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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 (2)

Do investors value managerial honesty?
Concerns: Alexander F. Wagner
SFI Practitioner Roundup, 1 October 2017.


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