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Filippini, Massimo; Leippold, Markus; Wekhof, Tobias (2024). Sustainable finance literacy and the determinants of sustainable investing. Journal of Banking and Finance, 163:107167.

Abedifar, Pejman; Kashizadeh, Seyed Javad; Ongena, Steven (2024). Flood, farms and credit: The role of branch banking in the era of climate change. Journal of Corporate Finance, 85:102544.

Hałaj, Grzegorz; Martinez-Jaramillo, Serafin; Battiston, Stefano (2024). Financial stability through the lens of complex systems. Journal of Financial Stability, 71:101228.

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.

Alessi, Lucia; Battiston, Stefano; Kvedaras, Virmantas (2024). Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal. Journal of Financial Stability, 71:101232.

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.

Andrieş, Alin Marius; Chiper, Alexandra Maria; Ongena, Steven; Sprincean, Nicu (2024). External wealth of nations and systemic risk. Journal of Financial Stability, 70:101192.

Fatouh, Mahmoud; Giansante, Simone; Ongena, Steven (2024). Leverage ratio, risk-based capital requirements, and risk-taking in the United Kingdom. Financial markets, institutions & instruments, 33(1):31-60.

Albertazzi, Ugo; Fringuellotti, Fulvia; Ongena, Steven (2024). Fixed rate versus adjustable rate mortgages: Evidence from euro area banks. European Economic Review, 161:104643.

Keil, Jan; Ongena, Steven (2024). The demise of branch banking - Technology, consolidation, bank fragility. Journal of Banking and Finance, 158:107038.

Ewerhart, Christian; Sun, Guang-Zhen (2024). The n-player Hirshleifer contest. Games and Economic Behavior, 143:300-320.


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.

Ongena, Steven; Paraschiv, Florentina; Reite, Endre J (2023). Counteroffers and Price Discrimination in Mortgage Lending. Journal of Empirical Finance, 74:101431.

Öz, Burak; Kraner, Benjamin; Vallarano, Nicolo; Kruger, Bingle Stegmann; Matthes, Florian; Tessone, Claudio J (2023). Time Moves Faster When There is Nothing You Anticipate: The Role of Time in MEV Rewards. In: CCS '23: ACM SIGSAC Conference on Computer and Communications Security, Copenhagen, Denmark, 30 November 2023. ACM Digital library, 1-8.

Böhnke, Victoria; Ongena, Steven; Paraschiv, Florentina; Reite, Endre J (2023). Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time? Journal of Banking and Finance, 156:106992.

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.

Strauß, Nadine; Krakow, Jonathan; Chesney, Marc (2023). It’s the News, Stupid! The Relationship Between News Attention, Literacy, Trust, Greenwashing Perceptions and Sustainable Finance Investment in Switzerland. Journal of Sustainable Finance & Investment, 13(4):1480-1505.

Kammerlander, Nadine; Menges, Jochen; Herhausen, Dennis; Kipfelsberger, Petra; Bruch, Heike (2023). How family CEOs affect employees’ feelings and behaviors: A study on positive emotions. Long Range Planning, 56(5):102209.

Basten, Christoph; Mariathasan, Mike (2023). Interest rate pass-through and bank risk-taking under negative-rate policies with tiered remuneration of central bank reserves. Journal of Financial Stability, 68:101160.

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

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

Eichholtz, Piet; Ongena, Steven; Simeth, Nagihan; Yönder, Erkan (2023). Banks, non-banks, and the incorporation of local information in CMBS loan pricing. Journal of Banking and Finance, 154:106918.

Kandul, Serhiy; Lanz, Bruno; Reins, Evert (2023). Reciprocity and gift exchange in markets for credence goods. Games and Economic Behavior, 141:52-69.

Ferrari, Alessandro; Ossa, Ralph (2023). A quantitative analysis of subsidy competition in the U.S. Journal of Public Economics, 224:104919.

Leippold, Markus (2023). Sentiment spin: Attacking financial sentiment with GPT-3. Finance Research Letters, 55(B):103957.

Bachmann, Kremena; Hens, Thorsten; Lot, Andre; Xu, Xiaogeng (2023). Experimental research on retirement decision-making: evidence from replications. Journal of Banking and Finance, 152:106851.

Beck, Elliot; De Nard, Gianluca; Wolf, Michael (2023). Improved inference in financial factor models. International Review of Economics and Finance, 86:364-379.

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

Bedendo, Mascia; Garcia-Appendini, Emilia; Siming, Linus (2023). Managers' cultural origin and corporate response to an economic shock. Journal of Corporate Finance, 80:102412.

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

Crépellière, Tommy; Pelster, Matthias; Zeisberger, Stefan (2023). Arbitrage in the market for cryptocurrencies. Journal of financial markets, 64:100817.

Ongena, Steven; Delis, Manthos D; Dioikitopoulos, Evangelos V (2023). Population diversity and financial risk-taking. Journal of Banking and Finance, 151:106852.

Fuhrer, Adrian; Hock, Thorsten (2023). Uncertainty in the black-litterman model: empirical estimation of the equilibrium. Journal of Empirical Finance, 72:251-275.

Hsieh, Chang-Tai; Li, Nicholas; Ossa, Ralph; Yang, Mu-Jeung (2023). Gains from trade liberalization with flexible extensive margin adjustment. Journal of International Economics, 142:103756.

Leippold, Markus (2023). Thus spoke GPT-3: Interviewing a large-language model on climate finance. Finance Research Letters, 53:103617.

Ferrari, Alessandro; Rogantini Picco, Anna (2023). Risk sharing and the adoption of the Euro. Journal of International Economics, 141:103727.

Herold, Florian; Netzer, Nick (2023). Second-best probability weighting. Games and Economic Behavior, 138:112-125.

Bartling, Björn; Özdemir, Yagiz (2023). The limits to moral erosion in markets: Social norms and the replacement excuse. Games and Economic Behavior, 138:143-160.

Paolella, Marc S; Polak, Paweł (2023). Density and Risk Prediction with Non-Gaussian COMFORT Models. Annals of Financial Economics, 18(01):2250033.

Cornelli, Giulio; Frost, Jon; Gambacorta, Leonardo; Rau, P Raghavendra; Wardrop, Robert; Ziegler, Tania (2023). Fintech and big tech credit: drivers of the growth of digital lending. Journal of Banking and Finance, 148:106742.

Burietz, Aurore; Ongena, Steven; Picault, Matthieu (2023). Taxing banks leverage and syndicated lending: A cross-country comparison. International Review of Law and Economics, 73:106103.

Barz, Christiane; Laumer, Simon; Freyschmidt, Marcel; Martínez-Blanco, Jesús (2023). Discrete dynamic pricing and application of network revenue management for FlixBus. Journal of Revenue and Pricing Management, 22(1):16-33.

Adams-Prassl, Abi; Boneva, Teodora; Golin, Marta; Rauh, Christopher (2023). The value of sick pay. European Economic Review, 151:104314.

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.

Garcia-Appendini, Emilia; Gatti, Stefano; Nocera, Giacomo (2023). Does asset encumbrance affect bank risk? Evidence from covered bonds. Journal of Banking and Finance, 146:106705.

Kok, Christoffer; Müller, Carola; Ongena, Steven; Pancaro, Cosimo (2023). The disciplining effect of supervisory scrutiny in the EU-wide stress test. Journal of Financial Intermediation, 53:101015.

Accetturo, Antonio; Barboni, Giorgia; Cascarano, Michele; Garcia-Appendini, Emilia (2023). The role of culture in firm-bank matching. Journal of Financial Intermediation, 53:101018.

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.

Vargas, Carlos; Chesney, Marc (2023). What are you waiting to invest in grid-connected residential photovoltaics in California? Journal of Sustainable Finance & Investment, 13(1):660-677.


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.

Fischbacher, Urs; Hausfeld, Jan; Renerte, Baiba (2022). Strategic incentives undermine gaze as a signal of prosocial motives. Games and Economic Behavior, 136:63-91.

Alessi, Lucia; Battiston, Stefano (2022). Two sides of the same coin: Green Taxonomy alignment versus transition risk in financial portfolios. International Review of Financial Analysis, 84:102319.

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

Auer, Raphael; Matyunina, Alexandra; Ongena, Steven (2022). The Countercyclical Capital Buffer and the Composition of Bank Lending. Journal of Financial Intermediation, 52:100965.

Brenøe, Anne Ardila; Epper, Thomas (2022). Parenting values and the intergenerational transmission of time preferences. European Economic Review, 148:104208.

Fahn, Matthias; Seibel, Regina (2022). Present bias in the labor market - when it pays to be naive. Games and Economic Behavior, 135:144-167.

De Nard, Gianluca; Zhao, Zhao (2022). A large-dimensional test for cross-sectional anomalies:Efficient sorting revisited. International Review of Economics and Finance, 80:654-676.

Hoffmann, Mathias; Maslov, Egor; Sørensen, Bent E (2022). Small firms and domestic bank dependence in Europe's great recession. Journal of International Economics, 137:103623.

Hoffmann, Mathias; Okubo, Toshihiro (2022). ‘By a silken thread’: regional banking integration and credit reallocation during Japan's lost decade. Journal of International Economics, 137:103579.

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

Bingler, Julia Anna; Kraus, Mathias; Leippold, Markus; Webersinke, Nicolas (2022). Cheap talk and cherry-picking: What climatebert has to say on corporate climate risk disclosures. Finance Research Letters, 47:102776.

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

Behnk, Sascha; Hao, Li; Reuben, Ernesto (2022). Shifting normative beliefs: On why groups behave more antisocially than individuals. European Economic Review, 145:104116.

Ongena, Steven; Savaser, Tanseli; Sisli Ciamarra, Elif (2022). CEO incentives and bank risk over the business cycle. Journal of Banking and Finance, 138:106460.

De Nard, Gianluca; Engle, Robert F; Ledoit, Olivier; Wolf, Michael (2022). Large dynamic covariance matrices: Enhancements based on intraday data. Journal of Banking and Finance, 138:106426.

van Aaken, Dominik; Rost, Katja; Seidl, David (2022). The impact of social class on top managers’ attitudes towards employee downsizing. Long Range Planning, 55(2):102129.

Brumm, Johannes; Feng, Xiangyu; Kotlikoff, Laurence; Kübler, Felix (2022). Are Deficits free? Journal of Public Economics, 208:104627.

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

Fu, Jonathan; Mishra, Mrinal (2022). Fintech in the time of COVID-19: Technological adoption during crises. Journal of Financial Intermediation, 50:100945.

Liebrich, Felix-Benedikt; Munari, Cosimo (2022). Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity. Mathematics and Financial Economics, 16(3):447-480.

Alos-Ferrer, Carlos; Buckenmaier, Johannes; Garagnani, Michele; Ritschel, Alexander (2022). The reinforcement paradox: monetary incentives and Bayesian updating. Economics Letters, 211:110200.

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.

Andries, Alin Marius; Ongena, Steven; Sprincean, Nicu; Tunaru, Radu (2022). Risk Spillovers and Interconnectedness between Systemically Important Institutions. Journal of Financial Stability, 58:100963.

Auer, Raphael; Matyunina, Alexandra; Ongena, Steven (2022). The countercyclical capital buffer and the composition of bank lending. Swiss Finance Institute Research Paper 21-66, Swiss Finance Institute.

Carroux, Sarah Louise; Busch, Timo; Paetzold, Falko (2022). Unlocking the black box of private impact investors. Qualitative Research in Financial Markets, 14(1):149-168.

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.

Alos-Ferrer, Carlos (2022). The Trembling Chairman Paradox. Games and Economic Behavior, 131:51-56.

Burzoni, Matteo; Munari, Cosimo; Wang, Ruodu (2022). Adjusted Expected Shortfall. Journal of Banking and Finance, 134:106297.

Borsboom, Charlotte; Janssen, Dirk-Jan; Strucks, Markus; Zeisberger, Stefan (2022). History Matters: How Short-Term Price Charts Hurt Investment Performance. Journal of Banking and Finance, 134:106351.

Delis, Manthos D; Iosifidi, Maria; Kazakis, Pantelis; Ongena, Steven; Tsionas, Mike G (2022). Management practises and M&A success. Journal of Banking and Finance, 134:106355.

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.


Akyildirim, Erdinc; Sensoy, Ahmet; Gulay, Guzhan; Corbet, Shaen; Salari, Hajar Novin (2021). Big data analytics, order imbalance and the predictability of stock returns. Journal of Multinational Financial Management, 62:100717.

Fatouh, Mahmoud; Giansante, Simone; Ongena, Steven (2021). Economic support during the Covid crisis. Quantitative Easing and Lending Support Schemes in the UK. Economics Letters, 209:110138.

Andries, Alin Marius; Ongena, Steven; Sprincean, Nicu (2021). The COVID-19 Pandemic and Sovereign Bond Risk. North American Journal of Economics and Finance, 58:101527.

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.

Goncharenko, Roman; Ongena, Steven; Rauf, Asad (2021). The Agency of CoCos: Why Contingent Convertible Bonds Aren’t for Everyone. Journal of Financial Intermediation, 48:100882.

Cheng, Hua; Gawande, Kishore; Ongena, Steven; Qi, Shusen (2021). Connected banks and economic policy uncertainty. Journal of Financial Stability, 56:100920.

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.

Dasgupta, Amil; Fos, Vyacheslav; Sautner, Zacharias (2021). Institutional investors and corporate governance. Foundations and trends in finance, 12(4):276-394.

Jaimovich, Nir; Saporta-Eksten, Itay; Siu, Henry; Yedid-Levi, Yaniv (2021). The macroeconomics of automation: Data, theory, and policy analysis. Journal of Monetary Economics, 122:1-16.

Akyildirim, Erdinc; Aysan, Ahmet Faruk; Cepni, Oguzhan; Darendeli, S Pinar Ceyhan (2021). Do investor sentiments drive cryptocurrency prices? Economics Letters, 206:109980.

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

Alvarez, Sebastian (2021). International banking and financial fragility: the role of regulation in Brazil and Mexico, 1967–1982. Financial History Review, 28(2):175-204.

Buckenmaier, Johannes; Dimant, Eugen (2021). The experience is (not) everything: Sequential outcomes and social decision-making. Economics Letters, 205:109916.

Delbaen, Freddy (2021). Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions. Finance and Stochastics, 25(3):597-614.

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.

Cerrone, Claudia; Hermstrüwer, Yoan; Robalo, Pedro (2021). Debarment and collusion in procurement auctions. Games and Economic Behavior:114-143.

Battiston, Stefano; Escobar-Farfán, Luis O L; Martinez-Jaramillo, Serafin; Roncoroni, Alan (2021). Climate risk and financial stability in the network of banks and investment funds. Journal of Financial Stability, 54:100870.

Backes-Gellner, Uschi; Herz, Holger; Kosfeld, Michael; Oswald, Yvonne (2021). Do preferences and biases predict life outcomes? Evidence from education and labor market entry decisions. European Economic Review, 134:103709.

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.

Carletti, Elena; Ongena, Steven; Siedlarek, Jan-Peter; Spagnolo, Giancarlo (2021). The Impact of Stricter Merger Control on Bank Mergers and Acquisitions: Too-Big-To-Fail and Competition. Journal of Financial Intermediation, 46:100859.

Paolella, Marc S; Polak, Pawel; Walker, Patrick S (2021). A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. Journal of Banking and Finance, 125:106046.

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.

Blind, Georg D; Lottanti von Mandach, Stefania (2021). Private Equity Buyouts in Japan: Effects on Employment Numbers. Journal of the Japanese and International Economies, 59:101121.

Campos-Mercade, Pol; Meier, Armando N; Schneider, Florian H; Wengström, Erik (2021). Prosociality predicts health behaviors during the COVID-19 pandemic. Journal of Public Economics, 195:104367.

Ongena, Steven; Schindele, Ibolya; Vonnak, Dzsamila (2021). In lands of foreign currency credit, bank lending channels run through? Journal of International Economics, 129:103435.

Akyildirim, Erdinc; Corbet, Shaen; O'Connell, John F; Sensoy, Ahmet (2021). The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks. International Review of Financial Analysis, 74:101630.

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

Battiston, Stefano; Barucca, Paolo; Napoletano, Mauro; Luu, Duc Thi (2021). Collateral Unchained: Rehypothecation networks, concentration and systemic effects. Journal of Financial Stability, 52:100811.

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.

Battiston, Stefano; Martinez-Jaramillo, Serafin (2021). Network models and stress testing for financial stability: The conference. Journal of Financial Stability, 52:100812.

Mayordomo, Sergio; Moreno, Antonio; Ongena, Steven; Rodriguez-Moreno, Maria (2021). Bank capital requirements, loan guarantees and firm performance. Journal of Financial Intermediation, 45:100825.

Arduca, Maria; Koch-Medina, Pablo; Munari, Cosimo (2021). Dual representations for systemic risk measures based on acceptance sets. Mathematics and Financial Economics, 15(1):155-184.

Izzeldin, Marwan; Johnes, Jill; Ongena, Steven; Pappas, Vasileios; Tsionas, Mike (2021). Efficiency convergence in Islamic and conventional banks. Journal of international financial markets, institutions & money, 70:101279.

Bellini, Fabio; Koch-Medina, Pablo; Munari, Cosimo; Svindland, Gregor (2021). Law-Invariant Functionals on General Spaces of Random Variables. SIAM Journal on Financial Mathematics, 12(1):318-341.

Munari, Cosimo (2021). Multi-utility representations of incomplete preferences induced by set-valued risk measures. Finance and Stochastics, 25(1):77-99.

Alós-Ferrer, Carlos; Garagnani, Michele (2021). Choice consistency and strength of preference. Economics Letters, 198(109672):online.

Chesney, Marc; Vargas, Carlos (2021). End of Life Decommissioning and Recycling of Solar Panels in the United States. A Real Options Analysis. Journal of Sustainable Finance & Investment, 11(1):82-102.

Meyer, Julia; Krauss, Annette (2021). The social performance of microfinance investment vehicles. Journal of Sustainable Finance, 11(2):163-186.


Farkas, Walter; Fringuellotti, Fulvia; Tunaru, Radu (2020). A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk. Journal of Corporate Finance, 65:101753.

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

Ewerhart, Christian (2020). Finite blockchain games. Economics Letters, 197:109614.

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.

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.

Hsieh, Chang-Tai; Li, Nicholas; Ossa, Ralph; Yang, Mu-Jeung (2020). Accounting for the new gains from trade liberalization. Journal of International Economics, 127:103370.

Kuhn, Andreas; Staubli, Stefan; Wuellrich, Jean-Philippe; Zweimüller, Josef (2020). Fatal attraction? Extended unemployment benefits, labor force exits, and mortality. Journal of Public Economics, 191:104087.

Ramelli, Stefano; Wagner, Alexander F (2020). Feverish Stock Price Reactions to COVID-19. Review of Corporate Finance Studies, 9(3):622-655.

Campajola, Carlo; Lillo, Fabrizio; Tantari, Daniele (2020). Unveiling the relation between herding and liquidity with trader lead-lag networks. Quantitative Finance, 20(11):1765-1778.

Masiliūnas, Aidas; Nax, Heinrich H (2020). Framing and repeated competition. Games and Economic Behavior, 124:604-619.

Ongena, Steven; Cerqueiro, Geraldo; Roszbach, Kasper (2020). Collateral Damaged? Priority Structure, Credit Supply, and Firm Performance. Journal of Financial Intermediation, 44:100824.

Wehrheim, David; Dalay, Hakki Dogan; Fosfuri, Andrea; Helmers, Christian (2020). How mixed ownership affects decision making in turbulent times: Evidence from the digital revolution in telecommunications. Journal of Corporate Finance, 64(101626):1-21.

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.

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.

Ewerhart, Christian; Valkanova, Kremena (2020). Fictitious play in networks. Games and Economic Behavior, 123:182-206.

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

King, Michael R; Ongena, Steven; Tarashev, Nikola (2020). Bank Standalone Credit Ratings. International Journal of Central Banking, 16(3):101-144.

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

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.

Ma, Shenghui; Kor, Yasemin Y; Seidl, David (2020). CEO advice seeking: An integrative framework and future research agenda. Journal of Management, 46(6):771-805.

Aina, Chiara; Battigalli, Pierpaolo; Gamba, Astrid (2020). Frustration and anger in the ultimatum game: an experiment. Games and Economic Behavior, 122:150-167.

Matysková, Ludmila; Rogers, Brian; Steiner, Jakub; Sun, Keh-Kuan (2020). Habits as adaptations: an experimental study. Games and Economic Behavior, 122:391-406.

Ging-Jehli, Nadja R; Schneider, Florian H; Weber, Roberto A (2020). On self-serving strategic beliefs. Games and Economic Behavior, 122:341-353.

Belkov, Sergei; Evstigneev, Igor V; Hens, Thorsten (2020). An Evolutionary Finance Model with a Risk-Free Asset. Annals of Finance, 16:593-607.

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

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.

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.

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.

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.

Ambühl, Sandro; Groves, Vivienne (2020). Unraveling over time. Games and Economic Behavior, 121:252-264.

Beerli, Andreas; Weiss, Franziska J; Zilibotti, Fabrizio; Zweimüller, Josef (2020). Demand forces of technical change evidence from the Chinese manufacturing industry. China Economic Review, 60:101157.

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.

Akyildirim, Erdinc; Corbet, Shaen; Lucey, Brian; Sensoy, Ahmet; Yarovaya, Larisa (2020). The relationship between implied volatility and cryptocurrency returns. Finance Research Letters, 33:101212.

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.

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.

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.

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.

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.

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

Grech, Philip D; Nax, Heinrich H (2020). Rational altruism? On preference estimation and dictator game experiments. Games and Economic Behavior, 119:309-338.

Leippold, Markus; Bernardi, Simone; Lohre, Harald (2020). Second-Order Risk of Alternative Risk Parity Strategies. Journal of Risk, 21(3):1-25.

Gehring, Kai; Schneider, Stephan A (2020). Regional resources and democratic secessionism. Journal of Public Economics, 181:104073.

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.

Welch, Xena; Pavicevic, Stevo; Keil, Thomas; Laamanen, Tomi (2020). The Pre-Deal Phase of Mergers and Acquisitions: A Review and Research Agenda. Journal of Management, 46(6):843-878.

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.


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.

Chen, Yangyang; Dietl, Helmut M; Orlowski, Johannes; Zheng, Fang (2019). The effect of investment into European football on the market value of Chinese corporations. International Journal of Sport Finance, 14(4):249-261.

Bohr, Clement E; Holt, Charles A; Schubert, Alexandra V (2019). Assisted savings for retirement: an experimental analysis. European Economic Review, 119:42-54.

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.

Nax, Heinrich H; Newton, Jonathan (2019). Risk attitudes and risk dominance in the long run. Games and Economic Behavior, 116:179-184.

Haenni, Simon (2019). Ever tried. Ever failed. No matter? On the demotivational effect of losing in repeated competitions. Games and Economic Behavior, 115:346-362.

Necula, Ciprian; Drimus, Gabriel; Farkas, Walter (2019). A general closed form option pricing formula. Review of Derivatives Research, 22:1-40.

Beck, Thorsten; Ongena, Steven; Sendeniz-Yüncü, Ilkay (2019). Keep walking? Geographical proximity, religion, and relationship banking. Journal of Corporate Finance, 55:49-68.

Jaimovich, Nir; Rebelo, Sergio; Wong, Arlene (2019). Trading down and the business cycle. Journal of Monetary Economics, 102:96-121.

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.

Gotthelf, Nina; Uhl, Matthias W (2019). News Sentiment: A New Yield Curve Factor. Journal of Behavioral Finance, 20(1):21-31.

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.

Bernardi, Simone; Leippold, Markus; Lohre, Harald (2019). Second-Order Risk of Alternative Risk Parity Strategies. SSRN 3090624, University of Zurich.

Liu, Shuo (2019). Voting with public information. Games and Economic Behavior, 113:694-719.

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

Ledoit, Olivier; Wolf, Michael; Zhao, Zhao (2019). Efficient sorting: a more powerful test for cross-sectional anomalies. Journal of Financial Econometrics, 17(4):645-686.

Flepp, Raphael; Rüdisser, Maximilian (2019). Revisiting the house money effect in the field: Evidence from casino jackpots. Economics Letters, 181:146-148.

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.


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.

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.

Rohner, Philippe; Uhl, Matthias W (2018). The Compensation Portfolio. Finance Research Letters, 27:60-64.

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.

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.

Brenøe, Anne Ardila; Lundberg, Shelly (2018). Gender gaps in the effects of childhood family environment: Do they persist into adulthood? European Economic Review, 109:42-62.

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.

Hammerschmid, Regina; Lohre, Harald (2018). Regime shifts and stock return predictability. International Review of Economics and Finance, 56:138-160.

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.

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.

Ambühl, Sandro; Li, Shengwu (2018). Belief updating and the demand for information. Games and Economic Behavior, 109:21-39.

Ewerhart, Christian; Sun, Guang-Zhen (2018). Equilibrium in the symmetric two-player Hirshleifer contest: Uniqueness and characterization. Economics Letters, 169:51-54.

Chesney, Marc; Vasiljevic, Nikola (2018). Parisian Options with Jumps: A Maturity-Excursion Randomization Approach. Quantitative Finance, 18(11):1887-1908.

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

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.

Beath, A; BenYishay, A; d’Adda, G; Grosjean, P; Weber, Roberto A (2018). Can vouchers reduce elite capture of local development projects? Experimental evidence from the Solomon Islands. Journal of Public Economics, 160:117-131.

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.

Roukny, Tarik; Battiston, Stefano; Stiglitz, Joseph E (2018). Interconnectedness as a Source of Uncertainty in Systemic Risk. Journal of Financial Stability, 35:93-106.

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.

Pikulina, Elena; Renneboog, Luc; Tobler, Philippe N (2018). Do confident individuals generally work harder? Journal of Multinational Financial Management, 44:51-60.

Habib, Michel A (2018). Multifaceted Transactions and Organizational Ownership. Review of Corporate Finance Studies, 7(1):22-69.

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.

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.

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.

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.

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.

Garcia-Appendini, Emilia (2018). Financial distress and competitors' investment. Journal of Corporate Finance, 51:182-209.

Haase, Marco; Huss, Matthias (2018). Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures. Journal of Commodity Markets, 10:29-46.

Rohner, Philippe; Uhl, Matthias W (2018). Increasing Investor Happiness with Holistic and Goal-Based Investment Advice. Journal of Wealth Management, 20(4):22-28.

Drobetz, Wolfgang; von Meyerinck, Felix; Oesch, David; Schmid, Markus (2018). Industry expert directors. Journal of Banking and Finance, 92(July):195-215.

Höschler, Peter; Balestra, Simone; Backes-Gellner, Uschi (2018). The Development of non-cognitive skills in adolescence. Economics Letters, 163:40-45.


Dzhabarov, Constantine; Ziegler, Alexandre; Ziemba, William T (2017). Sell in May and Go Away: The Evidence in the International Equity Index Futures Markets. Quantitative Finance, 18(2):171-181.

Bartling, Björn; Grieder, Manuel; Zehnder, Christian (2017). Competitive pricing reduces wasteful counterproductive behaviors. Journal of Public Economics, 156:34-47.

Hens, Thorsten; Mayer, János (2017). Cumulative prospect theory and mean-variance analysis: a rigorous comparison. Journal of Computational Finance, 21(3):47-73.

Dacorogna, Michel; Busse, Marc (2017). The price of being a Systemically Important Financial Institution (SIFI). International Review of Finance, 17(4):611-616.

Rochet, Jean-Charles; Gersbach, Hans (2017). Capital Regulation and Credit Fluctuations. Journal of Monetary Economics, 90:113-124.

Moreno-Bromberg, Santiago; Vo, Quynh-Anh (2017). Resolution of financial distress under agency frictions. Journal of Banking and Finance, 82:40-58.

Ewerhart, Christian (2017). Contests with small noise and the robustness of the all-pay auction. Games and Economic Behavior, 105:195-211.

Leippold, Markus; Stromberg, Jacob (2017). Strategic technology adoption and hedging under incomplete markets. Journal of Banking and Finance, 81:181-199.

Alós-Ferrer, Carlos; García-Segarra, Jaume; Ginés-Vilar, Miguel (2017). Super-additivity and concavity are equivalent for Pareto optimal n-agent bargaining solutions. Economics Letters, 157:50-52.

Alós-Ferrer, Carlos; Hügelschäfer, Sabine; Li, Jiahui (2017). Framing effects and the reinforcement heuristic. Economics Letters, 156:32-35.

Uhl, Matthias W (2017). Emotions Matter - Sentiment and Momentum in FX. Journal of Behavioral Finance, 18(3):249-257.

Hoffmann, Mathias; Studer-Suter, Rahel (2017). Systematic consumption risk in currency returns. Journal of International Money and Finance, 74:187-208.

Alós-Ferrer, Carlos; Ritzberger, Klaus (2017). Does backwards induction imply subgame perfection? Games and Economic Behavior, 103:19-29.

Klein, Arnd Heinrich; Schmutzler, Armin (2017). Optimal effort incentives in dynamic tournaments. Games and Economic Behavior, 103:199-224.

Farkas, Walter; Gourier, Elise; Huitema, Robert; Necula, Ciprian (2017). A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing. Journal of Banking and Finance, 77:249-268.

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.

Alós-Ferrer, Carlos; Kirchsteiger, Georg (2017). Market selection by boundedly-rational traders under constant returns to scale. Economics Letters, 153:51-53.

Pikulina, Elena; Renneboog, Luc; Tobler, Philippe N (2017). Overconfidence and investment: an experimental approach. Journal of Corporate Finance, 43:175-192.

Leippold, Markus; Vasiljevic, Nikola (2017). Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model. Journal of Banking and Finance, 77:78-94.

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

Nyborg, Kjell G (2017). Central bank collateral frameworks. Journal of Banking and Finance, 76:198-214.

Seele, Peter; Chesney, Marc (2017). Toxic sustainable companies? A critique on the shortcomings of current corporate sustainability ratings and a definition of ‘financial toxicity. Journal of Sustainable Finance & Investment, 7(2):139-146.

Dietl, Helmut M; Lang, Markus; Nesseler, Cornel (2017). The impact of government subsidies in professional team sports leagues. International Journal of Sport Finance, 12(1):49-64.

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.

Leippold, Markus; Schärer, Steven (2017). Discrete-time option pricing with stochastic liquidity. Journal of Banking and Finance, 75:1-16.

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.

Fuhrer, Lucas Marc; Müller, Benjamin; Steiner, Luzian (2017). The Liquidity Coverage Ratio and Security Prices. Journal of Banking and Finance, 75:292-311.

Koch-Medina, Pablo; Munari, Cosimo; Šikić, Mario (2017). Diversification, protection of liability holders and regulatory arbitrage. Mathematics and Financial Economics, 11(1):63-83.

Pomeranz, Dina (2017). Impact evaluation methods in public economics : a brief introduction to randomized evaluations and comparison with other methods. Public Finance Review, 45(1):10-43.

Cortes, Guido Matias; Jaimovich, Nir; Siu, Henry E (2017). Disappearing routine jobs: Who, how, and why? Journal of Monetary Economics, 91:69-87.

Goldberg, Lisa R; Mahmoud, Ola (2017). Drawdown: from practice to theory and back again. Mathematics and Financial Economics, 11(3):275-297.

Zhang, Ally Quan; Thul, Matthias (2017). How Much Is the Gap? Efficient Jump Risk-Adjusted Valuation of Leveraged Certificates. Quantitative Finance, 17(9):1387-1401.

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.

Hautz, Julia; Seidl, David; Whittington, Richard (2017). Open Strategy: Dimensions, Dilemmas, Dynamics. Long Range Planning, 50(3):298-309.

Ewerhart, Christian (2017). Revenue ranking of optimally biased contests: The case of two players. Economics Letters, 157:167-170.

Hermstrüwer, Yoan; Dickert, Stephan (2017). Sharing is daring: An experiment on consent, chilling effects and a salient privacy nudge. International Review of Law and Economics:38-49.

Göncü, Ahmet; Akyildirim, Erdinc (2017). Statistical arbitrage in the multi-asset Black–Scholes economy. Annals of Financial Economics, 12(01):1750004.

Flepp, Raphael; Nüesch, Stephan; Franck, E (2017). The liquidity advantage of the quote-driven market: Evidence from the betting industry. The Quarterly review of economics and finance, 64(2017):306-317.

Ewerhart, Christian (2017). The lottery contest is a best-response potential game. Economics Letters, 155:168-171.

van Aaken, Dominik; Rost, Katja; Seidl, David (2017). The substitution of governance mechanisms in the evolution of family firms. Long Range Planning, 50(6):826-839.

Mahmoud, Ola (2017). The temporal dimension of risk. Journal of Risk, 19(3):57-83.


Zavolokina, Liudmila; Dolata, Mateusz; Schwabe, Gerhard (2016). The FinTech phenomenon: antecedents of financial innovation perceived by the popular press. Financial Innovation:2:16.

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.

Hémous, David (2016). The dynamic impact of unilateral environmental policies. Journal of International Economics, 103:80-95.

Carletti, Elena; Colla, Paolo; Gulati, Mitu; Ongena, Steven (2016). Pricing contract terms in a crisis: Venezuelan bonds in 2016. Capital Markets Law Journal, 11(4):540-555.

Kara, Alper; Marques-Ibanez, David; Ongena, Steven (2016). Securitization and lending standards: Evidence from the European wholesale loan market. Journal of Financial Stability, 26:107-127.

Hsieh, Chang-Tai; Ossa, Ralph (2016). A global view of productivity growth in China. Journal of International Economics, 102:209-224.

Pohl, Walt (2016). External habit: Anything goes. Economics Letters, 146:140-142.

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.

Degryse, Hans; Lu, Liping; Ongena, Steven (2016). Formal, informal or co-funding? Evidence on the co-funding of Chinese firms. Journal of Financial Intermediation, 27:31-60.

Habib, Michel A; Johnsen, D Bruce (2016). The quality-assuring role of mutual fund advisory fees. International Review of Law and Economics, 46:1-19.

Göncü, Ahmet; Akyildirim, Erdinc (2016). Statistical Arbitrage with Pairs Trading. International Review of Finance, 16(2):307-319.

Bartling, Björn; Netzer, Nick (2016). An externality-robust auction: Theory and experimental evidence. Games and Economic Behavior, 97:186-204.

Chen, Peter; Egesdal, Michael; Pycia, Marek; Yenmez, M Bumin (2016). Median stable matchings in two-sided markets. Games and Economic Behavior, 97:64-69.

Chesney, Marc; Coculescu, Delia; Gokay, Selim (2016). Endogenous trading in Credit Default Swaps. Decisions in Economics and Finance, 39(1):1-31.

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.

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.

Rendall, Michelle; Weiss, Franziska J (2016). Employment polarization and the role of the apprenticeship system. European Economic Review, 82:166-186.

Koch-Medina, Pablo; Munari, Cosimo (2016). Unexpected shortfalls of expected Shortfall: Extreme default profiles and regulatory arbitrage. Journal of Banking and Finance, 62:141-151.

Göncü, Ahmet; Akyildirim, Erdinc (2016). A stochastic model for commodity pairs trading. Quantitative Finance, 16(12):1843-1857.

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.

Battiston, Stefano; D'Errico, Marco; Gurciullo, Stefano (2016). DebtRank and the network of leverage. The Journal of Alternative Investments, 18(4):68-81.

De Giorgi, Enrico G; Mahmoud, Ola (2016). Diversification preferences in the theory of choice. Decisions in Economics and Finance, 39(2):143-174.

Dietl, Helmut; Franck, Egon (2016). Guest editors’ introduction. International Journal of Sport Finance, 11(4):267-268.

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.

Battiston, Stefano; Tasca, Paolo (2016). Market procyclicality and systemic risk. Quantitative Finance, 16(8):1219-1235.

Akyildirim, Erdinc; Altarovici, Albert (2016). Partial hedging and cash requirements in discrete time. Quantitative Finance, 16(6):929-945.

Nooijen, Steven J; Broda, Simon (2016). Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models. Journal of Behavioral Finance, 17(4):321-335.

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

Drimus, Gabriel; Farkas, Walter; Gourier, Elise (2016). Valuations of options on discretely sampled variance: A general analytic approximation. Journal of Computational Finance, 20(2):39-66.


Jakovljević, Sanja; Degryse, Hans; Ongena, Steven (2015). A review of empirical resarch on the design and impact of regulation in the banking sector. Annual Review of Financial Economics, 7:423-443.

Li, Chunshuo; Ongena, Steven (2015). Bank loan announcements and borrower stock returns before and during the recent financial crisis. Journal of Financial Stability, 21:1-12.

Moenninghoff, Sebastian C; Ongena, Steven; Wieandt, Axel (2015). The perennial challenge to counter Too-Big-to-Fail in banking: Empirical evidence from the new international regulation dealing with Global Systemically Important Banks. Journal of Banking and Finance, 61:221-236.

Ossa, Ralph (2015). Why trade matters after all. Journal of International Economics, 97(2):266-277.

Chesney, Marc; Crameri, Remo; Mancini, Loriano (2015). Detecting abnormal trading activities in option markets. Journal of Empirical Finance, 33:263-275.

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

Leippold, Markus; Su, Lujing (2015). Collateral smile. Journal of Banking and Finance, 58:15 - 28.

Guren, Adam; Hémous, David; Olsen, Morten (2015). Trade dynamics with sector-specific human capital. Journal of International Economics, 97(1):126-147.

Nax, Heinrich H; Murphy, Ryan O; Ackermann, Kurt A (2015). Interactive preferences. Economics Letters, 135:133-136.

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.

Hu, Daning; Schwabe, Gerhard; Li, Xiao (2015). Systemic risk management and investment analysis with financial network analytics: research opportunities and challenges. Financial Innovation, 1(2):online.

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.

Bartling, Björn; Fischbacher, Urs; Schudy, Simeon (2015). Pivotality and responsibility attribution in sequential voting. Journal of Public Economics, 128:133-139.

Chen, Yan; Fehr, Ernst; Fischbacher, Urs; Morgan, Peter (2015). Decentralized matching and social segregation. Games and Economic Behavior, 90:17-43.

Farkas, Walter; Koch-Medina, Pablo; Munari, Cosimo (2015). Measuring risk with multiple eligible assets. Mathematics and Financial Economics, 9(1):3-27.

Buckley, Ross P; Weber, Rolf H; Dowell-Jones, Mary (2015). A Swiss Finish for Australia? Ways to Enhance the Resilience of Systemically Important Banks. Capital Markets Law Journal, 10(1):41-70.

Paolella, Marc S; Polak, Pawel (2015). ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails. International Review of Economics and Finance, 40:282-297.

Degryse, Hans; Ioannidou, Vasso; Ongena, Steven (2015). Bank-firm relationships: A review of the implications for firms and banks in normal and crisis times. In: Watanabe, Tsutomu; Uesugi, Iichiro; Ono, Arito. The Economics of Interfirm Networks. Berlin: Springer, 177-189.

Koch-Medina, Pablo; Moreno-Bromberg, Santiago; Munari, Cosimo (2015). Capital adequacy tests and limited liability of financial institutions. Journal of Banking and Finance, 51:93-102.

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

Zhang, Xin-an; Li, N; Ullrich, Johannes; van Dick, R (2015). Getting everyone on board: The effect of CEO differentiated transformational leadership on top management team effectiveness and leader-rated firm performance. Journal of Management, 41(7):1898-1933.

Rupp, D E; Hoffman, B J; Bischof, D; Byham, W; Collins, L; Gibbons, A; Hirose, S; Kleinmann, Martin; Kudisch, J D; Lanik, M; Jackson, D J R; Kim, M; Lievens, Filip; Meiring, D; Melchers, K G; Pendit, V G; Putka, D J; Povah, N; Reynolds, D; Schlebusch, S; Scott, J; Simonenko, S; Thornton, G (2015). Guidelines and ethical considerations for assessment center operations. Journal of Management, 41(4):1244-1273.

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

Kiedaisch, Christian (2015). Intellectual property rights in a quality-ladder model with persistent leadership. European Economic Review, 80:194-213.

Bachmann, Kremena; Hens, Thorsten (2015). Investment competence and advice seeking. Journal of Behavioral and Experimental Finance, 6:27-41.

Brumm, Johannes; Grill, Michael; Kübler, Felix; Schmedders, Karl (2015). Margin regulation and volatility. Journal of Monetary Economics, 75:54-68.

Ludwig, Markus (2015). Robust estimation of shape-constrained state price density surfaces. The Journal of Derivatives, 22(3):56-72.

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.

Carletti, Elena; Hartmann, Philipp; Ongena, Steven (2015). The economic impact of merger control legislation. International Review of Law and Economics, 42(6):88-104.

Tasselli, Stefano; Kilduff, Martin; Menges, Jochen I (2015). The micro foundations of organizational social networks: A review and an agenda for future research. Journal of Management, 41(5):1361-1387.

Hüsser, Andreas (2015). The role of investors’ objective financial knowledge on the assessment of risk disclosures in mutual fund advertisements. Journal of Financial Services Marketing, 20(1):5-22.


Uhl, Matthias W (2014). Reuters Sentiment and Stock Returns. Journal of Behavioral Finance, 15(4):287-298.

Buchholz, Wolfgang; Falkinger, Josef; Ruebbelke, Dirk (2014). Non-governmental public norm enforcement in large societies as a two-stage game of voluntary public good provision. Journal of Public Economic Theory, 16(6):899-916.

Leippold, Markus; Lohre, Harald (2014). The Dispersion Effect in International Stock Returns. Journal of Empirical Finance, 29:331-342.

Mollet, Janick Christian; Ziegler, Andreas (2014). Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets. Review of Financial Economics, 23(4):208-216.

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.

Gersbach, Hans; Schmutzler, Armin (2014). Does globalization create superstars? A simple theory of managerial wages. European Economic Review, 71:34-51.

Bartling, Björn; Engl, Florian; Weber, Roberto A (2014). Does willful ignorance deflect punishment? - An experimental study. European Economic Review, 70:512-524.

Hüsser, Andreas; Wirth, Werner (2014). Do investors show an attentional bias toward past performance? An eye-tracking experiment on visual attention to mutual fund disclosures in simplified fund prospectuses. Journal of Financial Services Marketing, 19(3):169-185.

Huett, Hannes; Krapf, Matthias; Derya Uysal, S (2014). Price Dynamics in the Belarusian Black Market for Foreign Exchange. Journal of International Economics, 94(1):169-176.

Alós-Ferrer, Carlos; Weidenholzer, Simon (2014). Imitation and the role of information in overcoming coordination failures. Games and Economic Behavior, 87:397-411.

Ewerhart, Christian (2014). Unique Equilibrium in Contests with a Continuum of Types. Economics Letters, 125(1):115-118.

Koch, Cathérine Tahmee (2014). Risky adjustments or adjustments to risks: Decomposing bank leverage. Journal of Banking and Finance, 45:242-254.

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

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

Ewerhart, Christian (2014). Cournot games with biconcave demand. Games and Economic Behavior, 85:37-47.

Buch, Claudia M; Koch, Cathérine T; Koetter, Michael (2014). Should I stay or should I go? Bank productivity and internationalization decisions. Journal of Banking and Finance, 42:266-282.

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

Aghion, Philippe; Hémous, David; Kharroubi, Enisse (2014). Cyclical fiscal policy, credit constraints, and industry growth. Journal of Monetary Economics, 62:41-58.

Rochet, Jean-Charles; Cerasi, Vittoria (2014). Rethinking the regulatory treatment of securitization. Journal of Financial Stability, 10:20-31.

Hens, Thorsten; Rieger, Marc Oliver (2014). Can utility optimization explain the demand for structured investment products? Quantitative Finance, 14(4):673-681.

Ravanelli, Claudia; Svindland, Gregor (2014). Comonotone Pareto optimal allocations for law invariant robust utilities on L 1. Finance and Stochastics, 18(1):249-269.

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.

Herz, Holger; Schunk, Daniel; Zehnder, Christian (2014). How do judgmental overconfidence and overoptimism shape innovative activity? Games and Economic Behavior, 83:1-23.

Pikulina, Elena; Renneboog, Luc; Ter Horst, Jenke; Tobler, Philippe N (2014). Bonus schemes and trading activity. Journal of Corporate Finance, 29:369-389.

Franck, E (2014). Financial Fair Play in European Club Football - What is it all about? International Journal of Sport Finance, 9(3):193-217.

Oswald, Yvonne; Backes-Gellner, Uschi (2014). Learning for a bonus: How financial incentives interact with preferences. Journal of Public Economics, 118:52-61.

Rochet, Jean-Charles; Moreno-Bromberg, Santiago (2014). Market frictions and corporate finance: An overview paper. Mathematics and Financial Economics, 8(4):355-381.

Rost, Katja; Grätzer, Gitte (2014). Multinational organizations as rule-following bureaucracies – the example of catholic orders. Journal of International Management, 20(3):290-311.

Baele, Lieven; Farooq, Moazzam; Ongena, Steven (2014). Of religion and redemption: evidence from default on islamic loans. Journal of Banking and Finance, 44:141-159.

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.


Fehrler, Sebastian; Kosfeld, Michael (2013). Can you trust the good guys? Trust within and between groups with different missions. Economics Letters, 121(3):400-404.

Farkas, Walter; Koch-Medina, Pablo; Munari, Cosimo (2013). Beyond cash-additive risk measures: When changing the numeraire fails. Finance and Stochastics, 18(1):145-173.

Fehr, Ernst; Glätzle-Rützler, Daniela; Sutter, Matthias (2013). The development of egalitarianism, altruism, spite and parochialism in childhood and adolescence. European Economic Review, 64:369-383.

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.

Romano, Joseph P; Wolf, Michael (2013). Testing for monotonicity in expected asset returns. Journal of Empirical Finance, 23:93-116.

Reichlin, Christian (2013). Utility maximization with a given pricing measure when the utility is not necessarily concave. Mathematics and Financial Economics, 7(4):531-556.

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.

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.

Tai-Leung, Chong Terrence; Lu, Liping; Ongena, Steven (2013). Does banking competition alleviate or worsen credit constraints faced by small and medium enterprises? Evidence from China. Journal of Banking and Finance, 37(9):3412-3424.

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

Chaney, Thomas; Ossa, Ralph (2013). Market size, division of labor, and firm productivity. Journal of International Economics, 90(1):177-180.

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

Garcia-Appendini, Emilia (2013). Contracts and returns in private equity investments. Journal of Financial Intermediation, 22(2):201-217.

Ongena, Steven; Roscovan, Viorel (2013). Bank loan announcements and borrower stock returns: Does bank origin matter? International Review of Finance, 13(2):137-159.

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.

Haug, Jorgen; Hens, Thorsten; Woehrmann, Peter (2013). Risk aversion in the large and in the small. Economics Letters, 118(2):310-313.

Hoffmann, Mathias (2013). What drives China's current account? Journal of International Money and Finance, 32:856-883.

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.

Kováč, Eugen; Steiner, Jakub (2013). Reversibility in dynamic coordination problems. Games and Economic Behavior, 77(1):298-320.

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

Nikeghbali, Ashkan; Platen, Eckhard (2013). A reading guide for last passage times with financial applications in view. Finance and Stochastics, 17(3):615-640.

Bhattacharya, S; Nyborg, K G (2013). Bank bailout menus. Review of Corporate Finance Studies, 2(1):29-61.

Staubli, Stefan; Zweimüller, Josef (2013). Does raising the early retirement age increase employment of older workers? Journal of Public Economics, 108:17-32.

Rischatsch, Maurus; Trottmann, Maria; Zweifel, Peter (2013). Generic substitution, financial interests, and imperfect agency. International Journal of Health Care Finance and Economics, 13(2):115-138.

Dahlquist, Magnus; Hasseltoft, Henrik (2013). International Bond Risk Premia. Journal of International Economics, 90(1):17-32.

Keil, Thomas; Laamanen, Tomi; McGrath, Rita G (2013). Is a counterattack the best defense? Competitive dynamics through acquisitions. Long Range Planning, 46(3):195-215.

Drimus, Gabriel; Farkas, Walter (2013). Local volatility of volatility for the VIX market. Review of Derivatives Research, 16(3):267-293.

Goldberg, Lisa R; Hayes, Michael Y; Mahmoud, Ola (2013). Minimizing shortfall. Quantitative Finance, 13(10):1533-1545.

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

Bachem, Olivier; Drimus, Gabriel; Farkas, Walter (2013). Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams. Quantitative Finance, 13(11):1801-1812.

Haas, Markus; Krause, Jochen; Paolella, Marc S; Steude, Sven C (2013). Time-varying mixture GARCH models and asymmetric volatility. North American Journal of Economics and Finance, 26:602-623.


Wang, Mei; Bernstein, Abraham; Chesney, Marc (2012). An experimental study on real option strategies. Quantitative Finance, 12(11):1753-1772.

Chesney, Marc; Taschini, Luca (2012). The endogenous price dynamics of emission allowances and an application to CO2 option pricing. Applied Mathematical Finance, 19(5):447-475.

Chesney, Marc; Kempf, Alexander (2012). The value of tradeability. Review of Derivatives Research, 15(3):193-216.

Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, Bruce; Stiglitz, Joseph E (2012). Credit Default Cascades: When Does Risk Diversification Increase Stability? Journal of Financial Stability, 8(3):138-149.

Bartling, Björn (2012). Multi-tasking and inequity aversion in the linear–exponential–normal moral hazard model. Economics Letters, 116(3):523-525.

Coculescu, Delia; Jeanblanc, Monique; Nikeghbali, Ashkan (2012). Default times, no-arbitrage conditions and changes of probability measures. Finance and Stochastics, 16(3):513-535.

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

Baetschmann, Gregori (2012). Identification and estimation of thresholds in the fixed effects ordered logit mode. Economics Letters, 115(3):416-418.

Barmettler, Franziska; Fehr, Ernst; Zehnder, Christian (2012). Big experimenter is watching you! Anonymity and prosocial behavior in the laboratory. Games and Economic Behavior, 75(1):17-34.

Ongena, Steven; Tümer-Alkan, Günseli; von Westernhagen, Natalja (2012). Creditor concentration: An empirical investigation. European Economic Review, 56(4):830-847.

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

Binswanger, Johannes; Schunk, Daniel (2012). What is an adequate standard of living during retirement? Journal of Pension Economics and Finance, 11(2):203-222.

Gençay, Ramazan; Xue, Yi (2012). Trading Frequency and Volatility Clustering. Journal of Banking and Finance, 36(3):760-773.

Dasgupta, Amil; Steiner, Jakub; Stewart, Colin (2012). Dynamic coordination with individual learning. Games and Economic Behavior, 74(1):83-101.

Giannetti, Mariassunta; Ongena, Steven (2012). "Lending by example": Direct and indirect effects of foreign banks in emerging markets. Journal of International Economics, 86(1):167-180.

McEvily, Bill; Radzevick, Joseph R; Weber, Roberto A (2012). Whom do you distrust and how much does it cost? An experiment on the measurement of trust. Games and Economic Behavior, 74(1):285-298.

Larsen, Bradley J; Oswald, Florian; Reich, Gregor; Wunderli, Dan (2012). A test of the extreme value type I assumption in the bus engine replacement model. Economics Letters, 116(2):213-216.

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

Oesch, David; Ammann, Manuel; Odoni, Sandro (2012). An alternative three-factor model for international markets: Evidence from the European Monetary Union. Journal of Banking and Finance, 36(7):1857-1864.

Gençay, Ramazan; Gradojevic, Nikola; Selçuk, Faruk; Whitcher, Brandon (2012). Asymmetry of information flow between volatilities across time scales. Quantitative Finance, 10(8):895-915.

Cason, Timothy N; Sheremeta, Roman M; Zhang, Jingjing (2012). Communication and efficiency in competitive coordination games. Games and Economic Behavior, 76(1):26 - 43.

Leippold, Markus; Lohre, Harald (2012). Data snooping and the global accrual anomaly. Applied Financial Economics, 22(7):509-535.

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

Dzielinski, Michal (2012). Measuring economic uncertainty and its impact on the stock market. Finance Research Letters, 9(3):167-175.

Drimus, Gabriel G (2012). Options on realized variance by transform methods: A non-affine stochastic volatility model. Quantitative Finance, 12(11):1679-1694.

Drimus, Gabriel G (2012). Options on realized variance in Log-OU models. Applied Mathematical Finance, 19(5):477-494.

Ewerhart, Christian; Cassola, Nuno; Valla, Natacha (2012). Overbidding in fixed rate tenders: The role of exposure risk. Journal of Banking & Finance, 36(2):539-549.

Cheridito, Patrick; Nikeghbali, Ashkan; Platen, Eckhard (2012). Processes of class sigma, last passage times, and drawdowns. SIAM Journal on Financial Mathematics, 3(1):280-303.

Straumann, Tobias; Urban, Scott (2012). Still tied by golden fetters: the global response to the US recession of 1937-38. Financial History Review, 19(1):21-48.

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.

Breuer, Christoph; Dietl, Helmut; Weingärtner, Christian; Wicker, Pamela (2012). The effect of a sports institution’s legal structure on sponsorship income: The case of amateur equestrian sports in Germany. International Journal of Sport Finance, 7:340-357.

Battiston, Stefano; König, Michael D; Napoletano, M; Schweitzer, F (2012). The efficiency and stability of R&D networks. Games and Economic Behavior, 75(2):694-713.

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

Artis, Michael J; Hoffmann, Mathias (2012). The home bias, capital income flows and improved long-term consumption risk sharing between industrialized countries. International finance, 14(3):481-505.

Rohner, Dominic; van der Ploeg, Frederick (2012). War and Natural Resource Exploitation. European Economic Review, 56(8):1714-1729.


Horst, Ulrich; Moreno-Bromberg, Santiago (2011). Efficiency and equilibria in games of optimal derivative design. Mathematics and Financial Economics, 5(4):269-297.

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.

Ongena, Steven; Şendeniz-Yüncü, İlkay (2011). Which firms engage small, foreign, or state banks? And who goes Islamic? Evidence from Turkey. Journal of Banking and Finance, 35(12):3213-3224.

Buch, Claudia M; Koch, Cathérine T; Koetter, Michael (2011). Size, productivity, and international banking. Journal of International Economics, 85(2):329-334.

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.

Fehr, Ernst; Leibbrandt, Andreas (2011). A field study on cooperativeness and impatience in the Tragedy of the Commons. Journal of Public Economics, 95(9-10):1144-1155.

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.

Cerqueiro, Geraldo; Degryse, Hans; Ongena, Steven (2011). Rules versus discretion in loan rate setting. Journal of Financial Intermediation, 20(4):503-529.

Brown, Martin; Ongena, Steven; Yeşin, Pinar (2011). Foreign currency borrowing by small firms in the transition economies. Journal of Financial Intermediation, 20(3):285-302.

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.

Brutti, Filippo (2011). Sovereign defaults and liquidity crises. Journal of International Economics, 84(1):65-72.

Ongena, Steven; Tümer-Alkan, Günseli; Vermeer, Bram (2011). Corporate choice of banks: Decision factors, decision maker, and decision process - First evidence. Journal of Corporate Finance, 17(2):326-351.

Glattfelder, James B; Dupuis, A; Olsen, R B (2011). Patterns in high-frequency FX data: discovery of 12 empirical scaling laws. Quantitative Finance, 11(4):599-614.

Ongena, Steven; Popov, Alexander (2011). Interbank market integration, loan rates, and firm leverage. Journal of Banking and Finance, 35(3):544-559.

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.

Chesney, Marc; Reshetar, Ganna; Karaman, Mustafa (2011). The impact of terrorism on financial markets: an empirical study. Journal of Banking and Finance, 35(2):253-267.

Rieger, Marc Oliver (2011). Co-monotonicity of optimal investments and the design of structured financial products. Finance and Stochastics, 15(1):27-55.

Schmutzler, Armin (2011). A unified approach to comparative statics puzzles in experiments. Games and Economic Behavior, 71(1):212-223.

De Giorgi, Enrico; Hens, Thorsten; Mayer, Janos (2011). A note on reward-risk portfolio selection and two-fund separation. Finance Research Letters, 8(2):52-58.

Mierendorff, Konrad (2011). Asymmetric reduced form auctions. Economics Letters, 110(1):41-44.

Wagner, Alexander F (2011). Board independence and competence. Journal of Financial Intermediation, 20(1):71-93.

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

Drimus, Gabriel G (2011). Closed-form convexity and cross-convexity adjustments for Heston prices. Quantitative Finance, 11(8):1137-1149.

Oesch, David; Ammann, Manuel; Schmid, Markus M (2011). Corporate governance and firm value: International evidence. Journal of Empirical Finance, 18(1):36-55.

Ranaldo, Angelo; Fischer, Andreas M (2011). Does FOMC news increase global FX trading? (Global FX Trading & FOMC Deliberations). Journal of Banking and Finance, 35(11):2965-2973.

Hens, Thorsten; Vlcek, Martin (2011). Does prospect theory explain the disposition effect? Journal of Behavioral Finance, 12(3):141-157.

Hens, Thorsten; Amir, Rabah; Evstigneev, I V; Xu, Le (2011). Evolutionary finance and dynamic games. Mathematics and Financial Economics, 5(3):161-184.

Anderson, Ronald W; Nyborg, Kjell G (2011). Financing and growth under repeated moral hazard. Journal of Financial Intermediation, 20(1):1-24.

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.

Rochet, Jean-Charles; Villeneuve, Stéphane (2011). Liquidity management and corporate demand for hedging and insurance. Journal of Financial Intermediation, 20(3):303-323.

Evstigneev, Igor V; Hens, Thorsten; Schenk-Hoppé, Klaus Reiner (2011). Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset. Mathematics and Financial Economics, 5(3):185-202.

Leippold, Markus; Trojani, Fabio; Vanini, Paolo (2011). Multiperiod mean-variance efficient portfolios with endogenous liabilities. Quantitative Finance, 11(10):1535-1546.

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.

Staubli, Stefan (2011). The impact of stricter criteria for disability insurance on labor force participation. Journal of Public Economics, 95(9-10):1223-1235.

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.


Boes, Stefan; Staub, Kevin; Winkelmann, Rainer (2010). Relative status and satisfaction. Economics Letters, 109(3):168-170.

Rochet, Jean-Charles (2010). Systemic risk: changing the regulatory perspective. International Journal of Central Banking, 6:259-276.

Lutz, D J; Lamp, D; Mandic, P; Hecht, F; Stiller, B (2010). Charging of SAML-based federated VoIP services. In: 5th International Conference for Internet Technology and Secured Transactions (ICITST-2010), London, U.K., 8 November 2010 - 11 November 2010. IEEE, 1-8.

Hens, Thorsten; Vogt, Bodo (2010). Indirect Reciprocity and Money. Games and Economic Behavior, 70(2):354-374.

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.

Hodler, R; Loertscher, S; Rohner, D (2010). Inefficient policies and incumbency advantage. Journal of Public Economics, 94(9-10):761-767.

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.

Beer, Christian; Ongena, Steven; Peter, Marcel (2010). Borrowing in foreign currency: Austrian households as carry traders. Journal of Banking and Finance, 34(9):2198-2211.

Schwerdt, G; Ichino, A; Ruf, O; Winter-Ebmer, R; Zweimüller, J (2010). Does the color of the collar matter? Employment and earnings after plant closure. Economics Letters, 108(2):137-140.

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

Arping, Stefan; Sautner, Zacharias (2010). Corporate governance and leverage: evidence from a natural experiment. Finance Research Letters, 7(2):127-134.

Dierkes, Maik; Erner, Carsten; Zeisberger, Stefan (2010). Investment horizon ant the attractiveness of investment strategies: A behavioral approach. Journal of Banking and Finance, 34(5):1032-1046.

Franck, E (2010). Private firm, public corporation or member's association – Governance structures in European football. International Journal of Sport Finance, 5(2):108-127.

Lange, Andreas; Löschel, Andreas; Vogt, Carsten; Ziegler, Andreas (2010). On the self-interested use of equity in international climate negotiations. European Economic Review, 54(3):359-375.

Ranaldo, Angelo; Rossi, Enzo (2010). The reaction of asset markets to Swiss National Bank communication. Journal of International Money and Finance, 29(3):486-503.

Gençay, Ramazan; Gradojevic, Nikola (2010). Crash of '87 - Was it expected?: Aggregate market fears and long-range dependence. Journal of Empirical Finance, 17(2):270-282.

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.

Dietl, H; Lang, M; Werner, S (2010). The effect of luxury taxes on competitive balance, club profits, and social welfare in sports leagues. International Journal of Sport Finance, 5(1):41-51.

Rochet, Jean-Charles; Wright, Julian (2010). Credit card interchange fees. Journal of Banking and Finance, 34(8):1788-1797.

Becker, Sascha O; Hoffmann, Mathias (2010). Equity fund ownership and the cross-regional diversification of household risk. Journal of Banking and Finance, 34(1):90-102.

Goeree, Jacob K; Holt, Charles A (2010). Hierarchical package bidding: a paper & pencil combinatorial auction. Games and Economic Behavior, 70(1):146-169.

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.

Weber, Rolf H; Darbellay, Aline (2010). Legal issues in mobile banking. Journal of banking regulation, 11(2):129-145.

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.

Wuellrich, J P (2010). The effects of increasing financial incentives for firms to promote employment of disabled workers. Economics Letters, 107(2):173-176.

Alós-Ferrer, Carlos; Netzer, Nick (2010). The logit-response dynamics. Games and Economic Behavior, 68(2):413-427.

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.

Constantinescu, Mihnea (2010). What is the “duration” of Swiss direct real estate? Journal of Property Investment & Finance, 28(3):181-197.


Ranaldo, Angelo (2009). Segmentation and time-of-day patterns in foreign exchange markets. Journal of Banking and Finance, 33(12):2199-2206.

Goeree, Jacob K; Riedl, Arno; Ule, Aljaž (2009). In search of stars: Network formation among heterogeneous agents. Games and Economic Behavior, 67(2):445-466.

Hoffmann, Mathias; MacDonald, Ronald (2009). Real exchange rates and real interest rate differentials: A present value interpretation. European Economic Review, 53(8):952-970.

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.

Ongena, Steven; Penas, María Fabiana (2009). Bondholders’ wealth effects in domestic and cross-border bank mergers. Journal of Financial Stability, 5(3):256-271.

Halbheer, Daniel; Fehr, Ernst; Götte, Lorenz; Schmutzler, Armin (2009). Self-reinforcing market dominance. Games and Economic Behavior, 67(2):481-502.

Bernasconi, Michele; Corazzini, Luca; Kube, Sebastian; Maréchal, Michel André (2009). Two are better than one!: individuals' contributions to "unpacked" public goods. Economics Letters, 104(1):31-33.

Leippold, Markus; Egloff, Daniel (2009). American Options with Stochastic Stopping Time Constraints. Applied Mathematical Finance, 16(3):287-305.

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.

Zweifel, Peter; Tai-Seale, Ming (2009). An economic analysis of payment for health care services: the United States and Switzerland compared. International Journal of Health Care Finance and Economics, 9(2):197-210.

Ranaldo, Angelo; Christiansen, Charlotte (2009). Extreme coexceedances in new EU member states' stock markets. Journal of Banking and Finance, 33(6):1048-1057.

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.

Wichardt, P C; Schunk, D; Schmitz, P W (2009). Participation costs for responders can reduce rejection rates in ultimatum bargaining. Economics Letters, 103(1):33-35.

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.

Hens, Thorsten; Steude, Sven C (2009). The leverage effect without leverage. Finance Research Letters, 6(2):83-94.

Bartling, Björn; Park, Andreas (2009). What determines the level of IPO gross spreads? Underwriter profits and the cost of going public. International Review of Economics and Finance, 18(1):81-109.

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

Broda, Simon; Paolella, Marc S (2009). CHICAGO: A fast and accurate method for portfolio risk calculation. Journal of Financial Econometrics, 7(4):412-436.

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.

Dietl, H; Franck, E; Hasan, T; Lang, M (2009). Governance of professional sports leagues - cooperatives versus contracts. International Review of Law and Economics, 29(2):127-137.

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

Blavatskyy, Pavlo R; Pogrebna, Ganna (2009). Myopic loss aversion revisited. Economics Letters, 104(1):43-45.

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.

Malley, Jim; Philippopoulos, Apostolis; Woitek, Ulrich (2009). To react or not? Technology shocks, fiscal policy and welfare in the EU-3. European Economic Review, 53(6):689-714.

Luechinger, Simon; Raschky, Paul A (2009). Valuing flood disasters using the life satisfaction approach. Journal of Public Economics, 93(3-4):620-633.


Ledoit, Olivier; Wolf, Michael (2008). Robust performance hypothesis testing with the Sharpe ratio. Journal of Empirical Finance, 15(5):850-859.

Alós-Ferrer, Carlos (2008). Learning, bounded memory, and inertia. Economics Letters, 101(2):134-136.

Weber, Rolf H; Darbellay, Aline (2008). The regulatory use of credit ratings in bank capital requirement regulations. Journal of banking regulation, 10(1):1-16.

De Giorgi, Enrico; Reimann, Stefan (2008). The α-beauty contest: Choosing numbers, thinking intervals. Games and Economic Behavior, 64(2):470-486.

Jostarndt, Philipp; Sautner, Zacharias (2008). Financial distress, corporate control, and management turnover. Journal of Banking and Finance, 32(10):2188-2204.

Paolella, Marc S; Taschini, Luca (2008). An econometric analysis of emission allowance prices. Journal of Banking and Finance, 32(10):2022-2032.

Rosenblatt-Wisch, Rina (2008). Loss aversion in aggregate macroeconomic time series. European Economic Review, 52(7):1140-1159.

Foellmi, R; Zweimüller, J (2008). Structural change, Engel’s consumption cycles and Kaldor’s facts of economic growth. Journal of Monetary Economics, 55(7):1317-1328.

Horst, Ulrich; Moreno, Santiago (2008). Risk minimization and optimal derivative design in a principal agent game. Mathematics and Financial Economics, 2(1):1-27.

Gençay, Ramazan; Gradojevic, Nikola (2008). Overnight interest rates and aggregate market expectations. Economics Letters, 100(1):27-30.

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.

Steiner, Jakub (2008). Coordination cycles. Games and Economic Behavior, 63(1):308-327.

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.

Hassler, John; Krusell, Per; Storesletten, Kjetil; Zilibotti, Fabrizio (2008). On the optimal timing of capital taxes. Journal of Monetary Economics, 55(4):692-709.

Coculescu, Delia; Geman, Hélyette; Jeanblanc, Monique (2008). Valuation of default-sensitive claims under imperfect information. Finance and Stochastics, 12(2):195-218.

Chesney, Marc; Gibson, Rajna (2008). Stock options and managers’ incentives to cheat. Review of Derivatives Research, 11(1-2):41-59.

Fecht, Falko; Nyborg, Kjell G; Rocholl, Jörg (2008). Liquidity management and overnight rate calendar effects: Evidence from German banks. North American Journal of Economics and Finance, 19(1):7-21.

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.

Akkoyunlu, Sule; Kholodilin, Konstantin A (2008). A link between workers' remittances and business cycles in Germany and Turkey. Emerging Markets Finance and Trade, 44(5):23-40.

de Ruijter Korver, Martijn; Ongena, Steven (2008). European mezzanine. Applied Financial Economics, 18(20):1613-1622.

Egger, H; Kreickemeier, U (2008). International fragmentation: boon or bane for domestic employment? European Economic Review, 52(1):116-132.

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.

Börsch-Supan, A; Reil-Held, A; Schunk, D (2008). Saving incentives, old-age provision and displacement effects: evidence from the recent German pension reform. Journal of Pension Economics and Finance, 7(3):295-319.

Falk, A; Fehr, F; Fischbacher, U (2008). Testing theories of fairness--intentions matter. Games and Economic Behavior, 62(1):287-303.

Egger, H; Egger, P; Greenaway, D (2008). The trade structure effects of endogenous regional trade agreements. Journal of International Economics, 74(2):278-298.


Bossy, Mireille; Gibson, Rajna; Lhabitant, Francois-Serge; Pistre, Nathalie; Talay, Denis (2007). Model misspecification analysis for bond options and Markovian hedging strategies. Review of Derivatives Research, 9(2):109-135.

Engelmann, Dirk; Steiner, Jakub (2007). The effects of risk preferences in mixed-strategy equilibria of 2 × 2 games. Games and Economic Behavior, 60(2):381-388.

Egloff, Daniel; Leippold, Markus; Vanini, Paolo (2007). A simple model of credit contagion. Journal of Banking and Finance, 31(8):2475-2492.

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

Netzer, Nick; Scheuer, Florian (2007). Taxation, insurance, and precautionary labor. Journal of Public Economics, 91(7-8):1519-1531.

Degryse, Hans; Ongena, Steven (2007). The impact of competition on bank orientation. Journal of Financial Intermediation, 16(3):399-424.

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.

van Kleef, R C; Beck, K; van de Ven, W P M M; van Vliet, R C J A (2007). Does risk equalization reduce the viability of voluntary deductibles? International Journal of Health Care Finance and Economics, 7(1):43-58.

Fehr, Ernst; Tyran, Jean R (2007). Money illusion and coordination failure. Games and Economic Behavior, 58(2):246-268.

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.

De Giorgi, Enrico; Audrino, Francesco (2007). Beta Regimes for the Yield Curve. Journal of Financial Econometrics, 5(3):456-490.

Keil, Thomas; Deutsch, Y; Laamanen, Tomi (2007). Decision making in acquisitions: The effect of outside directors' compensation on acquisition patterns. Journal of Management, 33(1):30-56.

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

Egger, H; Egger, P; Greenaway, D (2007). Intra-industry trade with multinational firms. European Economic Review, 51(8):1959-1984.

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.

Ziegler, Alexandre; Habib, Michel A (2007). Why government bonds are sold by auction and corporate bonds by posted-price selling. Journal of Financial Intermediation, 16(3):343-367.


Egger, H; Falkinger, Josef (2006). The role of public infrastructure and subsidies for firm location and international outsourcing. European Economic Review, 50(8):1993-2015.

Boes, Stefan; Lipp, Markus; Winkelmann, Rainer (2006). Money illusion under test. Economics Letters, 94(3):332-337.

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.

Schulze, Anja; Hoegl, Martin (2006). Knowledge creation in new product development projects. Journal of Management, 32(2):210-236.

Gençay, Ramazan; Selçuk, Faruk (2006). Overnight borrowing, interest rates and extreme value theory. European Economic Review, 50(3):547-563.

Blavatskyy, Pavlo R (2006). Violations of betweenness or random errors? Economics Letters, 91(1):34-38.

Egli, Dominik; Ongena, Steven; Smith, David C (2006). On the sequencing of projects, reputation building, and relationship finance. Finance Research Letters, 3(1):23-39.

Becker, Sascha O; Hoffmann, Mathias (2006). Intra- and international risk-sharing in the short run and the long run. European Economic Review, 50(3):777-806.

Chesney, Marc; Gauthier, Laurent (2006). American Parisian Options. Finance and Stochastics, 10(4):475-506.

Östberg, Per (2006). Disclosure, investment and regulation. Journal of Financial Intermediation, 15(3):285-306.

Haas, Markus; Mittnik, Stefan; Paolella, Marc S (2006). Modeling and predicting market risk with Laplace-Gaussian mixture distributions. Applied Financial Economics, 16(15):1145-1162.

Vanini, Paolo; Ebnoether, Silvan; Leippold, Markus (2006). Optimal credit limit management under different information regimes. Journal of Banking and Finance, 30:463-487.

Blöchlinger, Andreas; Leippold, Markus (2006). The economic benefit of powerful credit scoring. Journal of Banking and Finance, 30:851-873.

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.

Kuester, Keith; Mittnik, Stefan; Paolella, Marc S (2006). Value-at-risk prediction: A comparison of alternative strategies. Journal of Financial Econometrics, 4(1):53-89.


Hassler, John; Krusell, Per; Storesletten, Kjetil; Zilibotti, Fabrizio (2005). The dynamics of government. Journal of Monetary Economics, 52(7):1331-1358.

Buehler, S; Kaiser, C; Jaeger, F (2005). Merge or fail? The determinants of mergers and bankruptcies in Switzerland, 1995-2000. Economics Letters, 90(1):88-95.

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

Zweifel, Peter; Steinmann, Lukas; Eugster, Patrick (2005). The Sisyphus syndrome in health revisited. International Journal of Health Care Finance and Economics, 5(2):127-145.

Breymann, Wolfgang; Kelly, Leah; Platen, Eckhard (2005). Intraday Empirical Analysis and Modeling of Diversified World Stock Indices. Asia - Pacific Financial Markets, 12(1):1-28.

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.

Egger, H; Egger, P (2005). Labor market effects of outsourcing under industrial interdependence. International Review of Economics and Finance, 14(3):349-363.

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.

Leippold, Markus; Wiener, Zvi (2004). Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models. Review of Derivatives Research, 7(3):213-239.

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

Hoffmann, Mathias (2004). International capital mobility in the long run and the short run: can we still learn from saving–investment data? Journal of International Money and Finance, 23(1):113-131.

Chesney, Marc; Jeanblanc, Monique (2004). Pricing American currency options in an exponential Lévy model. Applied Mathematical Finance, 11(3):207-225.

Foellmi, R; Zweimüller, J (2004). Inequality, market power and product diversity. Economics Letters, 82(1):139-145.

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.


Botteron, Pascal; Chesney, Marc; Gibson-Asner, Rajna (2003). Analyzing firms' strategic investment decisions in a real options' framework. Journal of international financial markets, institutions & money, 13(5):451-479.

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.

Egger, Hartmut; Falkinger, Josef (2003). The distributional effects of international outsourcing in a 2×2 production model. North American Journal of Economics and Finance, 14(2):189-206.

Berger, Allen N; Dai, Qinglei; Ongena, Steven; Smith, David C (2003). To what extent will the banking industry be globalized? A study of bank nationality and reach in 20 European nations. Journal of Banking and Finance, 27(3):383-415.

Stavins, Robert N; Wagner, Alexander; Wagner, Gernot (2003). Interpreting sustainability in economic terms: Dynamic efficiency plus intergenerational equity. Economics Letters, 79(3):339-343.

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.


Bénabou, Roland; Pycia, Marek (2002). Dynamic inconsistency and self-control: a planner-doer interpretation. Economics Letters, 77(3):419-424.

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

Kosfeld, M; Droste, E; Voorneveld, M (2002). A myopic adjustment process leading to best-reply matching. Games and Economic Behavior, 40(2):270-290.

Kosfeld, M (2002). Why shops close again: An evolutionary perspective on the deregulation of shopping hours. European Economic Review, 46(1):51-72.

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

Ewerhart, Christian (2002). Backward induction and the game-theoretic analysis of chess. Games and Economic Behavior, 39(2):206-214.

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.

Nocera, Sandra; Bonato, Dario; Telser, Harry (2002). The contingency of contingent valuation: how much are people willing to pay against Alzheimer's disease? International Journal of Health Care Finance and Economics, 2(3):219-240.


Nyborg, Kjell G; Strebulaev, Ilya A (2001). Collateral and short squeezing of liquidity in fixed rate tenders. Journal of International Money and Finance, 20(6):769-792.

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

Bosch-Doménech, Antoni; Sáez-Martí, María (2001). Cycles of aggregate behavior in theory and experiment. Games and Economic Behavior, 36(2):105-137.

Fischbacher, Urs; Gächter, Simon; Fehr, Ernst (2001). Are people conditionally cooperative? Evidence from a public goods experiment. Economics Letters, 71(3):397-404.

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.

Egger, H; Egger, P (2001). Cross-border sourcing and outward processing in EU manufacturing. North American Journal of Economics and Finance, 12(3):243-256.

Hoffmann, Mathias (2001). Long run recursive VAR models and QR decompositions. Economics Letters, 73(1):15-20.

A'Hearn, Brian; Woitek, Ulrich (2001). More international evidence on the historical properties of business cycles. Journal of Monetary Economics, 47(2):321-346.

Chesney, Marc; Gibson-Asner, Rajna (2001). Reducing asset substitution with warrant and convertible debt issue. The Journal of Derivatives, 9(1):39-52.


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.

Gersbach, Hans; Schmutzler, Armin (2000). Declining costs of communication and transportation: what are the effects on agglomerations? European Economic Review, 44(9):915-919.

Marimon, Ramon; Zilibotti, Fabrizio (2000). Employment and distributional effects of restricting working time. European Economic Review, 44(7):1291-1326.

Ongena, Steven; Smith, David C (2000). What determines the number of bank relationships? Cross-country evidence. Journal of Financial Intermediation, 9(1):26-56.

Ewerhart, Christian (2000). Chess-like games are dominance solvable in at most two steps. Games and Economic Behavior, 33(1):41-47.

Mittnik, Stefan; Paolella, Marc S; Rachev, Svetlozar T (2000). Diagnosing and treating the fat tails in financial returns data. Journal of Empirical Finance, 7(3-4):389-416.

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.

Hens, Thorsten; Kirman, Alan; Phlips, Luis; Jaeger, Eckart (1999). Exchange rates and oligopoly. European Economic Review, 43(3):621-648.

Reinton, Harald; Ongena, Steven (1999). Out-of-sample forecasting performance of single equation monetary exchange rate models in Norwegian currency markets. Applied Financial Economics, 9(6):545-550.


Winkelmann, Liliana; Winkelmann, Rainer (1998). Tariffs, quotas and terms-of-trade: the case of New Zealand. Journal of International Economics, 46(2):313-332.

Habib, Michel A; Ljungqvist, Alexander P (1998). Underpricing and IPO proceeds: a note. Economics Letters, 61(3):381-383.

Holly, Alberto; Gardiol, Lucien; Domenighetti, Gianfranco; Bisig, Brigitte (1998). An econometric model of health care utilization and health insurance in Switzerland. European Economic Review, 42:513-522.

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

Mittnik, Stefan; Paolella, Marc S; Rachev, Svetlozar T (1998). Unconditional and conditional distributional models for the Nikkei index. Asia - Pacific Financial Markets, 5(2):99-128.


Habib, Michel A; Johnsen, D Bruce; Naik, Narayan Y (1997). Spinoffs and information. Journal of Financial Intermediation, 6(2):153-176.


Falkinger, Josef (1996). Efficient private provision of public goods when by rewarding deviations from average. Journal of Public Economics, 62(3):413-422.

Habib, Michel; Naik, Narayan (1996). Models of information aggregation in financial markets: a review. Applied Mathematical Finance, 3(2):159-166.

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.

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.

Falkinger, Josef; Winter-Ebmer, Rudolf; Zweimüller, Josef (1996). Retirement of spouses and social security reform. European Economic Review, 40(2):449-472.


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.


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.


Falkinger, Josef (1991). On optimal public good provision with tax evasion. Journal of Public Economics, 45(1):127-133.

Falkinger, J; Walther, H (1991). Rewards Versus Penalties: on a New Policy against Tax Evasion. Public Finance Review, 19(1):67-79.

Winkelmann, Rainer; Zimmermann, Klaus F (1991). A new approach for modeling economic count data. Economics Letters, 37(2):139-143.


Bhaduri, Amit; Falkinger, Josef (1990). Optimal price adjustment under imperfect information. European Economic Review, 34(5):941-952.

Falkinger, Josef (1990). Innovator-imitator trade and the welfare effects of growth. Journal of the Japanese and International Economies, 4(2):157-172.


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 May 23 00:23:11 2024 CEST.