Research output per year
Research output per year
Publications
- 1 - 50 out of 87 results
Search results
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2023
Do Investors Care About Negative Returns?
Koval, B. & Steshkova, A., 27 Feb 2023, (In preparation) 44 p.Publication: Working/Discussion Paper › WU Working Paper
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Equilibrium Policy Portfolios When Some Investors are Restricted from Holding Certain Assets
Randl, O., Westerkamp, A. & Zechner, J., Feb 2023, In: China Finance Review International. 13, 1, p. 1-22Publication: Scientific journal › Journal article › peer-review
Open Access -
2022
Does corporate social responsibility impact equity risk? International evidence
Monti, A., Pattitoni, P., Petracci, B. & Randl, O., 2022, In: Review of Quantitative Finance and Accounting. 59, 4, p. 825-855Publication: Scientific journal › Journal article › peer-review
Open Access -
Forecasting Long-Horizon Factor Volatility
Zeissler, T. O. K., 1 Dec 2022, In: Journal of Beta Investment Strategies. 13, 4, p. 54-106Publication: Scientific journal › Journal article › peer-review
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Pricing and Constructing International Government Bond Portfolios
Randl, O., Simion, G. & Zechner, J., 2022.Publication: Working/Discussion Paper › Working Paper/Preprint
Open Access -
The Maturity Premium
Chaderina, M., Weiß, P. & Zechner, J., May 2022, In: Journal of Financial Economics. 144, 2, p. 670-694Publication: Scientific journal › Journal article › peer-review
Open Access -
2021
Debt maturity and the dynamics of Leverage
Dangl, T. & Zechner, J., 1 Dec 2021, In: Review of Financial Studies. 34, 12, p. 5796-5840Publication: Scientific journal › Journal article › peer-review
Open AccessFile13 Downloads (Pure) -
Granularity of Corporate Debt (Winner of the 2021 JFQA Sharp Award)
Choi, J., Hackbarth, D. & Zechner, J., 2021, In: Journal of Financial and Quantitative Analysis (JFQA). 56, 4, p. 1127 - 1162Publication: Scientific journal › Journal article › peer-review
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Primary Corporate Bond Markets and Social Responsibility
Halling, M., Yu, J. & Zechner, J., 2021.Publication: Working/Discussion Paper › Working Paper/Preprint
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The COVID-19 Pandemic and Corporate Dividend Policy
Cejnek, G., Randl, O. & Zechner, J., 2021, In: Journal of Financial and Quantitative Analysis (JFQA). 56, 7, p. 2389 - 2410Publication: Scientific journal › Journal article › peer-review
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The Dynamics of Corporate Debt Structure
Halling, M., Yu, J. & Zechner, J., 2021.Publication: Working/Discussion Paper › Working Paper/Preprint
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Time-Varying Factor Allocation
Vincenz, S. & Zeissler, T. O. K., 2021.Publication: Working/Discussion Paper › Working Paper/Preprint
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2020
Financial Media, Price Discovery, and Merger Arbitrage
Bühlmaier, M. & Zechner, J., 2020, In: Review of Finance. 25, 4, p. 997 - 1046Publication: Scientific journal › Journal article › peer-review
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How Did COVID-19 Affect Firms’ Access to Public Capital Markets?
Halling, M., Yu, J. & Zechner, J., 2020, In: Review of Corporate Finance Studies. 9, 3, p. 501 - 533Publication: Scientific journal › Journal article › peer-review
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Low Risk Anomalies? Top Cited Article 2020-2021 in the Journal of Finance by Wiley
Schneider, P., Wagner, C. & Zechner, J., 2020, In: Journal of Finance. 75, 5, p. 2673 - 2718Publication: Scientific journal › Journal article › peer-review
Open AccessFile4 Downloads (Pure) -
Review of the working paper “Primary Corporate Bond Markets and Social Responsibility"
Halling, M., Ju, Y. & Zechner, J., 2020.Publication: Working/Discussion Paper › Working Paper/Preprint
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The Stability of Dividends and Wages: Effects of Competitor Inflexibility
Rettl, D. A., Stomper, A. & Zechner, J., 2020.Publication: Working/Discussion Paper › Working Paper/Preprint
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2019
Charakteristika vs. Carry - Outperformance in Devisenmärkten
Zeissler, T. O. K., 2019, In: Junior Management Science. 4, 2, p. 265 - 304Publication: Scientific journal › Journal article › peer-review
Open AccessFile13 Downloads (Pure) -
Dividend Risk Premia
Cejnek, G. & Randl, O., 2019, In: Journal of Financial and Quantitative Analysis (JFQA). p. 1 - 79Publication: Scientific journal › Journal article › peer-review
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Equilibrium Policy Portfolios When Some Assets are Non-Tradable
Randl, O., Westerkamp, A. & Zechner, J., 2019.Publication: Working/Discussion Paper › Working Paper/Preprint
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Lessons Learned From Student Managed Portfolios
Kranner, S., Stoughton, N. & Zechner, J., 2019, In: Journal of Investment Management. 17, 1, p. 47 - 76Publication: Scientific journal › Journal article › peer-review
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Podiumsdiskussion "Der Euroraum: Struktur, Herausforderungen und Lösungen"
Zechner, J., 2019Publication: Other publications › Other scientific publications
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2018
Asymmetrische Renditeprofile und Fundamentaldaten
Randl, O., 20 Jul 2018, Kapitalstock-Produktivität in Zins-, Wirtschafts- und FX-Zyklen steuern. 14. Kapitalmarktgespräche.Publication: Popular science articles (i.e. magazines) › Popular science article
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Corporate Debt Maturity Profiles
Choi, J., Hackbarth, D. & Zechner, J., 2018, In: Journal of Financial Economics. 130, 3, p. 484 - 502Publication: Scientific journal › Journal article › peer-review
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Does Corporate Social Responsibility Impact Risk?
Monti, A., Pattitoni, P., Petracci, B. & Randl, O., 2018.Publication: Working/Discussion Paper › Working Paper/Preprint
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Does Corporate Social Responsibility Impact Risk?
Monti, A., Pattitoni, P., Petracci, B. & Randl, O., 2018.Publication: Contribution to conference › Conference poster
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Sovereign Reputation and Yield Spreads: A Case Study on Retroactive Legislation.
Randl, O. & Zechner, J., 2018, In: German Economic Review. 19, 3, p. 260 - 279Publication: Scientific journal › Journal article › peer-review
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2017
Endowment Management und Dynamik der Risikoprämien
Randl, O., 9 Nov 2017, Festschrift 20 Jahre ZZ Vermögensverwaltung.Publication: Popular science articles (i.e. magazines) › Popular science article
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Market Implied Costs of Bankruptcy
Reindl, J., Stoughton, N. & Zechner, J., 2017.Publication: Working/Discussion Paper › Working Paper/Preprint
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Obituary for Engelbert Dockner
Zechner, J., 2017, In: Management Review Quarterly. 67, 3, p. 137 - 139Publication: Scientific journal › Journal article › peer-review
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2016
Dividend Risk Premia
Cejnek, G. & Randl, O., 2016.Publication: Working/Discussion Paper › Working Paper/Preprint
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Leverage Dynamics over the Business Cycle
Halling, M., Yu, J. & Zechner, J., 2016, In: Journal of Financial Economics. 122, 1, p. 21 - 41Publication: Scientific journal › Journal article › peer-review
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Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds
Wermers, R., Wu, Y. & Zechner, J., 2016, In: Review of Financial Studies. 29, 12, p. 3428 - 3470Publication: Scientific journal › Journal article › peer-review
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Risk and Return of Short-Duration Equity Investments
Cejnek, G. & Randl, O., 2016, In: Journal of Empirical Finance. 36, p. 181 - 198Publication: Scientific journal › Journal article › peer-review
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2015
A Convenience Yield Approximation Model for Mean-Reverting Commodities
Dockner, E., Eksi-Altay, Z. & Rammerstorfer, M., 2015, In: Journal of Futures Markets. 35, 7, p. 625 - 654Publication: Scientific journal › Journal article › peer-review
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Rivalry Restraint as Equilibrium Behavior
Dockner, E. & Löffler, C., 2015, In: Journal of Economics and Management Strategy. 24, 1, p. 189 - 209Publication: Scientific journal › Journal article › peer-review
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Value and Risk Dynamics Over the Innovation Cycle
Dockner, E. & Siyahhan, B., 1 Sept 2015, In: Journal of Economic Dynamics & Control.Publication: Scientific journal › Journal article › peer-review
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2014
A Survey of University Endowment Management Research
Cejnek, G., Franz, R., Randl, O. & Stoughton, N., 1 Sept 2014, In: Journal of Investment Management. 12, 3, p. 90 - 117Publication: Scientific journal › Journal article › peer-review
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Choice of Rating Technology and Loan Pricing in Imperfect Credit Markets
De Silva, H., Dockner, E., Jankowitsch, R., Pichler, S. & Ritzberger, K., 2014, In: Journal of Risk. 17, 1, p. 29 - 62Publication: Scientific journal › Journal article › peer-review
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Coordinating Production and Marketing With Dynamic Transfer Prices
Dockner, E. & Fruchter, G., 1 Apr 2014, In: Production and Operations Management. 23, 3, p. 431 - 445Publication: Scientific journal › Journal article › peer-review
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Exploiting Value and Momentum in Emerging Market Assets
Cejnek, G., 1 May 2014.Publication: Working/Discussion Paper › Working Paper/Preprint
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Leaders, Followers, and Risk Dynamics in Industry Equilibrium
Dockner, E., Carlson, M., Fisher, A. & Giammarino, R., 2014, In: Journal of Financial and Quantitative Analysis (JFQA). 49, p. 321 - 349Publication: Scientific journal › Journal article › peer-review
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Markov-Perfect Nash Equilibria in Models With a Single Capital Stock.
Dockner, E. & Wagener, F., 2014, In: Economic Theory. 56, 3, p. 585 - 625Publication: Scientific journal › Journal article › peer-review
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Risk and Return of Short Duration Equity Investments
Cejnek, G. & Randl, O., 2014.Publication: Working/Discussion Paper › Working Paper/Preprint
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2013
An Integrated Model of University Endowments
Cejnek, G., Franz, R. & Stoughton, N., 1 Dec 2013.Publication: Working/Discussion Paper › Working Paper/Preprint
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A Survey of University Endowment Management Research
Cejnek, G., Franz, R., Randl, O. & Stoughton, N., 2013, (WU Working Paper).Publication: Working/Discussion Paper › Working Paper/Preprint
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Fund Promotion and Individual Investor Fund Flows. WU Working Paper
Dockner, E., Halling, P. & Randl, O., 2013.Publication: Working/Discussion Paper › Working Paper/Preprint
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Hat die Prämienbegünstigte Zukunftsvorsorge den österreichischen Aktienmarkt nachhaltig gestärkt?
Randl, O., 2013, In: BankArchiv: Zeitschrift für das gesamte Bank- und Börsenwesen. 61, 9, p. 619 - 623Publication: Scientific journal › Journal article › peer-review
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Investment, Firm Value, and Risk for a System Operator Balancing Energy Grids
Dockner, E., Rammerstorfer, M. & Kucsera, D., 1 Oct 2013, In: Energy Economics. 37, p. 182 - 192Publication: Scientific journal › Journal article › peer-review
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Sovereign Bond Risk Premiums. WU Working Paper
Dockner, E., Mayer, M. & Zechner, J., 2013.Publication: Working/Discussion Paper › Working Paper/Preprint