Aktuelle Forschungspapiere

“On the interpretation of P/E-ratios in relation to growth”, March 2022
https://ssrn.com/abstract=4046152 or http://dx.doi.org/10.2139/ssrn.4046152

“Cash-flow and discount-rate news in REIT returns”
(with Valentin Séchaud), October 2021

“Does central clearing affect counterparty risk and liquidity risk in the sovereign CDS market?”
(with Joséphine Molleyres), August 2021
https://ssrn.com/abstract=3415563 or http://dx.doi.org/10.2139/ssrn.3415563

“Mean-reversion in commodity futures volatility: An analysis of daily range-based stochastic volatility models
(with Stephen Figlewski and Marco Haase and Matthias Huss), April 2021

“Wheat price volatility over 140 years: An analysis of daily price ranges”
(with Marco Haase and Matthias Huss), April 2021

“How does income and financial satisfaction change with retirement?
Insights from Swiss panel data
” (with Yvonne Seiler Zimmermann), January 2021

“Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?”
(with Daniel Hoechle and Markus Schmid), March 2020,
Paper presented at the Annual Meeting of the American Finance Association (ASSA) 2021

“Anomaly in Stock-Bond Correlations. The Role of Monetary Policy”
(with Jonas Gusset), September 2016