Peter Merian Weg 6
Basel, 4002
Switzerland
University of Basel - Faculty of Business and Economics
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Corporate Governance, principal-agent theory, asset pricing
corporate governance, principal-agent theory, asset pricing
Corporate governance; Ownership structure; Firm valuation; Endogeneity
Listed Private Equity, Private Equity
Leadership structure, Firm valuation, Corporate governance, Managerial Shareholdings
Corporate governance, principal-agent problems, ownership structure, firm valuation, endogeneity
Shareholder activism, Hedge funds, Corporate governance
Long-run risk of discount rates vs. expected growth, variance decomposition of stock returns and real estate returns (REITs), Dotcom bubble vs. Global Financial Crisis
: Portfolio sorts, Cross-section of expected returns, Tests of asset pricing models, Random effects assumption
Portfolio sorts, cross-section of expected returns, tests of asset pricing models, random effects assumption
Corporate governance, ownership structure, equity-based compensation, firm valuation, endogeneity
Bank, bailout, market-indicators in regulation, emergency liquidity provision, bank systemic risk, too-big-to-fail, Credit Suisse bailout
transfer of credit risk, hedge funds
central banking, credibility, currency option, Euro/Swiss Franc floor, Vanna-Volga method, barrier
Stock recommendations, Second-hand information, Analysts, Price pressure and information hypotheses
Commodity futures volatility, wheat futures, historical price analysis, structural volatility breaks, conditional autoregressive range model
Pricing of Volatility Risk, Cross Sectional Asset Pricing, Macroeconomic vs. Fundamental Risk Factors, Evaluation of Portfolio Sort Technique
Stock market valuation, price-earnings ratio, growth, valuation multiples, Gordon model
Venture Capital, Trust and success, Survey, Endogeneity
Credit default swaps, central counterparty clearing, sovereign credit risk, counterparty risk, liquidity risks, systemic risk
Credit default swaps, central counterparty clearing, sovereign credit risk, counterparty risk, Liquidity risk, Financial stability
Commodity futures prices, cointegration, temporary and permanent price shocks, speculation and storage
Commodity futures volatility, historical price analysis, range-based volatility estimation, range-based GARCH models, structural volatility breaks
Pension funds, financial quality, funding ratios, uncommitted (free) funds, pension management
bond-stock correlation, GARCH models, monetary policy
asset pricing, CAPM, Roll Critique, mean-variance analysis, short-sale constraint, market proxy
Retirement income, pension system, financial satisfaction, pension regulation
Performance measurement, conditioning information, mutual funds
Stock market valuation, multiples, Gordon model
Initial public offerings (IPOs), underpricing and cross-sectional explanations, German and Swiss stock markets, reputation, bookbuilding
organized commodity markets, futures markets, food security, emerging markets Africa
Commodity futures volatility, wheat futures, historical price analysis, structural volatility breaks
Stock market valuation, COVID-19 stock market downturn, Valuation multiples, Gordon model
Speculation, commodity futures prices, lead-lag relationships
Dynamic portfolio selection, martingales, binomial framework
Interest rate risk, asset pricing, portfolio management
