Alexander Braun
Thumbnail Image
Title
Prof. Dr.
Last Name
Braun
First name
Alexander
Email
alexander.braun@unisg.ch
Phone
+41 71 224 3653

Filters

9
Reset filters

Settings
Now showing 1 - 9 of 9
No Thumbnail Available
Publication

Optimal Compensation in Online Labor Markets

, Braun, Alexander , Häusle, Niklas Matthias , Koeniger, Winfried

View
No Thumbnail Available
Publication

On-Demand Insurance

, Braun, Alexander , Häusle, Niklas Matthias , Thistle, Paul

View
No Thumbnail Available
Publication

Hurricane Risk and Asset Prices

2022-09 , Braun, Alexander , Braun, Julia , Weigert, Florian

View
No Thumbnail Available
Publication

On-Demand Insurance

, Braun, Alexander , Häusle, Niklas Matthias , Thistle, Paul

View
No Thumbnail Available
Publication

Extreme Weather Risk and the Cost of Equity

2023-09 , Julia Braun , Alexander Braun , Florian Weigert

We examine if extreme weather exposure impacts firms’ cost of equity. Motivated by a consumption-based asset pricing model with heterogeneous agents, we reveal the exis- tence of an extreme weather risk premium in the cross-section of stock returns. In the period from 1995 to 2019, domestic U.S. stocks with the most negative sensitivity to thunderstorm losses earned excess returns of 6.5% p.a. over those with the most posi- tive sensitivity. This premium can neither be explained by risk factors from standard asset pricing models nor by firm characteristics. Our results reveal a novel link between climate risk and firm value.

View
No Thumbnail Available
Publication

Hurricane Risk and Asset Prices

2021-10 , Braun, Alexander , Braun, Julia , Weigert, Florian

View
No Thumbnail Available
Publication

On-Demand Insurance

, Braun, Alexander , Häusle, Niklas Matthias , Thistle, Paul

View
No Thumbnail Available
Publication

Risk Sharing for Extreme Events

2023 , Marcel Freyschmidt , Martin Eling , Alexander Braun

View
No Thumbnail Available
Publication

Hurricane Risk and Asset Prices

2020-08 , Braun, Alexander , Braun, Julia , Weigert, Florian

View