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Leibniz Institute for Financial Research SAFE Working Paper Series

SAFE Working Paper Series
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1.

The Impact of Temporal Framing on the Marginal Propensity to Consume

SAFE Working Paper No. 308
Number of pages: 36 Posted: 23 Feb 2021
Working Paper Series
Thomas Pauls
Goethe University Frankfurt
Downloads 23
2.

Biases in Information Selection and Processing: Survey Evidence from the Pandemic

SAFE Working Paper No. 307
Number of pages: 87 Posted: 10 Feb 2021
Working Paper Series
Ester Faia, Andreas Fuster, Vincenzo Pezone and Basit Zafar
Goethe University Frankfurt, Swiss National Bank - Financial Stability, Goethe University Frankfurt - Research Center SAFE and Arizona State University (ASU) - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 52
3.

Obfuscation and Rational Inattention in Digitalized Markets

SAFE Working Paper No. 306
Number of pages: 35 Posted: 05 Feb 2021
Working Paper Series
Aljoscha Janssen and Johannes Kasinger
Singapore Management University and Goethe University Frankfurt
Downloads 25
4.

The Disposition Effect in Boom and Bust Markets

SAFE Working Paper No. 305
Number of pages: 51 Posted: 05 Feb 2021
Working Paper Series
Sabine Bernard, Benjamin Loos and Martin Weber
Leibniz Institute for Financial Research SAFE, Technische Universität München (TUM) - TUM School of Management and University of Mannheim - Department of Banking and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 65
5.

Global Realignment in Financial Market Dynamics: Evidence from ETF Networks

SAFE Working Paper No. 304
Number of pages: 36 Posted: 04 Feb 2021
Working Paper Series
Monica Billio, Andrew W. Lo, Loriana Pelizzon, Mila Getmansky Sherman and Abalfazl Zareei
Ca Foscari University of Venice - Dipartimento di Economia, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Goethe University Frankfurt - Faculty of Economics and Business Administration, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Stockholm University
Downloads 73
6.

Smart(Phone) Investing? A within Investor-Time Analysis of New Technologies and Trading Behavior

SAFE Working Paper No. 303
Number of pages: 59 Posted: 02 Feb 2021 Last Revised: 03 Feb 2021
Working Paper Series
Ankit Kalda, Benjamin Loos, Alessandro Previtero and Andreas Hackethal
Indiana University - Kelley School of Business - Department of Finance, Technische Universität München (TUM) - TUM School of Management, Indiana University - Kelley School of Business - Department of Finance and Goethe University Frankfurt - Faculty of Economics and Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 155
7.

The FOMC Risk Shift

SAFE Working Paper No. 302
Number of pages: 89 Posted: 27 Jan 2021
Working Paper Series
Tim Alexander Kroencke, Maik Schmeling and Andreas Schrimpf
University of Neuchatel - Institute of Financial Analysis, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department

Multiple version iconThere are 3 versions of this paper

Downloads 51
8.

An Extensible Model for Historical Financial Data with an Application to German Company and Stock Market Data

SAFE Working Paper No. 300
Number of pages: 36 Posted: 22 Jan 2021
Working Paper Series
Dennis Gram, Pantelis Karapanagiotis, Jan Krzyzanowski, Marius Liebald and Uwe Walz
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt, Goethe University Frankfurt, Goethe University Frankfurt and Goethe University Frankfurt - Institute of Economics
Downloads 44
9.

Motivated Beliefs and the Elderly's Compliance with COVID-19 Measures

SAFE Working Paper No. 299
Number of pages: 12 Posted: 21 Jan 2021 Last Revised: 26 Jan 2021
Working Paper Series
Ferdinand von Siemens
Goethe University Frankfurt

Multiple version iconThere are 2 versions of this paper

Downloads 35
10.

OTC Discount

SAFE Working Paper No. 298
Number of pages: 81 Posted: 08 Dec 2020
Working Paper Series
Calebe de Roure, Emanuel Moench, Loriana Pelizzon and Michael Schneider
Reserve Bank of Australia, Deutsche Bundesbank, Goethe University Frankfurt - Faculty of Economics and Business Administration and Deutsche Bundesbank

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Downloads 55
11.

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

SAFE Working Paper No. 296
Number of pages: 56 Posted: 25 Nov 2020 Last Revised: 16 Feb 2021
Working Paper Series
Reint Gropp, Thomas C. Mosk, Steven Ongena, Ines Simac and Carlo Wix
Halle Institute for Economic Research, University of Zurich, Research Center SAFE, University of Zurich - Department of Banking and Finance, KU Leuven and Board of Governors of the Federal Reserve System

Multiple version iconThere are 3 versions of this paper

Downloads 48
12.

Financing Costs and the Efficiency of Public-Private Partnerships

SAFE Working Paper No. 295
Number of pages: 21 Posted: 18 Nov 2020
Working Paper Series
Besart Avdiu and Alfons J. Weichenrieder
Goethe University Frankfurt and Goethe University Frankfurt - Department of Applied Econometrics and International Economic Policy

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Downloads 23
13.

When Should Retirees Tap Their Home Equity?

SAFE Working Paper No. 293
Number of pages: 52 Posted: 28 Oct 2020
Working Paper Series
Christoph Hambel, Holger Kraft and André Meyer-Wehmann
Goethe University Frankfurt, Goethe University Frankfurt and Goethe University Frankfurt

Multiple version iconThere are 2 versions of this paper

Downloads 28
14.

Evaluating the Effectiveness of Policies Against a Pandemic

SAFE Working Paper No. 294
Number of pages: 36 Posted: 19 Oct 2020 Last Revised: 12 Nov 2020
Working Paper Series
Christian Aleman, Christopher Busch, Alexander Ludwig and Raül Santaeulàlia-Llopis
Autonomous University of Barcelona, Autonomous University of Barcelona - MOVE (Markets, Organizations and Votes in Economics), Goethe University Frankfurt and UAB and Barcelona GSE

Multiple version iconThere are 4 versions of this paper

Downloads 129
15.

Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking

SAFE Working Paper No. 292
Number of pages: 52 Posted: 16 Oct 2020 Last Revised: 01 Mar 2021
Working Paper Series
Andrea Modena
University of Bonn

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Downloads 38
16.

Resiliency: Cross-Venue Dynamics with Hawkes Processes

SAFE Working Paper No. 291
Number of pages: 63 Posted: 16 Oct 2020
Working Paper Series
Loriana Pelizzon, Satchit Sagade and Katia Vozian
Goethe University Frankfurt - Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance and Hanken School of Economics - Helsinki Graduate School of Economics
Downloads 39
17.

The Long-Term Distributional and Welfare Effects of Covid-19 School Closures

SAFE Working Paper No. 290
Number of pages: 55 Posted: 21 Sep 2020
Working Paper Series
Nicola Fuchs-Schündeln, Alexander Ludwig, Irina Popova and Dirk Krueger
Goethe University Frankfurt, Goethe University Frankfurt, Goethe University Frankfurt and University of Pennsylvania

Multiple version iconThere are 4 versions of this paper

Downloads 188
18.

Machine Learning Sentiment Analysis, Covid-19 News and Stock Market Reactions

SAFE Working Paper No. 288
Posted: 15 Sep 2020
Working Paper Series
Michele Costola, Michael Nofer, Oliver Hinz and Loriana Pelizzon
Ca' Foscari University of Venice, Goethe University Frankfurt, Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
19.

The Economic Consequences of Algorithmic Discrimination: Theory and Empirical Evidence

SAFE Working Paper No. 287
Number of pages: 54 Posted: 08 Sep 2020 Last Revised: 09 Dec 2020
Working Paper Series
Kevin Bauer, Nicolas Pfeuffer, Benjamin Abdel-Karim, Oliver Hinz and Michael Kosfeld
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt, Goethe University Frankfurt, Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt
Downloads 83
20.

On the (Ir)Relevance of Monetary Incentives in Risk Preference Elicitation Experiments

SAFE Working Paper No. 286
Number of pages: 46 Posted: 03 Sep 2020
Working Paper Series
Andreas Hackethal, Michael Kirchler, Christine Laudenbach, Michael Razen and Annika Weber
Goethe University Frankfurt - Faculty of Economics and Business Administration, University of Innsbruck, University of Bonn, affiliation not provided to SSRN and Goethe University Frankfurt
Downloads 71
21.

The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy

SAFE Working Paper No. 285, 2020, NYU Stern School of Business
Number of pages: 34 Posted: 13 Aug 2020 Last Revised: 29 Oct 2020
Working Paper Series
Elena Carletti, Tommaso Oliviero, Marco Pagano, Loriana Pelizzon and Marti G. Subrahmanyam
Bocconi University - Department of Finance, University of Naples Federico II - Department of Economic and Statistical Sciences, University of Naples Federico II - Department of Economics and Statistics, Goethe University Frankfurt - Faculty of Economics and Business Administration and New York University (NYU) - Department of Finance
Downloads 153
22.

Inside the ESG Ratings: (Dis)Agreement and Performance

SAFE Working Paper No. 284
Number of pages: 42 Posted: 31 Jul 2020 Last Revised: 08 Sep 2020
Working Paper Series
Monica Billio, Michele Costola, Iva Hristova, Carmelo Latino and Loriana Pelizzon
Ca Foscari University of Venice - Dipartimento di Economia, Ca' Foscari University of Venice, Université Paris Dauphine, Leibniz Institute for Financial Research SAFE and Goethe University Frankfurt - Faculty of Economics and Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 451
23.

Accounting for Financial Stability: Bank Disclosure and Loss Recognition in the Financial Crisis

SAFE Working Paper No. 283
Number of pages: 82 Posted: 08 Jul 2020 Last Revised: 08 Sep 2020
Working Paper Series
Jannis Bischof, Christian Laux and Christian Leuz
University of Mannheim - Accounting and Taxation, Vienna University of Economics and Business and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 107
24.

How Did We Do? The Impact of Relative Performance Feedback on Intergroup Hostilities

SAFE Working Paper No. 281
Number of pages: 39 Posted: 23 Jun 2020 Last Revised: 08 Sep 2020
Working Paper Series
Kevin Bauer
Leibniz Institute for Financial Research SAFE
Downloads 29
25.

EU Agencies in Banking and Energy between Institutional and Policy Centralisation

SAFE Working Paper No. 278
Number of pages: 24 Posted: 01 Jun 2020 Last Revised: 08 Sep 2020
Working Paper Series
Sandra Eckert
Aarhus Institute of Advanced Studies

Multiple version iconThere are 2 versions of this paper

Downloads 47
26.

Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case

SAFE Working Paper No. 261, University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 06/WP/2020
Number of pages: 43 Posted: 18 May 2020
Working Paper Series
Monica Billio, Michele Costola, Loriana Pelizzon and Max Riedel
Ca Foscari University of Venice - Dipartimento di Economia, Ca' Foscari University of Venice, Goethe University Frankfurt - Faculty of Economics and Business Administration and Leibniz Institute for Financial Research SAFE
Downloads 99
27.

Does Monetary Policy Impact International Market Co-Movements?

SAFE Working Paper No. 276
Number of pages: 61 Posted: 14 May 2020 Last Revised: 08 Sep 2020
Working Paper Series
Massimiliano Caporin, Loriana Pelizzon and Alberto Plazzi
University of Padova - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business Administration and Swiss Finance Institute

Multiple version iconThere are 2 versions of this paper

Downloads 54
28.

Back to the Future: A Sovereign Debt Standstill Mechanism IMF Article VIII, Section 2 (b)

SAFE Working Paper No. 282
Number of pages: 11 Posted: 10 May 2020 Last Revised: 08 Sep 2020
Working Paper Series
Daniel Munevar and Grygoriy Pustovit
Eurodad and Goethe University Frankfurt
Downloads 47
29.

Collateral Eligibility of Corporate Debt in the Eurosystem

SAFE Working Paper No. 275, NYU Stern School of Business
Number of pages: 101 Posted: 27 Apr 2020 Last Revised: 12 Nov 2020
Working Paper Series
Loriana Pelizzon, Max Riedel, Zorka Simon and Marti G. Subrahmanyam
Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz Institute for Financial Research SAFE, Netspar and New York University (NYU) - Department of Finance
Downloads 108
30.

Exposure to the COVID-19 Stock Market Crash and its Effect on Household Expectations

SAFE Working Paper No. 279
Number of pages: 93 Posted: 16 Apr 2020 Last Revised: 09 Dec 2020
Working Paper Series
Tobin Hanspal, Annika Weber and Johannes Wohlfart
WU Vienna University of Economics and Business, Goethe University Frankfurt and University of Copenhagen

Multiple version iconThere are 3 versions of this paper

Downloads 222
31.

The Trading Response of Individual Investors to Local Bankruptcies

SAFE Working Paper No. 272
Number of pages: 89 Posted: 30 Mar 2020 Last Revised: 30 Sep 2020
Working Paper Series
Christine Laudenbach, Benjamin Loos, Jenny Pirschel and Johannes Wohlfart
University of Bonn, Technische Universität München (TUM) - TUM School of Management, ZEW – Leibniz Centre for European Economic Research and University of Copenhagen

Multiple version iconThere are 4 versions of this paper

Downloads 43
32.

Higher-Order Income Risk over the Business Cycle

SAFE Working Paper No. 274
Number of pages: 86 Posted: 27 Mar 2020 Last Revised: 08 Sep 2020
Working Paper Series
Christopher Busch and Alexander Ludwig
Autonomous University of Barcelona - MOVE (Markets, Organizations and Votes in Economics) and Goethe University Frankfurt

Multiple version iconThere are 3 versions of this paper

Downloads 39
33.

Risk Pooling, Intermediation Efficiency, and the Business Cycle

SAFE Working Paper No. 271
Number of pages: 51 Posted: 25 Mar 2020 Last Revised: 24 Feb 2021
Working Paper Series
Pietro Dindo, Andrea Modena and Loriana Pelizzon
Ca Foscari University of Venice - Dipartimento di Economia, University of Bonn and Goethe University Frankfurt - Faculty of Economics and Business Administration

Multiple version iconThere are 3 versions of this paper

Downloads 30
34.

High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?

SAFE Working Paper No. 270
Number of pages: 68 Posted: 24 Mar 2020 Last Revised: 08 Sep 2020
Working Paper Series
Mario Bellia, Kim Christensen, Aleksey Kolokolov, Loriana Pelizzon and Roberto Renò
European Union - JRC-Ispra, European Commision, Aarhus University - CREATES, University of Manchester - Manchester Business School, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Verona - Department of Economics
Downloads 423
35.

Risk Taking, Preferences, and Beliefs: Evidence from Wuhan

SAFE Working Paper No. 301
Number of pages: 62 Posted: 24 Mar 2020 Last Revised: 22 Jan 2021
Working Paper Series
Di Bu, Tobin Hanspal, Yin Liao and Yong Liu
Macquarie University, Department of Applied Finance, WU Vienna University of Economics and Business, Macquarie University - Department of Applied Finance and Actuarial Studies and Wuhan University of Science and Technology
Downloads 371
36.

The Value of Firm Networks: A Natural Experiment on Board Connections

SAFE Working Paper No. 269
Number of pages: 48 Posted: 11 Mar 2020 Last Revised: 22 Jan 2021
Working Paper Series
Ester Faia, Maximilian Mayer and Vincenzo Pezone
Goethe University Frankfurt, Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Research Center SAFE

Multiple version iconThere are 2 versions of this paper

Downloads 143
37.

The Impact of Job Referrals on Employment Outcomes in Top Corporate Positions

SAFE Working Paper No. 268
Number of pages: 52 Posted: 11 Mar 2020
Working Paper Series
Lorenzo Maria Levati and Marie Lalanne
affiliation not provided to SSRN and University of Turin - Collegio Carlo Alberto
Downloads 37
38.

Time Preferences over the Life Cycle

SAFE Working Paper No. 267, February 2020
Number of pages: 52 Posted: 05 Mar 2020 Last Revised: 28 Oct 2020
Working Paper Series
Wataru Kureishi, Hannah Paule-Paludkiewicz, Hitoshi Tsujiyama and Midori Wakabayashi
National Institute of Population & Social Security Research, Deutsche Bundesbank, Goethe University Frankfurt and Tohoku University
Downloads 112
39.

Who Are the Bitcoin Investors? Evidence from Indirect Cryptocurrency Investments

SAFE Working Paper No. 277
Number of pages: 52 Posted: 31 Dec 2019 Last Revised: 08 Sep 2020
Working Paper Series
Dominique Lammer, Tobin Hanspal and Andreas Hackethal
affiliation not provided to SSRN, WU Vienna University of Economics and Business and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 570
40.

How Persistent Low Expected Returns Alter Optimal Life Cycle Saving, Investment, and Retirement Behavior

SAFE Working Paper No. 190
Number of pages: 21 Posted: 06 Nov 2019
Working Paper Series
Vanya Horneff, Raimond Maurer and Olivia S. Mitchell
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School

Multiple version iconThere are 2 versions of this paper

Downloads 551
41.

Consuming Dividends

SAFE Working Paper No. 280
Number of pages: 67 Posted: 28 Oct 2019 Last Revised: 08 Sep 2020
Working Paper Series
Konstantin Bräuer, Andreas Hackethal and Tobin Hanspal
Goethe University Frankfurt, Goethe University Frankfurt - Faculty of Economics and Business Administration and WU Vienna University of Economics and Business
Downloads 229
42.

The Collateralizability Premium

SAFE Working Paper No. 264 (2019)
Number of pages: 88 Posted: 25 Oct 2019
Working Paper Series
Hengjie Ai, Jun E. Li, Kai Li and Christian Schlag
University of Minnesota - Twin Cities - Carlson School of Management, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and Goethe University Frankfurt
Downloads 132
43.

Cultivating Self-Control in FinTech: Evidence from a Field Experiment on Online Consumer Borrowing

SAFE Working Paper No. 273
Number of pages: 83 Posted: 24 Oct 2019 Last Revised: 22 Jan 2021
Working Paper Series
Di Bu, Tobin Hanspal, Yin Liao and Yong Liu
Macquarie University, Department of Applied Finance, WU Vienna University of Economics and Business, Macquarie University - Department of Applied Finance and Actuarial Studies and Wuhan University of Science and Technology
Downloads 236
44.

Implications of Money-Back Guarantees for Individual Retirement Accounts: Protection Then and Now

SAFE Working Paper No. 263 (2019), Wharton Pension Research Council Working Paper No. 2019-19, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 61 Posted: 23 Oct 2019 Last Revised: 11 Sep 2020
Working Paper Series
Vanya Horneff, Daniel Liebler, Raimond Maurer and Olivia S. Mitchell
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department and University of Pennsylvania - The Wharton School

Multiple version iconThere are 2 versions of this paper

Downloads 68
45.

Credit Scoring in SME Asset-Backed Securities: An Italian Case Study

SAFE Working Paper No. 262 (2019)
Number of pages: 38 Posted: 22 Oct 2019 Last Revised: 22 Jan 2021
Working Paper Series
Andrea Bedin, Monica Billio, Michele Costola and Loriana Pelizzon
Goethe University Frankfurt, Ca Foscari University of Venice - Dipartimento di Economia, Ca' Foscari University of Venice and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 42
46.

The Case for a Normatively Charged Approach to Regulating Shadow Banking - Multipolar Regulatory Dialogues as a Means to Detect Tail Risks and Preclude Regulatory Arbitrage

SAFE Working Paper No. 260, European Banking Institute Working Paper Series No. 49, LawFin Working Paper No. 2
Number of pages: 32 Posted: 08 Oct 2019 Last Revised: 28 Oct 2020
Working Paper Series
Matthias Thiemann and Tobias H. Troeger
Goethe University Frankfurt and Leibniz Institute for Financial Research SAFE
Downloads 157
47.

Spillovers of Funding Dry-Ups

SAFE Working Paper No. 259 (2019)
Number of pages: 56 Posted: 10 Sep 2019
Working Paper Series
Iñaki Aldasoro, Florian Balke, Andreas Barth and Egemen Eren
Bank for International Settlements (BIS), Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department

Multiple version iconThere are 2 versions of this paper

Downloads 42
48.

Completing Banking Union

SAFE Working Paper No. 63, September 2019
Number of pages: 24 Posted: 04 Sep 2019
Accepted Paper Series
Thomas Huertas
Goethe University Frankfurt - Institute of Law and Finance
Downloads 120
49.

Rigid Wages and Contracts: Time- versus State-Dependent Wages in the Netherlands

SAFE Working Paper No. 258 (2019)
Number of pages: 55 Posted: 04 Sep 2019
Working Paper Series
Anderson Grajales, Burak Uras and Nathanael Vellekoop
Tilburg University, Tilburg University - Center for Economic Research (CentER) and University of Toronto

Multiple version iconThere are 2 versions of this paper

Downloads 16
50.

Horizontal Industry Relationships and Return Predictability

SAFE Working Paper No. 256 (2019)
Number of pages: 56 Posted: 12 Aug 2019
Working Paper Series
Christian Schlag and Kailin Zeng
Goethe University Frankfurt and Jiangxi University of Science and Technology
Downloads 170