Browsing Recerca: working papers, informes, etc. by Author "Franzoni, Francesco"

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Browsing Recerca: working papers, informes, etc. by Author "Franzoni, Francesco"

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  • Franzoni, Francesco; Marín, José M. (2005)
    The paper argues that the market signifficantly overvalues firms with severely underfunded pension plans. These companies earn lower stock returns than firms with healthier pension plans for at least five years after the ...
  • Marín, José M.; Franzoni, Francesco (2005)
    We introduce a new dynamic trading strategy based on the systematic misspricing of U.S. companies sponsoring Defined Benefit pension plans. This portfolio produces an average return of 1.51% monthly between 1989 and 2004, ...

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