Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
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20-89: Fiscal transfers, local government, and entrepreneurship

Piotr Danisewicz and Steven Ongena

20-88: Credit Volatility Indexes

Antonio Mele and Yoshiki Obayashi

20-87: Inter-industry FDI spillovers from foreign banks: Evidence in transition economies

Shusen Qi, Kent Hui and Steven Ongena

20-86: A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk

Walter Farkas, Fulvia Fringuellotti and Radu Tunaru

20-85: Crash-sensitive Kelly Strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices

Gerlach J-C, Jerome L Kreuser and Didier Sornette

20-84: Artificial Intelligence and High-Skilled Work: Evidence from Analysts

Jillian Grennan and Roni Michaely

20-83: It’s The End of Bank Branching As We Know It (And We Feel Fine)

Jan Keil and Steven Ongena

20-82: Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified

David Ardia, Laurent Barras, Patrick Gagliardini and Olivier Scaillet

20-81: Do Mutual Funds and ETFs Affect the Commonality in Liquidity of Corporate Bonds?

Efe Çötelioğlu

20-80: Asset Prices and Liquidity with Market Power and Non-Gaussian Payoffs

Sergei Glebkin, Semyon Malamud and Alberto Teguia

20-79: A Deep Learning Approach to Estimate Forward Default Intensities

Marc-Aurèle Divernois

20-78: Trapped in the “zero-risk” society and how to break free

Didier Sornette and Peter Cauwels

20-77: Get beyond policy uncertainty: Evidence from political connections

Hua Cheng, Kishore Gawande, Steven Ongena and Shusen Qi

20-76: Information Leakages, Distribution of Profits from Informed Trading, and Last Mover Advantage

Andrey Pankratov

20-75: CEO Incentives and Bank Risk over the Business Cycle

Steven Ongena, Tanseli Savaser and Elif Sisli Ciamarra

20-74: How market intervention can prevent bubbles and crashes

Rebecca Westphal and Didier Sornette

20-73: Ambiguity and the Home Currency Bias

Urban Ulrych and Nikola Vasiljevic

20-72: To Be or Not to Be? The Questionable Benefits of Mutual Clearing Agreements for Derivatives

Magdalena Tywoniuk

20-71: True Cost of Immediacy

Terrence Hendershott, Dan Li, Dmitry Livdan and Norman Schürhoff

20-70: Financial Returns to Household Inventory Management

Scott Baker, Stephanie Johnson and Lorenz Kueng

20-69: Securities lending and information transmission: a model of endogenous short-sale constraints

Andrey Pankratov

20-68: Nepotism in IPOs: consequences for issuers and investors

Francois Degeorge and Giuseppe Pratobevera

20-67: Principal Portfolios

Bryan T. Kelly, Semyon Malamud and Lasse Pedersen

20-66: Price Discovery for Options

Semyon Malamud, Michael Tseng and Yuan Zhang

20-65: How Integrated Are Credit and Equity Markets? Evidence From Index Options

Pierre Collin-Dufresne, Benjamin Junge and Anders B. Trolle

20-64: Cheap Options Are Expensive

Assaf Eisdorfer, Amit Goyal and Alexei Zhdanov

20-63: Choosing Investment Managers

Amit Goyal, Sunil Wahal and M. Deniz Yavuz

20-62: Population Aging and Bank Risk-Taking

Sebastian Doerr, Gazi Kabaş and Steven Ongena

20-61: Out of Balance: Do Analysts Issue Sell Recommendations to Manage their Recommendation Distributions?

Charles Chao Kang, Kenneth J. Merkley, Roni Michaely and Joseph Pacelli

20-60: Political Activism and Market Power

Elia Ferracuti, Roni Michaely and Laura Wellman

20-59: Government Support for SMEs in Response to COVID-19: Theoretical Model Using Wang Transform

Shaun Shuxun Wang, Jing Rong Goh, Didier Sornette, He Wang and Esther Ying Yang

20-58: Impact of Governmental Interventions on Epidemic Progression and Workplace Activity during the COVID-19 Outbreak

Sumit Kumar Ram and Didier Sornette

20-57: Portfolio Selection With Exploration of New Investment Opportunities

Didier Sornette and Moris Simon Strub

20-56: Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19

Simon Glossner, Pedro Matos, Stefano Ramelli and Alexander Wagner

20-55: Operational Risk Capital

Thomas Conlon, Xing Huan and Steven Ongena

20-54: Mutual Funds and Risk Disclosure: Information Content of Fund Prospectuses

Nils Jonathan Krakow and Timo Schäfer

20-53: On the origins of financial development: Ancestral population diversity and financial risk-taking

Manthos Delis, Evangelos Dioikitopoulos and Steven Ongena

20-52: Optimal Risk-Sharing Across a Network of Insurance Companies

Nicolas Ettlin, Walter Farkas, Andreas Kull and Alexander Smirnow

20-51: The Rise in Foreign Currency Bonds: The Role of US Monetary Policy and Capital Controls

Philippe Bacchetta, Rachel Arulraj-Cordonier and Ouarda Merrouche

20-50: The Conflict Induced Costs of Lending

Mrinal Mishra, Steven Ongena and Yushi Peng

20-49: Swag: A Wrapper Method for Sparse Learning

Roberto Molinari, Gaetan Bakalli, Stéphane Guerrier, Cesare Miglioli, Samuel Orso and Olivier Scaillet

20-48: The Tax Cuts and Jobs Act: Which Firms Won? Which Lost?

Alexander Wagner, Richard Zeckhauser and Alexandre Ziegler

20-47: Why Do Firms Borrow from Foreign Banks?

Umit Yilmaz

20-46: International Portfolio Choice with Frictions: Evidence from Mutual Funds

Philippe Bacchetta, Simon Tièche and Eric van Wincoop

20-45: Catch, Restrict, and Release: The Real Story of Bank Bailouts

Sergey Tsyplakov, Allen N. Berger, Steven Ongena and Simona Nistor

20-44: Evolution in Pecunia

Rabah Amir, Igor V. Evstigneev, Thorsten Hens, Valeriya Potapova and Klaus Schenk-Hoppé

20-43: Does Firm Investment Respond to Peers' Investment?

Maria Cecilia Bustamante and Laurent Frésard

20-42: The COVID-19 Pandemic and Sovereign Bond Risk

Alin Marius Andries, Steven Ongena and Nicu Sprincean

20-41: Boom, Bust, and Bitcoin: Bitcoin-Bubbles As Innovation Accelerators

Tobias Huber and Didier Sornette

20-40: Risk Spillovers and Interconnectedness between Systemically Important Institutions

Alin Marius Andries, Steven Ongena, Nicu Sprincean and Radu Tunaru