Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
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25-25: Extreme Rainfall and Municipal Financing: Risk Pricing and Adaptive Mitigation by Sponge Cities

Li Li, Xiangyang Li, Steven Ongena and Yabin Wang

25-24: ESG Ratings, ESG News Sentiment and Firm Credit Risk Perception

Fangfang Wang, Florina Silaghi, Steven Ongena and Miguel García-Cestona

25-23: AI in Corporate Governance: Can Machines Recover Corporate Purpose?

Boris Nikolov, Norman Schuerhoff and Sam Wagner

25-22: From Pledges to Portfolios: Integrating Countries' Climate Commitments into Sovereign Bond Investments

Fabio Alessandrini, Eric Jondeau and Lou-Salomé Vallée

25-21: Paid Sick Leave Mandates and Household Portfolio Choice

Yibing Wang, Steven Ongena, Duc Duy Nguyen and Tarik Driouchi

25-20: Ego versus Environment? How Overconfident Bank CEOs Delay Joining the Green Club That Would Have Them as a Member

Kwabena A. Addo, Shams Pathan and Steven Ongena

25-19: Sticks, Carrots, and Investor Behavior: Evidence from Japan

Francesco D'Ercole, Kazuo Yamada and Alexander F. Wagner

25-18: The Unintended Effects of Ethical Decision Aids in Organizations

Malte Baader, Maxim Egorov, Baiba Renerte, Carmen Tanner, Alexander F. Wagner and Nicole Witt

25-17: The Implications of Faster Lending: Loan Processing Time and Corporate Cash Holdings

Vesa Pursiainen, Hanwen Sun, Qiong Wang and Guochao Yang

25-16: The Carbon Cost of Competitive Pressure

Vesa Pursiainen, Hanwen Sun and Yue Xiang

25-15: Academia Meets Leadership: How Doctoral Degrees Shape CEO Communication and Impact Markets

Markus Leippold, Qian Wang and Min Yang

25-14: Strategic Claim Payment Delays: Evidence from Property and Casualty Insurance

Chotibhak Jotikasthira, Anastasia Kartasheva, Christian T. Lundblad and Tarun Ramadorai

25-13: High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes

Yoann Potiron, Olivier Scaillet, Vladimir Volkov and Seunghyeon Yu

25-12: Effects of Bank Capital Requirements on Lending by Banks and Non-Bank Financial Institutions

Peter Bednarek, Olga Briukhova, Steven Ongena and Natalja von Westernhagen

25-11: Banks’ Stock Market Reaction To Prudential Policy Announcements. The Role Of Central Bank Independence And Financial Stability Sentiment

Andreea Maura Bobiceanu, Simona Nistor and Steven Ongena

25-10: Information Frictions inside a Bank: Evidence from Borrower Switching between Branches

Di Gong, Steven Ongena and Shusen Qi

25-09: House Prices and Systemic Events Over the Last Six Centuries

Alona Shmygel and Martin Hoesli

25-08: Artificial Intelligence Asset Pricing Models

Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud and Teng Andrea Xu

25-07: Redistributive Inflation and Optimal Monetary Policy

Yucheng Yang

25-06: DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks

Jiequn Han, Yucheng Yang and Weinan E

25-05: Deep Learning for Search and Matching Models

Jonathan Payne, Adam Rebei and Yucheng Yang

25-04: Behavioral Impulse Responses

Bryan T. Kelly, Semyon Malamud, Emil Siriwardane and Hongyu Wu

25-03: The Transmission of Monetary Policy to the Cost of Hedging

Matthias Fengler, Winfried Koeniger and Stephan Minger

25-02: Isolating Location Value Using SHAP and Interaction Constraints

Nicola Stalder, Michael Mayer, Steven Bourassa and Martin Hoesli

25-01: Sanctions and Knowledge Spillovers

Kiet Tuan Duong, Steven Ongena, Nam T. Vu and Luu Duc Toan Huynh

24-110: The Demand for Safe Assets

Filippo Cavaleri, Angelo Ranaldo and Enzo Rossi

24-109: Pricing Differentiated Funds: The Puzzle of ESG Fund Fees

Aaron J. Black and Julian F Kölbel

24-108: How do Retail Investors Adapt to Exchange Rate Shocks?

Martin Brown, Daniel Hoechle, Alejandra Perez and Markus Schmid

24-107: From Credit Spread of CoCo Bonds to Franchise Value

Jiacheng Chen and Walter Farkas

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 Olivier 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