Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
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23-76: International Welfare Gains from Sharing Climate-Risk

Felix Kubler

23-75: Managerial Extraversion and Corporate Voluntary Disclosure

Florian Eugster, Jenni Kallunki, Juha-Pekka Kallunki and Henrik Nilsson

23-74: LBO Valuation Using Flows to Equity

Ian A. Cooper and Kjell Nyborg

23-73: Commercial Real Estate Prices in Europe After COVID-19

Martin Hoesli and Richard Malle

23-72: Behavioral Finance through the Lens of Evolution: "Survival of the Fittest" for Portfolio Rules

Igor V. Evstigneev, Thorsten Hens, Mohammad Javad Vanaei and Mohammad Mikhail Zhitlukhin

23-71: Foreign Exchange Intervention with UIP and CIP Deviations: The Case of Small Safe Haven Economies

Philippe Bacchetta, Kenza Benhima and Brendan Berthold

23-70: Profit Shifting and Firm Credit

Fotis Delis, Manthos D. Delis, Sotirios Kokas, Luc Laeven and Steven Ongena

23-69: Competitive Pressure and ESG

Vesa Pursiainen, Hanwen Sun and Yue Xiang

23-68: Price Formation in the Foreign Exchange Market

Florent Gallien, Sergei Glebkin, Serge Kassibrakis, Semyon Malamud and Alberto Teguia

23-67: Integrated Intermediation and Fintech Market Power

Greg Buchak, Vera Chau and Adam Jørring

23-66: Climate Transition Risks of Banks

Felix Martini, Zacharias Sautner, Sascha Steffen and Carola Theunisz

23-65: Investing in Your Alumni: Endowments' Investment Choices in Private Equity

Roland Füss, Stefan Morkoetter and Maria Oliveira

23-64: Do Mutual Funds Greenwash? Evidence from Fund Name Changes

Alexander Cochardt, Stephan Heller and Vitaly Orlov

23-63: How Prevalent Are Short Squeezes? Evidence From the US and Europe

Crocker Franklin Allen, Marlene Haas, Matteo Pirovano and Angel Tengulov

23-62: Trading Halts and Price Informativeness

Crocker Herbert Liu, Charles Trzcinka and Ziwei Zhao

23-61: Which is Worse: Heavy Tails or Volatility Clusters?

Joshua Traut and Wolfgang Schadner

23-60: Deep Learning from Implied Volatility Surfaces

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

23-59: 'Crime and Punishment'? How Banks Anticipate and Propagate Global Financial Sanctions

Mikhail Mamonov, Anna Pestova and Steven Ongena

23-58: Green Stocks and the 2023 Banking Crisis

Francesco D'Ercole and Alexander Wagner

23-57: Spend or Invest? Analyzing MPC Heterogeneity Across Three Stimulus Programs

Jan Toczynski

23-56: Modelling Sustainable Investing in the CAPM

Thorsten Hens and Ester Trutwin

23-55: Difference-in-differences with Economic Factors and the Case of Housing Returns

Jiyuan Huang and Per Östberg

23-54: Green Finance and Inequality

Ola Mahmoud and Tschan Lea

23-53: Tokenization: A Potential Pathway for Bitcoin’s Future

Georgii Zvonka

23-52: Are Acquirer Shareholders Happier when Their Industries Are Unhappy?

Jana P. Fidrmuc and Tereza Tykvova

23-51: Retail Investors’ Cryptocurrency Investments

Vesa Pursiainen and Jan Toczynski

23-50: The Role of Stock Indices in Analyst Career Outcomes and Stock Recommendations

Stefan Pohl and Vesa Pursiainen

23-49: Risk Classification with On-Demand Insurance

Alexander Braun, Niklas Häusle and Paul D. Thistle

23-48: HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading

Wenqian Huang, Peter O'Neill, Angelo Ranaldo and Shihao Yu

23-47: Do Structured Products Improve Portfolio Performance? A Backtesting Exercise

Florian Perusset and Michael Rockinger

23-46: Is Sustainable Finance a Dangerous Placebo?

Florian Heeb, Julian F Kölbel, Stefano Ramelli and Anna Vasileva

23-45: Admissible Surplus Dynamics and the Government Debt Puzzle

Pierre Collin-Dufresne, Julien Hugonnier and Elena Perazzi

23-44: Latent Factor Analysis in Short Panels

Alain-Philippe Fortin, Patrick Gagliardini and Olivier Scaillet

23-43: Ricardian Business Cycles

Lorenzo Bretscher, Jesus Fernandez-Villaverde and Simon Scheidegger

23-42: Passive Demand and Active Supply: Evidence from Maturity-Mandated Corporate Bond Funds

Lorenzo Bretscher, Lukas Schmid and Tiange Ye

23-41: A Parsimonious Inverse Cox-Ingersoll-Ross Process for Financial Price Modeling

Li Lin and Didier Sornette

23-40: Monetary Policy, HTM Securities, and Uninsured Deposit Withdrawals

Özlem Dursun- de Neef, Steven Ongena and Alexander Schandlbauer

23-39: Mixed-Frequency Predictive Regressions with Parameter Learning

Markus Leippold and Hanlin Yang

23-38: Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands

Pierre Collin-Dufresne, Kent D. Daniel and Mehmet Saglam

23-37: How Do Firms Choose Between Growth and Efficiency?

Laurent Frésard, Loriano Mancini, Enrique J. Schroth and Davide Sinno

23-36: Economic Consequences of Banks’ Use of their Discretion over the Accounting and Regulatory Treatment of Investment Securities

Marc Arnold, Minyue Dong and Romain Oberson

23-35: Creditor Control Rights and the Pricing of Corporate Loans

Marc Arnold, Nicola Kollman and Angel Tengulov

23-34: Discount Models

Damir Filipović

23-33: Corporate Green Bonds: The Role of External Reviews for Investment Greenness and Disclosure Quality

Tami Dinh, Florian Eugster and Anna Husmann

23-32: The Credit Suisse CoCo Wipeout: Facts, Misperceptions, and Lessons for Financial Regulation

Patrick Bolton, Wei Jiang and Anastasia Kartasheva

23-31: Asset Pricing in a Low Rate Environment

Marlon Azinovic, Harold Cole and Felix Kubler

23-30: Finfluencers

Ali Kakhbod, Seyed Mohammad Kazempour, Dmitry Livdan and Norman Schuerhoff

23-29: Corporate Taxes and Economic Inequality: A Credit Channel

Manthos D. Delis, Emilios C. Galariotis, Maria Iosifidi and Steven Ongena

23-28: Public Listing Choice with Persistent Hidden Information

Francesco Celentano and Mark Rempel

23-27: FinTech, Investor Sophistication and Financial Portfolio Choices

Leonardo Gambacorta, Romina Gambacorta and Roxana Mihet