Financial Research

Publikationen

Publikationen pro Jahr 1989 1994 2009 2010 2011 2014 2018 2020 2022 2023 2024

• 42 Working Paper/Preprint
• 29 Originalbeitrag in Fachzeitschrift
• 4 Buch (Monographie)
• 4 Masterarbeit
• 10 Mehr
  • 2 Beitrag in Sammelwerk
  • 2 Konferenzposter
  • 2 Dissertation
  • 1 Populärwissenschaftlicher Artikel
  • 1 Skriptum, Beitrag zu Skriptum, Lehrunterlagen
  • 1 Digitale/visuelle Produkte
  • 1 Diplomarbeit

Publikationen pro Jahr

Publikationen pro Jahr

Suchergebnisse

• 2024

  Extrapolative Beliefs, Strategic Complementarities, and Housing Booms

  Mayer, P. & Ren, Z., 2024, (In Vorbereitung).

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Inflation Exposure and FOMC Monetary Policy Impact on Companies

  Weinlich, F. & Stankovski, B., 26 März 2024, (In Vorbereitung) 52 S.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Non-Standard Errors

  Fincap Team, Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johanneson, M., Kirchler, M., Razen, M., Weitzel, U., Abad, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J., Alexeev, V., Aloosh, A., Amato, L., Amaya, D. & Angel, J. J. &31 mehr, Bach, A., Baidoo, E., Bakalli, G., Barbon, A., Bashchenko, O., Bindra, P. C., Bjonnes, G. H., Black, J. R., Black, B. S., Bohorquez, S., Bondarenko, O., Bos, C. S., Bosch-Rosa, C., Bouri, E., Brownlees, C. T., Calamia, A., Cao, V. N., Capelle-Blancard, G., Capera, L., Caporin, M., Carrion, A., Caskurlu, T., Deev, O., Gehrig, T., Hartmann, S., Hautsch, N., Kaiser, G., Lindner, T., Simion, G., Voigt, S. & Weiss, P., Juni 2024, in: Journal of Finance. 79, 3, S. 2339-2390

  Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

  Open Access

• Robust financial calibration: a Bayesian approach for neural SDEs

  Cuchiero, C., Flonner, E. & Kurt, K., 10 Sept. 2024.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

  Open Access

  Datei
  7 Downloads (Pure)
• 2023

  Bayesian Reconciliation of Return Predictability

  Koval, B., Frühwirth-Schnatter, S. & Sögner, L., 27 Feb. 2023, 48 S.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Bayesian Reconciliation of Return Predictability

  Koval, B., Frühwirth-Schnatter, S. & Sögner, L., 2023, (Elektronische Veröffentlichung vor Drucklegung) in: Studies in Nonlinear Dynamics and Econometrics.

  Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

  Open Access

• Beyond the Ban: Exploring Prolonged Liquidity Effects Following the 2020 Short Selling Restriction

  Stankovski, B. & Westheide, C., 2023, (In Vorbereitung) 40 S.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Do Investors Care About Negative Returns?

  Koval, B. & Steshkova, A., 27 Feb. 2023, 44 S.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Grundlagen der Finanzierung: verstehen - berechnen - entschieden

  Littich, E., Geyer, A., Hanke, M. & Nettekoven, M., 2023, 7 Aufl. Wien: Linde Verlag. 365 S.

  Publikation: Buch, Herausgeberschaft, Bericht › Buch (Monographie)

• Households' Expectations of Returns on Gold

  Schleritzko, M., 2023.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

  Open Access

• Information Acquisition and Regulatory Disclosure

  Mayer, P., 2023, (In Vorbereitung).

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Is there an equity duration premium?

  Walter, D. & Weber, R., 2023.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Stock Market Reaction to the Earnings Announcement under Uncertainty

  Koval, B., 27 Feb. 2023, (In Vorbereitung).

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Technology Spillover Effects and Patent Announcements

  Walter, D., 2023.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• 2022

  Deciphering monetary policy shocks

  Schleritzko, M., Gnan, P., Wagner, C. & Schmeling, M., 1 Aug. 2022, VoxEU.

  Publikation: Populärwissenschaftliche Artikel (z.B. Magazine) › Populärwissenschaftlicher Artikel

• Deciphering Monetary Policy Shocks

  Schleritzko, M., Gnan, P., Wagner, C. & Schmeling, M., 2022.

  Publikation: Konferenzbeitrag › Konferenzposter

• Deciphering Monetary Policy Shocks

  Schleritzko, M., Gnan, P., Wagner, C. & Schmeling, M., 15 Apr. 2022.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

  Open Access

• Impact of the COVID-19 Pandemic on the U.S. Corporate Bond Market

  Jankowitsch, R., Pauer, F. & Rinde, E., 19 Sept. 2022, 46 S.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Non-standard errors in portfolio sorts

  Walter, D., Weber, R. & Weiss, P., 7 Juli 2022, 67 S.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Optimal Timing of Policy Interventions in Troubled Banks

  Koenig, P., Mayer, P. & Pothier, D., 2022, SSRN, 62 S.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

  Open Access

• Optimal Timing of Policy Interventions in Troubled Banks

  Koenig, P., Mayer, P. & Pothier, D., 2022, (Deutsche Bundesbank Diskussionspapier, Band 10/2022).

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Revisiting Discount Rates: New Evidence from Surveys

  Schleritzko, M. & Gnan, P., 28 Sept. 2022.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

  Open Access
• 2021

  Basic Financial Econometrics

  Geyer, A., 2021, 165 S..

  Publikation: Lehrunterlagen › Skriptum, Beitrag zu Skriptum, Lehrunterlagen

  Open Access
• 2020

  App-based feedback on safety to novice drivers: learning and monetary incentives

  Peer, S., Mürmann, A. & Sallinger, K., 2020, in: Transportation Research Part F: Traffic Psychology and Behaviour. 71, S. 198 - 219

  Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

  Open Access

  Datei
  74 Downloads (Pure)

• Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models

  Melone, A. & Favero, C. A., 2020.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Asymmetric Information in Automobile Insurance: Evidence from Driving Behavior

  Geyer, A., Kremslehner, D. & Mürmann, A., 2020, in: Journal of Risk and Insurance. 87, 4, S. 969 - 995

  Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

  Open Access

  Datei
  67 Downloads (Pure)

• Data Analysis with Excel

  Titel in Übersetzung: Datenanalyse mit ExcelGeyer, A., 2020

  Publikation: Elektronische/multimediale Veröffentlichungen › Digitale/visuelle Produkte

• Editorial for the Special Issue on "Covid-19: the economics of pandemic risks and insurance"

  Mürmann, A. & Rothschild, C., 2020, in: Geneva Risk and Insurance Review (former: Geneva Papers on Risk and Insurance Theory). 45, 2, S. 75 - 79

  Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

• Essays on FinTech

  Scheuch, C., 31 Mai 2020

  Publikation: Abschlussarbeit › Dissertation

  Open Access

  Datei
  180 Downloads (Pure)
• 2019

  Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty

  Hautsch, N. & Voigt, S., 2019, in: Journal of Econometrics. 212, 1, S. 221 - 240

  Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

  Datei
  190 Downloads (Pure)

• Perceived Precautionary Savings Motives: Evidence from FinTech

  D`Acunto, F., Rauter, T., Scheuch, C. & Weber, M., 2019.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• 2018

  A dynamic network model to measure exposure diversification in the Austrian interbank market

  Hledik, J. & Rastelli, R., 8 Aug. 2018, Vienna.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

  Datei
  22 Downloads (Pure)

• Correlated Assets and Contagious Defaults

  Hledik, J., 16 Aug. 2018, Vienna.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

  Datei
  24 Downloads (Pure)

• Limits to Arbitrage in Markets with Stochastic Settlement Latency

  Hautsch, N., Scheuch, C. & Voigt, S., 2018.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• The Dark Side of Liquid Bonds in Fire Sales

  Chaderina, M., Mürmann, A. & Scheuch, C., 2018.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• The dark side of stress tests: Negative effects of information disclosure

  Goncharenko, R., Pinto, R. & Hledik, J., 2018, in: Journal of Financial Stability. 37, S. 49 - 59

  Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

  Open Access

  Datei
  42 Downloads (Pure)
• 2017

  Corporate Bond Portfolios and Macroeconomic Uncertainty

  Bredendiek, M., Ottonello, G. & Valkanov, R., 2017.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Fishing with Pearls: The Value of Lending Relationships with Prestigious Firms

  Mürmann, A., Rauter, T. & Scheuch, C., 2017.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Structural Changes in Corporate Bond Underpricing

  Ottonello, G. & Nagler, F., 2017.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Why Do Mutual Funds Hold Cash?

  Chaderina, M. & Scheuch, C., 2017.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• 2016

  Discretion and Systemic Risk in Credit-Line Contracts: Theory and Evidence

  Chaderina, M. & Tengulov, A., 2016.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Inflation Forecasts Extracted from Nominal and Real Yield Curves

  Geyer, A., Hanke, M. & Weissensteiner, A., 2016, in: Quarterly Review of Economics and Finance. 60, May, S. 180 - 188

  Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

• The Black-Litterman Approach and Views from Predictive Regressions: Theory and Implementation

  Geyer, A. & Lucivjanska, K., 2016, in: Journal of Portfolio Management. 42, 4, S. 38 - 48

  Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

• The Rules of the Rating Game: Market Perception of Corporate Ratings

  Ottonello, G., Jankowitsch, R. & Subrahmanyam, M., 2016.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• 2015

  Correlation and Contagion as Sources of Systemic Risk. Working Paper

  Frey, R. & Hledik, J., 2015, Wien: SSRN, 19 S.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Debt Refinancing and Equity Returns

  Friewald, N., Nagler, F. & Wagner, C., 1 Nov. 2015.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• 2014

  Dealer Inventory and the Cross-Section of Corporate Bond Returns

  Friewald, N. & Nagler, F., 1 Nov. 2014.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• No-arbitrage bounds for financial scenarios

  Geyer, A., Hanke, M. & Weissensteiner, A., 1 März 2014, in: European Journal of Operational Research (EJOR). 236, 2, S. 657 - 663

  Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

  Open Access

  Datei
  48 Downloads (Pure)

• No-Arbitrage ROM Simulation

  Geyer, A., Hanke, M. & Weissensteiner, A., 2014, in: Journal of Economic Dynamics & Control. 45, S. 66 - 79

  Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

• Regulating Bank CEO Compensation and Active Boards

  Kolm, J., Laux, C. & Loranth, G., 1 Aug. 2014.

  Publikation: Working/Discussion Paper › Working Paper/Preprint