Università della Svizzera italiana http://www.eco.usi.ch Home

Seminar papers and events documents 2007

Author Title File
Prof Gilles Hilary, The Hong Kong University of Science and Technology “Lowballing” in Analysts’ Forecasts
December 2007
320KB
Sébastien Michenaud, PhD student HEC Paris - USI Lugano Corporate Investment and Analyst Pressure
December 2007
896KB
Prof Christopher Polk, London School of Economics Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
December 2007
547KB
Prof Andrew Patton, London School of Economics Data-Based Ranking of Realised Volatility Estimators
November 2007
244KB
Prof. Roberto Renò, University of Siena Threshold estimation of jump-diffusion models and interest rate modeling
November 2007
757KB
Prof Ludovic Phalippou, University of Amsterdam The Performance of Leveraged Buyout Investments
November 2007
321KB
Prof. Joseph McCahery, University of Amsterdam Bank Reputation in the Private Debt Market
November 2007
296KB
Prof. Stephen Penman, Columbia Business School On Application Of Fair Value Accounting
October 2007
421KB
Prof. Vikas Mehrotra, University of Alberta, Canada Do Stock Exchanges Corral Investors into Herding?
October 2007
232KB
Prof. Laurent E. Calvet, Imperial College London Multifrequency News and Stock Returns
September 2007
1174KB
Prof. Alessandro Sbuelz, University of Verona Momentum and Mean-Reversionin Strategic Asset Allocation
September 2007
241KB
Prof. Theo Vermaelen, INSEAD The Nature and Persistence of Buyback Anomalies
June 2007
451KB
Prof. Meir Statman, Santa Clara University, U.S.A. Stocks of admired companies and despised ones
June 2007
645KB
Prof. Harald Hau, INSEAD, Fontainebleu, France A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change
June 2007
721KB
Swiss Finance Institute Swiss Finance Institute Conference, Lugano 28-30 May 2007 209KB
Prof. David L. Yermack, Leonard N. Stern School of Business, New York University, U.S.A. Where are the shareholders' mansions? CEOs' home purchases, stock sales, and subsequent company performance
May 2007
187Kb
Prof. Simona Sanfelici, University of Parma, Italy Robustness of Fourier Estimator of Integrated - Volatility in the Presence of Microstructure NoiseMay 2007 687KB
Prof. Dr. Thierry Post, Erasmus School of Economics, Erasmus University of Rotterdam Deal or No Deal? Decision making under risk in a large-payoff game show
May 2007
398KB
Prof. Francesco Franzoni, HEC School of Management, France Financial Constraints And Agency Conflicts: The Market's Reaction
April 2007
385KB
Hao Wang, McGill University, Canada Managerial Entrenchment, Dividend Policy and Capital Structure
April 2007
469KB
Prof. Alessandra Lunardi, University of Parma Smoothing of quasilinear parabolic operators and applications to forward-backward stochastic systems
April 2007
271KB
Dr. Amine Trifi, University of Paris 1 Sorbonne Issues of Aggregation Over Time of Conditional Heteroscedastic Volatility Models: What Kind of Diffusion Do We Recover?
April 2007
269KB
Prof. Kjell G. Nyborg, Norwegian School of Economics and Business Administration (NHH), Bergen, Norway Advantages to Size in Banking: The Price and Management of Reserves
March 2007
153KB
Prof. Christian Gouriéroux, CREST and University of Toronto Estimation of the Historical Mean-Reverting Parameter in the CIR Model
March 2007
210KB
Prof. Mikhail Chernov, London Business School Understanding Index Options Returns
March 2007
358Kb
Prof. Loriano Mancini, University of Zurich Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning
February 2007
451KB
Prof. Doris Neuberger, University of Rostock The Number of Bank Relationships of SMEs: A Disaggregated Analysis of Changes in the Swiss Loan Market
February 2007
146KB
Ioan Florian Olaru, Kellogg School of Management, Northwestern University, Evanston U.S.A Disclosure, Contracting and Competition in Financial Markets
January 2007
474KB
Lotfi Karoui, McGill University, Montréal, Canada Modeling Defaultable Securities with Recovery Risk
January 2007
445KB
Prof. Kurt Hess, Senior Fellow, Department of Finance, University of Waikato Management School, Hamilton, New Zealand
An exploration of measures to assess a bank’s credit loss experience
January 2007
523KB

Swissuniversity