After working in the financial industry for 15 months I will go back to academia and start a position as Assistant Professor of Finance at the University of St. Gallen. I am very much looking forward to joining the Swiss Institute of Banking and Finance in August 2012. University of St. Gallen Swiss Institute of […]
Category Archives: Research
Publication
The paper “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” has been (conditionally) accepted and is now forthcoming in the Journal of Finance. You can find the last working paper version of the paper on SSRN.
New version of the paper “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums”
A new version of the paper “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” is available on SSRN. We have rewritten the abstract, introduction, conclusion, and various sections of the paper. In the new version, we focus on the main, more surprising findings on liquidity and their implications for asset managers and […]
Paper included in SFI Connection
A summary of the paper “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” is included in the first edition of Connection, which is the new quarterly knowledge transfer publication of the Swiss Finance Institute (SFI). The aim of Connection is to present ongoing research carried out by SFI faculty members and PhD […]