“Liquidity Risk, Return Predictability and Hedge Fund Performance: An Empirical Study”, with S. Wang, Journal of Financial and Quantitative Analysis, volume 48, issue 01, pp. 219-244,2013.
“Preferences for Truthfulness: Heterogeneity among and within Individuals”, with C. Tanner and Alexander Wagner, American Economic Review. 103(1: 532–548, 2013).
“Prefrontal connec tions express individual differences in intrinsic resistance to trading off honesty values against economic benefits”, with Azade Seid-Fatemi, Yosuke Morishima, Felix Heise, Carmen Tanner, Alexander F. Wagner and Philippe N. Tobler, Scientific Report, 20 September 2016.
“Reinsurance or Securitization: The Case of Natural Catastrophe Risk”, with Michel A. Habib and Alexandre Ziegler , Journal of Mathematical Economics, Volume 53, August 2014, Pages 79–100, 2014.
“Preferences for Truthfulness: Heterogeneity Among and Within Individuals, American Economic Review”, with Carmen Tanner and Alexander F. Wagner: 103(1): 1–18, 2013. (TEDx Talks Video on Some Truths About Honesty)
“Liquidity Risk, Return Predictability and Hedge Funds’ Performance: An Empirical Study”, with Songtao Wang, Journal of Financial and Quantitative Analysis, volume 48, issue 01, pp. 219-244,2013.
Professor Tony Berrada
“Asset pricing with beliefs-dependent risk aversion and learning ” with J. Detemple and M. Rindisbacher, Journal of Financial Economics, forthcoming.
“Variance After-effects Bias Risk Perception in Humans”, with B. Balleine, E. Payzan-LeNestour and J. Pearson, Current Biology, 2016, vol. 16, Nr 11.
”Beta Arbitrage Strategies: when do they work, and why?”, with R. Messikh, G. Oderda and O. Pictet, Quantitative Finance, 2015, vol. 15, Nr 2.
“Incomplete Information, Idiosyncratic Volatility and Stock Returns” with J. Hugonnier, Journal of Banking and Finance, 2013, vol. 37, Nr 3.
“Bounded Rationality and Asset Pricing with Intermediate Consumption” Review of Finance, 2009, vol.13, Nr 4.
Professor Ines Chaieb
“Do implicit barriers matter for globalization”, with Francesca Carrieri and Vihang Errunza. Review of Financial Studies, Vol. 26, No. 7, 2013: 1694-1739.
Professor Harald Hau
“What Does a Bank’s Payroll Reveal About its Risk-Taking?” By Matthias Efing, Professor of Finance at HEC Paris, Harald Hau, Swiss Finance Institute Professor of Finance at the University of Geneva & Patrick Kampkötter, Professor of Managerial Accounting at the University of Tübingen, International Banker, April 10th, 2017. Read more
“Structured Debt Ratings: Evidence on Conflicts of Interest” with M. Efing , forthcoming, Journal of Financial Economics.
“Real Effects of Stock Underpricing”, with S. Lai, Journal of Financial Economics Vol. 108, 2013, 392-408.
“Global versus Local Asset Pricing: A New Test of Market Integration”, Review of Financial Studies, Vol , Vol. 24(12) (2011), 3891-3940. 24(12 (2011, 3891-3940.
“The Role of Equity Funds in the Financial Crisis Propagation”, Review of Finance, forthcoming, (with Sandy Lai)
“Asset Allocation and Monetary Policy: Evidence from the Eurozone”, 2016, Journal of Financial Economics, Vol. 120(2), 309-329, (with Sandy Lai)
“Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German and Swiss Banks”, Journal of International Economics, (2015), Vol. 96, S123-S140, (with Matthias Efing, Patrick Kampkötter, Johannes Steinbrecher)
“Structured Debt Ratings: Evidence on Conflicts of Interest” , Journal of Financial Economics, (2015), Vol. 116, 46-60, (with Matthias Efing)
“Dealer Intermediation Between Market”, Journal of the European Economic Association, (2015), Vol. 13(5), 770-804, (with Peter Dunne and Michael Moore)
“The Exchange Rate Effect of Multi-Currency Arbitrage”, Journal of International Money and Finance, (2014), Vol. 47, 304-331.
“Banks’ Ratings: What Determines their Quality?”, Economic Policy, (2013), Vol. 28(74), 289-333, (with Sam Langfield and David Marques-Ibanes)
“Global versus Local Asset Pricing: A Speculation Based Test of Market Integration”, Review of Financial Studies, (2011), Vol. 24(12), 3891-3940
Professor Martin Hoesli
“Measuring house price bubbles”, forthcoming, Real Estate Economics, with Bourassa, S.C. and Oikarinen, E.
“Is financial regulation good or bad for real estate companies? An event study”, forthcoming, Journal of Real Estate Finance and Economics, with Milcheva, S. and Moss, A.
“U.S. metropolitan house price dynamics”, 2018, Journal of Urban Economics, 105, pp. 54-69, with Oikarinen, E., Bourassa, S.C. and Engblom, J.
“Contagion channels between real estate and financial markets”, 2015, Real Estate Economics, 43, pp. 101-138, with Reka, K.
“Are REITs real estate? Evidence from international sector level data”, 2012, Journal of International Money and Finance, 31, pp. 1823-1850, with Oikarinen, E.
Professor Philipp Krüger
“Corporate Goodness and Shareholder Wealth”, Journal of Financial Economics, vol. 115, issue 2, pages 304-329, 2015.
“The WACC Fallacy: The Real Effects of Using a Unique Discount Rate“, Journal of Finance, forthcoming.
Professor Olivier Scaillet
Time -Varying Risk Premium in large corss-soctional equity datasets, with P. Gagliardinia and E Ossolab, Econometrica, 2015, forthcoming.
“Nonparametric instrumental variable estimators of quantile structural effects”, with P. Gagliardini, Econometrica, 80, 1533-1562. 2012.
“Technical trading revisited: persistence tests, transaction costs, and false discoveries”, with P. Bajgrowicz, Journal of Financial Economics, 106, 473-491, 2012.
“Pricing American options under stochastic volatility and stochastic interest rates”, with A. Medvedev, Journal of Financial Economics, 98, 145-159, 2010