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Harald Hau

University of Geneva - Geneva Finance Research Institute

Prof. Harald Hau, PhD

40, Boulevard du Pont d'Arve

CH 1211 Geneva 4

Geneva

Switzerland

Swiss Finance Institute

Switzerland

Centre for Economic Policy Research (CEPR)

Fellow

77 Bastwick Street

London, EC1V 3PZ

United Kingdom

CESifo (Center for Economic Studies and Ifo Institute)

Poschinger Str. 5

Munich, DE-81679

Germany

  • University of Geneva - Geneva Finance Research Institute

SCHOLARLY PAPERS

31

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CITATIONS
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266

Scholarly Papers (31)

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1.

Subprime Crisis and Board (In-)Competence: Private vs. Public Banks in Germany

Downloads 1,124 ( 14,387)
Citation 11

Subprime Crisis and Board (In-)Competence: Private vs. Public Banks in Germany

CESifo Working Paper Series No. 2640, ECGI - Finance Working Paper No. 247/2009
Number of pages: 39 Posted: 17 Mar 2009
Harald Hau and Marcel P. Thum
University of Geneva - Geneva Finance Research Institute and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 994 (17,005)
Citation 11

Abstract:

Governance, Supervisory Boards, Banking, Financial Crisis

Subprime Crisis and Board (In)Competence: Private vs. Public Banks in Germany

INSEAD Working Paper No. 2010/45/FIN
Number of pages: 35 Posted: 21 Jun 2010
Harald Hau and Marcel P. Thum
University of Geneva - Geneva Finance Research Institute and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 130 (184,004)
Citation 11

Abstract:

Governance, Supervisory Boards, Banking, Financial Crisis

2.

The Role of Equity Funds in the Financial Crisis Propagation

Downloads 587 ( 36,697)
Citation 8

The Role of Equity Funds in the Financial Crisis Propagation

Swiss Finance Institute Research Paper No. 11-35 , WFA 2012 Las Vegas Meetings Paper
Number of pages: 45 Posted: 17 Jan 2011 Last Revised: 20 Jan 2016
Harald Hau and Sandy Lai
University of Geneva - Geneva Finance Research Institute and University of Hong Kong
Downloads 586 (36,226)
Citation 8

Abstract:

Financial Crisis, Crisis Spillover Effect, Mutual Fund Ownership

The Role of Equity Funds in the Financial Crisis Propagation

CEPR Discussion Paper No. DP8819
Number of pages: 49 Posted: 01 Mar 2012
Harald Hau and Sandy Lai
University of Geneva - Geneva Finance Research Institute and University of Hong Kong
Downloads 1 (575,105)
Citation 8
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Abstract:

Financial Crisis Propagation, Fire Sales, Mutual Funds

3.

The Exchange Rate Effect of Multi-Currency Risk Arbitrage

Downloads 511 ( 43,921)
Citation 1

The Exchange Rate Effect of Multi-Currency Risk Arbitrage

Swiss Finance Institute Research Paper No. 12-07
Number of pages: 53 Posted: 18 Feb 2012
Harald Hau
University of Geneva - Geneva Finance Research Institute
Downloads 392 (60,365)
Citation 1

Abstract:

Speculation, Limited Arbitrage, Hedging, Exchange Rate Disconnect

The Exchange Rate Effect of Multi-Currency Risk Arbitrage

Number of pages: 59 Posted: 01 Nov 2009
Harald Hau
University of Geneva - Geneva Finance Research Institute
Downloads 116 (201,032)
Citation 1

Abstract:

limited arbitrage, exchange rate disconnect puzzle, currency speculation

The Exchange Rate Effect of Multi-Currency Risk Arbitrage

CEPR Discussion Paper No. DP7348
Number of pages: 53 Posted: 26 Aug 2009
Harald Hau
University of Geneva - Geneva Finance Research Institute
Downloads 3 (556,092)
Citation 1
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Abstract:

Cospectrum, Limited Arbitrage, Multi-Currency Risk Hedging, Spectral Inference, Speculative Trading

4.

Structured Debt Ratings: Evidence on Conflicts of Interest

Downloads 417 ( 56,529)
Citation 2

Structured Debt Ratings: Evidence on Conflicts of Interest

Swiss Finance Institute Research Paper No. 13-21
Number of pages: 39 Posted: 19 Apr 2013 Last Revised: 03 Sep 2014
Matthias Efing and Harald Hau
HEC Paris - Finance Department and University of Geneva - Geneva Finance Research Institute
Downloads 357 (67,425)
Citation 2

Abstract:

Credit Ratings, Ratings Inflation, Conflicts of Interest, Structured Debt

Structured Debt Ratings: Evidence on Conflicts of Interest

Swiss Finance Institute Research Paper No. 13-21
Number of pages: 59 Posted: 05 Oct 2013
Matthias Efing and Harald Hau
HEC Paris - Finance Department and University of Geneva - Geneva Finance Research Institute
Downloads 59 (307,622)
Citation 2

Abstract:

Credit Ratings, Ratings Inflation, Conflicts of Interest, Structured Debt

Structured Debt Ratings: Evidence on Conflicts of Interest

CEPR Discussion Paper No. DP9465
Number of pages: 56 Posted: 08 May 2013
Matthias Efing and Harald Hau
HEC Paris - Finance Department and University of Geneva - Geneva Finance Research Institute
Downloads 1 (575,105)
Citation 2
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Abstract:

conflicts of interest, credit ratings, ratings inflation, structured debt

5.

Bank Ratings: What Determines Their Quality?

Downloads 351 ( 69,390)
Citation 1

Bank Ratings: What Determines Their Quality?

Swiss Finance Institute Research Paper No. 12-31
Number of pages: 42 Posted: 01 Oct 2012
Harald Hau, Sam Langfield and David Marques-Ibanez
University of Geneva - Geneva Finance Research Institute, European Central Bank - European Systemic Risk Board Secretariat and European Central Bank (ECB)
Downloads 236 (106,934)
Citation 1

Abstract:

Rating Agencies, Credit Ratings, Conflicts of Interest, Prudential Regulation

Bank Ratings: What Determines Their Quality?

ECB Working Paper No. 1484
Number of pages: 43 Posted: 22 Oct 2012
Harald Hau, Sam Langfield and David Marques-Ibanez
University of Geneva - Geneva Finance Research Institute, European Central Bank - European Systemic Risk Board Secretariat and European Central Bank (ECB)
Downloads 80 (259,305)
Citation 1

Abstract:

rating agencies, credit ratings, conflicts of interest, prudential regulation

Bank Ratings: What Determines their Quality?

Bangor Business School Working Paper No. BBSWP/12/012
Number of pages: 42 Posted: 06 Nov 2012
Harald Hau, Sam Langfield and David Marques-Ibanez
University of Geneva - Geneva Finance Research Institute, European Central Bank - European Systemic Risk Board Secretariat and European Central Bank (ECB)
Downloads 34 (390,153)
Citation 1

Abstract:

rating agencies, credit ratings, conflicts of interest, prudential regulation

Bank Ratings: What Determines Their Quality?

Economic Policy, Vol. 28, Issue 74, pp. 289-333, 2013
Number of pages: 45 Posted: 13 Apr 2013
Harald Hau, Sam Langfield and David Marques‐Ibanez
University of Geneva - Geneva Finance Research Institute, European Central Bank - European Systemic Risk Board Secretariat and Swiss Finance Institute and CEPR
Downloads 1 (575,105)
Citation 1
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Abstract:

6.

The Euro as an International Currency: Explaining Puzzling First Evidence

Number of pages: 34 Posted: 05 Jun 2001
Harald Hau, William P. Killeen and Michael Moore
University of Geneva - Geneva Finance Research Institute, Setanta Asset Management and University of Warwick - Warwick Business School
Downloads 320 (75,275)
Citation 15

Abstract:

Euro, bid-ask spread, liquidity, vehicle currency, foreign exchange market, microstructure, currency union, Economic and Monetary Union

7.

Information and Geography: Evidence from the German Stock Market

Number of pages: 27 Posted: 20 Oct 1999
Harald Hau
University of Geneva - Geneva Finance Research Institute
Downloads 283 (84,829)
Citation 4

Abstract:

8.

Real Effects of Stock Underpricing

Downloads 272 ( 92,523)
Citation 3

Real Effects of Stock Underpricing

Journal of Financial Economics (JFE), (Forthcoming) , Swiss Finance Institute Research Paper No. 11-59, EFA 2012 Copenhagen Meetings Paper
Number of pages: 51 Posted: 29 Nov 2011 Last Revised: 06 Feb 2014
Harald Hau and Sandy Lai
University of Geneva - Geneva Finance Research Institute and University of Hong Kong
Downloads 266 (94,261)
Citation 3

Abstract:

market inefficiency, fire sales, mutual funds, investment, employment

Real Effects of Stock Underpricing

CEPR Discussion Paper No. DP8820
Number of pages: 39 Posted: 01 Mar 2012
Harald Hau and Sandy Lai
University of Geneva - Geneva Finance Research Institute and University of Hong Kong
Downloads 6 (540,327)
Citation 3
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Abstract:

employment, fire sales, investment, market inefficiency, mutual funds

9.

The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse

Downloads 272 ( 92,523)
Citation 17

The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse

Number of pages: 45 Posted: 25 Mar 2003
Harald Hau
University of Geneva - Geneva Finance Research Institute
Downloads 254 (98,911)
Citation 17

Abstract:

Tobin Tax, Realized Volatility, Effective Spread, Tick Size

The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse

CEPR Discussion Paper No. 3651
Number of pages: 48 Posted: 20 Jun 2003
Harald Hau
University of Geneva - Geneva Finance Research Institute
Downloads 18 (472,835)
Citation 17
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Abstract:

Tobin tax, realized volatility, effective spread, tick size

10.

Asset Allocation and Monetary Policy: Evidence from the Eurozone

Downloads 263 ( 95,857)

Asset Allocation and Monetary Policy: Evidence from the Eurozone

Swiss Finance Institute Research Paper No. 13-39, EFA 2013 Cambridge Meetings Paper, AFA 2014 Philadelphia Meetings Paper
Number of pages: 43 Posted: 17 Jul 2013 Last Revised: 25 Sep 2014
Harald Hau and Sandy Lai
University of Geneva - Geneva Finance Research Institute and University of Hong Kong
Downloads 176 (142,054)

Abstract:

Monetary Policy, Asset Price In‡ation, Risk Seeking, Taylor Rule Residuals

Asset Allocation and Monetary Policy: Evidence from the Eurozone

CESifo Working Paper Series No. 5005
Number of pages: 44 Posted: 22 Oct 2014
Harald Hau and Sandy Lai
University of Geneva - Geneva Finance Research Institute and University of Hong Kong
Downloads 87 (245,887)

Abstract:

monetary policy, asset price inflation, risk seeking, Taylor rule residuals

Asset Allocation and Monetary Policy: Evidence from the Eurozone

CEPR Discussion Paper No. DP9581
Number of pages: 45 Posted: 13 Aug 2013
Harald Hau and Sandy Lai
University of Geneva - Geneva Finance Research Institute and University of Hong Kong
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Abstract:

asset price inflation, monetary policy, risk seeking, Taylor rule residuals

11.

A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change

Downloads 214 (118,342)

A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change

Number of pages: 45 Posted: 27 Feb 2007
Harald Hau
University of Geneva - Geneva Finance Research Institute
Downloads 211 (119,574)

Abstract:

Limited Arbitrage, Index Revision, Asset Pricing

A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the Msci Global Index Change

CEPR Discussion Paper No. DP6094
Number of pages: 47 Posted: 14 May 2008
Harald Hau
University of Geneva - Geneva Finance Research Institute
Downloads 3 (556,092)
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Abstract:

Index revisions, international equity arbitrage, portfolio theory

12.

Global Versus Local Asset Pricing: Evidence from Arbitrage of the MSCI Index Change

Downloads 184 (136,466)
Citation 3

Global Versus Local Asset Pricing: Evidence from Arbitrage of the MSCI Index Change

Number of pages: 53 Posted: 04 Jul 2008
Harald Hau
University of Geneva - Geneva Finance Research Institute
Downloads 116 (201,032)
Citation 3

Abstract:

Asset Pricing, Market Integration, Index Revision

Global Versus Local Asset Pricing: Evidence from Arbitrage of the MSCI Index Change

Number of pages: 52 Posted: 14 Mar 2009 Last Revised: 17 Mar 2009
Harald Hau
University of Geneva - Geneva Finance Research Institute
Downloads 68 (285,314)
Citation 3

Abstract:

Limited arbitrage, demand shock, index revision, market segmentation

13.

A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market

Downloads 173 (144,260)
Citation 4

A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market

INSEAD Working Paper No. 2010/64/FIN
Number of pages: 53 Posted: 30 Aug 2010
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute and University of Warwick - Warwick Business School
Downloads 97 (228,837)
Citation 4

Abstract:

Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation

A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market

Number of pages: 54 Posted: 14 Mar 2009
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute and University of Warwick - Warwick Business School
Downloads 72 (276,194)
Citation 4

Abstract:

Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation

A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market

CEPR Discussion Paper No. DP6969
Number of pages: 48 Posted: 02 Dec 2008
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute and University of Warwick - Warwick Business School
Downloads 4 (550,481)
Citation 4
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Abstract:

Adverse Selection, Dealer Intermediation, Market Segmentation, Spread Determination

14.

Global Portfolio Rebalancing Under the Microscope

Downloads 159 (155,372)
Citation 17

Global Portfolio Rebalancing Under the Microscope

Number of pages: 43 Posted: 19 Mar 2009
Harald Hau and Hélène Rey
University of Geneva - Geneva Finance Research Institute and London Business School
Downloads 133 (180,654)
Citation 17

Abstract:

Capital Flows, Home Bias, Exchange Rate Risk, Portfolio Rebalancing

Global Portfolio Rebalancing Under the Microscope

NBER Working Paper No. w14165
Number of pages: 42 Posted: 16 Jul 2008
Harald Hau and Hélène Rey
University of Geneva - Geneva Finance Research Institute and London Business School
Downloads 23 (443,929)
Citation 17

Abstract:

Global Portfolio Rebalancing Under the Microscope

CEPR Discussion Paper No. DP6901
Number of pages: 41 Posted: 20 Aug 2008
Harald Hau and Hélène Rey
University of Geneva - Geneva Finance Research Institute and London Business School
Downloads 3 (556,092)
Citation 17
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Abstract:

capital flows, home bias, International Finance

15.

Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns

Downloads 157 (157,030)
Citation 8

Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns

Number of pages: 27 Posted: 06 Dec 2004
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute and University of Warwick - Warwick Business School
Downloads 132 (181,776)
Citation 8

Abstract:

International macroeconomics, equities, exchange rates, microstructure

Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns

CEPR Discussion Paper No. 4806
Number of pages: 30 Posted: 04 Apr 2005
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute and University of Warwick - Warwick Business School
Downloads 25 (432,702)
Citation 8
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Abstract:

International macroeconomics, equities, exchange rates, microstructure

16.

Dealer Intermediation between Markets

Downloads 140 (172,896)

Dealer Intermediation between Markets

Swiss Finance Institute Research Paper No. 12-29
Number of pages: 46 Posted: 04 Sep 2012
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute and University of Warwick - Warwick Business School
Downloads 92 (237,134)

Abstract:

Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation

Dealer Intermediation between Markets

Number of pages: 45 Posted: 20 Mar 2011
Michael Moore, Harald Hau and Peter G. Dunne
University of Warwick - Warwick Business School, University of Geneva - Geneva Finance Research Institute and Central Bank of Ireland
Downloads 48 (340,133)

Abstract:

Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation

17.

Technological Progress and Ownership Structure

Downloads 139 (174,903)

Technological Progress and Ownership Structure

Swiss Finance Institute Research Paper No. 15-39
Number of pages: 55 Posted: 20 Sep 2015
Heng Geng, Harald Hau and Sandy Lai
Victoria University of Wellington, University of Geneva - Geneva Finance Research Institute and University of Hong Kong
Downloads 139 (175,365)

Abstract:

Patents, holdup Problems, Innovation, Institutional Ownership

Technological Progress and Ownership Structure

CEPR Discussion Paper No. DP11064
Number of pages: 57 Posted: 27 Jan 2016
Heng Geng, Harald Hau and Sandy Lai
Victoria University of Wellington, University of Geneva - Geneva Finance Research Institute and University of Hong Kong
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Abstract:

hold-up problems, innovation, institutional ownership, patents

18.

Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks

Downloads 138 (174,903)

Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Swiss Finance Institute Research Paper No. 14-55
Number of pages: 49 Posted: 06 Sep 2014 Last Revised: 10 Dec 2014
Matthias Efing, Harald Hau, Patrick Kampkötter and Johannes Steinbrecher
HEC Paris - Finance Department, University of Geneva - Geneva Finance Research Institute, University of Cologne - Department of Business Administration and Human Resource Management and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 109 (210,554)

Abstract:

Trading Income, Bank Risk, Incentive Pay, Bonus Payments

Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks

CESifo Working Paper Series No. 4984
Number of pages: 52 Posted: 09 Oct 2014
Matthias Efing, Harald Hau, Patrick Kampkötter and Johannes Steinbrecher
HEC Paris - Finance Department, University of Geneva - Geneva Finance Research Institute, University of Cologne - Department of Business Administration and Human Resource Management and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 22 (449,664)

Abstract:

trading income, bank risk, incentive pay, bonus payments

Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks

NBER Working Paper No. w20468
Number of pages: 52 Posted: 08 Sep 2014
Matthias Efing, Harald Hau, Patrick Kampkötter and Johannes Steinbrecher
HEC Paris - Finance Department, University of Geneva - Geneva Finance Research Institute, University of Cologne - Department of Business Administration and Human Resource Management and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 6 (540,327)
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Abstract:

Incentive Pay and Bank Risk-Taking:Evidence from Austrian, German, and Swiss Banks

CEPR Discussion Paper No. DP10217
Number of pages: 53 Posted: 17 Nov 2014
Matthias Efing, Harald Hau, Patrick Kampkötter and Johannes Steinbrecher
HEC Paris - Finance Department, University of Geneva - Geneva Finance Research Institute, University of Cologne - Department of Business Administration and Human Resource Management and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 1 (575,105)
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Abstract:

Bank Risk, Bonus Payments, Incentive Pay, Trading Income

19.

Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change

Downloads 130 (183,423)
Citation 8

Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change

Number of pages: 49 Posted: 16 Mar 2006 Last Revised: 17 Mar 2009
Harald Hau, Massimo Massa and Joel Peress
University of Geneva - Geneva Finance Research Institute, INSEAD - Finance and INSEAD - Finance
Downloads 113 (205,010)
Citation 8

Abstract:

Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change

CEPR Discussion Paper No. 4862
Number of pages: 33 Posted: 13 May 2005
Harald Hau, Massimo Massa and Joel Peress
University of Geneva - Geneva Finance Research Institute, INSEAD - Finance and INSEAD - Finance
Downloads 17 (478,720)
Citation 8
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Abstract:

Event study, exchange rates, global equity index funds, limits of arbitrage

20.

Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy

Downloads 124 (190,332)

Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy

Swiss Finance Institute Research Paper No. 16-47
Number of pages: 69 Posted: 22 Jul 2016 Last Revised: 30 Jun 2017
Harald Hau, Yi Huang and Gewei Wang
University of Geneva - Geneva Finance Research Institute, Graduate Institute of International and Development Studies and Graduate Institute of International and Development Studies (IHEID)
Downloads 124 (191,027)

Abstract:

Firm productivity, capital investment, minimum wage policy

Firm Response to Competitive Shocks: Evidence from China's Minimum Wage Policy

CEPR Discussion Paper No. DP11429
Number of pages: 66 Posted: 08 Aug 2016
Harald Hau, Yi Huang and Gewei Wang
University of Geneva - Geneva Finance Research Institute, Graduate Institute of International and Development Studies and Graduate Institute of International and Development Studies (IHEID)
Downloads 0
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Abstract:

Firm productivity, management quality, minimum wage policy

21.

Exchange Rate, Equity Prices and Capital Flows

Downloads 116 (200,196)
Citation 75

Exchange Rate, Equity Prices and Capital Flows

NBER Working Paper No. w9398
Number of pages: 47 Posted: 21 Dec 2002
Harald Hau and Hélène Rey
University of Geneva - Geneva Finance Research Institute and London Business School
Downloads 88 (244,116)
Citation 75

Abstract:

Exchange Rate, Equity Prices and Capital Flows

CEPR Discussion Paper No. 3735
Number of pages: 49 Posted: 27 Feb 2003
Harald Hau and Hélène Rey
University of Geneva - Geneva Finance Research Institute and London Business School
Downloads 28 (416,983)
Citation 75
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Abstract:

Capital flows, equity flows, market incompleteness, forex hedging

22.

International Order Flows: Explaining Equity and Exchange Rate Returns

Number of pages: 34 Posted: 13 Mar 2006
Michael Moore, Peter G. Dunne and Harald Hau
University of Warwick - Warwick Business School, Central Bank of Ireland and University of Geneva - Geneva Finance Research Institute
Downloads 102 (210,926)
Citation 8

Abstract:

Market Interdependence, Heterogeneous Beliefs, Order Flow, Equity Return Parity

23.

Global Versus Local Asset Pricing: A Speculation-Based Test of Market Integration

Downloads 72 (273,337)

Global Versus Local Asset Pricing: A Speculation-Based Test of Market Integration

INSEAD Working Paper No. 2010/61/FIN
Number of pages: 65 Posted: 27 Aug 2010
Harald Hau
University of Geneva - Geneva Finance Research Institute
Downloads 72 (276,194)
Citation 2

Abstract:

Global versus Local Asset Pricing: A Speculation-Based Test of Market Integration

Posted: 01 Mar 2010
Harald Hau
University of Geneva - Geneva Finance Research Institute

Abstract:

Cost of Capital, Market Segmentation, Event Study

24.

The Consumption Response to Minimum Wages: Evidence from Chinese Households

Downloads 69 (279,929)

The Consumption Response to Minimum Wages: Evidence from Chinese Households

Swiss Finance Institute Research Paper No. 17-01
Number of pages: 52 Posted: 10 Jan 2017
Ernest Dautovic, Harald Hau and Yi Huang
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Geneva - Geneva Finance Research Institute and Graduate Institute of International and Development Studies
Downloads 69 (283,050)

Abstract:

Minimum wages; Labor income; Household consumption; Permanent income hypothesis

The Consumption Response to Minimum Wages: Evidence from Chinese Households

CEPR Discussion Paper No. DP12057
Number of pages: 54 Posted: 22 May 2017
Ernest Dautovic, Harald Hau and Yi Huang
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Geneva - Geneva Finance Research Institute and Graduate Institute of International and Development Studies
Downloads 0
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Abstract:

Household consumption, Labor income, minimum wage, Permanent income hypothesis

25.

Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?

Downloads 57 (308,770)
Citation 32

Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?

NBER Working Paper No. w10476
Number of pages: 19 Posted: 29 Dec 2006
Harald Hau and Hélène Rey
University of Geneva - Geneva Finance Research Institute and London Business School
Downloads 38 (374,320)
Citation 32

Abstract:

Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows and Exchange Rates?

CEPR Discussion Paper No. 4517
Number of pages: 21 Posted: 14 Sep 2004
Harald Hau and Hélène Rey
University of Geneva - Geneva Finance Research Institute and London Business School
Downloads 19 (467,082)
Citation 32
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Abstract:

International finance

26.

Home Bias at the Fund Level

Downloads 22 (435,578)
Citation 15

Home Bias at the Fund Level

NBER Working Paper No. w14172
Number of pages: 16 Posted: 16 Jul 2008
Harald Hau and Hélène Rey
University of Geneva - Geneva Finance Research Institute and London Business School
Downloads 18 (472,835)
Citation 15

Abstract:

Home Bias at the Fund Level

CEPR Discussion Paper No. DP6721
Number of pages: 17 Posted: 11 Jun 2008
Harald Hau and Hélène Rey
University of Geneva - Geneva Finance Research Institute and London Business School
Downloads 4 (550,481)
Citation 15
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Abstract:

asset allocation, diversification, investment behaviour

27.

How has the Euro Changed the Foreign Exchange Market?

Economic Policy, Vol. 17, pp. 149-191, 2002
Number of pages: 43 Posted: 22 Nov 2002
Harald Hau, William P. Killeen and Michael Moore
University of Geneva - Geneva Finance Research Institute, Setanta Asset Management and University of Warwick - Warwick Business School
Downloads 20 (445,891)
Citation 20
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Abstract:

28.

Subprime Crisis and Board (In-) Competence: Private Versus Public Banks in Germany

Economic Policy, Vol. 24, Issue 60, pp. 701-752, October 2009
Number of pages: 52 Posted: 08 Oct 2009
Harald Hau and Marcel P. Thum
University of Geneva - Geneva Finance Research Institute and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 3 (530,367)
Citation 8
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Abstract:

29.

Exchange Rates, Equity Prices, and Capital Flows

Review of Financial Studies, Vol. 19, No. 1, pp. 273-317, 2006
Posted: 29 Feb 2008
Harald Hau and Hélène Rey
University of Geneva - Geneva Finance Research Institute and London Business School

Abstract:

fetus, heart rate, prenatal environment, prenatal drug exposure, cigarette smoking

30.

Real Exchange Rate Volatility and Economic Openness: Theory and Evidence

Downloads 0 (560,718)

Real Exchange Rate Volatility and Economic Openness: Theory and Evidence

Working Paper No. 2356
Posted: 04 May 2000
Harald Hau
University of Geneva - Geneva Finance Research Institute

Abstract:

Real Exchange Rate Volatility and Economic Openness: Theory and Evidence

Forthcoming in Journal of Money, Credit and Banking
Posted: 24 Aug 2001
Harald Hau
University of Geneva - Geneva Finance Research Institute

Abstract:

real effective exchange rate volatility, nontradeables, openness

31.

Privatization Under Political Interference: Evidence from Eastern Germany

European Economic Review, Vol. 42, 1998
Posted: 06 Dec 1998
Harald Hau
University of Geneva - Geneva Finance Research Institute

Abstract:

Submit a Paper Section 508 Text Only Pages

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