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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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 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