Computational Reproducibility in Finance: Evidence from 1,000 Tests

Christophe Perignon¹, Olivier Akmansoy¹, Christophe Hurlin², Anna Dreber^3,4, Felix Holzmeister⁴, Jurgen Huber⁴, Magnus Johannesson³, Michael Kirchler⁴, Albert Menkveld^5,6, Michael Razen⁴, Utz Weitzel^5,6,7

1: HEC Paris, France; 2: University of Orléans, France; 3: Stockholm School of Economics, Sweden; 4: University of Innsbruck, Austria; 5: Vrije Universiteit Amsterdam, Netherlands; 6: Tinbergen Institute, Netherlands; 7: Radboud University, Netherlands

AI Powered Trading, Algorithimic Collusion and Price Efficiency

Winston Dou¹, Itay Goldstein¹, Yan Ji²

1: University of Pennsylvania; 2: HKUST, Hong Kong

Traces of Humanity: Liquidity and Human Behavior in the Machine Age

Mark Kamstra², Lisa Kramer¹, Andriy Shkilko³

1: University of Toronto, Canada; 2: York University; 3: Wilfrid Laurier University

Fighting Climate Change with FinTech

Antonio Gargano¹, Alberto Rossi²

1: University of Houston, United States of America; 2: Georgetown University, United States of America

Educating Investors about Dividends

Andreas Hackethal¹, Tobin Hanspal², Samuel Hartzmark³

1: Goethe Universität; 2: WU Vienna University; 3: Boston College, United States of America

Non-fungible Cash in the Stock Market

Xindi He¹, Ning Zhu²

1: Georgia Institute of Technology, United States of America; 2: Shanghai Jiao Tong University

Household Debt Overhang and Human Capital Investment

Gustavo Manso¹, Alejandro Rivera², Hui Grace Wang³, Han Xia²

1: University of California, Berkeley; 2: University of Texas at Dallas, United States of America; 3: Bentley University

Intergenerational Mobility and Credit

J. Carter Braxton¹, Nisha Chikhale¹, Kyle Herkenhoff², Gordon Phillips³

1: University of Wisconsin; 2: University of Delaware; 3: Tuck School of Business, Dartmouth College

Mortgage Design, Repayment Schedules, and Household Borrowing

Claes Backman¹, Patrick Moran², Peter van Santen³

1: Aarhus University; 2: Federal Reserve Board, CEBI, and IFS; 3: University of Groningen

Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds

Friedrich Baumann², Ali Kakhbod¹, Dmitry Livdan², Abdolresa Nazemi¹, Norman Schuerhoff³

1: UC Berkeley, United States of America; 2: Karlsruhe Institute of Technology; 3: University of Lausanne

The Rise of Factor Investing: "Passive" Security Design and Market Implications

Lin William Cong², Shiyang Huang¹, Douglas Xu³

1: The University of Hong Kong, Hong Kong S.A.R. (China); 2: Cornell University; 3: University of Florida Warrington College of Business

Savings-and-Credit Contracts: Signaling through Costly Savings

Janis Skrastins¹, Bernardus van Doornik², David Schoenherr³, Armando Gomes¹

1: Washington University, United States of America; 2: Central Bank of Brazil; 3: Princeton University

Retail Trading Mechanisms and Execution Quality

Fatemeh Aramian, Carole Comerton-Forde

University of Melbourne, Australia

What is the value of retail order flow?

Peter Hoffmann¹, Stephan Jank²

1: European Central Bank, Germany; 2: Deutsche Bundesbank, Germany

What Does Best Execution Look Like?

Thomas Ernst¹, Andrey Malenko², Chester Spatt³, Jian Sun⁴

1: University of Maryland; 2: Boston College; 3: Carnegie Mellon University; 4: Singapore Management University

Information Design in Consumer Credit Markets

Laura Blattner², Jacob Hartwig¹, Scott Nelson¹

1: University of Chicago, United States of America; 2: Stanford University, United States of America

Searching with Inaccurate Priors in Consumer Credit Markets

Erik Berwart³, Sean Higgins¹, Sheisha Kulkarni², Santiago Truffa⁴

1: Kellogg School of Management, Northwestern University; 2: University of Virginia, United States of America; 3: Comisión para el Mercado Financiero.; 4: ESE Business School, Universidad de los Andes

Relationship Banking and Credit Scores: Evidence from a Natural Experiment

Maya Shaton¹, Nimrod Segev², Tali Bank²

1: Ben-Gurion Unversity; 2: Bank of Israel

Who Invests in Crypto? Wealth, Financial Constraints, and Risk Attitudes

Darren Aiello¹, Scott Baker², Tetyana Balyuk³, Marco Di Maggio⁴, Mark Johnson¹, Jason Kotter¹

1: Brigham Young University, United States of America; 2: Northwestern University; 3: Emory University; 4: Havard Business School

Robo-Advice for Household Debt Repayment

Francesco D'Acunto¹, Jonathan Reuter², Alberto Rossi¹

1: Georgetown University, United States of America; 2: Boston College

Trading in your Golden Years: The Effects of Early Pension Withdrawal on Individual Investments

Sumit Agarwal, Allaudeen Hameed, Yuanyuan Pan, Chek Ann Tan

National University of Singapore, Singapore

Climate Polarization and Green Investment

Anders Anderson¹, David T. R²

1: Stockholm School of Economics, Sweden; 2: Fuqua School of Business, Duke University, US

Green Investing and Political Behavior

Florian Heeb^4,1, Julian F. Koelbel^2,1, Stefano Ramelli², Anna Vasileva³

1: MIT; 2: University of St.Gallen (HSG), Switzerland; 3: Univesity of Zurich, Switzerland; 4: Goethe University Frankfurt

Corporate Capture of Congress in Carbon Politics: Evidence from Roll Call Votes

Meng Gao¹, Jiekun Huang²

1: University of Connecticut; 2: University of Illinois at Urbana-Champaign

Constrained Liquidity Provision in Currency Markets

Wenqian Huang², Angelo Ranaldo¹, Andreas Schrimpf², Fabricius Somogyi³

1: University of St. Gallen and Swiss Finance Institute; 2: Bank of International Settlements; 3: Northeastern University

Entry and Exit in Treasury Auctions

Jason Allen², Ali Hortacsu⁴, Eric Richert³, Milena Wittwer¹

1: Boston College, United States of America; 2: Bank of Canada, Canada; 3: University of Chicago, USA; 4: University of Chicago, USA

Outages in Sovereign Bond Markets

Mark Kerssenfischer, Caspar Helmus

Deutsche Bundesbank, Germany