Other Publications

ZORA Publication List

Publications

2024
- Dissertation
  - Svaton, Michal. Essays in volatility. 2024, University of Zurich, Wirtschaftswissenschaftliche Fakultät.
  - Meisser, Luzius. Essays in decentralized finance. 2024, University of Zurich, Wirtschaftswissenschaftliche Fakultät.
  - Gaegauf, Luca. Essays in finance. 2024, University of Zurich, Faculty of Economics.
  - Rillaerts, Jordy. Three essays in empirical finance. 2024, University of Zurich, Faculty of Economics.
- Master's Thesis
  - Can Türetken, Aysun. An Adversarial Attack Approach on Financial LLMs Driven by Embedding-Similarity Optimization. 2024, University of Zurich, Wirtschaftswissenschaftliche Fakultät.
  - Holzheu, Katharina. Financial advisors and the willingness to pay for sustainable finance products by private investors. 2024, University of Zurich, Wirtschaftswissenschaftliche Fakultät.
  - Swiac, Oskar. The Role of the US Dollar in Global Monetary System. 2024, University of Zurich, Faculty of Economics.
  - Von Alten, Lucas. How primary dealer privileges relate to overpricing occurrences in EMU government bond auctions. 2024, University of Zurich, Faculty of Economics.
  - Oser, Kevin. Corporate Green Bonds: Greenwashing or Credible Signal?. 2024, University of Zurich, Wirtschaftswissenschaftliche Fakultät.
- Scientific Publication in Electronic Form
  - Fasnacht, Daniel (2024). Beyond the hype: sensitive data on the blockchain. cryptovalleyjournal.com: CV Publishing AG.
- Working Paper
  - Iwata, Tsuyoshi; Orpiszewski, Tomasz; Thompson, Mark (2024). Betting Against ESG Sinners: Evidence From Short Selling Around the World. SSRN 4818314, University of Zurich.
  - Heeb, Florian; Kölbel, Julian; Ramelli, Stefano; Vasileva, Anna (2024). Sustainable Investing and Political Behavior. Swiss Finance Institute Research Paper 23-46, University of Zurich.
  - Payne, Jonathan L; Rebei, Adam; Yang, Yucheng (2024). Deep Learning for Search and Matching Models. SSRN 4768566, University of Zurich.
2023
- Conference or Workshop item
  - Leippold, Markus; Stammbach, Dominik; Webersinke, Nicolas; Bingler, Julia Anna; Kraus, Mathias (2023). Environmental Claim Detection. In: 61st Annual Meeting of the Association for Computational Linguistics (ACL’23), Toronto, Canada, 9 July 2023 - 14 July 2023. Association for Computational Linguistics, 1051-1066.
  - Leippold, Markus; Ni, Jingwei; Jin, Zhijing; Wang, Qian; Sachan, Mrinmaya (2023). When does aggregating multiple skills with multi-task learning work? A case study in financial NLP. In: 61st Annual Meeting of the Association for Computational Linguistics (ACL’23), Toronto, Canada, 9 July 2023 - 14 July 2023. Association for Computational Linguistics, 7465-7488.
  - Leippold, Markus; Stammbach, Dominik; Webersinke, Nicolas; Bingler, Julia Anna; Kraus, Mathias (2023). A dataset for detecting real-world environmental claims. In: 61st Annual Meeting of the Association for Computational Linguistics (ACL’23), Toronto, Canada, 9 July 2023 - 14 July 2023. arxiv.org, 1-14.
- Dissertation
  - Rey, Reto. Three Essays in Small Business and Consumer Finance. 2023, University of Zurich, Faculty of Economics.
  - Bergesio, Andrea. Frictional costs in insurance. 2023, University of Zurich, Faculty of Economics.
  - Huang, Jiyuan. Factor structure and Machine Learning in Finance. 2023, University of Zurich, Faculty of Economics.
  - Zheng, Jiani. Climate Change, Biodiversity Losses and Financial Risks. 2023, University of Zurich, Faculty of Economics.
  - Toczynski, Jan. Essays in Empirical Finance. 2023, University of Zurich, Faculty of Economics.
  - Pohl, Stefan. Three Essays on Empirical Financial Intermediation. 2023, University of Zurich, Faculty of Economics.
  - Meyer, Kevin. Three Essays in Finance. 2023, University of Zurich, Faculty of Economics.
  - Deng, Ming. Corporate Communication and News Media in the Financial Market. 2023, University of Zurich, Faculty of Economics.
- Published Research Report
  - Durrer, Mirjam; Grampp, Michael; Laude, Daniel; Maranghino-Singer, Brigitte; Ritz Bossicard, Cornelia; Savoia, Reto (2023). Cyber-Resilienz - Steigende Bedeutung für Verwaltungsräte. Rotkreuz: swissVR.
  - Calice, Pietro; Demekas, Dimitrios G; Battiston, Stefano; Monasterolo, Irene; Duggan, Victor Fitzpatrick (2023). Mobilizing Finance for the Just Energy Transition in the European Union. Washington, DC: World Bank Group.
  - Basten, Christoph; Füss, Roland; Häfliger, Petra S; Küng, Lorenz; Salzmann, Daniel; Schläpfer, Jörg (2023). Insights Into Today’s Real Estate Market - A Focus on Switzerland. Zürich: Swiss Finance Institute.
  - Fasnacht, Daniel; Ryf, Stefan; Siegenthaler, Perina; Fichter, Christian (2023). Schweizer KMU: Gute Stimmung trotz neuen Herausforderungen: Lieferkettenproblematik entspannt sich, künstliche Intelligenz als Chance: Ergebnisbericht. Zürich: NZZ.
- Scientific Publication in Electronic Form
  - Erten, Irem; Ongena, Steven (2023). Environmental risk and bank lending. London: VoxEU, CEPR Policy Portal.
  - Gao, Mingze; Huang, Yunying; Ongena, Steven; Wu, Eliza (2023). Banking on knowledge: Technology expertise and loan costs. London: VoxEU, CEPR Policy Portal.
  - Braggion, Fabio; Von Meyerinck, Felix; Schaub, Nic; Weber, Michael (2023). The long-term effects of inflation on inflation expectations. London: VoxEU, CEPR Policy Portal.
  - Braggion, Fabio; von Meyerinck, Felix; Schaub, Nic; Weber, Michael (2023). The long-term effects of inflation on inflation expectations. Vienna: SUERF - The European Money and Finance Forum.
  - Braggion, Fabio; von Meyerinck, Felix; Schaub, Nic; Weber, Michael (2023). The Long-term Effects of Inflation on Inflation Expectations. Chicago: Becker Friedman Institute.
  - Collard, Fabrice; Habib, Michel; Panizza, Ugo; Rochet, Jean-Charles (2023). Assessing Debt Sustainability in the Euro Area. cepr.org: VoxEU, CEPR Policy Portal.
- Working Paper
  - Battiston, Stefano; Monasterolo, Irene; Montone, Maurizio (2023). Technological greenness and long-run performance. SSRN 4639787, University of Zurich.
  - Tanner, Carmen; Witt, Nicole (2023). The Many Facets of Workplace Moral Courage: Development and Validation of a Multidimensional Scale. SSRN 4670864, University of Zurich.
  - Paolella, Marc; Polak, Pawel; Walker, Patrick S (2023). Risk Parity Portfolio Optimization under Heavy-Tailed Returns and Time-Varying Volatility. SSRN 4652551, University of Zurich.
  - Tanner, Carmen; Groos, Ann-Sophie (2023). A Cybernetic Perspective on Escalation: Lessons from the Volkswagen Emissions Scandal. SSRN 4191411, University of Zurich.
  - Alessi, Lucia; Battiston, Stefano (2023). Taxonomy-alignment and transition risk: a country-level approach. JRC Working Papers in Economics and Finance JRC135889, University of Zurich.
  - Bressan, Giacomo; Duranovic, Anja; Monasterolo, Irene; Battiston, Stefano (2023). Asset-level assessment of climate physical risk matters for adaptation finance. SSRN 4062275, University of Zurich.
  - Cooper, Ian Anthony; Nyborg, Kjell G (2023). LBO Valuation Using Flows to Equity. Swiss Finance Institute Research Paper 23-74, University of Zurich.
  - Katsarov, Johannes; Schmocker, David; Tanner, Carmen; Christen, Markus (2023). Moral Sensitivity Training - A Systematic Review. SSRN 4551778, University of Zurich.
  - Nyborg, Kjell G; Woschitz, Jiri (2023). The price of money: The reserves convertibility premium over the term structure. CEPR Discussion Papers 18371, University of Zurich.
  - Hoepner, Andreas G F; Klausmann, Johannes; Leippold, Markus; Rillaerts, Jordy (2023). Beyond climate: the impact of biodiversity, water, and pollution on the CDS term structure. Swiss Finance Institute Research Paper 23-10, Swiss Finance Institute.
  - Kölbel, Julian; Zeisberger, Stefan; Heeb, Florian; Paetzold, Falko (2023). Do Investors Care About Impact?. SSRN 3765659, University of Zurich.
  - Albertazzi, Ugo; Bottero, Margherita; Gambacorta, Leonardo; Ongena, Steven (2023). Asymmetric information and the securitization of SME loans. Swiss Finance Institute Research Paper 21-13, Swiss Finance Institute.
  - Doskov, Nikolay; Hens, Thorsten; Schenk-Hoppe, Klaus Reiner (2023). Strategic complementarity and substitutability of investment strategies. Swiss Finance Institute Research Paper 22-04, University of Zurich.
  - Braggion, Fabio; Von Meyerinck, Felix; Schaub, Nic; Weber, Michael (2023). The long-term effects of inflation on inflation expectations. Chicago Booth Paper 23-13, University of Zurich.
  - Kubler, Felix; Scheidegger, Simon (2023). Uniformly self-justified equilibria. SSRN 3995209.
  - Ceccarelli, Marco; Herpfer, Christoph; Ongena, Steven (2023). Gender, performance, and promotion in the labor market for commercial bankers. Swiss Finance Institute Research Paper 23-23, Swiss Finance Institute.
  - Huang, Jiyuan; Östberg, Per (2023). Difference-in-differences with Economic Factors and the Case of Housing Returns. Swiss Finance Institute Research Paper 23-55, University of Zurich.
  - Orlov, Vitaly; Ramelli, Stefano; Wagner, Alexander (2023). Revealed Beliefs about Responsible Investing: Evidence from Mutual Fund Managers. Swiss Finance Institute Research Paper 22-98, University of Zurich.
  - Coculescu, Delia; Pham, Huyen; Motte, Mederic (2023). Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation. ArXiv.org 2306.16553, Cornell University.
  - Pohl, Stefan; Pursiainen, Vesa (2023). The Role of Stock Indices in Analyst Career Outcomes and Stock Recommendations. Swiss Finance Institute Research Paper 23-50, University of Zurich.
  - Barjašić, Irena; Battiston, Stefano; Zlatić, Vinko (2023). Credit Valuation Adjustment in Financial Networks. ArXiv.org 2305.16434, University of Zurich.
  - Iwata, Tsuyoshi; Weibel, Marc (2023). A Factor-Tilt Approach to ESG Investing. SSRN 4456943, University of Zurich.
  - Mão-de-Ferro, Ana; Ramelli, Stefano (2023). Inflation, the corporate greed narrative, and the value of corporate social responsibility. Swiss Finance Institute Research Paper 23-06, University of Zurich.
  - Filipovic, Zoran; Wagner, Alexander (2023). The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune. Swiss Finance Institute Research Paper 19-03, University of Zurich.
  - Wagner, Alexander; Deng, Ming; Leippold, Markus; Wang, Qian (2023). War and Policy: Investor Expectations on the Net-Zero Transition. Swiss Finance Institute Research Paper 22-29, University of Zurich.
  - Folini, Doris; Friedl, Aleksandra; Kübler, Felix; Scheidegger, Simon (2023). The climate in climate economics. SSRN 3885021.
  - Ulrych, Urban; Cirulli, Antonello; Kobak, Michal (2023). Portfolio Construction with Hierarchical Momentum. SSRN 4125072, University of Zurich.
  - Hediger, Simon; Näf, Jeffrey; Wolf, Michael (2023). R-NL: covariance matrix estimation for elliptical distributions based on nonlinear shrinkage. ArXiv.org 2210.14854, Cornell University.
  - Brumm, Johannes; Feng, Xiangyu; Kotlikoff, Laurence J; Kubler, Felix (2023). When interest rates go low, should public debt go high?. NBER Working Paper Series 28951, National Bureau of Economic Research (NBER).
  - Basten, Christoph; Juelsrud, Ragnar (2023). Cross-Selling in Bank Household Relationships: Implications for Deposit Pricing, Loan Pricing, and Monetary Policy. Swiss Finance Institute Research Paper 22-65, University of Zurich.
  - Yang, Hanlin (2023). Behavioral Anomalies in Cryptocurrency Markets. SSRN 3174421, University of Zurich.
  - Kotlikoff, Laurence J; Kubler, Felix; Polbin, Andrey; Scheidegger, Simon (2023). Can today's and tomorrow's world uniformly gain from carbon taxation?. NBER Working Paper Series 29224, National Bureau of Economic Research (NBER).
  - Kabas, Gazi; Roszbach, Kasper (2023). The price of leverage: learning from the effect of LTV constraints on job search and wages. SSRN 3835232, University of Zurich.
  - Briere, Marie; Ramelli, Stefano (2023). Green Sentiment, Stock Returns, and Corporate Behavior. SSRN 3850923, University of Zurich.
  - Garel, Alexandre; Romec, Arthur; Sautner, Zacharias; Wagner, Alexander (2023). Do Investors Care About Biodiversity?. Swiss Finance Institute Research Paper 23-10, University of Zurich.
  - De Nard, Gianluca; Zhao, Zhao (2023). Using, Taming or Avoiding the Factor Zoo? A Double-Shrinkage Estimator for Covariance Matrices. SSRN 3914867, University of Zurich.
  - Yang, Yucheng (2023). Redistributive Inflation and Optimal Monetary Policy. SSRN 4275770, University of Zurich.
  - Toczynski, Jan (2023). Spend or invest? Analyzing MPC heterogeneity across three stimulus programs. Swiss Finance Institute Research Paper 23-57, Swiss Finance Institute.
  - Chesney, Marc; Lambillon, Adrien-Paul (2023). How green is ‘dark green’? An analysis of SFDR Article 9 funds. SSRN 4366889.
  - Basten, Christoph; Kukk, Merike; Toczynski, Jan (2023). Beyond the headline: how personal inflation exposure shapes households’ financial choices. Swiss Finance Institute Research Paper 23-15, Swiss Finance Institute.
  - Habib, Michel; Peng, Yushi; Wang, Yanjie; Wang, Zexi (2023). The Implementation of Central Bank Policy in China: The Roles of Commercial Bank Ownership and CEO Faction Membership. CEPR Discussion Papers 17918, University of Zurich.
  - Puschmann, Thomas; Huang-Sui, Marine (2023). A taxonomy for Decentralized Finance. SSRN 4360067.
  - Kölbel, Julian; Lambillon, Adrien-Paul (2023). Who Pays for Sustainability? An Analysis of Sustainability-Linked Bonds. Swiss Finance Institute Research Paper 23-07, University of Zurich.
  - Ulrych, Urban; Polak, Pawel (2023). Dynamic Currency Hedging with Non-Gaussianity and Ambiguity. Swiss Finance Institute Research Paper 21-60, University of Zurich.
  - Cerqueiro, Geraldo; Mão-de-Ferro, Ana; Penas, María Fabiana (2023). Political uncertainty and the geographic allocation of credit: evidence from small businesses. TILEC Discussion Paper DP 2020-00, University of Zurich.
  - Leippold, Markus (2023). Sentiment spin: attacking financial sentiment with GPT-3. Swiss Finance Institute Research Paper 23-11, Swiss Finance Institut.
  - Büchel, Berno; Mechtenberg, Lydia; Wagner, Alexander (2023). When do proxy advisors improve corporate decisions?. Swiss Finance Institute Research Paper 22-47, University of Zurich.
  - Wagner, Alexander; Wenk, Christoph (2023). Say-on-Pay and Shareholder Value: The Tension between Agency and Hold-up. Swiss Finance Institute Research Paper 11-12, University of Zurich.
  - Hens, Thorsten; Ding-Hirschfeld, Mei (2023). Personality Traits and Investment Styles. Swiss Finance Institute Research Paper 22-16, University of Zurich.
  - D'Ercole, Francesco; Wagner, Alexander F (2023). Green Stocks and the 2023 Banking Crisis. Swiss Finance Institute Research Paper 23-58, University of Zurich.
2022
- Conference or Workshop item
  - Leippold, Markus; Hershcovich, Daniel; Bingler, Julia Anna; Kraus, Mathias; Webersinke, Nicolas (2022). Towards Climate Awareness in NLP Research. In: Empirical Methods in Natural Language Processing (EMNLP), Abu Dhabi, 7 December 2022 - 11 December 2022. Association for Computational Linguistics, 2480-2494.
  - Leippold, Markus; Bingler, Julia Anna; Kraus, Mathias; Webersinke, Nicolas (2022). ClimateBert: A pretrained language model for climate-related text. In: AAAI Fall Symposium 2022, Arlington, Virginia, 17 November 2022 - 19 November 2022.
- Dissertation
  - Erbe, Robert Karl. Three essays in empirical finance. 2022, University of Zurich, Faculty of Economics.
  - Smirnow, Alexander. Risk Measures and their Applications in Quantitative Finance. 2022, University of Zurich, Faculty of Economics.
  - Hofland, Sean. New Approaches to Modelling Individual Decisions under Uncertainty. 2022, University of Zurich, Faculty of Economics.
  - Eugster, Patrick. Forecasting with Technical and Sentiment Analysis. 2022, University of Zurich, Faculty of Economics.
  - Pelli, Michele. Essays on Unconventional Central Bank Policies. 2022, University of Zurich, Faculty of Economics.
  - Hediger, Simon. New methods for testing, prediction, and estimation with applications to finance. 2022, University of Zurich, Faculty of Economics.
  - Heeb, Florian. Three Essays on the Impact of Sustainable Investing. 2022, University of Zurich, Faculty of Economics.
  - Demasi, Ramona. Bridging Corporate Social Responsibility and Individual Well- and Ill-Being: A Micro-Level Perspective. 2022, University of Zurich, Faculty of Economics.
  - Ulrych, Urban. Applications of statistical learning in quantitative finance. 2022, University of Zurich, Faculty of Economics.
- Edited Scientific Work
  - Edited by: Nikeghbali, Ashkan; Pardalos, Panos M; Raigorodskii, Andrei M; Rassias, Michael Th (2022). Cham: Springer. High-Dimensional Optimization and Probability : With a View Towards Data Science.
- Published Research Report
  - Ryf, Stefan; Siegenthaler, Perina; Fasnacht, Daniel; Fichter, Christian (2022). Lieferkettenprobleme und Fachkräftemangel: Die Zukunftsaussichten von Schweizer Unternehmen verdüstern sich: Ergebnisbericht. Zurich: NZZ & Kalaidos University of Applied Science.
- Scientific Publication in Electronic Form
  - Benincasa, Emanuela; Kabas, Gazi; Ongena, Steven (2022). Lending in a landscape of uncoordinated climate policies. : The Banker.
  - Fasnacht, Daniel (2022). Internationale Verflechtung: Garant für Frieden und Wachstum? : Wie Schweizer Unternehmen in unsicheren Zeiten die Zukunft sehen. Zürich: Kalaidos Fachhochschule - die Hochschule für Berufstätige.
  - Chesney, Marc (2022). Krieg in der Ukraine: Das Undenkbare denken?. SSUI: Infosperber.ch.

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