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Hau, Harald's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,141 |
Total
Citations
240 |
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1.
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Subprime Crisis and Board (In)Competence: Private vs. Public Banks in Germany
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Thum, Marcel P.
Dresden University of Technology - Faculty of Economics and Business Management
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Posted:
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17 Mar 09
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Last Revised:
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08 May 13
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904
(10,881)
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7
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Thum, Marcel P.
Dresden University of Technology - Faculty of Economics and Business Management
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103
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7
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Governance, Supervisory Boards, Banking, Financial Crisis
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Thum, Marcel P.
Dresden University of Technology - Faculty of Economics and Business Management
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801
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7
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Governance, Supervisory Boards, Banking, Financial Crisis
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2.
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The Role of Equity Funds in the Financial Crisis Propagation
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Lai, Sandy
University of Hong Kong
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Posted:
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17 Jan 11
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Last Revised:
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03 Jun 12
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385
(35,732)
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4
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Lai, Sandy
University of Hong Kong
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19 Mar 12
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Last Revised:
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03 Jun 12
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30
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4
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Financial Crisis Propagation, Fire Sales, Mutual Funds
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Lai, Sandy
University of Hong Kong
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1
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4
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Financial Crisis Propagation, Fire Sales, Mutual Funds
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Lai, Sandy
University of Hong Kong
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17 Jan 11
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Last Revised:
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03 Jun 12
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354
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4
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Financial Crisis Propagation, Fire Sales, Mutual Funds
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3.
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The Exchange Rate Effect of Multi-Currency Risk Arbitrage
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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Posted:
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26 Aug 09
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Last Revised:
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18 Feb 12
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349
(40,323)
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1
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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246
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1
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Speculation, Limited Arbitrage, Hedging, Exchange Rate Disconnect
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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100
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1
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limited arbitrage, exchange rate disconnect puzzle, currency speculation
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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3
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1
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Cospectrum, Limited Arbitrage, Multi-Currency Risk Hedging, Spectral Inference, Speculative Trading
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4.
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Killeen, William P.
Setanta Asset Management Moore, Michael
Queen's University Management School
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315
(45,574)
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15
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Euro, bid-ask spread, liquidity, vehicle currency, foreign exchange market, microstructure, currency union, Economic and Monetary Union
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5.
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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270
(54,425)
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4
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6.
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The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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Posted:
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25 Mar 03
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Last Revised:
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20 Jun 03
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255
(57,996)
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18
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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18
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18
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Tobin tax, realized volatility, effective spread, tick size
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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237
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18
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Tobin Tax, Realized Volatility, Effective Spread, Tick Size
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7.
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Bank Ratings: What Determines Their Quality?
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Langfield, Sam
European Central Bank - European Systemic Risk Board Secretariat Marques-Ibanez, David
European Central Bank (ECB)
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Posted:
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01 Oct 12
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Last Revised:
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16 Apr 13
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247
(60,036)
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Langfield, Sam
European Central Bank - European Systemic Risk Board Secretariat Marques‐Ibanez, David
Swiss Finance Institute and CEPR
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0
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Langfield, Sam
European Central Bank - European Systemic Risk Board Secretariat Marques-Ibanez, David
European Central Bank (ECB)
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19
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rating agencies, credit ratings, conflicts of interest, prudential regulation
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Langfield, Sam
European Central Bank - European Systemic Risk Board Secretariat Marques-Ibanez, David
European Central Bank (ECB)
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63
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rating agencies, credit ratings, conflicts of interest, prudential regulation
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Langfield, Sam
European Central Bank - European Systemic Risk Board Secretariat Marques-Ibanez, David
European Central Bank (ECB)
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165
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Rating Agencies, Credit Ratings, Conflicts of Interest, Prudential Regulation
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8.
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A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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Posted:
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27 Feb 07
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Last Revised:
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14 May 08
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187
(79,980)
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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3
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Index revisions, international equity arbitrage, portfolio theory
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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184
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Limited Arbitrage, Index Revision, Asset Pricing
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9.
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Real Effects of Stock Underpricing
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Lai, Sandy
University of Hong Kong
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Posted:
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29 Nov 11
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Last Revised:
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24 Jul 12
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167
(88,950)
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1
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Lai, Sandy
University of Hong Kong
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6
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1
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employment, fire sales, investment, market inefficiency, mutual funds
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Lai, Sandy
University of Hong Kong
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| Posted: |
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29 Nov 11
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Last Revised:
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24 Jul 12
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161
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1
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market inefficiency, fire sales, mutual funds, investment, employment
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10.
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Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns
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Dunne, Peter G.
Central Bank of Ireland Hau, Harald
University of Geneva - Geneva Finance Research Institute Moore, Michael
Queen's University Management School
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Posted:
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06 Dec 04
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Last Revised:
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14 Apr 05
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145
(101,017)
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10
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Dunne, Peter G.
Central Bank of Ireland Hau, Harald
University of Geneva - Geneva Finance Research Institute Moore, Michael
Queen's University Management School
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24
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10
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International macroeconomics, equities, exchange rates, microstructure
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Dunne, Peter G.
Central Bank of Ireland Hau, Harald
University of Geneva - Geneva Finance Research Institute Moore, Michael
Queen's University Management School
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121
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10
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International macroeconomics, equities, exchange rates, microstructure
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11.
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Global Versus Local Asset Pricing: Evidence from Arbitrage of the MSCI Index Change
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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Posted:
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04 Jul 08
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Last Revised:
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17 Mar 09
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141
(103,437)
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3
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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| Posted: |
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14 Mar 09
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Last Revised:
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17 Mar 09
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57
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3
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Limited arbitrage, demand shock, index revision, market segmentation
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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84
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3
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Asset Pricing, Market Integration, Index Revision
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12.
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Global Portfolio Rebalancing Under the Microscope
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Helene
London Business School
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Posted:
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16 Jul 08
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Last Revised:
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16 Sep 10
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115
(122,210)
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13
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Helene
London Business School
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93
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13
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Capital Flows, Home Bias, Exchange Rate Risk, Portfolio Rebalancing
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Helene
London Business School
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3
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13
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capital flows, home bias, International Finance
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Helene
London Business School
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19
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13
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13.
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Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Massa, Massimo
INSEAD - Finance Peress, Joel
INSEAD - Finance
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Posted:
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13 May 05
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Last Revised:
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17 Mar 09
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115
(122,210)
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9
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Massa, Massimo
INSEAD - Finance Peress, Joel
INSEAD - Finance
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| Posted: |
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16 Mar 06
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Last Revised:
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17 Mar 09
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98
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9
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Massa, Massimo
INSEAD - Finance Peress, Joel
INSEAD - Finance
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17
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9
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Event study, exchange rates, global equity index funds, limits of arbitrage
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14.
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A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market
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Dunne, Peter G.
Central Bank of Ireland Hau, Harald
University of Geneva - Geneva Finance Research Institute Moore, Michael
Queen's University Management School
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Posted:
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02 Dec 08
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Last Revised:
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30 Aug 10
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114
(123,034)
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3
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Dunne, Peter G.
Central Bank of Ireland Hau, Harald
University of Geneva - Geneva Finance Research Institute Moore, Michael
Queen's University Management School
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51
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3
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Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation
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Dunne, Peter G.
Central Bank of Ireland Hau, Harald
University of Geneva - Geneva Finance Research Institute Moore, Michael
Queen's University Management School
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59
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3
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Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation
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Dunne, Peter G.
Central Bank of Ireland Hau, Harald
University of Geneva - Geneva Finance Research Institute Moore, Michael
Queen's University Management School
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4
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3
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Adverse Selection, Dealer Intermediation, Market Segmentation, Spread Determination
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15.
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Moore, Michael
Queen's University Management School Dunne, Peter G.
Central Bank of Ireland Hau, Harald
University of Geneva - Geneva Finance Research Institute
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94
(141,159)
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10
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Market Interdependence, Heterogeneous Beliefs, Order Flow, Equity Return Parity
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16.
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Exchange Rate, Equity Prices and Capital Flows
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Helene
London Business School
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Posted:
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21 Dec 02
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Last Revised:
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31 Oct 10
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87
(148,567)
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71
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Helene
London Business School
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28
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71
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Capital flows, equity flows, market incompleteness, forex hedging
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Helene
London Business School
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59
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71
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17.
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Dealer Intermediation between Markets
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Moore, Michael
Queen's University Management School Hau, Harald
University of Geneva - Geneva Finance Research Institute Dunne, Peter G.
Central Bank of Ireland
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Posted:
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20 Mar 11
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Last Revised:
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04 Sep 12
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74
(164,147)
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Dunne, Peter G.
Central Bank of Ireland Hau, Harald
University of Geneva - Geneva Finance Research Institute Moore, Michael
Queen's University Management School
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44
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Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation
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Moore, Michael
Queen's University Management School Hau, Harald
University of Geneva - Geneva Finance Research Institute Dunne, Peter G.
Central Bank of Ireland
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30
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Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation
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18.
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Global versus Local Asset Pricing: A Speculation-Based Test of Market Integration
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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Posted:
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01 Mar 10
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Last Revised:
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27 Aug 10
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59
(185,573)
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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59
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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0
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Cost of Capital, Market Segmentation, Event Study
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19.
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Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Helene
London Business School
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Posted:
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14 Sep 04
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Last Revised:
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18 Aug 10
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49
(202,481)
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35
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Helene
London Business School
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19
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35
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International finance
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Helene
London Business School
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30
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35
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20.
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Structured Debt Ratings: Evidence on Conflicts of Interest
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Efing, Matthias
Swiss Finance Institute Hau, Harald
University of Geneva - Geneva Finance Research Institute
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Posted:
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19 Apr 13
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Last Revised:
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08 May 13
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27
(252,167)
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Efing, Matthias
Swiss Finance Institute Hau, Harald
University of Geneva - Geneva Finance Research Institute
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0
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conflicts of interest, credit ratings, ratings inflation, structured debt
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Efing, Matthias
Swiss Finance Institute Hau, Harald
University of Geneva - Geneva Finance Research Institute
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19 Apr 13
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Last Revised:
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22 Apr 13
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27
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Credit Ratings, Ratings Inflation, Conflicts of Interest, Structured Debt
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21.
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Killeen, William P.
Setanta Asset Management Moore, Michael
Queen's University Management School
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20
(275,477)
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20
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22.
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Home Bias at the Fund Level
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Helene
London Business School
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Posted:
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11 Jun 08
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Last Revised:
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23 Sep 10
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19
(279,063)
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12
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Helene
London Business School
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15
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12
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Helene
London Business School
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4
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12
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asset allocation, diversification, investment behaviour
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23.
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Thum, Marcel P.
Dresden University of Technology - Faculty of Economics and Business Management
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3
(331,433)
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5
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24.
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Hau, Harald
University of Geneva - Geneva Finance Research Institute Rey, Hélène
affiliation not provided to SSRN
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fetus, heart rate, prenatal environment, prenatal drug exposure, cigarette smoking
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25.
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Real Exchange Rate Volatility and Economic Openness: Theory and Evidence
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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Posted:
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04 May 00
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Last Revised:
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27 Aug 01
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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real effective exchange rate volatility, nontradeables, openness
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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26.
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Hau, Harald
University of Geneva - Geneva Finance Research Institute
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