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
3,313
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
3,076
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
USI Lugano - Institute of Finance, University of St. Gallen and VU University Amsterdam - Faculty of Economics and Business Administration
Downloads
2,117
4.
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
1,988
5.
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
1,964
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
1,964
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
1,926
7.
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
1,825
8.
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
1,799
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, Associate Professor 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
1,674
Shareholder Votes and Proxy Advisors: Evidence from Say on Pay
Columbia Business School Research Paper No. 13-88
Posted: 28 Nov 2013
Downloads
1,674
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
1,542
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
1,360
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
1,350
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
1,350
13.
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
Aarhus University - 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
1,263
The Time-Varying Systematic Risk of Carry Trade Strategies
Number of pages: 35
Posted: 14 Mar 2010
Downloads
278
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
1,263
14.
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
1,259
Do Financial Conglomerates Create or Destroy Economic Value?
NYU Working Paper No. 2451/26090
Number of pages: 53
Posted: 13 Oct 2008
Downloads
174
Downloads
1,259
15.
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
1,251
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
1,199
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
1,177
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, Aarhus University - School of Business and Social Sciences and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
1,059
19.
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
USI Lugano - Institute of Finance, University of St. Gallen and VU University Amsterdam - Faculty of Economics and Business Administration
Downloads
1,051
20.
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
1,044
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
1,026
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
1,017
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
986
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
986
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
981
25.
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
Ohio State University; Fisher College of Business - Department of Finance, University of St. Gallen and University of St. Gallen
Downloads
895
26.
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
890
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
890
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
882
28.
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
862
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
862
29.
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
843
30.
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
829
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
788
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
775
33.
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
741
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
741
34.
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
731
35.
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
729
36.
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
727
37.
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
718
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
718
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, Associate Professor and University of Zurich
Downloads
716
39.
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
704
Downloads
9
Downloads
704
40.
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
704
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
700
42.
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
699
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, FHNW School of Business - Institute for 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
678
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
678
44.
Order Aggressiveness
EFMA 2001 Lugano Meetings
Number of pages: 67
Posted: 11 Jan 2001
Working Paper Series
University of St. Gallen
Downloads
669
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
639
46.
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
638
47.
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
FHNW School of Business - Institute for 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
635
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
555
Downloads
635
48.
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
633
49.
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
629
50.
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
617
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
617
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