“The Determinants of Banks' Lobbying Activities before and during the 2007-2009 financial crisis”, Working Paper, May 2018, ( co-authored with Alper Odabasioglu and Miret Padovani).
"Investing in Managerial Honesty", Swiss Finance Institute Research Paper N° 17-03, July 2017, (co-authored with Matthias Sohn,Carmen Tanner and Alexander Wagner).
"The Sustainability Footprint of Institutional Investors", Swiss Finance Institute Research Paper N° 17-05, May 2017, (co-authored with Philipp Krueger).
"How does sovereign bond market integration relate to fundamentals and CDS spreads?", Working Paper, July 2016, (co-authored with Ines Chaieb and Vihang Errunza). Online Appendix of the paper.
"How effective are social norm interventions? Evidence from a laboratory experiment on managerial honesty", Working Paper, June 2016, (co-authored with Carmen Tanner and Alexander Wagner).
"Earnings Belief Risk and the Cross-Section of Stock Returns", Working Paper, University of Geneva, July 2017, (co-authored with Songtao Wang).
"Does Market Irrationality in the Media Affect Stock Returns?", Swiss Finance Institute Research Paper N° 15-25, July 2015, (co-authored with Christopher Hemmens, and Mathieu Trepanier).
"Stock prices’overreaction corrections, Firm specific and market wide attributes", Working Paper, University of Geneva, June 2013, (co-authored with Ramona Westermann).
"Long/Short Equity Hedge Funds and Systematic Ambiguity”, Working Paper, University of Geneva, April 2013, (co-authored with N. Ryabkov).
“How Much for your Honesty? Honesty as a Protected Value and its Implications for Economic Decision -Making”, Working Paper, Faculty of Psychology, University of Zurich, April 2011, (co-authored with C. Tanner, A. Wagner and N. Berkowitsch) , currently under revision after a revise and resubmit from the Journal of Social Psychology.
“Wild Bootstrap Inference on Price Discovery for CDS and Cash Bond Markets”, NCCR FINRISK WP558, August 2009, (co-authored with S. Prohl)
“The Role of Signal Precision and Transaction Costs in Stock Option and Volatility Trading”, NCCR FINRISK WP559, May2009, (co-authored with R. Gencay and Y. Xue)
”Sovereign Borrowing and Yield Spreads”, Working Paper, University of Zurich, September 2005, (co-authored with S. Sundaresan)
”The Pricing of Interest Rate and Credit Risks in Equity Returns: An Empirical Cross-Country Comparison”, NCCR Working Paper, IP 2, No. 183, 2004, (co-authored with A. Chambet)
”Financial Integration and Domestic Sovereignty in European Stock Markets”, NCCR Working Paper, IP 2, No. 28, 2004, (co-authored with A. Chambet)
“Systematic Credit Risk and Asset Pricing: Empirical Study on the US Stock Market“, Working Paper, University of Zurich, January 2001, (co-authored with T. Berrada and N. Mougeot)
“The Determinants and Effects of Voluntary Versus Market Driven Disclosure Policies in Switzerland“, Working Paper, Ecole des HEC, Lausanne University, January 2000, (co-authored with P. Tamburini and N.S. Tuchschmid)
“Modeling the Term Structure of Interest Rates: A Review of the Literature“, Working Paper No. 9801, Ecole des HEC, Lausanne University, April 1998, (co-authored with F. Lhabitant and D. Talay)
“L’Evaluation des Options sur Indice en Univers non Stationnaire“, Cahier de Recherche, Université de Genève, Département d’Economie Politique, May 1993, (co-authored with M. Chesney and H. Loubergé)
“Conception et Spécification d’une Base de Données Pour l’Analyse du Marché Obligatoire Suisse“, Base de Données Boursières de l’Université de Genève, University of Geneva, 1986, (co-authored with P. Dumont and J. Snella)
“Apports de Modèles d’Arbitrage à la Détermination de la Structure des Taux d’Intérêt et à la Gestion du Risque Systématique”, Etudes et Recherches en Finance, University of Geneva, 1985/1
“Rendement à l’Echéance, Structure des Taux et Effets du Coupon”, Etudes et Recherches en Finance, University of Geneva, 1983/1, (co-authored with A. Bender)
“La Théorie de l’Immunisation”, Etudes et Recherches en Finance, University of Geneva, 1984/2, (co-authored with P. Dumont)
“La Mesure de la Rentabilité Ex Post d’un Portefeuille Obligataire”, Etudes et Recherches en Finance, University of Geneva, 1983/1, (co-authored with A. Bender)
“Volatilité du Cours des Obligations et Duration”, Etudes et Recherches en Finance, University of Geneva, 1983/2, (co-authored with P. Dumont)