Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
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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 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

20-39: Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes

Alexander Wehrli, Spencer Wheatley and Didier Sornette

20-38: The Global Impact of COVID-19 on Fintech Adoption

Jonathan Fu and Mrinal Mishra

20-37: How Valuable is Financial Flexibility When Revenue Stops? Evidence from the COVID-19 Crisis

Ruediger Fahlenbrach, Kevin Rageth and René M. Stulz

20-36: Innocent Bystanders? Monetary Policy and Inequality in the U.S

Olivier Coibion, Yuriy Gorodnichenko, Lorenz Kueng and John Silvia

20-35: The Impact of Emerging Market Competition on Innovation and Business Strategy

Lorenz Kueng, Nicholas Li and Mu-Jeung Yang

20-34: Sources of Firm Life-Cycle Dynamics: Size vs. Age Effects

Lorenz Kueng, Mu-Jeung Yang and Bryan Hong

20-33: Excess Sensitivity of High-Income Consumers

Lorenz Kueng

20-32: Do Household Finances Constrain Unconventional Fiscal Policy?

Scott Baker, Lorenz Kueng, Leslie McGranahan and Brian Melzer

20-31: Complementarity of Performance Pay and Task Allocation

Bryan Hong, Lorenz Kueng and Mu-Jeung Yang

20-30: Tax News Shocks and Consumption

Lorenz Kueng

20-29: Income Fluctuations and Firm Choice

Scott Baker, Brian Baugh and Lorenz Kueng

20-28: A machine learning approach to portfolio pricing and risk management for high-dimensional problems

Lucio Fernandez Arjona and Damir Filipović

20-27: Interpreting, analysing and modelling COVID-19 mortality data

Didier Sornette, Euan Mearns, Michael Schatz, Ke Wu and Didier Darcet

20-26: Propagation of Political Information

Daniel Bradley, Sinan Gokkaya, Xi Liu and Roni Michaely

20-25: Stochastic representation decision theory: How probabilities and values are entangled dual characteristics in cognitive processes

Giuseppe Ferro and Didier Sornette

20-24: On the Use of Equities in Target Date Funds

Giovanni Barone-Adesi, Eckhard Platen and Carlo Sala

20-23: Human-Environment-Health and reinforcement of individual resilience

Didier Sornette, Peter Cauwels, Euan Mearns and Ke Wu

20-22: Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets

Chenxu Li, Olivier Scaillet and Yiwen Shen

20-21: Optimal Strategies for ESG Portfolios

Fabio Alessandrini and Eric Jondeau

20-20: A New Indicator of Bank Funding Cost

Eric Jondeau, Benoit Mojon and Jean-Guillaume Sahuc

20-19: Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets

Igor Evstigneev, Thorsten Hens, Valeriya Potapova and Klaus Schenk-Hoppé