funds

Kacperczyk, Marcin, Sialm, Clemens, Zheng, Lu

Journal:

Review of Financial Studies

Year:

2008

Language:

english

File:

PDF, 302 KB

english, 2008

5

Labor Unions, Operating Flexibility, and the Cost of Equity

Chen, Huafeng Jason, Kacperczyk, Marcin, Ortiz-Molina, Hernán

Journal:

Journal of Financial and Quantitative Analysis

Year:

2011

Language:

english

File:

PDF, 173 KB

english, 2011

6

A new class of Bayesian semi-parametric models with applications to option pricing

Kacperczyk, Marcin, Damien, Paul, Walker, Stephen G.

Journal:

Quantitative Finance

Year:

2013

Language:

english

File:

PDF, 1.36 MB

english, 2013

7

Do Foreign Institutional Investors Improve Price Efficiency?

Kacperczyk, Marcin, Sundaresan, Savitar, Wang, Tianyu

Journal:

Review of Financial Studies

Year:

2020

File:

PDF, 2.51 MB

2020

8

Time-Varying Fund Manager Skill

KACPERCZYK, MARCIN, NIEUWERBURGH, STIJN VAN, VELDKAMP, LAURA

Journal:

The Journal of Finance

Year:

2014

Language:

english

File:

PDF, 324 KB

english, 2014

9

Fund Manager Use of Public Information: New Evidence on Managerial Skills

MARCIN KACPERCZYK, AMIT SERU

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 235 KB

english, 2007

10

When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007–2009

Marcin Kacperczyk and Philipp Schnabl

Journal:

Journal of Economic Perspectives

Year:

2010

Language:

english

File:

PDF, 2.24 MB

english, 2010

11

Rational Attention Allocation over the Business Cycle

Kacperczyk, Marcin T., Van Nieuwerburgh, Stijn, Veldkamp, Laura

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 318 KB

english, 2011

12

Fund Manager Use of Public Information: New Evidence on Managerial Skills

Marcin Kacperczyk and Amit Seru

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 5.52 MB

english, 2007

13

Hedge Funds in the Aftermath of the Financial Crisis

Stephen Brown, Marcin Kacperczyk, Alexander Ljungqvist, Anthony Lynch, Lasse Pedersen, Matthew Richardson

Journal:

Financial Markets, Institutions & Instruments

Year:

2009

Language:

english

File:

PDF, 30 KB

english, 2009

14

How Safe are Money Market Funds?

Kacperczyk, Marcin T., Schnabl, Philipp

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 1.03 MB

english, 2010

15

On the Industry Concentration of Actively Managed Equity Mutual Funds

Marcin Kacperczyk, Clemens Sialm and Lu Zheng

Journal:

The Journal of Finance

Year:

2005

Language:

english

File:

PDF, 3.26 MB

english, 2005

16

Time-Varying Fund Manager Skill

Kacperczyk, Marcin T., Van Nieuwerburgh, Stijn, Veldkamp, Laura

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 408 KB

english, 2012

17

When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009

Kacperczyk, Marcin T., Schnabl, Philipp

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 406 KB

english, 2009

18

Do Non-Financial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers

Chen, Huafeng (Jason), Kacperczyk, Marcin T., Ortiz-Molina, Hernan

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 388 KB

english, 2010

19

Chasing Private Information

Kacperczyk, Marcin T., Pagnotta, Emiliano

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 2.62 MB

english, 2015

20

A Rational Theory of Mutual Funds' Attention Allocation

Kacperczyk, Marcin, Van Nieuwerburgh, Stijn, Veldkamp, Laura

Journal:

Year:

2016

Language:

english

File:

PDF, 437 KB

english, 2016

21

A New Class of Bayesian Semiparametric Models with Applications to Option Pricing

Kacperczyk, Marcin T., Damien, Paul, Walker, Stephen G.

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 598 KB

english, 2003

22

Inside Insider Trading

Kacperczyk, Marcin T., Pagnotta, Emiliano

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 1.09 MB

english, 2018

23

Market Power and Price Informativeness

Kacperczyk, Marcin T., Nosal, Jaromir B., Sundaresan, Savitar

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 941 KB

english, 2018

24

Investor Sophistication and Capital Income Inequality

Kacperczyk, Marcin T., Nosal, Jaromir B., Stevens, Luminita

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 2.02 MB

english, 2015

25

When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007–2009

Kacperczyk, Marcin, Schnabl, Philipp

Journal:

Journal of Economic Perspectives

Year:

2010

Language:

english

File:

PDF, 248 KB

english, 2010

26

The Price of Sin: The Effects of Social Norms on Markets

Kacperczyk, Marcin T., Hong, Harrison G.

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 1.01 MB

english, 2006

27

The unintended consequences of the zero lower bound policy

Di Maggio, Marco, Kacperczyk, Marcin

Journal:

Journal of Financial Economics

Year:

2016

Language:

english

File:

PDF, 1.39 MB

english, 2016

28

Fund Manager Use of Public Information: New Evidence on Managerial Skills

Kacperczyk, Marcin T., Seru, Amit

Journal:

SSRN Electronic Journal

Year:

2004

File:

PDF, 516 KB

2004

29

On the Industry Concentration of Actively Managed Equity Mutual Funds

Kacperczyk, Marcin, Sialm, Clemens, Zheng, Lu

Year:

2004

Language:

english

File:

PDF, 267 KB

english, 2004

30

Firm Organization Matters: Evidence from Investment Responses of Centralized and Decentralized Mutual Funds to Information Shocks

Kacperczyk, Marcin T., Seru, Amit

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 244 KB

english, 2010

31

Unobserved Actions of Mutual Funds

Marcin Kacperczyk, Clemens Sialm and Lu Zheng

Journal:

Review of Financial Studies

Year:

2008

Language:

english

File:

PDF, 4.02 MB

english, 2008

32

Do Foreign Investors Improve Market Efficiency?

Kacperczyk, Marcin T., Sundaresan, Savitar, Wang, Tianyu

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 4.42 MB

english, 2018

33

Investor Sophistication and Capital Income Inequality

Kacperczyk, Marcin, Nosal, Jaromir, Stevens, Luminita

Journal:

Journal of Monetary Economics

Year:

2018

Language:

english

File:

PDF, 861 KB

english, 2018

34

Labor Unions, Operating Flexibility, and the Cost of Equity

Chen, Huafeng (Jason), Kacperczyk, Marcin T., Ortiz-Molina, Hernan

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 249 KB

english, 2009

35

Chasing Private Information

Kacperczyk, Marcin, Pagnotta, Emiliano S

Journal:

Review of Financial Studies

Year:

2019

Language:

english

File:

PDF, 1.26 MB

english, 2019

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