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Dr. Alexandre Ziegler - Publications

Director Center for Portfolio Management

@relgeiz.erdnaxelabf.uzh.ch
AND-2.52, Andreasstr. 15, 8050 Zürich
+41 44 634 27 32
CV vCard Details Teaching Publications Supervised theses

Journal Articles (13)

Company Stock Price Reactions to the 2016 Election Shock: Trump, Taxes and Trade
Alexander F. Wagner, Richard J Zeckhauser, Alexandre Ziegler
In: Journal of Financial Economics, forthcoming, 2017.


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.


Swiss Banking Secrecy: The Stock Market Evidence
Francois-Xavier Delaloye, Alexandre Ziegler, Michel Habib
In: Financial Markets and Portfolio Management, Vol. 26 (No. 1), p. 143-176, 2012.


Why government bonds are sold by auction and corporate bonds by posted-price selling
Alexandre Ziegler, Michel Habib
In: Journal of Financial Intermediation, Vol. 16 (No. 3), p. 343-367, 2007.


Why does implied risk aversion smile?
Alexandre Ziegler
In: Review of Financial Studies, Vol. 20 (No. 2), p. 859-904, 2007.


Arbeit auf Abruf und Arbeitsmarktdynamik in der Schweiz: Evaluation eines (weitgehend) nicht regulierten Beschaftigungsverhaltnisses. (With English summary.)
Fred Henneberger, Alfonso Sousa-Poza, Alexandre Ziegler
In: Schweizerische Zeitschrift für Volkswirtschaft und Statistik / Swiss Journal of Economics and Statistics, 2006.


Befristete Beschäftigung in der Schweiz: Ausmass, Determinanten und ökonomische Bewertung im internationalen Vergleich
Alexandre Ziegler, Fred Henneberger, Alfonso Sousa-Poza
In: Zeitschrift für Arbeitsmarktforschung, Vol. 37 (No. 3), p. 239-267, June 2004.


Aussenhandel und Auslandsproduktion im Dienstleistungssektor: Theorie und Empirie der Beschäftigungseffekte für die schweizerische Tourismusbranche
Alexandre Ziegler, Fred Henneberger
In: Schweizerische Zeitschrift für Volkswirtschaft und Statistik, Vol. 139 (No. 4), p. 535-561, June 2003.


Asymmetric Information on Workers' Productivity as a Cause for Inefficient Long Working Hours
Alexandre Ziegler, Alfonso Sousa-Poza
In: Labour Economics: An International Journal, Vol. 10 (No. 6), p. 727-747, June 2003.


Liquidation Risk
Alexandre Ziegler, Darrell Duffie
In: Financial Analysts Journal, Vol. 59 (No. 3), p. 42-51, 2003.


State-Price Densities under Heterogeneous Beliefs, the Smile Effect, and Implied Risk Aversion
Alexandre Ziegler
In: European Economic Review, Vol. 46 (No. 8), p. 1539-1557, 2002.


Dividend Growth Uncertainty and Stock Prices
Alexandre Ziegler
In: Swiss Journal of Economics and Statistics, Vol. 137 (No. IV), p. 579-598, 2001.


Optimal Portfolio Choice Under Heterogeneous Beliefs
Alexandre Ziegler
In: European Finance Review, Vol. 4 (No. 1), p. 1-19, 2000.


Books (2)

Book Chapters (1)

Returns from investing in S&P500 futures options, 1985-2010
Alexandre Ziegler
Editor(s): Anastasios G Malliaris, William T Ziemba
In: Handbook of Futures Markets, Imperial College Press, London, p. n/a, 2014.


Working Papers (8)

Aggregate Surprises and Price Spreads (ASAPS): Momentum, Reversals, and Convergence after the 2016 Election
Alexander F. Wagner, Richard J Zeckhauser, Alexandre Ziegler
Harvard Kennedy School, No. 17-039, September 2017.


High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation
Jakub Rojcek, Alexandre Ziegler
Swiss Finance Institute Research Paper, No. 15-23, March 2016.


Risk and Return around the Clock
Felix Fattinger, Alexandre Ziegler
SSRN, No. 2606706, April 2015.


Variance risk, Financial intermediation, and the cross-section of expected option returns
Norman Schürhoff, Alexandre Ziegler
NCCR, No. 712, August 2011.


How much is Banking Secrecy worth? The case of Swiss Banks
Alexandre Ziegler
NCCR, No. 331, 2011.


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


Performance Pay, Sorting, and Outsourcing
Alexandre Ziegler, Fred Henneberger, Alfonso Sousa-Poza
IZA Discussion Paper, No. 3019, 2007.


The Dominance of Retail Stores
Alexandre Ziegler, Edward P Lazear
NBER, Cambridge, No. 9795, June 2003.


Other research output (8)

Newspaper articles (3)

Company Stock Reactions to the 2016 Election Shock: Trump, Taxes, and Trade
Alexander F. Wagner, Richard J Zeckhauser, Alexandre Ziegler
Harvard Law School Forum on Corporate Governance and Financial Regulation, 22 February 2017.


Kursuntergrenze - eine gute Idee?
Alexandre Ziegler
Finanz und Wirtschaft, 7 September 2011.


Die Devisenverluste treffen alle
Alexandre Ziegler
Tages Anzeiger, 6 July 2011.


Media coverage (7)

Warnung vor dem Ende der Trump-Rally bei Aktien
Concerns: Alexander F. Wagner, Alexandre Ziegler
Börsen-Zeitung, Frankfurt a.M., 8 March 2017.


Wall Streets Liebe zu Trump könnte rasch enden
Concerns: Alexander F. Wagner, Alexandre Ziegler
CE Presse, Café Europe, 7 March 2017.


Wall Streets Liebe zu Trump könnte rasch enden
Concerns: Alexander F. Wagner, Alexandre Ziegler
Unternehmer Zeitung, 7 March 2017.


A closer look at the post-election stock rally
Concerns: Alexander F. Wagner, Alexandre Ziegler
Harvard Gazette, 27 February 2017.


Der Wert des Bankgeheimnisses
Concerns: Michel Habib, Alexandre Ziegler
Die Weltwoche, 29 October 2015.


An Hedge-Funds scheiden sich die Geister
Concerns: Alexandre Ziegler
NZZ, 6 October 2014.


Die Angst der Banken vor dem Reputationsverlust
Concerns: Alexandre Ziegler
Handelszeitung, 27 August 2013.