| 2018 |
Borrowing Constraints, Home Ownership and Housing Choice: Evidence from Intra-Family Wealth Transfers
K. Blickle, M. Brown
Journal of Money, Credit and Banking (forthcoming). |
Regional Inflation, Financial Integration and Dollarization
M. Brown, R. De Haas, V. Sokolov
Review of Finance, Vol. 22(6), October 2018, 2073–2108. |
Financial Advice and Bank Profits
D. Hoechle, S. Ruenzi, N. Schaub, M. Schmid
Review of Financial Studies, Vol. 31(11), 2018, 4447-4492. |
Settling the Staggered Board Debate
Y. Amihud, M. Schmid, S. Davidoff Solomon
University of Pennsylvania Law Review, Vol. 166(6), 2018, 1475-1510. |
| 2017 |
Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance
Z. Adams, R. Füss, T. Glück
Journal of Banking and Finance, Vol. 84(11), 2017, 9-24. |
A Simple Estimation of Bid‐Ask Spreads from Daily Close, High, and Low Prices
F. Abdi, A. Ranaldo
The Review of Financial Studies, Vol. 30(12), December 2017, 4437–4480. |
The Impact of Financial Advice on Trade Performance and Behavioral Biases
D. Hoechle, S. Ruenzi, M. Schmid, N. Schaub
Review of Finance, Vol. 21(2), 2017, 871-910. |
Individual Investor Activity and Performance
M. Dahlquist J. Vicente Martinez, P. Söderlind
The Review of Financial Studies, Vol. 30(3), March 2017, 866–899. |
| 2016 |
Competing with Superstars
M. Ammann, P. Horsch, D. Oesch
Management Science, Volume 62, 10 (2016), 2765-3084.
|
Understanding Bank-Run Contagion
M. Brown, S. T. Trautmann, R. Vlahu
Management Science, 63(7), 2016, 2272-2282. |
The Threat of Exclusion and Implicit Contracting
M. Brown, M. Serra-Garcia
Management Science, 63 (12), 2016, 4081-4100. |
Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide
F. Weigert
Review of Asset Pricing Studies 6(1), 2016, 135-178. |
Changing Risk Perception and the Time-Varying Price of Risk
R. Füss, T. Gehrig, P. Rindler
Review of Finance, Vol. 20(4), July 2016, 1549–1585. |
Is Director Industry Experience Valuable?
F. von Meyerinck, D. Oesch, M. Schmid
Financial Management, Vol. 45(1), Spring 2016, 207-237. |
The Euro Interbank Repo Market
L. Mancini, A. Ranaldo, J. Wrampelmeyer
The Review of Financial Studies, Vol. 29(7), July 2016, 1747-1779. |
| 2015 |
Microfinance Banks and Financial Inclusion
M. Brown, B. Guin, K. Kirschenmann
Review of Finance, 2015, 1-40. |
Electricity Derivatives Pricing with Forward-Looking Information
R. Füss, S. Mahringer, M. Prokopczuk
Journal of Economic Dynamics and Control, Vol. 58, 2015, 34-57. |
Understanding FX Liquidity
N. Karnaukh, A. Ranaldo, P. Söderlind
The Review of Financial Studies, 28(11), 2015, 3073-3108. |
| 2014 |
Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach
Z. Adams, R. Füss, R. Gropp
Journal of Financial and Quantitative Analysis, Vol. 49(3), 2014, 575-598. |
A Jackknife-Type Estimator for Portfolio Revision
R. Füss, F. Miebs, F. Trübenbach
Journal of Banking and Finance, Vol. 43(6), 2014, 14-28. |
Understanding Bank-Run Contagion.
M. Brown, S. Trautmann, R. Vlahu
Management Science
ECB Working Paper No. 1711, May 2014. |
| 2013 |
Product Market Competition, Corporate Governance, and Firm Value: Evidence from the EU-Area.
M. Ammann, S. Odoni, D. Oesch
European Financial Management, 19(3), 2013, 452-469. |
Variance Risk Premiums in Foreign Exchange Markets.
M. Ammann, R. Buesser
Journal of Empirical Finance 2013 (23), 16-32. |
Firms as liquidity providers: Evidence from the 2007-2008 financial crisis.
E. Garcia-Appendini, J. Montoriol-Garriga
Journal of Financial Economics 109 (2013), Nr. 1, 272-291. |
Hedge Fund Liquidity and Performance: Evidence from the Financial Crisis.
N. Schaub, M. Schmid
Journal of Banking and Finance 37(3), 671-692. |
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
L. Mancini, A. Ranaldo, J. Wrampelmeyer
Journal of Finance, Vol. 68(5), 1805-1841. |
Intraday Patterns in FX Returns & Order Flow
F. Breedon, A. Ranaldo
Journal of Money, Credit & Banking, Vol. 45(5), 953-965. |
| 2012 |
An Alternative Three-factor Model for International Markets: Evidence from the European Monetary Union
M. Ammann, S. Odoni, D. Oesch
Journal of Banking and Finance, 36, 1857-1864. |
Risk Management, Corporate Governance, and Bank Performance in the Financial Crisis
V. Aebi, G. Sabato, M. Schmid
Journal of Banking and Finance 36, 3213-3226. |
How Much of the Diversification Discount Can be Explained by Poor Corporate Governance?
D. Hoechle, M. Schmid, I. Walter, D. Yermack
Journal of Financial Economics 103, 41-60. |
| 2011 |
Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty
P. Söderlind
International Journal of Central Banking, 7, 113-133. |
The Time-Varying Systematic Risk of Carry Trade Strategies
C. Christiansen, A. Ranaldo, P. Söderlind
Journal of Financial & Quantitative Analysis 46(4), 1107-1125. |
| 2010 |
What Drives the Performance of Convertible-Bond Funds?
M. Ammann, A.H. Kind, R. Seiz
Journal of Banking and Finance, 34, 2600-2613. |
Capitalizing on Partisan Politics: The Political Economy of Sector-Specific Redistribution in Germany
M. Bechtel, Roland Füss
Journal of Money, Credit and Banking, Vol. 42 , No. 2-3, 203-235. |
Safe Haven Currencies
A. Ranaldo, P. Söderlind
Review of Finance, 10, 385-407. |
| 2009 |
Do Financial Conglomerates Create or Destroy Economic Value?
M. Schmid, I. Walter
Journal of Financial Intermediation 18, 193-216. |
| 2006 |
Is there Evidence of Pessimism and Doubt in Subjective Distributions? Implications for the Equity Premium Puzzle.
P. Giordani, P. Söderlind
Journal of Economic Dynamics and Control, 30, 1027-1043, 2006. |
| 2004 |
Order Aggressiveness in Limit Order Book Markets
A. Ranaldo
Journal of Financial Markets 7(1), 53-74. |
| 1999 |
Evaluating Portfolio Performance with Stochastic Discount Factors
M. Dahlquist, P. Söderlind
Journal of Business, 72(3), 347-384. |