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Publications
by alumni of
School of Finance
Universität St. Gallen
Sankt Gallen, Switzerland
(University of St. Gallen)
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.This page is updated in the first days of each month.
| Working papers | Journal articles |
Working papers
2021
- Abdi, Farshid & Kormanyos, Emily & Pelizzon, Loriana & Getmansky, Mila & Simon, Zorka, 2021. "Market impact of government communication: The case of presidential tweets," SAFE Working Paper Series 314, Leibniz Institute for Financial Research SAFE, revised 2021.
2018
- Farshid Abdi & Botao Wu, 2018. "Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements," Working Papers on Finance 1828, University of St. Gallen, School of Finance.
- Farshid Abdi, 2018. "Cycles of Declines and Reversals Following Overnight Market Declines," Working Papers on Finance 1829, University of St. Gallen, School of Finance.
2016
- Abdi, Farshid & Ranaldo, Angelo, 2016. "A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low PricesWe propose a new method to estimate the bid-ask spread when quote data are not available. Compared to other low-frequency e," Working Papers on Finance 1604, University of St. Gallen, School of Finance, revised Apr 2017.
Journal articles
2017
- Farshid Abdi & Angelo Ranaldo, 2017. "A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices," The Review of Financial Studies, Society for Financial Studies, vol. 30(12), pages 4437-4480.