Publications

ZORA Publication List

Publications

• 2020

  • Puschmann, Thomas; Hoffmann, Christian Hugo; Khmarskyi, Valentyn (2020). How Green FinTech Can Alleviate the Impact of Climate Change - The Case of Switzerland. Sustainability, 12:10691.
  • Farkas, Walter; Fringuellotti, Fulvia; Tunaru, Radu (2020). A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk. Journal of Corporate Finance, 65:101753.
  • Evstigneev, Igor; Hens, Thorsten; Potapova, Valeriya; Schenk-Hoppé, Klaus Reiner (2020). Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets. Journal of Mathematical Economics, 91:121-135.
  • Akyildirim, Erdinc; Corbet, Shaen; Sensoy, Ahmet; Yarovaya, Larisa (2020). The impact of blockchain related name changes on corporate performance. Journal of Corporate Finance, 65:101759.
  • Chesney, Marc; Stromberg, Jacob; Wagner, Alexander; Wolff, Vincent Lars (2020). Managerial incentives to take asset risk. Journal of Corporate Finance, 65:101758.
  • Hens, Thorsten; Schenk-Hoppé, Klaus-Reiner (2020). Patience Is a Virtue: In Value Investing. International Review of Finance, 20(4):1019-1031.
  • Ramelli, Stefano; Wagner, Alexander F (2020). Feverish Stock Price Reactions to COVID-19. Review of Corporate Finance Studies, 9(3):622-655.
  • Gao, Niushan; Munari, Cosimo (2020). Surplus-invariant risk measures. Mathematics of operations research, 45(4):1342-1370.
  • Ettlin, Nicolas; Farkas, Walter; Kull, Andreas; Smirnow, Alexander (2020). Optimal Risk-Sharing Across a Network of Insurance Companies. Insurance: Mathematics and Economics, 95:39-47.
  • Leippold, Markus; He, Yunhao (2020). Short-run risk, business cycle, and the value premium. Journal of Economic Dynamics and Control, 120:103993.
  • Cremers, Martijn; Pareek, Ankur; Sautner, Zacharias (2020). Short-term investors, long-term investments, and firm value: Evidence from Russell 2000 index inclusions. Management Science, 66(10):4535-4551.
  • Ongena, Steven; Cerqueiro, Geraldo; Roszbach, Kasper (2020). Collateral Damaged? Priority Structure, Credit Supply, and Firm Performance. Journal of Financial Intermediation, 44:100824.
  • Féray, Valentin; Méliot, Pierre‐Loïc; Nikeghbali, Ashkan (2020). Graphons, permutons and the Thoma simplex: three mod‐Gaussian moduli spaces. Proceedings of the London Mathematical Society, 121(4):876-926.
  • Barucca, Paolo; Bardoscia, Marco; Caccioli, Fabio; D'Errico, Marco; Visentin, Gabriele; Caldarelli, Guido; Battiston, Stefano (2020). Network valuation in financial systems. Mathematical Finance, 30(4):1181-1204.
  • Akyildirim, Erdinc; Corbet, Shaen; Cumming, Douglas; Lucey, Brian; Sensoy, Ahmet (2020). Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements. Technological Forecasting and Social Change, 159:120191.
  • Duygun, Meryem; Miao, Jianjun; Östberg, Per (2020). Monitoring market participants, externals and financial transactions in a global financial stability environment. Journal of Banking and Finance, 119:105937.
  • Perillo, Chiara; Battiston, Stefano (2020). Financialization and unconventional monetary policy: a financial-network analysis. Journal of Evolutionary Economics, 30:1385-1428.
  • Eugster, Florian; Wagner, Alexander F (2020). Value Reporting and Firm Performance. Journal of International Accounting, Auditing and Taxation, 40:100319.
  • Holzmeister, Felix; Huber, Jürgen; Kirchler, Michael; Lindner, Florian; Weitzel, Utz; Zeisberger, Stefan (2020). What drives risk perception? A global survey with financial professionals and lay people. Management Science, 66(9):3799-4358.
  • Meuer, Johannes; Kölbel, Julian; Hoffmann, Volker H (2020). On the Nature of Corporate Sustainability. Organization & Environment, 33(3):319-341.
  • Schmocker, David; Tanner, Carmen; Katsarov, Johannes; Christen, Markus (2020). An Advanced Measure of Moral Sensitivity in Business. European Journal of Psychological Assessment, 36(5):864-873.
  • King, Michael R; Ongena, Steven; Tarashev, Nikola (2020). Bank Standalone Credit Ratings. International Journal of Central Banking, 16(3):101-144.
  • Mathys, Ludovic (2020). On Extensions of the Barone-Adesi & Whaley Method to Price American-Type Options. Journal of Computational Finance, 24(2):33-76.
  • Akyildirim, Erdinc; Corbet, Shaen; Nguyen, Duc Khuong; Sensoy, Ahmet (2020). Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework. International Review of Law and Economics, 63:105907.
  • Alper, Koray; Altunok, Fatih; Çapacıoğlu, Taniu; Ongena, Steven (2020). The effect of unconventional monetary policy on cross-border bank loans: Evidence from an emerging market. European Economic Review, 127:103426.
  • Garcia-Appendini, Emilia; Montoriol-Garriga, Judit (2020). Trade credit use as firms approach default. Journal of Money, Credit and Banking, 52(5):1199-1229.
  • Glöckner, Andreas; Renerte, Baiba; Schmidt, Ulrich (2020). Violations of coalescing in parametric utility measurement. Theory and Decision, 89:471-501.
  • Méndez-Heras, Lizethe; Ongena, Steven (2020). "Finance And Growth" Re-Visited. Journal of Financial Management, Markets and Institutions, 80(1):2050001.
  • Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo (2020). Portfolio diversification, differentiation and the robustness of holdings networks. Applied Network Science, 5:37.
  • Mathys, Ludovic (2020). Valuing Tradeability in Exponential Lévy Models. Quantitative Finance and Economics, 4(3):459-488.
  • Chhaibi, Reda; Delbaen, Freddy; Méliot, Pierre-Loïc; Nikeghbali, Ashkan (2020). Mod-$\phi $ convergence: Approximation of discrete measures and harmonic analysis on the torus. Annales de l'Institut Fourier, 70(3):1115-1197.
  • Kölbel, Julian F; Heeb, Florian; Paetzold, Falko; Busch, Timo (2020). Can Sustainable Investing Save the World? Reviewing the Mechanisms of Investor Impact. Organization & Environment, 33(4):554-574.
  • Belkov, Sergei; Evstigneev, Igor V; Hens, Thorsten (2020). An Evolutionary Finance Model with a Risk-Free Asset. Annals of Finance, 16:593-607.
  • Mukhlynina, Liliya; Nyborg, Kjell G (2020). The Choice of Valuation Techniques in Practice: Education Versus Profession. Critical Finance Review, 9(1-2):201-265.
  • Magill, Michael; Quinzii, Martine; Rochet, Jean-Charles (2020). The safe asset, banking equilibrium, and optimal central bank monetary, prudential and balance-sheet policies. Journal of Monetary Economics, 112:113-128.
  • Bignozzi, Valeria; Burzoni, Matteo; Munari, Cosimo (2020). Risk measures based on benchmark loss distributions. Journal of Risk and Insurance, 87(2):437-475.
  • Bedendo, Mascia; Garcia, Emilia; Siming, Linus (2020). Cultural preferences and firm financing choices. Journal of Financial and Quantitative Analysis, 55(3):897-930.
  • Delis, Manthos D; Hasan, Iftekhar; Ongena, Steven (2020). Democracy and credit. Journal of Financial Economics, 136(2):571-596.
  • Tsionas, Mike G; Mamatzakis, Emmanuel; Ongena, Steven (2020). Does risk aversion affect bank output loss? The case of the Eurozone. European Journal of Operational Research, 282(3):1127-1145.
  • Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano (2020). Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks. Management Science, 66(5):1981-1998.
  • Leippold, Markus; Rüegg, Roger (2020). How rational and competitive is the market for mutual funds?. Review of Finance, 24(3):579-613.
  • Akyildirim, Erdinc; Corbet, Shaen; Efthymiou, Marina; Guiomard, Cathal; O'Connell, John F; Sensoy, Ahmet (2020). The financial market effects of international aviation disasters. International Review of Financial Analysis, 69:101468.
  • Akyildirim, Erdinc; Corbet, Shaen; Katsiampa, Paraskevi; Kellard, Neil; Sensoy, Ahmet (2020). The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives. Finance Research Letters, 34:101234.
  • Wagner, Alexander F (2020). What the stock market tells us about the post-COVID-19 world. Nature Human Behaviour, 4(5):440.
  • Fu, Jonathan (2020). Ability or opportunity to act: What shapes financial well-being?. World Development, 128:104843.
  • Ongena, Steven; Qi, Shusen (2020). Fuel the engine: bank credit and firm innovation. Journal of Financial Services Research, 57:115-147.
  • Jakovljević, Sanja; Degryse, Hans; Ongena, Steven (2020). Introduction to the Symposium on Contemporary Banking Research: The use of fixed effects to disentangle loan demand from loan supply. Economic Inquiry, 58(2):917-920.
  • Morales-Acevedo, Paola; Ongena, Steven (2020). Fear, anger and credit. On bank robberies and loan conditions. Economic Inquiry, 58(2):921-952.
  • Hens, Thorsten; Schindler, Nilüfer (2020). Value and patience: The value premium in a dividend-growth model with hyperbolic discounting. Journal of Economic Behavior & Organization, 172:161-179.
  • Epper, Thomas; Fehr, Ernst; Fehr-Duda, Helga; Kreiner, Claus Thustrup; Lassen, David Dreyer; Leth-Petersen, Søren; Rasmussen, Gregers Nytoft (2020). Time discounting and wealth inequality. American Economic Review, 110(4):1177-1205.
  • Druz, Marina; Petzev, Ivan; Wagner, Alexander F; Zeckhauser, Richard J (2020). When Managers Change Their Tone, Analysts and Investors Change Their Tune. Financial Analysts Journal, 76(2):47-69.
  • Fasnacht, Daniel (2020). Die Ökosystemstrategie : Disruptive Innovationen mit klassischen Geschäftsmodellen kombinieren und neuen effektiven Mehrwert generieren. Zeitschrift Führung + Organisation, 89(03):168-173.
  • Ladika, Tomislav; Sautner, Zacharias (2020). Managerial short-termism and investment: Evidence from accelerated option vesting. Review of Finance, 24(2):305-344.
  • Krueger, Philipp; Sautner, Zacharias; Starks, Laura T (2020). The importance of climate risks for institutional investors. Review of Financial Studies, 33(3):1067-1111.
  • Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Woesthoff, Mathis-Hendrik (2020). Escaping the Backtesting Illusion. Journal of Portfolio Management, 46(4):81-93.
  • Basten, Christoph (2020). Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer. Review of Finance, 24(2):453-495.
  • Akyildirim, Erdinc; Corbet, Shaen; Lucey, Brian; Sensoy, Ahmet; Yarovaya, Larisa (2020). The relationship between implied volatility and cryptocurrency returns. Finance Research Letters, 33:101212.
  • Brealey, Richard A; Cooper, Ian A; Habib, Michel A (2020). Cost of capital and valuation in the public and private sectors: tax, risk, and debt capacity. Journal of Business Finance and Accounting, 47(1-2):163-187.
  • Andrieș, Alin Marius; Nistor, Simona; Ongena, Steven; Sprincean, Nicu (2020). On Becoming an O-SII ("Other Systemically Important Institution"). Journal of Banking and Finance, 111:105723.
  • Delis, Manthos D; Iosifidi, Maria; Kokas, Sotiris; Xefteris, Dimitrios; Ongena, Steven (2020). Enforcement actions on banks and the structure of loan syndicates. Journal of Corporate Finance, 60:101527.
  • De Jonghe, Olivier; Dewachter, Hans; Ongena, Steven (2020). Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions. Journal of Corporate Finance, 60:101518.
  • De Jonghe, Olivier; Dewachter, Hans; Mulier, Klaas; Ongena, Steven; Schepens, Glenn (2020). Some borrowers are more equal than others: Bank funding shocks and credit reallocation. Review of Finance, 24(1):1-43.
  • Baes, Michel; Munari, Cosimo (2020). A continuous selection for optimal portfolios under convex risk measures does not always exist. Mathematical Methods of Operations Research, 91(1):5-23.
  • Belkov, Sergei; Evstigneev, Igor V; Hens, Thorsten; Xu, Le (2020). Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets. Mathematics and Financial Economics, 14:249-262.
  • Zeisberger, Stefan; Borsboom, Charlotte (2020). What makes an investment risky? An analysis of price path characteristics. Journal of Economic Behavior & Organization, 169:92-125.
  • Reppen, A Max; Soner, Halil Mete; Rochet, Jean-Charles (2020). Optimal dividend policies with random profitability. Mathematical Finance, 30(1):228-259.
  • Kübler, Felix; Selden, Larry; Wei, Xiao (2020). Incomplete market demand tests for Kreps-Porteus-Selden preferences. Journal of Economic Theory, 185:104973.
  • Leippold, Markus; Bernardi, Simone; Lohre, Harald (2020). Second-Order Risk of Alternative Risk Parity Strategies. Journal of Risk, 21(3):1-25.
  • Wagner, Alexander (2020). COVID-19 und Aktienkurse. Expert Focus, 10:5.
  • Schnetzer, Michael (2020). How Good Is Tactical Asset Allocation Using Standard Indicators?. Journal of Portfolio Management, 46(6):120-134.
  • Gao, Niushan; Munari, Cosimo; Xanthos, Foivos (2020). Stability properties of Haezendonck–Goovaerts premium principles. Insurance: Mathematics and Economics, 94:94-99.
  • Baes, Michel; Koch-Medina, Pablo; Munari, Cosimo (2020). Existence, uniqueness, and stability of optimal payoffs of eligible assets. Mathematical Finance, 30:128-166.
  • Leippold, Markus; Vasiljevic, Nikola (2020). Option-Implied Intrahorizon Value at Risk. Management Science, 66(1):397-414.

• 2019

  • Battiston, Stefano; Delpini, Danilo; Caldarelli, Guido; Riccaboni, Massimo (2019). Systemic risk from investment similarities. PLoS ONE, 14(5):e0217141-e0217141.
  • Koch-Medina, Pablo; Albrecher, Hansjörg; Bommier, Antoine; Filipović, Damir; Loisel, Stéphane; Schmeiser, Hato (2019). Insurance: models, digitalization, and data science. European Actuarial Journal, 9(2):349-360.
  • Krauss, Annette; Chmelikova, Gabriela; Dvoulety, Ondrej (2019). Performance of Microfinance Institutions in Europe - Does Social Capital Matter?. Socio-Economic Planning Sciences, 68:100670- 100670.
  • Paolella, Marc S; Polak, Paweł; Walker, Patrick S (2019). Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. Journal of Econometrics, 213(2):493-515.
  • Akyildirim, Erdinc; Corbet, Shaen; Ekinci, Cumhur (2019). Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets. Finance Research Letters, 31:155-164.
  • Zeisberger, Stefan; Huber, Jürgen; Palan, Stefan (2019). Does investor risk perception drive asset prices in markets? Experimental evidence. Journal of Banking and Finance, 108:105635.
  • Daubanes, Julien; Rochet, Jean-Charles (2019). The Rise of NGO Activism. American Economic Journal: Economic Policy, 11(4):183-212.
  • Rochet, Jean-Charles; Thanassoulis, John (2019). Intertemporal price discrimination with two products. RAND Journal of Economics, 50(4):951-973.
  • Ongena, Steven; Popov, Alexander; van Horen, Neeltje (2019). The invisible hand of the government: moral suasion during the European sovereign debt crisis. American Economic Journal: Macroeconomics, 11(4):346-379.
  • Leippold, Markus; Yang, Hanlin (2019). Particle Filtering, Learning, and Smoothing for Mixed-Frequency State-Space Models. Econometrics and Statistics, 12:25-41.
  • Schmidt, Peter S; von Arx, Urs; Schrimpf, Andreas; Wagner, Alexander F; Ziegler, Andreas (2019). Common Risk Factors in International Stock Markets. Financial markets and portfolio management, 33(3):213-241.
  • Broda, Simon A (2019). Testing for Individual Sphericity in Heterogeneous Panels. Biometrika, 106(3):740-747.
  • Katsarov, Johannes; Christen, Markus; Schmocker, David; Tanner, Carmen; Mauerhofer, Ralf (2019). Training moral sensitivity through video games: a review of suitable game mechanisms. Games and Culture, 14(4):344-366.
  • Tanner, Carmen; Gangl, Katharina; Witt, Nicole (2019). The German Ethical Culture Scale (GECS): Development and first construct testing. Frontiers in Psychology:10:1667.
  • Näf, Jeffrey; Paolella, Marc S; Polak, Paweł (2019). Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition. Journal of Multivariate Analysis, 172:84-106.
  • Basten, Christoph; Siegenthaler, Michael (2019). Do Immigrants Take or Create Residents’ Jobs? Evidence from Free Movement of Workers in Switzerland. Scandinavian Journal of Economics, 121(3):994-1019.
  • Meyer, Julia (2019). Outreach and performance of microfinance institutions: the importance of portfolio yield. Applied Economics, 51(27):2945-2962.
  • Hörnlein, Lena (2019). The value of gas-fired power plants in markets with high shares of renewable energy. Energy Economics, 81:1078-1098.
  • Necula, Ciprian; Drimus, Gabriel; Farkas, Walter (2019). A general closed form option pricing formula. Review of Derivatives Research, 22:1-40.
  • Petrov, Vladimir; Golub, Anton; Olsen, Richard (2019). Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time. Journal of Risk and Financial Management, 12(2):54.
  • Beck, Thorsten; Ongena, Steven; Sendeniz-Yüncü, Ilkay (2019). Keep walking? Geographical proximity, religion, and relationship banking. Journal of Corporate Finance, 55:49-68.
  • Qi, Shusen; Ongena, Steven (2019). Will money talk? Firm bribery and credit access. Financial Management, 48(1):117-157.
  • Bielagk, Jana; Horst, Ulrich; Moreno-Bromberg, Santiago (2019). Trading Under Market Impact: Crossing Networks Interacting With Dealer Markets. Journal of Economic Dynamics and Control, 100:131-151.
  • Behnk, Sascha; Barreda-Tarrazona, Iván; García-Gallego, Aurora (2019). Deception and reputation – An experimental test of reporting systems. Journal of Economic Psychology, 71:37-58.
  • Kara, Alper; Marques-Ibanez, David; Ongena, Steven (2019). Securitization and credit quality in the European market. European financial management, 25(2):407-434.
  • Bardgett, Chris; Gourier, Elise; Leippold, Markus (2019). Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets. Journal of Financial Economics, 131(3):593-618.
  • Gotthelf, Nina; Uhl, Matthias W (2019). News Sentiment: A New Yield Curve Factor. Journal of Behavioral Finance, 20(1):21-31.
  • Ravanelli, Claudia; Svindland, Gregor (2019). Ambiguity sensitive preferences in Ellsberg frameworks. Economic Theory, 67(1):53-89.
  • Braggion, Fabio; Ongena, Steven (2019). Banking sector deregulation, bank–firm relationships and corporate leverage. Economic Journal, 129(618):765-789.
  • Böcking, Hans-Joachim; Bundle, Laura; Schmid, Remo; Wagner, Alexander (2019). Neukonzeption der variablen Vorstandsvergütung durch den Entwurf des deutschen Corporate Governance Kodex. Der Betrieb, 4:137-144.
  • Gropp, Reint; Mosk, Thomas; Wix, Carlo; Ongena, Steven (2019). Banks response to higher capital requirements: evidence from a quasi-natural experiment. Review of Financial Studies, 32(1):266-299.
  • Bradbury, Meike A S; Hens, Thorsten; Zeisberger, Stefan (2019). How Persistent are the Effects of Experience Sampling on Investor Behavior?. Journal of Banking and Finance, 98:61-79.
  • Coculescu, Delia; Delbaen, Freddy (2019). Surplus Sharing with Coherent Utility Functions. Risks, 7(1):7.
  • Böcking, Hans-Joachim; Bundle, Laura; Schmid, Remo; Wagner, Alexander (2019). Eine Analyse zur Vergütung von 100 Schweizer und 130 deutschen Unternehmen unter besonderer Berücksichtigung der Corporate Governance. Der Konzern, 2019(2):61-69.
  • von der Crone, Hans Caspar; Monsch, Martin; Meisser, Luzius (2019). Aktien-Token. GesKR: Schweizerische Zeitschrift für Gesellschafts- und Kapitalmarktrecht sowie Umstrukturierungen, 1:1-17.
  • Schnetzer, Michael (2019). Carry-Based Expected Returns for Strategic Asset Allocation. Journal of Portfolio Management, 45(2):68-81.
  • Hens, Thorsten; Ritter, Andreas (2019). Mystery Shopping als Teil der Compliance - Am Beispiel des Bilanz Private Banking Rating. Schweizerische Zeitschrift für Wirtschafts- und Finanzmarktrecht (SZW), (6):568-581.
  • Coculescu, Delia; Jeanblanc, Monique (2019). Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices. Finance and Stochastics, 23(2):397-421.

• 2018

  • Monasterolo, Irene; Zheng, Jiani Isabelle; Battiston, Stefano (2018). Climate Transition Risk and Development Finance: A Carbon Risk Assessment of China's Overseas Energy Portfolios. China & World Economy, 26(6):116-142.
  • Hens, Thorsten; Lensberg, Terje; Schenk-Hoppé, Klaus Reiner (2018). Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading. International Review of Finance, 18(4):727-741.
  • Bruno, Brunella; Garcia-Appendini, Emilia; Nocera, Giacomo (2018). Experience and Brokerage in Asset Markets: Evidence from Art Auctions. Financial Management, 47(4):833-864.
  • Rohner, Philippe; Uhl, Matthias W (2018). The Compensation Portfolio. Finance Research Letters, 27:60-64.
  • Perillo, Chiara; Battiston, Stefano (2018). A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing. Applied Network Science, 3:49.
  • Jochem, Torsten; Ladika, Tomislav; Sautner, Zacharias (2018). The retention effects of unvested equity: Evidence from accelerated option vesting. Review of Financial Studies, 31(11):4142-4186.
  • Akyildirim, Erdinc; Nguyen, Duc Khuong; Sensoy, Ahmet (2018). A tale of two risks in the EMU sovereign debt markets. Economics Letters, 172:102-106.
  • Wagner, Alexander F; Zeckhauser, Richard J; Ziegler, Alexandre (2018). Company Stock Price Reactions to the 2016 Election Shock: Trump, Taxes and Trade. Journal of Financial Economics, 130(2):428-451.
  • Rüegg, Roger; Leippold, Markus (2018). The Mixed vs the Integrated Approach to Style Investing: Much Ado About Nothing?. European financial management, 24(5):829-855.
  • Chesney, Marc; Vargas, Carlos; Balietti, Anca (2018). Long-Term Investment Choices for Quinoa Farmers in Puno, Peru: A Real Options Case Study. International Journal of Food and Agricultural Economics, 6(4):1-19.
  • Behnk, Sascha; Barreda-Tarrazona, Iván; García-Gallego, Aurora (2018). Punishing liars - how monitoring affects honesty and trust. PLoS ONE, 13(10):1-30.
  • Broda, Simon A; Krause, Jochen; Paolella, Marc S (2018). Approximating expected shortfall for heavy-tailed distributions. Econometrics and Statistics, 8:184-203.
  • Dacorogna, Michel; Ferriero, Alessandro; Krief, David (2018). One-Year Change Methodologies for Fixed-Sum Insurance Contracts. Risks, 6(3):75.
  • Battiston, Stefano; Karpf, Andreas; Mandel, Antoine (2018). Price and network dynamics in the European carbon market. Journal of Economic Behavior & Organization, 153:103-122.
  • Sautner, Zacharias; Vladimirov, Vladimir (2018). Indirect costs of financial distress and bankruptcy law: Evidence from trade credit and sales. Review of Finance, 22(5):1667-1704.
  • Ongena, Steven; Tumer-Alkan, Gunseli; von Westernhagen, Natalja (2018). Do exposures to sagging real estate, subprime or conduits abroad lead to contraction and flight to quality in bank lending at home?. Review of Finance, 22(4):1335-1373.
  • Ongena, Steven; Zalewska, Anna (Ania) (2018). Institutional and individual investors: Saving for old age. Journal of Banking and Finance, 92:257-268.
  • Battiston, Stefano; Monasterolo, Irene; Stolbova, Veronika (2018). A Financial Macro-Network Approach to Climate Policy Evaluation. Ecological Economics, 149:239-253.
  • Hammerschmid, Regina; Lohre, Harald (2018). Regime shifts and stock return predictability. International Review of Economics and Finance, 56:138-160.
  • Koch-Medina, Pablo; Munari, Cosimo; Svindland, Gregor (2018). Which eligible assets are compatible with comonotonic capital requirements?. Insurance: Mathematics and Economics, 81:18-26.
  • Hens, Thorsten; Mayer, János (2018). Decision Theory Matters for Financial Advice. Computational Economics, 52(1):195-226.
  • Almansour, Abdullah M; Ongena, Steven (2018). Bank loan announcements and religious investors: Empirical evidence from Saudi Arabia. Journal of Empirical Finance, 47:78-89.
  • Fuhrer, Lucas Marc (2018). Liquidity in the Repo Market. Journal of International Money and Finance, 84:1-22.
  • Meisser, Luzius; Meisser, Christian; Kogens, Ronald (2018). Verfügungsmacht und Verfügungsrecht an Bitcoins im Konkurs. Jusletter IT:online.
  • Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2018). Unequal Rewards to Firms: Stock Market Responses to the Trump Election and the 2017 Corporate Tax Reform. American Economic Association. Papers and Proceedings, 108(May):590-596.
  • Temesvary, Judit; Ongena, Steven; Owen, Ann L (2018). A global lending channel unplugged? Does U.S. monetary policy affect cross-border and affiliate lending by global U.S. banks?. Journal of International Economics, 112:50-69.
  • Chesney, Marc; Vasiljevic, Nikola (2018). Parisian Options with Jumps: A Maturity-Excursion Randomization Approach. Quantitative Finance, 18(11):1887-1908.
  • Albrecher, Hansjörg; Bauer, Daniel; Embrechts, Paul; Filipović, Damir; Koch-Medina, Pablo; Korn, Ralf; Loisel, Stéphane; Pelsser, Antoon; Schiller, Frank; Schmeiser, Hato; Wagner, Joël (2018). Asset-liability management for long-term insurance business. European Actuarial Journal, 8(1):9-25.
  • Meisser, Luzius; Hauser-Spühler, Gabriela (2018). Eigenschaften der Kryptowährung Bitcoin. Digma, 1:6-12.
  • Sikic, Mario; Schweizer, Martin; Zivoi, Danijel (2018). Dynamic Mean-Variance Optimization Problems with Deterministic Information. International Journal of Theoretical and Applied Finance, 21(02):1850011.
  • Roukny, Tarik; Battiston, Stefano; Stiglitz, Joseph E (2018). Interconnectedness as a Source of Uncertainty in Systemic Risk. Journal of Financial Stability, 35:93-106.
  • D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomas; Scheicher, Martin (2018). How does risk flow in the credit default swap market?. Journal of Financial Stability, 35:53-74.
  • Gao, Niushan; Leung, Denny; Munari, Cosimo; Xanthos, Foivos (2018). Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces. Finance and Stochastics, 22(2):395-415.
  • Iyer, Rajkamal; Sautner, Zacharias (2018). Contracting between Firms: Empirical Evidence. The Review of Economics and Statistics, 100(1):92-104.
  • Koch-Medina, Pablo; Wenzelburger, Jan (2018). Equilibria in the CAPM with non-tradeable endowments. Journal of Mathematical Economics, 75:93-107.
  • Habib, Michel A (2018). Multifaceted Transactions and Organizational Ownership. Review of Corporate Finance Studies, 7(1):22-69.
  • Braggion, Fabio; Dwarkasing, Mintra; Ongena, Steven (2018). Household wealth inequality, entrepreneurs’ financial constraints and the Great Recession: Evidence from the Kauffman Firm Survey. Small Business Economics, 50(3):533-543.
  • Grosshans, Daniel; Zeisberger, Stefan (2018). All's Well That Ends Well? On the Importance of How Returns Are Achieved. Journal of Banking and Finance, 87:397-410.
  • Koch-Medina, Pablo; Munari, Cosimo; Šikić, Mario (2018). A simple characterization of tightness for convex solid sets of positive random variables. Positivity, 22(4):1015-1022.
  • Bloechlinger, Andreas; Leippold, Markus (2018). Are ratings the worst form of credit assessment apart from all the others?. Journal of Financial and Quantitative Analysis, 53(1):299-334.
  • Cooper, Ian A; Nyborg, Kjell G (2018). Consistent valuation of project finance and LBOs using the flows-to-equity method. European financial management, 24(1):34-52.
  • Leippold, Markus; Bernardi, Simone; Lohre, Harald (2018). Maximum diversification strategies along commodity risk factors. European financial management, 24(1):53-78.
  • Rochet, Jean-Charles; Coculescu, Delia (2018). Shareholder Risk Measures. Mathematical Finance, 28(1):5-28.
  • Schmid, Remo; Gloor, Petra; Wagner, Alexander (2018). Variable Vergütung mit strategischer Aktienzuteilung: Ein einfaches, langfristig orientiertes Vergütungssystem. Expert Focus, (8):572-577.
  • Neufeld, Ariel; Sikic, Mario (2018). Robust Utility Maximization in Discrete-Time Markets with Friction. SIAM Journal on Control and Optimization, 56(3):1912-1937.
  • Dacorogna, Michel; Elbahtouri, Laila; Kratz, Marie (2018). Validation of aggregated risks models. Annals of Actuarial Science, 12(2):433-454.
  • Dacorogna, Michel (2018). A change of paradigm for the insurance industry. Annals of Actuarial Science, 12(2):211-232.
  • Kölbel, Julian; Jentges, Erik (2018). The Six-Sentence Argument: Training Critical Thinking Skills Using Peer Review. Management Teaching Review, 3(2):118-128.
  • Rohner, Philippe; Uhl, Matthias W (2018). Increasing Investor Happiness with Holistic and Goal-Based Investment Advice. Journal of Wealth Management, 20(4):22-28.
  • Olsen, Richard; Battiston, Stefano; Caldarelli, Guido; Golub, Anton; Nikulin, Mihail; Ivliev, Sergey (2018). Case study of Lykke exchange: architecture and outlook. Journal of Risk Finance, 19(1):26-38.
  • Mahmoud, Ola (2018). On the consistency of choice. Theory and Decision, 83(4):547-572.
  • Garcia-Appendini, Emilia (2018). Financial distress and competitors' investment. Journal of Corporate Finance, 51:182-209.
  • Bachmann, Kremena (2018). Can advisors eliminate the outcome bias in judgements and outcome-based emotions?. Review of Behavioral Finance, 10(4):336-352.
  • Bachmann, Kremena; Hens, Thorsten; Stössel, Remo (2018). Which measures predict risk taking in a multi-stage controlled investment decision process?. Financial Services Review, 26:339-365.

Pagination