Publications

ZORA Publication List

Publications

• 2014

  • Uhl, Matthias W (2014). Reuters Sentiment and Stock Returns. Journal of Behavioral Finance, 15(4):287-298.
  • Wagner, Alexander F; Wenk, Christoph (2014). Aktionäre und Stimmrechtsberater im Jahr 1 nach der Abzocker-Initiative. Der Schweizer Treuhänder, (12):1147-1152.
  • Paetzold, Falko; Busch, Timo (2014). Unleashing the powerful few: sustainable investing behaviour of wealthy private investors. Organization & Environment, 27(4):347-367.
  • Leippold, Markus; Lohre, Harald (2014). The Dispersion Effect in International Stock Returns. Journal of Empirical Finance, 29:331-342.
  • Kübler, Felix; Selden, Larry; Wei, Xiao (2014). Asset Demand Based Tests of Expected Utility Maximization. American Economic Review, 104(11):3459-3480.
  • Puhan, Tatjana-Xenia; Vogel, Rick; Shehu, Edlira; Kliger, Doron; Beese, Henning (2014). Funding decisions and entrepreneurial team diversity: A field study. Journal of Economic Behavior & Organization, 107:595-613.
  • Léautier, Thomas-Olivier; Rochet, Jean-Charles (2014). On the strategic value of risk management. International Journal of Industrial Organization, 37:153-169.
  • Puliga, Michelangelo; Caldarelli, Guido; Battiston, Stefano (2014). Credit default swaps networks and systemic risk. Scientific Reports, 4(6822):online.
  • Brown, Martin; Kirschenmann, Karolin; Ongena, Steven (2014). Bank funding, securitization, and loan terms: evidence from foreign currency lending. Journal of Money, Credit and Banking, 46(7):1501-1534.
  • Akyildirim, Erdinc; Dolinsky, Yan; Soner, H Mete (2014). Approximating stochastic volatility by recombinant trees. Annals of Applied Probability, 24(5):2176-2205.
  • Koch-Medina, Pablo; Munari, Cosimo (2014). Law-invariant risk measures: extension properties and qualitative robustness. Statistics & Risk Modeling, 31(3):1-22.
  • Paolella, Marc (2014). Fast methods for large-scale non-elliptical portfolio optimization. Annals of Financial Economics, 9(2):1-32.
  • de Palma, Andre; Abdellaoui, Mohammed; Attanasi, Giuseppe; Ben-Akiva, Moshe; Erev, Ido; Fehr-Duda, Helga; Fok, Dennis; Fox, Craig R; Hertwig, Ralph; Picard, Nathalie; Wakker, Peter P; Walker, Joan L; Weber, Martin (2014). Beware of black swans: Taking stock of the description-experience gap in decision under uncertainty. Marketing Letters, 25(3):269-280.
  • Vitali, Stefania; Battiston, Stefano (2014). The Community Structure of the Global Corporate Network. PLoS ONE, 9(8):e104655.
  • Chesney, Marc; Taschini, Luca; Wang, Mei (2014). Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without non-regulated companies. Journal of Regulatory Economics, 46(1):23-50.
  • Peters, Florian S; Wagner, Alexander F (2014). The executive turnover risk premium. Journal of Finance, 69(4):1529-1563.
  • Busse, Marc; Dacorogna, Michel; Kratz, Marie (2014). The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio. Risks, 2(3):260-276.
  • Kübler, Felix; Selden, Larry; Wei, Xiao (2014). When is a Risky Asset "Urgently Needed"?. American Economic Journal: Microeconomics, 6(2):131-162.
  • D'Errico, Marco; Stefani, Silvana; Torriero, Anna (2014). Informal ties in organizations : a case study. Quality and Quantity, 48(4):1929-1943.
  • Krause, Jochen; Paolella, Marc S (2014). A fast, accurate method for value-at-risk and expected shortfall. Econometrics, 2(2):98-122.
  • Nyborg, Kjell G; Östberg, Per (2014). Money and liquidity in financial markets. Journal of Financial Economics, 112(1):30-52.
  • Wagner, Alexander (2014). Regulierung von Managervergütung. Der Schweizer Treuhänder, (5):420-424.
  • Behnk, Sascha; Barreda-Tarrazona, Iván; García-Gallego, Aurora (2014). The role of ex post transparency in information transmission - An experiment. Journal of Economic Behavior & Organization, 101:45-64.
  • Stöckli, Peter Lucas; Tanner, Carmen (2014). Are integrative or distributive outcomes more satisfactory? The effects of interest-based versus value-based issues on negotiator satisfaction Negotiator satisfaction. European Journal of Social Psychology, 44(3):202-208.
  • Ongena, Steven (2014). Discussion of Presbitero, Udell and Zazzaro. Journal of Money, Credit, and Banking, 46(s1):87-91.
  • Akyildirim, Erdinç; Güney, I Ethem; Rochet, Jean-Charles; Soner, H Mete (2014). Optimal dividend policy with random interest rates. Journal of Mathematical Economics, 51:93-101.
  • Jimenez, Gabriel; Ongena, Steven; Peydró, José Luis; Saurina, Jesús (2014). Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk?. Econometrica, 82(2):463-505.
  • Rochet, Jean-Charles; Cerasi, Vittoria (2014). Rethinking the regulatory treatment of securitization. Journal of Financial Stability, 10:20-31.
  • Brown, Martin; Ongena, Steven; Yeşin, Pinar (2014). Information asymmetry and foreign currency borrowing by small firms. Comparative Economic Studies, 56:110-131.
  • Ongena, Steven; Roscovan, Viorel; Song, Wei-Ling; Werker, Bas (2014). Banks and bonds: the impact of bank loan announcements on bond and equity prices. Journal of Financial Management, Markets and Institutions, 2(2):131-155.
  • Hens, Thorsten; Rieger, Marc Oliver (2014). Can utility optimization explain the demand for structured investment products?. Quantitative Finance, 14(4):673-681.
  • Ravanelli, Claudia; Svindland, Gregor (2014). Comonotone Pareto optimal allocations for law invariant robust utilities on L 1. Finance and Stochastics, 18(1):249-269.
  • Leippold, Markus; Strømberg, Jacob (2014). Time-changed Levy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube. Journal of Financial Economics, 111(1):224-250.
  • Barone-Adesi, Giovanni; Farkas, Walter; Koch-Medina, Pablo (2014). Capital levels and risk-taking propensity in financial institutions. Accounting and Finance Research, 3(1):85-89.
  • Basten, Christoph; Fagereng, Andreas; Telle, Kjetil (2014). Cash-on-hand and the Duration of Job Search: Quasi-experimental Evidence from Norway. Economic Journal, 124(576):540-568.
  • Barth, Andrea; Moreno-Bromberg, Santiago (2014). Optimal risk and liquidity management with costly refinancing opportunities. Insurance: Mathematics and Economics, 57:31-45.
  • Christen, Markus; Ineichen, Christian; Tanner, Carmen (2014). How “moral” are the principles of biomedical ethics? – A cross-domain evaluation of the common morality hypothesis. BMC Medical Ethics, 15:47.
  • Brumm, Johannes; Grill, Michael (2014). Computing equilibria in dynamic models with occasionally binding constraints. Journal of Economic Dynamics and Control, 38:142-160.
  • Rochet, Jean-Charles; Moreno-Bromberg, Santiago (2014). Market frictions and corporate finance: An overview paper. Mathematics and Financial Economics, 8(4):355-381.
  • Baele, Lieven; Farooq, Moazzam; Ongena, Steven (2014). Of religion and redemption: evidence from default on islamic loans. Journal of Banking and Finance, 44:141-159.
  • Farkas, Walter; Koch-Medina, Pablo; Munari, Cosimo (2014). Capital Requirements with Defaultable Securities. Insurance: Mathematics and Economics, 55:58-67.
  • Gibson, Rajna; Habib, Michel A; Ziegler, Alexandre (2014). Reinsurance or Securitization: The Case of Natural Catastrophe Risk. Journal of Mathematical Economics, 53:79-100.

• 2013

  • Habib, Michel A; Hege, Ulrich; Mella-Barral, Pierre (2013). Entrepreneurial spawning and firm characteristics. Management Science, 59(12):2790-2804.
  • Hens, Thorsten; Rieger, Marc Oliver; Wang, Mei (2013). International evidence on the equity premium puzzle and time discounting. Multinational Finance Journal, 17(3/4):149-163.
  • Farkas, Walter; Koch-Medina, Pablo; Munari, Cosimo (2013). Beyond cash-additive risk measures: When changing the numeraire fails. Finance and Stochastics, 18(1):145-173.
  • Garcia-Appendini, Emilia (2013). Book review of Fault Lines by Raghuram G. Rajan. Financial markets and portfolio management, 27(4):431-433.
  • Arping, Stefan; Sautner, Zacharias (2013). Did sox section 404 make firms less opaque? Evidence from cross-listed firms. Contemporary Accounting Research, 30(3):1133-1165.
  • Rochet, Jean-Charles; Dubois, Pierre; Schlenker, Jean-Marc (2013). Productivity and mobility in academic research: evidence from mathematicians. Scientometrics, 98(3):1669-1701.
  • Glaser, Markus; Lopez-De-Silanes, Florencio; Sautner, Zacharias (2013). Opening the black box: internal capital markets and managerial power. Journal of Finance, 68(4):1577-1631.
  • Molnár, Peter; Nyborg, Kjell G (2013). Tax-adjusted discount rates: a general formula under constant leverage ratios tax-adjusted discount rates. European financial management, 19(3):419-428.
  • Miller, Nolan; Wagner, Alexander F; Zeckhauser, Richard J (2013). Solomonic separation: Risk decisions as productivity indicators. Journal of Risk and Uncertainty, 46(3):265-297.
  • Hens, Thorsten; Reichlin, Christian (2013). Three solutions to the pricing kernel puzzle. Review of Finance, 17(3):1065-1098.
  • Garcia-Appendini, Emilia; Montoriol-Garriga, Judit (2013). Firms as liquidity providers: Evidence from the 2007–2008 financial crisis. Journal of Financial Economics, 190(1):272-291.
  • Bodnaruk, Andriy; Östberg, Per (2013). The shareholder base and payout policy. Journal of Financial and Quantitative Analysis, 48(3):729-760.
  • Tai-Leung, Chong Terrence; Lu, Liping; Ongena, Steven (2013). Does banking competition alleviate or worsen credit constraints faced by small and medium enterprises? Evidence from China. Journal of Banking and Finance, 37(9):3412-3424.
  • Garcia-Appendini, Emilia (2013). Contracts and returns in private equity investments. Journal of Financial Intermediation, 22(2):201-217.
  • Ongena, Steven; Roscovan, Viorel (2013). Bank loan announcements and borrower stock returns: Does bank origin matter?. International Review of Finance, 13(2):137-159.
  • Arnold, Marc; Wagner, Alexander F; Westermann, Ramona (2013). Growth options, macroeconomic conditions, and the cross section of credit risk. Journal of Financial Economics, 107(2):350-385.
  • Gibson, Rajna; Tanner, Carmen; Wagner, Alexander F (2013). Preferences for truthfulness: Heterogeneity among and within individuals. American Economic Review, 103(1):532-548.
  • Haug, Jorgen; Hens, Thorsten; Woehrmann, Peter (2013). Risk aversion in the large and in the small. Economics Letters, 118(2):310-313.
  • Ongena, Steven; Popov, Alexander; Udell, Gregory F (2013). "When the cat's away the mice will play": Does regulation at home affect bank risk-taking abroad?. Journal of Financial Economics, 108(3):727-750.
  • Rochet, Jean-Charles; Biais, Bruno; Martimort, David (2013). Corrigendum to "Competing Mechanisms in a Common Value Environment". Econometrica, 81(1):393-406.
  • Rochet, Jean-Charles; Freixas, Xavier (2013). Taming systemically important financial institutions. Journal of Money, Credit, and Banking, 45(s1):37-58.
  • Garcia-Appendini, Emilia (2013). Come sarebbe l'Italia con 1000 imprese quotate. Economia & Management : la rivista di direzione aziendale, 3:95-115.
  • Basten, Christoph; Betz, Frank (2013). Beyond Work Ethic: Religion, Individual, and Political Preferences. American Economic Journal: Economic Policy, 5(3):67-91.
  • Goldberg, Lisa R; Hayes, Michael Y; Mahmoud, Ola (2013). Minimizing shortfall. Quantitative Finance, 13(10):1533-1545.
  • Goldberg, Lisa R.; Mahmoud, Ola (2013). Risk without return. The Journal of Investment Strategies, 2(2):111-120.
  • Delpini, Danilo; Battiston, Stefano; Riccaboni, Massimo; Gabbi, Giampaolo; Pammolli, Fabio; Caldarelli, Guido (2013). Evolution of controllability in interbank networks. Scientific Reports, 3(1626):online.
  • Musmeci, Nicolo; Battiston, Stefano; Puliga, Michelangelo; Gabrielli, Andrea (2013). Bootstrapping topology and systemic risk of complex network using the fitness model. Journal of Statistical Physics, 151(3-4):720-734.
  • Kaushik, Rahul; Battiston, Stefano (2013). Credit default swaps drawup networks: Too interconnected to be stable?. PLoS ONE, 8(7):e61815.
  • Galbiati, Marco; Delpini, Danilo; Battiston, Stefano (2013). The power to control. Nature Physics, 9(3):126-128.
  • Battiston, Stefano; Caldarelli, Guido; Georg, Co-Pierre; May, Robert; Stiglitz, Joseph (2013). Complex derivatives. Nature Physics, 9(3):123-125.
  • Battiston, Stefano; Caldarelli, Guido (2013). Systemic Risk in Financial Networks. Journal of Financial Management, Markets and Institutions, 1(2):129-154.
  • Roukny, Tarik; Bersini, Hugues; Pirotte, Hugues; Caldarelli, Guido; Battiston, Stefano (2013). Default cascades in complex networks: topology and systemic risk. Scientific Reports, 3(2759):online.
  • Moreno, Santiago; Reveillac, Anthony; Pirvu, Traian (2013). CRRA Utility Maximization under Dynamic Risk Constraints. Communications on Stochastic Analysis, 7(2):203-225.
  • Bachem, Olivier; Drimus, Gabriel; Farkas, Walter (2013). Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams. Quantitative Finance, 13(11):1801-1812.
  • Duc, Corinne; Hanselmann, Martin; Boesiger, Peter; Tanner, Carmen (2013). Sacred values: Trade-off type matters. Journal of Neuroscience, Psychology and Economics, 6(4):252-263.
  • Haas, Markus; Krause, Jochen; Paolella, Marc S; Steude, Sven C (2013). Time-varying mixture GARCH models and asymmetric volatility. North American Journal of Economics and Finance, 26:602-623.
  • Fischbacher, Urs; Hens, Thorsten; Zeisberger, Stefan (2013). The impact of monetary policy on stock market bubbles and trading behavior: evidence from the lab. Journal of Economic Dynamics and Control, 37(10):2104-2122.
  • Bhattacharya, S; Nyborg, K G (2013). Bank bailout menus. Review of Corporate Finance Studies, 2(1):29-61.
  • Drimus, Gabriel; Farkas, Walter (2013). Local volatility of volatility for the VIX market. Review of Derivatives Research, 16(3):267-293.
  • Habib, Michel A; Mella-Barral, Pierre (2013). Skills, core capabilities, and the choice between merging, allying, and trading assets. Journal of Mathematical Economics, 49(1):31-48.
  • Kübler, Felix; Selden, Larry; Wei, Xiao (2013). Inferior good and Giffen behavior for investing and borrowing. American Economic Review, 103(2):1034-1053.
  • Broda, Simon A; Haas, Markus; Krause, Jochen; Paolella, Marc S; Steude, Sven C (2013). Stable mixture GARCH models. Journal of Econometrics, 172(2):292-306.
  • Halla, Martin; Schneider, Friedrich G; Wagner, Alexander F (2013). Satisfaction with democracy and collective action problems: The case of the environment. Public Choice, 155(1-2):109-137.
  • Dahlquist, Magnus; Hasseltoft, Henrik (2013). International Bond Risk Premia. Journal of International Economics, 90(1):17-32.

• 2012

  • Chesney, Marc; Taschini, Luca (2012). The endogenous price dynamics of emission allowances and an application to CO2 option pricing. Applied Mathematical Finance, 19(5):447-475.
  • Wang, Mei; Bernstein, Abraham; Chesney, Marc (2012). An experimental study on real option strategies. Quantitative Finance, 12(11):1753-1772.
  • Chesney, Marc; Kempf, Alexander (2012). The value of tradeability. Review of Derivatives Research, 15(3):193-216.
  • Cole, Harold; Kübler, Felix (2012). Recursive contracts, lotteries and weakly concave pareto sets. Review of Economic Dynamics, 15 (4)(10-038):479-500.
  • Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; Saurina, Jesús (2012). Credit supply and monetary policy: identifying the bank balance-sheet channel with loan applications. American Economic Review, 102(5):2301-2326.
  • Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, Bruce; Stiglitz, Joseph E (2012). Credit Default Cascades: When Does Risk Diversification Increase Stability?. Journal of Financial Stability, 8(3):138-149.
  • Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro; Greenwald, Bruce; Stiglitz, Joseph E (2012). Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk. Journal of Economic Dynamics and Control, 36(8):1121-1141.
  • Battiston, Stefano; Bordino, I; Caldarelli, G; Cristelli, M; Ukkonen, A; Weber, I (2012). Web Search Queries Can Predict Stock Market Volumes. PLoS ONE, 7(7):e40014.
  • Coculescu, D; Nikeghbali, Ashkan (2012). Hazard processes and martingale hazard processses. Mathematical Finance, 22(3):519-537.
  • Coculescu, Delia; Jeanblanc, Monique; Nikeghbali, Ashkan (2012). Default times, no-arbitrage conditions and changes of probability measures. Finance and Stochastics, 16(3):513-535.
  • Ongena, Steven; Tümer-Alkan, Günseli; von Westernhagen, Natalja (2012). Creditor concentration: An empirical investigation. European Economic Review, 56(4):830-847.
  • Hasseltoft, Henrik (2012). Stocks, bonds, and long-run consumption risks. Journal of Financial and Quantitative Analysis, 47(2):309-332.
  • Gençay, Ramazan; Xue, Yi (2012). Trading Frequency and Volatility Clustering. Journal of Banking and Finance, 36(3):760-773.
  • Giannetti, Mariassunta; Ongena, Steven (2012). "Lending by example": Direct and indirect effects of foreign banks in emerging markets. Journal of International Economics, 86(1):167-180.
  • Broda, Simon A (2012). The expected shortfall of quadratic portfolios with heavy-tailed risk factors. Mathematical Finance, 22(4):710-728.
  • Uhl, Matthias (2012). And Action: TV Sentiment and the US Consumer. Applied Economics Letters, 19(11):1029-1034.
  • Festl, Michael; Festl-Pell, Diana Brigitte (2012). Wirtschaftsethik - Individualmoral oder Rahmenordnung? Ein Beitrag zum Einfluss der Verhaltensökonomik auf die Wirtschaftsethik. Zeitschrift für Wirtschafts- und Unternehmensethik, 13(2):141-153.
  • Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia (2012). Understanding modelling and managing longevity risk: Key issues and main challenges. Scandinavian Actuarial Journal, 2012(3):203-231.
  • Battiston, Stefano; Puliga, M; Kaushik, R; Tasca, P; Caldarelli, G (2012). DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk. Scientific Reports, 2:541.
  • Battiston, Stefano; Walter, F E; Yildirim, M; Schweitzer, F (2012). Moving recommender systems from on-line commerce to retail stores. Information Systems and e-Business Management, 10(3):367-393.
  • Battiston, Stefano; König, Michael D; Napoletano, M; Schweitzer, F (2012). The efficiency and stability of R&D networks. Games and Economic Behavior, 75(2):694-713.
  • Battiston, Stefano; Cincotti, S; Sornette, D; Treleaven, P; Caldarelli, G; Hommes, C; Kirman, A (2012). An economic and financial exploratory. European Physical Journal. Special Topics, 214(1):361-400.
  • Gençay, Ramazan; Gradojevic, Nikola; Selçuk, Faruk; Whitcher, Brandon (2012). Asymmetry of information flow between volatilities across time scales. Quantitative Finance, 10(8):895-915.
  • Hens, Thorsten; Rieger, Marc O (2012). Explaining the demand for structured financial products: survey and field experiment evidence. Zeitschrift für Betriebswirtschaft, 82(5):491-508.
  • Leippold, Markus; Rohner, Philippe (2012). Equilibrium implications of delegated asset management under benchmarking. Review of Finance, 16(4):935-984.
  • Rochet, Jean-Charles; Gersbach, Hans (2012). Aggregate investment externalities and macroprudential regulation. Journal of Money, Credit, and Banking, 44(S2):73-109.
  • 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.
  • Leippold, Markus; Lohre, Harald (2012). Data snooping and the global accrual anomaly. Applied Financial Economics, 22(7):509-535.
  • Drimus, Gabriel G (2012). Options on realized variance by transform methods: A non-affine stochastic volatility model. Quantitative Finance, 12(11):1679-1694.
  • Leippold, Markus; Cheng, Jun; Ibraimi, Meriton; Zhang, Jin E (2012). A remark on Lin's and Chang's pager 'Consistent modelling of S&P500 and VIX derivatives'. Journal of Economic Dynamics and Control, 36(5):7'8-715.
  • Drimus, Gabriel G (2012). Options on realized variance in Log-OU models. Applied Mathematical Finance, 19(5):477-494.
  • Leippold, Markus; Lohre, Harald (2012). International price and earnings momentum. The European Journal of Finance, 18(6):535-573.
  • Dzielinski, Michal (2012). Measuring economic uncertainty and its impact on the stock market. Finance Research Letters, 9(3):167-175.
  • Bahn, Olivier; Chesney, Marc; Gheyssens, Jonathan (2012). The effect of proactive adaptation on green investment. Environmental Science & Policy, 18:9-24.
  • Levy, Haim; De Giorgi, Enrico G; Hens, Thorsten (2012). Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?. European financial management, 18(2):163-182.
  • Kübler, Felix; Araujo, Aloisio; Schommer, Susan (2012). Regulating collateral-Requirements when markets are incomplete. Journal of Economic Theory, 147(2):450-476.
  • Zeisberger, Stefan; Vrecko, Dennis; Langer, Thomas (2012). Measuring the time stability of prospect theory preferences. Theory and Decision, 72(3):359-386.
  • Zeisberger, Stefan; Langer, Thomas; Weber, Martin (2012). Why does myopia decrease the willingness to invest? Is it myopic loss aversion or myopic loss probability aversion?. Theory and Decision, 72(1):35-50.

• 2011

  • Hens, Thorsten; Lensberg, Terje; Schenk-Hoppé, Klaus Reiner; Wöhrmann, Peter (2011). An evolutionary explanation of the value premium puzzle. Journal of Evolutionary Economics, 21(5):803-815.
  • Ranaldo, Angelo; Meichle, Mario; Zanetti, Attilio (2011). Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland. Financial markets and portfolio management, 25(4):435-453.
  • Ongena, Steven; Şendeniz-Yüncü, İlkay (2011). Which firms engage small, foreign, or state banks? And who goes Islamic? Evidence from Turkey. Journal of Banking and Finance, 35(12):3213-3224.
  • Fecht, Falko; Nyborg, Kjell G; Rocholl, Jörg (2011). The price of liquidity: The effects of market conditions and bank characteristics. Journal of Financial Economics, 102(2):344-362.
  • Battiston, Stefano; Glattfelder, James B; Vitali, Stefania (2011). The network of global corporate control. PLoS ONE, 6(10):e25995.
  • Syz, Jürg M; Vanini, Paolo (2011). Arbitrage Free Price Bounds for Property Derivatives. The Journal of Real Estate Finance and Economics, 43(3):281-298.
  • Cerqueiro, Geraldo; Degryse, Hans; Ongena, Steven (2011). Rules versus discretion in loan rate setting. Journal of Financial Intermediation, 20(4):503-529.
  • Gençay, Ramazan; Gradojevic, Nikola (2011). Financial Applications of Nonextensive Entropy. IEEE signal processing magazine, 28(5):116-141.
  • Battiston, Stefano; Napoletano, M; Schweitzer, F; König, Michael D (2011). Recombinant knowledge and the evolution of innovation networks. Journal of Economic Behavior & Organization, 79(3):145-164.
  • Uhl, Matthias W (2011). Explaining US Consumer Behavior with News Sentiment. ACM Transactions on Management Information Systems, 2(2):1-18.
  • Gençay, Ramazan; In, Francis; Kim, Sangbae (2011). Investment horizon effect on asset allocation between value and growth strategies. Economic Modelling, 28(4):1489-1497.
  • Brown, Martin; Ongena, Steven; Yeşin, Pinar (2011). Foreign currency borrowing by small firms in the transition economies. Journal of Financial Intermediation, 20(3):285-302.
  • Battiston, Stefano; Vitali, Stefania (2011). Geography versus topology in the european ownership network. New Journal of Physics, 13:063021.
  • De Giorgi, Enrico G; Post, Thierry (2011). Loss Aversion with a State-Dependent Reference Point. Management Science, 57(6):1094-1110.
  • Ranaldo, Angelo; Christiansen, Charlotte; Söderlind, Paul (2011). The Time-Varying Systematic Risk of Carry Trade Strategies. Journal of Financial and Quantitative Analysis, 46(4):1107-1125.
  • Glattfelder, James B; Dupuis, A; Olsen, R B (2011). Patterns in high-frequency FX data: discovery of 12 empirical scaling laws. Quantitative Finance, 11(4):599-614.
  • Ongena, Steven; Tümer-Alkan, Günseli; Vermeer, Bram (2011). Corporate choice of banks: Decision factors, decision maker, and decision process - First evidence. Journal of Corporate Finance, 17(2):326-351.
  • Fehr-Duda, Helga; Epper, Thomas; Bruhin, Adrian; Schubert, Renate (2011). Risk and rationality: The effects of mood and decision rules on probability weighting. Journal of Economic Behavior & Organization, 78(1-2):14-24.
  • Lammert, Joachim; Watrin, Christoph; Zeisberger, Stefan (2011). Management Guidance - Bevorzugen professionelle Kapitalmarktteilnehmer wirklich Punktprognosen?. Zeitschrift für Planung & Unternehmenssteuerung, 21:349-364.
  • Rosenblatt-Wisch, Rina; Foellmi, Reto; Schenk-Hoppé, Klaus Reiner (2011). Consumption paths under prospect utility in an optimal growth model. Journal of Economic Dynamics and Control, 35(3):273-281.
  • Ongena, Steven; Popov, Alexander (2011). Interbank market integration, loan rates, and firm leverage. Journal of Banking and Finance, 35(3):544-559.
  • Coculescu, Delia (2011). Dividends and leverage: How to optimally exploit a non-renewable investment. Journal of Economic Dynamics and Control, 35(3):312-329.
  • Leippold, Markus; Bloechlinger, Andreas (2011). A new goodness of fit test for event forecasting and its application to credit default. Management Science, 57(3):487-505.
  • Forstinger, Christin; Wagner, Alexander (2011). Der Mehr(wert) von wert(e)orientierter Philanthropie. Der Schweizer Treuhänder, (12):1024-1029.
  • Malmendier, Ulrike; Nagel, Stefan (2011). Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?. Quarterly Journal of Economics, 126(1):373-416.
  • Cremers, K J Martijn; Huang, Rocco; Sautner, Zacharias (2011). Internal capital markets and corporate politics in a banking group. Review of Financial Studies, 24(2):358-401.
  • Chesney, Marc; Reshetar, Ganna; Karaman, Mustafa (2011). The impact of terrorism on financial markets: an empirical study. Journal of Banking and Finance, 35(2):253-267.
  • Brown, Martin; Ongena, Steven; Popov, Alexander; Yeşin, Pinar (2011). Who needs credit and who gets credit in Eastern Europe?. Economic Policy, 26(65):93-130.
  • Gençay, Ramazan; Gradojevic, Nikola (2011). Errors-in-Variables Estimation with Wavelets. Journal of Statistical Computation and Simulation, 81(11):1545-1564.
  • Malmendier, Ulrike; Young, Han Lee (2011). The Bidder’s Curse. American Economic Review, 101(2):749-787.
  • Malmendier, Ulrike; Card, David; DellaVigna, Stefano (2011). The Role of Theory in Field Experiments. Journal of Economic Perspectives, 25(3):39-62.
  • Ranaldo, Angelo; Fischer, Andreas M (2011). Does FOMC news increase global FX trading? (Global FX Trading & FOMC Deliberations). Journal of Banking and Finance, 35(11):2965-2973.
  • Syz, Jürg; Salvi, Marco (2011). What Drives "Green Housing" Construction? Evidence from Switzerland. Journal of financial economic policy, 3(1):86-102.
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