Publications and communications of Patrick Schwarz

Scientific outputs

Articles in scientific journals with peer reviewing verified by ORBi or included in HEC Liège Academic Journal Guide

Schwarz, P. (January 2025). On the performance of volatility-managed equity factors – International and further evidence. Journal of Empirical Finance, 80, 101560. doi:10.1016/j.jempfin.2024.101560

Eprint/Working paper

Schwarz, P., Walter, D., & Weiss, P. (2024). Rewriting CRSP's history: Impact of altered monthly returns on asset pricing. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/326504.

Boustanifar, H., & Schwarz, P. (2023). Measuring Business Social Irresponsibility: The Case of Sin Stocks. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/321490. doi:10.2139/ssrn.4395028

Heckmann, J., Jacobs, H., & Schwarz, P. (2023). Synthesizing Information-Driven Insider Trade Signals. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/321491. doi:10.2139/ssrn.4537187

Unpublished scientific communications

Scientific conferences in universities or research centers

Boustanifar, H., & Schwarz, P. (2025). Measuring Business Social Irresponsibility: The Case of Sin Stocks [Paper presentation]. Sustainable Finance and Asset Management Conference (SFAM), Brussels, Belgium.

Boustanifar, H., & Schwarz, P. (2024). Measuring Business Social Irresponsibility: The Case of Sin Stocks [Paper presentation]. 63rd Annual Meeting of the Southwestern Finance Association (SWFA), Las Vegas, United States.

Heckmann, J., Jacobs, H., & Schwarz, P. (2024). Synthesizing Information-driven Insider Trade Signals [Paper presentation]. 63rd Annual Meeting of the Southwestern Finance Association (SWFA), Las Vegas, United States.

Heckmann, J., Jacobs, H., & Schwarz, P. (2024). Synthesizing Information-driven Insider Trade Signals [Paper presentation]. 30th Annual Meeting of the German Finance Association (DGF), Aachen, Germany.

Heckmann, J., Jacobs, H., & Schwarz, P. (2024). Synthesizing information-driven insider trade signals [Paper presentation]. 5th Annual Boca-ECGI Corporate Finance and Governance Conference (BOCA-ECGI), Madrid, Spain.

Boustanifar, H., & Schwarz, P. (2023). Measuring Business Social Irresponsibility: The Case of Sin Stocks [Paper presentation]. 6th Annual Conference of the Global Research Alliance on Sustainable Finance and Investment at Yale University (GRASFI), New Heaven, United States.

Boustanifar, H., & Schwarz, P. (2023). Measuring Business Social Irresponsibility: The Case of Sin Stocks [Paper presentation]. 29th Annual Meeting of the German Finance Association (DGF), Hohenheim, Germany.

Boustanifar, H., & Schwarz, P. (2023). Measuring Business Social Irresponsibility: The Case of Sin Stocks [Paper presentation]. WHU Conference on CSR, the Economy and Financial Markets (CSR), Düsseldorf, Germany.

Boustanifar, H., & Schwarz, P. (2023). Measuring Business Social Irresponsibility: The Case of Sin Stocks [Paper presentation]. 18th Annual Conference on Asia-Pacific Financial Markets (CAFM), Seoul, South Korea.

Boustanifar, H., & Schwarz, P. (2023). Measuring Business Social Irresponsibility: The Case of Sin Stocks [Paper presentation]. 21th EUROFIDAI-ESSEC Paris December Finance Meeting (PDFM), Paris, France.

Boustanifar, H., & Schwarz, P. (2023). Measuring Business Social Irresponsibility: The Case of Sin Stocks [Paper presentation]. 20th Annual Corporate Finance Days (CFD), Lille, France.

Schwarz, P. (2022). On the Performance of Volatility-Managed Equity Factors - International and Further Evidence [Paper presentation]. 28th Annual Meeting of the German Finance Association (DGF), Marburg, Germany.