ZORA Publication List

Publications

• 2021

  • Ramelli, Stefano; Wagner, Alexander; Zeckhauser, Richard; Ziegler, Alexandre (2021). Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections. Review of Corporate Finance Studies, 10(4):748-787.
  • Wagner, Alexander; Ziegler, Alexandre (2021). Illiquiditätsabschläge in der Bewertung von Klein- und Mittelunternehmen (KMU). Expert Focus, 8:10-14.

• 2018

  • Ramelli, Stefano; Wagner, Alexander; Ziegler, Alexandre; Zeckhauser, Richard (2018). Does it Pay to be Climate-Responsible in the Trump Era?. Ontario, Canada: Network for Business Sustainability.
  • 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.
  • Ramelli, Stefano; Wagner, Alexander; Ziegler, Alexandre; Zeckhauser, Richard (2018). Stock price rewards for climate saints and sinners. London: VoxEU, CEPR Policy Portal.
  • Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2018). Paths to Convergence: Stock Price Behavior After Donald Trump's Election. Swiss Finance Institute Research Paper 17-36, University of Zurich.
  • Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2018). Unequal Rewards to Firms: Stock Market Responses to the Trump Election and the 2017 Corporate Tax Reform. American Economic Association. Papers and Proceedings, 108(May):590-596.

• 2017

  • 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.
  • Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2017). How Trump’s policies will affect corporate America: Evidence from company stock reactions. London: VoxEU.org / CEPR.
  • Wagner, Alexander; Zeckhauser, Richard J; Ziegler, Alexandre (2017). Company Stock Reactions to the 2016 Election Shock: Trump, Taxes, and Trade. Cambridge: Harvard Law School.

• 2015

  • Fattinger, Felix; Ziegler, Alexandre (2015). Risk and Return around the Clock. SSRN 2606706, University of Zurich.

• 2014

  • Ziegler, Alexandre (2014). Returns from investing in S&P500 futures options, 1985-2010. In: Malliaris, Anastasios G; Ziemba, William T. Handbook of Futures Markets. London: Imperial College Press, n/a.
  • Gibson, Rajna; Habib, Michel A; Ziegler, Alexandre (2014). Reinsurance or Securitization: The Case of Natural Catastrophe Risk. Journal of Mathematical Economics, 53:79-100.

• 2012

  • 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.

• 2011

  • Ziegler, Alexandre. Kursuntergrenze - eine gute Idee?. In: Finanz und Wirtschaft, 7 September 2011, 21.
  • Schürhoff, Norman; Ziegler, Alexandre (2011). Variance risk, Financial intermediation, and the cross-section of expected option returns. NCCR 712, University of Zurich.
  • Ziegler, Alexandre. Die Devisenverluste treffen alle. In: Tages Anzeiger, 6 July 2011, 9.
  • Ziegler, Alexandre (2011). How much is Banking Secrecy worth? The case of Swiss Banks. NCCR 331, University of Zurich.

• 2007

  • 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.
  • Gibson, Rajna; Habib, Michel; Ziegler, Alexandre (2007). Why have exchange-traded catastrophe instruments failed to displace reinsurance?. NCCR FINRISK Working Paper Series 371, University of Zurich.

Pagination