Swiss Finance Institute Research Paper Series
Continuation of FAME Research Paper Series. From Swiss Finance Institute
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Bibliographic data for series maintained by Ridima Mittal (). Access Statistics for this working paper series.
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- 09-45: Financial Markets Equilibrium with Heterogeneous Agents
- Jaksa Cvitanic, Elyès Jouini, Semyon Malamud and Clotilde Napp
- 09-44: Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums
- Loriano Mancini, Angelo Ranaldo and Jan Wrampelmeyer
- 09-43: Private Equity Performance and Liquidity Risk
- Francesco Franzoni, Eric Nowak and Ludovic Phalippou
- 09-42: House Prices,Disposable Income,and Permanent and Temporary Shocks
- Patricia Fraser, Martin Hoesli and Lynn McAlevey
- 09-41: Endogenous completeness of diffusion driven equilibrium markets
- Julien Hugonnier, Semyon Malamud and Eugene Trubowitz
- 09-40: Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal
- Yannick Malevergne, V. Pisarenko and D. Sornette
- 09-39: Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles
- Zhi-Qiang Jiang, Wei-Xing Zhou, Didier Sornette, Ryan Woodard, Ken Bastiaensen and Peter Cauwels
- 09-38: Robust Resampling Methods for Time Series
- Lorenzo Camponovo, Olivier Scaillet and Fabio Trojani
- 09-37: Growing wealth with fixed-mix strategies
- Michael A.H. Dempster, Igor Evstigneev and Klaus Schenk-Hoppé
- 09-36: Dragon-Kings, Black Swans and the Prediction of Crises
- Didier Sornette
- 09-35: Most Efficient Homogeneous Volatility Estimators
- Alexander I. Saichev, Didier Sornette and Vladimir Filimonov
- 09-34: Equilibrium Driven by Discounted Dividend Volatility
- Jaksa Cvitanic and Semyon Malamud
- 09-33: The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
- Darrell Duffie, Semyon Malamud and Gustavo Manso
- 09-32: Survival and Evolutionary Stability of the Kelly Rule
- Igor Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé
- 09-31: Other-regarding preferences and altruistic punishment: A Darwinian perspective
- Moritz Hetzer and Didier Sornette
- 09-30: Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity
- Eric Jondeau and Florian Pelgrin
- 09-29: Firm Migration and Stock Returns
- Giovanni Puopolo
- 09-28: Short Selling Regulation after the Financial Crisis – First Principles Revisited
- Seraina Gruenewald, Alexander Wagner and Rolf H. Weber
- 09-27: Bank CEO Incentives and the Credit Crisis
- Ruediger Fahlenbrach and René Stulz
- 09-26: Linkages Between Direct and Securitized Real Estate
- Elias Oikarinen, Martin Hoesli and Camilo Serrano
- 09-25: Dynamic Portfolio Choice and Asset Pricing with Narrow Framing and Probability Weighting
- Enrico G. de Giorgi and Shane Legg
- 09-24: Optimal Liquidation Strategies in Illiquid Markets
- Eric Jondeau, Augusto Perilla and Michael Rockinger
- 09-23: Fourth Order Pseudo Maximum Likelihood Methods
- Alberto Holly, Alain Monfort and Michael Rockinger
- 09-22: The time-varying prediction of successful mergers
- Giovanni Barone-Adesi and Giuseppe Corvasce
- 09-21: Financial Crisis: Estimating the Risk of Assets in Balance
- Giovanni Barone-Adesi and Giuseppe Corvasce
- 09-20: Cognitive Biases, Ambiguity Aversion and Asset Pricing in Financial Markets
- Elena Asparouhova, Peter Bossaerts, Jon Eguia and William Zame
- 09-19: A Satiscing Alternative to Prospect Theory
- David B. Brown, Enrico De Giorgi and Melvyn Sim
- 09-18: Health and (other) Asset Holdings
- Julien Hugonnier, Florian Pelgrin and Pascal St-Amour
- 09-17: An Intergenerational Cross-Country Swap
- Miret Padovani and Paolo Vanini
- 09-16: The Swiss Housing Market
- Steven Bourassa, Martin Hoesli and Donato Scognamiglio
- 09-15: Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis
- Didier Sornette and Ryan Woodard
- 09-14: A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals
- Li Lin, Ruo En Ren and Didier Sornette
- 09-13: Variance Covariance Orders and Median Preserving
- Semyon Malamud and Fabio Trojani
- 09-12: Efficiency in Large Dynamic Panel Models with Common Factor
- Patrick Gagliardini and Christian Gourieroux
- 09-11: The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading
- Ramazan Genca, Rajna Gibson and Yi Xue
- 09-10: Dynamic Capital Structure under Managerial Entrenchment: Evidence from a Structural Estimation
- Erwan Morellec, Boris Nikolov and Norman Schurhoff
- 09-09: Dynamic Investment and Financing under Asymmetric Information
- Erwan Morellec and Norman Schurhoff
- 09-08: Predicting Securitized Real Estate Returns: Financial and Real Estate Factors vs. Economic Variables
- Camilo Serrano and Martin Hoesli
- 09-07: On the Lease Rate, the Convenience Yield and Speculative Effects in the Gold Futures Market
- Giovanni Barone-Adesi, Helyette Geman and John Theal
- 09-06: An Empirical Analysis of Alternative Portfolio Selection Criteria
- Manfred Gilli and Enrico Schumann
- 09-05: Non-parametric counterfactual analysis in dynamic general equilibrium
- Felix Kubler and Karl Schmedders
- 09-04: Investors’ Misperception: A Hidden Source of High Markups in the Mutual Fund Industry
- Shengsui Hu, Yannick Malevergne and Didier Sornette
- 09-03: Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds
- Jaksa Cvitanic and Semyon Malamud
- 09-02: Information Percolation with Equilibrium Search Dynamics
- Darrell Duffie, Semyon Malamud and Gustavo Manso
- 09-01: Vanishing Liquidity, Market Runs,and the Welfare Impact of TARP
- Christian Ewerhart
- 08-49: Incomplete-Market Equilibria Solved Recursively on an Event Tree
- Bernard Dumas and Andrew Lyasoff
- 08-48: Sacred values in financial economic decision-making: Experimental evidence
- Rajna Gibson, Carmen Tanner and Alexander Wagner
- 08-47: What do frictions mean for Q-theory testing?
- Maria Cecilia Bustamante
- 08-46: The Dynamics of Going Public
- Maria Cecilia Bustamante
- 08-45: Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
- Philippe Huber, Olivier Scaillet and Maria-Pia Victoria-Feser
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