In: Zeitschrift für die gesamte Versicherungswissenschaft, 2015, vol. 104, no. 5, p. 573-593
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In: International Tax and Public Finance, 2015, vol. 22, no. 4, p. 579-603
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In: Zeitschrift für die gesamte Versicherungswissenschaft, 2015, vol. 104, no. 1, p. 11-37
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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 ; 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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This paper studies gender-based price discrimination in the annuity market. The dataset consists of transaction-level data on the universe of individuals accessing the Chilean annuity market in the 2004-2017 period. It exploits the fact that, in Chile, individuals can access the annuity market through three different channels: an independent financial advisor, a sales agent at a company, or...
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Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO008.
My doctoral thesis examines the relationships among the degree of financial market integration and the pricing of different classes of assets. The first chapter provides a theoretical framework that uncovers in a model-free way the relationship between international stochastic discount factors (SDFs), stochastic wedges, and financial market structures. Exchange rates are in general different...
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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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Mémoire de bachelor : Haute école de gestion de Genève, 2019 ; TDIBM 63.
In a not too distant future, autonomous vehicles might be part of our life, offering us a new type of mobility with promising benefits. Nevertheless, they are also expected to disrupt our environment in all kind of manners and potentially threaten sectors related to transports and mobility. The main objective of this thesis was to understand and find out the different effects that those could...
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