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Media type: Electronic Serial; Monograph Series
Title: Research paper series / Swiss Finance Institute
Other titles: Abweichender Titel teils: Swiss Finance Institute research paper series
Abweichender Titel teils: Swiss Finance Institute research paper
Contributor: Swiss Finance Institute
imprint: Geneva, 2006-
Publication information: 2006 -
Language: English
Keywords: Arbeitspapier ; Graue Literatur ; Monografische Reihe
Origination:
Footnote: Einzelne Bände zugleich Bände von: George Mason University law and economics research paper series
Access State: Open Access

> Publishers' series

Leippold, Markus [Author]; Matthys, Felix [Author]; Mueller, Philippe [Author]; Svaton, Michal [Author]
no 24, 13: Political uncertainty and currency markets Markus Leippold, Felix H.A. Matthys, Philippe Mueller, Michal Svaton
Geneva: Swiss Finance Institute, [2024]

Gemmi, Luca [Author]; Mihet, Roxana [Author]
no 24, 20: Household belief formation in uncertain times Luca Gemmi, Roxana Mihet
Geneva: Swiss Finance Institute, [2024]

Nyborg, Kjell G. [Author]; Woschitz, Jiri [Author]
no 24, 03: Robust difference-in-differences analysis when there is a term structure Kjell G. Nyborg, Jiri Woschitz
Geneva: Swiss Finance Institute, [2024]

Howe, Lauren [Author]; Giurge, Laura M. [Author]; Wagner, Alexander F. [Author]; Menges, Jochen [Author]
no 24, 19: CEOs showing humanity human care statements in conference calls and stock market performance during crisis Lauren C. Howe, Laura M. Giurge, Alexander F. Wagner, Jochen I. Menges
Geneva: Swiss Finance Institute, [2024]

Goel, Anubha [Author]; Filipović, Damir [Author]; Pasricha, Puneet [Author]
no 24, 07: Sparse portfolio selection via topological data analysis based clustering Anubha Goel, Damir Filipovic, Puneet Pasricha
Geneva: Swiss Finance Institute, [2024]

Arvanitis, Stelios [Author]; Scaillet, Olivier [Author]; Topaloglou, Nikolas [Author]
no 24, 08: Sparse spanning portfolios and under-diversification with second-order stochastic dominance Stelios Arvanitis, Olivier Scaillet, Nikolas Topaloglou
Geneva: Swiss Finance Institute, [2024]

Shmygel, Alona [Author]; Ongena, Steven [Author]
no 24, 09: Cyclical systemic risk and banks' vulnerability Alona Shmygel, Steven Ongena
Geneva: Swiss Finance Institute, [2024]

Sornette, Didier [Author]; Zhang, Yu [Author]
no 24, 02: Scaling laws and statistical properties of the transaction flows and holding times of bitcoin Didier Sornette and Yu Zhang
Geneva: Swiss Finance Institute, [2024]

Heeb, Florian [Author]; Kölbel, Julian [Author]
no 24, 04: The impact of climate engagement a field experiment Florian Heeb, Julian F. Kölbel
Geneva: Swiss Finance Institute, [2024]

Berrada, Tony [Author]; Bossaerts, Peter L. [Author]; Ugazio, Giuseppe [Author]
no 24, 05: Investments and asset pricing in a world of satisficing agents Tony Berrada, Peter Bossaerts, Giuseppe Ugazio
Geneva: Swiss Finance Institute, [2024]

Geelen, Thomas [Author]; Hajda, Jakub [Author]; Morellec, Erwan [Author]; Winegar, Adam [Author]
no 24, 06: Asset life, leverage, and debt maturity matching Thomas Geelen, Jakub Hajda, Erwan Morellec, Adam Winegar
Geneva: Swiss Finance Institute, [2024]

Leippold, Markus [Author]; Svaton, Michal [Author]
no 24, 12: Scheduling processes and inference of scheduled events from price data Markus Leippold, Michal Svaton
Geneva: Swiss Finance Institute, [2024]

Bhutta, Neil [Author]; Fuster, Andreas [Author]; Hizmo, Aurel [Author]
no 24, 21: Paying too much? borrower sophistication and overpayment in the US mortgage market Neil Bhutta, Andreas Fuster, Aurel Hizmo
Geneva: Swiss Finance Institute, [2024]

Ceccarelli, Marco [Author]; Ramelli, Stefano [Author]
no 24, 22: Climate transition beliefs Marco Ceccarelli, Stefano Ramelli
Geneva: Swiss Finance Institute, [2024]

Jansen, Kristy A. E. [Author]; Klingler, Sven [Author]; Ranaldo, Angelo [Author]; Duijm, Patty [Author]
no 24, 16: Pension liquidity risk Kristy A.E. Jansen, Sven Klingler, Angelo Ranaldo, Patty Duijm
Geneva: Swiss Finance Institute, [2024]

Nyborg, Kjell G. [Author]; Woschitz, Jiri [Author]
no 24, 17: The price of money: the reserves convertibility premium over the term structure Kjell G. Nyborg, Jiri Woschitz
Geneva: Swiss Finance Institute, February 2024

Schlosser, Malte [Author]; Trutwin, Ester [Author]; Hens, Thorsten [Author]
no 24, 18: Green innovations - do patents pay off for the environment or for the investors? Malte Schlosser, Ester Trutwin, Thorsten Hens
Geneva: Swiss Finance Institute, [2024]

Füss, Roland [Author]; Glück, Thorsten [Author]; Koeppel, Christian [Author]; Miebs, Felix [Author]
no 24, 10: An averaging framework for minimum-variance portfolios: optimal rules for combining portfolio weights Roland Füss, Thorsten Glück, Christian Koeppel, Felix Miebs
Geneva: Swiss Finance Institute, [2024]

Berger, Allen N. [Author]; Nistor, Simona [Author]; Ongena, Steven [Author]; Tsyplakov, Sergey [Author]
no 24, 11: Do "too-big-to-fail" banks receive preferential treatment in bailouts? surprising results from a cross-country analysis Allen N. Berger, Simona Nistor, Steven Ongena, Sergey Tsyplakov
Geneva: Swiss Finance Institute, February 1, 2024

Kelly, Bryan T. [Author]; Kuznetsov, Boris [Author]; Malamud, Semyon [Author]; Xu, Teng Andrea [Author]
no 23, 121: Large (and deep) factor models Bryan Kelly, Boris Kuznetsov, Semyon Malamud, and Teng Andrea Xu
Geneva: Swiss Finance Institute, [2024]

Malamud, Semyon [Author]; Schrimpf, Andreas [Author]; Zhang, Yuan [Author]
no 24, 01: An intermediation-based model of exchange rates Semyon Malamud, Andreas Schrimpf, Yuan Zhang
Geneva: Swiss Finance Institute, [2024]

Leippold, Markus [Author]; Sautner, Zacharias [Author]; Yu, Tingyu [Author]
no 24, 14: Corporate climate lobbying Markus Leippold, Zacharias Sautner, Tingyu Yu
Geneva: Swiss Finance Institute, [2024]

Seghini, Caterina [Author]
no 24, 15: Sovereign debt sustainability, the carbon budget and climate damages Caterina Seghini
[Geneva]: [Swiss Finance Institute], [2024]

Andrieş, Alin Marius [Author]; Ongena, Steven [Author]; Sprincean, Nicu [Author]
no 24, 23: Good and bad credit growth sectoral credit allocation and systemic risk Alin Marius Andrieș, Steven Ongena, Nicu Sprincean
Geneva: Swiss Finance Institute, [2024]

Buchak, Greg [Author]; Chau, N. Vera [Author]; Jørring, Adam [Author]
no 23, 67: Integrated intermediation and fintech market power Greg Buchak, N Vera Chau, Adam Jørring
Geneva: Swiss Finance Institute, [2023]

Hoepner, Andreas G. F. [Author]; Oikonomou, Ioannis [Author]; Sautner, Zacharias [Author]; Starks, Laura T. [Author]; Zhou, Xiao Yan [Author]
no 23, 77: ESG shareholder engagement and downside risk Andreas G. F. Hoepner, Ioannis Oikonomou, Zacharias Sautner, Laura T. Starks, Xiao Y. Zhou
Geneva: Swiss Finance Institute, [2023]

Abedifar, Pejman [Author]; Doustali, Hossein [Author]; Ongena, Steven [Author]
no 23, 78: Marketplace lending: a resilient alternative in the face of natural disasters? Pejman Abedifar, Hossein Doustali, Steven Ongena
Geneva: Swiss Finance Institute, [2023]

Haq, Mamiza [Author]; Ongena, Steven [Author]; Pu, Juying [Author]; Tan, Eric K. M. [Author]
no 23, 79: Do banks engage in earnings management? the role of dividends and institutional factors Mamiza Haq, Steven Ongena, Juying Pu, Eric K.M. Tan
Geneva: Swiss Finance Institute, [2023]

Ni, Jingwei [Author]; Bingler, Julia Anna [Author]; Colesanti Senni, Chiara [Author]; Kraus, Mathias [Author]; Gostlow, Glen [Author]; Schimanski, Tobias [Author]; Stammbach, Dominik [Author]; Vaghefi, Saeid Ashraf [Author]; Wang, Qian [Author]; Webersinke, Nicolas [Author]; Wekhof, Tobias [Author]; Yu, Tingyu [Author]; Leippold, Markus [Author]
no 23, 111: CHATREPORT: democratizing sustainability disclosure analysis through LLM-based tools Jingwei Ni, Julia Bingler, Chiara Colesanti-Senni, Mathias Kraus, Glen Gostlow, Tobias Schimanski, Dominik Stammbach, Saeid Ashraf Vaghefi, Qian Wang, Nicolas Webersinke, Tobias Wekhof, Tingyu Yu, Markus Leippold
Geneva: Swiss Finance Institute, [2023]

Gao, Mingze [Author]; Huang, Yunying [Author]; Ongena, Steven [Author]; Wu, Eliza [Author]
no 23, 84: Borrower technology similarity and bank loan contracting Mingze Gao, Yunying Huang, Steven Ongena, Eliza Wu
Geneva: Swiss Finance Institute, [2023]

Gomes, Orlando [Author]; Mihet, Roxana [Author]; Rishabh, Kumar [Author]
no 23, 86: Cyber risk-driven innovation in the modern data economy Orlando Gomes, Roxana Mihet, Kumar Rishabh
Geneva: Swiss Finance Institute, [2023]

Kazakis, Pantelis [Author]; Leung, Woon Sau [Author]; Ongena, Steven [Author]
no 23, 89: Investment efficiency of private and public firms Pantelis Kazakis, Woon Sau Leung, Steven Ongena
Geneva: Swiss Finance Institute, [2023]

Akyildirim, Erdinc [Author]; Corbet, Shaen [Author]; Ongena, Steven [Author]; Oxley, Les [Author]
no 23, 90: Greenwashing: do investors, markets and boards really care? Erdinc Akyildirim, Shaen Corbet, Steven Ongena, Les Oxley
Geneva: Swiss Finance Institute, [2023]

Fatouh, Mahmoud [Author]; Giansante, Simone [Author]; Ongena, Steven [Author]
no 23, 91: Leverage ratio, risk-based capital requirements, and risk-taking in the UK Mahmoud Fatouh, Simone Giansante, Steven Ongena
Geneva: Swiss Finance Institute, [2023]

Cochardt, Alexander Elmar [Author]; Heller, Stephan [Author]; Orlov, Vitaly [Author]
no 23, 64: Do mutual funds greenwash? evidence from fund name changes Alexander Cochardt, Stephan Heller, Vitaly Orlov
Geneva: Swiss Finance Institute, [2023]

Martini, Felix [Author]; Sautner, Zacharias [Author]; Steffen, Sascha [Author]; Theunisz, Carola [Author]
no 23, 66: Climate transition risks of banks? Felix Martini, Zacharias Sautner, Sascha Steffen, Carola Theunisz
Geneva: Swiss Finance Institute, [2023]

Bacchetta, Philippe [Author]; Benhima, Kenza [Author]; Berthold, Brendan [Author]
no 23, 71: Foreign exchange intervention with UIP and CIP deviations the case of small safe haven economies Philippe Bacchetta, Kenza Benhima, Brendan Berthold
Geneva: Swiss Finance Institute, August 31, 2023

Eugster, Florian [Author]; Kallunki, Jenni [Author]; Kallunki, Juha-Pekka [Author]; Nilsson, Henrik [Author]
no 23, 75: Managerial extraversion and corporate voluntary disclosure Florian Eugster, Jenni Kallunki, Juha-Pekka Kallunki, Henrik Nilsson
Geneva: Swiss Finance Institute, [2023]

Kelly, Bryan T. [Author]; Malamud, Semyon [Author]; Pourmohammadi, Mohammad [Author]; Trojani, Fabio [Author]
no 23, 119: Universal portfolio shrinkage Bryan Kelly, Semyon Malamud, Mohammad Pourmohammadi, and Fabio Trojani
Geneva: Swiss Finance Institute, [2023]

Hens, Thorsten [Author]; Trutwin, Ester [Author]
no 23, 83: Sustainable investing in imperfect markets Thorsten Hens, Ester Trutwin
Geneva: Swiss Finance Institute, [2023]

Baumann, Friedrich [Author]; Kakhbod, Ali [Author]; Livdan, Dmitry [Author]; Nazemi, Abdolreza [Author]; Schürhoff, Norman [Author]
no 23, 85: Life after default: dealer intermediation and recovery in defaulted corporate bonds Friedrich Baumann, Ali Kakhbod, Dmitry Livdan, Abdolreza Nazemi, Norman Schürhoff
Geneva: Swiss Finance Institute, [2023]

Berrada, Tony [Author]; Detemple, Jérôme B. [Author]; Rindisbacher, Marcel [Author]
no 23, 95: Volatility during the COVID-19 Pandemic Tony Berrada, Jerome Detemple, Marcel Rindisbacher
Geneva: Swiss Finance Institute, [2023]

Weingärtner, Tim [Author]; Fasser, Fabian [Author]; Costa, Pedro Reis Sá da [Author]; Farkas, Walter [Author]
no 23, 96: Deciphering DeFi: a comprehensive analysis and visualization of risks in decentralized finance Tim Weingärtner, Fabian Fasser, Pedro Reis Sá da Costa, Walter Farkas
Geneva: Swiss Finance Institute, [2023]

Camenzind, Nicolas [Author]; Filipović, Damir [Author]
no 23, 97: Stripping the Swiss discount curve Nicolas Camenzind, Damir Filipovíc
Geneva: Swiss Finance Institute, [2023]

Gündüz, Yalın [Author]; Ongena, Steven [Author]; Tümer-Alkan, Günseli [Author]; Yu, Yuejuan [Author]
no 23, 102: CDS and credit: the effect of the bangs on credit insurance, lending and hedging Yalin Gündüz, Steven Ongena, Günseli Tümer-Alkan, Yuejuan Yu
Geneva: Swiss Finance Institute, [2023]

Breckenfelder, Johannes [Author]; Collin-Dufresne, Pierre [Author]; Corradin, Stefano [Author]
no 23, 104: Is the bond market competitive? evidence from the ECB's asset purchase programme Johannes Breckenfelder, Pierre Collin-Dufresne, Stefano Corradin
Geneva: Swiss Finance Institute, [2023]

Franzoni, Francesco [Author]; Giannetti, Mariassunta [Author]; Tubaldi, Roberto [Author]
no 23, 105: Supply chain shortages, large firms' market power, and inflation Francesco Franzoni, Mariassunta Giannetti, Roberto Tubaldi
Geneva: Swiss Finance Institute, [2023]

Gallien, Florent [Author]; Glebkin, Sergei [Author]; Kassibrakis, Serge [Author]; Malamud, Semyon [Author]; Teguia, Alberto [Author]
no 23, 68: Price formation in the foreign exchange market Florent Gallien, Sergei Glebkin, Serge Kassibrakis, Semyon Malamud, Alberto Teguia
Geneva: Swiss Finance Institute, [2023]

Cooper, Ian [Author]; Nyborg, Kjell G. [Author]
no 23, 74: LBO valuation using flows to equity Ian A. Cooper, Kjell G. Nyborg
Geneva: Swiss Finance Institute, [2023]

Quaini, Alberto [Author]; Trojani, Fabio [Author]; Yuan, Ming [Author]
no 23, 81: Tradable factor risk premia and oracle tests of asset pricing models Alberto Quaini, Fabio Trojani, Ming Yuan
Geneva: Swiss Finance Institute, [2023]

Goyal, Amit [Author]; Wahal, Sunil [Author]
no 23, 107: R&D, innovation, and the stock market Amit Goyal, Sunil Wahal
Geneva: Swiss Finance Institute, [2023]

Aydin, Eren [Author]; Kürschner Rauck, Kathleen [Author]
no 23, 109: Public transport subsidization and air pollution evidence from the 9-Euro-Ticket in Germany Eren Aydin, Kathleen Kürschner Rauck
Geneva: Swiss Finance Institute, [2023]

Schimanski, Tobias [Author]; Bingler, Julia Anna [Author]; Hyslop, Camilla [Author]; Kraus, Mathias [Author]; Leippold, Markus [Author]
no 23, 110: ClimateBERT-NetZero: detecting and assessing net zero and reduction targets Tobias Schimanski, Julia Bingler, Camilla Hyslop, Mathias Kraus, Markus Leippold
Geneva: Swiss Finance Institute, [2023]

Bacchetta, Philippe [Author]; Davis, Scott [Author]; Van Wincoop, Eric [Author]
no 23, 117: Dollar shortages, CIP deviations, and the safe haven role of the dollar Philippe Bacchetta, J. Scott Davis, Eric van Wincoop
Geneva: Swiss Finance Institute, [2023]

Vaghefi, Saeid Ashraf [Author]; Wang, Qian [Author]; Muccione, Veruska [Author]; Ni, Jingwei [Author]; Kraus, Mathias [Author]; Bingler, Julia Anna [Author]; Schimanski, Tobias [Author]; Colesanti Senni, Chiara [Author]; Stammbach, Dominik [Author]; Webersinke, Nicolas [Author]; Huggel, Christrian [Author]; Leippold, Markus [Author]
no 23, 88: chatClimate: grounding conversational AI in climate science Saeid Ashraf Vaghefi, Qian Wang, Veruska Muccione, Jingwei Ni, Mathias Kraus, Julia Bingler, Tobias Schimanski, Chiara Colesanti-Senni, Dominik Stammbach, Nicolas Webersinke, Christrian Huggel, Markus Leippold
Geneva: Swiss Finance Institute, [2023]

Sautner, Zacharias [Author]; Lent, Laurence van [Author]; Vilkov, Grigory [Author]; Zhang, Ruishen [Author]
no 23, 92: Climate value and values discovery in earnings calls Zacharias Sautner, Laurence van Lent, Grigory Vilkov, Ruishen Zhang
Geneva: Swiss Finance Institute, [2023]

Liu, Crocker H. [Author]; Trzcinka, Charles [Author]; Zhao, Ziwei [Author]
no 23, 62: A solution to the Chinese trading halt puzzle Crocker H. Liu, Charles Trzcinka, Ziwei Zhao
Geneva: Swiss Finance Institute, [2023]

Allen, Franklin [Author]; Haas, Marlene [Author]; Pirovano, Matteo [Author]; Tengulov, Angel [Author]
no 23, 63: How prevalent are short squeezes? evidence from the US and Europe Franklin Allen, Marlene Haas, Matteo Pirovano, Angel Tengulov
Geneva: Swiss Finance Institute, [2023]

Pursiainen, Vesa [Author]; Sun, Hanwen [Author]; Xiang, Yue [Author]
no 23, 69: Competitive pressure and ESG Vesa Pursiainen, Hanwen Sun, Yue Xiang
Geneva: Swiss Finance Institute, [2023]

Delis, Fotios [Author]; Delēs, Manthos D. [Author]; Kokas, Sotirios [Author]; Laeven, Luc [Author]; Ongena, Steven [Author]
no 23, 70: Profit shifting and firm credit Fotios Delis, Manthos D. Delis, Sotirios Kokas, Luc Laeven, Steven Ongena
Geneva: Swiss Finance Institute, [2023]

Evstigneev, Igor V. [Author]; Hens, Thorsten [Author]; Vanaei, Mohammad Javad [Author]; Zhitlukhin, M. V. [Author]
no 23, 72: Behavioral finance through the lens of evolution "survival of the fittest" for portfolio rules Igor Evstigneev, Thorsten Hens, Mohammad Javad Vanaei, Mikhail Zhitlukhin
Geneva: Swiss Finance Institute, [2023]

Hoesli, Martin [Author]; Malle, Richard [Author]
no 23, 73: Commercial real estate prices in Europe after COVID-19 Martin Hoesli, Richard Malle
Geneva: Swiss Finance Institute, [2023]

Kubler, Felix [Author]
no 23, 76: International welfare gains from sharing climate-risk Felix Kübler
Geneva: Swiss Finance Institute, September 3, 2023

Kara, Alper [Author]; Ongena, Steven [Author]; Yildiz, Yilmaz [Author]
no 23, 80: Does being a responsible bank pay off? evidence from the COVID-19 pandemic Alper Kara, Steven Ongena, Yilmaz Yildiz
Geneva: Swiss Finance Institute, [2023]

Di Maggio, Marco [Author]; Franzoni, Francesco [Author]; Kogan, Shimon [Author]; Xing, Ran [Author]
no 23, 108: Avoiding idiosyncratic volatility flow sensitivity to individual stock returns Marco Di Maggio, Francesco Franzoni, Shimon Kogan, Ran Xing
Geneva: Swiss Finance Institute, [2023]

Gaegauf, Luca [Author]; Scheidegger, Simon [Author]; Trojani, Fabio [Author]
no 23, 114: A comprehensive machine learning framework for dynamic portfolio choice with transaction costs Luca Gaegauf, Simon Scheidegger, Fabio Trojani
Geneva: Swiss Finance Institute, [2023]

Luu Duc Toan Huynh [Author]; Hoang, Khanh [Author]; Ongena, Steven [Author]
no 23, 115: The impact of foreign sanctions on firm performance in Russia Luu Duc Toan Huynh, Khanh Hoang, Steven Ongena
Geneva: Swiss Finance Institute, [2023]

Glebkin, Sergei [Author]; Malamud, Semyon [Author]; Teguia, Alberto [Author]
no 23, 116: Strategic trading with wealth effects Sergei Glebkin, Semyon Malamud, Alberto Teguia
Geneva: Swiss Finance Institute, [2023]

Mitchard, Edward T. A. [Author]; Carstairs, Harry [Author]; Cosenza, Riccardo [Author]; Saatchi, Sassan S. [Author]; Funk, Jason [Author]; Nieto Quintano, Paula [Author]; Brade, Thom [Author]; McNicol, Iain M. [Author]; Meir, Patrick [Author]; Collins, Murray B. [Author]; Nowak, Eric [Author]
no 23, 120: Serious errors impair an assessment of forest carbon projects a rebuttal of West et al. (2023) authors: Edward T. A. Mitchard, Harry Carstairs, Riccardo Cosenza, Sassan S. Saatchi, Jason Funk, Paula Nieto Quintano, Thom Brade, Iain M. McNicol, Patrick Meir, Murray B. Collins, Eric Nowak
Geneva: Swiss Finance Institute, [2023]

Debener, Jörn [Author]; Fenner, Arved [Author]; Klein, Philipp [Author]; Ongena, Steven [Author]
no 23, 93: Textual disclosure in prospectuses and investors' security pricing Jörn Debener, Arved Fenner, Philipp Klein, Steven Ongena
Geneva: Swiss Finance Institute, [2023]

Plazzi, Alberto [Author]; Tamoni, Andrea [Author]; Zanotti, Marco [Author]
no 23, 94: Financial intermediaries and demand for duration Alberto Plazzi, Andrea Tamoni and Marco Zanotti
Geneva: Swiss Finance Institute, [2023]

Füss, Roland [Author]; Kürschner Rauck, Kathleen [Author]; Weigand, Alois [Author]
no 23, 100: Photovoltaic systems and housing prices the relevance of view Roland Füss, Kathleen Kürschner Rauck, Alois Weigand
Geneva: Swiss Finance Institute, [2023]

Bali, Turan G. [Author]; Beckmeyer, Heiner [Author]; Goyal, Amit [Author]
no 23, 106: A joint factor model for bonds, stocks, and options Turan G. Bali, Heiner Beckmeyer, Amit Goyal
Geneva: Swiss Finance Institute, [2023]

Didisheim, Antoine [Author]; Kelly, Bryan T. [Author]; Malamud, Semyon [Author]
no 22, 20: Deep regression ensembles Antoine Didisheim, Bryan T. Kelly, Semyon Malamud
Geneva: Swiss Finance Institute, [2022]

Gibson, Rajna [Author]; Hoesli, Martin [Author]; Shan, Jiajun [Author]
no 22, 12: The valuation of iIlliquid assets a focus on private equity and real estate Rajna Gibson, Martin Hoesli, Jiajun Shan
Geneva: Swiss Finance Institute, [2022]

Berrada, Tony [Author]; Engelhardt, Leonie [Author]; Gibson, Rajna [Author]; Krüger, Philipp [Author]
no 22, 26: The economics of sustainability linked bonds Tony Berrada, Leonie Engelhardt, Rajna Gibson, Philipp Krueger
Geneva: Swiss Finance Institute, [2022]

Burietz, Aurore [Author]; Ongena, Steven [Author]; Picault, Matthieu [Author]
no 22, 17: Taxing banks leverage and syndicated lending a cross-country comparison Aurore Burietz, Steven Ongena, Matthieu Picault
Geneva: Swiss Finance Institute, [2022]

Jaunin, Coralie [Author]; Terracciano, Tammaro [Author]
no 22, 19: Investors are listening: how green funds are reshaping firms' incentives Coralie Jaunin, Tammaro Terracciano
Geneva: Swiss Finance Institute, [2022]

Evgeniou, Theodoros [Author]; Hugonnier, Julien [Author]; Prieto, Rodolfo [Author]
no 22, 21: Asset pricing with costly short sales Theodoros Evgeniou, Julien Hugonnier, Rodolfo Prieto
Geneva: Swiss Finance Institute, [2022]

Newton, David P. [Author]; Ongena, Steven [Author]; Xie, Ru [Author]; Zhao, Binru [Author]
no 22, 22: Banks vs. markets: are banks more effective in facilitating sustainability? David P. Newton, Steven Ongena, Ru Xie, Binru Zhao
Geneva: Swiss Finance Institute, 09 March 2022

Eren, Egemen [Author]; Malamud, Semyon [Author]; Zhou, Haonan [Author]
no 22, 15: International pecking order Egemen Eren, Semyon Malamud, Haonan Zhou
Geneva: Swiss Finance Institute, [2022]

Auer, Raphael A. [Author]; Iwadate, Bruce Muneaki [Author]; Schrimpf, Andreas [Author]; Wagner, Alexander F. [Author]
no 22, 18: Global production linkages and stock market comovement Raphael Auer, Bruce Muneaki Iwadate, Andreas Schrimpf, Alexander F. Wagner
Geneva: Swiss Finance Institute, [2022]

Fuster, Andreas [Author]; Lucca, David O. [Author]; Vickery, James [Author]
no 22, 13: Mortgage-backed securities Andreas Fuster, David Lucca, James Vickery
Geneva: Swiss Finance Institute, [2022]

Aevoae, George-Marian [Author]; Andrieş, Alin Marius [Author]; Ongena, Steven [Author]; Sprincean, Nicu [Author]
no 22, 25: ESG and systemic risk George-Marian Aevoae, Alin Marius Andries, Steven Ongena, Nicu Sprincean
Geneva: Swiss Finance Institute, [2022]

Franzoni, Francesco [Author]; Obrycki, Daniel [Author]; Resendes, Rafael [Author]
no 22, 27: The wealth creation effect in stock returns Francesco A. Franzoni, Daniel Obrycki, Rafael Resendes
Geneva: Swiss Finance Institute, [2022]

Dzielinski, Michal [Author]; Eugster, Florian [Author]; Sjöström, Emma [Author]; Wagner, Alexander F. [Author]
no 22, 14: Climate talk in corporate earnings calls Michał Dzieliński, Florian Eugster, Emma Sjöström, Alexander F. Wagner
Geneva: Swiss Finance Institute, [2022]

Hens, Thorsten [Author]; Ding-Hirschfeld, Mei [Author]
no 22, 16: Personality traits and investment styles Thorsten Hens, Mei Ding-Hirschfeld
Geneva: Swiss Finance Institute, [2022]

Indergand, Martin [Author]; Jondeau, Eric [Author]; Fuster, Andreas [Author]
no 22, 11: Measuring and stress-testing market-implied bank capital Martin Indergand, Eric Jondeau, Andreas Fuster
Geneva: Swiss Finance Institute, [2022]

Ehlers, Torsten [Author]; Elsenhuber, Ulrike [Author]; Jegarasasingam, Anandakumar [Author]; Jondeau, Eric [Author]
no 22, 23: Deconstructing ESG scores: how to invest with your own criteria Torsten Ehlers, Ulrike Elsenhuber, Anandakumar Jegarasasingam, Eric Jondeau
Geneva: Swiss Finance Institute, [2022]

Filipović, Damir [Author]; Pelger, Markus [Author]; Ye, Ye [Author]
no 22, 24: Stripping the discount curve a robust machine learning approach Damir Filipović, Markus Pelger, Ye Ye
Geneva: Swiss Finance Institute, [2022]

Barbon, Andrea [Author]; Beckmeyer, Heiner [Author]; Buraschi, Andrea [Author]; Mörke, Mathis [Author]
no 22, 40: Liquidity provision to leveraged ETFs and equity options rebalancing flows evidence from end-of-day stock prices Andrea Barbon, Heiner Beckmeyer, Andrea Buraschi, Mathis Moerke
Geneva: Swiss Finance Institute, [2022]

Benincasa, Emanuela [Author]; Kabas, Gazi [Author]; Ongena, Steven [Author]
no 22, 28: "There is no planet B", but for Banks "There are countries B to Z" domestic climate policy and cross-border bank lending Emanuela Benincasa, Gazi Kabas, Steven Ongena
Geneva: Swiss Finance Institute, [2022]

Deng, Ming [Author]; Leippold, Markus [Author]; Wagner, Alexander F. [Author]; Wang, Qian [Author]
no 22, 29: Stock prices and the Russia-Ukraine war sanctions, energy and ESG Ming Deng, Markus Leippold, Alexander F. Wagner, Qian Wang
Geneva: Swiss Finance Institute, [2022]

Boudabsa, Lotfi [Author]; Filipović, Damir [Author]
no 22, 30: Ensemble Learning for Portfolio Valuation and Risk Management Lotfi Boudabsa, Damir Filipović
Geneva: Swiss Finance Institute, [2022]

Gupta, Manish [Author]; Ongena, Steven [Author]
no 22, 31: The impact of the SBA funding programs on the distance and pricing of loans to small businesses Manish Gupta, Steven Ongena
Geneva: Swiss Finance Institute, [2022]

Kopányi-Peuker, Anita [Author]; Weber, Matthias [Author]
no 22, 32: The role of the end time in experimental asset markets Anita Kopányi-Peuker, Matthias Weber
Geneva: Swiss Finance Institute, [2022]

Böhnke, Victoria [Author]; Ongena, Steven [Author]; Paraschiv, Florentina [Author]; Reite, Endre J. [Author]
no 22, 33: Back to the roots of internal credit risk models why do banks' risk-weighted asset levels converge over time? Victoria Böhnke, Steven Ongena, Florentina Paraschiv, Endre J Reite
Geneva: Swiss Finance Institute, [2022]

Sornette, Didier [Author]; Ulmann, Florian [Author]; Wehrli, Alexander [Author]
no 22, 34: On the directional destabilizing feedback effects of option hedging Didier Sornette, Florian Ulmann, Alexander Wehrli
Geneva: Swiss Finance Institute, [2022]

Eliet-Doillet, Alice [Author]; Maino, Andrea [Author]
no 22, 35: Can unconventional monetary policy contribute to climate action? Alice Eliet-Doillet, Andrea Maino
Geneva: Swiss Finance Institute, [2022]

Leippold, Markus [Author]; Matthys, Felix [Author]
no 22, 36: Economic Policy Uncertainty and the Yield Curve Markus Leippold, Felix Matthys
Geneva: Swiss Finance Institute, [2022]

Kopp, Antoine [Author]; Westphal, Rebecca [Author]; Sornette, Didier [Author]
no 22, 37: Agent-based model generating stylized facts of fixed income markets Antoine Kopp, Rebecca Westphal, Didier Sornette
Geneva: Swiss Finance Institute, [2022]

Barbon, Andrea [Author]; Ranaldo, Angelo [Author]
no 22, 38: On the quality of cryptocurrency markets centralized versus decentralized exchanges Andrea Barbon, Angelo Ranaldo
Geneva: Swiss Finance Institute, [2022]

Fraschini, Martina [Author]; Maino, Andrea [Author]; Somoza, Luciano [Author]
no 22, 39: Can the government be an effective venture capital investor? Martina Fraschini, Andrea Maino, Luciano Somoza
Geneva: Swiss Finance Institute, [2022]

Zhao, Dongshuai [Author]; Wang, Zhongli [Author]; Schweizer-Gamborino, Florian [Author]; Sornette, Didier [Author]
no 22, 41: Polytope fraud theory Dongshuai Zhao, Zhongli Wang, Florian Schweizer-Gamborino, Didier Sornette
Geneva: Swiss Finance Institute, [2022]

Dursun-de-Neef, Özlem [Author]; Ongena, Steven [Author]; Tsonkova, Gergana [Author]
no 22, 42: Green versus sustainable loans the impact on firms' ESG performance Özlem Dursun-de Neef, Steven Ongena, Gergana Tsonkova
Geneva: Swiss Finance Institute, [2022]

Sornette, Didier [Author]; Lera, Sandro C. [Author]; Lin, Jianhong [Author]; Wu, Ke [Author]
no 22, 43: Non-normal interactions create socio-economic bubbles Didier Sornette, Sandro Claudio Lera, Jianhong Lin, Ke Wu
Geneva: Swiss Finance Institute, [2022]

Jondeau, Eric [Author]; Levieuge, Grégory [Author]; Sahuc, Jean-Guillaume [Author]; Vermandel, Gauthier [Author]
no 22, 45: Environmental subsidies to mitigate transition risk Eric Jondeau, Gregory Levieuge, Jean-Guillaume Sahuc, and Gauthier Vermandel
[Geneva]: Swiss Finance Institute, [2022]

Alessandrini, Fabio [Author]; Jondeau, Eric [Author]; Lang, Ghislaine [Author]; Reins, Evert [Author]
no 22, 46: How sustainable is Swiss real estate? evidence from institutional property portfolios Fabio Alessandrini, Eric Jondeau, Ghislaine Lang, and Evert Reins
[Geneva]: Swiss Finance Institute, [2022]

Bingler, Julia Anna [Author]; Kraus, Mathias [Author]; Leippold, Markus [Author]; Webersinke, Nicolas [Author]
no 22, 01: Cheap talk in corporate climate commitments the role of active institutional ownership, signaling, materiality, and sentiment Julia Anna Bingler, Mathias Kraus, Markus Leippold, Nicolas Webersinke
Geneva: Swiss Finance Institute, 2022

Muckenhaupt, Jan [Author]; Hoesli, Martin [Author]; Zhu, Bing [Author]
no 22, 08: Tenant industry sector and European listed real estate performance Jan Muckenhaupt, Martin Hoesli, Bing Zhu
Geneva: Swiss Finance Institute, 2022

Filippini, Massimo [Author]; Leippold, Markus [Author]; Wekhof, Tobias [Author]
no 22, 02: Sustainable finance literacy and the determinants of sustainable investing Massimo Filippini, Markus Leippold, Tobias Wekhof
Geneva: Swiss Finance Institute, 2022

Doskov, Nikolay [Author]; Hens, Thorsten [Author]; Schenk-Hoppé, Klaus Reiner [Author]
no 22, 04: Strategic complementarity and substitutability of investment strategies Nikolay Doskov, Thorsten Hens, Klaus Reiner Schenk-Hoppé
Geneva: Swiss Finance Institute, 2022

Burkhardt, Raphael [Author]; Ulrych, Urban [Author]
no 22, 07: Sparse and stable international portfolio optimization and currency risk management Raphael Burkhardt, Urban Ulrych
Geneva: Swiss Finance Institute, 2022

Schnetzer, Michael [Author]; Hens, Thorsten [Author]
no 22, 05: Evolutionary finance for multi-asset investors Michael Schnetzer, Thorsten Hens
Geneva: Swiss Finance Institute, 2022

Hens, Thorsten [Author]; Naebi, Fatemeh [Author]
no 22, 06: Behavioral heterogeneity in the CAPM with evolutionary dynamics Thorsten Hens, Fatemeh Naebi
Geneva: Swiss Finance Institute, 2022

Beck, Philippe van der [Author]; Jaunin, Coralie [Author]
no 21, 12: The equity market implications of the retail investment boom Philippe van der Beck, Coralie Jaunin
Geneva: Swiss Finance Institute, 2021

Solo, David [Author]; Sornette, Didier [Author]; Ulmann, Florian [Author]
no 21, 24: Dynamical internal cost of capital driven by cash flow growth David Solo, Didier Sornette, Florian Ulmann
Geneva: Swiss Finance Institute, 2021

Fraschini, Martina [Author]; Somoza, Luciano [Author]; Terracciano, Tammaro [Author]
no 21, 25: Central bank digital currency and balance sheet policy Martina Fraschini, Luciano Somoza, Tammaro Terracciano
Geneva: Swiss Finance Institute, 2021

Bakalli, Gaetan [Author]; Guerrier, Stéphane [Author]; Scaillet, Olivier [Author]
no 21, 09: A penalized two-pass regression to predict stock returns with time-varying risk premia Gaetan Bakalli, Stéphane Guerrier, Olivier Scaillet
Geneva: Swiss Finance Institute, 2021

Dimopoulos, Theodosios [Author]; Schürhoff, Norman [Author]
no 21, 11: Self-inflicted debt crises Theodosios Dimopoulos, Norman Schürhoff
Geneva: Swiss Finance Institute, 2021

Sandulescu, Mirela [Author]; Schneider, Paul [Author]
no 21, 14: Mispricing and uncertainty in international markets Mirela Sandulescu, Paul Schneider
Geneva: Swiss Finance Institute, 2021

Malamud, Semyon [Author]; Cieślak, Anna [Author]; Schrimpf, Andreas [Author]
no 21, 15: Optimal transport of information Semyon Malamud, Anna Cieslak, Andreas Schrimpf
Geneva: Swiss Finance Institute, 2021

Marchal, Alexis [Author]
no 21, 18: Risk & returns around FOMC press conferences a novel perspective from computer vision Alexis Marchal
Geneva: Swiss Finance Institute, 2021

Puschmann, Thomas [Author]; Hoffmann, Christian [Author]; Khmarskyi, Valentyn [Author]
no 21, 20: How Green FinTech can alleviate the impact of climate change the case of Switzerland Thomas Puschmann (University of Zurich), Christian Hoffmann (University of Zurich),Valentyn Khmarskyi (University of Zurich and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2021

Jondeau, Eric [Author]; Mojon, Benoît [Author]; Monnet, Cyril [Author]
no 21, 22: Greening (runnable) brown assets with a liquidity backstop Eric Jondeau (University of Lausanne and Swiss Finance Institute), Benoît Mojon (Bank for International Settlements), Cyril Monnet (University of Bern)
Geneva: Swiss Finance Institute, 2021

Fahlenbrach, Rüdiger [Author]; Ovtchinnikov, Alexei [Author]; Valta, Philip [Author]
no 21, 23: Direct democracy, corporate political strategy, and firm value Rüdiger Fahlenbrach (Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute), Alexei Ovtchinnikov (HEC Paris), Philip Valta (University of Bern)
Geneva: Swiss Finance Institute, 2021

Berrada, Tony [Author]
no 21, 16: Can the variance after-effect distort stock returns? Tony Berrada
Geneva: Swiss Finance Institute, 2021

Garzoli, Matteo [Author]; Plazzi, Alberto [Author]; Valkanov, Rossen I. [Author]
no 21, 21: Backcasting, nowcasting, and forecasting residential repeat-sales returns big data meets mixed frequency Matteo Garzoli, Alberto Plazzi, Rossen I. Valkanov
Geneva: Swiss Finance Institute, 2021

Barth, Andreas [Author]; Laturnus, Valerie [Author]; Mansouri, Sasan [Author]; Wagner, Alexander F. [Author]
no 21, 26: ICO analysts Andreas Barth, Valerie Laturnus, Sasan Mansouri, Alexander F. Wagner
Geneva: Swiss Finance Institute, 2021

Dieler, Tobias [Author]; Mancini, Loriano [Author]; Schürhoff, Norman [Author]
no 21, 10: (In)efficient repo markets Tobias Dieler, Loriano Mancini, Norman Schürhoff
Geneva: Swiss Finance Institute, 2021

Albertazzi, Ugo [Author]; Bottero, Margherita [Author]; Gambacorta, Leonardo [Author]; Ongena, Steven [Author]
no 21, 13: Asymmetric information and the securitization of SME loans Ugo Albertazzi, Margherita Bottero, Leonardo Gambacorta, Steven Ongena
Geneva: Swiss Finance Institute, 2021

Newell, Graeme [Author]; Jufri Marzuki [Author]; Hoesli, Martin [Author]; Lai, Rose Neng [Author]
no 21, 27: The performance of non-listed opportunity real estate funds in China Graeme Newell, Jufri Marzuki, Martin Hoesli, Rose Neng Lai
Geneva: Swiss Finance Institute, 2021

Geng, Heng [Author]; Hau, Harald [Author]; Michaely, Roni [Author]; Nguyen, Binh [Author]
no 21, 40: The effect of board overlap on firm behavior Heng Geng, Harald Hau, Roni Michaely, Binh Nguyen
Geneva: Swiss Finance Institute, 2021

Fuster, Andreas [Author]; Hizmo, Aurel [Author]; Lambie-Hanson, Lauren [Author]; Vickery, James [Author]; Willen, Paul [Author]
no 21, 41: How resilient is mortgage credit supply? evidence from the Covid-19 pandemic Andreas Fuster (Ecole Polytechnique Fédérale de Lausanne, Swiss Finance Institute, and CEPR), Aurel Hizmo (Board of Governors of the Federal Reserve System), Lauren Lambie-Hanson (Federal Reserve Bank of Philadelphia), James I. Vickery (Federal Reserve Bank of Philadelphia), Paul Willen (Federal Reserve Bank of Boston and NBER)
Geneva: Swiss Finance Institute, 2021

Jondeau, Eric [Author]; Pauli, Alexandre [Author]
no 21, 37: Disasters, large drawdowns, and long-term asset management Eric Jondeau, Alexandre Pauli
Geneva: Swiss Finance Institute, 2021

Mele, Antonio [Author]
no 21, 38: A theory of debt accumulation and deficit cycles Antonio Mele
Geneva: Swiss Finance Institute, 2021

Distaso, Walter [Author]; Mele, Antonio [Author]; Vilkov, Grigory [Author]
no 20, 119: Cross-section without factors correlation risk, strings and asset prices Walter Distaso, Antonio Mele, Grigory Vilkov
Geneva: Swiss Finance Institute, 2021

Bretscher, Lorenzo [Author]; Feldhütter, Peter [Author]; Kane, Andrew [Author]; Schmid, Lukas [Author]
no 21, 06: Marking to market corporate debt Lorenzo Bretscher, Peter Feldhütter, Andrew Kane, Lukas Schmid
Geneva: Swiss Finance Institute, 2021

Ben-David, Itzhak [Author]; Franzoni, Francesco [Author]; Kim, Byungwook [Author]; Moussawi, Rabih [Author]
no 21, 03: Competition for attention in the ETF space Itzhak Ben-David (The Ohio State University and NBER), Francesco Franzoni (USI Lugano, Swiss Finance Institute, and CEPR), Byungwook Kim (The Ohio State University), Rabih Moussawi (Villanova University and WRDS, University of Pennsylvania)
[Columbus, Ohio]: The Ohio State University, Fisher College of Business, Charles A. Dice Center for Research in Financial Economics, January 2021 ; Geneva: Swiss Finance Institute, January 2021

Hoesli, Martin [Author]; Malle, Richard [Author]
no 21, 08: Commercial real estate prices and Covid-19 Martin Hoesli, Richard Malle
Geneva: Swiss Finance Institute, 2021

Gopalakrishna, Goutham [Author]
no 21, 34: ALIENs and continuous time economies Goutham Gopalakrishna
Geneva: Swiss Finance Institute, 2021

Giorgis, Vincent [Author]; Huber, Tobias [Author]; Sornette, Didier [Author]
no 21, 36: "Salvation and profit": deconstructing the clean-tech bubble Vincent Giorgis, Tobias A. Huber, Didier Sornette
Geneva: Swiss Finance Institute, 2021

Couvert, Maxime [Author]
no 21, 42: What Is the impact of mutual funds' ESG references on portfolio firms? Maxime Couvert
Geneva: Swiss Finance Institute, 2021

Cao, Jie (Jay) [Author]; Goyal, Amit [Author]; Zhan, Xintong [Author]; Zhang, Weiming Elaine [Author]
no 21, 39: Unlocking ESG premium from options Jie Cao (The Chinese University of Hong Kong), Amit Goyal (University of Lausanne and Swiss Finance Institute), Xintong Zhan (The Chinese University of Hong Kong), Weiming Elaine Zhang (The Chinese University of Hong Kong)
Geneva: Swiss Finance Institute, 2021

Wehrli, Alexander [Author]; Sornette, Didier [Author]
no 21, 35: Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process Alexander Wehrli, Didier Sornette
Geneva: Swiss Finance Institute, 2021

Oreski, Tina [Author]
no 21, 29: Competitive strategies in mergers and acquisitions by Tina Oreski
Geneva: Swiss Finance Institute, [2021]

Jappelli, Ruggero [Author]; Pelizzon, Loriana [Author]; Plazzi, Alberto [Author]
no 21, 30: The core, the periphery, and the disaster corporate-sovereign nexus in COVID-19 times Ruggero Jappelli, Loriana Pelizzon, Alberto Plazzi
Geneva: Swiss Finance Institute, 2021

Didisheim, Antoine [Author]; Somoza, Luciano [Author]
no 21, 28: Information pools and insider trading a snapshot of America's financial elite Antoine Didisheim, Luciano Somoza
Geneva: Swiss Finance Institute, 2021

Allen, Franklin [Author]; Nowak, Eric [Author]; Pirovano, Matteo [Author]; Tengulov, Angel [Author]
no 21, 31: Squeezing shorts through social news platforms Franklin Allen, Eric Nowak, Matteo Pirovano, Angel Tengulov
Geneva: Swiss Finance Institute, 2021

Oikarinen, Elias [Author]; Bourassa, Steven C. [Author]; Hoesli, Martin [Author]; Engblom, Janne [Author]
no 21, 32: Revisiting metropolitan house price-income relationships Elias Oikarinen, Steven C. Bourassa, Martin Hoesli, Janne Engblom
Geneva: Swiss Finance Institute, 2021

Divernois, Marc-Aurèle [Author]; Filipović, Damir [Author]
no 21, 33: StockTwits classified sentiment and stock returns Marc-Aurèle Divernois, Damir Filipović
Geneva: Swiss Finance Institute, [2021]

Alexiou, Lykourgos [Author]; Goyal, Amit [Author]; Kostakis, Alexandros [Author]; Rompolis, Leonidas [Author]
no 21, 48: Pricing event risk evidence from concave implied volatility curves Lykourgos Alexiou (Athens University of Economics and Business), Amit Goyal (University of Lausanne and Swiss Finance Institute), Alexandros Kostakis (University of Liverpool Management School and University of Manchester), Leonidas Rompolis (Athens University of Economics and Business)
Geneva: Swiss Finance Institute, 2021

Geelen, Thomas [Author]; Morellec, Erwan [Author]; Rostova, Natalia [Author]
no 21, 46: Relationship capital and financing decisions Thomas Geelen, Erwan Morellec, Natalia Rostova
Geneva: Swiss Finance Institute, 2021

Bergesio, Andrea [Author]; Koch Medina, Pablo [Author]; Munari, Cosimo-Andrea [Author]
no 21, 57: Limited liability and the demand for coinsurance by individuals and corporations Andrea Bergesio, Pablo Koch-Medina, Cosimo Munari
Geneva: Swiss Finance Institute, 2021

Polak, Pawel [Author]; Ulrych, Urban [Author]
no 21, 60: Dynamic currency hedging with ambiguity Pawel Polak, Urban Ulrych
Geneva: Swiss Finance Institute, 2021

Anthropelos, Michail [Author]; Schneider, Paul [Author]
no 21, 78: Optimal investment and equilibrium pricing under ambiguity Michail Anthropelos, Paul Schneider
Geneva: Swiss Finance Institute, November 24, 2021

Geng, Heng [Author]; Hau, Harald [Author]; Michaely, Roni [Author]; Nguyen, Binh [Author]
no 21, 79: Does board overlap promote coordination between firms? Heng Geng, Harald Hau, Roni Michaely, Binh Nguyen
Geneva: Swiss Finance Institute, 2021

Berg, Tobias [Author]; Fuster, Andreas [Author]; Puri, Manju [Author]
no 21, 72: FinTech lending Tobias Berg, Andreas Fuster, Manju Puri
Geneva: Swiss Finance Institute, 2021

Kelly, Bryan T. [Author]; Malamud, Semyon [Author]; Zhou, Kangying [Author]
no 21, 90: The virtue of complexity in machine learning portfolios Bryan Kelly, Semyon Malamud, Kangying Zhou
Geneva: Swiss Finance Institute, 2021

Cividino, Davide [Author]; Westphal, Rebecca [Author]; Sornette, Didier [Author]
no 21, 76: Multi-asset financial bubbles in an agent-based model with noise traders' herding described by an n-vector Ising model Davide Cividino, Rebecca Westphal, Didier Sornette
Geneva: Swiss Finance Institute, 2021

Nguyen, Viet Anh [Author]; Shafieezadeh-Abadeh, Soroosh [Author]; Filipović, Damir [Author]; Kuhn, Daniel [Author]
no 21, 93: Mean-covariance robust risk measurement Viet-Anh Nguyen, Soroosh Shafieezadeh Abadeh, Damir Filipović, Daniel Kuhn
Geneva: Swiss Finance Institute, 2021

Malevergne, Yannick [Author]; Sornette, Didier [Author]; Wei, Ran [Author]
no 21, 96: A model of financial bubbles and drawdowns with non-local behavioral self-referencing Yannick Malevergne, Didier Sornette, Ran Wei
Geneva: Swiss Finance Institute, 2021

Menkveld, Albert J. [Author]; Dreber, Anna [Author]; Holzmeister, Felix [Author]; Huber, Jürgen [Author]; Johannesson, Magnus [Author]; Kirchler, Michael [Author]; Neusüß, Sebastian [Author]; Razen, Michael [Author]; Weitzel, Utz [Author]; Abad Díaz, David [Author]; Abudy, Menachem Meni [Author]; Adrian, Tobias [Author]; Aït-Sahalia, Yacine [Author]; Akmansoy, Olivier [Author]; Alcock, Jamie T. [Author]; Alexeev, Vitali [Author]; Aloosh, Arash [Author]; Amato, Livia [Author]; Amaya, Diego [Author]; Angel, James Joseph [Author]; Avetikian, Alejandro T. [Author]; Bach, Amadeus [Author]; Baidoo, Edwin [Author]; Bakalli, Gaetan [Author]; [...]
no 22, 09: Non-standard errors Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Sebastian Neusüss, Michael Razen, Utz Weitzel, David Abad-Díaz, Menachem Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie T. Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James J. Angel, Alejandro T. Avetikian, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Li Bao, Andrea Barbon, Oksana Bashchenko, Parampreet C. Bindra, Geir H. Bjønnes [und circa 314 weitere]
Geneva: Swiss Finance Institute, 2021

Ram, Sumit Kumar [Author]; Nandan, Shyam [Author]; Sornette, Didier [Author]
no 21, 50: Significant hot hand effect in international cricket Sumit Kumar Ram, Shyam Nandan, Didier Sornette
Geneva: Swiss Finance Institute, 2021

Korsaye, Sofonias Alemu [Author]; Quaini, Alberto [Author]; Trojani, Fabio [Author]
no 21, 51: Smart stochastic discount factors Sofonias A. Korsaye, Alberto Quaini, Fabio Trojani
Geneva: Swiss Finance Institute, 2021

De Nicolò, Gianni [Author]; Klimenko, Nataliya [Author]; Pfeil, Sebastian [Author]; Rochet, Jean-Charles [Author]
no 21, 52: The long-term effects of capital requirements Gianni De Nicolo, Nataliya Klimenko, Sebastian Pfeil, Jean-Charles Rochet
Geneva: Swiss Finance Institute, 2021

Hendershott, Terrence [Author]; Livdan, Dmitry [Author]; Schürhoff, Norman [Author]
no 21, 43: Do we need dealers in OTC markets? Terrence Hendershott, Dmitry Livdan, Norman Schürhoff
Geneva: Swiss Finance Institute, 2021

Almeida, Caio [Author]; Schneider, Paul [Author]
no 21, 45: Constrained polynomial likelihood Caio Almeida (Princeton University), Paul Schneider (Università della Svizzera italiana and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2021

Ongena, Steven [Author]; Pinoli, Sara [Author]; Rossi, Paola [Author]; Scopelliti, Alessandro Diego [Author]
no 21, 55: Bank credit and market-based finance for corporations the effects of minibond issuances by Steven Ongena, Sara Pinoli, Paola Rossi and Alessandro Scopelliti
[Rom]: Banca d'Italia Eurosistema, [2021]

Rieger, Marc Oliver [Author]; Hens, Thorsten [Author]; Wang, Mei [Author]
no 21, 53: Universal time preference Marc Oliver Rieger, Thorsten Hens, Mei Wang
Geneva: Swiss Finance Institute, 2021

Blatter, Marc [Author]; Fuster, Andreas [Author]
no 21, 61: Scale effects on efficiency and profitability in the Swiss banking sector Marc Blatter, Andreas Fuster
Geneva: Swiss Finance Institute, 2021

Bacchetta, Philippe [Author]; Davenport, Margaret [Author]; Van Wincoop, Eric [Author]
no 21, 80: Can sticky portfolios explain international capital flows and asset prices? Philippe Bacchetta, Margaret Davenport, Eric van Wincoop
Geneva: Swiss Finance Institute, 2021

Bacchetta, Philippe [Author]; Van Wincoop, Eric [Author]; Young, Eric R. [Author]
no 22, 10: Infrequent random portfolio decisions in an open economy model Philippe Bacchetta, Eric van Wincoop, Eric R. Young
Geneva: Swiss Finance Institute, 2021

Goyal, Amit [Author]; Welch, Ivo [Author]; Zafirov, Athanasse [Author]
no 21, 85: A comprehensive look at the empirical performance of equity premium prediction II Amit Goyal, Ivo Welch, Athanasse Zafirov
Geneva: Swiss Finance Institute, 2021

Goyal, Amit [Author]; Subrahmanyam, Avanidhar [Author]; Swaminathan, Bhaskaran [Author]
no 21, 87: Illiquidity and the cost of equity capital evidence from actual estimates of capital cost for U.S. data Amit Goyal, Avanidhar Subrahmanyam, and Bhaskaran Swaminathan
Geneva: Swiss Finance Institute, January 14, 2022

Jondeau, Eric [Author]; Mojon, Benoît [Author]; Silva, Luiz A. Pereira da [Author]
no 21, 91: Building benchmarks portfolios with decreasing carbon footprints Eric Jondeau, Benoit Mojon, Luiz Awazu Pereira da Silva
Geneva: Swiss Finance Institute, 2021

Horvath, Blanka Nora [Author]; Teichmann, Josef [Author]; Zuric, Zan [Author]
no 21, 88: Deep hedging under rough volatility Blanka Horvath, Josef Teichmann, Zan Zuric
Geneva: Swiss Finance Institute, 2021

Anderson, David [Author]; Ulrych, Urban [Author]
no 22, 03: Accelerated American Option Pricing with deep neural networks David Anderson, Urban Ulrych
Geneva: Swiss Finance Institute, 2021

Hau, Harald [Author]; Huang, Yi [Author]; Shan, Hongzhe [Author]; Sheng, Zixia [Author]
no 21, 47: FinTech credit and entrepreneurial growth Harald Hau, Yi Huang, Hongzhe Shan, Zixia Sheng
Geneva: Swiss Finance Institute, 2021

Ferro, Giuseppe [Author]; Kovalenko, Tatyana [Author]; Sornette, Didier [Author]
no 21, 49: Estimation and comparison between rank-dependent expected utility, cumulative prospect theory and quantum decision theory Giuseppe Ferro, Tatyana Kovalenko, Didier Sornette
Geneva: Swiss Finance Institute, 2021

Krüger, Philipp [Author]; Sautner, Zacharias [Author]; Tang, Dragon Yongjun [Author]; Zhong, Rui [Author]
no 21, 44: The effects of mandatory ESG disclosure around the world Philipp Krueger, Zacharias Sautner, Dragon Yongjun Tang, Rui Zhong
Geneva: Swiss Finance Institute, 2021

Fatouh, Mahmoud [Author]; Giansante, Simone [Author]; Ongena, Steven [Author]
no 21, 54: Economic support during the COVID crisis quantitative easing and lending support schemes in the UK Mahmoud Fatouh, Simone Giansante, Steven Ongena
Geneva: Swiss Finance Institute, 2021

Munari, Cosimo-Andrea [Author]; Weber, Stefan [Author]; Wilhelmy, Lutz [Author]
no 21, 58: Capital requirements and claims recovery a new perspective on solvency regulation Cosimo Munari, Stefan Weber, Lutz Wilhelmy
Geneva: Swiss Finance Institute, 2021

Alessandriniy, Fabio [Author]; Baptista Balula, David [Author]; Jondeau, Eric [Author]
no 21, 77: ESG screening in the fixed-income universe Fabio Alessandriniy, David Baptista Balula, Eric Jondeau
Geneva: Swiss Finance Institute, 2021

Gryglewicz, Sebastian [Author]; Mayer, Simon [Author]; Morellec, Erwan [Author]
no 21, 82: Screening and monitoring corporate loans Sebastian Gryglewicz, Simon Mayer, Erwan Morellec
Geneva: Swiss Finance Institute, 2021

Derrien, François [Author]; Krüger, Philipp [Author]; Landier, Augustin [Author]; Yao, Tianhao [Author]
no 21, 84: ESG news, future cash flows, and firm value François Derrien, Philipp Krueger, Augustin Landier, Tianhao Yao
Geneva: Swiss Finance Institute, 2021

Malamud, Semyon [Author]; Schrimpf, Andreas [Author]
no 21, 69: Persuasion by dimension reduction Semyon Malamud, Andreas Schrimpf
Geneva: Swiss Finance Institute, 2021

Goyal, Amit [Author]; Wahal, Sunil [Author]; Yavuz, Mehmet Deniz [Author]
no 21, 86: Picking partners: manager selection in private equity Amit Goyal, Sunil Wahal, M. Deniz Yavuz
Geneva: Swiss Finance Institute, 2021

Beck, Philippe van der [Author]
no 21, 71: Flow-driven ESG returns Philippe van der Beck
Geneva: Swiss Finance Institute, 2021

Canayaz, Mehmet [Author]; Kantorovitch, Ilja [Author]; Mihet, Roxana [Author]; Abis, Simona [Author]; Tang, Huan [Author]
no 21, 92: Privacy laws and value of personal data Mehmet Canayaz, Ilja Kantorovitch, Roxana Mihet, Simona Abis, Huan Tang
Geneva: Swiss Finance Institute, 2021

Nyborg, Kjell G. [Author]; Woschitz, Jiri [Author]
no 21, 74: The price of money now collateral policy affects the yield curve Kjell G. Nyborg, Jiri Woschitz
Geneva: Swiss Finance Institute, 2021

Arce, Óscar [Author]; García-Posada, Miguel [Author]; Mayordomo, Sergio [Author]; Ongena, Steven [Author]
no 21, 75: Adapting lending policies in a "negative-for-long" scenario Oscar Arce, Miguel Garcia-Posada, Sergio Mayordomo, Steven Ongena
Geneva: Swiss Finance Institute, 2021

Filipović, Damir [Author]; Khalilzadeh, Amir [Author]
no 21, 95: Machine learning for predicting stock return volatility Damir Filipović, Amir Khalilzadeh
Geneva: Swiss Finance Institute, 2021

Daubanes, Julien Xavier [Author]; Mitali, Shema Frédéric [Author]; Rochet, Jean-Charles [Author]
no 21, 97: Why do firms issue green bonds? Julien Xavier Daubanes, Shema Frédéric Mitali, Jean-Charles Rochet
Geneva: Swiss Finance Institute, 2021

Fahlenbrach, Rüdiger [Author]; Jondeau, Eric [Author]
no 21, 59: Greening the Swiss National Bank's portfolio Rüdiger Fahlenbrach (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute), Eric Jondeau (University of Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2021

Bourassa, Steven C. [Author]; Dröes, Martijn I. [Author]; Hoesli, Martin [Author]
no 21, 62: Hedonic models and market segmentation Steven C. Bourassa, Martijn I. Dröes, Martin Hoesli
Geneva: Swiss Finance Institute, 2021

Chavez-Demouli, Valérie [Author]; Jondeau, Eric [Author]; Mhalla, Linda [Author]
no 21, 63: Climate-related disasters and the death toll Valérie Chavez-Demoulin, Eric Jondeau, and Linda Mhalla
Geneva: Swiss Finance Institute, 2021

Bacchetta, Philippe [Author]; Perazzi, Elena [Author]
no 21, 81: CBDC as imperfect substitute for bank deposits a macroeconomic perspective Philippe Bacchetta, Elena Perazzi
Geneva: Swiss Finance Institute, 2021

Mayer, Michael [Author]; Bourassa, Steven C. [Author]; Hoesli, Martin [Author]; Scognamiglio, Donato [Author]
no 21, 83: Structured additive regression and tree boosting Michael Mayer, Steven C. Bourassa, Martin Hoesli, Donato Scognamiglio
Geneva: Swiss Finance Institute, 2021

Bakalli, Gaetan [Author]; Cuccio, Davide [Author]; Radi, Ahmed [Author]; El-Sheimy, Naser [Author]; Molinari, Roberto [Author]; Scaillet, Olivier [Author]; Guerrier, Stéphane [Author]
no 21, 70: Multi-signal approaches for repeated sampling schemes in inertial sensor calibration Gaetan Bakalli, Davide Cucci, Ahmed Radi, Naser El-Sheimy, Roberto Molinari, Olivier Scaillet and Stéphane Guerrier
Geneva: Swiss Finance Institute, 2021

Hoesli, Martin [Author]; Johner, Louis [Author]
no 21, 89: Portfolio diversification across U.S. gateway and non-gateway real estate markets Martin Hoesli, Louis Johner
Geneva: Swiss Finance Institute, 2021

Hediger, Simon [Author]; Näf, Jeffrey [Author]; Paolella, Marc S. [Author]; Polak, Pawel [Author]
no 21, 73: Heterogeneous tail generalized common factor modeling Simon Hediger, Jeffrey Näf, Marc S. Paolella, Pawel Polak
Geneva: Swiss Finance Institute, 2021

Zhao, Dongshuai [Author]; Sornette, Didier [Author]
no 21, 94: Bubbles for Fama from Sornette Dongshuai Zhao, Didier Sornette
Geneva: Swiss Finance Institute, 2021

Gyöngyösi, Győző [Author]; Ongena, Steven [Author]; Schindele, Ibolya [Author]
no 21, 64: The impact of monetary conditions on bank lending to households Gyozo Gyöngyösi, Steven Ongena, Ibolya Schindele
Geneva: Swiss Finance Institute, 2021

Paolella, Marc S. [Author]
no 21, 65: Various course proposals for: mathematics with a view towards (the theoretical underpinnings of) machine learning Marc S. Paolella
Geneva: Swiss Finance Institute, 2021

Auer, Raphael A. [Author]; Matyunina, Alexandra [Author]; Ongena, Steven [Author]
no 21, 66: The countercyclical capital buffer and the composition of bank lending Raphael Auer, Alexandra Matyunina, Steven Ongena
Geneva: Swiss Finance Institute, 2021

Ongena, Steven [Author]; Paraschiv, Florentina [Author]; Reite, Endre J. [Author]
no 21, 67: Determinants of price discrimination and switching mortgage provider in times of regulation and digitalization Steven Ongena, Florentina Paraschiv, Endre J. Reite
Geneva: Swiss Finance Institute, September 27, 2021

Bretscher, Lorenzo [Author]; Malkhozov, Aytek [Author]; Tamoni, Andrea [Author]
no 21, 68: Expectations and aggregate risk Lorenzo Bretscher, Aytek Malkhozov, Andrea Tamoni
Geneva: Swiss Finance Institute, 2021

Delēs, Manthos D. [Author]; Dioikitopoulos, Evangelos V. [Author]; Ongena, Steven [Author]
no 20, 53: On the origins of financial development ancestral population diversity and financial risk-taking Manthos D. Delis, Evangelos V. Dioikitopoulos, Steven Ongena
Geneva: Swiss Finance Institute, 2020

Yilmaz, Umit [Author]
no 20, 47: Why Do Firms Borrow from Foreign Banks? Umit Yilmaz
Geneva: Swiss Finance Institute, 2020

Mishra, Mrinal [Author]; Ongena, Steven [Author]
no 20, 50: The effect of conflict on lending evidence from Indian border areas Mrinal Mishra (University of Zurich and Swiss Finance Institute), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven and CEPR)
Geneva: Swiss Finance Institute, 2020

Wang, Shaun Shuxun [Author]; Goh, Jing Rong [Author]; Sornette, Didier [Author]; Wang, He [Author]; Yang, Esther Ying [Author]
no 20, 59: Government support for SMEs in response to COVID-19 theoretical model using Wang transform Shaun Shuxun Wang (Southern University of Science and Technology), Jing Rong Goh (Risk Lighthouse International, Singapore), Didier Sornette (ETH Zurich, Southern University of Science and Technology, and Swiss Finance Institute), He Wang (Southern University of Science and Technology), Esther Ying Yang (Risk Lighthouse, USA)
Geneva: Swiss Finance Institute, June 12, 2020

Chen, Deqiu [Author]; Ma, Yujing [Author]; Martin, Xiumin [Author]; Michaely, Roni [Author]
no 20, 62: On the fast track: information acquisition costs and information production Deqiu Chen (University of International Business and Economics), Yujing Ma (University of International Business and Economics), Xiumin Martin (Washington University in Saint Louis), Roni Michaely (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2020

Degeorge, François [Author]; Pratobevera, Giuseppe [Author]
no 20, 68: Nepotism in IPOs consequences for issuers and investors Francois Degeorge (Università della Svizzera italiana and Swiss Finance Institute), Giuseppe Pratobevera (University of Bristol)
Geneva: Swiss Finance Institute, 2020

Baker, Scott [Author]; Johnson, Stephanie [Author]; Küng, Lorenz [Author]
no 20, 70: Financial returns to household inventory management Scott R. Baker, Stephanie Johnson, Lorenz Küng
Geneva: Swiss Finance Institute, 2020

Hendershott, Terrence [Author]; Li, Dan [Author]; Livdan, Dmitry [Author]; Schürhoff, Norman [Author]
no 20, 71: True cost of immediacy Terrence Hendershott, Dan Li, Dmitry Livdan, Norman Schürhoff
Geneva: Swiss Finance Institute, 2020

Bacchetta, Philippe [Author]; Tièche, Simon [Author]; Van Wincoop, Eric [Author]
no 20, 46: International portfolio choice with frictions evidence from mutual funds Philippe Bacchetta, Simon Tièche, Eric van Wincoop
Geneva: Swiss Finance Institute, 2020

Wagner, Alexander F. [Author]; Zeckhauser, Richard [Author]; Ziegler, Alexandre [Author]
no 20, 48: The tax cuts and jobs act which firms won? Which lost? Alexander F. Wagner (University of Zurich, Swiss Finance Institute, CEPR, and ECGI), Richard J. Zeckhauser /Harvard University and NBER), Alexandre Ziegler (University of Zurich)
Geneva: Swiss Finance Institute, 2020

Ettlin, Nicolas [Author]; Farkas, Walter [Author]; Kull, Andreas [Author]; Smirnow, Alexander [Author]
no 20, 52: Optimal risk-sharing across a network of insurance companies Nicolas Ettlin (University of Basel), Walter Farkas (University of Zurich, ETH Zurich, and Swiss Finance Institute),Andreas Kull (University of Basel and BerninaRe Ltd.), Alexander Smirnow (University of Zurich)
Geneva: Swiss Finance Institute, 2020

Krakow, Jonathan [Author]; Schäfer, Timo [Author]
no 20, 54: Mutual funds and risk disclosure information content of fund prospectuses Jonathan Krakow (University of Zurich), Timo Schäfer (Goethe University Frankfurt)
Geneva: Swiss Finance Institute, 2020

Conlon, Thomas [Author]; Huan, Xing [Author]; Ongena, Steven [Author]
no 20, 55: Operational risk capital Thomas Conlon, Xing Huan, Steven Ongena
Geneva: Swiss Finance Institute, 2020

Ferracuti, Elia [Author]; Michaely, Roni [Author]; Wellman, Laura [Author]
no 20, 60: Political activism and market power Elia Ferracuti, Roni Michaely, Laura Wellman
Geneva: Swiss Finance Institute, 2020

Kang, Charles Chao [Author]; Merkley, Kenneth J. [Author]; Michaely, Roni [Author]; Pacelli, Joseph [Author]
no 20, 61: Out of balance: do analysts issue sell recommendations to manage their recommendation distributions? Charles Chao Kang (Cornell University), Kenneth J. Merkley (Indiana University), Roni Michaely (University of Geneva and Swiss Finance Institute), Joseph Pacelli (Indiana University)
Geneva: Swiss Finance Institute, 2020

Goyal, Amit [Author]; Wahal, Sunil [Author]; Yavuz, Mehmet Deniz [Author]
20, 63: Choosing Investment Managers Amit Goyal, Sunil Wahal, M. Deniz Yavuz
Geneva: Swiss Finance Institute, 2020

Eisdorfer, Assaf [Author]; Goyal, Amit [Author]; Zhdanov, Alexei [Author]
no 20, 64: Cheap options are expensive Assaf Eisdorfer (University of Connecticut), Amit Goyal (University of Lausanne and Swiss Finance Institute), Alexei Zhdanov (Penn State University)
Geneva: Swiss Finance Institute, 2020

Kelly, Bryan T. [Author]; Malamud, Semyon [Author]; Pedersen, Lasse Heje [Author]
no 20, 67: Principal portfolios Bryan T. Kelly, Semyon Malamud, and Lasse Heje Pedersen
Geneva: Swiss Finance Institute, 2020

Pankratov, Andrey [Author]
no 20, 69: Costs and information leakages on asset-borrowing markets Andrey Pankratov
Geneva: Swiss Finance Institute, 2020

Tywoniuk, Magdalena [Author]
no 20, 72: The questionable benefits of mutual clearing agreements for derivatives Magdalena Tywoniuk
Geneva: Swiss Finance Institute, 2020

Pankratov, Andrey [Author]
no 20, 76: Information leakages, distribution of profits from informed trading, and last mover advantage Andrey Pankratov
Geneva: Swiss Finance Institute, 2020

Molinari, Roberto [Author]; Bakalli, Gaetan [Author]; Guerrier, Stéphane [Author]; Miglioli, Cesare [Author]; Orso, Samuel [Author]; Scaillet, Olivier [Author]
no 20, 49: Swag: a wrapper method for sparse learning Roberto Molinari, Gaetan Bakalli, Stéphane Guerrier, Cesare Miglioli, Samuel Orso, Olivier Scaillet
Geneva: Swiss Finance Institute, 2020

Glossner, Simon [Author]; Matos, Pedro [Author]; Ramelli, Stefano [Author]; Wagner, Alexander F. [Author]
no 20, 56: Where do institutional investors seek shelter when disaster strikes? evidence from COVID-19 Simon Glossner, Pedro Matos, Stefano Ramelli, Alexander F. Wagner
Geneva: Swiss Finance Institute, 2020

Sornette, Didier [Author]; Strub, Moris Simon [Author]
no 20, 57: Portfolio selection with exploration of new investment opportunities Didier Sornette (ETH Zurich, Southern University of Science and Technology, and Swiss Finance Institute),Moris Simon Strub (Southern University of Science and Technology)
Geneva: Swiss Finance Institute, 2020

Ram, Sumit Kumar [Author]; Sornette, Didier [Author]
no 20, 58: Impact of governmental interventions on epidemic progression and workplace activity during the COVID-19 outbreak Sumit Kumar Ram, Didier Sornette
Geneva: Swiss Finance Institute, 2020

Collin-Dufresne, Pierre [Author]; Junge, Benjamin [Author]; Trolle, Anders B. [Author]
20, 65: How integrated are credit and equity markets? evidence from index options Pierre Collin-Dufresne, Benjamin Junge, Anders B. Trolle
Geneva: Swiss Finance Institute, 2020

Malamud, Semyon [Author]; Tseng, Michael [Author]; Zhang, Yuan [Author]
no 20, 66: Price discovery for options Semyon Malamud, Michael Tseng, Yuan Zhang
Geneva: Swiss Finance Institute, 2020

Ulrych, Urban [Author]; Vasiljević, Nikola [Author]
no 20, 73: Ambiguity and the home currency bias Urban Ulrych (University of Zurich and Swiss Finance Institute), Nikola Vasiljevic (University of Zurich)
Geneva: Swiss Finance Institute, 2020

Westphal, Rebecca [Author]; Sornette, Didier [Author]
no 20, 74: How market intervention can prevent bubbles and crashes Rebecca Westphal, Didier Sornette
Geneva: Swiss Finance Institute, 2020

Ongena, Steven [Author]; Savaser, Tanseli [Author]; Ciamarra, Elif Sisli [Author]
no 20, 75: CEO incentives and bank risk over the business cycle Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR), Tanseli Savaser (Vassar College),Elif Sisli Ciamarra (Stonehill College)
Geneva: Swiss Finance Institute, 2020

Cheng, Hua [Author]; Gawande, Kishore S. [Author]; Ongena, Steven [Author]; Qi, Shusen [Author]
no 20, 77: Get beyond policy uncertainty evidence from political connections Hua Cheng, Kishore Gawande, Steven Ongena, Shusen Qi
Geneva: Swiss Finance Institute, 2020

Sornette, Didier [Author]; Cauwels, Peter [Author]
no 20, 78: Trapped in the "zero-risk" society and how to break free Didier Sornette, Peter Cauwels
Geneva: Swiss Finance Institute, 2020

Kölbel, Julian [Author]; Leippold, Markus [Author]; Rillaerts, Jordy [Author]; Wang, Qian [Author]
no 21, 19: Ask BERT: how regulatory disclosure of transition and physical climate risks affects the CDS term structure Julian F. Kölbel, Markus Leippold, Jordy Rillaerts, Qian Wang
Geneva: Swiss Finance Institute, 2020

Krüger, Philipp [Author]; Metzger, Daniel [Author]; Wu, Jiaxin [Author]
no 21, 17: The sustainability wage gap Philipp Krueger, Daniel Metzger, Jiaxin Wu
Geneva: Swiss Finance Institute, 2020

Fahlenbrach, Rüdiger [Author]; Rageth, Kevin [Author]; Stulz, René M. [Author]
no 20, 37: How valuable is financial flexibility when revenue stops? evidence from the COVID-19 crisis Rüdiger Fahlenbrach (Ecole Polytechnique Fédérale de Lausanne, Swiss Finance Institute, and ECGI), Kevin Rageth (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute), René M. Stulz (The Ohio State University, NBER, and ECGI)
[Columbus, Ohio]: The Ohio State University, Fisher College of Business, Charles A. Dice Center for Research in Financial Economics, May 2020

Atmaca, Sümeyra [Author]; Kirschenmann, Karolin [Author]; Ongena, Steven [Author]; Schoors, Koen [Author]
no 21, 56: Deposit insurance, bank ownership and depositor behavior Sümeyra Atmaca, Karolin Kirschenmann, Steven Ongena, and Koen Schoors
Mannheim, Germany: ZEW - Leibniz Centre for European Economic Research, 2020

Glebkin, Sergei [Author]; Malamud, Semyon [Author]; Teguia, Alberto [Author]
no 20, 80: Asset prices and liquidity with market power and non-Gaussian payoffs Sergei Glebkin, Semyon Malamud, Alberto Teguia
Geneva: Swiss Finance Institute, 2020

Çötelioğlu, Efe [Author]
no 20, 81: Do mutual funds and ETFs affect the commonality in liquidity of corporate bonds? Efe Çötelioğlu
Geneva: Swiss Finance Institute, 2020

Farkas, Walter [Author]; Fringuellotti, Fulvia [Author]; Tunaru, Radu [Author]
no 20, 86: A cost-benefit analysis of capital requirements adjusted for model risk Walter Farkas, Fulvia Fringuellotti, Radu Tunaru
Geneva: Swiss Finance Institute, 2020

Qi, Shusen [Author]; Hui, Kent [Author]; Ongena, Steven [Author]
no 20, 87: Inter-industry FDI spillovers from foreign banks evidence in transition economies Shusen Qi, Kent Hui, Steven Ongena
Geneva: Swiss Finance Institute, 2020

Danisewicz, Piotr [Author]; Ongena, Steven [Author]
no 20, 89: Fiscal transfers, local government, and entrepreneurship Piotr Danisewicz, Steven Ongena
Geneva: Swiss Finance Institute, 2020

Burzoni, Matteo [Author]; Munari, Cosimo-Andrea [Author]; Wang, Ruodu [Author]
no 20, 120: Adjusted expected shortfall Matteo Burzoni, Cosimo Munari, Ruodu Wang
Geneva: Swiss Finance Institute, 2020

Ongena, Steven [Author]; Pinoli, Sara [Author]; Rossi, Paola [Author]; Scopelliti, Alessandro Diego [Author]
no 20, 93: Bank credit and market-based finance for corporations the effects of minibond issuances Steven Ongena, Sara Pinoli, Paola Rossi, Alessandro Scopelliti
Geneva: Swiss Finance Institute, 2020

Hajda, Jakub [Author]; Nikolov, Boris [Author]
no 21, 02: Product market strategy and corporate policies Jakub Hajda, Boris Nikolov
Geneva: Swiss Finance Institute, 2020

Bretscher, Lorenzo [Author]; Hsu, Alex [Author]; Simasek, Peter [Author]; Tamoni, Andrea [Author]
no 21, 05: COVID-19 and the cross-section of equity returns impact and transmission Lorenzo Bretscher, Alex Hsu, Peter Simasek, Andrea Tamoni
Geneva: Swiss Finance Institute, 2020

Gerlach, Jan-Christian [Author]; Zhao, Dongshuai [Author]; Sornette, Didier [Author]
no 20, 103: Forecasting financial crashes a dynamic risk management approach Jan-Christian Gerlach, Dongshuai Zhao, Didier Sornette
Geneva: Swiss Finance Institute, 2020

Mele, Antonio [Author]; Sangiorgi, Francesco [Author]
no 20, 118: Trading disclosure requirements and market quality tradeoffs Antonio Mele, Francesco Sangiorgi
Geneva: Swiss Finance Institute, 2020

Florackis, Chris [Author]; Louca, Christodoulos [Author]; Michaely, Roni [Author]; Weber, Michael [Author]
no 20, 108: Cybersecurity risk Chris Florackis, Christodoulos Louca, Roni Michaely, Michael Weber
Geneva: Swiss Finance Institute, 2020

Keil, Jan [Author]; Ongena, Steven [Author]
no 20, 83: "It's the end of bank branching as we know it (and we feel fine)" Jan Keil, Steven Ongena
Geneva: Swiss Finance Institute, 2020

Cauwels, Peter [Author]; Sornette, Didier [Author]
no 20, 90: Are "flow of ideas" and "research productivity" in secular decline? Peter Cauwels, Didier Sornette
Geneva: Swiss Finance Institute, 2020

Baker, Scott [Author]; Janas, Pawel [Author]; Küng, Lorenz [Author]
no 20, 115: Correlation in state and local tax changes Scott R. Baker, Pawel Janas, Lorenz Kueng
Geneva: Swiss Finance Institute, 2020

Duca, John V. [Author]; Hoesli, Martin [Author]; Montezuma, Joaquim [Author]
no 20, 121: The resilience and realignment of house prices in the era of Covid-19 John V. Duca, Martin Hoesli, Joaquim Montezuma
Geneva: Swiss Finance Institute, 2020

Godina, Teodor [Author]; Kassibrakis, Serge [Author]; Malamud, Semyon [Author]; Teguia, Alberto [Author]; Xu, Jiahua [Author]
no 20, 100: Learning (not) to trade: Lindy's law in retail traders Teodor Godina, Serge Kassibrakis, Semyon Malamud, Alberto Teguia, Jiahua Xu
Geneva: Swiss Finance Institute, 2020

Delēs, Manthos D. [Author]; Iosifidi, Maria [Author]; Kazakis, Pantelis [Author]; Ongena, Steven [Author]; Tsionas, Efthymios G. [Author]
no 20, 102: Management as the sine qua non for M&A success Manthos D. Delis, Maria Iosifidi, Pantelis Kazakis, Steven Ongena, Mike G. Tsionas
Geneva: Swiss Finance Institute, 2020

Ongena, Steven [Author]; Schindele, Ibolya [Author]; Vonnák, Dzsamila [Author]
no 20, 104: In lands of foreign currency credit, bank lending channels run through? Steven Ongena, Ibolya Schindele, Dzsamila Vonnák
Geneva: Swiss Finance Institute, 2020

Korsaye, Sofonias Alemu [Author]; Trojani, Fabio [Author]; Vedolin, Andrea [Author]
no 20, 107: The global factor structure of exchange rates Sofonias A. Korsaye, Fabio Trojani, Andrea Vedolin
Geneva: Swiss Finance Institute, 2020

Antoniou, Fabio [Author]; Delēs, Manthos D. [Author]; Ongena, Steven [Author]; Tsoumas, Chris [Author]
no 20, 117: Pollution permits and financing costs Fabio Antoniou, Manthos D. Delis, Steven Ongena, Chris Tsoumas
Geneva: Swiss Finance Institute, 2020

Bali, Turan G. [Author]; Goyal, Amit [Author]; Huang, Dashan [Author]; Jiang, Fuwei [Author]; Wen, Quan [Author]
no 20, 110: The cross-sectional pricing of corporate bonds using big data and machine learning Turan G. Bali, Amit Goyal, Dashan Huang, Fuwei Jiang, Quan Wen
Geneva: Swiss Finance Institute, 2020

Ardia, David [Author]; Barras, Laurent [Author]; Gagliardini, Patrick [Author]; Scaillet, Olivier [Author]
no 20, 82: Hedge fund performance under misspecified models David Ardia (HEC Montreal), Laurent Barras (McGill University), Patrick Gagliardini (Università della Svizzera italiana and Swiss Finance Institute), Olivier Scaillet (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2020

Newton, David P. [Author]; Ongena, Steven [Author]; Xie, Ru [Author]; Zhao, Binru [Author]
no 20, 111: Leveraged loans: is high leverage risk priced in? David Newton, Steven Ongena, Ru Xie, Binru Zhao
Geneva: Swiss Finance Institute, 2020

Gabaix, Xavier [Author]; Koijen, Ralph S. J. [Author]
no 20, 91: In search of the origins of financial fluctuations the inelastic markets hypothesis Xavier Gabaix and Ralph S.J. Koijen
Geneva: Swiss Finance Institute, 2020

Wehrli, Alexander [Author]; Sornette, Didier [Author]
no 20, 92: Classification of flash crashes using the Hawkes(p,q) framework Alexander Wehrli, Didier Sornette
Geneva: Swiss Finance Institute, 2020

Tywoniuk, Magdalena [Author]
no 20, 95: CDS central counterparty clearing default measures road to recovery or invitation to predation? Magdalena Tywoniuk
Geneva: Swiss Finance Institute, 2020

Di Maggio, Marco [Author]; Egan, Mark L. [Author]; Franzoni, Francesco [Author]
no 21, 01: The value of intermediation in the stock market Marco Di Maggio, Mark Egan, Francesco A. Franzoni
Geneva: Swiss Finance Institute, 2020

Mihet, Roxana [Author]
no 21, 04: Financial technology and the inequality gap Roxana Mihet
Geneva: Swiss Finance Institute, 2020

Albertazzi, Ugo [Author]; Fringuellotti, Fulvia [Author]; Ongena, Steven [Author]
no 20, 99: Fixed rate versus adjustable rate mortgages evidence from euro area banks Ugo Albertazzi, Fulvia Fringuellotti, Steven Ongena
Geneva: Swiss Finance Institute, 2020

Bretscher, Lorenzo [Author]; Schmid, Lukas [Author]; Sen, Ishita [Author]; Sharma, Varun [Author]
no 21, 07: Institutional corporate bond demand Lorenzo Bretscher, Lukas Schmid, Ishita Sen, Varun Sharma
Geneva: Swiss Finance Institute, 2020

Eisdorfer, Assaf [Author]; Morellec, Erwan [Author]; Zhdanov, Alexei [Author]
no 20, 105: Takeover protections and stock returns Assaf Eisdorfer, Erwan Morellec, Alexei Zhdanov
Geneva: Swiss Finance Institute, 2020

Dessaint, Olivier [Author]; Foucault, Thierry [Author]; Frésard, Laurent [Author]
no 20, 106: Does big data improve financial forecasting? the horizon effect Olivier Dessaint, Thierry Foucault, Laurent Frésard
Geneva: Swiss Finance Institute, 2020

Qi, Shusen [Author]; Chen, Shu [Author]; Ongena, Steven [Author]; You, Jiaxing [Author]
no 20, 116: Divorce and credit Shusen Qi, Shu Chen, Steven Ongena, Jiaxing You
Geneva: Swiss Finance Institute, 2020

Bergman, Nittai K. [Author]; Kadan, Ohad [Author]; Michaely, Roni [Author]; Moulton, Pamela C. [Author]
no 20, 109: Do proprietary traders provide liquidity? Nittai Bergman, Ohad Kadan, Roni Michaely, Pamela C. Moulton
Geneva: Swiss Finance Institute, 2020

Divernois, Marc-Aurèle [Author]
no 20, 79: A deep learning approach to estimate forward default intensities Marc-Aurèle Divernois
Geneva: Swiss Finance Institute, July 21, 2020

Grennan, Jillian [Author]; Michaely, Roni [Author]
no 20, 84: Artificial intelligence and high-skilled work evidence from analysts Jillian Grennan, Roni Michaely
Geneva: Swiss Finance Institute, 2020

Gerlach, Jan-Christian [Author]; Kreuser, Jerome [Author]; Sornette, Didier [Author]
no 20, 85: Crash-sensitive Kelly strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices Jan-Christian Gerlach, Jerome Kreuser, Didier Sornette
Geneva: Swiss Finance Institute, 2020

Mele, Antonio [Author]; Obayashi, Yoshiki [Author]
no 20, 88: Credit volatility indexes Antonio Mele, Yoshiki Obayashi
Geneva: Swiss Finance Institute, 2020

Gropp, Reint [Author]; Mosk, Thomas [Author]; Ongena, Steven [Author]; Simac, Ines [Author]; Wix, Carlo [Author]
no 20, 112: Supranational rules, national discretion increasing versus inflating regulatory bank capital? Reint Gropp, Thomas C. Mosk, Steven Ongena, Ines Simac, Carlo Wix
Geneva: Swiss Finance Institute, 2020

Baker, Scott [Author]; Johnson, Stephanie [Author]; Küng, Lorenz [Author]
no 20, 114: Financial returns to household inventory management Scott R. Baker, Stephanie Johnson, Lorenz Kueng
Geneva: Swiss Finance Institute, 2020

Eksia, Zehra [Author]; Filipović, Damir [Author]
no 20, 94: Affine pricing and hedging of collateralized debt obligations Zehra Eksia, Damir Filipovic
Geneva: Swiss Finance Institute, 2020

Gopalakrishna, Goutham [Author]
no 20, 96: Asset pricing with realistic crises dynamics Goutham Gopalakrishna
Geneva: Swiss Finance Institute, 2020

Nguyen, Duc Duy [Author]; Ongena, Steven [Author]; Qi, Shusen [Author]; Sila, Vathunyoo [Author]
no 20, 97: Climate change risk and the costs of mortgage credit Duc Duy Nguyen, Steven Ongena, Shusen Qi, Vathunyoo Sila
Geneva: Swiss Finance Institute, 2020

Basten, Christoph [Author]; Mariathasan, Mike [Author]
no 20, 98: Interest rate pass-through and bank risk-taking under negative-rate policies with tiered remuneration of central bank reserves Christoph Basten, Mike Mariathasan
Geneva: Swiss Finance Institute, 2020

Arnould, Guillaume [Author]; Guin, Benjamin [Author]; Ongena, Steven [Author]; Siciliani, Paolo [Author]
no 20, 113: (When) do banks react to anticipated capital reliefs? Guillaume Arnould, Benjamin Guin, Steven Ongena and Paolo Siciliani
London: Bank of England, November 2020

Nistor, Simona [Author]; Ongena, Steven [Author]
no 20, 101: The impact of policy interventions on systemic risk across banks Simona Nistor, Steven Ongena
Geneva: Swiss Finance Institute, 2020

Sornette, Didier [Author]; Mearns, Euan [Author]; Schatz, Michael [Author]; Wu, Ke [Author]; Darcet, Didier [Author]
no 20, 27: Interpreting, analysing and modelling COVID-19 mortality data Didier Sornette (ETH Zurich, University of Science and Technology (SUSTech) Shenzhen, Tokyo Institute of Technology, and Swiss Finance Institute), Euan Mearns (ETH Zürich), Michael Schatz (ETH Zürich), Ke Wu (ETH Zurich and Southern University of Science and Technology), Didier Darcet (Insight Research LLC)
Geneva: Swiss Finance Institute, 2020

Fu, Jonathan [Author]; Mishra, Mrinal [Author]
no 20, 38: The global impact of COVID-19 on fintech adoption Jonathan Fu (University of Zurich and Center for Sustainable Finance and Private Wealth), Mrinal Mishra (University of Zurich and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2020

Wehrli, Alexander [Author]; Wheatley, Spencer [Author]; Sornette, Didier [Author]
no 20, 39: Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes Alexander Wehrli (ETH Zurich), Spencer Wheatley (ETH Zurich), Didier Sornette (ETH Zurich and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2020

Bustamante, Maria Cecilia [Author]; Frésard, Laurent [Author]
no 20, 43: Does firm investment respond to peers' investment? Maria Cecilia Bustamante and Laurent Frésard
Geneva: Swiss Finance Institute, [2020]

Amir, Rabah [Author]; Evstigneev, Igor V. [Author]; Hens, Thorsten [Author]; Potapova, Valeriya [Author]; Schenk-Hoppé, Klaus Reiner [Author]
no 20, 44: Evolution in pecunia Rabah Amir (University of Iowa and Aix- Marseille Université), Igor V. Evstigneev (University of Manchester), Thorsten Hens (University of Zurich, Norwegian School of Economics and Business Administration and Swiss Finance Institute), Valeriya Potapova (University of Manchester), Klaus Reiner Schenk-Hoppé (University of Manchester and Norwegian School of Economics)
Geneva: Swiss Finance Institute, 2020

Arvanitis, Stelios [Author]; Scaillet, Olivier [Author]; Topaloglou, Nikolas [Author]
no 20, 18: Spanning analysis of stock market anomalies under prospect stochastic dominance Stelios Arvanitis, Olivier Scaillet, Nikolas Topaloglou
Geneva: Swiss Finance Institute, 2020

Alessandrini, Fabio [Author]; Jondeau, Eric [Author]
no 20, 21: Optimal strategies for ESG portfolios Fabio Alessandrini (University of Lausanne and Banque Cantonale Vaudoise), Eric Jondeau (University of Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2020

Sornette, Didier [Author]; Cauwels, Peter [Author]; Mearns, Euan [Author]; Wu, Ke [Author]
no 20, 23: Human-environment-health and reinforcement of individual resilience Didier Sornette (ETH Zurich, University of Science and Technology (SUSTech) Shenzhen, Tokyo Institute of Technology, and Swiss Finance Institute), Peter Cauwels (ETH Zurich), Euan Mearns (ETH Zurich), Ke Wu (ETH Zurich and University of Science and Technology (SUSTech), Shenzhen)
Geneva: Swiss Finance Institute, 2020

Barone-Adesi, Giovanni [Author]; Platen, Eckhard [Author]; Sala, Carlo [Author]
no 20, 24: On the use of equities in target date funds Giovanni Barone-Adesi (Università della Svizzera italiana and Swiss Finance Institute), Eckhard Platen (University of Technology, Sydney), Carlo Sala (ESADE Business School)
Geneva: Swiss Finance Institute, 2020

Evstigneev, Igor V. [Author]; Hens, Thorsten [Author]; Potapova, Valeriya [Author]; Schenk-Hoppé, Klaus Reiner [Author]
no 20, 19: Behavioral equilibrium and evolutionary dynamics in asset markets Igor V. Evstigneev (University of Manchester), Thorsten Hens (University of Zurich, Norwegian School of Economics, and Swiss Finance Institute), Valeriya Potapova (University of Manchester), Klaus Reiner Schenk-Hoppé (University of Manchester and Norwegian School of Economics)
Geneva: Swiss Finance Institute, 2020

Jondeau, Eric [Author]; Mojon, Benoît [Author]; Sahuc, Jean-Guillaume [Author]
no 20, 20: A new indicator of bank funding cost Eric Jondeau, Benoît Mojon, Jean-Guillaume Sahuc
Geneva: Swiss Finance Institute, 2020

Fernandez-Arjona, Lucio [Author]; Filipović, Damir [Author]
no 20, 28: A machine learning approach to portfolio pricing and risk management for high-dimensional problems Lucio Fernandez Arjona (University of Zurich), Damir Filipović (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2020

Berger, Allen N. [Author]; Nistor, Simona [Author]; Ongena, Steven [Author]; Tsyplakov, Sergey [Author]
no 20, 45: Catch, restrict, and release: the real story of bank bailouts Allen N. Berger (University of South Carolina, Wharton Financial Institutions Center, and European Banking Center), Simona Nistor (Babes-Bolyai University), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR), Sergey Tsyplakov (University of South Carolina)
Geneva: Swiss Finance Institute, 2020

Li, Chenxu [Author]; Scaillet, Olivier [Author]; Shen, Yiwen [Author]
no 20, 22: Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets Chenxu Li (Peking University), Olivier Scaillet (University of Geneva and Swiss Finance Institute), Yiwen Shen (Columbia University)
Geneva: Swiss Finance Institute, 2020

Huber, Tobias [Author]; Sornette, Didier [Author]
no 20, 41: Boom, bust, and Bitcoin Bitcoin-bubbles as innovation accelerators Tobias Huber (ETH Zurich), Didier Sornette (ETH Zurich, Southern University of Science and Technology (SUSTech) Shenzhen, Tokyo Institute of Technology, and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2020

Andrieş, Alin Marius [Author]; Ongena, Steven [Author]; Sprincean, Nicu [Author]
no 20, 42: The COVID-19 pandemic and sovereign bond risk Alin Marius Andries (Alexandru Ioan Cuza University of Iasi and Romanian Academy), Steven Ongena (University of Zurich, KU Leuven, Swiss Finance Institute, and CEPR), Nicu Sprincean (Alexandru Ioan Cuza University of Iasi)
Geneva: Swiss Finance Institute, 2020

Andrieş, Alin Marius [Author]; Ongena, Steven [Author]; Sprincean, Nicu [Author]; Tunaru, Radu [Author]
no 20, 40: Risk spillovers and interconnectedness between systemically important institutions Alin Marius Andries (Alexandru Ioan Cuza University of Iasi and Romanian Academy), Steven Ongena (University of Zurich, KU Leuven, Swiss Finance Institute, and CEPR), Nicu Sprincean (Alexandru Ioan Cuza University of Iasi), Radu Tunaru (University of Sussex)
Geneva: Swiss Finance Institute, 2020

Ferro, Giuseppe M. [Author]; Sornette, Didier [Author]
no 20, 25: Stochastic representation decision theory how probabilities and values are entangled dual characteristics in cognitive processes Giuseppe M. Ferro (ETH Zürich), Didier Sornette (ETH Zurich, University of Science and Technology (SUSTech) Shenzhen, Tokyo Institute of Technology, and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2020

Bradley, Daniel [Author]; Gokkaya, Sinan [Author]; Liu, Xi [Author]; Michaely, Roni [Author]
no 20, 26: Propagation of political information Daniel Bradley, Sinan Gokkaya, Xi Liu, Roni Michaely
Geneva: Swiss Finance Institute, 2020

Ramelli, Stefano [Author]; Wagner, Alexander F. [Author]
no 20, 12: Feverish stock price reactions to COVID-19 Stefano Ramelli (University of Zurich), Alexander F. Wagner (University of Zurich, Swiss Finance Institute, CEPR, and ECGI)
Geneva: Swiss Finance Institute, 2020

La Vecchia, Davide [Author]; Moor, Alban [Author]; Scaillet, Olivier [Author]
no 20, 01: A higher-order correct fast moving-average bootstrap for dependent data Davide La Vecchia (University of Geneva), Alban Moor (University of Geneva), Olivier Scaillet (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2020

Degryse, Hans [Author]; Gündüz, Yalın [Author]; O'Flynn, Kuchulain [Author]; Ongena, Steven [Author]
no 20, 15: Identifying empty creditors with a shock and micro-data Hans Degryse (KU Leuven and CEPR), Yalin Gündüz (Deutsche Bundesbank), Kuchulain O'Flynn (University of Zurich and Swiss Finance Institute), Steven Ongena (University of Zurich, KU Leuven, Swiss Finance Institute, and CEPR)
Geneva: Swiss Finance Institute, 2020

Bonfim, Diana [Author]; Cerqueiro, Geraldo [Author]; Degryse, Hans [Author]; Ongena, Steven [Author]
no 20, 16: On-site inspecting zombie lending Diana Bonfim (Banco de Portugal and Catolica Lisbon School of Business and Economics), Geraldo Cerqueiro (Catolica Lisbon School of Business and Economics), Hans Degryse (KU Leuven and CEPR), Steven Ongena (University of Zurich, KU Leuven, Swiss Finance Institute, and CEPR)
Geneva: Swiss Finance Institute, 2020

Sohn, Hyun-U [Author]; Sornette, Didier [Author]
no 20, 05: Rational belief bubbles Hyun-U Sohn (ETH Zurich), Didier Sornette (ETH Zurich and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2020

Sandulescu, Mirela [Author]
no 20, 09: How integrated are corporate bond and stock markets? Mirela Sandulescu
Geneva: Swiss Finance Institute, 2020

Gibson, Rajna [Author]; Glossner, Simon [Author]; Krüger, Philipp [Author]; Matos, Pedro [Author]; Steffen, Tom [Author]
no 20, 13: Responsible institutional investing around the world Rajna Gibson (University of Geneva), Simon Glossner (University of Virginia), Philipp Krueger (University of Geneva and Swiss Finance Institute), Pedro Matos (University of Virginia), Tom Steffen (Osmosis Investment Management)
Geneva: Swiss Finance Institute, 2020

Chen, Deqiu [Author]; Ma, Yujing [Author]; Martin, Xiumin [Author]; Michaely, Roni [Author]
no 20, 14: On the fast track: information acquisition costs and information production Deqiu Chen (University of International Business and Economics), Yujing Ma (University of International Business and Economics), Xiumin Martin (Washington University in Saint Louis), Roni Michaely (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2020

Amini, Hamed [Author]; Filipović, Damir [Author]; Minca, Andreea [Author]
no 20, 04: Systemic risk in networks with a central node Hamed Amini (Georgia State University), Damir Filipovic (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute), Andreea Minca (Cornell University)
Geneva: Swiss Finance Institute, 2020

Bashchenko, Oksana [Author]; Marchal, Alexis [Author]
no 20, 08: Deep learning for asset bubbles detection Oksana Bashchenko (University of Lausanne and Swiss Finance Institute), Alexis Marchal (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2020

Bashchenko, Oksana [Author]; Marchal, Alexis [Author]
no 20, 10: Deep learning, jumps, and volatility bursts Oksana Bashchenko University of Lausanne and Swiss Finance Institute, Alexis Marchal (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2020

Farkas, Walter [Author]; Mathys, Ludovic [Author]
no 20, 11: Geometric step options with jumps parity relations, PIDEs, and semi-analytical pricing Walter Farkas (University of Zurich, ETH Zurich, and Swiss Finance Institute), Ludovic Mathys (University of Zurich)
Geneva: Swiss Finance Institute, 2020

Gandré, Pauline [Author]; Mariathasan, Mike [Author]; Merrouche, Ouarda [Author]; Ongena, Steven [Author]
no 20, 02: Unintended consequences of the global derivatives market reform Pauline Gandré (Université Paris Nanterre and EconomiX), Mike Mariathasan (KU Leuven), Ouarda Merrouche (Université Paris Nanterre and EconomiX), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR)
Geneva: Swiss Finance Institute, 2020

Bergesio, Andrea [Author]; Huber, Paul [Author]; Koch Medina, Pablo [Author]; Wilhelmy, Lutz [Author]
no 20, 03: The valuation of insurance liabilities a framework based on first principles Andrea Bergesio (University of Zurich and Swiss Finance Institute), Paul Huber (Swiss Re), Pablo Koch-Medina (University of Zurich and Swiss Finance Institute), Lutz Wilhelmy (Swiss Re)
Geneva: Swiss Finance Institute, 2020

Cieślak, Anna [Author]; Malamud, Semyon [Author]; Schrimpf, Andreas [Author]
no 20, 17: Policy announcement design Anna Cieslak (Duke University), Semyon Malamud (Ecole Polytechnique Federale de Lausanne, Swiss Finance Institute, and CEPR), Andreas Schrimpf (Bank for International Settlements (BIS))
Geneva: Swiss Finance Institute, 2020

Rehbein, Oliver [Author]; Ongena, Steven [Author]
no 20, 07: Flooded through the back door: the role of bank capital in local shock spillovers Oliver Rehbein (University of Bonn), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR)
Geneva: Swiss Finance Institute, 2020

Paolella, Marc S. [Author]; Polak, Pawel [Author]; Walker, Patrick S. [Author]
no 19, 51: A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs Marc S. Paolella (University of Zurich and Swiss Finance Institute), Pawel Polak (Columbia University), Patrick S. Walker (University of Zurich)
Geneva: Swiss Finance Institute, 2019

Berardi, Andrea [Author]; Markovich, Michael [Author]; Plazzi, Alberto [Author]; Tamoni, Andrea [Author]
no 19, 52: Mind the (convergence) gap: bond predictability strikes back! Andrea Berardi, Michael Markovich, Alberto Plazzi, Andrea Tamoni
Geneva: Swiss Finance Institute, 2019

Bálint, Dániel Ágoston [Author]; Schweizer, Martin [Author]
no 19, 53: Properly discounted asset prices are semimartingales Dániel Ágoston Bálint, Martin Schweizer
Geneva: Swiss Finance Institute, 2019

Pazarbasi, Altan [Author]; Schneider, Paul [Author]; Vilkov, Grigory [Author]
no 19, 57: Sentimental recovery Altan Pazarbasi (Frankfurt School of Finance & Management), Paul Schneider (Università della Svizzera italiana and Swiss Finance Institute), Grigory Vilkov (Frankfurt School of Finance & Management)
Geneva: Swiss Finance Institute, 2019

Filipović, Damir [Author]; Glau, Kathrin [Author]; Nakatsukasa, Yuji [Author]; Statti, Francesco [Author]
no 19, 54: Weighted Monte Carlo with least squares and randomized extended Kaczmarz for option pricing Damir Filipovic, Kathrin Glau, Yuji Nakatsukasa, Francesco Statti
Geneva: Swiss Finance Institute, 2019

Eichholtz, Piet [Author]; Ongena, Steven [Author]; Yönder, Erkan [Author]
no 19, 58: Distance effects in CMBS loan pricing banks versus non-banks Piet Eichholtz, Steven Ongena, Erkan Yönder
Geneva: Swiss Finance Institute, 2019

Fabisik, Kornelia [Author]
no 19, 60: Why do U.S. CEOs pledge their own company's stock? Kornelia Fabisik
Geneva: Swiss Finance Institute, 2019

Barras, Laurent [Author]; Scaillet, Olivier [Author]; Wermers, Russ [Author]
no 19, 61: Reassessing false discoveries in mutual fund performance: skill, luck, or lack of power? a reply Laurent Barras, Olivier Scaillet, Russ Wermers
Geneva: Swiss Finance Institute, 2019

Barbon, Andrea [Author]; Gianinazzi, Virginia [Author]
no 19, 55: Quantitative easing and equity prices evidence from the ETF program of the Bank of Japan Andrea Barbon (Università della Svizzera italiana and Swiss Finance Institute), Virginia Gianinazzi (Università della Svizzera italiana and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2019

Ben-David, Itzhak [Author]; Franzoni, Francesco [Author]; Moussawi, Rabih [Author]
no 19, 56: An improved method to predict assignment of stocks into Russell indexes Itzhak Ben-David (Ohio State University and NBER), Francesco A. Franzoni (Università della Svizzera italiana, Swiss Finance Institute, and CEPR), Rabih Moussawi (Villanova University and University of Pennsylvania)
Geneva: Swiss Finance Institute, 2019

Schneider, Paul [Author]; Wagner, Christian [Author]; Zechner, Josef [Author]
no 19, 50: Low risk anomalies? Paul Schneider (Università della Svizzera italiana and Swiss Finance Institute), Christian Wagner (WU Vienna University of Business and Economics), Josef Zechner (WU Vienna University of Business and Economics)
Geneva: Swiss Finance Institute, 2019

Gersbach, Hans [Author]; Rochet, Jean-Charles [Author]; Scheffel, Martin [Author]
no 19, 62: Financial intermediation, capital accumulation and crisis recovery Hans Gersbach, Jean-Charles Rochet, Martin Scheffel
Geneva: Swiss Finance Institute, 2019

Fallahgoul, Hasan [Author]; Hugonnier, Julien [Author]; Mancini, Loriano [Author]
no 19, 49: Risk premia and Lévy jumps theory and evidence Hasan Fallahgoul (Monash University), Julien Hugonnier (Ecole Polytechnique Fédérale de Lausanne, Swiss Finance Institute, and CEPR), Loriano Mancini (Università della Svizzera italiana and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2019

Lucchetta, Marcella [Author]; Parigi, Bruno [Author]; Rochet, Jean-Charles [Author]
no 19, 63: Bank restructuring without government intervention Marcella Lucchetta, Bruno M. Parigi, Jean-Charles Rochet
Geneva: Swiss Finance Institute, 2019

Goncharenko, Roman [Author]; Ongena, Steven [Author]; Rauf, Asad [Author]
no 19, 43: The agency of CoCos why contingent convertible bonds aren't for everyone Roman Goncharenko (KU Leuven), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR), Asad Rauf (Vienna Graduate School of Finance)
Geneva: Swiss Finance Institute, 2019

Lowry, Michelle [Author]; Michaely, Roni [Author]; Volkova, Ekaterina [Author]
no 19, 47: Information revelation through regulatory process interactions between the SEC and companies ahead of the IPO Michelle Lowry, Roni Michaely and Ekaterina Volkova
Geneva: Swiss Finance Institute, 2019

Merkley, Kenneth J. [Author]; Michaely, Roni [Author]; Pacelli, Joseph [Author]
no 19, 07: Cultural diversity on Wall Street evidence from sell-side analysts' forecasts Kenneth J. Merkley, Roni Michaely, Joseph Pacelli
Geneva: Swiss Finance Institute, February 2019

Abuzov, Rustam [Author]
no 19, 14: The impact of venture capital screening Rustam Abuzov (University of Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, March 2019

Jondeau, Eric [Author]; Zhang, Qunzi [Author]; Zhu, Xiaoneng [Author]
no 19, 24: Crude awakening oil prices and bond returns Eric Jondeau (University of Lausanne and Swiss Finance Institute), Qunzi Zhang (Shandong University), Xiaoneng Zhu (Shanghai University of Finance and Economics)
Geneva: Swiss Finance Institute, April 2019

Albrecher, Hansjörg [Author]; Bommier, Antoine [Author]; Filipović, Damir [Author]; Koch Medina, Pablo [Author]; Loisel, Stéphane [Author]; Schmeiser, Hato [Author]
no 19, 26: Insurance: models, digitalization, and data science Hansjoerg Albrecher (University of Lausanne and Swiss Finance Institute), Antoine Bommier (ETH Zurich), Damir Filipović (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute), Pablo Koch-Medina (University of Zurich and Swiss Finance Institute), Stéphane Loisel (University of Lyon 1), Hato Schmeiser (University of Muenster and University of St. Gallen)
Geneva: Swiss Finance Institute, 2019

De Jonghe, Olivier [Author]; Dewachter, Hans [Author]; Mulier, Klaas [Author]; Ongena, Steven [Author]; Schepens, Glenn [Author]
no 19, 45: Some borrowers are more equal than others bank funding shocks and credit reallocation Olivier De Jonghe (Tilburg University and National Bank of Belgium), Hans Dewachter (National Bank of Belgium), Klaas Mulier (Ghent University and National Bank of Belgium), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR), Glenn Schepens (European Central Bank)
Geneva: Swiss Finance Institute, 2019

Banulescu, Denisa [Author]; Hurlin, Christophe [Author]; Leymarie, Jérémy [Author]; Scaillet, Olivier [Author]
no 19, 48: Backtesting marginal expected shortfall and related systemic risk measures Denisa Banulescu, Christophe Hurlin, Jérémy Leymarie, Olivier Scaillet
Geneva: Swiss Finance Institute, 2019

Ceccarelli, Marco [Author]; Ramelli, Stefano [Author]; Wagner, Alexander F. [Author]
no 19, 13: When investors call for climate responsibility, how do mutual funds respond? Marco Ceccarelli (University of Zurich and Swiss Finance Institute), Stefano Ramelli (University of Zurich), Alexander F. Wagner (University of Zurich, Swiss Finance Institute, CEPR, and ECGI)
Geneva: Swiss Finance Institute, April 12, 2019

Jacob, Martin [Author]; Michaely, Roni [Author]; Müller, Maximilian A. [Author]
no 19, 40: Consumption taxes and corporate investment Martin Jacob (WHU - Otto Beisheim School of Management), Roni Michaely (University of Geneva and Swiss Finance Institute), Maximilian A. Müller (WHU - Otto Beisheim School of Management)
Geneva: Swiss Finance Institute, 2019

Acevedo, Paola Morales [Author]; Ongena, Steven [Author]
no 19, 42: Fear, anger, and credit on bank robberies and loan conditions Paola Morales Acevedo (Central Bank of Colombia), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR)
Geneva: Swiss Finance Institute, June 9, 2019

Grennan, Jillian [Author]; Michaely, Roni [Author]
no 19, 10: FinTechs and the market for financial analysis Jillian Grennan (Duke University), Roni Michaely (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, April 15, 2019

Barone-Adesi, Giovanni [Author]; Mira, Antonietta [Author]; Pisati, Matteo [Author]
no 19, 15: The keys of predictability a comprehensive study Giovanni Barone-Adesi (Università della Svizzera italiana and Swiss Finance Institute), Antonietta Mira (Università della Svizzera italiana), Matteo Pisati (Università della Svizzera italiana)
Geneva: Swiss Finance Institute, March 20, 2019

Heath, Davidson [Author]; Macciocchi, Daniele [Author]; Michaely, Roni [Author]; Ringgenberg, Matthew [Author]
no 19, 08: Do index funds monitor? Davidson Heath (University of Utah), Daniele Macciocchi (University of Utah), Roni Michaely (University of Geneva and Swiss Finance Institute), Matthew Ringgenberg (University of Utah)
Geneva: Swiss Finance Institute, 2019

Kim, Hyunseob [Author]; Michaely, Roni [Author]
no 19, 09: Sticking around too long? dynamics of the benefits of dual-class voting Hyunseob Kim (Cornell University), Roni Michaely (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, January 2019

Michaely, Roni [Author]; Rubin, Amir [Author]; Segal, Dan [Author]; Vedrashko, Alexander [Author]
no 19, 06: Lured by the consensus Roni Michaely, Amir Rubin, Dan Segal, Alexander Vedrashko
Geneva: Swiss Finance Institute, 2019

Jiang, Chaonan [Author]; La Vecchia, Davide [Author]; Ronchetti, Elvezio [Author]; Scaillet, Olivier [Author]
no 19, 18: Saddlepoint approximations for spatial panel data models Chaonan Jiang (University of Geneva), Davide La Vecchia (University of Geneva), Elvezio Ronchetti (University of Geneva), Olivier Scaillet (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, March 25, 2019

Della Seta, Marco [Author]; Morellec, Erwan [Author]; Zucchi, Francesca [Author]
no 19, 21: Short-term debt and incentives for risk-taking Marco Della Seta (APG Asset Management), Erwan Morellec (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute), Francesca Zucchi (Federal Reserve Board of Governors)
Geneva: Swiss Finance Institute, February 22, 2019

Bowen, Donald [Author]; Frésard, Laurent [Author]; Hoberg, Gerard [Author]
no 19, 22: Technological disruptiveness and the evolution of IPOs and sell-outs Donald Bowen, Laurent Frésard, Gerard Hoberg
Geneva: Swiss Finance Institute, January 13, 2019

Sornette, Didier [Author]; Wheatley, Spencer [Author]; Cauwels, Peter [Author]
no 19, 25: The fair reward problem the illusion of success and how to solve it Didier Sornette, Spencer Wheatley, Peter Cauwels
Geneva: Swiss Finance Institute, 2019

Grullon, Gustavo [Author]; Larkin, Yelena [Author]; Michaely, Roni [Author]
no 19, 41: Are U.S. industries becoming more concentrated? Gustavo Grullon (Rice University), Yelena Larkin (York University), Roni Michaely (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2019

Gagliardini, Patrick [Author]; Ossola, Elisa [Author]; Scaillet, Olivier [Author]
no 19, 46: Estimation of large dimensional conditional factor models in finance Patrick Gagliardini (Università della Svizzera italiana and Swiss Finance Institute), Elisa Ossola (European Commission), Olivier Scaillet (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2019

Schneider, Paul [Author]
no 19, 17: A theory of scenario generation Paul Schneider (Università della Svizzera italiana and Swiss Finance Institute)
Geneva: Swiss Finance Institute, March 22, 2019

Di Maggio, Marco [Author]; Franzoni, Francesco [Author]; Massa, Massimo [Author]; Tubaldi, Roberto [Author]
no 19, 23: Strategic trading as a response to short sellers Marco Di Maggio, Francesco Franzoni, Massimo Massa, Roberto Tubaldi
Geneva: Swiss Finance Institute, 2019

Mazzone, Luca [Author]
no 19, 01: On the solution of high-dimensional macro models with distributional channels Luca Mazzone (University of Zurich and Swiss Finance Institute)
Geneva: Swiss Finance Institute, January 9, 2019

Ghysels, Eric [Author]; Plazzi, Alberto [Author]; Valkanov, Rossen I. [Author]; Rubia, Antonio [Author]; Dossani, Asad [Author]
no 19, 02: Direct versus iterated multi-period volatility forecasts why MIDAS is king Eric Ghysels (University of North Carolina, CEPR, and LFin UCLouvain), Alberto Plazzi (Università della Svizzera italiana and Swiss Finance Institute), Rossen I. Valkanov (University of California, San Diego (UCSD)), Antonio Rubia Serrano (University of Alicante), Asad Dossani (Colorado State University)
Geneva: Swiss Finance Institute, January 11, 2019

Filipovic, Zoran M. [Author]; Wagner, Alexander F. [Author]
no 19, 03: The intangibles song in takeover announcements good tempo, hollow tune Zoran M. Filipovic (Università della Svizzera italiana and Swiss Finance Institute), Alexander F. Wagner (University of Zurich, Swiss Finance Institute, CEPR, and ECGI)
Geneva: Swiss Finance Institute, February 2, 2019

Nyborg, Kjell G. [Author]; Rösler, Cornelia [Author]
no 19, 05: Repo rates and the collateral spread evidence Kjell G. Nyborg (University of Zurich, Swiss Finance Institute, and CEPR), Cornelia Rösler (Accenture)
Geneva: Swiss Finance Institute, February 2019

Nyborg, Kjell G. [Author]
no 19, 04: Repo rates and the collateral spread puzzle Kjell G. Nyborg (University of Zurich, Swiss Finance Institute, and CEPR)
Geneva: Swiss Finance Institute, February 2019

Delfim, Jean-Christophe [Author]; Hoesli, Martin [Author]
no 19, 32: Robust desmoothed real estate returns Jean-Christophe Delfim (University of Geneva), Martin Hoesli (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 13 June 2019

Boudabsa, Lotfi [Author]; Filipović, Damir [Author]
no 19, 34: Machine learning with kernels for portfolio valuation and risk management Lotfi Boudabsa (Ecole Polytechnique Fédérale de Lausanne), Damir Filipović (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 15 August 2019

Bacchetta, Philippe [Author]; Van Wincoop, Eric [Author]
no 19, 35: Puzzling exchange rate dynamics and delayed portfolio adjustment Philippe Bacchetta (University of Lausanne, Swiss Finance Institute, and CEPR), Eric van Wincoop (University of Virginia and NBER)
Geneva: Swiss Finance Institute, July 2, 2019

Alper, Koray [Author]; Altunok, Fatih [Author]; Çapacıoğlu, Tanju [Author]; Ongena, Steven [Author]
no 19, 38: The effect of unconventional monetary policy on cross-border bank loans evidence from an emerging market Koray Alper (European Investment Bank), Fatih Altunok (University of Zurich), Tanju Çapacıoğlu (Central Bank of Turkey), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR)
Geneva: Swiss Finance Institute, 2019

Mayordomo, Sergio [Author]; Moreno, Antonio [Author]; Ongena, Steven [Author]; Rodriguez-Moreno, Maria [Author]
no 19, 28: Bank capital requirements, loan guarantees and firm performance Sergio Mayordomo (Banco de España), Antonio Moreno (University of Navarra), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR), Maria Rodriguez-Moreno (Banco de España)
Geneva: Swiss Finance Institute, 2019

Westphal, Rebecca [Author]; Sornette, Didier [Author]
no 19, 29: Market impact and performance of arbitrageurs of financial bubbles in an agent-based model Rebecca Westphal (ETH Zurich), Didier Sornette (ETH Zurich and Swiss Finance Institute)
Geneva: Swiss Finance Institute, May 27, 2019

Nyborg, Kjell G. [Author]; Wang, Zexi [Author]
no 19, 30: Corporate cash holdings stock liquidity and the repurchase motive Kjell G. Nyborg (University of Zurich, Swiss Finance Institute, and CEPR), Zexi Wang (University of Bern)
Geneva: Swiss Finance Institute, June 2019

Frésard, Laurent [Author]; Hoberg, Gerard [Author]; Phillips, Gordon M. [Author]
no 19, 36: Innovation activities and integration through vertical acquisitions Laurent Frésard (Università della Svizzera italiana and Swiss Finance Institute), Gerard Hoberg (University of Southern California), Gordon Phillips (Tuck School at Dartmouth and NBER)
Geneva: Swiss Finance Institute, May 1, 2019

Basten, Christoph [Author]; Ongena, Steven [Author]
no 19, 39: The geography of mortgage lending in times of FinTech Christoph Basten (University of Zurich, Swiss Finance Institute, and CESifo), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR)
Geneva: Swiss Finance Institute, August 2019

Paolella, Marc S. [Author]; Polak, Pawel [Author]; Walker, Patrick S. [Author]
no 19, 27: A flexible regime switching model for asset returns Marc S. Paolella (University of Zurich and Swiss Finance Institute), Pawel Polak (Columbia University), Patrick S. Walker (University of Zurich)
Geneva: Swiss Finance Institute, May 16, 2019

Orlowski, Piotr [Author]; Schneider, Paul [Author]; Trojani, Fabio [Author]
no 19, 31: On the nature of jump risk premia Piotr Orłowski (HEC Montreal), Paul Schneider (University of Lugano and Swiss Finance Institute), Fabio Trojani (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, May 21, 2019

Delfim, Jean-Christophe [Author]; Hoesli, Martin [Author]
no 19, 33: Real estate performance, the macroeconomy and leverage Jean-Christophe Delfim (University of Geneva), Martin Hoesli (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 13 June 2019

Fahlenbrach, Rüdiger [Author]; Frattaroli, Marc [Author]
no 19, 37: ICO investors Rüdiger Fahlenbrach (Ecole Polytechnique Fédérale de Lausanne, Swiss Finance Institute, and ECGI), Marc Frattaroli (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, July 15, 2019

Baker, Scott [Author]; Baugh, Brian [Author]; Küng, Lorenz [Author]
no 20, 29: Income fluctuations and firm choice Scott R. Baker (Northwestern University and NBER), Brian Baugh (University of Nebraska at Lincoln), Lorenz Kueng (Università della Svizzera italiana, Northwestern University, Swiss Finance Institute, NBER, and CEPR)
Geneva: Swiss Finance Institute, 2019

Giansante, Simone [Author]; Fatouh, Mahmoud [Author]; Ongena, Steven [Author]
no 19, 72: Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation? the case of the UK Simone Giansante (University of Bath), Mahmoud Fatouh (University of Essex and Bank of England), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR)
Geneva: Swiss Finance Institute, 2019

Carré, Sylvain [Author]; Collin-Dufresne, Pierre [Author]; Gabriel, Franck [Author]
no 19, 68: Insider trading with penalties Sylvain Carre (International College of Economics and Finance), Pierre Collin-Dufresne (Ecole Polytechnique Fédérale de Lausanne, Swiss Finance Institute, and NBER), Franck Gabriel (Ecole Polytechnique Fédérale de Lausanne)
Geneva: Swiss Finance Institute, 2019

Gryglewicz, Sebastian [Author]; Mayer, Simon [Author]; Morellec, Erwan [Author]
no 19, 78: Optimal financing with tokens Sebastian Gryglewicz (Erasmus University Rotterdam), Simon Mayer (Erasmus University Rotterdam), Erwan Morellec (École Polytechnique Fédérale de Lausanne, Swiss Finance Institute, and CEPR)
Geneva: Swiss Finance Institute, 2019

Buehler, Hans [Author]; Gonon, Lukas [Author]; Teichmann, Josef [Author]; Wood, Ben [Author]; Mohan, Baranidharan [Author]; Kochems, Jonathan [Author]
no 19, 80: Deep hedging: hedging derivatives under generic market frictions using reinforcement learning Hans Buehler (JP Morgan), Lukas Gonon (ETH Zurich), Josef Teichmann (ETH Zurich and Swiss Finance Institute), Ben Wood (JP Morgan Chase), Baranidharan Mohan (JP Morgan), Jonathan Kochems (JP Morgan)
Geneva: Swiss Finance Institute, 2019

Delēs, Manthos D. [Author]; Hasan, Iftekhar [Author]; Iosifidi, Maria [Author]; Ongena, Steven [Author]
no 19, 70: Gender, credit, and firm outcomes Manthos D. Delis (Montpellier Business School), Iftekhar Hasan (Fordham University, Bank of Finland, and University of Sydney), Maria Iosifidi (Montpellier Business School), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR)
Geneva: Swiss Finance Institute, 2019

Izzeldin, Marwan [Author]; Johnes, Jill [Author]; Ongena, Steven [Author]; Pappas, Vasileios [Author]; Tsionas, Efthymios G. [Author]
no 19, 71: Efficiency convergence in Islamic and conventional banks Marwan Izzeldin (Lancaster University), Jill Johnes (University of Huddersfield), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR), Vasileios Pappas (University of Kent), Mike Tsionas (Lancaster University)
Geneva: Swiss Finance Institute, 2019

Farkas, Walter [Author]; Mathys, Ludovic [Author]; Vasiljević, Nikola [Author]
no 19, 76: Intra-horizon expected shortfall and risk structure in models with jumps Walter Farkas (University of Zurich, ETH Zurich, and Swiss Finance Institute), Ludovic Mathys (University of Zurich), Nikola Vasiljevic (University of Zurich)
Geneva: Swiss Finance Institute, 2019

Cao, Jie (Jay) [Author]; Goyal, Amit [Author]; Ke, Sai [Author]; Zhan, Xintong [Author]
no 19, 74: Options trading and stock price informativeness Jie Cao (The Chinese University of Hong Kong), Amit Goyal (University of Lausanne and Swiss Finance Institute), Sai Ke (University of Houston), Xintong Zhan (The Chinese University of Hong Kong)
Geneva: Swiss Finance Institute, 2019

Ilhan, Emirhan [Author]; Krüger, Philipp [Author]; Sautner, Zacharias [Author]; Starks, Laura T. [Author]
no 19, 66: Institutional investors' views and preferences on climate risk disclosure Emirhan Ilhan, Philipp Krueger, Zacharias Sautner, Laura T. Starks
Geneva: Swiss Finance Institute, 2019

Bogousslavsky, Vincent [Author]; Collin-Dufresne, Pierre [Author]
no 19, 69: Liquidity, volume, and volatility Vincent Bogousslavsky (Boston College), Pierre Collin-Dufresne (Ecole Polytechnique Fédérale de Lausanne, Swiss Finance Institute, and NBER)
Geneva: Swiss Finance Institute, 2019

Berardi, Andrea [Author]; Plazzi, Alberto [Author]
19, 73: Dissecting the yield curve the international evidence Andrea Berardi, Alberto Plazzi
Geneva: Swiss Finance Institute, 2019

Barone-Adesi, Giovanni [Author]; Sala, Carlo [Author]
no 19, 77: Testing market efficiency with the pricing kernel Giovanni Barone-Adesi (Università della Svizzera italiana and Swiss Finance Institute), Carlo Sala (ESADE Business School)
Geneva: Swiss Finance Institute, 2019

Geelen, Thomas [Author]; Hajda, Jakub [Author]; Morellec, Erwan [Author]
no 19, 79: Debt, innovation, and growth Thomas Geelen (Copenhagen Business School), Jakub Hajda (University of Lausanne and Swiss Finance Institute), Erwan Morellec (École Polytechnique Fédérale de Lausanne, Swiss Finance Institute, and CEPR)
Geneva: Swiss Finance Institute, 2019

Gagliardini, Patrick [Author]; Ma, Hao [Author]
no 19, 65: Extracting statistical factors when betas are time-varying Patrick Gagliardini, Hao Ma
Geneva: Swiss Finance Institute, 2019

Cao, Jie (Jay) [Author]; Goyal, Amit [Author]; Ke, Sai [Author]; Zhan, Xintong [Author]
no 19, 75: Implied volatility changes and corporate bond returns Jie Cao (The Chinese University of Hong Kong), Amit Goyal (University of Lausanne and Swiss Finance Institute), Sai Ke (University of Houston), Xintong Zhan (The Chinese University of Hong Kong)
Geneva: Swiss Finance Institute, [2019]

Gibson, Rajna [Author]; Krüger, Philipp [Author]; Riand, Nadine [Author]; Schmidt, Peter S. [Author]
no 19, 67: ESG Rating Disagreement and Stock Returns Rajna Gibson (University of Geneva), Philipp Krueger (University of Geneva and Swiss Finance Institute), Nadine Riand (University of Geneva), Peter Steffen Schmidt (University of Zurich and University of Geneva)
Geneva: Swiss Finance Institute, 2019

Eugster, Florian [Author]; Wagner, Alexander F. [Author]
no 17, 31: Earning investor trust the role of past earnings management Florian Eugster, Alexander F. Wagner
Geneva: Swiss Finance Institute, February 22, 2018

Qi, Shusen [Author]; Haas, Ralph de [Author]; Ongena, Steven [Author]; Straetmans, Stefan [Author]
no 17, 74: Move a little closer? information sharing and the spatial clustering of bank branches Shusen Qi (Xiamen University), Ralph De Haas (European Bank for Reconstruction and Development and Tilburg University), Steven Ongena (University of Zurich, KU Leuven and Centre for Economic Policy Research), Stefan Straetmans (Maastricht University)
Geneva: Swiss Finance Institute, 27 February 2018

Qi, Shusen [Author]; Ongena, Steven [Author]; Cheng, Hua [Author]
no 18, 01: When they work with women, do men get all the credit? Shusen Qi, Steven Ongena, Hua Cheng
Geneva: Swiss Finance Institute, February 12, 2018

Chaieb, Ines [Author]; Errunza, Vihang R. [Author]; Langlois, Hugues [Author]
no 18, 05: Is liquidity risk priced in partially segmented markets? Ines Chaieb, Vihang Errunza, Hugues Langlois
Geneva: Swiss Finance Institute, [2018]

Delēs, Manthos D. [Author]; Greiff, Kathrin de [Author]; Ongena, Steven [Author]
no 18, 10: Being stranded on the carbon bubble? climate policy risk and the pricing of bank loans Manthos D. Delis, Kathrin de Greiff, Steven Ongena
Geneva: Swiss Finance Institute, May 6, 2018

Jondeau, Eric [Author]; Khalilzadeh, Amir [Author]
no 18, 11: Measuring the capital shortfall of large U.S. banks Eric Jondeau, Amir Khalilzadeh
Geneva: Swiss Finance Institute, February 2018

Jondeau, Eric [Author]; Sahuc, Jean-Guillaume [Author]
no 18, 12: A general equilibrium appraisal of capital shortfall Eric Jondeau, Jean-Guillaume Sahuc
Geneva: Swiss Finance Institute, February 20, 2018

Malamud, Semyon [Author]; Schrimpf, Andreas [Author]
no 18, 14: An intermediation-based model of exchange rates Semyon Malamud, Andreas Schrimpf
Geneva: Swiss Finance Institute, June 5, 2018

Sandulescu, Mirela [Author]; Trojani, Fabio [Author]; Vedolin, Andrea [Author]
no 18, 18: Model-free international stochastic discount factors Mirela Sandulescu, Fabio Trojani, Andrea Vedolin
Geneva: Swiss Finance Institute, April 2018

Cziraki, Peter [Author]; Lyandres, Evgeny [Author]; Michaely, Roni [Author]
no 19, 11: What do insiders know? evidence from insider trading around share repurchases and SEOs Peter Cziraki, Evgeny Lyandres, Roni Michaely
Geneva: Swiss Finance Institute, November 2018

Orlowski, Piotr [Author]; Sali, Andras [Author]; Trojani, Fabio [Author]
no 19, 20: Arbitrage free dispersion Piotr Orlowski (HEC Montreal), Andras Sali (Alphacruncher), Fabio Trojani (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, 2018

Östberg, Peter [Author]; Richter, Thomas [Author]
no 17, 32: The sovereign debt crisis rebalancing or freezes? Per Östberg, Thomas Richter
Geneva: Swiss Finance Institute, May 1, 2018

Allen, Franklin [Author]; Haas, Marlene [Author]; Nowak, Eric [Author]; Tengulov, Angel [Author]
no 17, 64: Market efficiency and limits to arbitrage evidence from the Volkswagen short squeeze Franklin Allen, Marlene Haas, Eric Nowak, Angel Tengulov
Geneva: Swiss Finance Institute, April 12, 2018

Biais, Bruno [Author]; Bisière, Christophe [Author]; Bouvard, Matthieu [Author]; Casamatta, Catherine [Author]
no 17, 75: The blockchain folk theorem Bruno Biais, Christophe Bisière, Matthieu Bouvard and Catherine Casamatta
[Toulouse]: Toulouse School of Economics, January 5, 2018

Chaieb, Ines [Author]; Langlois, Hugues [Author]; Scaillet, Olivier [Author]
no 18, 04: Time-varying risk premia in large international equity markets Ines Chaieb, Hugues Langlois, Olivier Scaillet
Geneva: Swiss Finance Institute, June 2018

Kovalenko, Tatyana [Author]; Sornette, Didier [Author]
no 18, 15: The conjunction fallacy in quantum decision theory Tatyana Kovalenko, Didier Sornette
Geneva: Swiss Finance Institute, March 6, 2018

Gryglewicz, Sebastian [Author]; Mayer, Simon [Author]; Morellec, Erwan [Author]
no 18, 16: Agency conflicts and short- vs long-termism in corporate policies Sebastian Gryglewicz, Simon Mayer, Erwan Morellec
Geneva: Swiss Finance Institute, July 3, 2018

King, Michael R. [Author]; Ongena, Steven [Author]; Tarashev, Nikola A. [Author]
19, 44: Bank standalone credit ratings byMichael R King, Steven Ongena and Nikola Tarashev
[Geneva]: Swiss Finance Institute, January 2018 ; [Basel]: Bank for International Settlements, Monetary and Economic Department, January 2018

Lyandres, Evgeny [Author]; Marchica, Maria-Teresa [Author]; Michaely, Roni [Author]; Mura, Roberto [Author]
no 19, 12: Owners' portfolio diversification and firm investment theory and evidence from private and public firms Evgeny Lyandres (Boston University), Maria-Teresa Marchica (University of Manchester), Roni Michaely (University of Geneva and Swiss Finance Institute), Roberto Mura (University of Manchester)
Geneva: Swiss Finance Institute, April 2018

Bradbury, Meike [Author]; Hens, Thorsten [Author]; Zeisberger, Stefan [Author]
no 17, 43: How persistent are the effects of experience sampling on investor behavior? Meike A. S. Bradbury, Thorsten Hens and Stefan Zeisberger
Geneva: Swiss Finance Institute, May 15, 2018

Wheatley, Spencer [Author]; Sornette, Didier [Author]; Huber, Tobias [Author]; Reppen, Max [Author]; Gantner, Robert Nicholas [Author]
no 18, 22: Are bitcoin bubbles predictable? combining a generalized Metcalfe's law and the LPPLS model Spencer Wheatley, Didier Sornette, Tobias Huber, Max Reppen, Robert N. Gantner
Geneva: Swiss Finance Institute, March 15, 2018

Schneider, Paul [Author]
no 18, 02: Does it pay to be an optimist? Paul Schneider (University of Lugano)
Geneva: Swiss Finance Institute, January 2, 2018

Costa Neto, Nelson Camanho da [Author]; Hau, Harald [Author]; Rey, Hélène [Author]
no 18, 03: Global portfolio rebalancing and exchange rates Nelson Camanho, Harald Hau, Hélène Rey
Geneva: Swiss Finance Institute, January 22, 2018

Dieler, Tobias [Author]; Mancini, Loriano [Author]
no 18, 06: Ignorance is bliss? anonymous lending with roll over risk Tobias Dieler, Loriano Mancini
Geneva: Swiss Finance Institute, March 13, 2018

Berardi, Andrea [Author]; Tebaldi, Claudio [Author]; Trojani, Fabio [Author] ; Campbell, John Y. [Author of introduction, etc.]
no 19, 19: Consumer protection and the design of the default option of a pan-European pension product Andrea Berardi (Ca Foscari University of Venice), Claudio Tebaldi (Bocconi University), Fabio Trojani (University of Geneva and Swiss Finance Institute) ; foreword by John Y. Campbell
Geneva: Swiss Finance Institute, 2018

Frattaroli, Marc [Author]
no 17, 66: Does protectionist anti-takeover legislation lead to managerial entrenchment? Marc Frattaroli
[Geneva]: Swiss Finance Institute, July 11, 2018

Arvanitis, Stelios [Author]; Scaillet, Olivier [Author]; Topaloglou, Nikolas [Author]
no 18, 08: Spanning tests for Markowitz stochastic dominance Stelios Arvanitis, Olivier Scaillet, Nikolas Topaloglou
Geneva: Swiss Finance Institute, January 2018

Willems, Sander [Author]
no 18, 09: Asian option pricing with orthogonal polynomials Sander Willems
Geneva: Swiss Finance Institute, January 29, 2018

Berardi, Andrea [Author]; Plazzi, Alberto [Author]
no 18, 13: Inflation risk premia, yield volatility and macro factors Andrea Berardi, Alberto Plazzi
Geneva: Swiss Finance Institute, January 10, 2018

Mayer, Michael [Author]; Bourassa, Steven C. [Author]; Hoesli, Martin [Author]; Scognamiglio, Donato [Author]
no 18, 76: Estimation and updating methods for hedonic valuation Michael Mayer (Consult AG Bern), Steven C. Bourassa (Florida Atlantic University), Martin Hoesli (University of Geneva, University of Aberdeen, Kedge Business School, and Swiss Finance Institute), Donato Flavio Scognamiglio (University of Berne)
Geneva: Swiss Finance Institute, 2018

Couvert, Maxime [Author]
no 18, 79: What are the shareholder value implications of non-voted shareholder proposals? Maxime Couvert (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, December, 2018

Nikolov, Boris [Author]; Schmid, Lukas [Author]; Steri, Roberto [Author]
no 18, 74: The sources of financing constraints Boris Nikolov (University of Lausanne and Swiss Finance Institute), Lukas Schmid (Duke University and CEPR), Roberto Steri (University of Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, November 30, 2018

Fabisik, Kornelia [Author]; Fahlenbrach, Rüdiger [Author]; Stulz, René M. [Author]; Taillard, Jérôme P. [Author] ; Rubin, Mirco [Contributor]
no 18, 75: Why are firms with more managerial ownership worth less? Kornelia Fabisik (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute), Rüdiger Fahlenbrach (Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute), René M. Stulz (Ohio State University, NBER, and ECGI), Mirco Rubin (University of Bristol), Jérôme P. Taillard (Babson College)
Geneva: Swiss Finance Institute, December 2018

Kalyaeva, Daria [Author]
no 18, 77: Participants' reputation in the syndicated lending market Daria Kalyaeva (University of Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, October 22, 2018

Goyal, Amit [Author]; He, Zhongzhi [Author]; Huh, Sahn-Wook [Author]
no 18, 78: Distance-based metrics a Bayesian solution to the power and extreme-error problems in asset-pricing tests Amit Goyal (University of Lausanne and Swiss Finance Institute), Zhongzhi Lawrence He (Brock University), Sahn-Wook Huh (State University of New York)
Geneva: Swiss Finance Institute, November 2018

Wagner, Alexander F. [Author]; Zeckhauser, Richard [Author]; Ziegler, Alexandre [Author]
no. 17, 36: Paths to convergence stock price behavior after Donald Trump's election Alexander F. Wagner (University of Zurich), Richard J. Zeckhauser (Harvard Kennedy School), Alexandre Ziegler (University of Zurich)
[Cambridge, MA]: Harvard Kennedy School, John F. Kennedy School of Government, February 10, 2018

Baker, Scott [Author]; Küng, Lorenz [Author]; McGranahan, Leslie [Author]; Melzer, Brian T. [Author]
no 20, 32: Do household finances constrain unconventional fiscal policy? Scott R. Baker, Lorenz Kueng, Leslie McGranahan, Brian T. Melzer
Geneva: Swiss Finance Institute, 2018

Küng, Lorenz [Author]
no 20, 30: Tax news shocks and consumption Lorenz Kueng (Università della Svizzera italiana, Northwestern University, Swiss Finance Institute, NBER, and CEPR)
Geneva: Swiss Finance Institute, 2018

Küng, Lorenz [Author]
no 20, 33: Excess sensitivity of high-income consumers Lorenz Kueng (Università della Svizzera italiana, Northwestern University, Swiss Finance Institute, NBER, and CEPR)
Geneva: Swiss Finance Institute, 2018

Barone-Adesi, Giovanni [Author]; Legnazzi, Chiara [Author]; Sala, Carlo [Author]
no 18, 29: S&P 500 index, an option-implied risk analysis Giovanni Barone-Adesi, Chiara Legnazzi, Carlo Sala
Geneva: Swiss Finance Institute, April 12, 2018

Albrecher, Hansjörg [Author]; Bäuerle, Nicole [Author]; Bladt, Martin [Author]
no 18, 32: Dividends: from refracting to ratcheting Hansjoerg Albrecher, Nicole Bäuerle, Martin Bladt
Geneva: Swiss Finance Institute, 2018

Albrecher, Hansjörg [Author]; Cani, Arian [Author]
no 18, 33: On randomized reinsurance contracts Hansjoerg Albrecher, Arian Cani
Geneva: Swiss Finance Institute, 2018

Collin-Dufresne, Pierre [Author]; Daniel, Kent [Author]; Sağlam, Mehmet [Author]
no 18, 43: Liquidity regimes and optimal dynamic asset allocation Pierre Collin-Dufresne, Kent Daniel, Mehmet Sağlam
Geneva: Swiss Finance Institute, January 2018

Foucault, Thierry [Author]; Frésard, Laurent [Author]
no 18, 51: Corporate strategy, conformism, and the stock market Thierry Foucault, Laurent Frésard
Geneva: Swiss Finance Institute, March 28, 2018

Hugonnier, Julien [Author]; Lester, Benjamin [Author]; Weill, Pierre-Olivier [Author]
no 18, 52: Frictional intermediation in over-the-counter markets Julien Hugonnier (Ecole Polytechnique Fédérale de Lausanne, Swiss Finance Institute, and CEPR), Benjamin Lester (Federal Reserve Bank of Philadelphia), Pierre-Olivier Weill (UCLA, NBER, and CEPR)
Geneva: Swiss Finance Institute, 2018

Qi, Shusen [Author]; Ongena, Steven [Author]
no 18, 61: Fuel the engine: bank credit and firm innovation Shusen Qi (Xiamen University), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, and CEPR)
Geneva: Swiss Finance Institute, 2018

Greenwood, Robin [Author]; Vissing-Jørgensen, Annette [Author]
no 19, 59: The impact of pensions and insurance on global yield curves Robin Greenwood, Annette Vissing-Jorgensen
[Boston, MA]: Harvard Business School, [2018]

Barras, Laurent [Author]; Gagliardini, Patrick [Author]; Scaillet, Olivier [Author]
no 18, 66: The cross-sectional distribution of fund skill measures Laurent Barras (McGill University), Patrick Gagliardini (Università della Svizzera italiana and Swiss Finance Institute), Olivier Scaillet (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, October 18, 2018

Hau, Harald [Author]; Hrasko, Gabriela [Author]
no 18, 67: Are CoCo bonds a good substitute for equity? evidence from European banks Harald Hau, Gabriela Hrasko
Geneva: Swiss Finance Institute, October 16, 2018

Bálint, Dániel Ágoston [Author]; Schweizer, Martin [Author]
no 18, 70: Large financial markets, discounting, and no asymptotic arbitrage Dániel Ágoston Bálint, Martin Schweizer
Geneva: Swiss Finance Institute, November 7, 2018

Gu, Shihao [Author]; Kelly, Bryan T. [Author]; Xiu, Dacheng [Author]
no 18, 71: Empirical asset pricing via machine learning Shihao Gu, Bryan Kelly, Dacheng Xiu
Geneva: Swiss Finance Institute, July 21, 2018

Dessain, Olivier [Author]; Foucault, Thierry [Author]; Frésard, Laurent [Author]; Matray, Adrien [Author]
no. 18, 73: Noisy stock prices and corporate investment Olivier Dessaint, Thierry Foucault, Laurent Frésard and Adrien Matray
[Geneva]: [Swiss Finance Institute], July 27, 2018 ; [Toronto]: [University of Toronto - Rotman School of Management], July 27, 2018

Malamud, Semyon [Author]; Rostek, Marzena [Author]
no 18, 25: Decentralized exchange Semyon Malamud, Marzena Rostek
Geneva: Swiss Finance Institute, 2018

Hens, Thorsten [Author]; Schenk-Hoppé, Klaus Reiner [Author]
no 18, 26: Patience is a virtue - in value investing Thorsten Hens, Klaus Reiner Schenk-Hoppé
Geneva: Swiss Finance Institute, March 21, 2018

Hugonnier, Julien [Author]; Pelgrin, Florian [Author]; St.-Amour, Pascal [Author]
no 18, 27: Valuing life as an asset, as a statistic and at Gunpoint Julien Hugonnier, Florian Pelgrin, Pascal St-Amour
Geneva: Swiss Finance Institute, April 4, 2018

Gerlach, Jan-Christian [Author]; Demos, Guilherme [Author]; Sornette, Didier [Author]
no 18, 30: Dissection of Bitcoin's multiscale bubble history from January 2012 to February 2018 J.C. Gerlach, Guilherme Demos, Didier Sornette
Geneva: Swiss Finance Institute, 12th April, 2018

Acharya, Viral V. [Author]; Pierret, Diane [Author]; Steffen, Sascha [Author]
no 18, 35: Lender of last resort versus buyer of last resort evidence from the European sovereign debt crisis Viral Acharya, Diane Pierret, Sascha Steffen
Geneva: Swiss Finance Institute, September 15, 2018

Barone-Adesi, Giovanni [Author]; Pisati, Matteo M. [Author]; Sala, Carlo [Author]
no 18, 45: Greed and fear: the nature of sentiment Giovanni Barone-Adesi (Università della Svizzera Italiana and Swiss Finance Institute), Matteo M. Pisati (Università della Svizzera Italiana and Interdisciplinary Institute of Data Science (IDIDS), Carlo Sala (ESADE Business School)
Geneva: Swiss Finance Institute, June 12, 2018

Steri, Roberto [Author]
no 18, 46: A corporate financing-based asset pricing model Roberto Steri (University of Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, June 16, 2018

Frattaroli, Marc [Author]; Herpfer, Christoph [Author]
no 18, 53: Information intermediaries: how commercial bankers facilitate strategic alliances Marc Frattaroli, Christoph Herpfer
[Geneva]: Swiss Finance Institute, June 11, 2018

Gerasimova, Nataliya [Author]; Jondeau, Eric [Author]
no 18, 54: Strategic interaction between hedge funds and prime brokers Nataliya Gerasimova, Eric Jondeau
Geneva: Swiss Finance Institute, August, 2018

Eren, Egemen [Author]; Malamud, Semyon [Author]
no 18, 55: Dominant currency debt Egemen Eren (Bank for International Settlements (BIS)), Semyon Malamud (École Polytechnique Fédérale de Lausanne, Swiss Finance Institute, and CEPR)
Geneva: Swiss Finance Institute, August 22, 2018

Hammerschmid, Regina [Author]; Janssen, Alexandra [Author]
no 18, 64: Crash-o-phobia in currency carry trade returns Regina Hammerschmid, Alexandra Janssen
Geneva: Swiss Finance Institute, September 19, 2018

Cestau, Dario [Author]; Hollifield, Burton [Author]; Li, Dan [Author]; Schürhoff, Norman [Author]
no 18, 69: Municipal bond markets Dario Cestau (IE Business School), Burton Hollifield (Carnegie Mellon University), Dan Li (Board of Governors of the Federal Reserve System), Norman Schürhoff (University of Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, October 31, 2018

Filipović, Damir [Author]; Larsson, Martin [Author]; Ware, Tony [Author]
no 18, 34: Polynomial processes for power prices Damir Filipovic, Martin Larsson, Tony Ware
Geneva: Swiss Finance Institute, April 25, 2018

Hau, Harald [Author]; Ouyang, Difei [Author]
no 18, 38: Capital scarcity and industrial decline evidence from 172 real estate booms in China Harald Hau, Difei Ouyang
Geneva: Swiss Finance Institute, May 2, 2018

Zhou, Feng [Author]; Zhang, Qun [Author]; Sornette, Didier [Author]; Jiang, Liu [Author]
no 18, 50: Cascading logistic regression onto gradient boosted decision trees to predict stock market changes using technical analysis Feng Zhou (Guangdong University of Finance and Economics), Qun Zhang (Guangdong University of Finance and Economics), Didier Sornette (ETH Zurich and Swiss Finance Institute), Liu Jiang (University of Surrey)
Geneva: Swiss Finance Institute, July 24, 2018

Gallien, Florent [Author]; Kassibrakis, Serge [Author]; Klimenko, Nataliya [Author]; Malamud, Semyon [Author]; Teguia, Alberto [Author]
no 18, 56: Liquidity provision in the foreign exchange market Florent Gallien (Swissquote Bank), Serge Kassibrakis (Swissquote Bank), Nataliya Klimenko (University of Zurich), Semyon Malamud (École Polytechnique Fédérale de Lausanne, Swiss Finance Institute, and CEPR), Alberto Teguia (University of British Columbia)
Geneva: Swiss Finance Institute, July 15, 2018

Wheatley, Spencer [Author]; Wehrli, Alexander [Author]; Sornette, Didier [Author]
no 18, 57: The endo-exo problem in high frequency financial price fluctuations and rejecting criticality Spencer Wheatley (ETH Zurich), Alexander Wehrli (ETH Zurich), Didier Sornette (ETH Zurich and Swiss Finance Institute)
Geneva: Swiss Finance Institute, August 24, 2018

Krüger, Philipp [Author]; Sautner, Zacharias [Author]; Starks, Laura T. [Author]
no 18, 58: The importance of climate risks for institutional investors Philipp Krüger (University of Geneva and Swiss Finance Institute), Zacharias Sautner (Frankfurt School of Finance & Management), Laura T. Starks (University of Texas at Austin)
Geneva: Swiss Finance Institute, August 2018

Gallien, Florent [Author]; Kassibrakis, Serge [Author]; Malamud, Semyon [Author]
no 18, 60: Hedge or rebalance optimal risk management with transaction costs Florent Gallien (Swissquote Bank), Serge Kassibrakis (Swissquote Bank), Semyon Malamud (Ecole Polytechnique Federale de Lausanne, Swiss Finance Institute, and CEPR)
Geneva: Swiss Finance Institute, July 4, 2018

Ceccarelli, Marco [Author]
no 18, 62: When companies use their wiggle room, which investors care? Marco Ceccarelli (University of zurich and Swiss Finance Institute)
Geneva: Swiss Finance Institute, August 30, 2018

Fallahgoul, Hasan [Author]; Mancini, Loriano [Author]; Stoyanov, Stoyan V. [Author]
no 18, 65: Model risk and disappointment aversion Hasan Fallahgoul, Loriano Mancini, Stoyan V. Stoyanov
Geneva: Swiss Finance Institute, July 28, 2018

Bálint, Dániel Ágoston [Author]; Schweizer, Martin [Author]
no 18, 23: Making no-arbitrage discounting-invariant a new FTAP beyond NFLVR and NUPBR Dániel Ágoston Bálint, Martin Schweizer
Geneva: Swiss Finance Institute, March 16, 2018

Kreuser, Jérôme [Author]; Sornette, Didier [Author]
no 18, 24: Bitcoin bubble trouble Jérôme Kreuser, Didier Sornette
Geneva: Swiss Finance Institute, 18-Jun-18

Fahlenbrach, Rüdiger [Author]; Kim, Hyemin [Author]; Low, Angie [Author]
no 18, 28: The importance of network recommendations in the director labor market Rüdiger Fahlenbrach, Hyemin Kim, Angie Low
Geneva: Swiss Finance Institute, March 2018

Pederzoli, Paola [Author]
no 18, 31: Crash risk in individual stocks Paola Pederzoli (University of Geneva and Swiss Finance Institute)
Geneva: Swiss Finance Institute, April 19, 2018

Aït-Sahalia, Yacine [Author]; Karaman, Mustafa [Author]; Mancini, Loriano [Author]
no 18, 37: The term structure of equity and variance risk premia Yacine Aït-Sahalia, Mustafa Karaman, Loriano Mancini
Geneva: Swiss Finance Institute, April 23, 2018

Larsen, Kasper [Author]; Soner, Halil Mete [Author]; Zitkovic, Gordan [Author]
no 18, 39: Conditional Davis pricing Kasper Larsen, Halil Mete Soner, Gordan Zitkovic
[Geneva]: Swiss Finance Institute, August 13, 2018

Bicer, Isik [Author]; Hagspiel, Verena [Author]; De Treville, Suzanne [Author]
no 18, 44: Valuing supply-chain responsiveness under demand jumps Isik Bicer (Erasmus University), Verena Hagspiel (Norwegian University of Science and Technology), Suzanne de Treville (University of Lausanne and Swiss Finance Institute)
Geneva: Swiss Finance Institute, May 23, 2018

Cvitanić, Jakša [Author]; Hugonnier, Julien [Author]
no 18, 47: Optimal fund menus Jaksa Cvitanic (CalTech), Julien Hugonnier (Ecole Polytechnique Fédérale de Lausanne, Swiss Finance Institute, and CEPR)
Geneva: Swiss Finance Institute, August 13, 2018

Bignozzi, Valeria [Author]; Burzoni, Matteo [Author]; Munari, Cosimo-Andrea [Author]
no 18, 48: Risk measures based on benchmark loss distributions Valeria Bignozzi (University of Milano-Bicocca), Matteo Burzoni (ETH Zurich), Cosimo Munari (University of Zurich and Swiss Finance Institute)
Geneva: Swiss Finance Institute, March 8, 2018

Schatz, Michael [Author]; Sornette, Didier [Author]
no 18, 49: Inefficient bubbles and efficient drawdowns in financial markets Michael Schatz, Didier Sornette
Geneva: Swiss Finance Institute, July 5, 2018

Ramelli, Stefano [Author]; Wagner, Alexander F. [Author]; Zeckhauser, Richard [Author]; Ziegler, Alexandre [Author]
no 18, 63: Stock price rewards to climate saints and sinners evidence from the Trump election Stefano Ramelli (University of Zurich), Alexander F. Wagner (University of Zurich), Richard J. Zeckhauser (Harvard Kennedy School), Alexandre Ziegler (University of Zurich)
[Cambridge, MA]: Harvard Kennedy School, John F. Kennedy School of Government, September 25, 2018

Brealey, Richard A. [Author]; Cooper, Ian [Author]; Habib, Michel Antoine [Author]
no 18, 68: Valuation in the public and private sectors tax, risk, debt capacity, and the cost of capital Richard A. Brealey (London Business School), Ian A. Cooper (London Business School), Michel A. Habib (University of Zurich and Swiss Finance Institute)
Geneva: Swiss Finance Institute, October 2018

Efing, Matthias [Author]; Hau, Harald [Author]; Kampkötter, Patrick [Author]; Rochet, Jean-Charles [Author]
no 18, 72: Bank bonus pay as a risk sharing contract Matthias Efing (HEC Paris and CESifo), Harald Hau (University of Geneva, Swiss Finance Institute, CEPR, and CESifo), Patrick Kampkötter (University of Tuebingen), Jean-Charles Rochet (University of Geneva, University of Zurich, and Swiss Finance Institute)
Geneva: Swiss Finance Institute, November 15, 2018

Schweizer, Martin [Author]; Zivoi, Danijel [Author]; Ṥikić, Mario [Author]
no 17, 29: Dynamic mean-variance optimisation problems with deterministic information Martin Schweizer, Danijel Zivoi, Mario Sikic
Geneva: Swiss Finance Institute, September 29, 2017

Daubanes, Julien [Author]; Rochet, Jean-Charles [Author]
no 17, 40: The rise of NGO activism by Julien Daubanes (IFRO at University of Copenhagen, and CESifo) and Jean-Charles Rochet (SFI at University of Geneva, University of Zurich, and Toulouse School of Economics)
[Geneva]: Swiss Finance Institute, November 24, 2017

Gilli, Manfred [Author]; Schumann, Enrico [Author]
no 17, 55: Risk-reward ratio optimisation (revisited) Manfred Gilli (Université de Genève and Swiss Finance Institute), Enrico Schumann (cpv/cap Pensionskasse Coop, Basel)
[Geneva]: Swiss Finance Institute, 28 October 2017

Zhang, Ally Quan [Author]
no 17, 56: Risky arbitrage and collateral policies Ally Quan Zhang (Swiss Finance Institute and Department of Banking & Finance, Universität Zürich)
[Geneva]: Swiss Finance Institute, October 6, 2017

Malamud, Semyon [Author]; Teguia, Alberto [Author]
no 17, 57: Asset pricing with large investors Semyon Malamud and Alberto Teguia
[Geneva]: Swiss Finance Institute, November 3, 2017

Sokko, Anastasiia [Author]
no 17, 79: Testing the stochastic disorder model on stock markets Anastasiia Sokko
[Geneva]: Swiss Finance Institute, December 8, 2017

Caporin, Massimiliano [Author]; Pelizzon, Loriana [Author]; Plazzi, Alberto [Author]
no 17, 47: Does monetary policy impact market integration? evidence from developed and emerging markets Massimiliano Caporin, Loriana Pelizzon, Alberto Plazzi
[Geneva]: Swiss Finance Institute, June 8, 2017

Belkov, Sergei [Author]; Evstigneev, Igor V. [Author]; Hens, Thorsten [Author]
no 17, 28: An evolutionary finance model with a risk-free asset Sergei Belkov, Igor Evstigneev, Thorsten Hens
[Geneva]: Swiss Finance Institute, 2017

Smug, Damian [Author]; Sornette, Didier [Author]; Ashwin, Peter [Author]
no 17, 34: A generalized 2D-dynamical mean-field Ising model with a rich set of bifurcations (inspired and applied to financial crises) Damian Smug, Didier Sornette, Peter Ashwin
Geneva: Swiss Finance Institute, October 31, 2017

Gandhi, Priyank [Author]; Golez, Benjamin [Author]; Jackwerth, Jens Carsten [Author]; Plazzi, Alberto [Author]
no 17, 53: Financial market misconduct and public enforcement the case of Libor manipulation Priyank Gandhi, Benjamin Golez, Jens Carsten Jackwerth, Alberto Plazzi
Geneva: Swiss Finance Institute, September 14, 2017

Chordia, Tarun [Author]; Goyal, Amit [Author]; Saretto, Alessio [Author]
no 17, 37: p-hacking: evidence from two million trading strategies Tarun Chordia, Amit Goyal, Alessio Saretto
Geneva: Swiss Finance Institute, August 2017

Gryglewicz, Sebastian [Author]; Mancini, Loriano [Author]; Morellec, Erwan [Author]; Schroth, Enrique [Author]; Valta, Philip [Author]
no 18, 21: Transitory versus permanent shocks explaining corporate savings and investment Sebastian Gryglewicz, Loriano Mancini, Erwan Morellec, Enrique Schroth, Philip Valta
Geneva: Swiss Finance Institute, July 11, 2017

Barbon, Andrea [Author]; Di Maggio, Marco [Author]; Franzoni, Francesco [Author]; Landier, Augustin [Author]
no 17, 61: Brokers and order flow leakage evidence from fire sales Andrea Barbon, Marco Di Maggio, Francesco A. Franzoni, Augustin Landier
Geneva: Swiss Finance Institute, November 2017

Zhang, Ally Quan [Author]
no 17, 62: Arbitrage crashes, financial accelerator, and sudden market freezes Ally Quan Zhang (Swiss Finance Institute and Department of Banking & Finance, Universität Zürich)
[Geneva]: Swiss Finance Institute, November 18, 2017

Embrechts, Paul [Author]; Liu, Haiyan [Author]; Mao, Tiantian [Author]; Wang, Ruodu [Author]
no 17, 65: Quantile-based risk sharing with heterogeneous beliefs Paul Embrechts, Haiyan Liu, Tiantian Mao, Ruodu Wang
Geneva: Swiss Finance Institute, November 29, 2017

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