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Research Center SAFE Working Paper Series

SAFE Working Paper Series
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Viewing: 1 - 50 of 237 papers

1.

Paying for Market Liquidity: Competition and Incentives

SAFE Working Paper No. 247
Number of pages: 60 Posted: 18 Apr 2019 Last Revised: 18 Apr 2019
Working Paper Series
Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
European Commission Joint Research Center - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 47
2.

Job Loss Expectations, Durable Consumption and Household Finances: Evidence from Linked Survey Data

SAFE Working Paper No. 249
Number of pages: 25 Posted: 04 Apr 2019
Working Paper Series
Yuri Pettinicchi and Nathanael Vellekoop
Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA) and Goethe University Frankfurt
Downloads 8
3.

What Drives Banks' Geographic Expansion? The Role of Locally Non-Diversifiable Risk

SAFE Working Paper No. 246
Number of pages: 61 Posted: 01 Apr 2019
Working Paper Series
Reint Gropp, Felix Noth and Ulrich Schüwer
Halle Institute for Economic Research, Otto-von-Guericke-Universität Magdeburg and University of Bonn - Institute for Financial Economics and Statistics
Downloads 31
4.

High-Frequency Trading and Price Informativeness

SAFE Working Paper No. 248
Number of pages: 71 Posted: 24 Mar 2019 Last Revised: 04 Apr 2019
Working Paper Series
Jasmin Gider, Simon Schmickler and Christian Westheide
Tilburg University - School of Economics and Management, Princeton University, Department of Economics and University of Vienna - Department of Finance
Downloads 112
5.

Smoking Hot Portfolios? Self-Control and Investor Decisions

SAFE Working Paper No. 245 (2019)
Number of pages: 48 Posted: 06 Mar 2019
Working Paper Series
Charline Uhr, Steffen Meyer and Andreas Hackethal
Goethe University Frankfurt, University of Southern Denmark - Department of Business and Economics and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 88
6.

High-Dimensional Sparse Financial Networks Through a Regularised Regression Model

SAFE Working Paper No. 244 (2019)
Number of pages: 51 Posted: 27 Feb 2019
Working Paper Series
Mauro Bernardi and Michele Costola
University of Padova and Goethe University Frankfurt - Research Center SAFE
Downloads 40
7.

Professional Networks and their Coevolution with Executive Careers: Evidence from North America and Europe

SAFE Working Paper No. 243, 2019
Number of pages: 54 Posted: 05 Feb 2019 Last Revised: 29 Mar 2019
Working Paper Series
Nicoletta Berardi, Marie Lalanne and Paul Seabright
Banque de France - Economic Study and Research Division, Goethe University Frankfurt - Research Center SAFE and University of Toulouse I - Industrial Economic Institute (IDEI)
Downloads 22
8.

Monetary Policy and the Cost of Wage Rigidity: Evidence from the Stock Market

SAFE Working Paper No. 242 (2019)
Number of pages: 51 Posted: 31 Jan 2019
Working Paper Series
Ester Faia and Vincenzo Pezone
Goethe University Frankfurt and Goethe University Frankfurt - Research Center SAFE
Downloads 33
9.

Macroprudential Policy in the Lab

SAFE Working Paper No. 239
Number of pages: 26 Posted: 07 Jan 2019
Working Paper Series
Paul Gortner and Baptiste Massenot
Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Research Center SAFE
Downloads 19
10.

Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds

SAFE Working Paper No. 238
Number of pages: 63 Posted: 11 Dec 2018 Last Revised: 16 Apr 2019
Working Paper Series
Joost Driessen, Theo Nijman and Zorka Simon
Tilburg University - Center and Faculty of Economics and Business Administration, Tilburg University - Center and Faculty of Economics and Business Administration and Goethe University Frankfurt - Research Center SAFE
Downloads 33
11.

Statistical Inferences for Price Staleness

SAFE Working Paper No. 236
Number of pages: 60 Posted: 13 Nov 2018
Working Paper Series
Aleksey Kolokolov, Giulia Livieri and Davide Pirino
University of Manchester - Manchester Business School, Scuola Normale Superiore and Department of Economics and Finance, University of Rome "Tor Vergata"
Downloads 32
12.

The Pitfalls of Central Clearing in the Presence of Systematic Risk

SAFE Working Paper No. 235
Number of pages: 73 Posted: 06 Nov 2018 Last Revised: 16 Apr 2019
Working Paper Series
Christian Kubitza, Loriana Pelizzon and Mila Getmansky Sherman
University of Bonn - Institute for Financial Economics and Statistics, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Downloads 59
13.

A Tale of One Exchange and Two Order Books: Effects of Fragmentation in the Absence of Competition

SAFE Working Paper No. 234
Number of pages: 57 Posted: 05 Nov 2018 Last Revised: 16 Apr 2019
Working Paper Series
Alejandro Bernales, Nicolás Garrido, Satchit Sagade, Marcela Valenzuela and Christian Westheide
Universidad de Chile, University of Chile, Goethe University Frankfurt - Department of Finance, University of Chile and University of Vienna - Department of Finance
Downloads 40
14.

Can Households See into the Future? Survey Evidence from the Netherlands

SAFE Working Paper No. 233
Number of pages: 28 Posted: 01 Nov 2018
Working Paper Series
Baptiste Massenot and Yuri Pettinicchi
Goethe University Frankfurt - Research Center SAFE and Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA)
Downloads 24
15.

Debt Holder Monitoring and Implicit Guarantees: Did the BRRD Improve Market Discipline?

SAFE Working Paper No. 232
Number of pages: 48 Posted: 13 Oct 2018 Last Revised: 20 Oct 2018
Working Paper Series
Jannic Cutura
Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students

Multiple version iconThere are 2 versions of this paper

Downloads 62
16.

Lighting up the Dark: Liquidity in the German Corporate Bond Market

SAFE Working Paper No. 230
Number of pages: 61 Posted: 05 Oct 2018
Working Paper Series
Yalin Gündüz, Giorgio Ottonello, Loriana Pelizzon, Michael Schneider and Marti G. Subrahmanyam
Deutsche Bundesbank, Vienna Graduate School of Finance (VGSF), Goethe University Frankfurt - Faculty of Economics and Business Administration, Deutsche Bundesbank and New York University (NYU) - Department of Finance
Downloads 76
17.

Asset Pricing in OLG Economies With Borrowing Constraints and Idiosyncratic Income Risk

SAFE Working Paper No. 229
Number of pages: 53 Posted: 28 Sep 2018
Working Paper Series
Daniel Harenberg
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 30
18.

Endogenous Retirement Behavior of Heterogeneous Households Under Pension Reforms

SAFE Working Paper No. 221
Number of pages: 52 Posted: 31 Aug 2018
Working Paper Series
Axel H. Börsch-Supan, Klaus Härtl, Duarte Nuno Leite and Alexander Ludwig
Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA), Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA), Max Planck Institute for Social Law and Social Policy and Goethe University Frankfurt - Research Center SAFE

Multiple version iconThere are 2 versions of this paper

Downloads 19
19.

Quantifying Inertia in Retail Deposit Markets

SAFE Working Paper No. 223
Number of pages: 57 Posted: 31 Aug 2018
Working Paper Series
Florian Deuflhard
Goethe University Frankfurt

Multiple version iconThere are 2 versions of this paper

Downloads 31
20.

Idiosyncratic Volatility Puzzle: The Role of Assets' Interconnections

SAFE Working Paper No. 228
Number of pages: 41 Posted: 29 Aug 2018
Working Paper Series
Roberto Panzica
Goethe University Frankfurt - Research Center SAFE
Downloads 74
21.

Reviving the Shadow Banking Chain in Europe: Regulatory Agency, Technical Complexity and the Dynamics of Co-Habitation

SAFE Working Paper No. 222
Number of pages: 32 Posted: 28 Aug 2018
Working Paper Series
Vanessa Endrejat and Matthias Thiemann
Goethe University Frankfurt, Students and Goethe University Frankfurt
Downloads 36
22.

Only Time Will Tell: A Theory of Deferred Compensation

SAFE Working Paper No. 218, Swedish House of Finance Research Paper No. 18-14
Number of pages: 41 Posted: 28 Aug 2018 Last Revised: 14 Sep 2018
Working Paper Series
Florian Hoffmann, Roman Inderst and Marcus M. Opp
University of Bonn, Goethe University Frankfurt and Stockholm School of Economics - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 42
23.

Stock Price Crashes: Role of Slow-Moving Capital

SAFE Working Paper No. 227
Number of pages: 64 Posted: 27 Aug 2018
Working Paper Series
Mila Getmansky Sherman, Ravi Jagannathan, Loriana Pelizzon, Ernst Schaumburg and Darya Yuferova
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Northwestern University - Kellogg School of Management, Goethe University Frankfurt - Faculty of Economics and Business Administration, Federal Reserve Banks - Federal Reserve Bank of New York and Norwegian School of Economics (NHH) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 47
24.

Central Bank-Driven Mispricing

SAFE Working Paper No. 226
Number of pages: 61 Posted: 27 Aug 2018 Last Revised: 29 Oct 2018
Working Paper Series
Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio and Jun Uno
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Darden School of Business and Waseda University
Downloads 140
25.

Networks in Risk Spillovers: A Multivariate GARCH Perspective

SAFE Working Paper No. 225
Number of pages: 86 Posted: 27 Aug 2018 Last Revised: 28 Aug 2018
Working Paper Series
Monica Billio, Massimiliano Caporin, Lorenzo Frattarolo and Loriana Pelizzon
Ca Foscari University of Venice - Dipartimento di Economia, University of Padua - Department of Statistical Sciences, Ca Foscari University of Venice - Dipartimento di Economia and Goethe University Frankfurt - Faculty of Economics and Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 59
26.

Portfolio Similarity and Asset Liquidation in the Insurance Industry

SAFE Working Paper No. 224
Number of pages: 56 Posted: 27 Aug 2018 Last Revised: 28 Aug 2018
Working Paper Series
Giulio Girardi, Kathleen Weiss Hanley, Stanislava Nikolova, Loriana Pelizzon and Mila Getmansky Sherman
Securities and Exchange Commission, Lehigh University - College of Business & Economics, University of Nebraska - Lincoln, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 34
27.

Life Insurance and Demographic Change: An Empirical Analysis of Surrender Decisions Based on Panel Data

ICIR Working Paper Series No. 24/2016 , SAFE Working Paper No. 240
Number of pages: 33 Posted: 24 Aug 2018 Last Revised: 26 Jan 2019
Accepted Paper Series
Irina Gemmo and Martin Richard Goetz
Goethe University Frankfurt and Goethe University Frankfurt - Research Center SAFE
Downloads 29
28.

Financial Constraints and Corporate Environmental Responsibility

SAFE Working Paper No. 241
Number of pages: 54 Posted: 24 Aug 2018 Last Revised: 21 Feb 2019
Working Paper Series
Martin Richard Goetz
Goethe University Frankfurt - Research Center SAFE
Downloads 103
29.

Local Peer Effects and Corporate Investment

SAFE Working Paper No. 220
Number of pages: 50 Posted: 17 Aug 2018
Working Paper Series
Yangming Bao and Martin Richard Goetz
Goethe University Frankfurt and Goethe University Frankfurt - Research Center SAFE
Downloads 61
30.

Financial Literacy and Socialist Education: Lessons from the German Reunification

SAFE Working Paper No. 217
Number of pages: 49 Posted: 01 Aug 2018 Last Revised: 28 Aug 2018
Working Paper Series
Maddalena Davoli and Jia Hou
Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students and Goethe University Frankfurt
Downloads 43
31.

The Pricing Implications of the Oligopolistic Securities Lending Market: A Beneficial Owner Perspective

SAFE Working Paper No. 215
Number of pages: 56 Posted: 17 Jul 2018
Working Paper Series
Zsuzsa R. Huszar and Zorka Simon
SP Jain School of Global Management and Goethe University Frankfurt - Research Center SAFE
Downloads 43
32.

Pricing Sin Stocks: Ethical Preference vs. Risk Aversion

SAFE Working Paper No. 216
Number of pages: 63 Posted: 12 Jul 2018
Working Paper Series
Stefano Colonnello, Giuliano Curatola and Alessandro Gioffré
Otto-von-Guericke-Universität Magdeburg, Goethe University Frankfurt - Research Center SAFE and University of Florence - Department of Economics and Management

Multiple version iconThere are 2 versions of this paper

Downloads 34
33.

All Economic Ideas are Equal, but Some are more Equal than Others: A Differentiated Perspective on Macroprudential Ideas and Their Implementation

SAFE Working Paper No. 214
Number of pages: 42 Posted: 12 Jul 2018
Working Paper Series
Edin Ibrocevic and Matthias Thiemann
Goethe University Frankfurt, Students and Goethe University Frankfurt
Downloads 62
34.

Effects of Government Spending on Employment: Evidence from Winners and Runners-Up in Procurement Auctions

SAFE Working Paper No. 213
Number of pages: 46 Posted: 30 May 2018
Working Paper Series
Michael Weichselbaumer, Klaus Peter Gugler and Christine Zulehner
Vienna University of Economics and Business, Vienna University of Economics and Business and University of Vienna - Faculty of Business, Economics, and Statistics

Multiple version iconThere are 2 versions of this paper

Downloads 37
35.

Client Involvement in Expert Advice: Antibiotics in Finance?

SAFE Working Paper No. 219
Number of pages: 44 Posted: 30 May 2018 Last Revised: 16 Apr 2019
Working Paper Series
Andreas Hackethal, Christine Laudenbach, Steffen Meyer and Annika Weber
Goethe University Frankfurt - Faculty of Economics and Business Administration, Goethe University Frankfurt, University of Southern Denmark - Department of Business and Economics and Goethe University Frankfurt
Downloads 103
36.

Volatility-of-Volatility Risk

SAFE Working Paper No. 210
Number of pages: 62 Posted: 29 May 2018 Last Revised: 04 Jun 2018
Working Paper Series
Christian Schlag, Ivan Shaliastovich, Julian Thimme and Darien Huang
Goethe University Frankfurt - Research Center SAFE, University of Wisconsin - Madison, Goethe University Frankfurt - House of Finance and Cornell University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 183
37.

Bargaining with a Bank

SAFE Working Paper No. 211
Number of pages: 62 Posted: 29 May 2018 Last Revised: 11 Jun 2018
Working Paper Series
Thomas C. Mosk
Goethe University Frankfurt - Research Center SAFE

Multiple version iconThere are 2 versions of this paper

Downloads 41
38.

Pro-Rich Inflation in Europe: Implications for the Measurement of Inequality

SAFE Working Paper No. 209
Number of pages: 44 Posted: 24 May 2018
Working Paper Series
Alfons J. Weichenrieder and Eren Gürer
Goethe University Frankfurt - Department of Applied Econometrics and International Economic Policy and Goethe University Frankfurt - Department of Applied Econometrics and International Economic Policy

Multiple version iconThere are 2 versions of this paper

Downloads 335
39.

Financial Bridges and Network Communities

SAFE Working Paper No. 208
Number of pages: 47 Posted: 14 May 2018 Last Revised: 16 Apr 2019
Working Paper Series
Roberto Casarin, Michele Costola and Erdem Yenerdag
University Ca' Foscari of Venice - Department of Economics, Goethe University Frankfurt - Research Center SAFE and Washington University in St. Louis - Department of Economics
Downloads 50
40.

The Geography of Alternative Work

SAFE Working Paper No. 207
Number of pages: 51 Posted: 09 May 2018 Last Revised: 15 May 2018
Working Paper Series
Claes Bäckman and Tobin Hanspal
Lund University - School of Economics and Management and Research Center SAFE, Goethe University Frankfurt
Downloads 38
41.

P2P Lenders versus Banks: Cream Skimming or Bottom Fishing?

SAFE Working Paper No. 206, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-13
Number of pages: 67 Posted: 08 May 2018 Last Revised: 28 Nov 2018
Working Paper Series
Calebe de Roure, Loriana Pelizzon and Anjan V. Thakor
Reserve Bank of Australia, Goethe University Frankfurt - Faculty of Economics and Business Administration and Washington University, Saint Louis - John M. Olin School of Business
Downloads 463
42.

Endogenous Retirement Behavior of Heterogeneous Households Under Pension Reforms

MEA Discussion Paper No. 04-2018
Number of pages: 52 Posted: 08 May 2018
Working Paper Series
Axel H. Börsch-Supan, Klaus Härtl, Duarte Nuno Leite and Alexander Ludwig
Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA), Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA), Max Planck Institute for Social Law and Social Policy and Goethe University Frankfurt - Research Center SAFE

Multiple version iconThere are 2 versions of this paper

Downloads 21
43.

The Impact of Monetary Policy Interventions on the Insurance Industry

SAFE Working Paper No. 204
Number of pages: 44 Posted: 07 May 2018
Working Paper Series
Loriana Pelizzon and Matteo Sottocornola
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Research Center SAFE
Downloads 130
44.

Financial Education for the Disadvantaged? A Review

SAFE Working Paper No. 205
Number of pages: 38 Posted: 24 Apr 2018
Working Paper Series
Horst Entorf and Jia Hou
Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt

Multiple version iconThere are 2 versions of this paper

Downloads 114
45.

Pushing Through or Slacking Off? Heterogeneity in the Reaction to Rank Feedback

SAFE Working Paper No. 203
Number of pages: 32 Posted: 18 Apr 2018
Working Paper Series
Florian Hett and Felix Schmidt
Goethe University Frankfurt - Department of Management and Applied Microeconomics and Johannes Gutenberg University Mainz
Downloads 45
46.

Circuit Breakers – A Survey Among International Trading Venues

SAFE Working Paper No. 197
Number of pages: 45 Posted: 07 Mar 2018
Working Paper Series
Benjamin Clapham, Peter Gomber, Martin Haferkorn, Paul Jentsch and Sven Panz
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 72
47.

Germany's Reluctance to Regulate Related Party Transactions

A chapter for Luca Enriques and Tobias H. Tröger, eds., The Law and Finance of Related Party Trans-actions (Cambridge University Press, Forthcoming) , SAFE Working Paper No. 202,
Number of pages: 26 Posted: 26 Feb 2018
Accepted Paper Series
Tobias H. Troeger
Goethe University Frankfurt - Research Center SAFE

Multiple version iconThere are 2 versions of this paper

Downloads 161
48.

Cognition, Optimism and the Formation of Age-Dependent Survival Beliefs

SAFE Working Paper No. 200
Number of pages: 62 Posted: 20 Feb 2018 Last Revised: 16 Apr 2019
Working Paper Series
Nils Grevenbrock, Max Groneck, Alexander Ludwig and Alexander Zimper
Goethe University Frankfurt - Research Center SAFE, Stockholm School of Economics, Department of Economics, Goethe University Frankfurt - Research Center SAFE and University of Pretoria

Multiple version iconThere are 3 versions of this paper

Downloads 31
49.

Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk

SAFE Working Paper No. 201
Number of pages: 82 Posted: 20 Feb 2018
Working Paper Series
Dirk Krueger and Alexander Ludwig
University of Pennsylvania - Department of Economics and Goethe University Frankfurt - Research Center SAFE

Multiple version iconThere are 6 versions of this paper

Downloads 21
50.

Regulation of Crowdfunding in Germany

SAFE Working Paper No. 199, German National Reports on the 20th International Congress of Comparative Law (Martin Schmidt-Kessel ed., 2018) (forthcoming)
Number of pages: 29 Posted: 14 Feb 2018 Last Revised: 02 May 2018
Working Paper Series
Tobias H. Troeger
Goethe University Frankfurt - Research Center SAFE
Downloads 231