Thèse de doctorat : Università della Svizzera italiana, 2021 ; 2021ECO007.
I use empirical methods to forecast U.S. repeat-sales house price indices, to analyze Swiss long-run default rates and to investigate the role of country and industry effects on the downside risk of stock index returns.
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(Working Papers SES ; 524)
This paper examines how investors perceive business group membership in Korea during the COVID-19 pandemic. Stock price performance analysis reveals evidence of a time-varying and heterogeneous value of affiliation: investors discount business group affiliation during a market collapse, but are willing to pay a premium for affiliation during market recovery. Overall, this pattern is more...
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In: Financial Markets and Portfolio Management, 2015, vol. 29, no. 1, p. 61-79
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In: International Tax and Public Finance, 2015, vol. 22, no. 4, p. 579-603
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In: Journal of Business Ethics, 2015, vol. 127, no. 3, p. 525-536
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In: Climatic Change, 2015, vol. 133, no. 3, p. 361-373
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Thèse de doctorat : Università della Svizzera italiana, 2021 ; 2021ECO004.
My dissertation consists of three chapters, each of which focuses on how institutional investors trade, impact price efficiency in secondary financial markets and influence the allocation of resources in the real economy. Using a novel approach based on hurricanes, the first chapter, Mutual Funds’ Fire Sales and the Real Economy: Evidence from Hurricanes, contributes to the recent debate on...
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Thèse de doctorat : Università della Svizzera italiana, 2021 ; 2021ECO002.
I use empirical methods to study the effect of institutional investors on financial markets. My studies provide novel evidence on the commonality in liquidity of fixed-income securities, the liquidity provision of hedge funds and mutual funds in equity markets, and the information diffusion from credit default swaps to equities.
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In: PLOS One, 2021, p. 1-22
Human papillomavirus (HPV) is responsible for almost all of the 570,000 new cases of cervical cancer and approximately 311,000 deaths per year. HPV vaccination is an integral component of the World Health Organization’s (WHO) global strategy to fight the disease. However, high vaccine prices enforced through patent protection are limiting vaccine expansion, particularly in low- and...
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Mémoire de bachelor : Haute école de gestion de Genève, 2020 ; TDIBM 87.
The literature has seen a growing number of studies addressing the topic of sustainable finance, while firms also seem to be keener on undertaking and advertising societal actions. The role firms play in society has been evolving, especially due to the rising demand for corporate social responsibilities. The question that recurrently arises is whether being socially responsible will allow...
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