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University of St.Gallen School of Finance Research Paper Series

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Viewing: 1 - 50 of 321 papers

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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