Working Papers on Finance

From University of St. Gallen, School of Finance
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17155: Winning a Deal in Private Equity: Do Educational Networks Matter?

Florian Fuchs, Roland Fuess, Tim Jenkinson and Stefan Morkoetter

2003: Monetary policy disconnect

Angelo Ranaldo, Benedikt Ballensiefen and Hannah Winterberg

2002: Financial Innovation, Payment Choice and Cash Demand - Causal Evidence from the Staggered Introduction of Contactless Debit Cards

Martin Brown, Nicole Hentschel, Hannes Mettler and Helmut Stix

2001: Network-Constrained Covariate Coefficient and Connection Sign Estimation

Jonas Striaukas, Martin Schumacher, Harald Binder and Matthias Weber

1916: The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy

Akvile Bertasiute, Domenico Massaro and Matthias Weber

1915: Risk-Neutral Momentum and Market Fear

Wolfgang Schadner

1914: The Role of Daytime Stock Auctions in Intraday Return Seasonality

Ekaterina Serikova

1913: Sentiment Risk Premia In The Cross-Section of Global Equity

Roland Füss, Massimo Guidolin and Christian Koeppel

1912: Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal

Francis Breedon, Louisa Chen, Angelo Ranaldo and Nicholas Vause

1911: A Closer Look at Credt Rating Processes: Uncovering the Impact of Analyst Rotation

Kilian R. Dinkelaker, Andreas-Walter Mattig and Stefan Morkoetter

1910: Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review

Miriam Breitenstein, Duc Khuong Nguyen and Thomas Walther

1909: Safe Asset Carry Trade

Benedikt Ballensiefen and Angelo Ranaldo

1908: Credit Variance Risk Premiums

Manuel Ammann and Mathis Mörke

1907: Loss Aversion And The Demand For Index Insurance

Immanuel Lampe and Daniel Würtenberger

1906: Local House Price Comovements

Marcel Fischer, Roland Füss and Simon Stehle

1905: Credit Default Swap Regulation in Experimental Bond Markets

Matthias Weber, John Duffy and Arthur Schram

1904: As California goes, so goes the nation? Board gender quotas and the legislation of non-economic values

Felix von Meyerinck, Alexandra Niessen-Ruenzi, Markus Schmid and Steven Davidoff Solomon

1903: Liquidity Risk and Funding Cost

Alexander Bechtel, Angelo Ranaldo and Jan Wrampelmeyer

1902: Robust Estimation of Risk-Neutral Moments

Manuel Ammann and Alexander Feser

1901: Multivariate Crash Risk

Fousseni Chabi-Yo, Markus Huggenberger and Florian Weigert

1830: Office Market Interconnectedness and Systemic Risk Exposure

Roland Füss and Daniel Ruf

1829: Cycles of Declines and Reversals Following Overnight Market Declines

Farshid Abdi

1828: Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements

Farshid Abdi and Botao Wu

1827: Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?

Turan G. Bali and Florian Weigert

1826: In Military We Trust: The Effect of Managers' Military Background on Mutual Fund Flows

Alexander Cochard, Stephan Heller and Vitaly Orlov

1825: Unobserved Performance of Hedge Funds

Vikas Agarwal, Stefan Ruenzi and Florian Weigert

1824: Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables

Thomas Walther and Duc Khuong Nguyen

1823: Trading Volume, Illiquidity and Commonalities in FX Markets

Angelo Ranaldo and Paolo Santucci de Magistris

1822: Experience Does not Eliminate Bubbles: Experimental Evidence

Anita Kopányi-Peuker and Matthias Weber

1821: Managerial Networks and Shareholder Value: Evidence from Sudden Deaths

Kirsten Tangaa Nielsen and Felix von Meyerinck

1820: Asymmetric Information Risk in FX Markets

Angelo Ranaldo and Fabricius Somogyi

1819: Communication, Credit Provision and Loan Repayment: Evidence from a Person-to-Person Lending Experiment

Martin Brown, Jan Schmitz and Christian Zehnder

1818: OTC Premia

Gino Cenedese, Angelo Ranaldo and Michalis Vasios

1817: Risk Factor Exposure Variation and Mutual Fund Performance

Manuel Ammann, Sebastian Fischer and Florian Weigert

1816: Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?

Thomas Walther, Lanouar Charfeddine and Tony Klein

1815: Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting

Thomas Walther and Tony Klein

1814: The Impact of Regulatory Stress Testing on Bank's Equity and CDS Performance

Lukas Ahnert, Pascal Vogt, Volker Vonhoff and Florian Weigert

1813: Buy Low, Sell High? Do Private Equity Fund Managers Have Market Abilities?

Tim Jenkinson, Stefan Morkoetter and Thomas Wetzer

1812: Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance

Thomas Walther, Tony Klein and Hien Pham Thu

1811: Local Banks, Credit Supply, and House Prices

Kristian Blickle

1810: Illiquidity spirals in Coupled Over-The-Counter Markets

Christoph Aymanns, Co-Pierre Georg and Benjamin Golub

1809: Immigration And The Displacement of Incumbent Households

Zeno Adams and Kristian Blickle

1808: Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal

Francis Breedon, Louisa Chen, Angelo Ranaldo and Nicholas Vause

1807: Cash Holdings and the Performance of European Mutual Funds

Frank Graef, Pascal Vogt, Volker Vonhoff and Florian Weigert

1806: Should Investors Care Where Private Equity Managers Went To School?

Florian Fuchs, Roland Füss, Tim Jenkisnon and Stefan Morkoetter

1805: Models of Financial Stability and their Application in Stress Tests

Christoph Aymanns, J. Farmer, Alissa M. Keinniejenhuis and Thom Wetzer

1804: Fake News in Social Networks

Christoph Aymanns, Jakob Foerster and Co-Pierre Georg

1803: Internationalization and firm valuation: New evidence from first offshore bond issuances of US firms

Nebosja Dimic and Vitaly Orlov

1802: Solvency Risk Premia and the Carry Trades

Vitaly Orlov

1801: Momentum and Crash Sensitivity

Stefan Ruenzi and Florian Weigert