This page lists finance-related publications of platform researchers since its year of inception, 2015. For the authors' other publications, please see their individual websites.
Showing 21 items
TitleAuthorsPublication outletYearDescription
Sort 
 
Sort 
 
Sort 
 
Sort 
 
Sort 
 
TitleAuthorsPublication outletYearDescription
Open Market Share Repurchases in Germany: A Conditional Event Study Approach. Andres, C.; Betzer, A.; Doumet, M.; Theissen, E. Abacus Forthcoming Study analyzing the decision to announce an open market share repurchase and the share price reaction to the announcement. 
Immaterial and Monetary Gifts in Economic Transactions. Evidence from the Field. Kirchler, M.; Palan, S. Experimental Economics Forthcoming Experimental study on the impact of compliments and tips, given prior to service provision. 
When chasing the offender hurts the victim: The case of insider legislation Palan, S.; Stöckl, T. Journal of Financial Markets Forthcoming Experimental study on the impact of insider trading and financial market authority oversight on trader behavior and market performance. 
The Choice Architecture of Sustainable and Responsible Investment: Nudging Investors toward Ethical Decision-Making Pilaj, H. Journal of Business Ethics 140(4), 743–753 2017 A conceptual framework to improve the effectiveness of SRI policy-making, based on a model of the individual decision for or against SRI. 
Das Spendenabzugsbemessungsgrundlagenkarussell Zirngast, Sabine; Brauneis, Alexander Österreichische Steuerzeitung 2017/255 2017 A study recommending changes to the Austrian law governing the tax-deductibility of donations. 
Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil.  Doumet, M.; Limbach, P.; Theissen, E. Zeitschrift für betriebswirtschaftliche Forschung 68, 253 2016 Effect of a regulatory change facilitating delistings on shareholder profits. 
The Lintner model revisited: Dividends vs. total payouts. Andres, C.; Doumet, M.; Fernau, E.; Theissen, E. Journal of Banking and Finance 55, 56-69 2015 Investigation on the effect of the introduction of repurchases on the payout policy of German firms. 
Stealth Trading and Trade Reporting by Corporate Insiders Betzer, A.; Gider, J.; Metzger, D.; Theissen, E. Review of Finance 19, 865-905 2015 We show that corporate insiders in the US in the pre-SOX era timed the report of their trades strategically.  
Finanzmarktinstrumente: Funktionsweisen-Einsatzmöglichkeiten-Bewertungsgrundlagen Brauneis, A.; Mestel, R. ISBN: 9783851361087 2015 Book presenting the basic functionality and pricing of financial market securities. 
Finanzwissen-allgemein verständlich: Investmentfonds Brauneis, A.; Mestel, R. BankArchiv 63(4) 2015 Presentation of the basic functionality and pricing of mutual funds in financial markets. 
Finanzwissen-allgemein verständlich: Zertifikate  Brauneis, A.; Mestel, R. BankArchiv 63(3) 2015 Presentation of the basic functionality and pricing of certificates in financial markets. 
Market Abuse and Price Manipulation on Security Markets: Forensic Finance Corluka, M.; Murg, M. ISBN-10: 3659692573 2015 In this research, we discuss the so-called "turbo scandal", an event that agitated Austrian public in 2009 when information about the alleged manipulation of turbo-certificates on the Vienna Stock Exchange appeared. 
A combined regime-switching and Black–Litterman model for optimal asset allocation Fischer, E.; Murg, M. Journal of Investment Strategies 4(3), 1–36 2015 This paper shows the effects of Black-Litterman-Portfolios in a regime switching framework on asset allocation and portfolio performance 
The Value of a Fallback Option  Füllbrunn, S.; Kreiner, S.; Palan, S. Central European Journal of Operations Research 23(2), 375-388 2015 An investigation into subjects' perception of the value of different fallback options in a second-price auction.  
A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices Gaul, J.; Theissen, E. Journal of Futures Markets 35, 371-384 2015 This paper proposes a partially linear error correction model of the dynamics of spot and futures prices in the presence of arbitrage. The adjustment coefficient is allowed to depend non-linearly on the lagged price difference.  
The state of play in European OTC Equities Trading Gomber, P.; Sagade, S.; Theissen, E.; Weber, M. C.; Westheide, C. Journal of Trading 10(2), 23-32 2015 This paper analyzes OTC trading in European equity markets and finds that OTC trades are frequent and small. This is at odds with the MiFID definition of OTC trades.  
Liquidity Dynamics in an Electronic Open Limit Order Book: An Event Study Approach. Gomber, P.; Schweickert, U.; Theissen, E. European Financial Management 21, 52-78 2015 We use intraday event study methodology to analyze the resiliency after large liquidity shocks.  
A Good Beginning Makes a Good Market: The Effect of Different Market Opening Structures on Market Quality Hinterleitner, G.; Leopold-Wildburger, U.; Mestel, R.; Palan, S. Scientific World Journal, Article ID 307808 2015 Paper studying the impact of market opening structure (transparent/intransparent call auction followed by a continuous double auction, or stand-alone continuous double auction) on market efficiency in a market with homogenously informed traders. 
Insider Behavior under Different Market Structures - Experimental Evidence on Trading Patterns, Manipulation and Profitability Hornung, P.; Leopold-Wildburger, U.; Mestel, R.; Palan, S. Central European Journal of Operations Research 23(2), 357-373 2015 Paper studying the impact of market opening structure (transparent/intransparent call auction followed by a continuous double auction, or stand-alone continuous double auction) on market efficiency in a market with non-informed and informed traders. 
GIMS - A Software for Asset Market Experiments Palan, S. Journal of Behavioral and Experimental Finance 5, 1-14 2015 Paper describing a software for experimental asset market experiments. 
Geldanlage mit gutem Gewissen? Eine Privatanleger-Befragung zu nachhaltigen Investments Pilaj, H.; Reisinger, B. BankArchiv 63(10), 740-746 2015 An investigation into the barriers and drivers of SRI for retail investors. 
Showing 21 items