EconPapers    
Economics at your fingertips  
 

Details about Roman Kräussl

E-mail:
Phone:+3524666445442
Workplace:Luxembourg School of Finance, Faculté de droit, d'économie et de finance (Department of Law, Economics and Finance), Université du Luxembourg (University of Luxembourg), (more information at EDIRC)

Access statistics for papers by Roman Kräussl.

Last updated 2019-10-08. Update your information in the RePEc Author Service.

Short-id: pkr39


Jump to Journal Articles Books

Working Papers

2018

  1. Blockchain, fractional ownership, and the future of creative work
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  2. Implied Volatility Sentiment: A Tale of Two Tails
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2017) Downloads
  3. Is gender in the eye of the beholder? Identifying cultural attitudes with art auction prices
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  4. Predictable biases in macroeconomic forecasts and their impact across asset classes
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  5. Reliability and relevance of fair values: Private equity investments and investee fundamentals
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  6. Signaling or marketing? The role of discount control mechanisms in closed-end funds
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  7. Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  8. The Subsidy to Infrastructure as an Asset Class
    Research Papers, Stanford University, Graduate School of Business Downloads
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2018) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads
  9. The performance of marketplace lenders: Evidence from lending club payment data
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads

2017

  1. Single stock call options as lottery tickets
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (2)
  2. The European sovereign debt crisis: What have we learned?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
    See also Journal Article in Journal of Empirical Finance (2016)

2016

  1. The winner's curse on art markets
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads

2015

  1. Euro crash risk
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    See also Journal Article in Journal of Empirical Finance (2016)
  2. The "tone effect" of news on investor beliefs: An experimental approach
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  3. Toward a pecking order theory of strategic resource deployment
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads

2014

  1. Art as an Aternative Asset Class: Risk and Return Characteristics of the Middle Eastern & Northern African Art Markets
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2014) Downloads
  2. Emotions-at-Risk: An Experimental Investigation into Emotions, Option Prices and Risk Perception
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (1)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2014) Downloads View citations (1)
  3. Is there a Bubble in the Art Market?
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (6)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2014) Downloads View citations (3)

    See also Journal Article in Journal of Empirical Finance (2016)
  4. News Media Sentiment and Investor Behavior
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (1)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2014) Downloads View citations (1)
  5. Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (3)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2010) Downloads View citations (2)

    See also Journal Article in Review of Financial Studies (2015)
  6. The 2011 European Short Sale Ban: An Option Market Perspective
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (1)

2013

  1. A Dynamic Model of Investor Decision-Making: How Adaptation to Losses affects Future Selling Decisions
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
  2. Does it Pay to Invest in Art? A Selection-corrected Returns Perspective
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (1)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) Downloads View citations (1)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2013) Downloads View citations (1)

    See also Journal Article in Review of Financial Studies (2016)
  3. Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985-2009*
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads
    Also in Working papers, Banque de France (2011) Downloads
    CFS Working Paper Series, Center for Financial Studies (CFS) (2012) Downloads
  4. The 2011 European short sale ban on financial stocks: A cure or a curse?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  5. The Effect of Anticipated and Experienced Regret and Pride on Investors Future Selling Decisions*
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads
    Also in Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics (2009) Downloads
    CFS Working Paper Series, Center for Financial Studies (CFS) (2012) Downloads
  6. Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2010) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2008) Downloads

    See also Journal Article in Journal of International Money and Finance (2014)

2012

  1. Is venture capital a local business? A test of the proximity and local network hypotheses
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads

2011

  1. Blockholder Dispersion and Firm Value
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (23)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2010) Downloads View citations (1)

    See also Journal Article in Journal of Corporate Finance (2011)

2010

  1. A call on Art investments
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
    See also Journal Article in Review of Derivatives Research (2012)
  2. Are particular industries more likely to succeed? A comparative analysis of VC investment in the US and Europe
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
  3. Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2010) Downloads

    See also Journal Article in Journal of Financial and Quantitative Analysis (2012)
  4. Personality and investment: Personality differences affect investors' adaptation to losses
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  5. Risk Aversion under Preference Uncertainty
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2010) Downloads

    See also Journal Article in Finance Research Letters (2012)
  6. Why do investors sell losers? How adaptation to losses affects future capitulation decisions
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)

2008

  1. An Analysis of the Effects of the Severance Payment Reform on Credit to Italian SMEs
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    See also Journal Article in Journal of Financial Economic Policy (2011)
  2. Constructing the true art market index: A novel 2-step hedonic approach and its application to the German art market
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (5)

2007

  1. An Analysis of the Effects of the Severance Pay Reform on Credit to Italian SMEs
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads View citations (1)
  2. Do markets love misery? Stock prices and corporate philanthropic disaster response
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  3. Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads

2006

  1. Credit Cycles and Macro Fundamentals
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2006) Downloads View citations (8)

    See also Journal Article in Journal of Empirical Finance (2009)
  2. Does patience pay? Empirical testing of the option to delay accepting a tender offer in the US banking sector
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
  3. Revisiting the home bias puzzle: Downside equity risk
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    See also Journal Article in Journal of International Money and Finance (2007)
  4. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)

2003

  1. A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
    Also in Working Papers, University of Crete, Department of Economics Downloads
  2. Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (2)
    Also in Working Papers, University of Crete, Department of Economics Downloads View citations (1)
  3. Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads
    Also in Working Papers, University of Crete, Department of Economics Downloads

    See also Journal Article in Journal of Financial Stability (2005)
  4. Sovereign Credit Ratings and Their Impact on Recent Financial Crises
    International Finance, University Library of Munich, Germany Downloads View citations (1)
    Also in Working Papers, University of Crete, Department of Economics (2003) Downloads View citations (3)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2000) Downloads View citations (1)

2000

  1. Sovereign Ratings and Their Impact on Recent Financial Crises
    Working Papers, University of Crete, Department of Economics Downloads View citations (3)
    See also Journal Article in International Advances in Economic Research (2001)

Journal Articles

2017

  1. Media, sentiment and market performance in the long run
    The European Journal of Finance, 2017, 23, (11), 1059-1082 Downloads View citations (1)
  2. Modifier words in the financial press and investor expectations
    Journal of Economic Behavior & Organization, 2017, 138, (C), 85-98 Downloads

2016

  1. Does it Pay to Invest in Art? A Selection-Corrected Returns Perspective
    Review of Financial Studies, 2016, 29, (4), 1007-1038 Downloads View citations (9)
    See also Working Paper (2013)
  2. Euro crash risk
    Journal of Empirical Finance, 2016, 38, (PA), 417-428 Downloads View citations (2)
    See also Working Paper (2015)
  3. Is there a bubble in the art market?
    Journal of Empirical Finance, 2016, 35, (C), 99-109 Downloads View citations (9)
    See also Working Paper (2014)
  4. The 2011 European short sale ban: A cure or a curse?
    Journal of Financial Stability, 2016, 25, (C), 115-131 Downloads View citations (4)
  5. The European sovereign debt crisis: What have we learned?
    Journal of Empirical Finance, 2016, 38, (PA), 363-373 Downloads View citations (7)
    See also Working Paper (2017)

2015

  1. Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices
    Review of Financial Studies, 2015, 28, (12), 3269-3302 Downloads View citations (3)
    See also Working Paper (2014)

2014

  1. Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985–2009
    European Financial Management, 2014, 20, (1), 179-205 Downloads
  2. Washington meets Wall Street: A closer examination of the presidential cycle puzzle
    Journal of International Money and Finance, 2014, 43, (C), 50-69 Downloads View citations (4)
    See also Working Paper (2013)

2012

  1. A call on art investments
    Review of Derivatives Research, 2012, 15, (1), 1-23 Downloads View citations (5)
    See also Working Paper (2010)
  2. Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?
    Journal of Financial and Quantitative Analysis, 2012, 47, (06), 1279-1301 Downloads View citations (11)
    See also Working Paper (2010)
  3. Risk aversion under preference uncertainty
    Finance Research Letters, 2012, 9, (1), 1-7 Downloads
    See also Working Paper (2010)

2011

  1. An analysis of the effects of the severance payment reform on credit to Italian SMEs
    Journal of Financial Economic Policy, 2011, 3, (3), 243-261 Downloads View citations (1)
    See also Working Paper (2008)
  2. Blockholder dispersion and firm value
    Journal of Corporate Finance, 2011, 17, (5), 1330-1339 Downloads View citations (25)
    See also Working Paper (2011)
  3. Risk and return characteristics of Islamic equity funds
    Emerging Markets Review, 2011, 12, (2), 189-203 Downloads View citations (81)
  4. The Value of Corporate Philanthropy During Times of Crisis: The Sensegiving Effect of Employee Involvement
    Journal of Business Ethics, 2011, 103, (2), 203-220 Downloads View citations (9)

2010

  1. Emerging art markets
    Emerging Markets Review, 2010, 11, (4), 301-318 Downloads View citations (12)

2009

  1. Credit cycles and macro fundamentals
    Journal of Empirical Finance, 2009, 16, (1), 42-54 Downloads View citations (44)
    See also Working Paper (2006)

2007

  1. Revisiting the home bias puzzle: Downside equity risk
    Journal of International Money and Finance, 2007, 26, (7), 1239-1260 Downloads View citations (19)
    See also Working Paper (2006)

2005

  1. Do credit rating agencies add to the dynamics of emerging market crises?
    Journal of Financial Stability, 2005, 1, (3), 355-385 Downloads View citations (13)
    See also Working Paper (2003)

2001

  1. Sovereign ratings and their impact on recent financial crises
    International Advances in Economic Research, 2001, 7, (2), 268-269 Downloads
    See also Working Paper (2000)

Books

2006

  1. Venture Capital in Europe
    Elsevier Monographs, Elsevier Downloads View citations (15)
 
Page updated 2019-10-15