Search Results
Swiss Finance Institute Research Paper Series

faculty research subscribe to journal swiss finance institute
548,378 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 1 - 50 of 1,087 papers

1.

The Effect of Board Overlap on Firm Behavior

Swiss Finance Institute Research Paper No. 21-40
Number of pages: 65 Posted: 19 Jul 2021
Working Paper Series
Victoria University of Wellington, University of Geneva - Geneva Finance Research Institute (GFRI), The University of Hong Kong and Victoria University of Wellington - Victoria University of Wellington, Students

Multiple version iconThere are 2 versions of this paper

Downloads 23
2.

A Theory of Debt Accumulation and Deficit Cycles

Swiss Finance Institute Research Paper No. 21-38
Number of pages: 80 Posted: 08 Jul 2021
Working Paper Series
University of Lugano

Multiple version iconThere are 2 versions of this paper

Downloads 34
3.

Unlocking ESG Premium from Options

Swiss Finance Institute Research Paper No. 21-39
Number of pages: 63 Posted: 08 Jul 2021 Last Revised: 22 Jul 2021
Working Paper Series
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Lausanne, The Chinese University of Hong Kong (CUHK) - CUHK Business School and The Chinese University of Hong Kong (CUHK)
Downloads 96
4.

Disasters, Large Drawdowns, and Long-term Asset Management

Swiss Finance Institute Research Paper No. 21-37
Number of pages: 52 Posted: 11 Jun 2021 Last Revised: 21 Jun 2021
Working Paper Series
University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 92
5.

“Salvation and Profit”: Deconstructing the Clean-Tech Bubble

Swiss Finance Institute Research Paper No. 21-36
Number of pages: 28 Posted: 26 May 2021
Working Paper Series
ETH Zurich, ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 110
6.

Excess Financial Volatility Explained by Endogenous Excitations Revealed by EM Calibrations of a Generalized Hawkes Point Process

Swiss Finance Institute Research Paper No. 21-35
Number of pages: 35 Posted: 18 May 2021
Working Paper Series
ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 64
7.

ALIENs and Continuous Time Economies

Swiss Finance Institute Research Paper No. 21-34
Number of pages: 66 Posted: 18 May 2021
Working Paper Series
Swiss Finance Institute (EPFL)
Downloads 76
8.

Revisiting Metropolitan House Price-Income Relationships

Swiss Finance Institute Research Paper No. 21-32
Number of pages: 42 Posted: 21 Apr 2021
Working Paper Series
University of Turku, Department of Economics, Florida Atlantic University, University of Geneva - Geneva School of Economics and Management (GSEM) and University of Turku - Turku School of Economics
Downloads 47
9.

The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times

Swiss Finance Institute Research Paper No. 21-30
Number of pages: 56 Posted: 14 Apr 2021 Last Revised: 22 Apr 2021
Working Paper Series
Goethe University, Frankfurt, Goethe University Frankfurt - Faculty of Economics and Business Administration and Swiss Finance Institute
Downloads 244
10.

Information Pools and Insider Trading: A Snapshot of America's Financial Elite.

Swiss Finance Institute Research Paper No. 21-28
Number of pages: 42 Posted: 24 Mar 2021
Working Paper Series
Swiss Finance Institute, UNIL and University of Lausanne, HEC
Downloads 113
11.

The Performance of Non-Listed Opportunity Real Estate Funds in China

Swiss Finance Institute Research Paper No. 21-27
Number of pages: 27 Posted: 19 Mar 2021 Last Revised: 22 Mar 2021
Working Paper Series
Western Sydney University - School of Economics and Finance, Western Sydney University, University of Geneva - Geneva School of Economics and Management (GSEM) and University of Macau
Downloads 50
12.

Central Bank Digital Currency and Balance Sheet Policy

Swiss Finance Institute Research Paper No. 21-25
Number of pages: 33 Posted: 17 Mar 2021 Last Revised: 30 Mar 2021
Working Paper Series
University of Lausanne, HEC, University of Lausanne, HEC and University of Geneva, GFRI
Downloads 377
13.

Strategic Similarity in Mergers and Acquisitions

Swiss Finance Institute Research Paper No. 21-29
Number of pages: 51 Posted: 15 Mar 2021 Last Revised: 24 May 2021
Working Paper Series
Swiss Finance Institute
Downloads 110
14.

Dynamical Internal Cost of Capital Driven by Cash Flow Growth

Swiss Finance Institute Research Paper No. 21-24
Number of pages: 40 Posted: 12 Mar 2021 Last Revised: 15 Mar 2021
Working Paper Series
Diversified Credit Investments, LLC, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zurich
Downloads 86
15.

Direct Democracy, Corporate Political Strategy, and Firm Value

Swiss Finance Institute Research Paper No. 21-23
Number of pages: 50 Posted: 10 Mar 2021
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne, HEC Paris - Finance Department and University of Bern
Downloads 61
16.

Greening (Runnable) Brown Assets with a Liquidity Backstop

Swiss Finance Institute Research Paper No. 21-22, Bank for International Settlements
Number of pages: 45 Posted: 08 Mar 2021 Last Revised: 10 Mar 2021
Working Paper Series
University of Lausanne - Faculty of Business and Economics (HEC Lausanne), Bank for International Settlements (BIS) and University of Bern
Downloads 49
17.

Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency

Swiss Finance Institute Research Paper No. 21-21
Number of pages: 48 Posted: 08 Mar 2021 Last Revised: 10 Mar 2021
Working Paper Series
Universita della Svizzera italiana (USI Lugano), Swiss Finance Institute and University of California, San Diego (UCSD) - Rady School of Management
Downloads 121
18.

How Green FinTech Can Alleviate the Impact of Climate Change—The Case of Switzerland

Swiss Finance Institute Research Paper No. 21-20, Published, Sustainability 2020, 12(24), 10691
Number of pages: 37 Posted: 08 Mar 2021 Last Revised: 15 Mar 2021
Accepted Paper Series
University of Zurich, University of Zurich - Department of Banking and Finance and University of Zurich, Department of Banking and Finance, Students
Downloads 113
19.

How Green FinTech Can Alleviate the Impact of Climate Change—The Case of Switzerland

Swiss Finance Institute Research Paper No. 21-20, Published, Sustainability 2020, 12(24), 10691
Posted: 08 Mar 2021
Accepted Paper Series
20.

Can the Variance After-Effect Distort Stock Returns?

Swiss Finance Institute Research Paper No. 21-16
Number of pages: 36 Posted: 25 Feb 2021
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 85
21.

Optimal Transport of Information

Swiss Finance Institute Research Paper No. 21-15
Number of pages: 72 Posted: 23 Feb 2021 Last Revised: 08 Mar 2021
Working Paper Series
Ecole Polytechnique Federale de Lausanne, Duke University - Fuqua School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department

Multiple version iconThere are 2 versions of this paper

Downloads 95
22.

Asymmetric information and the securitization of SME loans

Swiss Finance Institute Research Paper No. 21-13
Number of pages: 47 Posted: 12 Feb 2021
Working Paper Series
ECB -DG Monetary Policy, Bank of Italy, Bank for International Settlements (BIS) and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 95
23.

(In)efficient repo markets

Swiss Finance Institute Research Paper No. 21-10
Number of pages: 68 Posted: 08 Feb 2021 Last Revised: 09 Feb 2021
Working Paper Series
University of Bristol - Department of Finance and Accounting, USI Lugano - Institute of Finance and University of Lausanne

Multiple version iconThere are 2 versions of this paper

Downloads 121
24.

The Equity Market Implications of the Retail Investment Boom

Swiss Finance Institute Research Paper No. 21-12, Winner of the Swiss Finance Institute Best Paper Doctoral Award 2021
Number of pages: 55 Posted: 02 Feb 2021 Last Revised: 29 Jun 2021
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 3,176
25.

A penalized two-pass regression to predict stock returns with time-varying risk premia

Swiss Finance Institute Research Paper No. 21-09
Number of pages: 38 Posted: 01 Feb 2021
Working Paper Series
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 157
26.

Commercial Real Estate Prices and Covid-19

Swiss Finance Institute Research Paper No. 21-08
Number of pages: 31 Posted: 26 Jan 2021
Working Paper Series
University of Geneva - Geneva School of Economics and Management (GSEM) and Conservatoire National des Arts et Métiers (CNAM)
Downloads 758
27.

What Is the Impact of Mutual Funds' ESG Preferences on Portfolio Firms?

Swiss Finance Institute Research Paper No. 21-42
Number of pages: 59 Posted: 23 Jan 2021 Last Revised: 22 Jul 2021
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne
Downloads 68
28.

Institutional Corporate Bond Demand

Swiss Finance Institute Research Paper No. 21-07
Number of pages: 47 Posted: 15 Jan 2021 Last Revised: 26 Jan 2021
Working Paper Series
London Business School - Department of Finance, University of Southern California - Marshall School of Business, Harvard University - Harvard Business School and London Business School
Downloads 338
29.

Competition for Attention in the ETF Space

Fisher College of Business Working Paper No. 2021-03-001, Charles A. Dice Center Working Paper No. 2021-01, Swiss Finance Institute Research Paper No. 21-03
Number of pages: 66 Posted: 14 Jan 2021 Last Revised: 21 Jul 2021
Working Paper Series
Ohio State University (OSU) - Department of Finance, USI Lugano, Ohio State University (OSU) - Department of Finance and Villanova University - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 3,046
30.

ICO Analysts

Swiss Finance Institute Research Paper No. 21-26
Number of pages: 56 Posted: 31 Dec 2020 Last Revised: 27 May 2021
Working Paper Series
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 179
31.

Pollution permits and financing costs

Swiss Finance Institute Research Paper No. 20-117
Number of pages: 72 Posted: 21 Dec 2020 Last Revised: 21 Dec 2020
Working Paper Series
Athens University of Economics and Business, Montpellier Business School, University of Zurich - Department of Banking and Finance and Hellenic Open University

Multiple version iconThere are 2 versions of this paper

Downloads 118
32.

Divorce and Credit

Swiss Finance Institute Research Paper No. 20-116
Number of pages: 39 Posted: 21 Dec 2020 Last Revised: 21 Dec 2020
Working Paper Series
Xiamen University - School of Management, Fujian Business University, University of Zurich - Department of Banking and Finance and Xiamen University
Downloads 52
33.

Forecasting Financial Crashes: A Dynamic Risk Management Approach

Swiss Finance Institute Research Paper No. 20-103
Number of pages: 18 Posted: 15 Dec 2020 Last Revised: 04 Jan 2021
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 423
34.

Management practices and M&A success

Swiss Finance Institute Research Paper No. 20-102
Number of pages: 99 Posted: 07 Dec 2020 Last Revised: 04 May 2021
Working Paper Series
Montpellier Business School, University of Surrey - Surrey Business School, University of Glasgow - Adam Smith Business School, University of Zurich - Department of Banking and Finance and Montpellier Business School

Multiple version iconThere are 2 versions of this paper

Downloads 58
35.

Learning (Not) to Trade: Lindy's Law in Retail Traders

Swiss Finance Institute Research Paper No. 20-100
Number of pages: 44 Posted: 04 Dec 2020 Last Revised: 07 Dec 2020
Working Paper Series
affiliation not provided to SSRN, Swissquote Bank, Ecole Polytechnique Federale de Lausanne, Rice University, Jesse H. Jones Graduate School of Business, Students and University College London - Department of Computer Science
Downloads 165
36.

Supranational Rules, National Discretion: Increasing versus Inflating Regulatory Bank Capital?

Swiss Finance Institute Research Paper No. 20-112
Number of pages: 68 Posted: 03 Dec 2020 Last Revised: 22 Jul 2021
Working Paper Series
Halle Institute for Economic Research, University of Zurich, Research Center SAFE, University of Zurich - Department of Banking and Finance, Board of Governors of the Federal Reserve System and KU Leuven

Multiple version iconThere are 3 versions of this paper

Downloads 84
37.

Leveraged Loans: Is High Leverage Risk Priced in?

Swiss Finance Institute Research Paper No. 20-111
Number of pages: 44 Posted: 03 Dec 2020 Last Revised: 21 Dec 2020
Working Paper Series
University of Bath - School of Management, University of Zurich - Department of Banking and Finance, University of Bath, School of management and University of Bath - School of Management
Downloads 274
38.

Takeover Protections and Stock Returns

Swiss Finance Institute Research Paper No. 20-105
Number of pages: 59 Posted: 03 Dec 2020 Last Revised: 03 Jun 2021
Working Paper Series
University of Connecticut - Department of Finance, Ecole Polytechnique Fédérale de Lausanne and Pennsylvania State University
Downloads 67
39.

Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks

Swiss Finance Institute Research Paper No. 20-99
Number of pages: 86 Posted: 03 Dec 2020 Last Revised: 04 Dec 2020
Working Paper Series
ECB -DG Monetary Policy, Federal Reserve Banks - Federal Reserve Bank of New York and University of Zurich - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 63
40.

Climate Change Risk and the Cost of Mortgage Credit

Swiss Finance Institute Research Paper No. 20-97
Number of pages: 56 Posted: 03 Dec 2020 Last Revised: 15 Jul 2021
Working Paper Series
King's College London, University of Zurich - Department of Banking and Finance, Xiamen University - School of Management and University of Edinburgh
Downloads 316
41.

The Resilience and Realignment of House Prices in the Era of COVID-19

Swiss Finance Institute Research Paper 20-121, Journal of European Real Estate Research (2021), forthcoming
Posted: 03 Dec 2020 Last Revised: 23 Feb 2021
Working Paper Series
Oberlin College, University of Geneva - Geneva School of Economics and Management (GSEM) and ISEG - Lisbon School of Economics and Management- University of Lisbon
42.

Interest Rate Pass-Through and Bank Risk-Taking under Negative-Rate Policies with Tiered Remuneration of Central Bank Reserves

Swiss Finance Institute Research Paper No. 20-98
Number of pages: 53 Posted: 02 Dec 2020
Working Paper Series
University of Zurich and KU Leuven- Faculty of Economics & Business
Downloads 130
43.

Affine Pricing and Hedging of Collateralized Debt Obligations

Swiss Finance Institute Research Paper No. 20-94
Number of pages: 35 Posted: 25 Nov 2020
Working Paper Series
Vienna University of Economics and Business, Institute for Statistics and Mathematics and Ecole Polytechnique Fédérale de Lausanne
Downloads 34
44.

(When) Do Banks React to Anticipated Capital Reliefs?

Bank of England Working Paper No. 889, Swiss Finance Institute Research Paper No. 20-113
Number of pages: 31 Posted: 19 Nov 2020 Last Revised: 21 Dec 2020
Working Paper Series
Bank of England, Bank of England, University of Zurich - Department of Banking and Finance and Bank of England
Downloads 31
45.

A Macro-Finance model with Realistic Crisis Dynamics

Swiss Finance Institute Research Paper No. 20-96
Number of pages: 75 Posted: 19 Nov 2020 Last Revised: 17 May 2021
Working Paper Series
Swiss Finance Institute (EPFL)
Downloads 131
46.

Does Alternative Data Improve Financial Forecasting? The Horizon Effect

HEC Paris Research Paper No. FIN-2020-1402, Swiss Finance Institute Research Paper No. 20-106
Number of pages: 60 Posted: 17 Nov 2020 Last Revised: 22 Jul 2021
Working Paper Series
INSEAD, HEC Paris - Finance Department and Universita della Svizzera italiana (USI Lugano)

Multiple version iconThere are 2 versions of this paper

Downloads 521
47.

Do Proprietary Traders Provide Liquidity?

Swiss Finance Institute Research Paper No. 20-109
Number of pages: 43 Posted: 17 Nov 2020 Last Revised: 21 Dec 2020
Working Paper Series
Tel Aviv University - Berglas School of Economics, Washington University in St. Louis - John M. Olin Business School, The University of Hong Kong and Cornell University - SC Johnson College of Business
Downloads 65
48.

CDS Central Counterparty Clearing Default Measures: Road to Recovery or Invitation to Predation?

Swiss Finance Institute Research Paper No. 20-95
Number of pages: 75 Posted: 12 Nov 2020 Last Revised: 27 Nov 2020
Working Paper Series
Swiss Finance Institute, Students
Downloads 27
49.

Bank Credit and Market-based Finance for Corporations: The Effects of Minibond Issuances

Swiss Finance Institute Research Paper No. 20-93
Number of pages: 62 Posted: 09 Nov 2020
Working Paper Series
University of Zurich - Department of Banking and Finance, Bank of Italy, Bank of Italy and European Central Bank (ECB) - Directorate General Economics
Downloads 58
50.

Cybersecurity Risk

Chicago Booth Research Paper No. 20-47, Swiss Finance Institute Research Paper No. 20-108
Number of pages: 74 Posted: 04 Nov 2020 Last Revised: 22 Dec 2020
Working Paper Series
University of Liverpool (UK), Cyprus University of Technology, The University of Hong Kong and University of Chicago - Finance

Multiple version iconThere are 4 versions of this paper

Downloads 250