[PDF][PDF] Measuring and predicting liquidity in the stock market

R Von Wyss - 2004 - e-helvetica.nb.admin.ch
3 Summary Statistics and Correlations 31 3.1 Summary Statistics of the Liquidity Measures.................
32 3.1. 1 Summary Statistics of Adecco...................... 32 3.1. 2 Summary Statistics of …

Private equity funds of funds vs. funds: A performance comparison

N Gresch, R von Wyss - The Journal of Private Equity, 2011 - JSTOR
Based on a comprehensive sample of 1,641 funds, this article investigates the performance
of private equity funds of funds versus direct fund investments. On a risk-adjusted basis, …

[PDF][PDF] The Valuation of Derivatives on Carbon Emission Certificates-a GARCH Approach

P Isenegger, R von Wyss - Available at SSRN 1343835, 2009 - efmaefm.org
The introduction of the trade of carbon emission certificates (EUA) has led to the emergence
of a variety of derivatives on this underlying. We investigate the dynamics of the ECX …

Delistings of secondary listings: price and volume effects

M Pfister, R von Wyss - Financial Markets and Portfolio Management, 2010 - Springer
Despite their growing importance in recent years, delistings of secondary listings have received
very little attention. This article investigates whether a delisting is accompanied by any …

[BOOK][B] Fragmentation in European Equity Markets and Market Quality: Evidence from the Analysis of Trade-throughs

A Kohler, R von Wyss - 2012 - alexandria.unisg.ch
The implementation of MiFID has lead to a fragmentation of liquidity in European equity trading.
We analyze the long-term effects of MiFID on liquidity with a new sample of Swiss stocks …

Performance measurement of equity funds--Do the SPPS enhance transparency?

R Von Wyss - Financial Markets and Portfolio Management, 2001 - search.proquest.com
The supply of funds increases heavily: About 30'000 funds with 6'500 billion USD under
management existed at the end of the year 1997 world-wide. In Switzerland, more than 2000 …

Equity Market Fragmentation in the Swiss Market

A Grünbichler, A Kohler, R von Wyss - Equity Markets in Transition: The …, 2017 - Springer
The implementation of MiFID has lead to fragmentation of liquidity in European equity trading.
We analyze longterm effects of MiFID on liquidity with a new sample of Swiss stocks and …

[BOOK][B] Where Does Information Processing in a Fragmented Market Take Place?: Evidence from the Swiss Stock Market After MiFID

A Kohler, R von Wyss - 2012 - ux-tauri.unisg.ch
The implementation of MiFID lead to fragmentation of trading in European equities. We analyze
information processing for a sample of Swiss stocks on the Swiss exchange and on Chi-X…

[PDF][PDF] Performance Schweizerischer Verwaltungsräte anhand der Aktienkursentwicklung

M Ammann, D Matti, R Wyss - Financial Markets and Portfolio …, 2003 - alexandria.unisg.ch
… Dieser Beitrag versucht, die individuelle Leistung von Verwaltungsräten zu quantifizieren
und die dabei entstehenden Probleme aufzuzeigen, indem einerseits nicht das …

[PDF][PDF] Pricing and Performance of Income Deposit Securities

A Blagoev, R von Wyss - 2011 - efmaefm.org
In 2003, Income Deposit Securities (IDSs) were introduced in the US IDSs are exchangetraded
units, essentially comprised of two separable components: a common share and a …