Working Papers

N° 21-01: Nudging against panic selling: Making use of the IKEA effect	Amin Zokaei Ashtiani Marc Oliver Rieger David Stutz
N° 20-08: The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model	Hamza Bennani Jan Pablo Burgard Matthias Neuenkirch
N° 20-07: Universal Time Preference	Marc Oliver Rieger, Mei Wang, Thorsten Hens
N° 20-06: Likelihood-Based Dynamic Asset Pricing: Learning Time-Varying Risk Premia from Cross-Sectional Models	Dennis Umlandt
N° 20-05: Continuous-Time Mean Field Games with Finite State Space and Common Noise	Christoph Belak, Daniel Hoffmann, Frank T. Seifried
N° 20-04: Branching Diffusions with Jumps and Valuation with Systemic Counterparties	Christoph Belak, Daniel Hoffmann, Frank T. Seifried
N° 20-03: Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US	Felix Haase, Matthias Neuenkirch
N° 20-02:Pre-Decisional Information Acquisition: Do We Pay Too Much for Information?	Marc Oliver Rieger, Mei Wang, Daniel Hausmann
N° 20-01: Sign Matters: Stock Movement Based Trading Decisions of Private Investors	Stefan Muhl, Marc Oliver Rieger, Hung Ling Chen
N° 19-08:Foreign Exchange Dealer Asset Pricing	Stefan Reitz, Dennis Umlandt
N° 19-07: Portfolio Optimization with Optimal Expected Utility Risk Measures	H. Fink S. Geissel J. Herbinger F. T. Seifried
N° 19-06: Optimal Investment for Retail Investors with Floored and Capped Costs	Christoph Belak Lukas Mich Frank T. Seifried
N° 19-05: Financial Stability and the Fed: Evidence from Congressional Hearings	Arina Wischnewsky David-Jan Jansen Matthias Neuenkirch
N° 19-04: Capital Structure Decisions, Loss Aversion, and Equity Premium	Wolfgang Breuer Ji Cao Marc Oliver Rieger K. Can Soypak
N° 19-03: A Cautionary Note on Niu and Zeng (2018)	Ji Cao Marc Oliver Rieger
N° 19-02: Safety First, Loss Probability, and the Cross Section of Expected Stock Returns	Ji Cao Marc Oliver Rieger Lei Zhao
N° 19-01: Systemic Impact of the Risk Based Fund Classification and Implications for Fund Management	Martin Ewen Marc Oliver Rieger