Markus Leippold

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Julia BinglerUniversity of OxfordVerified email at smithschool.ox.ac.uk
Mathias KrausProfessor for Explainable AI, University of RegensburgVerified email at informatik.uni-regensburg.de
Paolo VaniniUniversity of BaselVerified email at unibas.ch
Nicolas WebersinkeResearch AssociateVerified email at fau.de
Fabio TrojaniProfessor of Finance (University of Geneva), AXA Chair (University of Turin), Senior Chair (SFI)Verified email at alphacruncher.com
Tobias SchimanskiUniversity of ZurichVerified email at bf.uzh.ch
Liuren WuWollman Distinguished Professor of Finance, Baruch CollegeVerified email at baruch.cuny.edu
Qian WangInovest Partners, University of ZurichVerified email at uzh.ch
Jingwei NiDoctoral Researcher in NLP, ETH ZurichVerified email at gess.ethz.ch
Dominik StammbachPrinceton UniversityVerified email at princeton.edu
Chiara Colesanti-SenniUniversity of ZürichVerified email at bf.uzh.ch
Saeid Ario VaghefiUniversity of Zurich, Department of Geography, SwitzerlandVerified email at geo.uzh.ch
Tobias WekhofETH ZürichVerified email at ethz.ch
Harald LohreHead of Quant Equity Research, RobecoVerified email at robeco.com
Ming DengUniversity of Zurich, Swiss Finance InstituteVerified email at bf.uzh.ch
Veruska MuccioneUniversity of ZurichVerified email at geo.uzh.ch
Alexander F. WagnerUniversity of Zurich and Swiss Finance InstituteVerified email at df.uzh.ch
Massimiliano CiaramitaGoogle DeepMindVerified email at google.com
Julian Fritz KölbelUniversity of St Gallen / MIT SloanVerified email at unisg.ch
Roger RüeggHead of Quant Multi-Asset, Swisscanto by Zürcher KantonalbankVerified email at zkb.ch

Markus Leippold

University of Zurich, Department of Finance

Verified email at bf.uzh.ch - Homepage

Finance Climate Change Natural Language Processing Financial Economics Mathematical Finance


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Machine learning in the Chinese stock market M Leippold, Q Wang, W Zhou Journal of Financial Economics 145 (2), 64-82, 2022	365	2022
Asset pricing under the quadratic class M Leippold, L Wu Journal of Financial and Quantitative Analysis 37 (2), 271-295, 2002	342	2002
Economic benefit of powerful credit scoring A Blöchlinger, M Leippold Journal of Banking & Finance 30 (3), 851-873, 2006	269	2006
The term structure of variance swap rates and optimal variance swap investments D Egloff, M Leippold, L Wu Journal of Financial and Quantitative Analysis 45 (5), 1279-1310, 2010	260	2010
Cheap talk and cherry-picking: What ClimateBert has to say on corporate climate risk disclosures JA Bingler, M Kraus, M Leippold, N Webersinke Finance Research Letters 47, 102776, 2022	243	2022
A geometric approach to multiperiod mean variance optimization of assets and liabilities M Leippold, F Trojani, P Vanini Journal of Economic Dynamics and Control 28 (6), 1079-1113, 2004	243	2004
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets C Bardgett, E Gourier, M Leippold Journal of Financial Economics 131 (3), 593-618, 2019	202	2019
Climate-fever: A dataset for verification of real-world climate claims T Diggelmann, J Boyd-Graber, J Bulian, M Ciaramita, M Leippold arXiv preprint arXiv:2012.00614, 2020	176	2020
A simple model of credit contagion D Egloff, M Leippold, P Vanini Journal of Banking & Finance 31 (8), 2475-2492, 2007	174	2007
Ask BERT: How regulatory disclosure of transition and physical climate risks affects the CDS term structure JF Kölbel, M Leippold, J Rillaerts, Q Wang Journal of Financial Econometrics 22 (1), 30-69, 2024	169	2024
Climatebert: A pretrained language model for climate-related text N Webersinke, M Kraus, JA Bingler, M Leippold arXiv preprint arXiv:2110.12010, 2021	164	2021
Learning and asset prices under ambiguous information M Leippold, F Trojani, P Vanini The Review of Financial Studies 21 (6), 2565-2597, 2008	158	2008
Stock prices and the Russia-Ukraine war: sanctions, energy and ESG M Deng, M Leippold, AF Wagner, Q Wang CEPR discussion paper No. DP17207, 2022	137	2022
Design and estimation of quadratic term structure models M Leippold, L Wu Review of Finance 7 (1), 47-73, 2003	127	2003
The quantification of operational risk M Leippold, P Vanini Available at SSRN 481742, 2003	116	2003
Design and estimation of multi-currency quadratic models M Leippold, L Wu Review of Finance 11 (2), 167-207, 2007	88	2007
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024	85	2024
Data snooping and the global accrual anomaly M Leippold, H Lohre Applied Financial Economics 22 (7), 509-535, 2012	76	2012
ChatClimate: Grounding conversational AI in climate science SA Vaghefi, D Stammbach, V Muccione, J Bingler, J Ni, M Kraus, S Allen, ... Communications Earth & Environment 4 (1), 480, 2023	73	2023
Sentiment spin: Attacking financial sentiment with GPT-3 M Leippold Finance Research Letters 55, 103957, 2023	72	2023

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