Florian Nagler is at Bocconi University. Master of Science in Quantitative Finance, 2009 - 2011. Sortieren. We are grateful for comments from Hendrik Bessembinder, Paolo Colla, Jean‐Edouard Colliard, Jesse Davis, Narayan Naik, Jens‐Dick Nielsen, Joost Driessen, Carlo Favero, Arvind Krishnamurthy, Spencer Martin, Sebastian Müller, Nicola Gennaioli, Walter Pohl, Thomas Kjær Poulsen, Francesco Saita, Francisco Santos, Andriy Shkilko, Marti G. Subrahmanyam, Christian Wagner, Michael Weber, participants at the 2014 VGSF Conference, the 2015 SFS Finance Cavalcade, the Seventh Erasmus Liquidity Conference, the 22nd Annual Meeting of the German Finance Association, the 25th Anniversary Seminar of INQUIRE Europe, the 2016 Annual Meeting of the American Finance Association, the 20th Annual Conference of the Swiss Society for Financial Market Research, the 2017 European Summer Symposium in Financial Markets, as well as seminar participants at Copenhagen Business School, Norwegian Business School, Norwegian School of Economics, Luxembourg School of Finance, and Vienna University of Economics and Business for helpful comments and suggestions.
Florian Nagler. Academic Appointment. Feedback to SSRN. He obtained a Ph.D. in Finance from the Vienna Graduate School of Finance in 2016. WU Vienna University of Economics and Business.
His research focuses on credit and liquidity risk in over-the-counter markets as well as on the intersection between corporate finance and asset pricing. Finance. supervisor: Florian Nagler 2019 Exchange Student, Wharton School of the University of Pennsylvania 2011-2016 High school Liceo Scientifico Giovanni Falcone, Asola.
Florian Nagler is at Bocconi University.
Feedback (required) Email (required) Submit If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday. Any queries (other than missing content) should be directed to the corresponding author for the article.Please check your email for instructions on resetting your password. 7 - 12 September 2020 / Guildford, Surrey, UK / University of Surrey Search and bargaining frictions combined explain more in the common dynamics of yield spread changes than inventory frictions. Nel rispetto della Direttiva 2009/136/CE, ti informiamo che il nostro sito utilizza i cookies. Faculty - Personal Page. Zitiert von. Nils Friewald is at Norwegian School of Economics and CEPR. Contact. Using transaction data on U.S. corporate bonds, we find that marketwide inventory, search, and bargaining frictions explain 23.4% of the variation in the common component. We thank INQUIRE Europe for financial support, as well as Alié Diagne and Ola Persson of the Financial Industry Regulatory Authority (FINRA) for providing us access to a proprietary data set comprising transactions in the U.S. corporate bond market.
Florian Nagler and Nils Friewald “ Over-the-Counter Market Frictions and Yield Spread Changes ” NOVEMBER 2018: Accepted at Journal of Finance Nicola Gennaioli, Pedro Bordalo, Rafael La Porta, and Andrei Shleifer, "Diagnostic Expectations and Stock Returns " SEPTEMBER 2018: Accepted at American Economic Review Systematic OTC frictions thus substantially improve the explanatory power of yield spread changes and account for one‐third of their total explained variation. If you do not receive an email within 10 minutes, your email address may not be registered, Assistant Professor of Finance, since September 2016. Nach Zitationen sortieren Nach Jahr sortieren Nach Titel sortieren. Education. Zitiert von .
Bocconi University.
Total downloads of all papers by Florian Nagler. https://www.knowledge.unibocconi.eu/notizia.php?idArt=17170 We have read the Nils Friewald is at Norwegian School of Economics and CEPR. R Jankowitsch, F Nagler, MG Subrahmanyam.
He obtained a Ph.D. in Finance from the Vienna Graduate School of Finance in 2016. Milan, MI 20136.