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.

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

23-97: Stripping the Swiss Discount Curve

Nicolas Camenzind and Damir Filipović

23-96: Deciphering DeFi: A Comprehensive Analysis and Visualization of Risks in Decentralized Finance

Tim Weingärtner, Fabian Fasser, Pedro Reis Sá da Costa and Walter Farkas

23-95: Volatility during the COVID-19 Pandemic

Tony Berrada, Jerome Detemple and Marcel Rindisbacher

23-94: Financial Intermediaries and Demand for Duration

Alberto Plazzi, Andrea Tamoni and Marco Zanotti

23-93: Textual Disclosure in Prospectuses and Investors’ Security Pricing

Jörn Debener, Arved Fenner, Philipp Klein and Steven Ongena

23-92: Value and Values Discovery in Earnings Calls

Zacharias Sautner, Laurence van Lent, Grigory Vilkov and Ruishen Zhang

23-91: Leverage Ratio, Risk-Based Capital Requirements, and Risk-taking in the UK

Mahmoud Fatouh, Simone Giansante and Steven Ongena

23-90: Greenwashing: Do Investors, Markets and Boards Really Care?

Erdinc Akyildirim, Shaen Corbet, Steven Ongena and Les Oxley

23-89: Investment Efficiency of Private and Public Firms

Pantelis Kazakis, Woon Sau Leung and Steven Ongena

23-88: ChatClimate: Grounding Conversational AI in Climate Science

Saeid Vaghefi, Qian Wang, Veruska Muccione, Jingwei Ni, Mathias Kraus, Julia Bingler, Tobias Schimanski, Chiara Colesanti Senni, Nicolas Webersinke, Christian Huggel and Markus Leippold

23-87: CEO Turnover and Director Reputation

Felix von Meyerinck, Jonas Romer and Markus Schmid

23-86: Data Innovation Complementarity and Firm Growth

Orlando Gomes, Roxana Mihet and Kumar Rishabh

23-85: Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds

Friedrich Baumann, Ali Kakhbod, Dmitry Livdan, Abdolreza Nazemi and Norman Schürhoff

23-84: Borrower Technology Similarity and Bank Loan Contracting

Mingze Gao, Yunying Huang, Steven Ongena and Eliza Wu

23-83: Sustainable Investing in Imperfect Markets

Thorsten Hens and Ester Trutwin

23-82: Quantitative Easing and the Functioning of the Gilts Repo Market

Mahmoud Fatouh, Simone Giansante and Steven Ongena

23-81: Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models

Alberto Quaini, Fabio Trojani and Ming Yuan

23-80: Does being a responsible bank pay off? Evidence from the COVID-19 pandemic

Alper Kara, Steven Ongena and Yilmaz Yildiz

23-79: Do Banks Engage in Earnings Management? The Role of Dividends and Institutional Factors

Mamiza Haq, Steven Ongena, Juying Pu and Kian Tan

23-78: Marketplace Lending: A Resilient Alternative in the Face of Natural Disasters?

Pejman Abedifar, Hossein Doustali and Steven Ongena

23-77: ESG Shareholder Engagement and Downside Risk

Andreas G. F. Hoepner, Ioannis Oikonomou, Zacharias Sautner, Laura T. Starks and Xiaoyan Zhou

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 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