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University of St.Gallen School of Finance Research Paper Series
91,636 Total downloads
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Monetary Policy and Currency Returns: The Foresight SagaUniversity of St. Gallen, School of Finance Research Paper No. 2017/08 Dmitry Borisenko and Igor Pozdeev University of St. Gallen and University of Saint Gallen, School of Finance Date Posted: June 09, 2017 Last Revised: June 18, 2017 Working Paper Series 49 downloads
Credit Scoring vs. Expert Judgment - A Randomized Controlled TrialUniversity of St.Gallen, School of Finance Research Paper No. 2017/09 Thomas Gietzen KfW Development Bank Date Posted: June 09, 2017 Working Paper Series 23 downloads
Cultural Preferences and the Choice between Formal and Informal FinancingUniversity of St. Gallen, School of Finance Research Paper No. 2017/07 Mascia Bedendo, Emilia Garcia-Appendini and Linus Siming Audencia Nantes School of Management, University of St. Gallen - School of Finance and Audencia Business School Date Posted: June 09, 2017 Working Paper Series 22 downloads
Best Land Use with Negative Externalities: Determining Land Values from Residential RentsUniversity of St.Gallen, School of Finance Research Paper No. 2017/05 Roland Füss and Jan Koller University of St. Gallen - School of Finance and University of St. Gallen - Swiss Institute of Banking and Finance Date Posted: April 04, 2017 Working Paper Series 15 downloads
The Long-Term Performance of IPOs, RevisitedDaniel Hoechle, Larissa M. Karthaus and Markus M. Schmid University of Basel - Department of Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of St. Gallen - Swiss Institute of Banking and Finance Date Posted: March 10, 2017 Last Revised: June 06, 2017 Working Paper Series 138 downloads
Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension FundsUniversity of St. Gallen, School of Finance Research Paper No. 2016/23 Manuel Ammann and Christian Ehmann University of St. Gallen - School of Finance and University of St. Gallen - School of Finance Date Posted: February 21, 2017 Last Revised: March 03, 2017 Working Paper Series 64 downloads
Culture and Financial LiteracyUniversity of St.Gallen, School of Finance Research Paper No. 2017/03 Martin Brown, Caroline Henchoz and Thomas Spycher University of St. Gallen - Swiss Institute of Banking and Finance, University of Fribourg and University of St. Gallen - School of Finance Date Posted: February 14, 2017 Working Paper Series 135 downloads
Contract Nonperformance Risk and Ambiguity in Insurance MarketsUniversity of St.Gallen, School of Finance Research Paper No. 2017/1 Christian Biener, Andreas Landmann and Maria Isabel Santana Institute of Insurance Economics, University of St. Gallen, Paris School of Economics (PSE) and University of Mannheim - Department of Economics Date Posted: January 30, 2017 Working Paper Series 59 downloads
Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund ReturnsUniversity of St.Gallen, School of Finance Research Paper No. 2016/21 Semir Ben Ammar, Alexander Braun and Martin Eling University of St. Gallen, University of St. Gallen - I.VW-HSG and University of St. Gallen - Institute of Insurance Economics Date Posted: December 23, 2016 Working Paper Series 55 downloads
Prediction of Extreme Price Occurrences in the German Day-Ahead Electricity MarketQuantitative Finance, Vol. 16(12), 2016, University of St.Gallen, School of Finance Research Paper No. 2017/2 Lars Ivar Hagfors, Hilde Kamperud, Florentina Paraschiv, Marcel Prokopczuk, Alma Sator and Sjur Westgaard Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU) - Department of Economics, Leibniz Universität Hannover - Faculty of Economics and Management, Norwegian University of Science and Technology (NTNU) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology Date Posted: December 21, 2016 Accepted Paper Series 32 downloads
Currency Strategies and Sovereign RatingsUniversity of St.Gallen, School of Finance Research Paper No. 2016/20 Nina Karnaukh University of Saint Gallen, SoF: School of Finance Date Posted: November 14, 2016 Last Revised: November 29, 2016 Working Paper Series 118 downloads
Explaining the Failure of the Expectations Hypothesis with Short-Term RatesUniversity of St.Gallen, School of Finance Research Paper No. 2016/19 Angelo Ranaldo and Matthias Rupprecht University of St. Gallen and University of St. Gallen - School of Finance Date Posted: October 15, 2016 Last Revised: February 14, 2017 Working Paper Series 80 downloads
On the Construction of Hourly Price Forward Curves for Electricity PricesRuediger Kiesel, Florentina Paraschiv and Audun Sviland Sætherø University of Duisburg-Essen - Faculty of Economic Science, Norwegian University of Science and Technology (NTNU) - Department of Economics and University of Duisburg-Essen - Faculty of Economic Science Date Posted: September 30, 2016 Last Revised: May 17, 2017 Working Paper Series 96 downloads
Liquidity Constraints, Wealth Transfers and Home OwnershipUniversity of St. Gallen, School of Finance Research Paper No. 2016/18 Kristian Blickle and Martin Brown University of St. Gallen - School of Finance and University of St. Gallen - Swiss Institute of Banking and Finance Date Posted: September 15, 2016 Working Paper Series 67 downloads
Pricing of Catastrophe Risk and the Implied Volatility SmileUniversity of St.Gallen, School of Finance Research Paper No. 2016/17 Semir Ben Ammar University of St. Gallen Date Posted: August 23, 2016 Working Paper Series 85 downloads
Unsecured and Secured FundingMario di Filippo, Angelo Ranaldo and Jan Wrampelmeyer World Bank Group, University of St. Gallen and VU University Amsterdam - Faculty of Economics and Business Administration Date Posted: August 14, 2016 Working Paper Series 141 downloads
Internet Appendix to 'A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices'Farshid Abdi and Angelo Ranaldo University of St. Gallen - School of Finance and University of St. Gallen Date Posted: July 21, 2016 Last Revised: April 15, 2017 Working Paper Series 68 downloads
Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal InterventionsUniversity of St. Gallen, School of Finance Research Paper No. 2016/14 Nikola Mirkov, Igor Pozdeev and Paul Söderlind Swiss National Bank, University of Saint Gallen, School of Finance and University of St. Gallen Date Posted: July 05, 2016 Last Revised: March 08, 2017 Working Paper Series 78 downloads
Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in FinanceUniversity of St.Gallen, School of Finance Research Paper No. 2016/13 Zeno Adams, Roland Füss and Thorsten W. Glück University of St. Gallen, University of St. Gallen - School of Finance and European Business School (EBS) Wiesbaden, Germany - Department of Finance, Accounting and Real Estate Date Posted: June 30, 2016 Last Revised: February 17, 2017 Working Paper Series 142 downloads
Credit Information Sharing and Hold-upUniversity of St.Gallen, School of Finance Research Paper No. 2016/12 Thomas Gietzen KfW Development Bank Date Posted: June 22, 2016 Last Revised: June 19, 2017 Working Paper Series 61 downloads Immigration, Real Estate Prices and the Consumption Decisions of Native Households University of St.Gallen, School of Finance Research Paper No. 2016/15, Paris December 2016 Finance Meeting EUROFIDAI - AFFI Zeno Adams and Kristian Blickle University of St. Gallen - School of Finance and University of St. Gallen - School of Finance Date Posted: May 31, 2016 Last Revised: November 03, 2016 Working Paper Series
Can Group Incentives Alleviate Moral Hazard? The Role of Pro-Social PreferencesUniversity of St.Gallen, School of Finance Research Paper No. 2016/10 Christian Biener, Martin Eling, Andreas Landmann and Shailee Pradhan Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics, Paris School of Economics (PSE) and University of Saint Gallen - School of Finance (SoF) Date Posted: May 24, 2016 Last Revised: January 30, 2017 Working Paper Series 92 downloads
A Space-Time Random Field Model for Electricity Forward PricesUniversity of St.Gallen, School of Finance Research Paper No. 2016/11 Fred Espen Benth and Florentina Paraschiv University of Oslo - Department of Mathematics and Norwegian University of Science and Technology (NTNU) - Department of Economics Date Posted: May 24, 2016 Last Revised: November 23, 2016 Working Paper Series 136 downloads
Debt Overhang in Emerging Europe?World Bank Policy Research Working Paper No. 5784 Martin Brown and Philip R. R. Lane University of St. Gallen - Swiss Institute of Banking and Finance and Trinity College (Dublin) - Department of Economics Date Posted: April 20, 2016 Working Paper Series 216 downloads
Uniform-Price Auctions for Swiss Government Bonds: Origin and EvolutionUniversity of St.Gallen, School of Finance Research Paper No. 2016/09 Angelo Ranaldo and Enzo Rossi University of St. Gallen and Swiss National Bank Date Posted: March 21, 2016 Working Paper Series 27 downloads
Social Norms and Strategic DefaultUniversity of St. Gallen, School of Finance Research Paper No. 2016/08 Martin Brown, Jan Schmitz and Christian Zehnder University of St. Gallen - Swiss Institute of Banking and Finance, ETH Zurich and University of Lausanne Date Posted: March 08, 2016 Working Paper Series 79 downloads
Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic CoefficientsUniversity of St. Gallen, School of Finance Research Paper No. 2016/07 Florentina Paraschiv, Derek W. Bunn and Sjur Westgaard Norwegian University of Science and Technology (NTNU) - Department of Economics, London Business School and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology Date Posted: March 04, 2016 Accepted Paper Series 72 downloads
Characteristics-Based Portfolio Choice with Leverage ConstraintsJournal of Banking and Finance, Forthcoming, University of St. Gallen, School of Finance Research Paper No. 2016/06 Manuel Ammann, Guillaume Coqueret and Jan-Philip Schade University of St. Gallen - School of Finance, Montpellier Business School and University of St. Gallen - School of Finance Date Posted: February 23, 2016 Last Revised: September 13, 2016 Accepted Paper Series 110 downloads
Experience and Brokerage in Asset Markets: Evidence from Art AuctionsUniversity of St.Gallen, School of Finance Research Paper No. 2016/05 Brunella Bruno, Emilia Garcia-Appendini and Giacomo Nocera Bocconi University - Department of Finance, University of St. Gallen - School of Finance and Audencia Business School Date Posted: February 15, 2016 Last Revised: February 16, 2016 Working Paper Series 51 downloads
A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low PricesUniversity of St. Gallen, School of Finance Research Paper 2016/04 Farshid Abdi and Angelo Ranaldo University of St. Gallen - School of Finance and University of St. Gallen Date Posted: February 02, 2016 Last Revised: April 18, 2017 Working Paper Series 350 downloads
The Structure of the Global Reinsurance Market: An Analysis of Efficiency, Scale, and ScopeUniversity of St.Gallen, School of Finance Research Paper No. 2016/3 Christian Biener, Martin Eling and Ruo Jia Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - Institute of Insurance Economics Date Posted: January 26, 2016 Working Paper Series 110 downloads
The Roles of Industry Idiosyncrasy, Cost Efficiency, and Risk in Internationalization: Evidence from the Insurance IndustryUniversity of St. Gallen, School of Finance Research Paper No. 2016/2 Christian Biener, Martin Eling and Ruo Jia Institute of Insurance Economics, University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - Institute of Insurance Economics Date Posted: January 26, 2016 Working Paper Series 59 downloads
Fragility of Money MarketsUniversity of St.Gallen, School of Finance Research Paper No. 2016/01 Angelo Ranaldo, Matthias Rupprecht and Jan Wrampelmeyer University of St. Gallen, University of St. Gallen - School of Finance and VU University Amsterdam - Faculty of Economics and Business Administration Date Posted: January 11, 2016 Last Revised: April 20, 2017 Working Paper Series 289 downloads
Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking IndustryEuropean Financial Management, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2015/25 Manuel Ammann, Christian Ehmann and Kristian Blickle University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and University of St. Gallen - School of Finance Date Posted: December 12, 2015 Last Revised: March 03, 2016 Accepted Paper Series 211 downloads
Testing Competing Factor Pricing ModelsUniversity of St.Gallen, School of Finance Research Paper No. 2015/24 Paul Söderlind University of St. Gallen Date Posted: December 01, 2015 Last Revised: May 31, 2016 Working Paper Series 167 downloads
The Role of Spatial and Temporal Structure for Residential Rent PredictionsUniversity of St.Gallen, School of Finance Research Paper No. 2015/23 Roland Füss and Jan Koller University of St. Gallen - School of Finance and University of St. Gallen - Swiss Institute of Banking and Finance Date Posted: November 19, 2015 Working Paper Series 54 downloads
Do Private Equity Funds Always Pay Less? A Synergy-Related Explanation Based on Add-on AcquisitionsUniversity of St.Gallen, School of Finance Research Paper No. 2015/22 Stefan Morkoetter and Thomas Wetzer University of St. Gallen - School of Finance and University of St. Gallen Date Posted: October 25, 2015 Last Revised: September 16, 2016 Working Paper Series 353 downloads
Pre-Trade Transparency and Return Co-movements in Commercial Real Estate MarketsUniversity of St. Gallen, School of Finance Research Paper No. 2015/20 Roland Füss and Daniel Ruf University of St. Gallen - School of Finance and University of St. Gallen - School of Finance Date Posted: October 13, 2015 Last Revised: February 14, 2017 Working Paper Series 45 downloads
Econometric Analysis of 15-Minute Intraday Electricity PricesUniversity of St.Gallen, School of Finance Research Paper No. 2015/21 Ruediger Kiesel and Florentina Paraschiv University of Duisburg-Essen - Faculty of Economic Science and Norwegian University of Science and Technology (NTNU) - Department of Economics Date Posted: October 10, 2015 Last Revised: November 23, 2016 Working Paper Series 399 downloads
Does Foreign Information Predict the Returns of Multinational Firms Worldwide?Review of Finance, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2015/19 Christian Finke and Florian Weigert University of St. Gallen - School of Finance and University of St. Gallen - School of Finance Date Posted: September 22, 2015 Last Revised: November 28, 2016 Accepted Paper Series 123 downloads
Modelling the Multivariate Dynamic Dependence Structure of Commodity Futures PortfoliosUniversity of St.Gallen, School of Finance Research Paper No. 2015/13 Matthias D. Aepli, Roland Füss, Tom Erik Sønsteng Henriksen and Florentina Paraschiv University of St. Gallen - School of Finance, University of St. Gallen - School of Finance, NMBU School of Economics and Business and Norwegian University of Science and Technology (NTNU) - Department of Economics Date Posted: September 08, 2015 Last Revised: April 02, 2017 Working Paper Series 139 downloads
Something in the Air: Information Density, News Surprises, and Price JumpsUniversity of St. Gallen, School of Finance Research Paper No. 2015/17 Roland Füss, Markus Grabellus, Ferdinand Mager and Michael Stein University of St. Gallen - School of Finance, EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance, Accounting and Real Estate, EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting and University of Duisburg-Essen Date Posted: September 04, 2015 Last Revised: September 27, 2016 Working Paper Series 101 downloads
Conflicts of Interest and the Role of Financial Advisors in M&A Transactions: Empirical Evidence from the Private Equity IndustryUniversity of St.Gallen, School of Finance Research Paper No. 2015/15 Stefan Morkoetter and Thomas Wetzer University of St. Gallen - School of Finance and University of St. Gallen Date Posted: August 08, 2015 Last Revised: April 12, 2017 Working Paper Series 109 downloads
Asset Pricing of Financial Institutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance IndustryUniversity of St.Gallen, School of Finance Research Paper No. 2015/16 Semir Ben Ammar, Martin Eling and Andreas Milidonis University of St. Gallen, University of St. Gallen - Institute of Insurance Economics and University of Cyprus - Department of Accounting and Finance Date Posted: July 31, 2015 Last Revised: September 08, 2015 Working Paper Series 85 downloads
The Impact of Renegotiable Debt on FirmsUniversity of St.Gallen, School of Finance Research Paper No. 2015/14 Marc Arnold and Ramona Westermann University of St. Gallen - School of Finance and Copenhagen Business School Date Posted: July 18, 2015 Last Revised: March 17, 2017 Working Paper Series 190 downloads
Do CEOs Matter? Corporate Performance and the CEO Life CycleParis December 2015 Finance Meeting EUROFIDAI - AFFI, University of St.Gallen, School of Finance Research Paper No. 2015/11 Peter Limbach, Markus M. Schmid and Meik Scholz-Daneshgari University of Cologne and Centre for Financial Research (CFR), University of St. Gallen - Swiss Institute of Banking and Finance and Karlsruhe Institute of Technology Date Posted: July 03, 2015 Last Revised: November 30, 2016 Working Paper Series 457 downloads
The Exposure of Mortgage Borrowers to Interest Rate Risk, Income Risk and House Price Risk – Evidence from Swiss Loan Application DataUniversity of St.Gallen, School of Finance Research Paper No. 2015/9 Martin Brown and Benjamin Guin University of St. Gallen - Swiss Institute of Banking and Finance and Bank of England Date Posted: May 21, 2015 Working Paper Series 49 downloads
The Exposure of Microfinance Institutions to Financial RiskUniversity of St.Gallen, School of Finance Research Paper No. 2015/06 Thomas Gietzen KfW Development Bank Date Posted: April 06, 2015 Last Revised: September 08, 2015 Working Paper Series 101 downloads
Costs and Benefits of Financial Regulation - An Empirical Assessment for Insurance CompaniesUniversity of St. Gallen, School of Finance Research Paper No. 2014/20 Martin Eling and David Pankoke University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance Date Posted: March 14, 2015 Working Paper Series 89 downloads
Systemic Risk in the Insurance Sector: Review and Directions for Future ResearchUniversity of St. Gallen, School of Finance Research Paper No. 2014/21 Martin Eling and David Pankoke University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance Date Posted: March 14, 2015 Working Paper Series 205 downloads |
