Papers accepted for presentation

Congratulations! The papers ‚Stock-Oil Comovement: Fundamentals or Financialization‘ and ‚Factor Models with Drifting Prices‘ will be presented at the 27th Annual Meeting of the German Finance Association (September 30 – October 02, 2021).

Papers:

‚Stock-Oil Comovement: Fundamentals or Financialization‘
Authors: Alessandro Melone, Otto Randl, Leopold Soegner, Josef Zechner

‚Factor Models with Drifting Prices‘
Authors: Carlo A. Favero (Bocconi University), Alessandro Melone, Andrea Tamoni (Rutgers Business School)