Patrick Schwarz

University of Liège - HEC Liège

Assistant Professor

rue Louvrex 14

Liège, 4000

Belgium

http://sites.google.com/view/patrick-schwarz

  • University of Liège - HEC Liège

SCHOLARLY PAPERS

4

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1,968

TOTAL CITATIONS

0

Scholarly Papers (4)

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1.

Measuring Business Social Irresponsibility: The Case of Sin Stocks

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023
Number of pages: 82 Posted: 30 Mar 2023 Last Revised: 03 Mar 2025
Hamid Boustanifar and Patrick Schwarz
EDHEC Business School and University of Liège - HEC Liège
Downloads 816 (64,824)

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Business social responsibility, Sin stocks, Textual analysis

2.

Synthesizing Information-Driven Insider Trade Signals

Number of pages: 111 Posted: 21 Aug 2023
Jens Heckmann, Heiko Jacobs and Patrick Schwarz
University of Duisburg-Essen - House of Energy Markets and Finance, University of Duisburg-Essen - House of Energy Markets and Finance and University of Liège - HEC Liège
Downloads 639 (88,998)

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Informed trading, insider trading, return predictability, global stock markets

3.

On the performance of volatility-managed equity factors - International and further evidence

Journal of Empirical Finance, volume 80, 2025[10.1016/j.jempfin.2024.101560]
Number of pages: 117 Posted: 03 Nov 2021 Last Revised: 02 Dec 2024
Patrick Schwarz
University of Liège - HEC Liège
Downloads 286 (226,637)

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Volatility-managed portfolio, Transaction costs, Factor timing, Culture, International stock markets

4.

Rewriting CRSP's History: Impact of Altered Monthly Returns on Asset Pricing

Number of pages: 74 Posted: 11 Feb 2025 Last Revised: 25 Mar 2025
Patrick Schwarz, Dominik Walter and Patrick Weiss
University of Liège - HEC Liège, University of Konstanz and Reykjavik University
Downloads 227 (286,850)

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CRSP, return computation, portfolio sorts, dividends, risk factors