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Competition and Shrouded Attributes:Evidence from the Indirect Auto Loan Market. Morteza MomeniUniversity of Kentucky. July 10, 2023. Abstract. I estimate the effect of competition among auto dealers on the joint pricing of cars andcar loans. I find
sbfc.sydney.edu.au/2023/papers/SBFC2023_6A1.pdf
3The O/S measure consistently predicts returns negatively.Johnson and So (2012) argue that this couldbe because informed investors prefer to trade options when holding negative signals. ... Chung, and Johnson (1993b) find no evidence that price changes
sbfc.sydney.edu.au/2023/papers/SBFC2023_7D3.pdf
Heterogenous Response of Credit ConditionsI. Esteban Argudoa,†. aAssistant Professor, Department of Economics, Vassar College. Abstract. I document substantial heterogeneity in the response of credit conditions to. changes in the risk-free rate.
sbfc.sydney.edu.au/2023/papers/SBFC2023_7B1.pdf
Carbon Beta: A Market-Based Measure of Climate Transition. Risk Exposure. Joop Huij† Dries Laurs. Philip Stork‡ Remco C.J. Zwinkels‖. This draft: March 2023. First draft: November 2021. We estimate asset-level climate transition risk exposure
sbfc.sydney.edu.au/2023/papers/SBFC2023_4E2.pdf