Details about Thomas P. Gehrig

E-mail:
Homepage:	http://homepage.univie.ac.at/thomas.gehrig/
Phone:	+43-1-4277 38071/2
Workplace:	Fakultät für Wirtschaftswissenschaften (Faculty of Economics), Universität Wien (University of Vienna), (more information at EDIRC) Vienna Graduate School of Finance, (more information at EDIRC) European Corporate Governance Institute (ECGI), (more information at EDIRC) Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Thomas P. Gehrig.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pge82

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Working Papers

2022

1. Non-Standard Errors
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2021)
   Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz (2021) View citations (1)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)
   Post-Print, HAL (2021)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2021)
   Bank of England working papers, Bank of England (2021)
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2021)
   CESifo Working Paper Series, CESifo (2021)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2021)
   IWH Discussion Papers, Halle Institute for Economic Research (IWH) (2021)
   Working Papers, Faculty of Economics and Statistics, University of Innsbruck (2021) View citations (1)
   Janeway Institute Working Papers, Faculty of Economics, University of Cambridge (2021)
   Working Papers, Lund University, Department of Economics (2021)
   Working Papers, Barcelona School of Economics (2021)
   SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2021)

2021

2. Credit Market Competition and Bank Capitalization
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
3. Intermediation and Price Volatility
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article in Journal of Economic Theory (2022)
4. On the Instability of Private Intertemporal Liquidity Provision
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article in Economics Letters (2021)
5. Social Responsibility and Bank Resiliency
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
6. Speculative and Precautionary Demand for Liquidity in Competitive Banking Markets
   VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)

2018

7. Did the Basel process of capital regulation enhance the resiliency of European Banks?
   Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (5)
   VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association (2016) View citations (1)
   See also Journal Article in Journal of Financial Stability (2021)
8. Making Parametric Portfolio Policies Work
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2017

9. Journal Competition and the Quality of Published Research: Simultaneous versus Sequential Screening
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article in International Journal of Industrial Organization (2021)

2016

10. Anomalous Trading Prior to Lehman Brothers' Failure
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
11. Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907
    CESifo Working Paper Series, CESifo View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (2)

2015

12. Liquidty Freezes and Market Runs; Evidencefrom the Panic of 1907
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association

2014

13. Lehman Brothers: What Did Markets Know?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

2013

14. Capital, Trust and Competitiveness in the Banking Sector
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
15. Screening-Based Competition
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

2012

16. Loan Sales and Screening Incentives
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

2011

17. Scattered Trust - Did the 2007-08 financial crisis change risk perceptions?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

2010

18. On the evolution of professional consulting
    Post-Print, HAL View citations (1)
    See also Journal Article in Journal of Economic Behavior & Organization (2010)

2009

19. Bonus Payments and Fund Managers’ Behaviour: Trans-Atlantic Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2008)
    See also Journal Article in CESifo Economic Studies (2009)

2008

20. Do investors optimize, follow heuristics, or listen to experts?
    Jena Economics Research Papers, Friedrich-Schiller-University Jena View citations (3)
21. Liquidity and Competition in Unregulated Markets
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (4)
22. Stock price informativeness, cross-listings and investment decisions
    Post-Print, HAL View citations (61)
    Also in Post-Print, HAL (2006) View citations (4)
    HEC Research Papers Series, HEC Paris (2006) View citations (10)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (6)
    See also Journal Article in Journal of Financial Economics (2008)

2007

23. Market Dominance and Behaviour-Based Pricing under Horizontal and Vertical Differentiation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
24. On the Co-evolution of Insider Information and Idiosyncratic Beliefs
    Jena Economics Research Papers, Friedrich-Schiller-University Jena

2006

25. (In)Transparency of Information Acquisition: A Bargaining Experiment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
26. I want to know: Willingness to pay for unconditional veto power
    Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group
27. Trading Costs in Early Securities Markets: The Case of the Berlin Stock Exchange, 1880-1910
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
    See also Journal Article in Review of Finance (2006)

2005

28. Two at the Top: Quality Differentiation in Markets with Switching Costs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in CIE Discussion Papers, University of Copenhagen. Department of Economics. Centre for Industrial Economics (2005)

2004

29. The Rise of Fund Managers in Foreign Exchange
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
30. The Rise of Fund Managers in Foreign Exchange: Will Fundamentals Ultimately Dominate?
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (6)
    See also Journal Article in The World Economy (2005)

2003

31. Technical Analysis in Foreign Exchange - The Workhorse Gains Further Ground
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (7)
32. The commitment effect in belief evolution
    Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group View citations (1)
    See also Journal Article in Economics Letters (2004)
33. The use of flow analysis in foreign exchange: exploratory evidence
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (16)
    See also Journal Article in Journal of International Money and Finance (2004)
34. Ultimatum Offers and the Role of Transparency: An Experimental Study of Information Acquisition
    Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group View citations (8)
35. Venture Cycles: Theory and Evidence
    CESifo Working Paper Series, CESifo View citations (4)

2002

36. Introductory Offers in a Model of Strategic Competition
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
37. The Use of Flow Analysis in Foreign Exchange: Explanatory Analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

2001

38. Information Sharing in Banking: A Collusive Device?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (6)
39. Screening Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)

2000

40. Banking Relations, Competition and Research Incentives
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania

1998

41. Cities and the Geography of Financial Centres
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (61)
42. Project Evaluation and Organizational Form
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
43. Screening, Cross-Border Banking and the Allocation of Credit
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (64)
    See also Journal Article in Research in Economics (1998)

1997

44. Bid-Ask Spreads with Indirect Competition among Specialists
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (1994)
    See also Journal Article in Journal of Financial Markets (1998)

1993

45. Intermediation in Search Markets
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (131)
46. Natural Oligopoly in Intermediated Markets
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (1)
    Also in CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX. (1990) View citations (1)
47. Quacks, Lemons, and Self-Regulation: A Welfare Analysis
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (1)
    See also Journal Article in Journal of Regulatory Economics (1995)

Journal Articles

2023

1. R&D and subsidy policy with imperfect project classification
   Economics Letters, 2023, 222, (C)

2022

2. Intermediation and price volatility
   Journal of Economic Theory, 2022, 201, (C)
   See also Working Paper (2021)

2021

3. Did the Basel Process of capital regulation enhance the resiliency of European banks?
   Journal of Financial Stability, 2021, 55, (C) View citations (2)
   See also Working Paper (2018)
4. Journal competition and the quality of published research: Simultaneous versus sequential screening
   International Journal of Industrial Organization, 2021, 76, (C) View citations (1)
   See also Working Paper (2017)
5. On the instability of private intertemporal liquidity provision
   Economics Letters, 2021, 209, (C) View citations (1)
   See also Working Paper (2021)

2020

6. Editorial for Business Research 13(1)
   Business Research, 2020, 13, (1), 1-2
7. Editorial: The future of Business Research
   Business Research, 2020, 13, (2), 385-386
8. Editorial: transformation
   Business Research, 2020, 13, (3), 789-793

2019

9. (Ir)Rationality of decisions in business research and practice: introduction to the special issue
   Business Research, 2019, 12, (1), 1-7

2018

10. Capital regulation and systemic risk in the insurance sector
    Journal of Financial Economic Policy, 2018, 10, (2), 237-263 View citations (2)

2017

11. Editorial
    Business Research, 2017, 10, (1), 1-2

2016

12. Changing Risk Perception and the Time-Varying Price of Risk
    Review of Finance, 2016, 20, (4), 1549-1585 View citations (7)
13. On the Value of Transparency and Information Acquisition in Bargaining
    German Economic Review, 2016, 17, (3), 337-358 View citations (1)
    Also in German Economic Review, 2016, 17, (3), 337-358 (2016) View citations (2)

2013

14. Capital, confiance et compétitivité dans le secteur bancaire
    Revue d'économie financière, 2013, N° 112, (4), 175-194 View citations (6)
15. On insider trading and belief evolution
    Journal of Evolutionary Economics, 2013, 23, (4), 767-781

2012

16. A Welfare Evaluation of History-Based Price Discrimination
    Journal of Industry, Competition and Trade, 2012, 12, (4), 373-393 View citations (35)

2011

17. Decentralized screening: Coordination failure, multiple equilibria and cycles
    Journal of Financial Stability, 2011, 7, (2), 60-69 View citations (12)
18. History-based price discrimination and entry in markets with switching costs: A welfare analysis
    European Economic Review, 2011, 55, (5), 732-739 View citations (58)
19. Towards a Role for Regional Banks-Comment on "The Economics of Regional Demarcation in Banking" by Raab and Welzel
    Schmalenbach Business Review (sbr), 2011, 63, (2), 125-150

2010

20. On the evolution of professional consulting
    Journal of Economic Behavior & Organization, 2010, 76, (1), 113-126 View citations (1)
    See also Working Paper (2010)

2009

21. Bonus Payments and Fund Managers' Behavior: Transatlantic Evidence
    CESifo Economic Studies, 2009, 55, (3-4), 569-594 View citations (3)
    See also Working Paper (2009)

2008

22. Stock price informativeness, cross-listings, and investment decisions
    Journal of Financial Economics, 2008, 88, (1), 146-168 View citations (65)
    See also Working Paper (2008)
23. The Internationalization of Asset Ownership in Europe. Edited by HARRY HUIZINGA and LARS JONUNG
    Economica, 2008, 75, (300), 799-800

2007

24. Buying a pig in a poke: An experimental study of unconditional veto power
    Journal of Economic Psychology, 2007, 28, (6), 692-703 View citations (7)
25. Information sharing and lending market competition with switching costs and poaching
    European Economic Review, 2007, 51, (1), 77-99 View citations (86)

2006

26. Die Stabilität von Finanzmärkten:Wie kann die Wirtschaftspolitik Vertrauen schaffen?
    Zeitschrift für Wirtschaftspolitik, 2006, 55, (1), 45-69
27. Extended evidence on the use of technical analysis in foreign exchange
    International Journal of Finance & Economics, 2006, 11, (4), 327-338 View citations (87)
28. Trading Costs in Early Securities Markets: The Case of the Berlin Stock Exchange 1880–1910
    Review of Finance, 2006, 10, (4), 587-612 View citations (21)
    See also Working Paper (2006)

2005

29. The Rise of Fund Managers in Foreign Exchange:Will Fundamentals Ultimately Dominate?
    The World Economy, 2005, 28, (4), 519-540 View citations (15)
    See also Working Paper (2004)

2004

30. Differentiation‐Induced Switching Costs and Poaching
    Journal of Economics & Management Strategy, 2004, 13, (4), 635-655 View citations (35)
31. Organizational Form and Information Acquisition
    Journal of Institutional and Theoretical Economics (JITE), 2004, 160, (1), 39-51 View citations (10)
32. The commitment effect in belief evolution
    Economics Letters, 2004, 85, (2), 163-166 View citations (7)
    See also Working Paper (2003)
33. The use of flow analysis in foreign exchange: exploratory evidence
    Journal of International Money and Finance, 2004, 23, (4), 573-594 View citations (62)
    See also Working Paper (2003)

2003

34. Corporate Governance: Fine Tuning the Conditions for Innovation and Job Growth in a Global Economy
    Journal of Institutional and Theoretical Economics (JITE), 2003, 159, (4), 656-663 View citations (6)

2000

35. original papers: Project evaluation and organizational form
    Review of Economic Design, 2000, 5, (2), 177-199 View citations (3)

1998

36. Bid-ask spreads with indirect competition among specialists
    Journal of Financial Markets, 1998, 1, (1), 89-119 View citations (11)
    See also Working Paper (1997)
37. Competing markets
    European Economic Review, 1998, 42, (2), 277-310 View citations (53)
38. Screening, cross-border banking, and the allocation of credit
    Research in Economics, 1998, 52, (4), 387-407 View citations (66)
    See also Working Paper (1998)

1996

39. Market Structure, Monitoring and Capital Adequacy Regulation
    Swiss Journal of Economics and Statistics (SJES), 1996, 132, (IV), 685-702 View citations (16)
40. Natural oligopoly and customer networks in intermediated markets
    International Journal of Industrial Organization, 1996, 14, (1), 101-118 View citations (6)

1995

41. Capital Adequacy Rules: Implications for Banks' Risk-Taking
    Swiss Journal of Economics and Statistics (SJES), 1995, 131, (IV), 747-764 View citations (11)
42. Quacks, Lemons, and Self Regulation: A Welfare Analysis
    Journal of Regulatory Economics, 1995, 7, (3), 309-25 View citations (26)
    See also Working Paper (1993)

1991

43. Ein internationales Kapitalmarktmodell mit unterschiedlich informierten Anlegern
    Swiss Journal of Economics and Statistics (SJES), 1991, 127, (III), 617-629

Chapters

2015

1. Changing Business Models in Banking and Systemic Risk
   Springer View citations (3)

Editor

1. Business Research
   Springer
2. Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research
   DIW Berlin, German Institute for Economic Research