TAF Research Seminar
On May 3, 2022, Gregor Weiß (Leipzig University) presented the paper "Characteristic Portfolios, Conditional Quantile Curves, and the Cross-Section of Option Returns" at the TAF Research Seminar. The paper is joint work with Felix Irresberger (Durham University, UK) and Simon Fritzsch (Leipzig University).
The paper proposes to use non-parametric machine learning methods to estimate quantile curves in asset pricing. The…
Koch, Reinald, Holtmann, Svea, Giese, Henning (2022): Losses Never Sleep - The Effect of Tax Loss Offset on Stock Market Returns during Economic Crises, arqus, Quantitative Research in Taxation, Discussion Paper No. 269, www.arqus.info.
As part of the Brown Bag Seminars, Alexander Liß gave a presentation on April 19, 2022 on the topic „Ownership Uncertainty and the Role of Intellectual Property as Collateral”.
Fahr, René, Janssen, Elmar A., Sureth-Sloane, Caren (2022): Can Tax Rate Changes Accelerate Investment under Entry and Exit Flexibility? – Insights from an Economic Experiment, FinanzArchiv / Public Finance Analysis, Special Issue Behavioral Taxation, 78 (1-2), 239-289.
As part of the Brown Bag Seminars, Lisa Hillmann (WHU) gave a presentation on April 12, 2022 on the topic „The effect of limited tax loss carryforwards on corporate investment”. This presentation was part of the TRR Brown Bag series.
