- D. Bose, C. Camerer, H. Cordes, S. Nolte, & J. Schneider (forthcoming): Decision weights for experimental asset prices based on visual salience, Review of Financial Studies (Link)
- T. D. Dang, F. Hollstein, & M. Prokopczuk (forthcoming): How Do Bond Investors Measure Performance? Evidence from Mutual Fund Flows, Journal of Banking and Finance (Link)
- F. Hollstein, & M. Prokopczuk (forthcoming): Managing the Market Portfolio, Management Science (Link)
- M. Dierkes, J. Krupski, & S. Schrön: Option-implied lottery demand and IPO returns, Journal of Economic Dynamics and Control (2022), Vol. 138, No. 104356 (Link)
- M. H. Breitner, L. Grützner, & A. Janssen: Why do Chatbots fail? A Critical Success Factors Analysis, ICIS 2021 Proceedings
- F. Hollstein: Local, Regional, or Global Asset Pricing?, Journal of Financial and Quantitative Analysis (2022), Vol. 57, No. 1, pp.291-320 (Link)
- J. Becker, F. Hollstein, M. Prokopczuk, & P. Sibbertsen: The memory of beta, Journal of Banking and Finance (2021), Vol. 124, no. 106026 (Link)
- L. Dräger, & G. Nghiem: Are Consumers' Spending Decisions in Line With an Euler Equation?, The Review of Economic and Statistics (2021), Vol. 103(3), pp. 580-596 (Link)
- H. Mohrschlacht, & J. Schneider: Idiosyncratic volatility, option-based measures of informed trading, and investor attention, Review of Derivatives Research (2021), Vol. 24, pp. 197-220 (Link)
- H. Mohrschlacht, & J. Schneider: Option-implied skewness: Insights from ITM-options, Journal of Economic Dynamics and Control (2021), Vol. 131, No. 104227 (Link)
- T. Kruse, J. Schneider, & N. Schweizer: A Toolkit for Robust Risk Assessment Using F-Divergences, Management Science (2021), Vol. 67, No. 10, pp. 5969-6627 (Link)
- F. Hollstein: Estimating Beta: The International Evidence, Journal of Banking and Finance (2020), Vol. 121, no. 105968 (Link)
- L. Dräger, & C. Proaño: Cross-Border Banking and Macroprudential Policies in Asymmetric Currency Unions, Macroeconomic Dynamics (2020), Vol. 24(2), pp. 255-290 (Link)
- F. Hollstein, M. Prokopczuk, & C. Wese Simen: Beta Uncertainty, Journal of Banking and Finance (2020), Vol. 166, no. 105834 (Link)
- R. Paschke, M. Prokopczuk, & C. Wese Simen: Curve Momentum, Journal of Banking and Finance (2020), Vol. 113, no. 105718 (Link)
- F. Hollstein, M. Prokopczuk, & C. Wese Simen: The Conditional CAPM Revisited: Evidence from High-Frequency Betas, Management Science (2020), Vol. 66(6), pp. 2474-2494 (Link)
- F. Hollstein, D.B.B. Nguyen, & M. Prokopczuk: Asset Prices and “the Devil(s) You Know“, Journal of Banking and Finance (2019), Vol. 105, pp. 20–35 (Link)
- T. Kruse, J. Schneider, & N. Schweizer: The Joint Impact of F-Divergences and Reference Models on the Contents of Uncertainty Sets, Operations Research (2019), Vol. 67, No. 2, pp. 428-435 (Link)
- F. D'Acunto, M. Prokopczuk, & Michael Weber: Historical Antisemitism, Ethnic Specialization, and Financial Development, Review of Economic Studies (2018), Vol. 86, pp. 1170-1206 (Link)
- F. Hollstein & M. Prokopczuk: How Aggregate Volatility-of-Volatility Affects Stock Returns, Review of Asset Pricing Studies (2018), Vol. 8(2), pp. 253-292 (Link)
- S. Nolte, & J. Schneider: How price path characteristics shape investment behavior, Journal of Economic Behavior and Organizataion (2018), Vol. 154, pp. 33-59 (Link)
- P. Sibbertsen, C. Leschinski, & M. Busch: A Multivariate Test Against Spurious Long Memory, Journal of Econometrics (2018), Vol. 203, pp. 33-49 (Link)
- D. Eilers, C. Köpp, C. Gleue, & M.H. Breitner: It's not a Bug, it's a Feature: How Visual Model Evaluation can help to incorporate Human Domain Knowledge in Data Science, ICIS 2017 Proceedings, Paper 15 (Link)
- J.H. Piel, J.F.H. Hamann, A. Koukal, & M.H. Breitner: Promoting the System Integration of Renewable Energies: Toward a Decision Support System for Incentivizing Spatially Diversified Deployment, Journal of Management Information Systems (2017), Vol. 34(4), pp. 994-1022 (Link)
- M. Prokopczuk, L. Symeonidis, & C. Wese Simen: Variance Risk in Commodity Markets, Journal of Banking & Finance (2017), Vol. 81, pp. 136-149 (Link)
- L. Dräger, & M.J. Lamla: Imperfect Information and Inflation Expectations: Evidence from Microdata, Oxford Bulletin of Economics & Statistics (2017), Vol. 79, pp. 933-968 (Link)
- L. Dräger, & M.J. Lamla: Explaining Disagreement on Interest Rates in a Taylor-rule Setting, The Scandinavian Journal of Economics (2017), Vol. 119, pp. 987-1009 (Link)
- L. Dräger, M. Lamla, & D. Pfajfar: Are Survey Expectations Theory-Consistent? The Role of Central Bank Communication and News, European Economic Review (2016), Vol. 65, pp. 1000-1073 (Link)
- F. Hollstein & M. Prokopczuk: Estimating Beta, Journal of Financial and Quantitative Analysis (2016), Vol. 51(4), pp. 1437–1466 (Link)
- M. Neumann, M. Prokopczuk, & C. Wese Simen: Jump and Variance Risk Premia in the S&P 500, Journal of Banking and Finance (2016), Vol. 69, pp. 72-83 (Link)
- J. Arismendi, J. Back, R. Paschke, M. Prokopczuk, & M. Rudolf: Seasonal Stochastic Volatility: Implications for the Pricing of Commodity Options, Journal of Banking and Finance (2016), Vol. 66, pp. 53-65 (Link)
- R. Füss, S. Mahringer, & M. Prokopczuk: Electricity Derivatives Pricing with Forward-Looking Information, Journal of Economic Dynamics and Control (2015), Vol. 58, pp. 34-57 (Link)
- M. Prokopczuk & C. Wese Simen: The Importance of the Volatility Risk Premium for Volatility Forecasting, Journal of Banking and Finance (2014), Vol 40, pp. 303-320 (Link)
- P. Sibbertsen, C. Wegener & T. Basse: Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds, Journal of Banking and Finance (2014), Vol. 41, pp 109 - 118 (Link)
- J. Back, M. Prokopczuk, & M. Rudolf: Seasonality and the Valuation of Commodity Options, Journal of Banking and Finance (2013), Vol. 37(2), pp. 273-290 (Link)
- M. Dierkes, C. Erner, T. Langer & L. Norden: Business credit information sharing and default risk of private firms, Journal of Banking and Finance (2013), Vol. 37, pp. 2867 - 2878 (Link)
- M. Dierkes, C. Erner & S. Zeisberger: Investment horizon and the attractiveness of investment strategies: A behavioral approach, Journal of Banking and Finance (2010), Vol. 34, pp. 1032 - 1046 (Link)
- v. Mettenheim, H.-J. & Breitner, M. H.: Robust Decision Support Systems with Matrix Forecasts and Shared Layer Perceptions for Finance and Other Applications, ICIS 2010 Proceedings, Paper 83 (Link)
- R. Paschke & M. Prokopczuk: Commodity Derivatives Valuation with Autoregressive and Moving Average Components in the Price Dynamics, Journal of Banking and Finance (2010), Vol. 34(11), pp. 2741-2752 (Link)
- J. Davidson. & P. Sibbertsen: Generating schemes for long memory processes, Journal of Econometrics (2005), Vol. 128(2), pp 253 - 282 (Link)
