Institute of Financial Analysis
Presentation
The Institute of Financial Analysis (IAF) is the teaching and research unit of the University of Neuchâtel (bachelor, master, PhD, continuing education) in finance and accounting .
The fields of interest of its members are:
- Financial valuation
- Portfolio management
- Regulation
- Risk management
- Corporate finance
Chairs
- Financial Accounting: Prof. Fiechter
- Finance: Prof. Tim Kroencke
- Corporate Finance: Prof. Carolina Salva
- Financial Risk Management: Prof. Florian Weigert
Ethics in Finance Award
Open position
Recent publications
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Florian Weigert, Turan G. Bali, Heiner Beckmayer and Mathis Mörke, "Option Return Predictability with Machine Learning and Big Data", Review of Financial Studies, forthcoming
- Tim A. Kroencke, "Robust Inference for Consumption-based Asset Pricing with Power", Critical Finance Review, forthcoming
- Peter Fiechter, Alper Darendeli, Joerg-Markus Hitz and Nico Lehmann "The role of corporate social responsibility (CSR) information in supply-chain contracting: Evidence from the expansion of CSR rating coverage", Journal of Accounting & Economics, forthcoming
- Peter Fiechter, Jörg-Markus Hitz and Nico Lehmann, "Real Effects of a Widespread CSR Reporting Mandate: Evidence from the European Union's CSR Directive", Journal of Accounting Research, 60 (2022)
- Tim A. Kroencke, "Recessions and the Stock Market", Journal of Monetary Economics, Volume 131, October 2022, Pages 61-77
- Florian Weigert, Fousseni Chabi-Yo and Markus Huggenberger "Multivariate Crash Risk", Journal of Financial Economics, 2022, 145, pp.129-153
- Peter Fiechter, Zoltán Novotny-Farkas and Annelies Renders "Are Level 3 Fair Value Remeasurements Useful? Evidence from ASC 820 Rollforward Disclosures", The Accounting Review, 47 (2022)
Social networks
