Economics at your fingertips  

Working Papers on Finance

From University of St. Gallen, School of Finance
Contact information at EDIRC.

Bibliographic data for series maintained by ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

1718: Tha Impact of the Morningstar Sustainability Rating on Mutual Fund Flows Downloads
Manuel Ammann, Christopher Bauer, Sebastian Fischer and Philipp Mueller
1717: Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests? Downloads
Daniel Hoechle, Markus Schmid and Heinz Zimmermann
1716: Get the Balance Right: A Simultaneous Equation Model to Analyze Growth, Profitability, and Safety Downloads
Martin Eling, Ruo Jia and Philipp Schaper
1714: Do Local Governments Tax Homeowner Communities Differently? Downloads
Roland Fuess and Oliver Lerbs
1713: Settling the Staggered Board Debate Downloads
Yakov Amihud, Markus Schmid and Steven Davidoff Solomon
1712: Investor Attention and Sentiment: Risk or Anomaly? Downloads
Melk C. Bucher
1711: Numeracy and the quality of on-the-job decisions: Evidence from loan officers Downloads
Martin Brown, Karolin Kirschenmann and Thomas Spycher
1710: Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization Downloads
Zeno Adams and Maria Kartsakli
1709: Credit Scoring vs. Expert Judgment – A Randomized Controlled Trial Downloads
Thomas Gietzen
1708: Monetary Policy and Currency Returns: the Foresight Saga Downloads
Dmitry Borisenko and Igor Pozdeev
1707: Cultural Preferences and the Choice between Formal and Informal Financing Downloads
Mascia Bedendo, Emilia Garcia-Appendini and Linus Siming
1706: The Long-Term Performance of IPO’s, Revisited Downloads
Daniel Hoechle, Larissa Karthaus and Markus Schmid
1705: Best Land Use with Negative Externalities: Determining Land Values from Residential Rents Downloads
Roland Fuess, Jan A. Koller and Alois Weigand
1704: Illuminating the Dark Side of Financial Innovation: The Role of Investor Information Downloads
Manuel Ammann, Marc Arnold and Simon Straumann
1703: Culture and Financial Literacy Downloads
Martin Brown, Caroline Henchoz and Thomas Spycher
1702: Agglomeration Effects and Liquidity Gradients in Local Rental Housing Markets Downloads
Daniel Ruf
1701: Contract Nonperformance Risk and Uncertainty in Insurance Markets Downloads
Christian Biener, Andreas Landmann and Maria Isabel Santana
1623: Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds Downloads
Manuel Ammann and Christian Ehmann
1622: Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market Downloads
Lars Ivar Hagfors, Hilde Horthe Kamperud , Florentina Paraschiv, Marcel Prokopczuk, Alma Sator and Sjur Westgaard
1621: Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns Downloads
Semir Ben Ammar, Alexander Braun and Martin Eling
1620: Currency Strategies and Sovereign Ratings Downloads
Nina Karnaukh
1619: The Forward Premium in Short-Term Rates Downloads
Angelo Ranaldo and Matthias Rupprecht
1618: Liquidity Constraints, Wealth Transfers and Home Ownership Downloads
Kristian Blickle and Martin Brown
1617: Pricing of Catastrophe Risk and the Implied Volatility Smile Downloads
Semir Ben Ammar
1616: Unsecured and Secured Funding Downloads
Angelo Ranaldo and Jan Wrampelmeyer
1615: Immigration, Real Estate Prices and the Consumption Decisions of Native Households Downloads
Zeno Adams and Kristian Blickle
1614: Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions Downloads
Nikola Mirkov, Igor Pozdeev and Paul Söderlind
1613: Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance Downloads
Zeno Adams, Roland Fuess and Thorsten Glueck
1612: The Impact of Credit Information Sharing on Interest Rates Downloads
Thomas Gietzen
1611: A Structural Model for Electricity Forward Prices Downloads
Fred Espen Benth and Florentina Paraschiv
1610: Can Group Incentives Alleviate Moral Hazard? The Role of Pro-Social Preferences Downloads
Christian Biener, Martin Eling and Shailee Pradhan
1609: Uniform-price Auctions for Swiss Government Bonds: Origin and Evolution Downloads
Angelo Ranaldo and Enzo Rossi
1608: Social Norms and Strategic Default Downloads
Martin Brown, Jan Schmitz and Christian Zehnder
1607: Characteristics-based Portfolio Choice with Leverage Constraints Downloads
Manuel Ammann, Guillaume Coqueret and Jan-Philip Schade
1607: Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients Downloads
Florentina Paraschiv, Derek Bunn and Sjur Westgaard
1605: Experience and Brokerage in Asset Markets: Evidence from Art Auctions Downloads
Brunella Bruno, Emilia Garcia-Appendini and Giacomo Nocera
1604: A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low PricesWe propose a new method to estimate the bid-ask spread when quote data are not available. Compared to other low-frequency estimates, it utilizes a wider information set, namely, close, high, and low prices, which are readily available. In the absence of end-of-day quote data, it generally provides the highest cross-sectional and average time-series correlations with the TAQ effective spread benchmark. Moreover, it delivers the most accurate estimates for less liquid stocks. Our estimator has many potential applications including an accurate measurement of transaction cost, systematic liquidity risk, and commonality in liquidity for U.S. stocks dating back almost one century Downloads
Farshid Abdi and Angelo Ranaldo
1603: The Structure of the Global Reinsurance Market: An Analysis of Efficiency, Scale, and Scope Downloads
Christian Biener, Martin Eling and Ruo Jia
1602: The Roles of Industry Idiosyncrasy, Cost Efficiency, and Risk in Internationalization: Evidence from the Insurance Industry Downloads
Christian Biener, Martin Eling and Ruo Jia
1601: Funding Illiquidity Downloads
Matthias Rupprecht and Jan Wrampelmeyer
1526: The Economic Drivers of Differences in House Price Inflation Rates across MSAs Downloads
Roland Fuess and Joachim Zietz
1525: Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry Downloads
Manuel Ammann, Kristian Blickle and Christian Ehmann
1524: Testing Competing Factor Pricing Models Downloads
Paul Soederlind
1523: The Role of Spatial and Temporal Structure for Residential Rent Predictions Downloads
Roland Fuess and Jan Koller
1522: Do Private Equity Funds Always Pay Less? A Synergy-Related Explanation Based on Add-on Acquisitions Downloads
Stefan Morkoetter and Thomas Wetzer
1521: Econometric Analysis of 15-minute Intraday Electricity Prices Downloads
Ruediger Kiesel and Florentina Paraschiv
1520: Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets Downloads
Roland Fuess and Daniel Ruf
1519: Does Foreign Information Predict the Returns of Multinational Firms Worldwide? Downloads
Christian Finke and Florian Weigert
1518: State Space Geometry of Asset Pricing: An Introduction Downloads
Igor Pozdeev
1517: Something in the Air: Information Density, News Surprises, and Price Jumps Downloads
Roland Fuess, Markus Grabellus, Ferdinand Mager and Michael Stein
Page updated 2023-12-08
Sorted by number, numeric