Publications

This page lists finance-related publications of platform researchers since its year of inception, 2015, or since the respective researcher's joining the platform. For the authors' other publications, please see their individual websites.

1. Seifert, Marcel and Spitzer, Florian and Kirchler, Erich and Gangl, Katharina and Haeckl, Simone and Gaudeul, Alexia and Palan, Stefan. Can information provision and preference elicitation promote ESG investments? Evidence from a large, incentivized online experiment. Journal of Banking and Finance. 2024. DOI: 10.1016/j.jbankfin.2024.107114

2. Betzer, André and Schweder, Felix and Volkmann, Christine and van den Bongard, Inga and Theissen, Erik. All is not lost that is delayed: overconfidence and investment outcomes. Review of Managerial Science. 2023. DOI: 10.1007/s11846-022-00578-w

3. Gomber, Peter and Weber, Moritz Christian and Sagade, Satchit and Westheide, Christian and Theissen, Erik. Spoilt for choice: Determinants of market shares in fragmented equity markets. Journal of Financial Markets. 2023. DOI: 10.1016/j.finmar.2023.100816

4. Fink, Josef and Palan, Stefan and Theissen, Erik. Earnings Autocorrelation and the Post-Earnings-Announcement Drift: Experimental Evidence. Journal of Financial and Quantitative Analysis. 2023. DOI: 10.1017/S0022109023000881

5. Merl, Robert and Stöckl, Thomas and Palan, Stefan. Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.. Journal of Banking and Finance. 2023. DOI: 10.1016/j.jbankfin.2022.106490

6. Rose, Julia and Kirchler, Michael and Palan, Stefan. Status and reputation nudging. Journal of Behavioral and Experimental Economics . 2023. DOI: 10.1016/j.socec.2023.102031

7. Theissen, Erik and Westheide, Christian. One for the money, two for the show? The number of designated market makers and liquidity. Economics Letters. 2023. DOI: 10.1016/j.econlet.2023.110992

8. Merl, Robert and Palan, Stefan and Schmidt, Dominik and Stöckl, Thomas. Insider trading regulation and trader migration. Journal of Financial Markets. 2023. DOI: 10.1016/j.finmar.2023.100839

9. Alabbad, Amal and Schertler, Andrea. COVID-19 and bank performance in dual-banking countries: an empirical analysis. Journal of Business Economics. 2022. DOI: 10.1007/s11573-022-01093-w

10. Brauneis, Alexander and Mestel, Roland and Theissen, Erik and Riordan, Ryan. Bitcoin unchained: Determinants of cryptocurrency exchange liquidity. Journal of Empirical Finance. 2022. DOI: 10.1016/j.jempfin.2022.08.004

11. Brauneis, Alexander and Mestel, Roland and Theissen, Erik and Riordan, Ryan. The anatomy of a fee change — evidence from cryptocurrency markets. Journal of Empirical Finance. 2022. DOI: 10.1016/j.jempfin.2022.03.003

12. Duan, Fang and Manner, Hans and Wied, Dominik. Model and Moment Selection in Factor Copula Models. Journal of Financial Econometrics. 2022. DOI: 10.1093/jjfinec/nbz039

13. Huber, Jürgen and König-Kersting, Christian and Inoua, Sabiou and Smith, Vernon L. and Kerschbamer, Rudolf and Palan, Stefan. Nobel and novice: Author prominence affects peer review. Proceedings of the National Academy of Sciences of the United States of America. 2022. DOI: 10.1073/pnas.2205779119

14. Machus, Tobias and Mestel, Roland and Theissen, Erik. Heroes, just for one day: The impact of Donald Trump's tweets on stock prices. Journal of Behavioral and Experimental Finance. 2022. DOI: 10.1016/j.jbef.2021.100594

15. Greppmair, Stefan and Theissen, Erik. Small is beautiful? How the introduction of mini futures contracts affects the regular contracts. Journal of Empirical Finance. 2022. DOI: 10.1016/j.jempfin.2021.08.003

16. Brauneis, Alexander and Mestel, Roland and Theissen, Erik and Riordan, Ryan. How to measure the liquidity of cryptocurrency markets?. Journal of Banking and Finance. 2021. DOI: 10.1016/j.jbankfin.2020.106041

17. Brauneis, Alexander and Mestel, Roland and Theissen, Erik. What drives the liquidity of cryptocurrencies? A long-term analysis. Finance Research Letters. 2021. DOI: 10.1016/j.frl.2020.101537

18. Çela, Eranda and Hafner, Stephan and Pferschy, Ulrich and Mestel, Roland. Mean-variance portfolio optimization based on ordinal information. Journal of Banking and Finance. 2021. DOI: 10.1016/j.jbankfin.2020.105989

19. Fink, Josef. A review of the Post-Earnings-Announcement Drift. Journal of Behavioral and Experimental Finance. 2021. DOI: 10.1016/j.jbef.2020.100446

20. Manner, Hans and Stark, Florian and Wied, Dominik. A monitoring procedure for detecting structural breaks in factor copula models. Studies in Nonlinear Dynamics and Econometrics. 2021. DOI: 10.1515/snde-2019-0081

21. Pugachev, Leonid and Schertler, Andrea. Neglecting Peter to Fix Paul: How Shared Directors Transmit Bank Shocks to Nonfinancial Firms. Journal of Financial and Quantitative Analysis. 2021. DOI: 10.1017/S0022109020000587

22. Rischen, Tobias and Theissen, Erik. Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing. Journal of Financial Intermediation. 2021. DOI: 10.1016/j.jfi.2020.100871

23. Schertler, Andrea. Listing of classical options and the pricing of discount certificates. Journal of Banking and Finance. 2021. DOI: 10.1016/j.jbankfin.2020.106011

24. Schertler, Andrea and Moch, Nils. Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices. Journal of Banking and Finance. 2021. DOI: 10.1016/j.jbankfin.2021.106187

25. Dovern, Jonas and Manner, Hans. Order-invariant tests for proper calibration of multivariate density forecasts. Journal of Applied Econometrics. 2020. DOI: 10.1002/jae.2755

26. Giamattei, Marcus and Lambsdorff, Johann Graf and Huber, Jürgen and Palan, Stefan and Nicklisch, Andreas. Who inflates the bubble? Forecasters and traders in experimental asset markets. Journal of Economic Dynamics and Control. 2020. DOI: 10.1016/j.jedc.2019.07.004

27. Gurgul, Henryk and Suliga, Milena. Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange. Central European Journal of Operations Research. 2020. DOI: 10.1007/s10100-018-00606-9

28. Palan, Stefan and Huber, Jürgen and Senninger, Larissa. Aggregation mechanisms for crowd predictions. Experimental Economics. 2020. DOI: 10.1007/s10683-019-09631-0

29. Schuster, Philipp and Uhrig-Homburg, Marliese and Theissen, Erik. Applications of Blockchain Technology in Finance. Schmalenbachs Zeitschrift fur Betriebswirtschaftliche Forschung. 2020. DOI: 10.1007/s41471-020-00090-5

30. Theissen, Erik and Westheide, Christian. Call of duty: Designated market maker participation in call auctions. Journal of Financial Markets. 2020. DOI: 10.1016/j.finmar.2019.100530

31. Brauneis, Alexander and Mestel, Roland. Cryptocurrency-portfolios in a mean-variance framework. Finance Research Letters. 2019. DOI: 10.1016/j.frl.2018.05.008

32. Huber, Jürgen and Palan, Stefan and Zeisberger, Stefan. Does investor risk perception drive asset prices in markets? Experimental evidence. Journal of Banking and Finance. 2019. DOI: 10.1016/j.jbankfin.2019.105635

33. Korn, Olaf and Krischak, Paolo and Theissen, Erik. Illiquidity transmission from spot to futures markets. Journal of Futures Markets. 2019. DOI: 10.1002/fut.22043

34. Manner, Hans and Alavi Fard, Farzad and Pourkhanali, Armin and Tafakori, Laleh. Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. Energy Economics. 2019. DOI: 10.1016/j.eneco.2018.10.034

35. Manner, Hans and Stark, Florian and Wied, Dominik. Testing for structural breaks in factor copula models. Journal of Econometrics. 2019. DOI: 10.1016/j.jeconom.2018.10.001

36. Schitter, Christian and Palan, Stefan and Fleiß, Jürgen. To claim or not to claim: Anonymity, symmetric externalities and honesty. Journal of Economic Psychology. 2019. DOI: 10.1016/j.joep.2018.09.006

37. Jung, Michael J. and Wong, M. H. Franco and Zhang, X. Frank. Buy-Side Analysts and Earnings Conference Calls. Journal of Accounting Research. 2018. DOI: 10.1111/1475-679X.12180

38. Andres, Christian and Betzer, André and Doumet, Markus and Theissen, Erik. Open Market Share Repurchases in Germany: A Conditional Event Study Approach. Abacus. 2018. DOI: 10.1111/abac.12094

39. Brauneis, Alexander and Mestel, Roland. Price discovery of cryptocurrencies: Bitcoin and beyond. Economics Letters. 2018. DOI: 10.1016/j.econlet.2018.02.001

40. Mestel, Roland and Theissen, Erik and Murg, Michael. Algorithmic trading and liquidity: Long term evidence from Austria. Finance Research Letters. 2018. DOI: 10.1016/j.frl.2018.01.004

41. Stöckl, Thomas and Palan, Stefan. Catch me if you can. Can human observers identify insiders in asset markets?. Journal of Economic Psychology. 2018. DOI: 10.1016/j.joep.2018.04.004

42. Palan, Stefan and Schitter, Christian. Prolific.ac—A subject pool for online experiments. Journal of Behavioral and Experimental Finance. 2018. DOI: 10.1016/j.jbef.2017.12.004

43. Gurgul, Henryk and Machno, Artur. The impact of asynchronous trading on Epps effect on Warsaw Stock Exchange. Central European Journal of Operations Research. 2017. DOI: 10.1007/s10100-016-0442-y

44. Palan, Stefan and Stöckl, Thomas. When chasing the offender hurts the victim: The case of insider legislation. Journal of Financial Markets. 2017. DOI: 10.1016/j.finmar.2016.07.002

45. Pilaj, Herwig. The Choice Architecture of Sustainable and Responsible Investment: Nudging Investors Toward Ethical Decision-Making. Journal of Business Ethics. 2017. DOI: 10.1007/s10551-015-2877-9

46. Gomber, Peter and Sagade, Satchit and Weber, Moritz Christian and Theissen, Erik and Westheide, Christian. COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE. Journal of Economic Surveys. 2017. DOI: 10.1111/joes.12176

47. Gurgul, Henryk and Machno, Artur. Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach. Central European Journal of Operations Research. 2016. DOI: 10.1007/s10100-015-0411-x

48. Murg, Michael and Pachler, Matthias and Zeitlberger, Alexander C. M.. The impact of analyst recommendations on stock prices in Austria (2000–2014): evidence from a small and thinly traded market. Central European Journal of Operations Research. 2016. DOI: 10.1007/s10100-014-0360-9

49. Betzer, Andre and Gider, Jasmin and Metzger, Daniel and Theissen, Erik. Stealth trading and trade reporting by corporate insiders. Review of Finance. 2015. DOI: 10.1093/rof/rfu007

50. Palan, Stefan. GIMS-Software for asset market experiments. Journal of Behavioral and Experimental Finance. 2015. DOI: 10.1016/j.jbef.2015.02.001

51. Hornung, Philipp and Leopold-Wildburger, Ulrike and Mestel, Roland and Palan, Stefan. Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability. Central European Journal of Operations Research. 2015. DOI: 10.1007/s10100-014-0359-2

52. Füllbrunn, Sascha and Kreiner, Stefan and Palan, Stefan. The value of a fallback option. Central European Journal of Operations Research. 2015. DOI: 10.1007/s10100-015-0389-4

53. Gaul, Jürgen and Theissen, Erik. A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices. Journal of Futures Markets. 2015. DOI: 10.1002/fut.21669

54. Gomber, Peter and Schweickert, Uwe and Theissen, Erik. Liquidity dynamics in an electronic open limit order book: An event study approach. European Financial Management. 2015. DOI: 10.1111/j.1468-036X.2013.12006.x

55. Hinterleitner, Gernot and Leopold-Wildburger, Ulrike and Mestel, Roland and Palan, Stefan. A good beginning makes a good market: The effect of different market opening structures on market quality. Scientific World Journal. 2015. DOI: 10.1155/2015/307808