Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
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24-26: Institutional Investors and the Fight Against Climate Change

Thea Kolasa and Zacharias Sautner

24-25: Technology Entrepreneurs' Environmental Commitments and Crowdfunding Outcomes

Vesa Pursiainen, Meichen Qian and Dragon Yongjun Tang

24-24: Examining the Relationship between Bank Reputational Disaster and Sponsored Money Market Fund Flows

Erdinc Akyildirim, Shaen Corbet, Steven Ongena and David Staunton

24-23: Good and Bad Credit Growth: Sectoral Credit Allocation and Systemic Risk

Alin Marius Andries, Steven Ongena and Nicu Sprincean

24-22: Climate Transition Beliefs

Marco Ceccarelli and Stefano Ramelli

24-21: Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market

Neil Bhutta, Andreas Fuster and Aurel Hizmo

24-20: Household Belief Formation in Uncertain Times

Luca Gemmi and Roxana Mihet

24-19: CEOs Showing Humanity: Human Care Statements in Conference Calls and Stock Market Performance During Crisis

Lauren C. Howe, Laura Giurge, Alexander Wagner and Jochen I. Menges

24-18: Green Innovations - Do patents pay off for the environment or for the investors?

Malte Schlosser, Ester Trutwin and Thorsten Hens

24-17: The Price of Money: The Reserves Convertibility Premium over the Term Structure

Kjell Nyborg and Jiri Woschitz

24-16: Pension Liquidity Risk

Kristy Jansen, Sven Klingler, Angelo Ranaldo and Patty Duijm

24-15: Sovereign debt sustainability, the carbon budget and climate damages

Caterina Seghini

24-14: Corporate Climate Lobbying

Markus Leippold, Zacharias Sautner and Tingyu Yu

24-13: Political uncertainty and currency markets

Markus Leippold, Felix Matthys, Philippe Mueller and Michal Svaton

24-12: Scheduling Processes and Inference of Scheduled Events From Price Data

Markus Leippold and Michal Svaton

24-11: Do “Too-Big-To-Fail” Banks Receive Preferential Treatment in Bailouts? Surprising Results from a Cross-Country Analysis

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

24-10: An averaging framework for minimum-variance portfolios: Optimal rules for combining portfolio weights

Roland Füss, Thorsten Glück, Christian Koeppel and Felix Miebs

24-09: Cyclical systemic risk and banks’ vulnerability

Alona Shmygel and Steven Ongena

24-08: Sparse spanning portfolios and under-diversification with second-order stochastic dominance

Stelios Arvanitis, Olivier Scaillet and Nikolas Topaloglou

24-07: Sparse Portfolio Selection via Topological Data Analysis based Clustering

Anubha Goel, Damir Filipović and Puneet Pasricha

24-06: Asset Life, Leverage, and Debt Maturity Matching

Thomas Geelen, Jakub Hajda, Erwan Morellec and Adam Winegar

24-05: Investments and Asset Pricing in a World of Satisficing Agents

Tony Berrada, Peter Bossaerts and Giuseppe Ugazio

24-04: The Impact of Climate Engagement: A Field Experiment

Florian Heeb and Julian F Kölbel

24-03: Robust difference-in-differences analysis when there is a term structure

Kjell Nyborg and Jiri Woschitz

24-02: Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin

Didier Sornette and Yu Zhang

24-01: An Intermediation-Based Model of Exchange Rates

Semyon Malamud, Andreas Schrimpf and Yuan Zhang

23-121: Large (and Deep) Factor Models

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

23-120: Serious Errors Impair an Assessment of Forest Carbon Projects: A Rebuttal Of West Et Al. (2023)

Edward Mitchard, Harry Carstairs, Riccardo Cosenza, Sassan S. Saatchi, Jason Funk, Paula Nieto Quintano, Thom Brade, Iain M. McNicol, Patrick Meir, Murray B. Collins and Eric Nowak

23-119: Universal Portfolio Shrinkage

Bryan Kelly, Semyon Malamud, Mohammad Pourmohammadi and Fabio Trojani

23-118: The Supply of Cyber Risk Insurance

Martin Eling, Anastasia Kartasheva and Dingchen Ning

23-117: Dollar Shortages, CIP Deviations, and the Safe Haven Role of the Dollar

Philippe Bacchetta, Jonathan Davis and Eric van Wincoop

23-116: Strategic Trading with Wealth Effects

Sergei Glebkin, Semyon Malamud and Alberto Teguia

23-115: The Impact of Foreign Sanctions on Firm Performance in Russia

Luu Duc Toan Huynh, Khanh Hoang and Steven Ongena

23-114: A Comprehensive Machine Learning Framework for Dynamic Portfolio Choice With Transaction Costs

Luca Gaegauf, Simon Scheidegger and Fabio Trojani

23-113: Can Lending Hierarchies Balance Bias? The Role of Personal Environmental Values in Credit to Green Firms

Di Bu, Matti Keloharju, Yin Liao and Steven Ongena

23-112: When Does Aggregating Multiple Skills with Multi-Task Learning Work? A Case Study in Financial NLP

Jingwei Ni, Zhijing Jin, Qian Wang, Mrinmaya Sachan and Markus Leippold

23-111: chatReport: Democratizing Sustainability Disclosure Analysis through LLM-based Tools

Jingwei Ni, Julia Bingler, Chiara Colesanti Senni, Mathias Kraus, Glen Gostlow, Tobias Schimanski, Dominik Stammbach, Saeid Vaghefi, Qian Wang, Nicolas Webersinke, Tobias Wekhof, Tingyu Yu and Markus Leippold

23-110: ClimateBERT-NetZero: Detecting and Assessing Net Zero and Reduction Targets

Tobias Schimanski, Julia Bingler, Camilla Hyslop, Mathias Kraus and Markus Leippold

23-109: Public Transport Subsidization and Air Pollution: Evidence from the 9-Euro-Ticket in Germany

Eren Aydin and Kathleen Kürschner Rauck

23-108: Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns

Marco Di Maggio, Francesco A. Franzoni, Shimon Kogan and Ran Xing

23-107: R&D, Innovation, and the Stock Market

Amit Goyal and Sunil Wahal

23-106: A Joint Factor Model for Bonds, Stocks, and Options

Turan G. Bali, Heiner Beckmeyer and Amit Goyal

23-105: Supply Chain Shortages, Large Firms' Market Power, and Inflation

Francesco A. Franzoni, Mariassunta Giannetti and Roberto Tubaldi

23-104: Is the Bond Market Competitive? Evidence From the ECB's Asset Purchase Programme

Johannes Breckenfelder, Pierre Collin-Dufresne and Stefano Corradin

23-103: The Time-Varying Price of Financial Intermediation in the Mortgage Market

Andreas Fuster, Stephanie Lo and Paul Willen

23-102: CDS and Credit: The Effect of the Bangs on Credit Insurance, Lending and Hedging

Yalin Gündüz, Steven Ongena, Gunseli Tumer-Alkan and Yuejuan Yu

23-101: Debt and Deficits: Fiscal Analysis with Stationary Ratios

John Campbell, Can Gao and Ian Martin

23-100: Photovoltaic Systems and Housing Prices: The Relevance of View

Roland Füss, Kathleen Kürschner Rauck and Alois Weigand

23-99: Enhancing Large Language Models with Climate Resources

Mathias Kraus, Julia Bingler, Markus Leippold, Tobias Schimanski, Chiara Colesanti Senni, Dominik Stammbach, Saeid Vaghefi and Nicolas Webersinke

23-98: Empirically Grounding Analytics (EGA) Research in the Journal of Operations Management

Suzanne de Treville, Tyson R. Browning and Rogelio Oliva