Thèse de doctorat : Università della Svizzera italiana, 2021 ; 2021BIOMED001.
Background: Dementia is a syndrome characterized by progressive cognitive impairment, psychological and behavioural symptoms, and functional deficits. It is one of the leading causes of disability worldwide; its impact and the associated costs are enormous. Consequently, dementia is a global public health priority, and so is Alzheimer’s disease (AD), the most common cause of dementia in late...
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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: Journal of the European Economic Association, 2018, vol. 16, no. 2, p. 316-352
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In: Mathematics and Financial Economics, 2015, vol. 9, no. 1, p. 3-27
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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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Mémoire de bachelor : Haute école de gestion de Genève, 2020 ; TDEE 431.
Ce travail de bachelor est focalisé sur l’impact du le fair-play financier sur le football européen. Nous avons cherché à comprendre pourquoi l’UEFA a mis en place cette mesure de régulation. Nous avons découvert qu’il était lié à différents facteurs survenus dans les années 90. L’arrêt Bosman et le changement de modèle économique avec des nouveaux sources de revenus...
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Mémoire de bachelor : Haute école de gestion de Genève, 2020 ; TDIBM 66.
In this Bachelor Thesis, we research the role of the different actors of the value chain of coffee and their share of the value of the coffee that is finally sold to end- consumers. We then analyse and compare the various costs and margins incurred by Fair Trade and regular coffee. The aim of this research is to better understand how value is allocated in the final retail price of coffee sold...
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Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO002.
My dissertation consists of three chapters, each of which focuses on a different area of research in asset pricing. The first chapter deals with the informational role of brokerage firms during fire sales in the equity market. The second chapter exploits the ETF program by the bank of Japan as a quasi-natural experiment to measure the slope of the equity demand curve. The last chapter presents...
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In: Journal of Behavioral Finance, 2020, vol. 21, no. 1, p. 78-102
Structured equity-linked products hold a strong position in the asset universe in Europe although they are often considered to be overly complex. Their risk and return profi le is typically presented by simple payoff diagrams and verbal descriptions. We propose to complement the payoff diagrams with information on the payoff's probability distribution and study different presentation formats...
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In: Linguistics, 2016, vol. 54, no. 3, p. 483-529
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