Research – Working Papers

One Central Bank to Rule Them All, Francesca Brusa, Pavel Savor, and Mungo Wilson, August 2018.

Uncertainty Premia for Small and Large Risks, Pavel Savor, Mungo Wilson, and Martin Puhl, November 2016.

Policy Uncertainty and Corporate Credit Spreads, Mahsa Kaviani, Lawrence Kryzanowski, Hosein Maleki, and Pavel Savor, June 2018.

Holding on to Your Shorts: When Do Short Sellers Retreat? Pavel Savor and Mario Gamboa-Cavazos, August 2014.

Research in Progress

Ambiguity Aversion and Stock Returns: The Case of Intercompany Lawsuits, Pavel Savor.

The News That Matters: What Can Investors Learn from the Cross-Section of Stock Returns? Pavel Savor and Mungo Wilson.

Volatility Risk around Scheduled Announcements, Pavel Savor and Mungo Wilson.

Value Relevance of Income Tax Expense Post FIN 48, Leslie Robinson, Pavel Savor, and Stephanie Sikes.