Alexandre Ziegler

Education

• UNIVERSITY OF ST. GALLEN
• Habilitation, Economics, 2001
• STANFORD GRADUATE SCHOOL OF BUSINESS
• M.B.A., Arjay Miller Scholar, 2000
• UNIVERSITY OF ST. GALLEN
• Ph.D., Finance, Summa cum Laude, 1998
• Licentiate, Economics, 1996
• LONDON SCHOOL OF ECONOMICS
• General Course Certificate (economics), 1995

Research Interests

• Asset Pricing
• Game Theory
• Corporate Finance
• Labor Economics

Publications

*Journal Article *

• Company Stock Price Reactions to the 2016 Election Shock: Trump, Taxes and Trade Wagner Alexander F., Ziegler Alexandre, Zeckhauser Richard J In: Journal of Financial Economics, Vol. 130, (2), p. 428-451, November 2018
• Unequal Rewards to Firms: Stock Market Responses to the Trump Election and the 2017 Corporate Tax Reform Wagner Alexander F., Ziegler Alexandre, Zeckhauser Richard J In: American Economic Association. Papers and Proceedings, Vol. 108, (May), p. 590-596, May 2018
• Sell in May and Go Away: The Evidence in the International Equity Index Futures Markets Ziegler Alexandre, Dzhabarov Constantine, Ziemba William T In: Quantitative Finance, Vol. 18, (2), p. 171-181, December 2017
• Reinsurance or Securitization: The Case of Natural Catastrophe Risk Habib Michel, Ziegler Alexandre, Gibson Rajna In: Journal of Mathematical Economics, Vol. 53, (No Nr.), p. 79-100, January 2014
• Swiss Banking Secrecy: The Stock Market Evidence Ziegler Alexandre, Habib Michel, Delaloye Francois-Xavier In: Financial Markets and Portfolio Management, Vol. 26, (1), p. 143-176, January 2012
• Why government bonds are sold by auction and corporate bonds by posted-price selling Ziegler Alexandre, Habib Michel In: Journal of Financial Intermediation, Vol. 16, (3), p. 343-367, January 2007
• Why does implied risk aversion smile? Ziegler Alexandre In: Review of Financial Studies, Vol. 20, (2), p. 859-904, January 2007
• Arbeit auf Abruf und Arbeitsmarktdynamik in der Schweiz: Evaluation eines (weitgehend) nicht regulierten Beschaftigungsverhaltnisses. (With English summary.) Ziegler Alexandre, Henneberger Fred, Sousa-Poza Alfonso In: Schweizerische Zeitschrift für Volkswirtschaft und Statistik / Swiss Journal of Economics and Statistics, , January 2006
• Befristete Beschäftigung in der Schweiz: Ausmass, Determinanten und ökonomische Bewertung im internationalen Vergleich Ziegler Alexandre, Henneberger Fred, Sousa-Poza Alfonso In: Zeitschrift für Arbeitsmarktforschung, Vol. 37, (3), p. 239-267, June 2004
• Aussenhandel und Auslandsproduktion im Dienstleistungssektor: Theorie und Empirie der Beschäftigungseffekte für die schweizerische Tourismusbranche Ziegler Alexandre, Henneberger Fred In: Schweizerische Zeitschrift für Volkswirtschaft und Statistik, Vol. 139, (4), p. 535-561, June 2003
• Asymmetric Information on Workers' Productivity as a Cause for Inefficient Long Working Hours Ziegler Alexandre, Sousa-Poza Alfonso In: Labour Economics: An International Journal, Vol. 10, (6), p. 727-747, June 2003
• Liquidation Risk Ziegler Alexandre, Duffie Darrell In: Financial Analysts Journal, Vol. 59, (3), p. 42-51, January 2003
• State-Price Densities under Heterogeneous Beliefs, the Smile Effect, and Implied Risk Aversion Ziegler Alexandre In: European Economic Review, Vol. 46, (8), p. 1539-1557, January 2002 Dividend Growth Uncertainty and Stock Prices Ziegler Alexandre In: Swiss Journal of Economics and Statistics, Vol. 137, (IV), p. 579-598, January 2001
• Optimal Portfolio Choice Under Heterogeneous Beliefs Ziegler Alexandre In: European Finance Review, Vol. 4, (1), p. 1-19, January 2000