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Do Prices Reveal the Presence of Informed Trading ?

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Thermal Conditions in Indoor Environments: Exploring the Reasoning behind Standard-Based Recommendations

Dolaana Khovalyg

Professionals in the building design and operation fields typically look at standards and guidelines as a reliable source of information and guidance with regard to procedural, contractual, and legal scope and requirements that are relevant to accountabili ...

2023

Essays in Financial Economics

Kevin Marc Rageth

This thesis consists of two chapters that study separate subjects in the area of corporate finance.The first chapter, titled âEconomic Gains in Bank Mergers and Acquisitions â Evidence from Targetsâ, investigates economic gains in bank mergers and ac ...

EPFL2022

Interventions for Softening Can Lead to Hardening of Opinions: Evidence from a Randomized Controlled Trial

Robert West, Andreas Oliver Spitz, Ahmad Abu-Akel

Motivated by the goal of designing interventions for softening polarized opinions on the Web, and building on results from psychology, we hypothesized that people would be moved more easily towards opposing opinions when the latter were voiced by a celebri ...

ASSOC COMPUTING MACHINERY2021

Linear Stochastic Dividend Model

Sander Félix M Willems

In this paper, we propose a new model for pricing stock and dividend derivatives. We jointly specify dynamics for the stock price and the dividend rate such that the stock price is positive and the dividend rate nonnegative. In its simplest form, the model ...

WORLD SCIENTIFIC PUBL CO PTE LTD2020

Slow Moving Capital and Trade Execution Costs: Evidence from a major trading Glitch

Pierre Collin Dufresne, Vincent Jean Bogousslavsky

We investigate the impact of an exogenous trading glitch at a high-frequency market-making firm on standard measures of stock liquidity (spreads, price impact, turnover, and depth) and institutional trading costs (implementation shortfall and VWAP slippage ...

2020

A new spin on fidgets

Mackenzie Mathis

We express decisions through movements, but not all movements matter to the outcome. For example, fidgeting is a common yet ‘nonessential’ behavior we exhibit. New evidence suggests that this non-task-related movement profoundly shapes neural activity in e ...

2019

Three Problems of Liquidity under Asymmetric Information

Sylvain Jean Pascal Carré

This thesis develops models for three problems of liquidity under asymmetric information. In the chapter "Disclosures, Rollover Risk, and Debt Runs" I build a model of dynamic debt runs without perfect information in order to understand the impact of asset ...

EPFL2019

Clothing-Mediated Exposures to Chemicals and Particles

Dusan Licina

A growing body of evidence identifies clothing as an important mediator of human exposure to chemicals and particles, which may have public health significance. This paper reviews and critically assesses the state of knowledge regarding how clothing, durin ...

2019

The hamburger theorem

Jan Kyncl

We generalize the ham sandwich theorem to d +1 measures on R-d as follows. Let mu(1), mu(2),..., mu(d+1) be absolutely continuous finite Borel measures on R-d. Let omega(i) = mu(i) (R-d) for i is an element of [d + 1], omega = min{omega(i) : i is an elemen ...

Elsevier Science Bv2018

Workshop Report: Governance of Trust in Precision Medicine

Marie-Valentine Renée Agnès Florin, Kujtesë Bejtullahu Michalopoulos

Following up a two-day invitation-only expert workshop in Geneva on the subject of Trust and Precision Medicine, IRGC published a workshop report in April 2018. This report addresses the concept of trust and conditions of trustworthiness in each of the thr ...

EPFL International Risk Governance Center2018