1.
Unobserved Performance of Hedge Funds
Number of pages: 62
Posted: 28 Dec 2018
Last Revised: 17 Feb 2019
Working Paper Series
Georgia State University, University of Mannheim - Department of International Finance and University of St. Gallen - School of Finance
Downloads
58
2.
In Military We Trust: The Effect of Managers' Military Background on Mutual Fund Flows
Number of pages: 41
Posted: 19 Dec 2018
Last Revised: 23 Jan 2019
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and University of St. Gallen - School of Finance
Downloads
54
3.
Online Appendix to 'Heterogeneous Information Content of Global FX Trading'
Number of pages: 71
Posted: 18 Dec 2018
Working Paper Series
University of St. Gallen and University of St. Gallen
Downloads
21
4.
Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?
Georgetown McDonough School of Business Research Paper No. 3292347
Number of pages: 58
Posted: 12 Dec 2018
Last Revised: 26 Jan 2019
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business and University of St. Gallen - School of Finance
Downloads
81
5.
Voting Power and the Public Good Index: Thoughts
Number of pages: 6
Posted: 08 Dec 2018
Working Paper Series
University of St. Gallen - School of Finance
Downloads
6
6.
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables
University of St. Gallen, School of Finance Research Paper No. 2018/24
Number of pages: 41
Posted: 05 Dec 2018
Working Paper Series
IPAG Business School and University of St. Gallen - School of Finance
Downloads
57
7.
Cycles of Declines and Reversals following Overnight Market Declines
University of St.Gallen, School of Finance Research Paper No. 2018/29, NYU Stern School of Business
Number of pages: 40
Posted: 02 Dec 2018
Last Revised: 08 Feb 2019
Working Paper Series
University of Saint Gallen, SoF: School of Finance, Students
Downloads
79
8.
Trading Volume, Illiquidity and Commonalities in FX Markets
University of St.Gallen, School of Finance Research Paper No. 2018/23
Number of pages: 47
Posted: 22 Nov 2018
Last Revised: 26 Nov 2018
Working Paper Series
University of St. Gallen and Aarhus University - CREATES
Downloads
74
9.
Informed Corporate Credit Market before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements
University of St.Gallen, School of Finance Research Paper No. 2018/28, NYU Stern School of Business
Number of pages: 55
Posted: 19 Nov 2018
Last Revised: 08 Feb 2019
Working Paper Series
University of Saint Gallen, SoF: School of Finance, Students and New York University (NYU) - Leonard N. Stern School of Business
Downloads
77
10.
Experience Does not Eliminate Bubbles: Experimental Evidence
University of St.Gallen, School of Finance Research Paper No. 2018/22
Number of pages: 50
Posted: 19 Nov 2018
Last Revised: 19 Nov 2018
Working Paper Series
University of Amsterdam - Faculty of Economics and Business (FEB) and University of St. Gallen - School of Finance
There are 2 versions of this paper
Experience Does not Eliminate Bubbles: Experimental Evidence
University of St.Gallen, School of Finance Research Paper No. 2018/22
Number of pages: 50
Posted: 19 Nov 2018
Downloads
31
Experience Does not Eliminate Bubbles: Experimental Evidence
Tinbergen Institute Discussion Paper 2018-092/II
Number of pages: 51
Posted: 12 Dec 2018
Downloads
17
Downloads
31
11.
Heterogeneous Information Content of Global FX Trading
University of St.Gallen, School of Finance Research Paper No. 2018/20
Number of pages: 63
Posted: 16 Oct 2018
Last Revised: 13 Dec 2018
Working Paper Series
University of St. Gallen and University of St. Gallen
Downloads
86
12.
Communication and Hidden Action: Evidence from a Person-to-Person Lending Experiment
University of St.Gallen, School of Finance Research Paper No. 2018/19
Number of pages: 49
Posted: 06 Sep 2018
Last Revised: 09 Jan 2019
Working Paper Series
University of St. Gallen, ETH Zurich and University of Lausanne
Downloads
35
13.
Risk Factor Exposure Variation and Mutual Fund Performance
University of St.Gallen, School of Finance Research Paper No. 2018/17
Number of pages: 58
Posted: 30 Aug 2018
Last Revised: 12 Nov 2018
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and University of St. Gallen - School of Finance
Downloads
162
14.
OTC Premia
University of St.Gallen, School of Finance Research Paper No. 2018/18
Number of pages: 54
Posted: 28 Aug 2018
Last Revised: 13 Dec 2018
Working Paper Series
Fulcrum Asset Management, University of St. Gallen and Bank of England
There are 2 versions of this paper
Downloads
640
OTC Premia
University of St.Gallen, School of Finance Research Paper No. 2018/18
Number of pages: 54
Posted: 28 Aug 2018
Last Revised: 13 Dec 2018
Downloads
57
Downloads
57
15.
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?
University of St.Gallen, School of Finance Research Paper No. 2018/18
Number of pages: 53
Posted: 06 Aug 2018
Last Revised: 07 Aug 2018
Working Paper Series
Qatar University - College of Business and Economics, Queen's University Belfast - Queen's Management School and University of St. Gallen - School of Finance
Downloads
36
16.
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach to Forecasting
University of St.Gallen, School of Finance Research Paper No. 2018/19
Number of pages: 13
Posted: 27 Jun 2018
Last Revised: 11 Dec 2018
Working Paper Series
University of St. Gallen - School of Finance and Queen's University Belfast - Queen's Management School
Downloads
129
17.
Sentiment-Conditional Risk Premium in Financial Markets
University of St.Gallen, School of Finance Research Paper No. 2018/17
Number of pages: 46
Posted: 04 Jun 2018
Working Paper Series
University of St. Gallen - School of Finance and University of St. Gallen
Downloads
173
18.
Office Market Interconnectedness and Systemic Risk Exposure
University of St.Gallen, School of Finance Research Paper No. 2018/16
Number of pages: 55
Posted: 31 May 2018
Working Paper Series
University of St. Gallen - School of Finance and Goethe University Frankfurt - House of Finance
Downloads
30
19.
The Impact of Regulatory Stress Testing on Bank's Equity and CDS Performance
University of St.Gallen, School of Finance Research Paper No. 2018/15
Number of pages: 35
Posted: 29 May 2018
Working Paper Series
University of St. Gallen, Boston Consulting Group - Germany, University of Mannheim - Department of Business Administration and Finance and University of St. Gallen - School of Finance
Downloads
78
20.
Buy Low, Sell High? Do Private Equity Fund Managers Have Market Abilities?
University of St.Gallen, School of Finance Research Paper No. 2018/13
Number of pages: 43
Posted: 26 Apr 2018
Last Revised: 30 Apr 2018
Working Paper Series
University of Oxford - Said Business School, University of St. Gallen - School of Finance and University of St. Gallen
Downloads
135
21.
Buy Low, Sell High? Do Private Equity Fund Managers Have Market Timing Abilities?
Number of pages: 42
Posted: 10 Apr 2018
Working Paper Series
University of Oxford - Said Business School, University of St. Gallen - School of Finance and University of St. Gallen
Downloads
106
22.
Local Banks, Credit Supply, and House Prices
University of St.Gallen, School of Finance Research Paper No. 2018/11
Number of pages: 70
Posted: 23 Mar 2018
Last Revised: 29 May 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
There are 2 versions of this paper
Local Banks, Credit Supply, and House Prices
University of St.Gallen, School of Finance Research Paper No. 2018/11
Number of pages: 70
Posted: 23 Mar 2018
Last Revised: 29 May 2018
Downloads
35
Local Banks, Credit Supply, and House Prices
FRB of New York Staff Report No. 874
Number of pages: 71
Posted: 15 Nov 2018
Downloads
8
Downloads
35
23.
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance
International Review of Financial Analysis, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2018/14
Number of pages: 29
Posted: 22 Mar 2018
Last Revised: 09 Aug 2018
Accepted Paper Series
Queen's University Belfast - Queen's Management School, Humboldt University of Berlin and University of St. Gallen - School of Finance
Downloads
486
24.
Internationalization and Firm Valuation: New Evidence from First Offshore Bond Issuances of US Firms
University of St.Gallen, School of Finance Research Paper No. 2018/3
Number of pages: 41
Posted: 06 Feb 2018
Working Paper Series
University of Vaasa, Department of Accounting and Finance and University of St. Gallen - School of Finance
Downloads
23
25.
Solvency Risk Premia and the Carry Trades
University of St.Gallen, School of Finance Research Paper No. 2018/02
Number of pages: 51
Posted: 02 Feb 2018
Working Paper Series
University of St. Gallen - School of Finance
There are 2 versions of this paper
Solvency Risk Premia and the Carry Trades
University of St.Gallen, School of Finance Research Paper No. 2018/02
Number of pages: 51
Posted: 02 Feb 2018
Downloads
151
Solvency Risk Premia and the Carry Trades
Paris December 2016 Finance Meeting EUROFIDAI - AFFI, 29th Australasian Finance and Banking Conference 2016
Number of pages: 50
Posted: 23 Feb 2016
Last Revised: 06 Nov 2017
Downloads
102
Downloads
151
26.
Momentum and Crash Sensitivity
University of St.Gallen, School of Finance Research Paper No. 2018/1, Economics Letters, Forthcoming
Number of pages: 13
Posted: 28 Dec 2017
Last Revised: 08 Feb 2018
Accepted Paper Series
University of Mannheim - Department of International Finance and University of St. Gallen - School of Finance
Downloads
561
27.
Get the Balance Right: A Simultaneous Equation Model to Analyze Growth, Profitability, and Safety
University of St.Gallen, School of Finance Research Paper No. 2017/16
Number of pages: 52
Posted: 29 Nov 2017
Last Revised: 13 Apr 2018
Working Paper Series
University of St. Gallen - Institute of Insurance Economics, University of St. Gallen - Institute of Insurance Economics and University of St. Gallen - School of Finance
Downloads
46
28.
Valuation Effects of Termination of Cross-Listings
Journal of Financial Perspectives, Vol. 2, No. 1, 2014
Number of pages: 22
Posted: 29 Nov 2017
Last Revised: 30 Nov 2017
Accepted Paper Series
University of St. Gallen - School of Finance, EBS Business School and Independent
Downloads
18
29.
The Impact of the Morningstar Sustainability Rating on Mutual Fund Flows
University of St.Gallen, School of Finance Research Paper No. 2017/18
Number of pages: 53
Posted: 16 Nov 2017
Last Revised: 09 May 2018
Working Paper Series
University of St. Gallen - School of Finance, University of St. Gallen, Students, University of St. Gallen - School of Finance and University of St. Gallen, Students
Downloads
341
30.
Do Local Governments Tax Homeowner Communities Differently?
University of St.Gallen, School of Finance Research Paper No. 2017/14
Number of pages: 51
Posted: 26 Sep 2017
Working Paper Series
University of St. Gallen - School of Finance and University of Muenster
There are 2 versions of this paper
Do Local Governments Tax Homeowner Communities Differently?
University of St.Gallen, School of Finance Research Paper No. 2017/14
Number of pages: 51
Posted: 26 Sep 2017
Downloads
14
Do Local Governments Tax Homeowner Communities Differently?
ZEW - Centre for European Economic Research Discussion Paper No. 17-036
Number of pages: 52
Posted: 09 Oct 2017
Downloads
7
Downloads
14
31.
Settling the Staggered Board Debate
University of Pennsylvania Law Review, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2017/13, UC Berkeley Public Law Research Paper
Number of pages: 38
Posted: 11 Sep 2017
Last Revised: 24 Jan 2018
Accepted Paper Series
New York University - Stern School of Business, University of St. Gallen - Swiss Institute of Banking and Finance and University of California, Berkeley - School of Law
Downloads
367
32.
Fake News in Social Networks
University of St.Gallen, School of Finance Research Paper No. 2018/4
Number of pages: 24
Posted: 23 Aug 2017
Last Revised: 07 Feb 2018
Working Paper Series
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford and Deutsche Bundesbank
Downloads
401
33.
Models of Financial Stability and Their Application in Stress Tests
Forthcoming, Handbook of Computational Economics (Blake LeBaron and Cars Hommes)
, University of St.Gallen, School of Finance Research Paper No. 2018/5
Number of pages: 66
Posted: 22 Aug 2017
Last Revised: 29 Apr 2018
Accepted Paper Series
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Students and University of Oxford, Students
Downloads
271
34.
Numeracy and the Quality of On-the-Job Decisions: Evidence from Loan Officers
ZEW - Centre for European Economic Research Discussion Paper No. 17-026, University of St.Gallen, School of Finance Research Paper No. 2017/11
Number of pages: 66
Posted: 28 Jul 2017
Last Revised: 25 Sep 2017
Working Paper Series
University of St. Gallen, Centre for European Economic Research (ZEW) and University of St. Gallen - School of Finance
There are 2 versions of this paper
Numeracy and the Quality of On-the-Job Decisions: Evidence from Loan Officers
University of St. Gallen, School of Finance Research Paper No. 2017/11
Number of pages: 67
Posted: 13 Jul 2017
Last Revised: 09 Nov 2017
Downloads
106
Numeracy and the Quality of On-the-Job Decisions: Evidence from Loan Officers
ZEW - Centre for European Economic Research Discussion Paper No. 17-026, University of St.Gallen, School of Finance Research Paper No. 2017/11
Number of pages: 66
Posted: 28 Jul 2017
Last Revised: 25 Sep 2017
Downloads
33
Downloads
33
35.
Online Appendices to Financing Asset Sales and Business Cycles
Number of pages: 20
Posted: 24 Jul 2017
Last Revised: 16 Sep 2017
Working Paper Series
University of St. Gallen - School of Finance, Boston University - Department of Finance & Economics and University of Mannheim - Department of International Finance
Downloads
8
36.
On the Risk Factor Timing Ability of Valuation Measures
Number of pages: 29
Posted: 20 Jul 2017
Working Paper Series
University of St. Gallen - School of Finance
Downloads
83
37.
Numeracy and the Quality of On-the-Job Decisions: Evidence from Loan Officers
University of St. Gallen, School of Finance Research Paper No. 2017/11
Number of pages: 67
Posted: 13 Jul 2017
Last Revised: 09 Nov 2017
Working Paper Series
University of St. Gallen, Centre for European Economic Research (ZEW) and University of St. Gallen - School of Finance
There are 2 versions of this paper
Numeracy and the Quality of On-the-Job Decisions: Evidence from Loan Officers
University of St. Gallen, School of Finance Research Paper No. 2017/11
Number of pages: 67
Posted: 13 Jul 2017
Last Revised: 09 Nov 2017
Downloads
106
Numeracy and the Quality of On-the-Job Decisions: Evidence from Loan Officers
ZEW - Centre for European Economic Research Discussion Paper No. 17-026, University of St.Gallen, School of Finance Research Paper No. 2017/11
Number of pages: 66
Posted: 28 Jul 2017
Last Revised: 25 Sep 2017
Downloads
33
Downloads
106
38.
Have Commodities Become a Financial Asset? Evidence from Ten Years of Financialization
University of St. Gallen, School of Finance Research Paper No. 2017/10
Number of pages: 39
Posted: 12 Jul 2017
Last Revised: 24 May 2018
Working Paper Series
University of St. Gallen and University of St. Gallen - School of Finance
Downloads
294
39.
Monetary Policy and Currency Returns: The Foresight Saga
University of St. Gallen, School of Finance Research Paper No. 2017/08
Number of pages: 47
Posted: 09 Jun 2017
Last Revised: 27 Oct 2017
Working Paper Series
University of St. Gallen and New York University Stern School of Business
Downloads
202
40.
Credit Scoring vs. Expert Judgment - A Randomized Controlled Trial
University of St.Gallen, School of Finance Research Paper No. 2017/09
Number of pages: 38
Posted: 09 Jun 2017
Last Revised: 14 Jul 2017
Working Paper Series
KfW Development Bank
Downloads
83
41.
Cultural Preferences and the Choice between Formal and Informal Financing
University of St. Gallen, School of Finance Research Paper No. 2017/07
Number of pages: 44
Posted: 09 Jun 2017
Working Paper Series
Audencia Nantes School of Management, University of Zurich - Department of Banking and Finance and Audencia Business School
There are 2 versions of this paper
Cultural Preferences and Firm Financing Choices
Forthcoming in Journal of Financial and Quantitative Analysis
Number of pages: 61
Posted: 03 Jun 2017
Last Revised: 02 Feb 2019
Downloads
71
Cultural Preferences and the Choice between Formal and Informal Financing
University of St. Gallen, School of Finance Research Paper No. 2017/07
Number of pages: 44
Posted: 09 Jun 2017
Downloads
58
Downloads
58
42.
Best Land Use with Negative Externalities: Determining Land Values from Residential Rents
University of St.Gallen, School of Finance Research Paper No. 2017/05
Number of pages: 46
Posted: 04 Apr 2017
Working Paper Series
University of St. Gallen - School of Finance and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
27
43.
The Long-Term Performance of IPOs, Revisited
Number of pages: 52
Posted: 10 Mar 2017
Last Revised: 05 Jun 2018
Working Paper Series
FHNW School of Business - Institute for Finance, University of St. Gallen - Swiss Institute of Banking and Finance and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads
395
44.
Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds
University of St. Gallen, School of Finance Research Paper No. 2016/23
Number of pages: 68
Posted: 21 Feb 2017
Last Revised: 03 Mar 2017
Working Paper Series
University of St. Gallen - School of Finance and University of St. Gallen - School of Finance
Downloads
175
45.
Culture and Financial Literacy
Journal of Economic Behavior and Organization, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2017/03
Number of pages: 56
Posted: 14 Feb 2017
Last Revised: 30 Mar 2018
Working Paper Series
University of St. Gallen, University of Fribourg and University of St. Gallen - School of Finance
Downloads
395
46.
Contract Nonperformance Risk and Ambiguity in Insurance Markets
University of St.Gallen, School of Finance Research Paper No. 2017/1
Number of pages: 53
Posted: 30 Jan 2017
Working Paper Series
Institute of Insurance Economics, University of St. Gallen, Paris School of Economics (PSE) and University of Mannheim - Department of Economics
Downloads
116
47.
Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns
University of St.Gallen, School of Finance Research Paper No. 2016/21
Number of pages: 57
Posted: 23 Dec 2016
Working Paper Series
University of St. Gallen, University of St. Gallen - I.VW-HSG and University of St. Gallen - Institute of Insurance Economics
Downloads
112
48.
Prediction of Extreme Price Occurrences in the German Day-Ahead Electricity Market
Quantitative Finance, Vol. 16(12), 2016, University of St.Gallen, School of Finance Research Paper No. 2017/2
Number of pages: 28
Posted: 21 Dec 2016
Accepted Paper Series
Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology (NTNU), Norwegian University of Science and Technology, Faculty of Economics and Management, NTNU Business School, 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
Downloads
47
49.
Illiquidity Spirals in Coupled Over-the-Counter Markets
University of St.Gallen, School of Finance Research Paper No. 2018/10
Number of pages: 75
Posted: 07 Dec 2016
Last Revised: 06 Sep 2018
Working Paper Series
London School of Economics & Political Science (LSE) - London School of Economics, Deutsche Bundesbank and Harvard University
Downloads
359
50.
Currency Strategies and Sovereign Ratings
University of St.Gallen, School of Finance Research Paper No. 2016/20
Number of pages: 27
Posted: 14 Nov 2016
Last Revised: 29 Nov 2016
Working Paper Series
Ohio State University; Fisher College of Business - Department of Finance
Downloads
163
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