Centre for Asset Pricing Research (CAPR)
The Centre for Asset Pricing Research (CAPR) serves as a bridge between academia and the financial industry.
The Centre for Asset Pricing Research (CAPR) serves as a bridge between academia and the financial industry.
Journal of Monetary Economics. Doi: 10.1016/j.jmoneco.2023.01.002
Journal of Financial and Quantitative Analysis. Doi: 10.1017/S0022109021000715
Review of Economic Studies.
Journal of Monetary Economics.
Social Epistemology, 37(1), p. 14-29. Doi: 10.1080/02691728.2022.2080127
Critical realism, championed by its proponents as the most promising post-positivist social science paradigm, has gained significant influence in the last few decades. This paper provides a critical evaluation of the critical realism movement in the hope of facilitating more fruitful dialogues between its proponents and rivalling schools of sociologists. Two concerns are raised about contemporary critical realism. First, critical realism is not the only philosophical school against positivism and not necessarily the best. Second, critical realists exaggerate the importance of critical realism to social science and conflate philosophy of science with sociological theories.
The Review of financial studies. Doi: 10.1093/rfs/hhad009
Journal of Financial and Quantitative Analysis.
Journal of Sociology and Christianity (JSC), 12(2), p. 7-28.
This article outlines a theist social science paradigm. The central thesis, derived from the assumption of an omnibenevolent and powerful God, is the Law of Divine Selection. It states that the motives of people, or the worldviews they adopt, fundamentally determine their society’s organization and evolution. In particular, the more hedonic or Nietzscheist a society is, the less progressed it will be, and the more ascetic a society is, the more progressed it will be. This provides a consistent and parsimonious explanation of many puzzles in macro-historical studies, among them the Great Divergence between the West and China, the sudden eruption of the two World Wars, and the religious distribution of Nobel Laureates.
Review of Finance. Doi: 10.1093/rof/rfac060 (2022)
Critical Finance Review, 11(3-4), p. 505-539. Doi: 10.1561/104.00000119
Review of Financial Studies. Forthcoming.
Financial Management. Doi: 10.1111/fima.12390 (2022)
Review of Finance, Volume 25, Issue 3, May 2021, Pages 777-818.
Journal of Political Economy, 129 (3) pp. 703-756, 2021.
American Economic Journal: Macroeconomics, 13 (3) pp. 1-54, 2021.
Journal of Financial Economics, 141(2), s. 783- 801.
Journal of Monetary Economics.
Max Weber Studies, 21(2), s. 203- 212.
Journal of Financial and Quantitative Analysis, Forthcoming.
Econometrica, 88(1), s. 115- 170.
Journal of Financial Economics, 136(2).
Social Science Research Network (SSRN)
Journal of Economic and Social Measurement, 45 (1) pp. 65-81, 2020.
Journal of Finance, s. 1- 37.
Journal of International Money and Finance, 103(May), s. 1- 22.
Journal of Financial Intermediation, Volume 46 (2021), article 100868
Journal of Financial Intermediation.
Forthcoming: Management Science.
International Journal of Finance and Economics.
Journal of Finance, s. 1- 37, 2020.
Econometrica, Vol. 88, No.1, 115–170, 2020.
Hamilton, Jonathan H. (red.). Oxford Research Encyclopedias: Economics and Finance.
Beta, 33(1), s. 43- 60.
Journal of Financial and Quantitative Analysis, 2019.
Journal of Finance, 73(6), 2018
Review of Economic Studies, 85 (1) pp.437-474, 2018.
Journal of Empirical Finance, 49, s. 142- 156.
Journal of Financial Economics. Volume 130(2), 392-408, 2018.
Journal of Financial and Quantitative Analysis, 2018.
The Review of financial studies, 31(5), s. 1856- 1895, 2018.
Journal of Monetary Economics, 93, s. 45- 62, 2018.
Management Science, 65(9), s. 3988- 4010, 2018.
Journal of Finance, 74(2), s. 675- 710, 2018.
The Review of Economic Studies, 85(3), s. 1752- 1780, 2018.
Management Science, 64(9), s. 4157- 4176, 2018.
Journal of Financial Economics, 127(3), s. 459- 484, 2018.
Journal of Economic and Social Measurement, 42 (1) pp.67-100, 2017.
Journal of Finance, 72 (2) pp.705-750, 2017.
American Economic Review: Papers & Proceedings, 107 (5) pp.393-397, 2017.
Journal of Finance. Volume 72(1), pp. 133-166. 2017.
Management Science. Volume 63, pp. 1919-1937, 2017.
Journal of Money, Credit and Banking, 48 (2-3) pp.293-324, 2016.
American Economic Review: Papers & Proceedings, 106 (5) pp.651-655, 2016.
Journal of International Money and Finance, 69(Dec.), s. 45- 68.
Journal of Financial Economics. Volume 120(1) pp. 41-57, 2016.
Journal of Financial and Quantitative Analysis. Volume 51(4) pp. 1111-1133, 2016.
Management Science. Volume 62(4), pp. 924-944. 2016.
Management Science. Volume 62(4), pp. 945-963. 2016.
Journal of Money, Credit and Banking, 48(6), s. 1113- 1134, 2016.
Journal of Economic Theory, 160, s. 438- 462, 2015.
Journal of Monetary Economics, Volume 70, March 2015, Pages 1–21
Journal of International Economics 92:1 (2014).
Economic Journal, 124 (576) pp.540-568, 2014.
The Scandinavian Journal of Economics, Volume 116.(2) p. 506-538, 2014.
Journal of International Money and Finance, Volume 49, Part A, Pages 170-189, 2014.
Journal of Computational Finance, Volume 18(1) p.1-23, 2014.
Review of Financial Economics, 2013, 22(1), 36-46.
Journal of International Money and Finance, 38, s. 95- 119.
Journal of Monetary Economics, Volume 60(6), pp. 613-631, 2013.
Journal of Financial Economics, Volume 109, Issue 3, September 2013, Pages 775-796.
Review of Finance, Volume 17, No. 3, July 2013, Pages 1029-1064.
Journal of International Economics, 80(1), s. 72- 88.
Review of Financial Studies, 2012.
Journal of Economic Theory 147:2 (2012)
Journal of Financial Economics, 2012.
Pacific Economic Review, 17(3), s. 434- 466.
Review of Finance, 17(3), s. 1029- 1064.
Journal of Financial and Quantitative Analysis, Volume 47, No. 05, 2012, Page 1003-1028.
Journal of Economic Dynamics and Control, Volume 36, Issue 10, October 2012, Pages 1600-1625.
Management Science, Volume 58, No. 10, October 2012.
Journal of Financial Economics, 2011.
Review of Economic Dynamics 13:2 (2010)
Social Science Research Network (SSRN)
Applied Economics, 42 (7) pp.851-864, 2010.
Review of Financial Studies, 2010.
The Review of financial studies, 22(7), s. 2801- 2833.
Journal of Banking & Finance, 33(10), s. 1741- 1754.
Journal of Finance 2009. Vol, 64.(6) p. 2703-2730.
Review of Finance, 2008.
Journal of Monetary Economics 55:1 (2008)
Review of Financial Studies, 2008.
Journal of Finance, 2008.
Bauwenns, Luc; Pohlmeier, Winfried & Veredas, David (red.). High-Frequency Financial Econometrics.
Journal of International Economics, 76, s. 237- 253.
Journal of Financial Economics 2008. Vol, 90.(3) p. 298-312.
Journal of Monetary Economics, Volume 55(1), pp. 48-61, 2008.
Annals of Operations Research, 152(1), s. 49- 77.
Empirical Economics, 30, s. 889- 911, 2006.
Multinational Finance Journal, 10(3), s. 179- 221.
Journal of Finance 2006. Vol, 61.(1) p. 139-170.
Journal of Business 2006. Vol, 79.(1) p. 365-392.
Journal of International Money and Finance, 24(2), s. 175- 196.
Journal of Financial Economics 2005. Vol, 75.(3) p. 571-605.
Economic Policy, 17, s. 536- 552.
Journal of Financial and Quantitative Analysis 2000. Vol, 35.(2) p.