Publikationen / Publications
Publikationen in referierten Fachjournalen
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(2022): Option-implied lottery demand and IPO returns, Journal of Economic Dynamics and Control
DOI: https://doi.org/10.1016/j.jedc.2022.104356 -
(2022): Betting against sentiment? Seemingly unrelated anomalies and the low‐risk effect, Review of Financial Economics
DOI: https://doi.org/10.1002/rfe.1170 -
(2021): Measuring Tail Risk, SSRN Electronic Journal | Datei |
DOI: http://dx.doi.org/10.2139/ssrn.3789005 -
(2021): Isolating momentum crashes, Journal of Empirical Finance
DOI: https://doi.org/10.1016/j.jempfin.2021.12.001 -
(2019): Probability Distortion, Asset Prices, and Economic Growth, Journal of Behavioral and Experimental Economics Vol. 84
DOI: https://doi.org/10.1016/j.socec.2019.101476 -
(2019): Indistinguishability of small probabilities, subproportionality, and the common ratio effect, Journal of Mathematical Psychology Vol. 93
DOI: https://doi.org/10.1016/j.jmp.2019.102283 -
(2013): Business credit information sharing and default risk of private firms, Journal of Banking and Finance Vol. 37(8), 2867-2878
DOI: https://doi.org/10.1016/j.jbankfin.2013.03.018 -
(2011): A Note on Representativeness and Household Finance, Economics Letters Vol. 113(1), 62 - 64
DOI: https://doi.org/10.1016/j.econlet.2011.05.045 -
(2010): Investment horizon and the attractiveness of investment strategies: A behavioral approach, Journal of Banking and Finance Vol. 34(5), 1032 - 1046.
DOI: https://doi.org/10.1016/j.jbankfin.2009.11.003
Working Paper
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(2020): What is the latent factor behind the idiosyncratic volatility puzzle?
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(2019): The Need for Discontinuous Probability Weighting Functions: How Cumulative Prospect Theory is torn between the Allais Paradox and the St. Petersburg Paradox., SSRN Electronic Journal
DOI: https://doi.org/10.2139/ssrn.3465830 -
(2019): Lottery Characteristics, Time-Varying Skewness Preference, and the Closed-End Fund Puzzle
