1.
Relative Implied Volatility Arbitrage with Index Options
University of St. Gallen, Department of Economics Working Paper No. 2001-06, Financial Analysts Journal, Vol. 58, No. 6, November/December 2002
Number of pages: 36
Posted: 20 Jun 2003
Working Paper Series
University of St. Gallen - School of Finance and Universität St. Gallen
Downloads
3,222
2.
An Integrated Framework of Corporate Governance and Firm Valuation - Evidence from Switzerland
ECGI - Finance Working Paper No. 34/2004
Number of pages: 59
Posted: 27 Jan 2004
Working Paper Series
University of Basel, Hamburg University, University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads
3,057
3.
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
Journal of Finance, 2013, Vol. 68, No. 5, pp. 1805-1841
Number of pages: 69
Posted: 14 Aug 2009
Last Revised: 13 Oct 2013
Accepted Paper Series
University of Lugano - Institute of Finance, University of St. Gallen and VU University Amsterdam - Faculty of Economics and Business Administration
Downloads
2,011
4.
The Solvency II Process: Overview and Critical Analysis
Risk Management and Insurance Review, Vol. 10, No. 1, pp. 69-85
Number of pages: 24
Posted: 13 Jan 2006
Last Revised: 10 Jun 2013
Accepted Paper Series
University of St. Gallen - Institute of Insurance Economics, University of Muenster - Faculty of Economics and University of Wisconsin - Madison - Department of Actuarial Science, Risk Management and Insurance
There are 2 versions of this paper
The Solvency II Process: Overview and Critical Analysis
Risk Management and Insurance Review, Vol. 10, No. 1, pp. 69-85
Number of pages: 24
Posted: 13 Jan 2006
Last Revised: 10 Jun 2013
Downloads
1,921
The Solvency Ii Process: Overview and Critical Analysis
Risk Management and Insurance Review, Vol. 10, Issue 1, pp. 69-85, 2007
Number of pages: 17
Posted: 09 Apr 2012
Downloads
1
Downloads
1,921
5.
Multiples and Their Valuation Accuracy in European Equity Markets
Number of pages: 34
Posted: 18 Jan 2007
Working Paper Series
Deutsche Bank AG and University of St. Gallen
Downloads
1,897
6.
Feasible Momentum Strategies in the US Stock Market
Number of pages: 23
Posted: 21 Oct 2010
Last Revised: 29 May 2013
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
1,863
7.
Risk Management, Corporate Governance, and Bank Performance in the Financial Crisis
Number of pages: 45
Posted: 13 Oct 2011
Working Paper Series
University of St. Gallen - Swiss Institute of Banking and Finance, affiliation not provided to SSRN and University of St. Gallen
Downloads
1,745
8.
Corporate Governance and Firm Value: International Evidence
Number of pages: 51
Posted: 15 Oct 2010
Last Revised: 29 May 2013
Working Paper Series
University of St. Gallen - School of Finance, University of Zurich and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
1,730
9.
Shareholder Votes and Proxy Advisors: Evidence from Say on Pay
Journal of Accounting Research, Forthcoming
Number of pages: 68
Posted: 11 Mar 2012
Last Revised: 16 Nov 2013
Working Paper Series
University of Colorado at Boulder - Department of Accounting, Columbia Business School - Accounting, Business Law & Taxation and University of Zurich
There are 2 versions of this paper
Shareholder Votes and Proxy Advisors: Evidence from Say on Pay
Journal of Accounting Research, Forthcoming
Number of pages: 68
Posted: 11 Mar 2012
Last Revised: 16 Nov 2013
Downloads
1,605
Shareholder Votes and Proxy Advisors: Evidence from Say on Pay
Columbia Business School Research Paper No. 13-88
Posted: 28 Nov 2013
Downloads
1,605
10.
Crash Sensitivity and the Cross-Section of Expected Stock Returns
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2013/24
Number of pages: 94
Posted: 27 Feb 2012
Last Revised: 12 Jun 2017
Accepted Paper Series
University of Massachusetts Amherst - Isenberg School of Management, University of Mannheim - Department of International Finance and University of St. Gallen - School of Finance
Downloads
1,371
11.
Are Convertible Bonds Underpriced?: An Analysis of the French Market
St. Gallen Economics Discussion Paper No. 2001-02, Journal of Banking and Finance, 2003
Number of pages: 28
Posted: 17 May 2001
Working Paper Series
University of St. Gallen - School of Finance, University of Konstanz and Goethe University Frankfurt - Department of Finance
Downloads
1,347
12.
The Effect of Market Regimes on Style Allocation
Number of pages: 45
Posted: 23 Jan 2009
Working Paper Series
University of St. Gallen - School of Finance and University of St. Gallen - Swiss Institute of Banking and Finance
There are 2 versions of this paper
The Effect of Market Regimes on Style Allocation
Number of pages: 45
Posted: 23 Jan 2009
Downloads
1,312
The Effect of Market Regimes on Style Allocation
Financial Markets and Portfolio Management, Vol. 20, No. 3, pp. 309-337, 2006
Posted: 17 Sep 2006
Downloads
1,312
13.
Do Financial Conglomerates Create or Destroy Economic Value?
EFA 2007 Ljubljana Meetings Paper
Number of pages: 46
Posted: 10 Sep 2006
Last Revised: 15 Jun 2013
Working Paper Series
University of St. Gallen - Swiss Institute of Banking and Finance and New York University - Leonard N. Stern School of Business
There are 2 versions of this paper
Do Financial Conglomerates Create or Destroy Economic Value?
EFA 2007 Ljubljana Meetings Paper
Number of pages: 46
Posted: 10 Sep 2006
Last Revised: 15 Jun 2013
Downloads
1,249
Do Financial Conglomerates Create or Destroy Economic Value?
NYU Working Paper No. 2451/26090
Number of pages: 53
Posted: 13 Oct 2008
Downloads
171
Downloads
1,249
14.
What Drives the Performance of Convertible-Bond Funds?
Number of pages: 68
Posted: 04 Mar 2007
Working Paper Series
University of St. Gallen - School of Finance, University of Konstanz and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
1,237
15.
The Time-Varying Systematic Risk of Carry Trade Strategies
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 26
Posted: 23 Apr 2009
Last Revised: 11 Jun 2013
Working Paper Series
University of Aarhus - CREATES, University of St. Gallen and University of St. Gallen
There are 3 versions of this paper
The Time-Varying Systematic Risk of Carry Trade Strategies
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 26
Posted: 23 Apr 2009
Last Revised: 11 Jun 2013
Downloads
1,232
The Time-Varying Systematic Risk of Carry Trade Strategies
Number of pages: 35
Posted: 14 Mar 2010
Downloads
273
The Time-Varying Systematic Risk of Carry Trade Strategies
CEPR Discussion Paper No. DP7345
Number of pages: 33
Posted: 26 Aug 2009
Downloads
4
Downloads
1,232
16.
Segmentation and Time-of-Day Patterns in Foreign Exchange Markets
EFA 2007 Ljubljana Meetings Paper
Number of pages: 36
Posted: 08 Feb 2007
Working Paper Series
University of St. Gallen
Downloads
1,170
17.
Convertible Bonds: Characteristics of an Asset Class
UBS Research Paper
Number of pages: 28
Posted: 03 Jun 2004
Working Paper Series
University of St. Gallen and UBS AG - Zurich Office
Downloads
1,152
18.
Implied and Realized Volatility in the Cross-Section of Equity Options
International Journal of Theoretical and Applied Finance, Vol. 12, No. 6, pp. 745-765, 2009
Number of pages: 30
Posted: 08 Jan 2009
Working Paper Series
University of St. Gallen - School of Finance, University of Aarhus - School of Business and Social Sciences and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
1,043
19.
Should Chairman and CEO Be Separated? Leadership Structure and Firm Performance in Switzerland
Number of pages: 24
Posted: 07 Apr 2005
Last Revised: 15 Jun 2013
Working Paper Series
University of St. Gallen - Swiss Institute of Banking and Finance and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads
1,041
20.
The Euro Interbank Repo Market
Swiss Finance Institute Research Paper No. 13-71, University of St. Gallen, School of Finance Research Paper No. 2013/16
Number of pages: 42
Posted: 28 Sep 2013
Last Revised: 29 Mar 2016
Working Paper Series
University of Lugano - Institute of Finance, University of St. Gallen and VU University Amsterdam - Faculty of Economics and Business Administration
Downloads
1,011
21.
Does Price Fixing Benefit Corporate Managers?
NYU Working Paper No. FIN-13-002, University of St.Gallen, School of Finance Research Paper No. 2013/9
Number of pages: 56
Posted: 10 Mar 2013
Last Revised: 28 Oct 2017
Working Paper Series
VU University Amsterdam, University of St. Gallen - Swiss Institute of Banking and Finance and New York University (NYU) - Stern School of Business
Downloads
1,009
22.
Estimating Conservative Loss Given Default
Number of pages: 26
Posted: 26 May 2008
Last Revised: 15 Jun 2013
Working Paper Series
affiliation not provided to SSRN and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
1,002
23.
Feasible Momentum Strategies - Evidence from the Swiss Stock Market
University of Basel Finance Working Paper No. 10/04
Number of pages: 50
Posted: 13 Nov 2004
Working Paper Series
University of Basel and University of St. Gallen - Swiss Institute of Banking and Finance
There are 2 versions of this paper
Feasible Momentum Strategies - Evidence from the Swiss Stock Market
University of Basel Finance Working Paper No. 10/04
Number of pages: 50
Posted: 13 Nov 2004
Downloads
974
Feasible Momentum Strategies: Evidence from the Swiss Stock Market
Financial Markets and Portfolio Management, Vol. 21, No. 3, pp. 325-352, 2007
Posted: 11 Sep 2007
Downloads
974
24.
Risk Factors for the Swiss Stock Market
Number of pages: 33
Posted: 31 Jan 2008
Last Revised: 22 Apr 2016
Working Paper Series
University of St. Gallen - School of Finance and Wegelin & Co., Private Bankers
Downloads
961
25.
Wolf in Sheep's Clothing: The Active Investment Strategies Behind Index Performance
EFMA 2004 BASEL MEETINGS
Number of pages: 26
Posted: 07 May 2004
Working Paper Series
University of St. Gallen and UBS Investment Bank
There are 2 versions of this paper
Wolf in Sheep's Clothing: The Active Investment Strategies Behind Index Performance
EFMA 2004 BASEL MEETINGS
Number of pages: 26
Posted: 07 May 2004
Downloads
883
Wolf in Sheep's Clothing: The Active Investment Strategies Behind Index Performance
European Financial Management, Vol. 14, Issue 1, pp. 55-81, January 2008
Number of pages: 27
Posted: 29 Dec 2007
Downloads
33
Downloads
883
26.
Hedge Fund Characteristics and Performance Persistence
Number of pages: 49
Posted: 30 Jul 2010
Last Revised: 29 May 2013
Working Paper Series
University of St. Gallen - School of Finance, Credit Suisse and University of St. Gallen - Swiss Institute of Banking and Finance
There are 2 versions of this paper
Hedge Fund Characteristics and Performance Persistence
Number of pages: 49
Posted: 30 Jul 2010
Last Revised: 29 May 2013
Downloads
846
Hedge Fund Characteristics and Performance Persistence
European Financial Management, Vol. 19, Issue 2, pp. 209-250, 2013
Number of pages: 42
Posted: 08 Mar 2013
Downloads
1
Downloads
846
27.
Benchmarking Hedge Funds: The Choice of the Factor Model
Number of pages: 23
Posted: 07 Sep 2010
Last Revised: 29 May 2013
Working Paper Series
University of St. Gallen - School of Finance, Credit Suisse and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
829
28.
Agency Conflicts, Corporate Governance, and Corporate Diversification - Evidence from Switzerland
Number of pages: 57
Posted: 14 Feb 2005
Working Paper Series
University of Basel and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
828
29.
Autocorrelation, Bias, and Fat Tails - are Hedge Funds Really Attractive Investments?
Derivatives Use, Trading & Regulation, Vol. 12, No. 1, pp. 28-47, 2006
Number of pages: 27
Posted: 14 Dec 2005
Accepted Paper Series
University of St. Gallen - Institute of Insurance Economics
Downloads
828
30.
Understanding FX Liquidity
Forthcoming in The Review of Financial Studies, University of St.Gallen, School of Finance Research Paper No. 2013/15
Number of pages: 49
Posted: 24 Sep 2013
Last Revised: 09 Jun 2015
Accepted Paper Series
University of Saint Gallen, SoF: School of Finance, University of St. Gallen and University of St. Gallen
Downloads
826
31.
Ownership Structure and the Separation of Voting and Cash Flow Rights - Evidence from Switzerland
Number of pages: 52
Posted: 03 May 2005
Last Revised: 15 Jun 2013
Working Paper Series
University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
783
32.
Does the Choice of Performance Measure Influence the Evaluation of Hedge Funds?
Journal of Banking and Finance, Forthcoming
Number of pages: 20
Posted: 10 Nov 2006
Accepted Paper Series
University of St. Gallen - Institute of Insurance Economics and University of Applied Sciences and Technology Aachen (RWTH Aachen)
Downloads
768
33.
The Performance Persistence of Equity Long/Short Hedge Funds
Number of pages: 26
Posted: 22 Jul 2008
Last Revised: 15 Jun 2013
Working Paper Series
Swiss Institute of Banking and Finance and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
722
34.
Performance Measurement of Hedge Funds Using Data Envelopment Analysis
Financial Markets and Portfolio Management, Vol. 20, No. 4, 2006
Number of pages: 29
Posted: 10 Nov 2006
Accepted Paper Series
University of St. Gallen - Institute of Insurance Economics
Downloads
721
35.
Do Implied Volatilities Predict Stock Returns?
Number of pages: 28
Posted: 04 Sep 2010
Working Paper Series
University of St. Gallen - School of Finance, Independent and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
719
36.
An Integrated Framework of Corporate Governance and Firm Valuation
Number of pages: 44
Posted: 01 Aug 2005
Working Paper Series
University of Basel, University of St. Gallen - Swiss Institute of Banking and Finance, Hamburg University and University of Basel - Center for Economic Science (WWZ) - Department of Finance
There are 2 versions of this paper
An Integrated Framework of Corporate Governance and Firm Valuation
Number of pages: 44
Posted: 01 Aug 2005
Downloads
705
An Integrated Framework of Corporate Governance and Firm Valuation
European Financial Management, Vol. 12, No. 2, pp. 249-283, March 2006
Number of pages: 36
Posted: 08 May 2006
Downloads
17
Downloads
705
37.
Does Hedge Fund Performance Persist? Overview and New Empirical Evidence
European Financial Management, Forthcoming, U. of St. Gallen Law & Economics Working Paper No. 37
Number of pages: 40
Posted: 25 Mar 2007
Last Revised: 10 Jun 2013
Working Paper Series
University of St. Gallen - Institute of Insurance Economics
There are 2 versions of this paper
Does Hedge Fund Performance Persist? Overview and New Empirical Evidence
European Financial Management, Forthcoming, U. of St. Gallen Law & Economics Working Paper No. 37
Number of pages: 40
Posted: 25 Mar 2007
Last Revised: 10 Jun 2013
Downloads
702
Does Hedge Fund Performance Persist? Overview and New Empirical Evidence
European Financial Management, Vol. 15, Issue 2, pp. 362-401, March 2009
Number of pages: 40
Posted: 27 Apr 2009
Downloads
1
Downloads
702
38.
Does the Director Election System Matter? Evidence from Majority Voting
Number of pages: 60
Posted: 08 Jul 2011
Last Revised: 31 May 2013
Working Paper Series
University of Colorado at Boulder - Department of Accounting, Columbia Business School - Accounting, Business Law & Taxation and University of Zurich
Downloads
701
39.
Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk (SDSVaR) Approach
Journal of Financial and Quantitative Analysis (JFQA), Vol. 49, No. 3, 2014
Number of pages: 42
Posted: 11 Nov 2010
Last Revised: 08 Jun 2015
Accepted Paper Series
University of St. Gallen, University of St. Gallen - School of Finance and Halle Institute for Economic Research
Downloads
671
40.
Order Aggressiveness
EFMA 2001 Lugano Meetings
Number of pages: 67
Posted: 11 Jan 2001
Working Paper Series
University of St. Gallen
Downloads
664
41.
Non-Core Banking, Performance, and Risk
University of St.Gallen, School of Finance Research Paper No. 2014/17
Number of pages: 59
Posted: 03 Oct 2014
Last Revised: 09 Jan 2018
Working Paper Series
New York University - Leonard N. Stern School of Business, University of St. Gallen - Swiss Institute of Banking and Finance and New York University - Leonard N. Stern School of Business
Downloads
647
42.
Safe Haven Currencies
Review of Finance, Vol. 10, pp. 385-407, 2010
, University of St. Gallen Economics Discussion Paper No. 2007-22
Number of pages: 28
Posted: 16 Jul 2007
Last Revised: 15 Jun 2013
Working Paper Series
University of St. Gallen and University of St. Gallen
There are 2 versions of this paper
Safe Haven Currencies
Review of Finance, Vol. 10, pp. 385-407, 2010
, University of St. Gallen Economics Discussion Paper No. 2007-22
Number of pages: 28
Posted: 16 Jul 2007
Last Revised: 15 Jun 2013
Downloads
647
Downloads
9
Downloads
647
43.
Is There Really No Conglomerate Discount?
Number of pages: 39
Posted: 28 Feb 2008
Last Revised: 29 May 2013
Working Paper Series
University of St. Gallen - School of Finance, University of Basel - Department of Finance and University of St. Gallen - Swiss Institute of Banking and Finance
There are 2 versions of this paper
Is There Really No Conglomerate Discount?
Number of pages: 39
Posted: 28 Feb 2008
Last Revised: 29 May 2013
Downloads
644
Is There Really No Conglomerate Discount?
Journal of Business Finance & Accounting, Vol. 39, Issue 1‐2, pp. 264-288, 2012,
Number of pages: 25
Posted: 03 Mar 2012
Downloads
2
Downloads
644
44.
Extreme Downside Liquidity Risk
26th Australasian Finance and Banking Conference 2013, University of St.Gallen, School of Finance Research Paper No. 2013/26
Number of pages: 78
Posted: 01 Apr 2013
Last Revised: 12 Mar 2018
Working Paper Series
University of Mannheim - Department of International Finance, Aalto University School of Business and University of St. Gallen - School of Finance
Downloads
643
45.
Risk of Private Equity Fund-of-Fund Investments - A Detailed Cash Flow-Based Approach
Number of pages: 32
Posted: 26 Mar 2009
Working Paper Series
Technische Universität München - Center for Entrepreneurial and Financial Studies, Technische Universität München (TUM) - TUM School of Management, Risk Solution Network AG and Technische Universität München - Center for Entrepreneurial and Financial Studies
Downloads
632
46.
Simulation-Based Pricing of Convertible Bonds
Journal of Empirical Finance, 2007
Number of pages: 42
Posted: 01 Aug 2005
Working Paper Series
University of St. Gallen - School of Finance, University of Konstanz and Goethe University Frankfurt - Department of Finance
Downloads
626
47.
Product Market Competition, Managerial Incentives, and Firm Valuation
Number of pages: 53
Posted: 03 Feb 2005
Last Revised: 15 Jun 2013
Working Paper Series
University of Basel, University of St. Gallen - Swiss Institute of Banking and Finance and Institut für Finanzdienstleistungen Zug (IFZ)
There are 2 versions of this paper
Product Market Competition, Managerial Incentives, and Firm Valuation
Number of pages: 53
Posted: 03 Feb 2005
Last Revised: 15 Jun 2013
Downloads
612
Product Market Competition, Managerial Incentives and Firm Valuation
European Financial Management, Vol. 17, No. 2, pp. 331-366, 2011
Number of pages: 36
Posted: 01 Mar 2011
Downloads
2
Downloads
612
48.
Frontier Efficiency Methodologies to Measure Performance in the Insurance Industry: Overview and New Empirical Evidence
University of St. Gallen Working Papers on Risk Management and Insurance Paper No. 56
Number of pages: 48
Posted: 20 Aug 2008
Working Paper Series
University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - SoM: School of Management
Downloads
609
49.
Intraday Patterns in FX Returns and Order Flow
Queen Mary, University of London, School of Economics and Finance WP 694
Number of pages: 19
Posted: 04 Jul 2012
Working Paper Series
University of London, Queen Mary - School of Economics and Finance and University of St. Gallen
Downloads
605
50.
How Much of the Diversification Discount Can be Explained by Poor Corporate Governance?
Number of pages: 52
Posted: 11 Feb 2009
Last Revised: 15 Jun 2013
Working Paper Series
University of Basel - Department of Finance, University of St. Gallen - Swiss Institute of Banking and Finance, New York University - Leonard N. Stern School of Business and New York University (NYU) - Stern School of Business
There are 2 versions of this paper
How Much of the Diversification Discount Can be Explained by Poor Corporate Governance?
Number of pages: 52
Posted: 11 Feb 2009
Last Revised: 15 Jun 2013
Downloads
599
How Much of the Diversification Discount Can Be Explained by Poor Corporate Governance?
NYU Working Paper No. 2451/28341
Number of pages: 32
Posted: 08 Dec 2009
Last Revised: 10 Sep 2013
Downloads
543
Downloads
599
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