Search Results
Swiss Finance Institute Research Paper Series

faculty research subscribe to journal swiss finance institute
476,705 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 1 - 50 of 1,023 papers

1.

Are ‘Flow of Ideas’ and ‘Research Productivity’ in secular decline?

Swiss Finance Institute Research Paper No. 20-90
Number of pages: 34 Posted: 22 Oct 2020 Last Revised: 24 Oct 2020
Working Paper Series
ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 18
2.

Fiscal Transfers, Local Government, and Entrepreneurship

Swiss Finance Institute Research Paper No. 20-89
Number of pages: 50 Posted: 20 Oct 2020 Last Revised: 27 Oct 2020
Working Paper Series
University of Bristol and University of Zurich - Department of Banking and Finance
Downloads 17
3.

Credit Volatility Indexes

Swiss Finance Institute Research Paper No. 20-88
Number of pages: 65 Posted: 19 Oct 2020 Last Revised: 21 Oct 2020
Working Paper Series
University of Lugano and Applied Academics LLC

Multiple version iconThere are 2 versions of this paper

Downloads 24
4.

Inter-industry FDI spillovers from foreign banks: Evidence in transition economies

Swiss Finance Institute Research Paper No. 20-87
Number of pages: 60 Posted: 13 Oct 2020 Last Revised: 20 Oct 2020
Working Paper Series
Xiamen University - School of Management, Xiamen University and University of Zurich - Department of Banking and Finance
Downloads 10
5.

A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk

Swiss Finance Institute Research Paper No. 20-86, Journal of Corporate Finance, Forthcoming
Number of pages: 44 Posted: 13 Oct 2020 Last Revised: 16 Oct 2020
Accepted Paper Series
University of Zurich - Department of Banking and Finance, Federal Reserve Banks - Federal Reserve Bank of New York and University of Sussex
Downloads 26
6.

Crash-sensitive Kelly Strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices

Swiss Finance Institute Research Paper No. 20-85
Number of pages: 37 Posted: 09 Oct 2020 Last Revised: 16 Oct 2020
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 83
7.

“It’s The End of Bank Branching As We Know It (And We Feel Fine)”

Swiss Finance Institute Research Paper No. 20-83
Number of pages: 41 Posted: 30 Sep 2020 Last Revised: 16 Oct 2020
Working Paper Series
Humboldt University of Berlin and University of Zurich - Department of Banking and Finance
Downloads 51
8.

Hedge Fund Performance under Misspecified Models

Swiss Finance Institute Research Paper No. 20-82
Number of pages: 48 Posted: 18 Sep 2020 Last Revised: 13 Oct 2020
Working Paper Series
HEC Montreal - Department of Decision Sciences, McGill University - Desautels Faculty of Management, University of Lugano and University of Geneva GSEM and GFRI
Downloads 117
9.

Do Mutual Funds and ETFs Affect the Commonality in Liquidity of Corporate Bonds?

Swiss Finance Institute Research Paper No. 20-81
Number of pages: 58 Posted: 18 Sep 2020 Last Revised: 15 Oct 2020
Working Paper Series
Swiss Finance Institute
Downloads 274
10.

Choosing Investment Managers

Swiss Finance Institute Research Paper No. 20-63
Number of pages: 49 Posted: 16 Sep 2020 Last Revised: 18 Sep 2020
Working Paper Series
University of Lausanne, Arizona State University (ASU) - Finance Department and Purdue University - Krannert School of Management
Downloads 877
11.

Asset Prices and Liquidity with Market Power and Non-Gaussian Payoffs

Swiss Finance Institute Research Paper No. 20-80
Number of pages: 73 Posted: 15 Sep 2020 Last Revised: 16 Sep 2020
Working Paper Series
INSEAD, Ecole Polytechnique Federale de Lausanne and Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 26
12.

A Deep Learning Approach to Estimate Forward Default Intensities

Swiss Finance Institute Research Paper No. 20-79
Number of pages: 39 Posted: 04 Sep 2020 Last Revised: 15 Sep 2020
Working Paper Series
EPFL
Downloads 32
13.

Trapped in the “zero-risk” society and how to break free

Swiss Finance Institute Research Paper No. 20-78
Number of pages: 6 Posted: 01 Sep 2020 Last Revised: 14 Sep 2020
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zürich
Downloads 98
14.

CEO Incentives and Bank Risk over the Business Cycle

Swiss Finance Institute Research Paper No. 20-75
Number of pages: 99 Posted: 01 Sep 2020 Last Revised: 03 Sep 2020
Working Paper Series
University of Zurich - Department of Banking and Finance, Vassar College - Department of Economics and Stonehill College
Downloads 18
15.

How Market Intervention Can Prevent Bubbles and Crashes

Swiss Finance Institute Research Paper No. 20-74
Number of pages: 41 Posted: 31 Aug 2020 Last Revised: 04 Sep 2020
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 50
16.

Ambiguity and the Home Currency Bias

Swiss Finance Institute Research Paper No. 20-73
Number of pages: 46 Posted: 31 Aug 2020
Working Paper Series
University of Zurich - Department of Banking and Finance and University of Zurich, Department of Banking and Finance
Downloads 46
17.

To Be or Not to Be? The Questionable Benefits of Mutual Clearing Agreements for Derivatives

Swiss Finance Institute Research Paper No. 20-72
Number of pages: 62 Posted: 25 Aug 2020 Last Revised: 28 Aug 2020
Working Paper Series
Swiss Finance Institute, Students
Downloads 20
18.

Financial Returns to Household Inventory Management

Swiss Finance Institute Research Paper No. 20-70
Number of pages: 48 Posted: 25 Aug 2020
Working Paper Series
Northwestern University, Rice University, Jesse H. Jones Graduate School of Business, Department of Statistics, Students and University of Lugano - Faculty of Economics
Downloads 25
19.

True Cost of Immediacy

Swiss Finance Institute Research Paper No. 20-71
Number of pages: 63 Posted: 25 Aug 2020 Last Revised: 18 Sep 2020
Working Paper Series
University of California, Berkeley - Haas School of Business, Federal Reserve Board, University of California, Berkeley and University of Lausanne

Multiple version iconThere are 2 versions of this paper

Downloads 110
20.

Asset-borrowing markets: information transmission and front-running

Swiss Finance Institute Research Paper No. 20-69
Number of pages: 62 Posted: 25 Aug 2020 Last Revised: 20 Oct 2020
Working Paper Series
University of Lugano
Downloads 30
21.

Nepotism in IPOs: consequences for issuers and investors

Swiss Finance Institute Research Paper No. 20-68, European Corporate Governance Institute – Finance Working Paper 696/2020
Number of pages: 82 Posted: 21 Aug 2020 Last Revised: 09 Sep 2020
Working Paper Series
University of Lugano - Faculty of Economics and University of Bristol
Downloads 104
22.

Making no-arbitrage discounting-invariant: a new FTAP beyond NFLVR and NUPBR

Swiss Finance Institute Research Paper No. 18-23_ Version 2
Number of pages: 40 Posted: 19 Aug 2020
Working Paper Series
ETH Zürich - Department of Mathematics and ETH Zurich

Multiple version iconThere are 2 versions of this paper

Downloads 7
23.

Government Support for SMEs in Response to COVID-19: Theoretical Model Using Wang Transform

Swiss Finance Institute Research Paper No. 20-59
Number of pages: 29 Posted: 06 Aug 2020 Last Revised: 10 Aug 2020
Working Paper Series
Southern University of Science and Technology, Risk Lighthouse International, Singapore, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), Southern University of Science and Technology and Risk Lighthouse, USA
Downloads 123
24.

Impact of Governmental Interventions on Epidemic Progression and Workplace Activity during the COVID-19 Outbreak

Swiss Finance Institute Research Paper No. 20-58
Number of pages: 66 Posted: 06 Aug 2020 Last Revised: 10 Aug 2020
Working Paper Series
Department of Management, Technology, and Economics, ETH Zurich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 114
25.

Portfolio Selection With Exploration of New Investment Opportunities

Swiss Finance Institute Research Paper No. 20-57
Number of pages: 28 Posted: 06 Aug 2020 Last Revised: 10 Aug 2020
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and Southern University of Science and Technology - Business School
Downloads 123
26.

On the Fast Track: Information Acquisition Costs and Information Production

Swiss Finance Institute Research Paper No. 20-62
Number of pages: 96 Posted: 06 Aug 2020 Last Revised: 10 Aug 2020
Working Paper Series
University of International Business and Economics, Business School, University of International Business and Economics, Washington University in Saint Louis - Olin School of Business and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 110
27.

Out of Balance: Do Analysts Issue Sell Recommendations to Manage their Recommendation Distributions?

Swiss Finance Institute Research Paper No. 20-61
Number of pages: 38 Posted: 06 Aug 2020 Last Revised: 10 Aug 2020
Working Paper Series
Cornell University - Department of Accounting, Indiana University - Kelley School of Business - Department of Accounting, University of Geneva - Geneva Finance Research Institute (GFRI) and Indiana University - Kelley School of Business - Department of Accounting
Downloads 62
28.

Political Activism and Market Power

Swiss Finance Institute Research Paper No. 20-60
Number of pages: 68 Posted: 06 Aug 2020 Last Revised: 10 Aug 2020
Working Paper Series
Duke University - Fuqua School of Business, University of Geneva - Geneva Finance Research Institute (GFRI) and Pennsylvania State University
Downloads 117
29.

Principal Portfolios

Swiss Finance Institute Research Paper No. 20-67, NYU Stern School of Business
Number of pages: 71 Posted: 06 Aug 2020 Last Revised: 29 Oct 2020
Working Paper Series
Yale SOM, Ecole Polytechnique Federale de Lausanne and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 1,219
30.

Price Discovery for Options

Swiss Finance Institute Research Paper No. 20-66
Number of pages: 39 Posted: 06 Aug 2020 Last Revised: 10 Aug 2020
Working Paper Series
Ecole Polytechnique Federale de Lausanne, University of Central Florida and Ecole Polytechnique Fédérale de Lausanne
Downloads 67
31.

Cheap Options Are Expensive

Swiss Finance Institute Research Paper No. 20-64
Number of pages: 52 Posted: 06 Aug 2020 Last Revised: 10 Aug 2020
Working Paper Series
University of Connecticut - Department of Finance, University of Lausanne and Pennsylvania State University
Downloads 402
32.

Operational Risk Capital

Swiss Finance Institute Research Paper No. 20-55, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-10
Number of pages: 71 Posted: 28 Jul 2020 Last Revised: 26 Oct 2020
Working Paper Series
University College Dublin, University of Warwick - Accounting Group and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 50
33.

Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19

European Corporate Governance Institute – Finance Working Paper No. 688/2020, Swiss Finance Institute Research Paper No. 20-56
Number of pages: 64 Posted: 27 Jul 2020 Last Revised: 30 Sep 2020
Working Paper Series
University of Virginia - Darden School of Business, University of Virginia - Darden School of Business, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 790
34.

How Integrated Are Credit and Equity Markets? Evidence From Index Options

Swiss Finance Institute Research Paper No. 20-65
Number of pages: 80 Posted: 16 Jul 2020 Last Revised: 18 Sep 2020
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Copenhagen Business School - Department of Finance
Downloads 89
35.

Mutual Funds and Risk Disclosure: Information Content of Fund Prospectuses

Swiss Finance Institute Research Paper No. 20-54, Winner of the Swiss Finance Institute Best Paper Doctoral Award 2020
Number of pages: 59 Posted: 10 Jul 2020
Working Paper Series
University of Zurich - Department of Banking and Finance and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 159
36.

On the Origins of Financial Development: Ancestral Population Diversity and Financial Risk-Taking

Swiss Finance Institute Research Paper No. 20-53
Number of pages: 81 Posted: 07 Jul 2020 Last Revised: 29 Sep 2020
Working Paper Series
Montpellier Business School, King's College London and University of Zurich - Department of Banking and Finance
Downloads 57
37.

Optimal Risk-Sharing Across a Network of Insurance Companies

Insurance: Mathematics and Economics, 95, 39-47 (2020), Swiss Finance Institute Research Paper No. 20-52
Number of pages: 23 Posted: 29 Jun 2020 Last Revised: 09 Sep 2020
Accepted Paper Series
University of Basel, Actuarial Science, Department of Mathematics and Computer Science, University of Zurich - Department of Banking and Finance, University of Basel, Actuarial Science, Department of Mathematics and Computer Science and University of Zurich - Department of Banking and Finance
Downloads 90
38.

The Rise in Foreign Currency Bonds: The Role of US Monetary Policy and Capital Controls

Swiss Finance Institute Research Paper No. 20-51
Posted: 27 Jun 2020 Last Revised: 02 Oct 2020
Working Paper Series
University of Lausanne, Swiss National Bank and University of Lausanne

Multiple version iconThere are 2 versions of this paper

39.

The Effect of Conflict on Lending: Evidence from Indian Border Areas

Swiss Finance Institute Research Paper No. 20-50
Number of pages: 60 Posted: 26 Jun 2020 Last Revised: 30 Jun 2020
Working Paper Series
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 41
40.

Swag: A Wrapper Method for Sparse Learning

Swiss Finance Institute Research Paper No. 20-49
Number of pages: 19 Posted: 24 Jun 2020 Last Revised: 30 Jun 2020
Working Paper Series
Auburn University, University of Geneva - Geneva School of Economics and Management, University of Geneva - Geneva School of Economics and Management, University of Geneva - Geneva School of Economics and Management, University of Geneva - Geneva School of Economics and Management and University of Geneva GSEM and GFRI
Downloads 37
41.

The Tax Cuts and Jobs Act: Which Firms Won? Which Lost?

Swiss Finance Institute Research Paper No. 20-48
Number of pages: 60 Posted: 22 Jun 2020 Last Revised: 30 Jun 2020
Working Paper Series
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 4 versions of this paper

Downloads 146
42.

Why Do Firms Borrow from Foreign Banks?

Swiss Finance Institute Research Paper No. 20-47
Number of pages: 68 Posted: 18 Jun 2020 Last Revised: 19 Jun 2020
Working Paper Series
Swiss Finance Institute at the University of Lugano
Downloads 21
43.

How Valuable is Financial Flexibility When Revenue Stops? Evidence from the COVID-19 Crisis

Fisher College of Business Working Paper No. 2020-03-007, Charles A. Dice Working Paper No. 2020-07, Swiss Finance Institute Research Paper No. 20-37
Number of pages: 62 Posted: 05 Jun 2020 Last Revised: 19 Oct 2020
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Ohio State University (OSU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 823
44.

Evolution in Pecunia

Swiss Finance Institute Research Paper 20-44
Number of pages: 32 Posted: 05 Jun 2020 Last Revised: 10 Jun 2020
Working Paper Series
University of Iowa - Henry B. Tippie College of Business - Department of Economics, University of Manchester - Economics, School of Social Sciences, University of Zurich - Department of Banking and Finance, University of Manchester - Department of Economics and University of Manchester - Department of Economics
Downloads 44
45.

Catch, Restrict, and Release: The Real Story of Bank Bailouts

Swiss Finance Institute Research Paper No. 20-45
Number of pages: 62 Posted: 04 Jun 2020 Last Revised: 27 Oct 2020
Working Paper Series
University of South Carolina - Darla Moore School of Business, University of South Carolina - Darla Moore School of Business, University of Zurich - Department of Banking and Finance and Babes-Bolyai University - Department of Finance
Downloads 66
46.

Does Firm Investment Respond to Peers' Investment?

Robert H. Smith School Research Paper No. RHS 2827803, Swiss Finance Institute Research Paper No. 20-43
Number of pages: 56 Posted: 26 May 2020 Last Revised: 26 May 2020
Working Paper Series
University of Maryland - Department of Finance and Universita della Svizzera italiana (USI Lugano)
Downloads 854
47.

The COVID-19 Pandemic and Sovereign Bond Risk

Swiss Finance Institute Research Paper No. 20-42
Number of pages: 21 Posted: 21 May 2020
Working Paper Series
Alexandru Ioan Cuza University of Iasi, University of Zurich - Department of Banking and Finance and Alexandru Ioan Cuza University of Iasi
Downloads 256
48.

Boom, Bust, and Bitcoin: Bitcoin-Bubbles As Innovation Accelerators

Swiss Finance Institute Research Paper No. 20-41
Number of pages: 27 Posted: 16 May 2020 Last Revised: 18 May 2020
Working Paper Series
ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 569
49.

Risk Spillovers and Interconnectedness between Systemically Important Institutions

Swiss Finance Institute Research Paper No. 20-40
Number of pages: 56 Posted: 16 May 2020 Last Revised: 18 May 2020
Working Paper Series
Alexandru Ioan Cuza University of Iasi, University of Zurich - Department of Banking and Finance, Alexandru Ioan Cuza University of Iasi and University of Sussex
Downloads 78
50.

Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes

Swiss Finance Institute Research Paper No. 20-39
Number of pages: 38 Posted: 16 May 2020 Last Revised: 18 May 2020
Working Paper Series
ETH Zürich, ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 79