Publications des institutions partenaires

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The Unrealised Gains of Executive Development Thoma, Axel

Institution partenaire

Université de St-Gall - Schools of Management, Finance, Economics and Political Science

Texte intégral(Anglais) - 2014

The Fraud Triangle Revisited Levi, Michael

Institution partenaire

Université de St-Gall - Schools of Management, Finance, Economics and Political Science

Texte intégral(Allemand) - 2014

Amélioration des aspects organisationnels du processus de développement d'une PSI Bopp, Pascal A;Fragnière, Emmanuel;Logiciels;Méthodes agiles (informatique);Efficacité de l'organisation

Aujourd'hui, les logiciels sont omniprésents et concernent tous les aspects de notre vie moderne. L'organisation de leur développement est néanmoins une entreprise complexe qui exige la prise en compte de nombreuses méthodes et techniques qui permettent la mise en oeuvre d'un nouveau produit logiciel. L'art de l'organisation d'un tel projet nécessite donc la maîtrise de la totalité des...

Institution partenaire

Haute Ecole de Gestion de Genève

Texte intégral(Français) - 2014

An empirical study of information flows and conflicts of interests in brokerage business and mutual fund industry Nefedova, Tamara;Degeorge, François

In my PhD thesis I unveil somewhat controversial trading practices and conflicts of interests in mutual fund industry and brokerage business. I aim to provide empirical evidence of premature information diffusion in capital markets. The novel data and identification approach of the study allows answering the questions so far not answered in the literature. In Chapter I of my thesis, I study a...

Institution partenaire

Università della Svizzera italiana

Texte intégral(Anglais) - 2014

Essays on liquidity and asset pricing Vovchak, Volodymyr;Franzoni, Francesco

The thesis is comprised of two parts. First part is devoted to liquidity of the stock market and its interaction with holding horizon. I start from investigating relative importance of liquidity level and liquidity risk. I find that liquidity level is more important for explaining stock returns. I notice that liquidity risk gains some explanatory power during recent decade, and it seems to...

Institution partenaire

Università della Svizzera italiana

Texte intégral(Anglais) - 2014

Do public networks really work? Macciò, Laura;Cristofoli, Daniela

Since the early Nineties, public networks have been placed centre stage to solve "wicked” problems and are considered the multi-organizational arrangement ‘par excellence' to achieve solutions that are difficult to obtain by individual organizations. Despite this euphoria on networks as the best solution, in 1997 O'Toole's call to "treat networks seriously” implied understanding how...

Institution partenaire

Università della Svizzera italiana

Texte intégral(Anglais) - 2014

Microfinance and microcredit : Definitions and analyses of development in the theoretical areas of quantum production. Scenarios and possible prospects in Italy Desogus, Marco;Cencini, Alvaro

Nel muovere da un'essenziale e preparatoria disamina del fenomeno microfinanziario (e microcreditizio in particolare) ci si appressa necessariamente al confronto con le sfide latenti in tema di sviluppi possibili e prospettive nuove, da fondarsi evidentemente su un impianto concettuale capace di dimostrare l'infondatezza dei modelli capitalisti e neoliberisti ed evolvere scientificamente e...

Institution partenaire

Università della Svizzera italiana

Texte intégral(Italien) - 2014

Unhealthy retirement? Evidence of occupation heterogeneity Mazzonna, Fabrizio;Peracchi, Franco

We investigate the causal effect of retirement on health and cognitive abilities by exploiting the variation between and within European countries in old age retirement rules. We show negative and significant effect of retirement on both health and cognitive abilities. We also show evidence of significant heterogeneity across occupational groups. In particular, the negative effect of...

Institution partenaire

Università della Svizzera italiana

Texte intégral(Anglais) - 2014

Four essays on statistical problems of hedonic methods Schöni, Olivier;Donzé, Olivier;Propriété immobilière;Maisons individuelles;Évaluation;Modèles économétriques;Statistiques commerciales

Over the last ten years, the hedonic approach has been acknowledged as the most appropriate method for addressing the valuation of goods that have a non-constant quality. This thesis is structured in four independent papers that investigate statistical problems related to this approach. The aim is to improve actual knowledge in the hedonic field through an empirical or theoretical approach, and...

Institution partenaire

Université de Fribourg

Texte intégral(Anglais) - 2014

Simulation based performance measures applied to new technical analysis and portfolio optimization strategies Marti, Didier;Isakov, Dusan;Gestion de portefeuille;Investissements;Marché efficient, Hypothèse du

Institution partenaire

Université de Fribourg

Texte intégral(Anglais) - 2014

A Jackknife-Type Estimator for Portfolio Revision Trübenbach, Fabian

Institution partenaire

Université de St-Gall - Schools of Management, Finance, Economics and Political Science

Texte intégral(Anglais) - 2014

The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns?

Based on a vector autoregressive model, this paper shows that time variation in monthly excess returns on Swiss government bonds and stocks is predominantly driven by news of inflation and dividends, respectively. This finding is in marked contrast to US evidence which points to a more prominent role of excess return news in this respect. The bond market findings for both Switzerland and the US...

Institution partenaire

Banque nationale suisse

Texte intégral(Anglais) - 2014

Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR

This paper assesses the transmission of monetary policy in a large Bayesian vector autoregression based on the approach proposed by Banbura, Giannone and Reichlin (2010). The paper analyzes the impact of monetary policy shocks in the United States and Canada not only on a range of domestic aggregates, trade flows, and exchange rates, but also foreign investment income. The analysis provides three...

Institution partenaire

Banque nationale suisse

Texte intégral(Anglais) - 2014

Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory

The Euro Crisis has stopped the process of the European financial integration and triggered a strong repatriation of debt from foreign to domestic investors. We investigate this empirical pattern in light of competing theories of cross-border portfolio allocation. Three empirical regularities stand out: i) repatriation of debt occurred mainly in crisis countries; ii) repatriation affected mainly...

Institution partenaire

Banque nationale suisse

Texte intégral(Anglais) - 2014

Monetary Policy and Hysteresis in Potential Output Schmid, Kai D.

Institution partenaire

Université de St-Gall - Schools of Management, Finance, Economics and Political Science

Texte intégral(Anglais) - 2014

Corporate Transparency and Bond Liquidity Rindler, Philipp B.

Institution partenaire

Université de St-Gall - Schools of Management, Finance, Economics and Political Science

Texte intégral(Anglais) - 2014

Is Board Industry Experience a Corporate Governance Mechanism? Schmid, Markus

Institution partenaire

Université de St-Gall - Schools of Management, Finance, Economics and Political Science

Texte intégral(Anglais) - 2014

The Sources of Risk Spillovers Among U.S. REITs: Financial Characteristics and Regional Proximity Schindler, Felix

Institution partenaire

Université de St-Gall - Schools of Management, Finance, Economics and Political Science

Texte intégral(Anglais) - 2014

Pay Attention or Pay Extra: Evidence on the Compensation of Investors for the Implicit Credit Risk of Structured Products Wagner, Alexander

Institution partenaire

Université de St-Gall - Schools of Management, Finance, Economics and Political Science

Texte intégral(Anglais) - 2014

Real Effects of Investement Banking Relationships: Evidence from the Financial Crisis Walter, Ingo

Institution partenaire

Université de St-Gall - Schools of Management, Finance, Economics and Political Science

Texte intégral(Anglais) - 2014


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