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Prof. Dr. Rajna Gibson - Publications

Professor of Finance



Publications Supervised theses

Journal Articles (8)

Prefrontal connections express individual differences in intrinsic resistance to trading off honesty values against economic benefits
Azade Seid-Fatemi, Yosuke Morishima, Felix Heise, Rajna Gibson, Carmen Tanner, Alexander F. Wagner, Philippe N Tobler
In: Scientific Reports, Vol. 6, p. 33263, August 2016.


Reinsurance or Securitization: The Case of Natural Catastrophe Risk
Rajna Gibson, Michel Habib, Alexandre Ziegler
In: Journal of Mathematical Economics, Vol. 53 (No. No Nr.), p. 79-100, 2014.


Preferences for truthfulness: Heterogeneity among and within individuals
Rajna Gibson, Carmen Tanner, Alexander F. Wagner
In: American Economic Review, Vol. 103 (No. 1), p. 532-548, February 2013.


Stock options and managers’ incentives to cheat
Marc Chesney, Rajna Gibson
In: Review of Derivatives Research, Vol. 11 (No. 1-2), p. 41-59, March 2008.


Model risk for European-style stock index options
Ramazan Gençay, Rajna Gibson
In: IEEE Transactions on Neural Networks, Vol. 18 (No. 1), p. 193-202, 2007.


State Space Symmetry and Two Factor Option Pricing Models
Marc Chesney, Rajna Gibson
In: Advances in Futures and Options Research, Vol. 8, 1995.


Arbitrage Trading and Index Option Pricing at Soffex: An Empirical Study Using Daily and Intradaily Data
Marc Chesney, Henri Loubergé, Rajna Gibson
In: Finanzmarkt und Portfolio Management, Vol. 9 (No. 1), p. 35-60, 1995.


Analytical solutions for the pricing of american bond and yield options
Marc Chesney, Rajna Gibson, Robert J Elliott
In: Mathematical Finance, Vol. 3 (No. 3), p. 277-294, 1993.


Book Chapters (2)

Protected values and economic decision-making
Rajna Gibson, Carmen Tanner, Alexander F. Wagner
Editor(s): Tobias Brosch, David Sander
In: Handbook of Value: Perspectives from Economics, Neuroscience, Philosophy, Psychology and Sociology, Oxford University Press, New York, p. 223-241, January 2016.


Sacred values and ethical decision making
Carmen Tanner, Rajna Gibson, Alexander F. Wagner, Nicolas A. J. Berkowitsch
Editor(s): Erich H. Witte, Tobias Gollan
In: Sozialpsychologie und Ökonomie: Beiträge des 25. Hamburger Symposiums zur Methodologie der Sozialpsychologie, Pabst Science Publishers, Lengerich, p. 112-125, 2010.


Working Papers (5)

Investing in managerial honesty
Rajna Gibson, Matthias Sohn, Carmen Tanner, Alexander F. Wagner
Swiss Finance Institute Research Paper, No. 17-03, August 2017.


How effective are social norm interventions in corporations? Evidence from a laboratory experiment on earnings misrepresentation
Rajna Gibson, Carmen Tanner, Alexander F. Wagner
Swiss Finance Institute Research Paper, No. 15-01, March 2017.


The choice of honesty: An experiment regarding heterogeneous responses to situational social norms
Rajna Gibson, Carmen Tanner, Alexander F. Wagner
CEPR Discussion Paper, No. 9880, January 2014.


Preferences for truthfulness: Heterogeneity among and within individuals
Rajna Gibson, Carmen Tanner, Alexander F. Wagner
Swiss Finance Institute Research Paper, No. 08-48, 2012.


Why have exchange-traded catastrophe instruments failed to displace reinsurance?
Rajna Gibson, Michel Habib, Alexandre Ziegler
NCCR FINRISK Working Paper Series, No. 371, 2007.


Media coverage (1)

Investor perception of managerial honesty greatly affects investment choices
Concerns: Alexander F. Wagner
SFI Blog, 20 January 2017.