Essays in Financial Economics

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Computational tool for stock-constrained design of structures

Corentin Jean Dominique Fivet, Jonas Warmuth, Jan Friedrich Georg Brütting

Designing structures from reused elements is becoming an increasingly important design task for structural engineers as it has potential to significantly reduce adverse environmental impacts of building structures. To allow for a broad application of this ...

2021

Serial dependence does not originate from low-level visual processing

Michael Herzog, David Pascucci, Gizay Ceylan

Perception depends not only on the current sensory input but also on the preceding history of stimuli. In serial dependence (SD), for example, the orientation of a Gabor patch is mistakenly reported as more similar to previous trials than it actually is. T ...

2021

Clusters of science and health related Twitter users become more isolated during the COVID-19 pandemic

Marcel Salathé, Martin Mathias Müller, Martin Müller

COVID-19 represents the most severe global crisis to date whose public conversation can be studied in real time. To do so, we use a data set of over 350 million tweets and retweets posted by over 26 million English speaking Twitter users from January 13 to ...

Nature Portfolio2021

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

Informed Trading in the Stock Market and Option Price Discovery

Pierre Collin Dufresne

When activist shareholders file Schedule 13D filings, the average excess return on target stocks is 6% and stock price volatility drops by about 10%. Prior to filing days, volatility (price) information is reflected in option (stock) prices. Using a compre ...

2021

Essays in Financial Economics

Kornelia Fabisik

This thesis consists of three parts that study separate subjects in corporate finance and corporate governance. The overarching theme is ownership by CEOs and other insiders. In the first part, which is co-authored work with Rüdiger Fahlenbrach, René M. ...

EPFL2020

Optimum design of frame structures from a stock of reclaimed elements

Corentin Jean Dominique Fivet, Gennaro Senatore, Jan Friedrich Georg Brütting

This paper presents optimization methods to design frame structures from a stock of existing elements. These methods are relevant when reusing structural elements over multiple service lives. Reuse has the potential to reduce the environmental impact of bu ...

2020

Joinery Solver for Whole Timber Structures

Yves Weinand, Petras Vestartas

This paper presents a digital joinery generation method for whole-timber structures using wood-wood connections. The research is based on a collaboration with a local timber company located in a mountain area [1]. In this context, there is a need to explor ...

2020

Optimum design of low environmental impact structures through component reuse

Jan Friedrich Georg Brütting

Load-bearing systems (structures) in buildings and infrastructure contribute to a significant share of adverse environmental impacts (EI) because of resource- and energy-intensive fabrication. A currently overlooked circular economy strategy to reduce EI i ...

EPFL2020

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