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Università della Svizzera italiana

Essays in empirical finance

Garzoli, Matteo ; Plazzi, Alberto (Dir.)

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.

Consortium of Swiss Academic Libraries

Shareholder voting and merger returns

Henning, Laura

In: Financial Markets and Portfolio Management, 2015, vol. 29, no. 4, p. 337-363

Consortium of Swiss Academic Libraries

Calls of convertible debt securities: no bad news at all

Nigbur, Tobias

In: Financial Markets and Portfolio Management, 2015, vol. 29, no. 1, p. 61-79

Consortium of Swiss Academic Libraries

Dynamical system theory of periodically collapsing bubbles

Yukalov, V. ; Yukalova, E. ; Sornette, D.

In: The European Physical Journal B, 2015, vol. 88, no. 7, p. 1-14

Consortium of Swiss Academic Libraries

Measuring risk with multiple eligible assets

Farkas, Walter ; Koch-Medina, Pablo ; Munari, Cosimo

In: Mathematics and Financial Economics, 2015, vol. 9, no. 1, p. 3-27

Università della Svizzera italiana

Essays in institutional investors, market efficiency and the real economy

Tubaldi, Roberto ; Frésard, Laurent (Dir.)

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...

Università della Svizzera italiana

Essays in institutional investors and financial markets

Cötelioglu, Efe ; Plazzi, Alberto (Dir.)

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.

Università della Svizzera italiana

Gold and bubbles: an impossible binomial? : a review of historical and current evidence

Beretta, Edoardo ; Peluso, Stefano

In: Applied economics letters, 2021, p. 5 p

Gold has a far-reaching history of ‘safe haven’ or ‘anchor of stability’. However, the epitome of precious metals has recently deviated from its historical price trend. Fluctuations and volatility have increased too. We argue that gold is not subject to bubbles (due to its scarcity in nature), although its price is. By means of a logical-analytical macroeconomic approach combined with...

Université de Fribourg

Assessing the effects of seasonal tariff-rate quotas on vegetable prices in Switzerland

Loginova, Daria ; Portmann, Marco ; Huber, Martin

(Working Papers SES ; 521)

Causal estimation of the short-term effects of tariff-rate quotas (TRQs) on vegetable producer prices is hampered by the large variety and different growing seasons of vegetables and is therefore rarely performed. We quantify the effects of Swiss seasonal TRQs on domestic producer prices of a variety of vegetables based on a difference-indifferences estimation using a novel dataset of weekly...

Haute école de gestion de Genève

Do socially responsible investments outperform conventional ones ?

Schaub, Laurent-Xavier ; Ruiz, Frédéric (Dir.)

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...