Swiss Finance Institute Research Paper Series
Continuation of FAME Research Paper Series. From Swiss Finance Institute Contact information at EDIRC. Bibliographic data for series maintained by Ridima Mittal (). Access Statistics for this working paper series.
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- 24-106: Unveiling Themes in 10-K Disclosures: A New Topic Modeling Perspective
- Matthias Fengler and Minh Tri Phan
- 24-105: Consumption Expenditures in Austria & Germany: New Evidence Based on Transactional Data
- Winfried Koeniger, Peter Kress and Jonas Lehmann
- 24-104: Magnitude and Social Correlates of Poor Decisions in Health Insurance
- Lan Zou and Christian Biener
- 24-103: Fund-Level FX Hedging Redux
- Leonie Bräuer and Harald Hau
- 24-102: The Pricing of Asset-Backed Securities and Households' Pecking Order of Debt
- Roland Füss, Dominik Meyland and Stefan Morkoetter
- 24-101: Mean Reversion Trading on the Naphtha Crack
- Briac Turquet, Pierre Bajgrowicz and O. Scaillet
- 24-100: The Resilience of MDB Bonds to Credit Rating Downgrades
- Thea Kolasa, Steven Ongena and Chris Humphrey
- 24-99: Nothing to hide? Gender and age differences in willingness to share data
- Olivier Armantier, Sebastian Doerr, Jon Frost, Andreas Fuster and Kelly Shue
- 24-98: A Profitable Day Trading Strategy For The U.S. Equity Market
- Carlo Zarattini, Andrea Barbon and Andrew Aziz
- 24-97: Beat the Market An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)
- Carlo Zarattini, Andrew Aziz and Andrea Barbon
- 24-96: Investor Activism and the Green Transition *
- Sebastian Gryglewicz, Simon Mayer and Erwan Morellec
- 24-95: Exploring Nature: Datasets and Models for Analyzing Nature-Related Disclosures
- Tobias Schimanski, Chiara Colesanti Senni, Glen Gostlow, Jingwei Ni, Tingyu Yu and Markus Leippold
- 24-94: Towards Faithful and Robust LLM Specialists for Evidence-Based Question-Answering
- Tobias Schimanski, Jingwei Ni, Mathias Kraus, Elliott Ash and Markus Leippold
- 24-93: Automated Fact-Checking of Climate Change Claims with Large Language Models
- Markus Leippold, Saeid Vaghefi, Veruska Muccione, Julia Bingler, Dominik Stammbach, Chiara Colesanti Senni, Jingwei Ni, Tobias Wekhof, Tingyu Yu, Tobias Schimanski, Glen Gostlow, Jürg Luterbacher and Christian Huggel
- 24-92: Combining AI and Domain Expertise to Assess Corporate Climate Transition Disclosures
- Chiara Colesanti Senni, Tobias Schimanski, Julia Bingler, Jingwei Ni and Markus Leippold
- 24-91: Determinants of Discount Rates, Capitalization Rates, and Growth Rates
- Martin Hoesli and Alona Shmygel
- 24-90: Using AI to Assess the Decision-Usefulness of Corporates' Nature-related Disclosures
- Chiara Colesanti Senni, Saeid Vaghefi, Tobias Schimanski, Tushar Manekar and Markus Leippold
- 24-89: ClimRetrieve: A Benchmarking Dataset for Information Retrieval from Corporate Climate Disclosures
- Tobias Schimanski, Jingwei Ni, Roberto Spacey, Nicola Ranger and Markus Leippold
- 24-88: Technical Patterns and News Sentiment in Stock Markets
- Markus Leippold, Qian Wang and Min Yang
- 24-87: Multilateral Development Bank Bonds
- Thea Kolasa, Steven Ongena and Chris Humphrey
- 24-86: Bank payout policy, regulation, and politics
- Rüdiger Fahlenbrach, Minsu Ko and René M. Stulz
- 24-85: Relationship Banking: The Borrower's Incentives Channel
- Pejman Abedifar, Soroush Kamyab, Steven Ongena and Amine Tarazi
- 24-84: More Data, More Credit? Information Sharing and Bank Credit to Households
- Tamas Briglevics, Artashes Karapetyan, Steven Ongena and Ibolya Schindele
- 24-83: CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging
- Yalin Gündüz, Steven Ongena, Gunseli Tumer-Alkan and Yuejuan Yu
- 24-82: Greenwashing: Do Investors, Markets and Boards Really Care?
- Erdin Akyildirim, Shaen Corbet, Steven Ongena and Les Oxley
- 24-81: Corporate Taxes and Entrepreneurs’ Income: A Credit Channel
- Manthos D. Delis, Emilios C. Galariotis, Maria Iosifidi and Steven Ongena
- 24-80: Joining Forces: Why Banks Syndicate Credit
- Steven Ongena, Alex Osberghaus and Glenn Schepens
- 24-79: Randomized Signature Methods in Optimal Portfolio Selection
- Erdinc Akyildirim, Matteo Gambara, Josef Teichmann and Syang Zhou
- 24-78: Quantification of the Self-Excited Emotion Dynamics in Online Interactions
- Yishan Luo, Didier Sornette and Sandro Claudio Lera
- 24-77: Dynamic Influence Networks Self-Organize Towards Sub-Critical Financial Instabilities
- Yicheng Wang, Didier Sornette, Ke Wu and Sandro Claudio Lera
- 24-76: Intrinsic Value: A Solution to the Declining Performance of Value Strategies
- Derek Bergen, Francesco A. Franzoni, Daniel Obrycki and Rafael Resendes
- 24-75: Stealthy Shorts: Informed Liquidity Supply
- Amit Goyal, Adam V. Reed, Esad Smajlbegovic and Amar Soebhag
- 24-74: Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market
- Jie Cao, Amit Goyal, Yajing (Stella) Wang, Xintong Zhan and Weiming Elaine Zhang
- 24-73: Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related Risks
- Hansjoerg Albrecher and Michel M. Dacorogna
- 24-72: Who Invests in What? Public Firms Ownership Around the World
- Ines Chaieb, Vihang R. Errunza and Lucie Y. Lu
- 24-71: Sustainable Investing Home and Abroad
- Ines Chaieb, Vihang R. Errunza and Lucie Y. Lu
- 24-70: Hard to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
- Francesco Audrino and Jonathan Chassot
- 24-69: Does sentiment help in asset pricing? A novel approach using large language models and market-based labels
- Jule Schuettler, Francesco Audrino and Fabio Sigrist
- 24-68: Quantifying Uncertainty: A New Era of Measurement through Large Language Models
- Francesco Audrino, Jessica Gentner and Simon Stalder
- 24-67: A New Test for an Old Puzzle
- Lorenzo Bretscher, Peter Feldhütter, Andrew Kane and Lukas Schmid
- 24-66: Distorted Beliefs and Asset Prices
- Lorenzo Bretscher, Aytek Malkhozov, Andrea Tamoni and Haoxi Yang
- 24-65: Monetary Policy Transmission with Adjustable and Fixed-Rate Mortgages: The Role of Credit Supply
- Fatih Altunok, Yavuz Arslan and Steven Ongena
- 24-64: Banking on Deposit Relationships: Implications for Hold-Up Problems in the Loan Market
- Jin Cao, Emilia Garcia-Appendini and Cédric Huylebroek
- 24-63: Structural Volatility Impulse Response Analysis
- Matthias Fengler and Jeannine Polivka
- 24-62: Real Estate in Liability-Driven Investment: The Case of U.S. Pension Funds
- Louis Johner and Martin Hoesli
- 24-61: The Performance of FDIC-Identified Community Banks
- Athina Petropoulou, Vasileios Pappas, Steven Ongena, Dimitrios Gounopoulos and Richard J. Fairchild
- 24-60: Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
- Damir Filipović and Paul Schneider
- 24-59: Battle of Transformers: Adversarial Attacks on Financial Sentiment Models
- Aysun Can Turetken and Markus Leippold
- 24-58: The Effect of Unconventional Fiscal Policy on Consumption -New Evidence based on Transactional Data
- Winfried Koeniger and Peter Kress
- 24-57: The Impact of Sustainable Finance Literacy on Investment Decisions
- Massimo Filippini, Markus Leippold and Tobias Wekhof
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