Alexandre Ziegler

University of Zurich - Department of Banking and Finance

Plattenstrasse 14

Zürich, 8032

Switzerland

SCHOLARLY PAPERS

18

DOWNLOADS
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Top 7,109

in Total Papers Downloads

8,165

SSRN CITATIONS
Rank 11,717

SSRN RANKINGS

Top 11,717

in Total Papers Citations

59

CROSSREF CITATIONS

45

Scholarly Papers (18)

Company Stock Price Reactions to the 2016 Election Shock: Trump, Taxes and Trade

Journal of Financial Economics (JFE), Volume 130, Issue 2, November 2018, Pages 428-451, Swiss Finance Institute Research Paper No. 17-06, HKS Working Paper No. 17-005
Number of pages: 53 Posted: 02 Feb 2017 Last Revised: 28 Mar 2019
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 1,681 (13,054)

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Stock returns, event study, corporate taxes, trade policy, corporate interest payments, post-news drift, election surprise, market efficiency, price contribution analysis

Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade

Number of pages: 31 Posted: 13 Feb 2017 Last Revised: 06 Oct 2021
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 45 (517,257)

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2.

The Timing of Option Returns

Number of pages: 58 Posted: 03 Feb 2017 Last Revised: 21 Oct 2018
Adriano Tosi and Alexandre Ziegler
Morgan Stanley and University of Zurich - Department of Banking and Finance
Downloads 1,155 (23,492)
Citation 1

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Option Returns, Out-Of-The-Money Put Options, Market Timing

Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections

Review of Corporate Finance Studies, forthcoming, Swiss Finance Institute Research Paper No. 18-63, HKS Working Paper RWP21-12
Number of pages: 76 Posted: 27 Sep 2018 Last Revised: 18 Jun 2021
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 1,071 (25,850)
Citation 8

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Climate finance, climate policy, CSR, election surprise, ESG, event study, institutional investors, policy boomerang, stock returns

Investor Rewards to Climate Responsibility: Evidence from the 2016 Climate Policy Shock

Number of pages: 59 Posted: 03 Dec 2018 Last Revised: 29 Aug 2021
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 15 (711,885)

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Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections

Number of pages: 77 Posted: 02 Oct 2018 Last Revised: 15 Mar 2021
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
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4.

How Index Futures and ETFs Affect Stock Return Correlations

Number of pages: 53 Posted: 21 Jun 2015 Last Revised: 24 Aug 2016
Markus Leippold, Lujing Su and Alexandre Ziegler
University of Zurich, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 784 (40,646)
Citation 9

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Asset correlations, limits to arbitrage, ETFs, futures

5.

Unequal Rewards to Firms: Stock Market Responses to the Trump Election and the 2017 Corporate Tax Reform

American Economic Association Papers and Proceedings, 108 (May), 2018, pp. 590-596
Number of pages: 15 Posted: 29 Jan 2018 Last Revised: 28 Mar 2019
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 733 (44,524)
Citation 11

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Stock returns, event study, corporate taxes, trade policy, corporate interest payments, post-news drift, election surprise, market efficiency

6.

Negotiating Over Banking Secrecy: The Case of Switzerland and the European Union

Number of pages: 38 Posted: 02 Nov 2005
Alexandre Ziegler, Francois-Xavier Delaloye and Michel A. Habib
University of Zurich - Department of Banking and Finance, University of Lausanne - Department of Economics (DEEP) and University of Zurich
Downloads 529 (67,788)
Citation 2

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Banking Secrecy, Switzerland, Event Study

7.

High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation

Swiss Finance Institute Research Paper No. 15-23
Number of pages: 47 Posted: 01 Jul 2015 Last Revised: 11 Mar 2016
Jakub Rojcek and Alexandre Ziegler
University of Zurich, Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 439 (84,996)
Citation 7

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High-frequency trading, Regulation, Market quality

8.

Why Have Exchange-Traded Catastrophe Instruments Failed to Displace Reinsurance?

EFA 2007 Ljubljana Meetings Paper
Number of pages: 42 Posted: 26 Feb 2007
Rajna Gibson, Michel A. Habib and Alexandre Ziegler
University of Geneva - Geneva Finance Research Institute (GFRI), University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 358 (107,357)
Citation 10

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Catastrophe risk, insurance, reinsurance, financial markets, private and public financing

9.

Why Does Implied Risk Aversion Smile?

FAME Research Paper No. 47
Number of pages: 41 Posted: 25 Mar 2003
Alexandre Ziegler
University of Zurich - Department of Banking and Finance
Downloads 274 (143,150)
Citation 29

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asset pricing, state-price density, heterogeneous preferences, heterogeneous beliefs, implied risk aversion

Paths to Convergence: Stock Price Adjustment After the Trump Election Shock

HKS Working Paper No. RWP17-039, Swiss Finance Institute Research Paper No. 17-36
Number of pages: 62 Posted: 15 Sep 2017 Last Revised: 13 Aug 2018
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 266 (146,809)
Citation 1

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Stock returns, price spreads, momentum, reversal, post-news drift, election surprise, market efficiency, predictability, price contribution analysis, corporate taxes, trade policy, event study

Paths to Convergence: Stock Price Behavior after Donald Trump's Election

Number of pages: 55 Posted: 29 Jan 2018
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
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corporate taxes, election surprise, event study, Market Efficiency, Momentum, predictability, price contribution analysis, reversal, Stock returns, trade policy

The Tax Cuts and Jobs Act: Which Firms Won? Which Lost?

Swiss Finance Institute Research Paper No. 20-48
Number of pages: 60 Posted: 22 Jun 2020 Last Revised: 30 Jun 2020
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 208 (186,715)

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Corporate Taxes, Tax Cut And Jobs Act, Event Study, Market Efficiency, Tax Reform

The Tax Cuts and Jobs Act: Which Firms Won? Which Lost?

HKS Working Paper No. RWP20-018
Number of pages: 59 Posted: 10 Jul 2020
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 21 (664,025)

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The Tax Cuts and Jobs Act: Which Firms Won? Which Lost?

Number of pages: 59 Posted: 07 Jul 2020 Last Revised: 18 Nov 2021
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 3 (814,779)
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The Tax Cuts and Jobs Act: Which Firms Won? Which Lost?

Number of pages: 61 Posted: 29 Jun 2020 Last Revised: 16 Aug 2020
University of Zurich - Department of Banking and Finance, Harvard University - Harvard Kennedy School (HKS) and University of Zurich - Department of Banking and Finance
Downloads 1 (838,783)
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corporate taxes, event study, Market Efficiency, Tax Cuts and Jobs Act, tax reform

12.

Why Government Bonds are Sold by Auction and Corporate Bonds by Posted-Price Selling

FAME Research Paper No. 78
Number of pages: 37 Posted: 31 Jul 2003
Michel A. Habib and Alexandre Ziegler
University of Zurich and University of Zurich - Department of Banking and Finance
Downloads 232 (168,668)
Citation 4

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Government Bonds, Corporate Bonds, Auctions, Posted-price Selling, Costly Information

13.

Risk and Return Around the Clock

Number of pages: 48 Posted: 17 May 2015 Last Revised: 01 Nov 2015
Felix Fattinger and Alexandre Ziegler
WU Vienna University of Economics and Business and University of Zurich - Department of Banking and Finance
Downloads 199 (194,756)

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Price discovery, Market efficiency, Intraday return and volatility patterns, High-frequency data, Jumps

14.

Performance Pay, Sorting, and Outsourcing

Number of pages: 41 Posted: 09 Sep 2007
Fred Henneberger, Alfonso Sousa-Poza and Alexandre Ziegler
University of St. Gallen, University of Hohenheim - Institute of Household and Consumer Economics and University of Zurich - Department of Banking and Finance
Downloads 109 (315,401)

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asymmetric information, sorting, incentives, productivity, outsourcing

15.

The Dominance of Retail Stores

Number of pages: 32 Posted: 23 Jun 2003 Last Revised: 08 Oct 2021
Alexandre Ziegler and Edward P. Lazear
University of Zurich - Department of Banking and Finance and Stanford Graduate School of Business
Downloads 33 (567,057)

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16.

Variance Risk, Financial Intermediation, and the Cross-Section of Expected Option Returns

Number of pages: 73 Posted: 14 Mar 2011
Norman Schürhoff and Alexandre Ziegler
Swiss Finance Institute - HEC Lausanne and University of Zurich - Department of Banking and Finance
Downloads 7 (749,822)
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asset pricing, cross-section of option returns, financial intermediation, variance risk

17.

Liquidation Risk

Posted: 05 Jul 2003
Darrell Duffie and Alexandre Ziegler
Stanford University - Graduate School of Business and University of Zurich - Department of Banking and Finance

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Risk Measurement and Management: firm/enterprise risk

18.

Optimal Portfolio Choice Under Heterogeneous Beliefs

Posted: 03 May 2001
Alexandre Ziegler
University of Zurich - Department of Banking and Finance

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Hedging, heterogeneous beliefs, portfolio choice