1. 2023
  2. Published

    Betting against sentiment? Seemingly unrelated anomalies and the low-risk effect

    Dierkes, M. & Schroen, S., 10 Apr 2023, In: Review of Financial Economics. 41, 2, p. 152-176 25 p.

    Research output: Contribution to journalArticleResearchpeer review

  3. Withholding Taxes, Compliance Cost, and Foreign Portfolio Investment

    Jacob, M. & Todtenhaupt, M., Mar 2023, In: Accounting Review. 98, 2, p. 299-327 29 p.

    Research output: Contribution to journalArticleResearchpeer review

  4. Published

    Commodity Tail Risks

    Amman, M., Moerke, M., Prokopczuk, M. & Würsig, C. M., 7 Jan 2023, In: Journal of Futures Markets. 43, 2, p. 168-197 30 p.

    Research output: Contribution to journalArticleResearchpeer review

  5. 2022
  6. Published

    Measuring commodity market quality

    Lauter, T. & Prokopczuk, M., Dec 2022, In: Journal of Banking and Finance. 145, 106658.

    Research output: Contribution to journalArticleResearchpeer review

  7. Published

    Testing Factor Models in the Cross-Section

    Hollstein, F. & Prokopczuk, M., Dec 2022, In: Journal of Banking and Finance. 145, 106626.

    Research output: Contribution to journalArticleResearchpeer review

  8. Published

    Market Making with Scaled Beta Policies

    Jerome, J., Palmer, G. & Savani, R., Nov 2022, Proceedings of the 3rd ACM International Conference on AI in Finance: ICAIF 2022. p. 214-222 9 p.

    Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

  9. Published

    The Greek sovereign debt crisis as an important chapter in the history of the European Monetary Union: empirical evidence and some thoughts on implications for investors and financial risk managers

    Tholl, J. & Schwarzbach, C., Oct 2022, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 111, 3, p. 361-378 18 p.

    Research output: Contribution to journalArticleResearchpeer review

  10. Published

    The impact of trade preferences removal: Evidence from the Belarus Generalized System of Preferences withdrawal

    Gnutzmann, H. & Gnutzmann-Mkrtchyan, A., 2 Sept 2022, In: World Economy. 45, 9, p. 2977-3000 24 p.

    Research output: Contribution to journalArticleResearchpeer review

  11. Published

    How do corporate bond investors measure performance? Evidence from mutual fund flows

    Dang, T. D., Hollstein, F. & Prokopczuk, M., Sept 2022, In: Journal of Banking and Finance. 142, 106553.

    Research output: Contribution to journalArticleResearchpeer review

  12. Published

    Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity

    Liebrich, F. & Munari, C., Jul 2022, In: Mathematics and Financial Economics. 16, 3, p. 447-480 34 p.

    Research output: Contribution to journalArticleResearchpeer review

  13. Taxation and the external wealth of nations: Evidence from bilateral portfolio holdings

    Huizinga, H., Todtenhaupt, M., Voget, J. & Wagner, W., Apr 2022, In: Journal of International Money and Finance. 122, 102548.

    Research output: Contribution to journalArticleResearchpeer review

  14. Published

    Isolating momentum crashes

    Dierkes, M. & Krupski, J., Mar 2022, In: Journal of empirical finance. 66, p. 1-22 22 p.

    Research output: Contribution to journalArticleResearchpeer review

  15. Published

    Advertisement-financed credit ratings

    Hoppe-Wewetzer, H. & Siemering, C., Jan 2022, In: Journal of Economics and Finance. 46, 1, p. 188-206 19 p.

    Research output: Contribution to journalArticleResearchpeer review

  16. Published

    Model Uncertainty: A Reverse Approach

    Liebrich, F. B., Maggis, M. & Svindland, G., 2022, In: SIAM Journal on Financial Mathematics. 13, 3, p. 1230-1269 40 p.

    Research output: Contribution to journalArticleResearchpeer review

  17. 2021
  18. Published

    How do warnings affect retail demand for Bitcoin? Evidence from an international survey experiment

    Ebers, A. & Thomsen, S. L., Dec 2021, In: Journal of Behavioral and Experimental Finance. 32, 100567.

    Research output: Contribution to journalArticleResearchpeer review

  19. Published

    Predictability in Commodity Markets: Evidence from More Than a Century

    Hollstein, F., Prokopczuk, M., Tharann, B. & Wese Simen, C., Dec 2021, In: Journal of Commodity Markets. 24, 100171.

    Research output: Contribution to journalArticleResearchpeer review

  20. Thinking outside the box: The cross-border effect of tax cuts on R&D

    Schwab, T. & Todtenhaupt, M., Dec 2021, In: Journal of public economics. 204, 104536.

    Research output: Contribution to journalArticleResearchpeer review

  21. Published

    Anomalies in Commodity Futures Markets

    Hollstein, F., Prokopczuk, M. & Tharann, B., 6 Oct 2021, In: The Quarterly Journal of Finance. 11, 4, 43 p., 2150017.

    Research output: Contribution to journalArticleResearchpeer review

  22. Idiosyncratic volatility, option-based measures of informed trading, and investor attention

    Mohrschladt, H. & Schneider, J. C., Oct 2021, In: Review of derivatives research. 24, 3, p. 197-220 24 p.

    Research output: Contribution to journalArticleResearchpeer review

  23. Published

    The dynamics of commodity return comovements

    Prokopczuk, M., Wese Simen, C. & Wichmann, R., 17 Sept 2021, In: Journal of Futures Markets. 41, 10, p. 1597-1617 21 p.

    Research output: Contribution to journalArticleResearchpeer review