fallback portrait photo

Rüdiger Weber

Dr.rer.pol. Rüdiger Weber
Telephone:
+43 1 31336 5071
Email:
Contact information and photo taken from and editable at WU Directory.

CV

2018-2019
Mitsui Life Research Fellow, U of Michigan

Researcher Identifier

    No researcher identifier found.

Awards and Honors

2018
MFS Sloan Travel Grant (declined)
2017
DGF Best Paper Award

Classifications

    No classifications found.

Expertise

  • Asset Pricing
  • Financial markets
  • Capital markets

Activities

No activities found.

Publications

Journal article

2021 Schlag, Christian, Thimme, Julian, Weber, Rüdiger. 2021. Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution. Journal of Financial Economics. 140 (1), 127-144. open access (Details)

Paper presented at an academic conference or symposium

2019 Weber, Rüdiger. 2019. Institutional Investors and the Time-Variation in Expected Stock Returns. 18. Kölner Finanzmarktkolloquium Asset Management (CFR Cologne), Köln, Deutschland, 01.04. (Details)
  Weber, Rüdiger. 2019. Institutional Investors and the Time-Variation in Expected Stock Returns. DGF German Finance Association, Essen, Deutschland, 27.09.-28.09. (Details)
  Weber, Rüdiger. 2019. Institutional Investors and the Time-Variation in Expected Stock Returns. SGF Swiss Finance Association, Zürich, Schweiz, 05.04. (Details)
2018 Weber, Rüdiger. 2018. Implied Volatility Duration and the Early Resolution Premium. SFS Cavalcade, New Haven, Vereinigte Staaten/USA, 21.05.-24.05. (Details)

Poster presented at an academic conference or symposium

2019 Weber, Rüdiger. 2019. Value, Duration and Predictability. DGF German Finance Association, Essen, Deutschland, 27.09.-28.09. (Details)

Working/discussion paper, preprint

2020 Weber, Rüdiger. 2020. Institutional Investors, Households, and the Time-Variation in Expected Stock Returns. (Details)
  Mahlstedt, Robert, Weber, Rüdiger. 2020. Risk Sharing Within and Outside the Firm: The Disparate Effects of Wrongful Discharge Laws on Expected Stock Returns. (Details)
2019 Schlag, Christian, Thimme, Julian, Weber, Rüdiger. 2019. Implied Volatility Duration - A Measure for the Timing of Uncertainty Resolution. (Details)

Unpublished lecture

2019 Weber, Rüdiger. 2019. Institutional Investors and the Time-Variation in Expected Stock Returns. University of Vienna Finance Brown Bag Seminar, Wien, 09.10.19 (Details)
2018 Weber, Rüdiger. 2018. Institutional Investors and the Time-Variation in Expected Stock Returns. Wharton Micro Brown Bag Seminar, Philadelphia, 29.11.18 (Details)

Projects

2020
Cash Flow Timing and Displacement Risk (2020-2021) (Details)