Swiss Finance Institute Research Paper Series

Continuation of FAME Research Paper Series.

From Swiss Finance Institute
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21-33: Event studies on investor sentiment

Marc-Aurèle Divernois and Damir Filipović

21-32: Revisiting metropolitan house price-income relationships

Elias Oikarinen, Steven Bourassa, Martin Hoesli and Janne Engblom

21-31: Squeezing Shorts Through Social News Platforms

Angel Tengulov, Franklin Allen, Eric Nowak and Matteo Pirovano

21-30: The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times

Ruggero Jappelli, Loriana Pelizzon and Alberto Plazzi

21-29: Strategic Similarity in Mergers and Acquisitions

Tina Oreski

21-28: Information Pools and Insider Trading: A Snapshot of America's Financial Elite

Antoine Didisheim and Luciano Somoza

21-27: The Performance of Non-Listed Opportunity Real Estate Funds in China

Graeme Newell, Jufri Marzuki, Martin Hoesli and Rose Neng Lai

21-26: ICO Analysts

Andreas Barth, Valerie Laturnus, Sasan Mansouri and Alexander Wagner

21-25: Central Bank Digital Currency and Balance Sheet Policy

Martina Fraschini, Luciano Somoza and Tammaro Terracciano

21-24: Dynamical Internal Cost of Capital Driven by Cash Flow Growth

David Solo, Didier Sornette and Florian Ulmann

21-23: Direct democracy, corporate political strategy, and firm value

Ruediger Fahlenbrach, Alexei Ovtchinnikov and Philip Valta

21-22: Greening (Runnable) Brown Assets with a Liquidity Backstop

Eric Jondeau, Benoit Mojon and Cyril Monnet

21-21: Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency

Matteo Garzoli, Alberto Plazzi and Rossen I. Valkanov

21-20: How Green FinTech Can Alleviate the Impact of Climate Change—The Case of Switzerland

Thomas Puschmann, Christian Hoffmann and Valentyn Khmarskyi

21-19: Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure

Julian F Kölbel, Markus Leippold, Jordy Rillaerts and Qian Wang

21-18: Risk & Returns around Fomc Press Conferences: A Novel Perspective from Computer Vision

Alexis Marchal

21-17: The Sustainability Wage Gap

Philipp Krueger, Daniel Metzger and Jiaxin Wu

21-16: Can the variance after-effect distort stock returns?

Tony Berrada

21-15: Optimal Transport of Information

Semyon Malamud, Anna Cieslak and Andreas Schrimpf

21-14: Mispricing and Uncertainty in International Markets

Mirela Sandulescu and Paul Schneider

21-13: Asymmetric information and the securitization of SME loans

Ugo Albertazzi, Margherita Bottero, Leonardo Gambacorta and Steven Ongena

21-12: The Equity Market Implications of the Retail Investment Boom

Philippe van der Beck and Coralie Jaunin

21-11: Self-inflicted Debt Crises

Theodosios Dimopoulos and Norman Schürhoff

21-10: (In)efficient repo markets

Tobias Dieler, Loriano Mancini and Norman Schürhoff

21-09: A penalized two-pass regression to predict stock returns with time-varying risk premia

Gaetan Bakalli, Stéphane Guerrier and Olivier Scaillet

21-08: Commercial Real Estate Prices and Covid-19

Martin Hoesli and Richard Malle

21-07: Institutional Corporate Bond Demand

Lorenzo Bretscher, Lukas Schmid, Ishita Sen and Varun Sharma

21-06: Marking to Market Corporate Debt

Lorenzo Bretscher, Peter Feldhütter, Andrew Kane and Lukas Schmid

21-05: COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission

Lorenzo Bretscher, Alex Hsu, Peter Simasek and Andrea Tamoni

21-04: Financial Technology and the Inequality Gap

Roxana Mihet

21-03: Competition for Attention in the ETF Space

Itzhak Ben-David, Francesco A. Franzoni, Byungwook Kim and Rabih Moussawi

21-02: Product Market Strategy and Corporate Policies

Jakub Hajda and Boris Nikolov

21-01: The Value of Intermediation in the Stock Market

Marco Di Maggio, Mark Egan and Francesco A. Franzoni

20-121: The Resilience and Realignment of House Prices in the Era of Covid-19

John Duca, Martin Hoesli and Joaquim Montezuma

20-120: Adjusted Expected Shortfall

Matteo Burzoni, Cosimo Munari and Ruodu Wang

20-119: Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices

Walter Distaso, Antonio Mele and Grigory Vilkov

20-118: Trading Disclosure Requirements and Market Quality Tradeoffs

Antonio Mele and Francesco Sangiorgi

20-117: Pollution permits and financing costs

Fabio Antoniou, Manthos Delis, Steven Ongena and Chris Tsoumas

20-116: Divorce and Credit

Shusen Qi, Shu Chen, Steven Ongena and Jiaxing You

20-115: Correlation in State and Local Tax Changes

Scott Baker, Pawel Janas and Lorenz Kueng

20-114: Financial Returns to Household Inventory Management

Scott Baker, Stephanie Johnson and Lorenz Kueng

20-113: (When) Do Banks React to Anticipated Capital Reliefs?

Guillaume Arnould, Benjamin Guin, Steven Ongena and Paolo Siciliani

20-112: Supranational Rules, National Discretion: Increasing versus Inflating Regulatory Bank Capital?

Reint Gropp, Thomas C. Mosk, Steven Ongena, Carlo Wix and Ines Simac

20-111: Leveraged Loans: Is High Leverage Risk Priced in?

David Newton, Steven Ongena, Ru Xie and Binru Zhao

20-110: The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning

Turan G. Bali, Amit Goyal, Dashan Huang, Fuwei Jiang and Quan Wen

20-109: Do Proprietary Traders Provide Liquidity?

Nittai Bergman, Ohad Kadan, Roni Michaely and Pamela C. Moulton

20-108: Cybersecurity Risk

Chris Florackis, Christodoulos Louca, Roni Michaely and Michael Weber

20-107: The Global Factor Structure of Exchange Rates

Sofonias A. Korsaye, Fabio Trojani and Andrea Vedolin

20-106: Does Big Data Improve Financial Forecasting? The Horizon Effect

Olivier Dessaint, Thierry Foucault and Laurent Frésard

20-105: Takeover Protections and Stock Returns

Assaf Eisdorfer, Erwan Morellec and Alexei Zhdanov