Alexandre Ziegler

University of Zurich - Department of Banking and Finance

Plattenstrasse 14

Zürich, 8032

Switzerland

  • University of Zurich - Department of Banking and Finance

SCHOLARLY PAPERS

17

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CITATIONS
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33

Scholarly Papers (17)

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1.

Company Stock Price Reactions to the 2016 Election Shock: Trump, Taxes and Trade

Downloads 1,186 ( 16,291)

Company Stock Price Reactions to the 2016 Election Shock: Trump, Taxes and Trade

Journal of Financial Economics (JFE), Volume 130, Issue 2, November 2018, Pages 428-451, Swiss Finance Institute Research Paper No. 17-06, HKS Working Paper No. 17-005
Number of pages: 53 Posted: 02 Feb 2017 Last Revised: 28 Mar 2019
Alexander F. Wagner, Richard J. Zeckhauser and Alexandre Ziegler
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 1,165 (16,399)

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Stock returns, event study, corporate taxes, trade policy, corporate interest payments, post-news drift, election surprise, market efficiency, price contribution analysis

Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade

NBER Working Paper No. w23152
Number of pages: 31 Posted: 13 Feb 2017
Alexander F. Wagner, Richard J. Zeckhauser and Alexandre Ziegler
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 21 (520,882)

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2.

The Timing of Option Returns

Number of pages: 58 Posted: 03 Feb 2017 Last Revised: 21 Oct 2018
Adriano Tosi and Alexandre Ziegler
Swiss Finance Institute and University of Zurich - Department of Banking and Finance
Downloads 857 (26,351)

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Option Returns, Out-Of-The-Money Put Options, Market Timing

3.

How Index Futures and ETFs Affect Stock Return Correlations

Number of pages: 53 Posted: 21 Jun 2015 Last Revised: 24 Aug 2016
Markus Leippold, Lujing Su and Alexandre Ziegler
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 562 (46,593)

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Asset correlations, limits to arbitrage, ETFs, futures

4.

Unequal Rewards to Firms: Stock Market Responses to the Trump Election and the 2017 Corporate Tax Reform

American Economic Association Papers and Proceedings, 108 (May), 2018, pp. 590-596
Number of pages: 15 Posted: 29 Jan 2018 Last Revised: 28 Mar 2019
Alexander F. Wagner, Richard J. Zeckhauser and Alexandre Ziegler
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 549 (48,005)

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Stock returns, event study, corporate taxes, trade policy, corporate interest payments, post-news drift, election surprise, market efficiency

5.

Negotiating Over Banking Secrecy: The Case of Switzerland and the European Union

Number of pages: 38 Posted: 02 Nov 2005
Alexandre Ziegler, Francois-Xavier Delaloye and Michel A. Habib
University of Zurich - Department of Banking and Finance, University of Lausanne - Department of Economics (DEEP) and University of Zurich
Downloads 505 (53,356)
Citation 1

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Banking Secrecy, Switzerland, Event Study

6.

High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation

Swiss Finance Institute Research Paper No. 15-23
Number of pages: 47 Posted: 01 Jul 2015 Last Revised: 11 Mar 2016
Jakub Rojcek and Alexandre Ziegler
University of Zurich, Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 359 (80,563)

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High-frequency trading, Regulation, Market quality

7.

Why Have Exchange-Traded Catastrophe Instruments Failed to Displace Reinsurance?

EFA 2007 Ljubljana Meetings Paper
Number of pages: 42 Posted: 26 Feb 2007
Rajna Gibson, Michel A. Habib and Alexandre Ziegler
University of Geneva - Geneva Finance Research Institute (GFRI), University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 335 (87,226)
Citation 6

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Catastrophe risk, insurance, reinsurance, financial markets, private and public financing

8.

Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election

Downloads 310 ( 95,086)

Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election

Swiss Finance Institute Research Paper No. 18-63
Number of pages: 62 Posted: 27 Sep 2018 Last Revised: 20 Mar 2019
Stefano Ramelli, Alexander F. Wagner, Richard J. Zeckhauser and Alexandre Ziegler
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 304 (96,575)

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Climate change, CSR, election surprise, ESG, event study, stock returns

Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election

NBER Working Paper No. w25310
Number of pages: 58 Posted: 03 Dec 2018
Stefano Ramelli, Alexander F. Wagner, Richard J. Zeckhauser and Alexandre Ziegler
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 4 (632,203)
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Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election

CEPR Discussion Paper No. DP13206
Number of pages: 60 Posted: 02 Oct 2018
Stefano Ramelli, Alexander F. Wagner, Richard J. Zeckhauser and Alexandre Ziegler
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 2 (651,297)
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climate change, CSR, election surprise, ESG, event study, Stock returns

9.

Why Does Implied Risk Aversion Smile?

FAME Research Paper No. 47
Number of pages: 41 Posted: 25 Mar 2003
Alexandre Ziegler
University of Zurich - Department of Banking and Finance
Downloads 265 (112,415)
Citation 20

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asset pricing, state-price density, heterogeneous preferences, heterogeneous beliefs, implied risk aversion

10.

Why Government Bonds are Sold by Auction and Corporate Bonds by Posted-Price Selling

FAME Research Paper No. 78
Number of pages: 37 Posted: 31 Jul 2003
Michel A. Habib and Alexandre Ziegler
University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 226 (132,122)
Citation 4

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Government Bonds, Corporate Bonds, Auctions, Posted-price Selling, Costly Information

11.

Paths to Convergence: Stock Price Adjustment After the Trump Election Shock

Downloads 194 (152,699)

Paths to Convergence: Stock Price Adjustment After the Trump Election Shock

HKS Working Paper No. RWP17-039, Swiss Finance Institute Research Paper No. 17-36
Number of pages: 62 Posted: 15 Sep 2017 Last Revised: 13 Aug 2018
Alexander F. Wagner, Richard J. Zeckhauser and Alexandre Ziegler
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 194 (152,580)

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Stock returns, price spreads, momentum, reversal, post-news drift, election surprise, market efficiency, predictability, price contribution analysis, corporate taxes, trade policy, event study

Paths to Convergence: Stock Price Behavior after Donald Trump's Election

CEPR Discussion Paper No. DP12657
Number of pages: 55 Posted: 29 Jan 2018
Alexander F. Wagner, Richard J. Zeckhauser and Alexandre Ziegler
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
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corporate taxes, election surprise, event study, Market Efficiency, Momentum, predictability, price contribution analysis, reversal, Stock returns, trade policy

12.

Risk and Return Around the Clock

Number of pages: 48 Posted: 17 May 2015 Last Revised: 01 Nov 2015
Felix Fattinger and Alexandre Ziegler
University of Melbourne - Department of Finance and University of Zurich - Department of Banking and Finance
Downloads 158 (183,048)

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Price discovery, Market efficiency, Intraday return and volatility patterns, High-frequency data, Jumps

13.

Performance Pay, Sorting, and Outsourcing

IZA Discussion Paper No. 3019
Number of pages: 41 Posted: 09 Sep 2007
Fred Henneberger, Alfonso Sousa-Poza and Alexandre Ziegler
University of St. Gallen, University of Hohenheim - Institute of Household and Consumer Economics and University of Zurich - Department of Banking and Finance
Downloads 99 (261,138)
Citation 1

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asymmetric information, sorting, incentives, productivity, outsourcing

14.

The Dominance of Retail Stores

NBER Working Paper No. w9795
Number of pages: 32 Posted: 23 Jun 2003
Alexandre Ziegler and Edward P. Lazear
University of Zurich - Department of Banking and Finance and Stanford Graduate School of Business
Downloads 27 (471,426)

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15.

Variance Risk, Financial Intermediation, and the Cross-Section of Expected Option Returns

CEPR Discussion Paper No. DP8268
Number of pages: 73 Posted: 14 Mar 2011
Norman Schürhoff and Alexandre Ziegler
University of Lausanne and University of Zurich - Department of Banking and Finance
Downloads 7 (585,641)
Citation 1
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asset pricing, cross-section of option returns, financial intermediation, variance risk

16.

Liquidation Risk

Financial Analysts Journal, Vol. 59, No. 3, May/June 2003
Posted: 05 Jul 2003
Darrell Duffie and Alexandre Ziegler
Stanford University - Graduate School of Business and University of Zurich - Department of Banking and Finance

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Risk Measurement and Management: firm/enterprise risk

17.

Optimal Portfolio Choice Under Heterogeneous Beliefs

European Finance Review, Vol. 4, No. 1, 2001
Posted: 03 May 2001
Alexandre Ziegler
University of Zurich - Department of Banking and Finance

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Hedging, heterogeneous beliefs, portfolio choice