1. 2021
  2. Published

    The memory of beta

    Becker, J., Hollstein, F., Prokopczuk, M. & Sibbertsen, P., Mar 2021, In: Journal of Banking and Finance. 124, 106026.

    Research output: Contribution to journalArticleResearchpeer review

  3. Published

    The Social Value of Health Insurance: Results from Ghana

    Garcia-Mandicó, S., Reichert, A. & Strupat, C., Feb 2021, In: Journal of Public Economics. 194, 17 p., 104314.

    Research output: Contribution to journalArticleResearchpeer review

  4. 2020
  5. Published

    Tax Policy Measures to Combat the SARS-CoV-2 Pandemic and Considerations to Improve Tax Compliance: A Behavioral Perspective

    Alm, J., Blaufus, K., Fochmann, M., Kirchler, E., Mohr, P. N. C., Olson, N. E. & Torgler, B., 14 Dec 2020, In: FINANZARCHIV. 76, 4, p. 396-428 33 p.

    Research output: Contribution to journalArticleResearchpeer review

  6. Published

    Estimating Beta: The International Evidence

    Hollstein, F., Dec 2020, In: Journal of Banking and Finance. 121, 105968.

    Research output: Contribution to journalArticleResearchpeer review

  7. Capital gains taxation and funding for start-ups

    Edwards, A. & Todtenhaupt, M., Nov 2020, In: Journal of financial economics. 138, 2, p. 549-571 23 p.

    Research output: Contribution to journalArticleResearchpeer review

  8. Published

    Influencing factors for the digital transformation in the financial services sector

    Werth, O., Schwarzbach, C., Rodríguez Cardona, D., Breitner, M. H. & Graf von der Schulenburg, J. M., Nov 2020, In: Zeitschrift fur die gesamte Versicherungswissenschaft. 109, 2-4, p. 155-179 25 p.

    Research output: Contribution to journalArticleResearchpeer review

  9. Published

    Negative side effects of affirmative action: How quotas lead to distortions in performance evaluation

    Petters, L. M. & Schröder, M., Nov 2020, In: European Economic Review. 130, 103500.

    Research output: Contribution to journalArticleResearchpeer review

  10. Published

    Affirmative and silent cyber coverage in traditional insurance policies: Qualitative content analysis of selected insurance products from the German insurance market

    Wrede, D., Stegen, T. & Graf von der Schulenburg, J. M., Oct 2020, In: Geneva Papers on Risk and Insurance: Issues and Practice. 45, 4, p. 657-689 33 p.

    Research output: Contribution to journalArticleResearchpeer review

  11. Taxing away M&A: Capital gains taxation and acquisition activity

    Todtenhaupt, M., Voget, J., Feld, L. P., Ruf, M. & Schreiber, U., Sept 2020, In: European economic review. 128, 103505.

    Research output: Contribution to journalArticleResearchpeer review

  12. Published

    Distinguishing between breaks in the mean and breaks in persistence under long memory

    Wingert, S., Mboya, M. P. & Sibbertsen, P., Aug 2020, In: Economics Letters. 193, 109338.

    Research output: Contribution to journalArticleResearchpeer review

  13. Published

    Volatility Transmission across Financial Markets: A Semiparametric Analysis

    Kolaiti, T., Mboya, M. & Sibbertsen, P., 24 Jul 2020, In: JOURNAL OF RISK AND FINANCIAL MANAGEMENT. 13, 8, 160.

    Research output: Contribution to journalArticleResearchpeer review

  14. Published

    Beta uncertainty

    Hollstein, F., Prokopczuk, M. & Wese Simen, C., 27 Apr 2020, In: Journal of Banking and Finance. 116, 105834.

    Research output: Contribution to journalArticleResearchpeer review

  15. Published

    Curve momentum

    Paschke, R., Prokopczuk, M. & Wese Simen, C., Apr 2020, In: Journal of Banking and Finance. 113, 105718.

    Research output: Contribution to journalArticleResearchpeer review

  16. Published

    Volatility term structures in commodity markets

    Hollstein, F., Prokopczuk, M. & Würsig, C., 3 Mar 2020, In: Journal of Futures Markets. 40, 4, p. 527-555 29 p.

    Research output: Contribution to journalArticleResearchpeer review

  17. Published

    The memory of stock return volatility: Asset pricing implications

    Nguyen, D. B. B., Prokopczuk, M. & Sibbertsen, P., Jan 2020, In: Journal of Financial Markets. 47, 100487.

    Research output: Contribution to journalArticleResearchpeer review

  18. 2019
  19. Published

    The economic drivers of commodity market volatility

    Prokopczuk, M., Stancu, A. & Symeonidis, L., Nov 2019, In: Journal of International Money and Finance. 98, 102063.

    Research output: Contribution to journalArticleResearchpeer review

  20. Risk sharing for capital requirements with multidimensional security markets

    Liebrich, F. & Svindland, G., Oct 2019, In: Finance and stochastics. 23, 4, p. 925-973 49 p.

    Research output: Contribution to journalArticleResearchpeer review

  21. Published

    The Income Tax Compliance Costs of Private Households: Empirical Evidence from Germany

    Blaufus, K., Hechtner, F. & Jarzembski, J. K., Sept 2019, In: Public Finance Review. 47, 5, p. 925-966 42 p.

    Research output: Contribution to journalArticleResearchpeer review

  22. Published

    Asset prices and “the devil(s) you know”

    Hollstein, F., Nguyen, D. B. B. & Prokopczuk, M., Aug 2019, In: Journal of Banking and Finance. 105, p. 20-35 16 p.

    Research output: Contribution to journalArticleResearchpeer review

  23. Commitment to pay taxes: Results from field and laboratory experiments

    Koessler, A. K., Torgler, B., Feld, L. P. & Frey, B. S., Jun 2019, In: European economic review. 115, p. 78-98 21 p.

    Research output: Contribution to journalArticleResearchpeer review