2022 Randl, Otto, Simion, Giorgia, Zechner, Josef. 2022. Pricing and Constructing International Government Bond Portfolios. (Details)
2021 Halling, Michael, Yu, Jin, Zechner, Josef. 2021. Primary Corporate Bond Markets and Social Responsibility. (Details)
  Tengulov, Angel, Zechner, Josef, Zwiebel, Jeff. 2021. Valuation and Long-Term Growth Expectations. (Details)
  Gnan, Phillipp, Rieder, Kilian. 2021. Who talks during monetary policy quiet periods, and why? Evidence from the European Central Bank's Governing Council. (Details)
2020 Laux, Christian, Laux, Volker. 2020. Accounting Conservatism and Managerial Information Acquisition. (Details)
  Chaderina, Maria, Laux, Christian, Tengulov, Angel. 2020. Accounting Covenants in Credit Lines: Protecting Banks Against Aggregate Liquidity Shocks. (Details)
  Andersen, Steffen, Hanspal, Tobin, Martinez-Correa, Jimmy, Meisner Nielsen, Kasper. 2020. Beliefs and Investment Behavior. (Details)
  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 Employment Protection on Expected Stock Returns. (Details)
  Bu, Di, Hanspal, Tobin, Liao, Yin, Liu, Yong. 2020. Risk Taking, Preferences, and Beliefs: Evidence from Wuhan. (Details)
  Rettl, Daniel A., Stomper, Alex, Zechner, Josef. 2020. The Stability of Dividends and Wages: Effects of Competitor Inflexibility. (Details)
2019 Hanspal, Tobin, Bräuer, Konstantin, Hackethal, Andreas. 2019. Consuming Dividends. (Details)
  Rammerstorfer, Margarethe, Eksi-Altay, Zehra, Trueck, Stefan. 2019. Convenience Yield Modelling - One model fits all. (Details)
  Rammerstorfer, Margarethe, Amon, Julian. 2019. Ecological Portfolios - Evidence from screening, divestment and alternatives. (Details)
  Randl, Otto, Westerkamp, Arne, Zechner, Josef. 2019. Equilibrium Policy Portfolios When Some Assets are Non-Tradable. (Details)
  Bu, Di, Hanspal, Tobin, Liao, Yin, Liu, Yong. 2019. Financial Literacy and Self-Control in FinTech: Evidence from a Field Experiment on Online Consumer Borrowing. (Details)
  Rammerstorfer, Margarethe, Mittelbach-Hörmanseder, Stéphanie, Hummel, Katrin, Hummel, Katrin. 2019. Implied Cost of Capital, Risk and Return via content analysis. (Details)
  Schlag, Christian, Thimme, Julian, Weber, Rüdiger. 2019. Implied Volatility Duration - A Measure for the Timing of Uncertainty Resolution. (Details)
  Rammerstorfer, Margarethe, Mittelbach-Hörmanseder, Stéphanie, Weinmayer, Karl, Hummel, Katrin. 2019. Investor Awareness - CSR concerns and Textual Analysis. (Details)
  Bäckman, Claes, Hanspal, Tobin. 2019. Participation and Losses in Multi-Level Marketing: Evidence from an FTC Settlement. (Details)
2018 Molnar, Matthias. 2018. Asymmetric Habits in Asset Pricing. (Details)
  Molnar, Matthias. 2018. Asymmetric Habits, Asset Returns, and the Business Cycle. (Details)
  Kolm, Julian, Laux, Christian, Lóránth, Gyöngyi . 2018. Debt Maturity Structure and Liquidity Shocks. (Details)
  Monti, Alice, Pattitoni, Pierpaolo, Petracci, Barbara, Randl, Otto. 2018. Does Corporate Social Responsibility Impact Risk? (Details)
  Massa, Massimo, Rzeznik, Aleksandra, Hvidkjaer, Soeren. 2018. Informed Trading and Co-Illiquidity. (Details)
  Rzeznik, Aleksandra. 2018. Mutual fund flight-to-liquidity. (Details)
  Rammerstorfer, Margarethe, Amon, Julian, Weinmayer, Karl. 2018. Passive ESG portfolio management . (Details)
  Christoffersen, Susan, Keim, Donald, Musto, David, Rzeznik, Aleksandra. 2018. Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds. (Details)
  Chaderina, Maria, Mürmann, Alexander, Scheuch, Christoph. 2018. The Dark Side of Liquid Bonds in Fire Sales. (Details)
  Reschenhofer, Christoph. 2018. The parametrization of an international equity portfolio: A decomposition of global momentum returns. (Details)
2017 Rammerstorfer, Margarethe, Weinmayer, Karl, Bressan, Silvia. 2017. Bank Holding Company Efficiency and Parent-Subsidiary Financing. (Details)
  Mürmann, Alexander, Rauter, Thomas, Scheuch, Christoph. 2017. Fishing with Pearls: The Value of Lending Relationships with Prestigious Firms. (Details)
  Rammerstorfer, Margarethe, Mittelbach-Hörmanseder, Stéphanie, Hummel, Katrin. 2017. Information Content of Corporate Social Responsibility Disclosure in Europe. (Details)
  Reindl, Johann, Stoughton, Neal, Zechner, Josef. 2017. Market Implied Costs of Bankruptcy. (Details)
  Rammerstorfer, Margarethe, Schick, Antonius. 2017. The effects of balancing/reserve markets on the system operators' cost of capital. (Details)
  Eisl, Alexander, Ochs, Christian, Osadchiy, Nikolay, Subrahmanyam, Marti G. 2017. The Linkage between Primary- and Secondary Markets for European Sovereign Debt: Free Flow or Bottleneck? (Details)
  Rammerstorfer, Margarethe, Brunekreeft, Gert. 2017. What to do with „OPEX-risk“ in regulated monopolies facing OPEX-shifts? (Details)
  Chaderina, Maria, Scheuch, Christoph. 2017. Why Do Mutual Funds Hold Cash? (Details)
2016 Chaderina, Maria. 2016. (Idiosyncratic) Credit-spread Risk and the Dynamics of Liquidity, Lever- age and Maturity of Debt. (Details)
  Theil, Michael. 2016. Aspekte der Berechnung von Samplegrößen. open access (Details)
  Chaderina, Maria, Tengulov, Angel. 2016. Discretion and Systemic Risk in Credit-Line Contracts: Theory and Evidence. (Details)
  Cejnek, Georg, Randl, Otto. 2016. Dividend Risk Premia. (Details)
  Gjedsted Nielsen, Mads, Rzeznik, Aleksandra. 2016. House prices and taxes. (Details)
  Chandler, Lutz, Rzeznik, Aleksandra, Sand, Ben. 2016. Local Economic Conditions and Local Equity Preferences: Evidence from Mutual Funds during the U.S. Housing Boom and Bust. (Details)
  Eisl, Alexander, Ochs, Christian, Pichler, Stefan. 2016. Optimal Capital Buffers of Sovereign Debt Management Offices. (Details)
2015 Theil, Michael. 2015. Die Zeitdimension bei Versicherungsentscheidungen.. Arbeitspapiere zum Tätigkeitsfeld Risikomanagement und Versicherung / Institut für Versicherungswirtschaft, 22.. (Details)
  Friewald, Nils, Nagler, Florian, Wagner, Christian. 2015. Debt Refinancing and Equity Returns. (Details)
  Salitskiy, Igor, Ambrus, Attila, Chaney, Eric. 2015. Pirates of the Mediterranean: An Empirical Investigation of Bargaining with Asymmetric Information. (Details)
  Friewald, Nils, Hennessy, Christopher, Jankowitsch, Rainer. 2015. Secondary Market Liquidity and Security Design: Theory and Evidence from ABS Markets. (Details)
  Rauter, Thomas. 2015. Stock Prices and CEO Turnover: The Role of Bad Luck. (Details)
  Mürmann, Alexander, Rauter, Thomas. 2015. Prestige and Loan Pricing. (Details)
  Eisl, Alexander, Ochs, Christian, Pichler, Stefan. 2015. Sovereign Debt Issuance under Fiscal Budget Uncertainty and Market Frictions. (Details)
2014 Friewald, Nils, Nagler, Florian. 2014. Dealer Inventory and the Cross-Section of Corporate Bond Returns. (Details)
  Eisl, Alexander, Gasser, Stephan, Weinmayer, Karl. Forthcoming. Caveat Emptor: Does Bitcoin Improve Portfolio Diversification?. open access (Details)
  Kolm, Julian, Laux, Christian, Loranth, Gyöngyi. 2014. Regulating Bank CEO Compensation and Active Boards. (Details)
  Cejnek, Georg. 2014. Exploiting Value and Momentum in Emerging Market Assets. (Details)
  Nagler, Florian. 2014. Rolling over Corporate Bonds: How Market Liquidity affects Credit Risk. (Details)
  Cejnek, Georg, Randl, Otto. 2014. Risk and Return of Short Duration Equity Investments. (Details)
2013 Cejnek, Georg, Franz, Richard, Stoughton, Neal. 2013. An Integrated Model of University Endowments (Details)
  Georgescu, Oana , Laux, Christian. 2013. Financial Reporting, Financial Regulation, and Financial Stability: Evidence from German Bank Failures in 2007-2008. (Details)
  Randl, Otto. 2013. Hat die Prämienbegünstigte Zukunftsvorsorge den österreichischen Aktienmarkt nachhaltig gestärkt? (Details)
  Eisl, Alexander, Jankowitsch, Rainer, Subrahmanyam, Marti. 2013. Are Interest Rate Fixings Fixed? An Analysis of Libor and Euribor. (Details)
  Cejnek, Georg, Franz, Richard, Randl, Otto, Stoughton, Neal. 2013. A Survey of University Endowment Management Research. WU Working Paper. (Details)
  Dockner, Engelbert, Halling, Petra, Randl, Otto. 2013. Fund Promotion and Individual Investor Fund Flows. WU Working Paper. (Details)
  Cejnek, Georg, Randl, Otto. 2013. Implications of Index Construction Methodologies for Price and Dividend Indices. WU Working Paper. (Details)
  Dockner, Engelbert, Mayer, Manuel, Zechner, Josef. 2013. Sovereign Bond Risk Premiums. WU Working Paper. (Details)
2012 Kucsera, Denes, Schmitt, Stephan. 2012. Monopoly Rights in an Ex-monopoly Industry: The Impact of the European Electricity Reforms on Electricity-related Patent Activities. (Details)
  Schmitt, Stephan, Kucsera, Denes. 2012. The Impact of the Regulatory Reform Process on R&D Investment of European Electricity Utilities. (Details)
  Friewald, Nils, Jankowitsch, Rainer, Subrahmanyam, Marti. 2012. Liquidity, Transparency and Disclosure in the Securitized Product Market. (Details)
  Dockner, Engelbert, Esfahani, Hamideh, Fadaee, Mehdi. 2012. Do Oligopolistic Firms Benefit from Being Forced to Act Non-Strategically? WU Working Paper. (Details)
  Dockner, Engelbert, Siyahhan, Baran. 2012. Human Capital Investment and the Value of Risky R&D Projects.. (Details)
  Dockner, Engelbert, Maeland, Joril, Miltersen, Kristian. 2012. Interaction Between Dynamic Financing and Growth Options: The Impact of Industry Structures. WU Working Paper. (Details)
  Dockner, Engelbert, Wagener, Florian Oskar Ottokar. 2012. Markov-perfect Nash equilibria in models with a single capital stock. (Details)
  Dockner, Engelbert, Georgiopoulos, Nikolaos. 2012. OPerating Flexibility and Short-Run Risk Dynamics. WU Working Paper. (Details)
  Dockner, Engelbert, Löffler, Clemens. 2012. Rivalry Restraint as Equilibrium Behavior. WU Working Paper. (Details)
  Dockner, Engelbert, Kiener, Richard, Mosburger, Georg. 2012. Strategic product market interaction and asset returns. (Details)
2011 Bloos, Uwe-Wilhelm, Schweizer, Nicolas. 2011. Enterprise Risk Management - Evidence from German Banks. (Details)
  Bloos, Uwe-Wilhelm, Zimmer, Conrad. 2011. Equity and Contingent Capital: The Effects of Risk Financing on Bank Lending. (Details)
  Bloos, Uwe-Wilhelm, Schellenberger, Oliver . 2011. Insurance Distribution and Advice with Potentially Informed Customers. (Details)
  Bloos, Uwe-Wilhelm, Gerhardt, Christian. 2011. Managerial Preferences and Competition in Internal Capital Markets. (Details)
  Bloos, Uwe-Wilhelm. 2011. On the Organization of Risk Management. (Details)
  Chen, Joseph, Hughson, Eric, Stoughton, Neal. 2011. Strategic Mutual Fund Tournaments. (Details)
  Padovani, Miret, Gibson Brandon, Rajna. 2011. The determinants of banks' lobbying activities. (Details)
  Breinlinger, Luise, Dockner, Engelbert. 2011. Alternative default definitions and the structure of credit spreads. (Details)
  Dockner, Engelbert, Dorffner, Georg, Miazhynskaia, Tatiana. 2011. Nonlinear versus non-Gaussian volatility models: An empirical analysis across different markets. (Details)
2010 Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2010. Deriving Consensus Ratings of the Big Three Rating Agencies. Research Report Series, Institute for Statistics and Mathematics, Report 99. (Details)
  Padovani, Miret. 2010. Solidarity group lending and global games. (Details)
  Padovani, Miret. 2010. Value-chain financing and local interaction games. (Details)
  Littich, Edith, Schober, Christian, Schober, Doris. 2010. How many eggs in a basket? Agency costs and financial diversification in nonprofit organizations. (Details)
  Gunnthorsdottir, Anna. 2010. Humans and robots: near-efficient equilibria when a mixed population is endogenously grouped. (Details)
2009 Kappel, Wolfgang. Forthcoming. Is there a Independent Common Factor in the Corporate Bond Market. (Details)
  Brandt, Hannelore, Dockner, Engelbert, Jankowitsch, Rainer, Pichler, Stefan, Ritzberger, Klaus. 2009. Choice of rating technology and price formation in imperfect credit markets. (Details)
  Dockner, Engelbert, Nishimura, Kazuo. 2009. Private investment of a public project? A multi-period analysis. (Details)
  Dockner, Engelbert, Mosburger, Georg, Schaffhauser-Linzatti, Michaela M.. 2009. The Financial and operating performance of privatized firms in Austria. (Details)
  Gunnthorsdottir, Anna, McCabe , K., Seifert, S. , Vragov, R.. 2009. Near-efficient equilibria in collaborative meritocracies. (Details)
  Betz, R., Gunnthorsdottir, Anna. 2009. Risk aversion, permit price uncertainty, and investments in emissions reduction technologies. (Details)
2008 Baltutis, Mindaugas, Dockner, Engelbert. 2008. Do conditional covariance estimates generate value?. (Details)
  Laux, Christian. 2008. Corporate Insurance Design with Multiple Risks and Moral Hazard. (Details)
  Laux, Christian. 2008. Should a Bank Retain the Equity Tranche? – A Note on Securitization and Moral Hazard. (Details)
  Betz, R., Gunnthorsdottir, Anna. 2008. An experimental study of investment decisions in carbon emission trading schemes: What determines efficiency?. (Details)
2006 Dockner, Engelbert, Siebertova, Zuzana. 2006. Asymmetries in stock returns: GARCH models and outliers. (Details)
  Dangl, Thomas, Halling, Michael, Randl, Otto. 2006. Equity Return Prediction: Are Coefficients Time-Varying? Working Paper. (Details)
2005 Laux, Christian. 2005. Insurance, Risk Management, and Cost of Capital. (Details)
  Halling, Michael, Popa, Cristian, Randl, Otto. 2005. Stochastic Optimization, Tree Structures and Portfolio Choice. Working Paper. (Details)
2004 Dockner, Engelbert, Popa, Cristian C.. 2004. Optimal central bank policy in a model of systemic risk. (Details)
  Dockner, Engelbert, Moritsch, Hans W.. 2004. Risk trading and banking regulation in a dynamic network model. (Details)
2003 Dockner, Engelbert, Gaunersdorfer, Andrea, Thurner, Stefan. 2003. Asset price dynamics in a model of investors operating on different time horizons. (Details)
  Dockner, Engelbert, Dorffner, Georg, Miazhynskaia, Tatiana. 2003. On the economic costs of value at risk forecasts. (Details)
  Stoughton, Neal. 2003. Enron Corporation and Using EVA to Consolidate Special Purpose Entities. (Details)
2002 Randl, Otto. 2002. Visibility Effects of Equity Cross-listings. Working Paper. (Details)
2001 Dockner, Engelbert, Dorffner, Georg, Schittenkopf, Christian. 2001. Time varying skewness. (Details)
2000 Dockner, Engelbert, Dorffner, Georg, Schittenkopf, Christian. 2000. Nonlinear versus non-gaussian volatility models. (Details)
  Stoughton, Neal, Zechner, Josef. 2000. The Dynamics of Capital Allocation. (Details)
1997 Heinkel, Robert, Stoughton, Neal. 1997. A New Method of Portfolio Performance Measurement. (Details)