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De Nard, Gianluca; Engle, Robert F; Kelly, Bryan (2024). Factor-mimicking portfolios for climate risk. Financial Analysts Journal, 80(3):37-58.

Cronqvist, Henrik; Ladika, Tomislav; Pazaj, Elisa; Sautner, Zacharias (2024). Limited attention to detail in financial markets: Evidence from reduced-form and structural estimation. Journal of Financial Economics, 154:103811.

Chen, Hui; Wenning, Alexander (2024). Higher-Order Beliefs, Market-Based Incentives, and Information Quality. European Accounting Review, 33(2):569-587.

Gropp, Reint; Mosk, Thomas; Ongena, Steven; Simac, Ines; Wix, Carlo (2024). Supranational Rules, National Discretion: Increasing versus Inflating Regulatory Bank Capital? Journal of Financial and Quantitative Analysis, 59(2):830-862.

Schultheiss, Tobias; Backes-Gellner, Uschi (2024). Does updating education curricula accelerate technology adoption in the workplace? Evidence from dual vocational education and training curricula in Switzerland. Journal of Technology Transfer, 49(1):191-235.


Gibson Brandon, Rajna; Sohn, Matthias; Tanner, Carmen; Wagner, Alexander F (2023). Earnings Management and the Role of Moral Values in Investing. European Accounting Review:Epub ahead of print.

Newton, David P; Ongena, Steven; Xie, Ru; Zhao, Binru (2023). Firm ESG reputation risk and debt choice. European financial management:Epub ahead of print.

Weingärtner, Tim; Fasser, Fabian; Reis Sá da Costa, Pedro; Farkas, Walter (2023). Deciphering DeFi: A Comprehensive Analysis and Visualization of Risks in Decentralized Finance. Journal of Risk and Financial Management, 16(10):454.

Nistor, Simona; Ongena, Steven (2023). The Impact of Policy Interventions on Systemic Risk across Banks. Journal of Financial Services Research, 64(2):155-206.

Walo, Simon (2023). ‘Bullshit’ After All? Why People Consider Their Jobs Socially Useless. Work, Employment and Society, 37(5):1123-1146.

Doerr, Sebastian; Kabaş, Gazi; Ongena, Steven (2023). Population Aging and Bank Risk-Taking. Journal of Financial and Quantitative Analysis:1-25.

Eugster, Patrick; Uhl, Matthias W (2023). Technical analysis: Novel insights on contrarian trading. European financial management, 29(4):1160-1190.

Sautner, Zacharias; Van Lent, Laurence; Vilkov, Grigory; Zhang, Ruishen (2023). Firm‐level climate change exposure. Journal of Finance, 78(3):1449-1498.

Akyildirim, Erdinc; Corbet, Shaen; Tiniç, Murat; Sensoy, Ahmet (2023). Adverse selection in cryptocurrency markets. The journal of financial research, 46(2):497-546.

Piskorec, Matija; James Murphy, Ben Domenic; Rüegsegger, Florian; Niya, Sina Rafati; Tessone, Claudio J (2023). Bow-tie structure of the Polkadot transfer network. In: 2023 IEEE International Conference on Blockchain and Cryptocurrency (ICBC), Dubai, United Arab Emirates, 1 May 2023 - 5 May 2023. Institute of Electrical and Electronics Engineers, 10174939.

Efing, Matthias; Hau, Harald; Kampkötter, Patrick; Rochet, Jean-Charles (2023). Bank bonus pay as a risk sharing contract. Review of Financial Studies, 36(1):235-280.

Akyildirim, Erdinc; Nguyen, Duc Khuong; Sensoy, Ahmet; Sikic, Mario (2023). Forecasting high‐frequency excess stock returns via data analytics and machine learning. European financial management, 29(1):22-75.

Niya, Sina Rafati; Mesić, Ivana; Anagnostou, Georgios; Brunini, Gabriele; Tessone, Claudio J (2023). A First Analytics Approach to Cardano. In: IEEE International Conference on Blockchain and Cryptocurrency (ICBC), Dubai, United Arab Emirates, 1 May 2023 - 5 May 2023. Institute of Electrical and Electronics Engineers, 10174896.

Qi, Shusen; Hui, Kent Ngan-Cheung; Ongena, Steven (2023). Inter-industry FDI spillovers from foreign banks: Evidence in transition economies. Financial Management, 52(1):97-126.


Doerr, Sebastian; Gissler, Stefan; Peydró, José-Luis; Voth, Hans-Joachim (2022). Financial crises and political radicalization: how failing banks paved Hitler's path to power. Journal of Finance, 77(6):3339-3372.

Rehbein, Oliver; Ongena, Steven (2022). Flooded through the back door: The role of bank capital in local shock spillovers. Journal of Financial and Quantitative Analysis, 57(7):2627-2658.

Zeisberger, Stefan (2022). Do People Care about Loss Probabilities? Journal of Risk and Uncertainty, 65:185-213.

Hens, Thorsten; Schnetzer, Michael (2022). Evolutionary Finance for Multi-Asset Investors. Financial Analysts Journal, 78(3):115-127.

Alos-Ferrer, Carlos; Garagnani, Michele (2022). Strength of preference and decisions under risk. Journal of Risk and Uncertainty, 64(3):309-329.

Oesch, David; Urban, Felix (2022). The effect of international subsidiaries on voluntary disclosure - evidence from natural disasters. Accounting and Business Research, 52(3):223-253.

Peng, Yushi; Ioannidou, Vasso; Pavanini, Nicola (2022). Collateral and Asymmetric Information in Lending Markets. Journal of Financial Economics, 144(1):93-121.

Schlegel, Tobias; Pfister, Curdin; Harhoff, Dietmar; Backes-Gellner, Uschi (2022). Innovation Effects of Universities of Applied Sciences: an Assessment of Regional Heterogeneity. Journal of Technology Transfer, 47(1):63-118.

Delis, Manthos D; Hasan, Iftekhar; Iosifidi, Maria; Ongena, Steven (2022). Gender, Credit, and Firm Outcomes. Journal of Financial and Quantitative Analysis, 57(1):359-389.

Hens, Thorsten; Schnetzer, Michael (2022). Evolutionary finance for multi-asset investors. Swiss Finance Institute Research Paper 22-05, University of Zurich.

Hummel, Katrin; Szekely, Manuel (2022). Disclosure on the Sustainable Development Goals – Evidence from Europe. Accounting in Europe, 19(1):152-189.

Battiston, Stefano; Bressan, Giacomo; Monasterolo, Irene (2022). Sustainable investing and climate transition risk: a portfolio rebalancing approach. The Journal of Portfolio Management, 48(10):165-192.


Nyborg, Kjell G; Wang, Zexi (2021). The Effect of Stock Liquidity on Cash Holdings: The Repurchase Motiv. Journal of Financial Economics, 142(2):905-927.

Altavilla, Carlo; Boucinha, Miguel; Holton, Sarah; Ongena, Steven (2021). Credit Supply and Demand in Unconventional Times. Journal of Money, Credit and Banking, 53(8):2071-2098.

Alós-Ferrer, Carlos; Jaudas, Alexander; Ritschel, Alexander (2021). Effortful Bayesian updating: a pupil-dilation study. Journal of Risk and Uncertainty, 63(1):81-102.

Falkinger, Josef; Habib, Michel A (2021). Managerial Discretion and Shareholder Capital at Risk. Journal of Business Finance and Accounting, 48(7-8):1215-1245.

Bonfim, Diana; Nogueira, Gil; Ongena, Steven (2021). “Sorry, We're Closed” Bank Branch Closures, Loan Pricing, and Information Asymmetries. Review of Finance, 25(4):1211-1259.

Cremers, Martijn; Pareek, Ankur; Sautner, Zacharias (2021). Short-term institutions, analyst recommendations, and mispricing: The role of higher order beliefs. Journal of Accounting Research, 59(3):911-958.

Braggion, Fabio; Dwarkasing, Mintra; Ongena, Steven (2021). Household Inequality, Entrepreneurial Dynamism, and Corporate Financing. Review of Financial Studies, 34(5):2448-2507.

Zweifel, Peter (2021). Bridging the gap between risk and uncertainty in insurance. Geneva Papers on Risk and Insurance, 46(2):200-213.

Farkas, Walter; Mathys, Ludovic; Vasiljevic, Nikola (2021). Intra‐Horizon expected shortfall and risk structure in models with jumps. Mathematical Finance, 31(2):772-823.

Kolaric, Sascha; Kiesel, Florian; Ongena, Steven (2021). Market Discipline through Credit Ratings and Too‐Big‐to‐Fail in Banking. Journal of Money, Credit and Banking, 53(2-3):367-400.

Arnold, Marc; Schütte, Dustin; Wagner, Alexander (2021). Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure. European financial management, 27(2):287-325.

Mittelbach-Hörmanseder, Stéphanie; Hummel, Katrin; Rammerstorfer, Margarethe (2021). The information content of corporate social responsibility disclosure in Europe: an institutional perspective. European Accounting Review, 30(2):309-348.

Ilhan, Emirhan; Sautner, Zacharias; Vilkov, Grigory (2021). Carbon tail risk. Review of Financial Studies, 34(3):1540-1571.

Eugster, Florian; Wagner, Alexander F (2021). Earning Investor Trust: The Role of Past Earnings Management. Journal of Business Finance and Accounting, 48(1-2):269-307.

Hummel, Katrin; Laun, Ute; Krauss, Annette (2021). Management of environmental and social risks and topics in the banking sector - An empirical investigation. The British Accounting Review, 53(1):100921.

Becker, Albrecht; Pedell, Burkhard; Pfaff, Dieter (2021). Management accounting developments in German-speaking countries: an overview and editorial reflections. Journal of Accounting and Organizational Change, 17(4):457-470.


Rasche, Andreas; Seidl, David (2020). A Luhmannian perspective on strategy: strategy as paradox and meta-communication. Critical Perspectives on Accounting, 73:101984.

Roberts, John; Sanderson, Paul; Seidl, David; Krivokapic, Antonije (2020). The UK corporate governance code principle of ‘gomply or explain’: Understanding code compliance as ‘subjection’. Abacus, 56(4):602-626.

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.

Eugster, Florian; Wagner, Alexander F (2020). Value Reporting and Firm Performance. Journal of International Accounting, Auditing and Taxation, 40:100319.

Adams‐Prassl, Abi; Boneva, Teodora; Golin, Marta; Rauh, Christopher (2020). Furloughing. Fiscal Studies, 41(3):591-622.

Garcia-Appendini, Emilia; Montoriol-Garriga, Judit (2020). Trade credit use as firms approach default. Journal of Money, Credit and Banking, 52(5):1199-1229.

Bignozzi, Valeria; Burzoni, Matteo; Munari, Cosimo (2020). Risk measures based on benchmark loss distributions. Journal of Risk and Insurance, 87(2):437-475.

Li, Sheng-Nan; Yang, Zhao; Tessone, Claudio J (2020). Mining blocks in a row: a statistical study of fairness in Bitcoin mining. In: 2020 IEEE International Conference on Blockchain and Cryptocurrency (ICBC), Toronto, 2 May 2020 - 6 May 2020, IEEE.

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.

Ongena, Steven; Qi, Shusen (2020). Fuel the engine: bank credit and firm innovation. Journal of Financial Services Research, 57:115-147.

Göx, Robert F; Hemmer, Thomas (2020). On the relation between managerial power and CEO Pay. Journal of Accounting and Economics, 69(2-3):101300.

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.

Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Woesthoff, Mathis-Hendrik (2020). Escaping the Backtesting Illusion. The 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.

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.

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.

Reppen, A Max; Soner, Halil Mete; Rochet, Jean-Charles (2020). Optimal dividend policies with random profitability. Mathematical Finance, 30(1):228-259.

Baes, Michel; Koch-Medina, Pablo; Munari, Cosimo (2020). Existence, uniqueness, and stability of optimal payoffs of eligible assets. Mathematical Finance, 30:128-166.

Schnetzer, Michael (2020). How Good Is Tactical Asset Allocation Using Standard Indicators? The Journal of Portfolio Management, 46(6):120-134.

Martin, Gunther; Iurescia, Federica; Hof, Severin; Sorrentino, Giada (2020). Introduction. In: Martin, Gunther; Iurescia, Federica; Hof, Severin; Sorrentino, Giada. Pragmatic Approaches to Drama. Studies in Communication on the Ancient Stage. Leiden: Brill, 1-15.


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.

Knecht, Markus; Stiller, Burkhard (2019). SATOS: Storage Agnostic Tokens over Opaque and Substructural Types. In: Conference on Blockchain Technology, Zug, 24 June 2019 - 26 June 2019, IEEE.

Rötzel, Peter Gordon; Stehle, Alexander; Pedell, Burkhard; Hummel, Katrin (2019). Integrating environmental management control systems to translate environmental strategy into managerial performance. SSRN 1, University of Zurich.

Qi, Shusen; Ongena, Steven (2019). Will money talk? Firm bribery and credit access. Financial Management, 48(1):117-157.

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.

Kara, Alper; Marques-Ibanez, David; Ongena, Steven (2019). Securitization and credit quality in the European market. European financial management, 25(2):407-434.

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.

Coculescu, Delia; Delbaen, Freddy (2019). Surplus Sharing with Coherent Utility Functions. Risks, 7(1):7.

Hummel, Katrin; Pfaff, Dieter; Bisig, Benedikt (2019). Can the integration of a tax compliant transfer pricing system into the management control system be Successful? Yes, it can! Journal of Accounting and Organizational Change, 15(2):198-230.

Schnetzer, Michael (2019). Carry-Based Expected Returns for Strategic Asset Allocation. The Journal of Portfolio Management, 45(2):68-81.


Penman, Stephen; Reggiani, Francesco (2018). Fundamentals of Value versus Growth Investing and an Explanation for the Value Trap. Financial Analysts Journal, 74(4):103-119.

Bruno, Brunella; Garcia-Appendini, Emilia; Nocera, Giacomo (2018). Experience and Brokerage in Asset Markets: Evidence from Art Auctions. Financial Management, 47(4):833-864.

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.

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.

Dacorogna, Michel; Ferriero, Alessandro; Krief, David (2018). One-Year Change Methodologies for Fixed-Sum Insurance Contracts. Risks, 6(3):75.

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.

Ferri, Fabrizio; Göx, Robert F (2018). Executive compensation, corporate governance, and say on pay. Foundations and Trends in Accounting, 12(1):1-103.

Penman, Stephen H.; Reggiani, Francesco; Richardson, Scott A; Tuna, İrem (2018). A framework for identifying accounting characteristics for asset pricing models, with an evaluation of book-to-price. European financial management, 24(4):488-520.

Pohl, Walter; Schmedders, Karl; Wilms, Ole (2018). Higher order effects in asset pricing models with long-run risks. Journal of Finance, 73(3):1061-1111.

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.

Burnett, Brian; Chen, Hui; Gunny, Katherine (2018). Auditor-provided lobbying service and audit quality. Journal of Accounting, Auditing and Finance, 33(3):402-434.

Bachmann, Kremena (2018). Can advisors eliminate the outcome bias in judgements and outcome-based emotions? Review of Behavioral Finance, 10(4):336-352.


Pappas, Vasileios; Ongena, Steven; Izzeldin, Marwan; Fuertes, Ana-Maria (2017). A survival analysis of islamic and conventional banks. Journal of Financial Services Research, 51(2):221-256.

Shahid Ebrahim, M; Molyneux, Philip; Ongena, Steven (2017). Finance and development in muslim economies. Journal of Financial Services Research, 51(2):165-167.

Delis, Manthos D; Kokas, Sotiris; Ongena, Steven (2017). Bank market power and firm performance. Review of Finance, 21(1):299-326.

Dierkes, Stefan; Schäfer, Ulrich (2017). Corporate taxes, capital structure, and valuation: Combining Modigliani/Miller and Miles/Ezzell. Review of Quantitative Finance and Accounting, 48(2):363-383.

Cohn, Alain; Fehr, Ernst; Maréchal, Michel André (2017). Do professional norms in the banking industry favor risk-taking? Review of Financial Studies, 30(11):3801-3823.

Ongena, Steven; Yu, Yuejuan (2017). Firm industry affiliation and multiple bank relationships. Journal of Financial Services Research, 51(1):1-17.

Ledoit, Olivier; Wolf, Michael (2017). Nonlinear shrinkage of the covariance matrix for portfolio Selection: Markowitz Meets Goldilocks. Review of Financial Studies, 30(12):4349-4388.


McCahery, Joseph A; Sautner, Zacharias; Starks, Laura T (2016). Behind the scenes: the corporate governance preferences of institutional investors. Journal of Finance, 71(6):2905-2932.

Ongena, Steven; Popov, Alexander (2016). Gender bias and credit access. Journal of Money, Credit and Banking, 48(8):1691-1724.

Bachmann, Kremena; Hens, Thorsten (2016). Is there Swissness in investment decision behavior and investment competence? Financial markets and portfolio management, 30(3):233-275.

Fuhrer, Lucas Marc; Guggenheim, B; Schumacher, S (2016). Re‐Use of Collateral in the Repo Market. Journal of Money, Credit and Banking, 48(6):1169-1193.

Delis, Manthos D; Kokas, Sotiris; Ongena, Steven (2016). Foreign ownership and market power in banking: evidence from a world sample. Journal of Money, Credit and Banking, 48(2-3):449-483.

Basten, Christoph; Fagereng, Andreas; Telle, Kjetil (2016). Saving and Portfolio Allocation Before and After Job Loss. Journal of Money, Credit and Banking, 48(2-3):293-324.

Reinke, Raphael (2016). The Power of Banks and Governments. Accounting, Economics, and Law, 6(1):57-63.

Alós-Ferrer, Carlos; Granić, Ðura-Georg; Kern, Johannes; Wagner, Alexander K (2016). Preference reversals: time and again. Journal of Risk and Uncertainty, 52(1):65-97.

Hummel, Katrin; Schlick, Christian (2016). The Relationship between sustainability performance and sustainability disclosure – Reconciling voluntary disclosure theory and legitimacy theory. Journal of Accounting and Public Policy, 35(5):455-476.

Irani, Rustom M.; Oesch, David (2016). Analyst Coverage and Real Earnings Management: Quasi-Experimental Evidence. Journal of Financial and Quantitative Analysis, 51(02):589-627.

Cerqueiro, Geraldo; Ongena, Steven; Roszbach, Kasper (2016). Collateralization, bank loan rates, and monitoring. Journal of Finance, 71(3):1295-1322.

Conservatism. Edited by: Beckstein, Martin; Cheneval, Francis (2016). Oxford, UK: Oxford University Press.

von Meyerinck, Felix; Oesch, David; Schmid, Markus (2016). Is Director Industry Experience Valuable? Financial Management, 45(1):207-237.

Ferri, Fabrizio; Oesch, David (2016). Management influence on investors: evidence from shareholder votes on the frequency of say on pay. Contemporary Accounting Research, 33(4):1337-1374.

Henriet, Dominique; Klimenko, Nataliya; Rochet, Jean-Charles (2016). The dynamics of insurance prices. The Geneva Risk and Insurance Review, 41(1):2-18.


Hvide, Hans K; Östberg, Per (2015). Social interaction at work. Journal of Financial Economics, 117(3):628-652.

Ioannidou, Vasso; Ongena, Steven; Peydró, José-Luis (2015). Monetary policy, risk-taking and pricing: Evidence from a quasi-natural experiment. Review of Finance, 19(1):95-144.

Meins, Erika; Sager, Daniel (2015). Sustainability and risk Combining Monte Carlo simulation and DCF for Swiss residential buildings. Journal of European Real Estate Research, 8(1):66-84.

Biais, Bruno; Rochet, Jean-Charles; Woolley, Paul (2015). Dynamics of innovation and risks. Review of Financial Studies, 28(5):1353-1380.

Momente', Francesco; Reggiani, Francesco; Richardson, Scott (2015). Accruals and future performance: can it be attributed to risk? Review of Accounting Studies, 20(4):1297-1333.

Chen, Hui; Parsley, David; Yang, Ya-wen (2015). Corporate lobbying and firm performance. Journal of Business Finance and Accounting, 42(3-4):444-481.

Oesch, David; Ertimur, Yonca; Ferri, Fabrizio (2015). Does the director election system matter? Evidence from majority voting. Review of Accounting Studies, 20(1):1-41.

Bradbury, Meike A S; Hens, Thorsten; Zeisberger, Stefan (2015). Improving investment decisions with simulated experience. Review of Finance, 19(3):1019-1052.

Chen, Hui; Jeter, Debra; Yang, Ya-wen (2015). Pay-performance sensitivity before and after SOX. Journal of Accounting and Public Policy, 34(1):52-73.

Brown, Jason L; Moser, Donald V; Martin, Patrik R; Weber, Roberto A (2015). The consequences of hiring lower-wage workers in an incomplete-contract environment. The accounting review, 90(3):941-966.

Chen, Hui (2015). The effect of agency problems on optimal operating leverage and social welfare. Journal of Accounting and Public Policy, 34(3):319-331.

Chen, Hui (2015). The effect of agency problems on optimal operating leverage and social welfare. SSRN 2358670, University of Zurich.

Moog, Petra; Werner, Arndt; Houweling, Stefan; Backes-Gellner, Uschi (2015). The impact of skills, working time allocation and peer effects on the entrepreneurial intentions of scientists. Journal of Technology Transfer, 40(3):493-511.


Brown, Martin; Kirschenmann, Karolin; Ongena, Steven (2014). Bank funding, securitization, and loan terms: evidence from foreign currency lending. Journal of Money, Credit and Banking, 46(7):1501-1534.

Peters, Florian S; Wagner, Alexander F (2014). The executive turnover risk premium. Journal of Finance, 69(4):1529-1563.

Busse, Marc; Dacorogna, Michel; Kratz, Marie (2014). The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio. Risks, 2(3):260-276.

Nyborg, Kjell G; Östberg, Per (2014). Money and liquidity in financial markets. Journal of Financial Economics, 112(1):30-52.

Ongena, Steven (2014). Discussion of Presbitero, Udell and Zazzaro. Journal of Money, Credit, and Banking, 46(s1):87-91.

Leippold, Markus; Strømberg, Jacob (2014). Time-changed Levy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube. Journal of Financial Economics, 111(1):224-250.

Hoffmann, Mathias (2014). The consumption–income ratio, entrepreneurial risk, and the U.S. stock market. Journal of Money, Credit, and Banking, 46(6):1259-1292.


Zweifel, Peter (2013). Die Arbeitsteilung zwischen privater und sozialer Krankenversicherung aus ökonomischer Sicht. Zeitschrift für die gesamte Versicherungswissenschaft, 102(4):311-324.

Arping, Stefan; Sautner, Zacharias (2013). Did sox section 404 make firms less opaque? Evidence from cross-listed firms. Contemporary Accounting Research, 30(3):1133-1165.

Glaser, Markus; Lopez-De-Silanes, Florencio; Sautner, Zacharias (2013). Opening the black box: internal capital markets and managerial power. Journal of Finance, 68(4):1577-1631.

Molnár, Peter; Nyborg, Kjell G (2013). Tax-adjusted discount rates: a general formula under constant leverage ratios tax-adjusted discount rates. European financial management, 19(3):419-428.

Miller, Nolan; Wagner, Alexander F; Zeckhauser, Richard J (2013). Solomonic separation: Risk decisions as productivity indicators. Journal of Risk and Uncertainty, 46(3):265-297.

Hens, Thorsten; Reichlin, Christian (2013). Three solutions to the pricing kernel puzzle. Review of Finance, 17(3):1065-1098.

Buch, Claudia M; Koch, Cathérine T; Koetter, Michael (2013). Do banks benefit from internationalization? Revisiting the market power–risk nexus. Review of Finance, 17(4):1401-1435.

Garcia-Appendini, Emilia; Montoriol-Garriga, Judit (2013). Firms as liquidity providers: Evidence from the 2007–2008 financial crisis. Journal of Financial Economics, 190(1):272-291.

Burghart, Daniel R; Glimcher, Paul W; Lazzaro, Stephanie C (2013). An expected utility maximizer walks into a bar... Journal of Risk and Uncertainty, 46(3):215-246.

Bodnaruk, Andriy; Östberg, Per (2013). The shareholder base and payout policy. Journal of Financial and Quantitative Analysis, 48(3):729-760.

Bolthausen, Erwin; Wüthrich, Mario V (2013). Bernoulli's law of large numbers. ASTIN Bulletin, 43(2):73-79.

Lindsay, Luke (2013). The arguments of utility: Preference reversals in expected utility of income models. Journal of Risk and Uncertainty, 46(2):175-189.

Buergi, Markus P H (2013). Pricing contingent convertibles: a general framework for application in practice. Financial markets and portfolio management, 27(1):31-63.

Arnold, Marc; Wagner, Alexander F; Westermann, Ramona (2013). Growth options, macroeconomic conditions, and the cross section of credit risk. Journal of Financial Economics, 107(2):350-385.

Brandon, Rajna Gibson; Wang, Songtao (2013). Liquidity risk, return predictability, and hedge funds’ performance: an empirical study. Journal of Financial and Quantitative Analysis, 48(1):219-244.

Ongena, Steven; Popov, Alexander; Udell, Gregory F (2013). "When the cat's away the mice will play": Does regulation at home affect bank risk-taking abroad? Journal of Financial Economics, 108(3):727-750.

Rochet, Jean-Charles; Freixas, Xavier (2013). Taming systemically important financial institutions. Journal of Money, Credit, and Banking, 45(s1):37-58.

Oesch, David; Irani, Rustom M (2013). Monitoring and corporate disclosure: Evidence from a natural experiment. Journal of Financial Economics, 109(2):398-418.

Oesch, David; Ammann, Manuel; Schmid, Markus M (2013). Product market competition, corporate governance, and firm value: Evidence from the EU -area. European financial management, 19(3):452-469.

Oesch, David; Ertimur, Yonca; Ferri, Fabrizio (2013). Shareholder votes and proxy advisors: Evidence from say on pay. Journal of Accounting Research, 51(5):951-996.


Coculescu, D; Nikeghbali, Ashkan (2012). Hazard processes and martingale hazard processses. Mathematical Finance, 22(3):519-537.

Hasseltoft, Henrik (2012). Stocks, bonds, and long-run consumption risks. Journal of Financial and Quantitative Analysis, 47(2):309-332.

Rochet, Jean-Charles; Gersbach, Hans (2012). Aggregate investment externalities and macroprudential regulation. Journal of Money, Credit, and Banking, 44(S2):73-109.

Leippold, Markus; Rohner, Philippe (2012). Equilibrium implications of delegated asset management under benchmarking. Review of Finance, 16(4):935-984.

Delaloye, Francois-Xavier; Habib, Michel A; Ziegler, Alexandre (2012). Swiss Banking Secrecy: The Stock Market Evidence. Financial markets and portfolio management, 26(1):143-176.

Broda, Simon (2012). The expected shortfall of quadratic portfolios with heavy-tailed risk factors. Mathematical Finance, 22(4):710-728.

Levy, Haim; De Giorgi, Enrico G; Hens, Thorsten (2012). Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? European financial management, 18(2):163-182.


Ranaldo, Angelo; Meichle, Mario; Zanetti, Attilio (2011). Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland. Financial markets and portfolio management, 25(4):435-453.

Fecht, Falko; Nyborg, Kjell G; Rocholl, Jörg (2011). The price of liquidity: The effects of market conditions and bank characteristics. Journal of Financial Economics, 102(2):344-362.

Syz, Jürg M; Vanini, Paolo (2011). Arbitrage Free Price Bounds for Property Derivatives. The Journal of Real Estate Finance and Economics, 43(3):281-298.

Ranaldo, Angelo; Christiansen, Charlotte; Söderlind, Paul (2011). The Time-Varying Systematic Risk of Carry Trade Strategies. Journal of Financial and Quantitative Analysis, 46(4):1107-1125.

Cremers, K J Martijn; Huang, Rocco; Sautner, Zacharias (2011). Internal capital markets and corporate politics in a banking group. Review of Financial Studies, 24(2):358-401.

Judd, Kenneth L; Kübler, Felix; Schmedders, Karl (2011). Bond ladders and optimal portfolios. Review of Financial Studies, 24(12):4123-4166.

Rochet, Jean-Charles; Mariotti, Thomas; Décamps, Jean-Paul; Villeneuve, Stéphane (2011). Free cash flow, issuance costs, and stock prices. Journal of Finance, 66(5):1501-1544.

Constantinescu, Mihnea (2011). How important is that footnote on page 3? Understanding the effect of autocorrelation on the calculation of expected shortfall. Journal of European Real Estate Research, 4(1):online.

Frey, Bruno S (2011). Punishment - and Beyond. Contemporary Economics, 5(2):90-99.

Fiechter, Peter (2011). Reclassification of Financial Assets under IAS 39: Impact on European Banks' Financial Statements. Accounting in Europe, 8(1):49-67.

Fiechter, Peter (2011). The effects of the fair value option under IAS 39 on the volatility of bank earnings. Journal of International Accounting Research, 10(1):85-108.

Epper, Thomas; Fehr-Duda, Helga; Bruhin, Adrian (2011). Viewing the future through a warped lens: Why uncertainty generates hyperbolic discounting. Journal of Risk and Uncertainty, 43(3):169-203.


Grimpe, Christoph; Fier, Heide (2010). Informal university technology transfer: a comparison between the United States and Germany. Journal of Technology Transfer, 35(6):637-650.

Egger, H; Egger, P; Falkinger, Josef; Grossmann, Volke (2010). The impact of capital market integration on educational choice and the consequences for economic growth. World Economy, 33(10):1241-1268.

Jostarndt, Philipp; Sautner, Zacharias (2010). Out-of-court restructuring versus formal bankruptcy in a non-interventionist bankruptcy setting. Review of Finance, 14(4):623-668.

Ioannidou, Vasso; Ongena, Steven (2010). “Time for a Change”: Loan conditions and bank behavior when firms switch banks. Journal of Finance, 65(5):1847-1877.

van Kleef, R C; Beck, K; Buchner, F (2010). Risk-type concentration and efficiency incentives: a challenge for the risk adjustment formula. The Geneva Papers on Risk and Insurance - Issues and Practice, 35(4):503-520.

Ranaldo, Angelo; Söderlind, Paul (2010). Safe Haven Currencies. Review of Finance, 14(3):385-407.

Hens, Thorsten; Gerber, Anke; Woehrmann, Peter (2010). Dynamic general equilibrium and T-period fund separation. Journal of Financial and Quantitative Analysis, 45(2):369-400.

Göx, Robert F (2010). Discussion of decentralized capacity management and internal pricing. Review of Accounting Studies, 15(3):479-502.

Bartling, Björn; Park, Andreas (2010). How syndicate short sales affect the informational efficiency of IPO prices and underpricing. Journal of Financial and Quantitative Analysis, 45(2):441-471.

Buchmann, M; Kriesi, I; Sacchi, S (2010). Labour Market Structures and Women's Employment Levels. Work, Employment, and Society, 24(2):279-299.

Göx, Robert F; Wagenhofer, Alfred (2010). Optimal precision of accounting information in debt financing. European Accounting Review, 19(3):579-602.

Grünewald, Seraina N; Wagner, Alexander F; Weber, Rolf H (2010). Short selling regulation after the financial crisis - first principles revisited. International Journal of Disclosure and Governance, 7(2):108-135.

Egloff, Daniel; Leippold, Markus; Wu, Liuren (2010). The term structure of variance swap rates and optimal variance swap investments. Journal of Financial and Quantitative Analysis, 45(5):1279-1310.


Ranaldo, Angelo; Söderlind, Paul (2009). Editorial. Financial markets and portfolio management, 23(4):333-334.

Ranaldo, Angelo; Jordan, Thomas; Söderlind, Paul (2009). The implementation of SNB monetary policy. Financial markets and portfolio management, 23(4):349-359.

Bindseil, Ulrich; Nyborg, Kjell G; Strebulaev, Ilya A (2009). Repo auctions and the market for liquidity. Journal of Money, Credit and Banking, 41(7):1391-1421.

Sautner, Zacharias; Weber, Martin (2009). How do managers behave in stock option plans? Clinical evidence from exercise and survey data. The journal of financial research, 32(2):123-155.

Giannetti, Mariassunta; Ongena, Steven (2009). Financial Integration and Firm Performance: Evidence from Foreign Bank Entry in Emerging Markets. Review of Finance, 13(2):181-223.

Ongena, Steven; Degryse, H; Laeven, L (2009). The Impact of Organizational Structure and Lending Technology on Banking Competition. Review of Finance, 13(2):225-259.

Blavatskyy, Pavlo R (2009). Betting on own knowledge: Experimental test of overconfidence. Journal of Risk and Uncertainty, 38(1):39-49.

El Karoui, Nicole; Ravanelli, Claudia (2009). Cash sub-additive risk measures and interest rate ambiguity. Mathematical Finance, 19(4):561-590.

Bodnaruk, Andriy; Östberg, Per (2009). Does investor recognition predict returns? Journal of Financial Economics, 91(2):208-226.

Daniel, Gilles; Sornette, Didier; Woehrmann, Peter (2009). Look-ahead benchmark bias in portfolio performance evaluation. Journal of Portfolio Management, 36(1):121-130.

Göx, Robert F; Wagenhofer, Alfred (2009). Optimal impairment rules. Journal of Accounting and Economics, 48(1):2-16.

De Giorgi, Enrico; Hens, Thorsten (2009). Prospect theory and mean-variance analysis: Does it make a difference in wealth management? Investment Management and Financial Innovations, 6(1):122-129.

Niederau, Harry; Zweifel, Peter (2009). Quasi risk-neutral pricing in insurance. ASTIN Bulletin, 39(1):317-337.

Artzner, Philippe; Delbaen, Freddy; Koch-Medina, Pablo (2009). Risk measures and efficient use of capital. ASTIN Bulletin, 39(1):101-116.

Göx, Robert F (2009). Tax incentives for inefficient executive pay and reward for luck. Review of Accounting Studies, 13(4):452-478.


Malmendier, Ulrike; Tate, Geoffrey (2008). Who Makes Acquisitions? CEO Overconfidence and the Market’s Reaction. Journal of Financial Economics, 89(1):20-43.

De Giorgi, Enrico; Post, Thierry (2008). Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM. Journal of Financial and Quantitative Analysis, 43(2):525 -546.

Barone-Adesi, Giovanni; Engle, Robert F; Mancini, Loriano (2008). A GARCH option pricing model with filtered historical simulation. Review of Financial Studies, 21(3):1223-1258.

Malmendier, Ulrike; Tate, Geoffrey; Güner, Burak (2008). Financial Expertise of Directors. Journal of Financial Economics, 88(2):323-354.

Zweifel, Peter; Auckenthaler, Christoph (2008). On the feasibility of insurers' investment policies. Journal of Risk and Insurance, 75(1):193-206.

Rieger, Marc Oliver; Wang, Mei (2008). Prospect theory for continuous distributions. Journal of Risk and Uncertainty, 36(1):83-102.

Zweifel, Peter; Eugster, Patrick (2008). Life-cycle effects of social security in an open economy: A theoretical and empirical survey. Zeitschrift für die gesamte Versicherungswissenschaft, 97(1):61-77.

Cooper, Ian A; Nyborg, Kjell G (2008). Tax-adjusted discount rates with investor taxes and risky debt. Financial Management, 37(2):365-379.

Ranaldo, Angelo; Haeberle, Rainer (2008). Wolf in Sheep's Clothing: The Active Investment Strategies behind Index Performance. European financial management, 14(1):55-81.

Syz, Jürg; Salvi, Marco; Vanini, Paolo (2008). Property Derivatives and Index-Linked Mortgages. The Journal of Real Estate Finance and Economics, 36(1):23-35.


Malmendier, Ulrike; Shanthikumar, Devin (2007). Are Small Investors Naïve About Incentives? Journal of Financial Economics, 85(2):457-489.

Blavatskyy, Pavlo R (2007). Stochastic expected utility theory. Journal of Risk and Uncertainty, 34(3):259-286.

Ranaldo, Angelo; Christiansen, Charlotte (2007). Realized bond-stock correlation: Macroeconomic announcement effects. Journal of Futures Markets, 27(5):439-469.

Dumas, Bernard; Syz, Jürg (2007). Perspectives: Why not trade pension claims? Financial Analysts Journal, 63(1):46-54.

Syz, Jürg; Leippold, Markus (2007). Trend derivatives: pricing, hedging, and application to executive stock options. Journal of Futures Markets, 27(2):151-186.

Göx, Robert F; Schiller, Ulf (2007). An economic perspective on transfer pricing. In: Chapman, Christopher S; Hopwood, Anthony G; Shields, Michael D. Handbook of Management Accounting Research, Vol. 2. Oxford: Elsevier, 673-693.

Leippold, Markus; Wu, Liuren (2007). Design and estimation of multi-currency quadratic models. Review of Finance, 11(2):167-207.

Göx, Robert; Wagenhofer, Alfred (2007). Economic research on management accounting. In: Hopper, Trevor; Northcott, Deryl; Scapens, Robert. Issues in Management Accounting. Harlow: Pearson education, 399-423.

Mella-Barral, Pierre; Habib, Michel A (2007). The Role of Knowhow Acquisition in the Formation and Duration of Joint Ventures. Review of Financial Studies, 20(1):189-233.

Hens, Thorsten; Schenk-Hoppe, Klaus Reiner; Vogt, Bodo (2007). The great capitol hill baby sitting co-op: Anecdote or evidence for the optimum quantity of money? Journal of Money, Credit, and Banking, 39(6):1305-1333.

Ziegler, Alexandre (2007). Why does implied risk aversion smile? Review of Financial Studies, 20(2):859-904.


Demchuk, Andriy; Gibson, Rajna (2006). Stock market performance and the term structure of credit spreads. Journal of Financial and Quantitative Analysis, 41(4):863-887.

Breuer, M (2006). Optimal insurance contracts without the non-negativity constraint on indemnities: revisited. GENEVA Risk and Insurance Review, 31(1):5-9.

De Giorgi, Enrico; Hens, Thorsten (2006). Making prospect theory fit for finance. Financial markets and portfolio management, 20(3):339-360.

Stacescu, Bogdan (2006). Dividend policy in Switzerland. Financial markets and portfolio management, 20(2):153-183.

Elbannan, M; McKinley, William (2006). A theory of the corporate decision to resist FASB standards: An organization theory perspective. Emerald Management Reviews (Online), 31(7):601-622.

Cooper, Ian A; Nyborg, Kjell Gustav (2006). The value of tax shields IS equal to the present value of tax shields. Journal of Financial Economics, 81(1):215-225.


Karceski, Jason; Ongena, Steven; Smith, David C (2005). The impact of bank consolidation on commercial borrower welfare. Journal of Finance, 60(4):2043-2082.

Degryse, Hans; Ongena, Steven (2005). Distance, Lending Relationships, and Competition. Journal of Finance, 60(1):231-266.

Keloharju, Matti; Nyborg, Kjell G; Rydqvist, Kristian (2005). Strategic behavior and underpricing in uniform price auctions: Evidence from finnish treasury auctions. Journal of Finance, 60(4):1865-1902.

Breuer, M (2005). Multiple losses, ex ante moral hazard, and the implications for umbrella policies. Journal of Risk and Insurance, 72(4):525-538.

Egger, H; Egger, P (2005). The determinants of EU processing trade. World Economy, 28(2):147-168.


Schneider, Yves; Zweifel, Peter (2004). How much internalization of nuclear risk through liability insurance? Journal of Risk and Uncertainty, 29(3):219-240.

Zweifel, Peter (2004). Improved risk information, the demand for cigarettes, and anti-tobacco policy. Journal of Risk and Uncertainty, 23(3):299-303.

Zweifel, Peter; Felder, Stefan; Werblow, Andreas (2004). Population ageing and health care expenditure: new evidence on the "red herring". Geneva Papers on Risk and Insurance, 29(4):652-666.

Kremer, Ilan; Nyborg, Kjell G (2004). Underpricing and market power in uniform price auctions. Review of Financial Studies, 17(3):849-877.


Dorn, David; Sousa-Poza, Alfonso (2003). Why is the employment rate of older Swiss so high? An analysis of the social security system. Geneva Papers on Risk and Insurance, 28(4):652-672.

Nyborg, K G; Strebulaev, Ilya A (2003). Multiple Unit Auctions and Short Squeezes. Review of Financial Studies, 17(2):545-580.

Ongena, Steven; Smith, David C; Michalsen, Dag (2003). Firms and their distressed banks: lessons from the Norwegian banking crisis. Journal of Financial Economics, 67(1):81-112.

Judd, Kenneth L; Kübler, Felix; Schmedders, Karl (2003). Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents. Journal of Finance, LVIII(5):2203-2218.

Zweifel, Peter (2003). Medical innovation: a challenge to society and insurance. Geneva Papers on Risk and Insurance, 28(2):194-202.


Hens, Thorsten; Evstigneev, Igor V; Schenk-Hoppé, Klaus Reiner (2002). Market selection of financial trading strategies: global stability. Mathematical Finance, 12(4):329-339.

Kunz, Alexis H; Pfaff, Dieter (2002). Agency Theory, Performance Evaluation, and the Hypothetical Construct of Intrinsic Motivation. Accounting, Organizations and Society, 27(3):275-295.

Leippold, Markus; Wu, L (2002). Asset Pricing under the Quadratic Class. Journal of Financial and Quantitative Analysis, 37(2):271-295.

Bonato, Dario; Zweifel, Peter (2002). Information about multiple risks: the case of building and content insurance. Journal of Risk and Insurance, 69(4):469-487.


Ongena, Steven; Smith, David C (2001). The duration of bank relationships. Journal of Financial Economics, 61(3):449-475.

Habib, Michel; Ljungqvist, Alexander P (2001). Underpricing and entrepreneurial wealth losses in IPOs: theory and evidence. Review of Financial Studies, 14(2):433-458.

Degryse, Hans; Ongena, Steven (2001). Bank relationships and firm profitability. Financial Management, 30(1):9-34.


Habib, Michel A; Johnsen, D Bruce (2000). The private placement of debt and outside equity as an information revelation mechanism. Review of Financial Studies, 13(4):1017-1055.

Göx, Robert F (2000). Strategic transfer pricing, absorption costing, and observability. Management Accounting Research, 11(3):327-348.


Habib, Michel A; Johnsen, D Bruce (1999). The financing and redeployment of specific assets. Journal of Finance, 54(2):693-720.


Zweifel, Peter; Strüwe, Wolfram (1998). Long-term care insurance in a two-generation model. Journal of Risk and Insurance, 65(1):13-32.


Franks, Julian R; Nyborg, Kjell G; Torous, Walter N (1996). A Comparison of US, UK, and German Insolvency Codes. Financial Management, 25(3):86-101.

McKinley, William; Ponemon, Lawrence A; Schick, Allen G (1996). Auditors' perceptions of client firms: The stigma of decline and the stigma of growth. Accounting, Organizations and Society, 21(2-3):193-213.

Nyborg, Kjell G; Sundaresan, Suresh (1996). Discriminatory versus uniform Treasury auctions: Evidence from when-issued transactions. Journal of Financial Economics, 42(1):63-104.

Zweifel, Peter; Strüwe, Wolfram (1996). Long-term care insurance and bequests as instruments for shaping intergenerational relationships. Journal of Risk and Uncertainty, 12(1):65-76.

Pfaff, Dieter; Schröer, Thomas (1996). The relationship between financial and tax accounting in Germany - Authoritativeness and reverse authoritativeness principle. Accounting, Auditing and Accountability Journal, 5(Suppl.):963-979.


Chevallier, Eric; Müller, Heinz H (1994). Risk Allocation in Capital Markets: Portfolio Insurance, Tactical Asset Allocation and Collar Strategies. ASTIN Bulletin, 24(01):5-18.

Pfaff, Dieter (1994). On the allocation of overhead costs. European Accounting Review, 3(1):49-70.


Chesney, Marc; Gibson, Rajna; Elliott, Robert J (1993). Analytical solutions for the pricing of american bond and yield options. Mathematical Finance, 3(3):277-294.

Chesney, Marc; Elliott, Robert J; Madan, Dilip; Yang, Hailiang (1993). Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying. Mathematical Finance, 3(2):85-99.


Hens, Thorsten (1992). A note on Savage's theorem with a finite number of states. Journal of Risk and Uncertainty, 5:63-71.


Müller, Heinz H (1989). Modern Portfolio Theory: Some Main Results. ASTIN Bulletin, 19(S1):9-27.

Chesney, Marc; Scott, Louis (1989). Pricing European currency options: a comparison of the modified Black-Scholes model and a random variance model. Journal of Financial and Quantitative Analysis, 24(3):267-284.


Müller, Heinz H (1988). Modern Portfolio Theory: Some Main Results. ASTIN Bulletin, 18(02):127-145.


Müller, Heinz H (1987). Economic premium principles in insurance and the capital asset pricing model. ASTIN Bulletin, 17(2):141-150.

This list was generated on Thu Jul 18 00:18:21 2024 CEST.