News

Annual Report 2017

posted Apr 24, 2018, 12:21 AM by Stefan Palan   [ updated Apr 24, 2018, 12:24 AM ]

Our Annual Report 2017 presents an overview of a very successful year. We have welcomed new members, a number of papers have been published, and we have had excellent research days. Read more here!

New paper on insider trading regulation and market efficiency

posted Feb 5, 2018, 2:20 AM by Graz FinanceResearch   [ updated Feb 5, 2018, 2:20 AM ]

A new paper by FiRe member Stefan Palan and h
is co-author, Thomas Stöckl, titled "When chasing the offender hurts the victim: The case of insider legislation", has recently been published in the Journal of Financial Markets. The authors find that legislation forbidding insider trading has significant negative effects on multiple market dimensions. They find that under insider legislation, (1) markets are less liquid, (2) markets are less informationally efficient, and (3) uninformed traders׳ earnings (before redistribution of illicit insider gains) are lower.

Hans Manner joins research platform

posted Feb 5, 2018, 2:12 AM by Graz FinanceResearch

Hans Manner has recently joined the research platform. Hans was recently appointed Professor of Econometrics and Empirical Economic Research at the 
Department of Economics, University of Graz. He has previously held positions at the TU Dortmund and at the University of Cologne.

New paper presenting online recruiting platform

posted Feb 5, 2018, 2:06 AM by Graz FinanceResearch   [ updated Feb 5, 2018, 2:21 AM ]

A new paper by FiRe members Stefan Palan and Christian Schitter, titled "Prolific.ac — A subject pool for online experimentshas recently been published (open access) in the Journal of Behavioral and Experimental Finance. It is concerned with a platform for recruiting participants for online experiments, a topic of growing relevance for the entire social sciences. After briefly discussing key advantages and challenges of online experiments relative to lab experiments, the authors trace the platform’s historical development, present its features, and contrast them with requirements for different types of social and economic experiments.

The paper had before been presented at the FiRe Research Day in December 2017.

Ulrich Pferschy joins research platform

posted Feb 5, 2018, 2:00 AM by Graz FinanceResearch   [ updated Feb 5, 2018, 2:00 AM ]

Ulrich Pferschy has long been affiliated with the finance team in Graz and has now joined the research platform. Ulrich was appointed Full Professor on February 1, 2018, and chairs the Department of Statistics and Operations at the University of Graz. His research is mainly concerned with the theory and application of linear and non-linear optimization in business administration.

Christian Schitter completes research stay in Berkeley

posted Feb 5, 2018, 1:52 AM by Graz FinanceResearch   [ updated Feb 5, 2018, 1:53 AM ]

From August to November 2017, Christian Schitter visited the Institute of European Studies at the University of California at Berkeley. He conducted a series of honesty experiments at XLab and connected with local scholars in behavioral economics and finance. Moreover, he had the opportunity to participate in regular seminars of the Department of Economics, the Haas Business School, and the Institute of European Studies. Part of his stay was funded by the Austrian Marshall Plan Foundation.

New paper on cryptocurrencies

posted Jan 30, 2018, 4:51 AM by Graz FinanceResearch   [ updated Jan 30, 2018, 4:51 AM ]

A new paper by FiRe members Alexander Brauneis and Roland Mestel, titled "Price Discovery of Cryptocurrencies: Bitcoin and beyond", has recently been accepted for publication in Economics Letters. The paper had before been presented at the FiRe Research Day in December 2017.

New paper on "Algorithmic Trading and Liquidity"

posted Jan 18, 2018, 3:33 AM by Stefan Palan

Cover, Finance Research Letters
A new paper by FiRe members Roland Mestel, Michael Murg and Erik Theissen, titled "Algorithmic Trading and Liquidity: Long Term Evidence from Austria", has recently been accepted for publication in Finance Research Letters. The paper had before been presented at the FiRe Research Day in December 2016.

Stefan Palan appointed editor

posted Jan 9, 2018, 1:13 AM by Stefan Palan   [ updated Jan 9, 2018, 1:13 AM ]

Cover, Journal of Behavioral and Experimental Finance
Stefan Palan has been appointed Co-Editor-in-Chief of the Journal of Behavioral and Experimental Finance (JBEF), beginning on January 1, 2018. Founded only in 2014, JBEF welcomes full-length and short letter papers in the areas of behavioral finance and experimental finance. The focus is on rapid dissemination of high-impact research in these areas. The journal has been growing nicely and is on track to receive an impact factor in 2019. The current journal metrics are a CiteScore of 1.13, Source Normalized Impact per Paper (SNIP) of 0.978 and a SCImago Journal Rank (SJR) of 0.430.

If you work in the field and consider JBEF as an outlet for your next paper, get in touch with Stefan regarding any questions you may have.

Corinna Blasch completes research stay in Mannheim

posted Dec 19, 2017, 11:28 AM by Stefan Palan   [ updated Dec 19, 2017, 11:28 AM ]

Corinna Blasch
From September 2017 through November 2017 , Corinna Blasch completed a research stay in Mannheim at the department of Prof. Theissen (University of Mannheim) to work on a joint project. During her stay she had the opportunity to attend weekly finance seminars, where scientists from renowned institutions (e.g. HEC Paris, Chicago Booth School of Business, NYU Stern School of Business) were invited to present their research. In the future, Corinna is aiming to stay in touch with the researchers from Mannheim and foster the collaboration between the institutions. The research stay was financially supported by the German Academic Exchange Service (DAAD).

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