Roman Kräussl : Citation Profile


Are you Roman Kräussl?

Université du Luxembourg

9

H index

9

i10 index

301

Citations

RESEARCH PRODUCTION:

22

Articles

75

Papers

1

Books

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 16
   Journals where Roman Kräussl has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 19 (5.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr39
   Updated: 2019-10-15    RAS profile: 2019-08-12    
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Relations with other researchers


Works with:

Stork, Philip (8)

Lehnert, Thorsten (7)

Stefanova, Denitsa (3)

Lucas, Andre (3)

Martelin, Nicolas (3)

van der Sluis, Pieter (2)

Krause Montalbert, Stefan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roman Kräussl.

Is cited by:

Lucas, Andre (9)

Koopman, Siem Jan (6)

Mishra, Anil (6)

Renneboog, Luc (5)

Hassan, M. Kabir (5)

Goetzmann, William (4)

Ashraf, Dawood (4)

Schwaab, Bernd (4)

Afonso, Antonio (3)

Demir, Ender (3)

Lean, Hooi Hooi (3)

Cites to:

Shleifer, Andrei (23)

Lerner, Josh (16)

Gompers, Paul (14)

Thaler, Richard (13)

Baker, Malcolm (11)

Wurgler, Jeffrey (11)

Pedersen, Lasse (10)

Vishny, Robert (10)

Kahneman, Daniel (10)

Campbell, John (10)

Lucas, Andre (9)

Main data


Where Roman Kräussl has published?


Journals with more than one article published# docs
Journal of Empirical Finance4
Journal of Financial Stability2
Review of Financial Studies2
Journal of International Money and Finance2
Emerging Markets Review2

Working Papers Series with more than one paper published# docs
CFS Working Paper Series / Center for Financial Studies (CFS)42
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg10
Tinbergen Institute Discussion Papers / Tinbergen Institute10
Working Papers / University of Crete, Department of Economics5
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics2

Recent works citing Roman Kräussl (2018 and 2017)


YearTitle of citing document
2017The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias. In: CREATES Research Papers. RePEc:aah:create:2017-06.

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2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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2018Blockholders and Firm Performance: A Malaysian Evidence. (2018). Mohamad, Azhar ; Duasa, Jarita ; Syed, Sharifah Raihan ; Mokhtar, Imani. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:885-893.

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2019Blockholders and Firm Performance: A Malaysian Evidence. (2019). Mohamad, Azhar ; DUASA, Jarita ; Syed, Sharifah Raihan ; Mokhtar, Imani. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:18-26.

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2018Dependence of Structural Breaks in Rating Transition Dynamics on Economic and Market Variations. (2018). Xing, Haipeng ; Chen, Ying. In: Review of Economics & Finance. RePEc:bap:journl:180101.

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2019Labor Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16.

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2018Institutional Barriers to Financing Technology-based Small Firms through Venture Capital Mechanism: A Study to Explore the Incentives for Investment in Iran. (2018). Mahmood, Motavaseli ; Elyasi, Ghanbar Mohammadi ; Chitsazan, Hasti ; Ali, Bitaab ; Saeed, Shojaei. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-01-25.

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2018Returns of Islamic Stocks in Saudi Arabia: Segmentation and Risk-Aversion. (2018). Al-Awadhi, Abdullah M ; Al-Mutairi, Ahmad F ; Bash, Ahmad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-02-28.

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2017An Innovative Model for the Sustainability of Investments in the Wind Energy Sector: The Use of Green Sukuk in an Italian Case Study. (2017). Morea, Donato ; Poggi, Luigi Antonio . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-02-07.

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2018Quantile relationships between standard, diffusion and jump betas across Japanese banks. (2018). Chowdhury, Biplob ; Dungey, Mardi ; JEYASREEDHARAN, NAGARATNAM . In: Journal of Asian Economics. RePEc:eee:asieco:v:59:y:2018:i:c:p:29-47.

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2017A pecking order of shareholder structure. (2017). Kim, Kenneth ; Zhu, Bing ; Nofsinger, John R ; Jiang, Fuxiu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:1-14.

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2017Reading between the blocks. (2017). Basu, Nilanjan ; Toffanin, Melissa ; Paeglis, Imants . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:294-317.

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2017Skin in the game: General partner capital commitment, investment behavior and venture capital fund performance. (2017). Jia, Ning ; Wang, Dan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:110-130.

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2019Islamic corporate finance, financial markets, and institutions: An overview. (2019). Alzahrani, Mohammed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:1-5.

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2017Comparative risk adjusted performance of Islamic, socially responsible and conventional funds: Evidence from United Kingdom. (2017). Mirza, Nawazish ; Fu, Mingli ; Naqvi, Bushra ; Reddy, Krishna. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:233-243.

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2018Testing for bubbles in the art markets: An empirical investigation. (2018). Assaf, Ata. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:340-355.

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2018Bias-corrected estimation for speculative bubbles in stock prices. (2018). Kruse, Robinson ; Wegener, Christoph ; Kaufmann, Hendrik. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:354-364.

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2018Does ethics improve stock market resilience in times of instability?. (2018). Erragragui, Elias ; Faisal, Abu Nahian ; Peillex, Jonathan ; Hassan, Kabir M. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:3:p:450-469.

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2018Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards. (2018). Djeundje, Viani Biatat ; Crook, Jonathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:697-709.

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2018Dynamics of the Turkish paintings market: A comprehensive empirical study. (2018). Gözgör, Giray ; Demir, Ender ; Sari, Emre. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:180-194.

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2018The re-pricing of sovereign risks following the Global Financial Crisis. (2018). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:39-56.

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2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Wanas, Idries Mohammad. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

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2019Are cash-flow betas really bad? Evidence from the Greater Chinese stock markets. (2019). Ohk, Ki Yool ; Wu, Ming ; Ko, Kwangsoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:58-68.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Political systems and the financial soundness of Islamic banks. (2017). Bitar, Mohammad ; Walker, Thomas ; Hassan, Kabir M. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:18-44.

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2017Hidden cointegration reveals hidden values in Islamic investments. (2017). Pappas, Vasileios ; Alexakis, Christos ; Tsikouras, Alexandros . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:70-83.

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2017Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31.

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2017Social norms and market outcomes: The effects of religious beliefs on stock markets. (2017). Al-Awadhi, Abdullah M ; Dempsey, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:119-134.

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2017Do Islamic banks fail more than conventional banks?. (2017). Samargandi, Nahla ; Kutan, Ali ; Alandejani, Maha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:135-155.

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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2018Nonfinancial traits and financial smartness: International evidence from Shariah-compliant and Socially responsible funds. (2018). Shah, Mohamed ; Mohamad, Shamsher ; Azmi, Wajahat . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:201-217.

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2019My kingdom for a horse (or a classic car). (2019). Renneboog, Luc ; Laurs, Dries. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:184-207.

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2017Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:230-248.

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2018Corporate governance and financial performance: The role of ownership and board structure. (2018). Paniagua, Jordi ; Sapena, Juan ; Rivelles, Rafael. In: Journal of Business Research. RePEc:eee:jbrese:v:89:y:2018:i:c:p:229-234.

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2019The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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2017Asymmetric paths of public debts and of general government deficits across countries within and outside the European monetary unification and economic policy of debt dissolution. (2017). Coccia, Mario. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:15:y:2017:i:c:p:17-31.

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2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

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2018Sharia-Compliant financing for public utility infrastructure. (2018). Biancone, Paolo Pietro ; Radwan, Maha. In: Utilities Policy. RePEc:eee:juipol:v:52:y:2018:i:c:p:88-94.

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2017Islamic vs conventional equities in a strategic asset allocation framework. (2017). Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:1-10.

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2017Is there a financial news risk premium in Islamic stocks?. (2017). Narayan, Seema ; Bannigidadmath, Deepa ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:158-170.

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2017Islamic or conventional mutual funds: Who has the upper hand? Evidence from Malaysia. (2017). Boo, Yee Ling ; Rashid, Mamunur ; Li, Bob ; Ee, Mong Shan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:183-192.

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2017Momentum strategies for Islamic stocks. (2017). Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:96-112.

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2018What is the cost of faith? An empirical investigation of Islamic purification. (2018). Hutchinson, Mark C ; O'Brien, John ; Mulcahy, Mark. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:134-143.

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2018Religion based investing and illusion of Islamic Alpha and Beta. (2018). Naqvi, Bushra ; Reddy, Krishna ; Mirza, Nawazish ; Rizvi, S. K. A., . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:82-106.

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2019Diversification benefits of Shariah compliant equity ETFs in emerging markets. (2019). Andrikopoulos, Panagiotis ; Gad, Samar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:133-144.

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2019A survey of Islamic banking and finance literature: Issues, challenges and future directions. (2019). Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:484-496.

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2018Thou should not panic! Let calmness fight the Crocodile Bite. (2018). Ayub, Usman ; Ahmed, Junaid ; Shafique, Attayah ; Zakaria, Muhammad ; Qaddus, Uzma. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:302-315.

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2018Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?. (2018). Ahmad, Wasim ; Shaik, Abdul Rahman ; Rais, Shirin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:14-27.

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2017Effects of the shareholder base on firm behavior and firm value in China. (2017). Yung, Kenneth ; Jian, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:370-385.

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2017Stock liquidity and second blockholder as drivers of corporate value: Evidence from Latin America. (2017). Taborda, Rodrigo ; Pombo, Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:214-234.

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2017The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches. (2017). Wohar, Mark ; GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:283-294.

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2017Foreign bias in Australias international equity holdings. (2017). Mishra, Anil. In: Review of Financial Economics. RePEc:eee:revfin:v:33:y:2017:i:c:p:41-54.

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2017On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis. (2017). Ben Rejeb, Aymen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:794-815.

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2018Do shareholder coalitions affect agency costs? Evidence from Italian-listed companies. (2018). Cebula, Richard ; Barth, James R ; Rossi, Fabrizio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:181-200.

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2019Unfolding China’s state-owned corporate empires and mitigating agency hazards: Effects of foreign investments and innovativeness. (2019). Li, XU ; Tse, Caleb H ; Zhu, Jianjun. In: Journal of World Business. RePEc:eee:worbus:v:54:y:2019:i:3:p:191-212.

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2017The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715.

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2017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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2018Shari’ah-Compliant Finance: A Possible Novel Paradigm for Green Economy Investments in Italy. (2018). Campisi, Domenico ; Morea, Donato ; Gitto, Simone. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:3915-:d:178786.

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2018CSR and Firm Value: Evidence from China. (2018). Hu, Yuanyuan ; Gao, SU ; Shao, Yuexin ; Chen, Shouming. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4597-:d:188025.

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2018Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico. (2018). de la Torre-Torres, Oscar V ; Alvarez-Garcia, Jose ; Galeana-Figueroa, Evaristo . In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:178-:d:194176.

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2017Sovereign Credit Rating Changes and Its Impact on Financial Markets of Europe during Debt Crisis Period in Greece and Ireland. (2017). Bashir, Fahad ; Sahi, Abdullah Imran ; Masood, Omar . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:4:p:146-159.

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2018Incentive pay for non-executive directors: The direct and interaction effects on firm performance. (2018). Adithipyangkul, Pattarin ; Leung, T Y. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:35:y:2018:i:4:d:10.1007_s10490-017-9534-z.

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2017Business for Good? An Investigation into the Strategies Firms Use to Maximize the Impact of Financial Corporate Philanthropy on Employee Attitudes. (2017). Block, Emily S ; Erskine, Laura ; Mannor, Michael J ; Glavas, Ante . In: Journal of Business Ethics. RePEc:kap:jbuset:v:146:y:2017:i:1:d:10.1007_s10551-015-2930-8.

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2018Business Groups and Tax Havens. (2018). Su, Weichieh ; Tan, Danchi. In: Journal of Business Ethics. RePEc:kap:jbuset:v:153:y:2018:i:4:d:10.1007_s10551-018-3910-6.

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2019Character Cues and Contracting Costs: The Relationship Between Philanthropy and the Cost of Capital. (2019). Zolotoy, Leon ; Klein, Jill ; Osullivan, Don. In: Journal of Business Ethics. RePEc:kap:jbuset:v:154:y:2019:i:2:d:10.1007_s10551-017-3475-9.

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2019A Normative Argument for Independent Voice and Labor Unions. (2019). Dawkins, Cedric E. In: Journal of Business Ethics. RePEc:kap:jbuset:v:155:y:2019:i:4:d:10.1007_s10551-017-3539-x.

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2019Cultural and economic value: a critical review. (2019). Angelini, Francesco ; Castellani, Massimiliano. In: Journal of Cultural Economics. RePEc:kap:jculte:v:43:y:2019:i:2:d:10.1007_s10824-018-9334-4.

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2019Art and gender: market bias or selection bias?. (2019). Nozari, Milad ; Goetzmann, William N ; Cameron, Laurie. In: Journal of Cultural Economics. RePEc:kap:jculte:v:43:y:2019:i:2:d:10.1007_s10824-019-09339-2.

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2017Corporate Social Responsibility, Shariah-Compliance, and Earnings Quality. (2017). Alsaadi, Abdullah ; Jaafar, Aziz ; Ebrahim, Shahid M. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:51:y:2017:i:2:d:10.1007_s10693-016-0263-0.

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2017Is Ethical Money Sensitive to Past Returns? The Case of Portfolio Constraints and Persistence in Islamic Funds. (2017). Abdelsalam, Omneya ; Tortosa-Ausina, Emili ; Matallin-Saez, Juan Carlos ; Duygun, Meryem. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:51:y:2017:i:3:d:10.1007_s10693-015-0234-x.

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2017Impact of public seed-funding on academic spin-offs. (2017). Mueller, Bettina ; Muller, Bettina ; Gottschalk, Sandra ; Ayoub, Mark R. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:42:y:2017:i:5:d:10.1007_s10961-016-9476-5.

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2019The single supervision mechanism and contagion between bank and sovereign risk. (2019). Olmo, Begoa Torre ; Torreolmo, Begoa ; Azofra, Sergio Sanfilippo ; Sanfilippoazofra, Sergio ; Saiz, Maria Cantero. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:55:y:2019:i:1:d:10.1007_s11149-018-09373-6.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong. In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH.. (2017). Masih, Abul ; Adekunle, Salami Saheed . In: MPRA Paper. RePEc:pra:mprapa:79443.

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2018How Cash Flow News and Discount Rate News Impact the Unexpected Stock Returns of Energy Firms of Pakistan. (2018). Qayyum, Abdul ; Kausar, Rabia. In: MPRA Paper. RePEc:pra:mprapa:91165.

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2019A Comparative Performance Evaluation of Islamic and Conventional Mutual Funds in Saudi Arabia. (2019). Alsharif, Danyah ; Ahmad, Shabbir. In: MPRA Paper. RePEc:pra:mprapa:94808.

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2018Comparison of stress testing models for regulatory purposes by institutions using the IRBA method. (2018). Kova, Michal. In: Český finanční a účetní časopis. RePEc:prg:jnlcfu:v:2018:y:2018:i:3:id:516:p:41-56.

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2018Cultural and economic value: A (p)review. (2018). Angelini, Francesco ; Castellani, Massimiliano. In: Working Paper series. RePEc:rim:rimwps:17-10.

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2017The price index for the paintings of Henri Matisse: The sensitivity to the method of construction and connection with stock market and art indices. (2017). Ratnikova, Tatiana ; Petrov, Nikita. In: Applied Econometrics. RePEc:ris:apltrx:0324.

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2017Is it Costly to Introduce SRI into Islamic Portfolios?. (2017). Elias, Erragragui . In: Islamic Economic Studies. RePEc:ris:isecst:0164.

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2018The painting can be fake, but not the feeling’: an overview of the Vietnamese market through the lens of fake, forgery and copy paintings. (2018). Vuong, Thu-Trang ; Toan, Ho ; Ho, Tung ; Nguyen-To, Hong Kong. In: Working Papers CEB. RePEc:sol:wpaper:2013/271459.

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2018Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity. (2018). Abid, Ilyes ; Kaabia, Olfa ; Mkaouar, Farid. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2143-2.

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2019How does national culture affect corporate risk-taking?. (2019). Garcia-Gomez, Conrado Diego ; Farinha, Jorge Bento ; Diez-Esteban, Jose Maria. In: Eurasian Business Review. RePEc:spr:eurasi:v:9:y:2019:i:1:d:10.1007_s40821-018-0105-0.

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2018Venture capital and private equity financing: an overview of recent literature and an agenda for future research. (2018). Tykvova, Tereza. In: Journal of Business Economics. RePEc:spr:jbecon:v:88:y:2018:i:3:d:10.1007_s11573-017-0874-4.

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2017The benefits of doing good: a meta-analysis of corporate philanthropy business outcomes and its implications for management control. (2017). Plewnia, Frederik ; Guenther, Edeltraud. In: Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung. RePEc:spr:jmgtco:v:28:y:2017:i:3:d:10.1007_s00187-017-0252-y.

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2018Performance and Persistence in Performance of Actively Managed Chinese Equity Funds. (2018). Zia-Ur-Rehman Rao, ; Umar, Muhammad ; Tauni, Muhammad Zubair ; Ahsan, Tanveer. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0104-5.

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2017Corporate bankruptcy prediction: a high dimensional analysis. (2017). Jones, Stewart. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9407-1.

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2018The Pricing of Liquidity Risk in Buyout Funds – A Public Market Perspective. (2018). Huss, Matthias ; Zimmermann, Heinz. In: Schmalenbach Business Review. RePEc:spr:schmbr:v:70:y:2018:i:3:d:10.1007_s41464-018-0050-6.

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2018SMEs finance and bankruptcies: The role of credit guarantee schemes in the UK. (2018). Agnese, Paolo ; Vento, Gianfranco A ; Rizzo, Manuel . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:8:y:2018:i:3:f:8_3_1.

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2017Collateral scarcity premia in euro area repo markets. (2017). Ferrari, Massimo ; Mazzacurati, Julien ; GUAGLIANO, Claudia . In: ESRB Working Paper Series. RePEc:srk:srkwps:201755.

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2018Short-selling bans and bank stability. (2018). Simonelli, Saverio ; Pagano, Marco ; Fabbri, Daniela ; Beber, Alessandro . In: ESRB Working Paper Series. RePEc:srk:srkwps:201864.

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2017Further evidence on international Islamic and conventional portfolios diversification under regime switching. (2017). Bahloul, Slah ; Naifar, Nader ; Mroua, Mourad . In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:39:p:3959-3978.

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2018My Kingdom for a Horse (or a Classic Car). (2018). Renneboog, Luc ; Laurs, DK. In: Discussion Paper. RePEc:tiu:tiucen:8f244bbd-b78b-491b-9021-df093fb5a7e2.

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2019Essays on alternative investments. (2019). Ma, X. In: Other publications TiSEM. RePEc:tiu:tiutis:7f4d5b36-96cb-4eac-ae91-f2aad5e5a855.

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2018Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach. (2018). Rakowski, David ; Yamani, Ehab. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:03:n:s2010139218500027.

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2018The time-varying impact of systematic risk factors on corporate bond spreads. (2018). Klein, Arne C ; Pliszka, Kamil. In: Discussion Papers. RePEc:zbw:bubdps:142018.

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2018Foreign exchange derivative use and firm value: Evidence from German non-financial firms. (2018). Merkel, Matthias F. In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b3318.

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Works by Roman Kräussl:


YearTitleTypeCited
2011Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985 - 2009 In: Working papers.
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2013Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985-2009*.(2013) In: LSF Research Working Paper Series.
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2012Has Europe been catching up? An industry level analysis of venture capital success over 1985 - 2009.(2012) In: CFS Working Paper Series.
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paper
2014Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985–2009 In: European Financial Management.
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article1
2013Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle In: LSF Research Working Paper Series.
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2014Washington meets Wall Street: A closer examination of the presidential cycle puzzle.(2014) In: Journal of International Money and Finance.
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article
2010Washington meets Wall Street: A closer examination of the presidential cycle puzzle.(2010) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 4
paper
2008Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle.(2008) In: Tinbergen Institute Discussion Papers.
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paper
2013The Effect of Anticipated and Experienced Regret and Pride on Investors Future Selling Decisions* In: LSF Research Working Paper Series.
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2012The effect of anticipated and experienced regret and pride on investors future selling decisions.(2012) In: CFS Working Paper Series.
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paper
2009The effect of anticipated and experienced regret and pride on investors future selling decisions.(2009) In: Serie Research Memoranda.
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paper
2013Does it Pay to Invest in Art? A Selection-corrected Returns Perspective In: LSF Research Working Paper Series.
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paper8
2013Does it pay to invest in art? A selection-corrected returns perspective.(2013) In: CFS Working Paper Series.
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paper
2013Does it pay to invest in Art? A Selection-corrected Returns Perspective.(2013) In: Tinbergen Institute Discussion Papers.
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paper
2016Does it Pay to Invest in Art? A Selection-Corrected Returns Perspective.(2016) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 8
article
2014The 2011 European Short Sale Ban: An Option Market Perspective In: LSF Research Working Paper Series.
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paper1
2014News Media Sentiment and Investor Behavior In: LSF Research Working Paper Series.
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paper1
2014News media sentiment and investor behavior.(2014) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2014Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices In: LSF Research Working Paper Series.
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paper9
2015Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices.(2015) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 9
article
2010Risk and expected returns of private equity investments: Evidence based on market prices.(2010) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 9
paper
2009Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9
paper
2014Is there a Bubble in the Art Market? In: LSF Research Working Paper Series.
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paper11
2016Is there a bubble in the art market?.(2016) In: Journal of Empirical Finance.
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article
2014Is there a bubble in the art market?.(2014) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 11
paper
2014Art as an Aternative Asset Class: Risk and Return Characteristics of the Middle Eastern & Northern African Art Markets In: LSF Research Working Paper Series.
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2014Art as an alternative asset class: Risk and return characteristics of the Middle Eastern & Northern African art markets.(2014) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2014Emotions-at-Risk: An Experimental Investigation into Emotions, Option Prices and Risk Perception In: LSF Research Working Paper Series.
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paper1
2014Emotions-at-risk: An experimental investigation into emotions, option prices and risk perception.(2014) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2007An Analysis of the Effects of the Severance Pay Reform on Credit to Italian SMEs In: CeRP Working Papers.
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paper1
2000Sovereign Ratings and Their Impact on Recent Financial Crises In: Working Papers.
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paper3
2001Sovereign ratings and their impact on recent financial crises.(2001) In: International Advances in Economic Research.
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This paper has another version. Agregated cites: 3
article
2003Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises In: Working Papers.
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paper14
2005Do credit rating agencies add to the dynamics of emerging market crises?.(2005) In: Journal of Financial Stability.
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article
2003Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?.(2003) In: CFS Working Paper Series.
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paper
2003Sovereign Credit Ratings and Their Impact on Recent Financial Crises In: Working Papers.
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paper3
2003Sovereign Credit Ratings and Their Impact on Recent Financial Crises.(2003) In: International Finance.
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paper
2000Sovereign credit ratings and their impact on recent financial crises.(2000) In: CFS Working Paper Series.
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paper
2003Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises? In: Working Papers.
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paper2
2003Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?.(2003) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 2
paper
2003A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II In: Working Papers.
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paper1
2003A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II.(2003) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2012Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced? In: Journal of Financial and Quantitative Analysis.
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article11
2010Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?.(2010) In: Tinbergen Institute Discussion Papers.
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paper
2010Cash flow and discount rate risk in up and down markets: What is actually priced?.(2010) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 11
paper
2018The Subsidy to Infrastructure as an Asset Class In: Research Papers.
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2018The Subsidy to Infrastructure as an Asset Class.(2018) In: NBER Working Papers.
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paper
2018The subsidy to infrastructure as an asset class.(2018) In: CFS Working Paper Series.
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paper
2011Blockholder dispersion and firm value In: Journal of Corporate Finance.
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article26
2011Blockholder Dispersion and Firm Value.(2011) In: Tinbergen Institute Discussion Papers.
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paper
2010Blockholder dispersion and firm value.(2010) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 26
paper
2010Emerging art markets In: Emerging Markets Review.
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article13
2011Risk and return characteristics of Islamic equity funds In: Emerging Markets Review.
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article81
2009Credit cycles and macro fundamentals In: Journal of Empirical Finance.
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article47
2006Credit Cycles and Macro Fundamentals.(2006) In: Tinbergen Institute Discussion Papers.
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paper
2006Credit cycles and macro fundamentals.(2006) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 47
paper
2016The European sovereign debt crisis: What have we learned? In: Journal of Empirical Finance.
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article7
2017The European sovereign debt crisis: What have we learned?.(2017) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2016Euro crash risk In: Journal of Empirical Finance.
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article0
2015Euro crash risk.(2015) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2012Risk aversion under preference uncertainty In: Finance Research Letters.
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article0
2010Risk Aversion under Preference Uncertainty.(2010) In: Tinbergen Institute Discussion Papers.
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paper
2010Risk aversion under preference uncertainty.(2010) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2016The 2011 European short sale ban: A cure or a curse? In: Journal of Financial Stability.
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article2
2017Modifier words in the financial press and investor expectations In: Journal of Economic Behavior & Organization.
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article0
2007Revisiting the home bias puzzle: Downside equity risk In: Journal of International Money and Finance.
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article19
2006Revisiting the home bias puzzle: Downside equity risk.(2006) In: CFS Working Paper Series.
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paper
2006Venture Capital in Europe In: Elsevier Monographs.
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book12
2011An analysis of the effects of the severance payment reform on credit to Italian SMEs In: Journal of Financial Economic Policy.
[Full Text][Citation analysis]
article1
2008An Analysis of the Effects of the Severance Payment Reform on Credit to Italian SMEs.(2008) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2011The Value of Corporate Philanthropy During Times of Crisis: The Sensegiving Effect of Employee Involvement In: Journal of Business Ethics.
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article9
2012A call on art investments In: Review of Derivatives Research.
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article4
2010A call on Art investments.(2010) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 4
paper
2017Media, sentiment and market performance in the long run In: The European Journal of Finance.
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article1
2013A Dynamic Model of Investor Decision-Making: How Adaptation to Losses affects Future Selling Decisions In: Tinbergen Institute Discussion Papers.
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paper2
2018Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment In: Tinbergen Institute Discussion Papers.
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paper0
2018Implied Volatility Sentiment: A Tale of Two Tails In: Tinbergen Institute Discussion Papers.
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2017Implied volatility sentiment: A tale of two tails.(2017) In: CFS Working Paper Series.
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paper
2010Personality and investment: Personality differences affect investors adaptation to losses In: Serie Research Memoranda.
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paper0
2006Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets In: CFS Working Paper Series.
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paper1
2006Does patience pay? Empirical testing of the option to delay accepting a tender offer in the US banking sector In: CFS Working Paper Series.
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paper0
2007Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns In: CFS Working Paper Series.
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paper0
2007Do markets love misery? Stock prices and corporate philanthropic disaster response In: CFS Working Paper Series.
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paper0
2008Constructing the true art market index: A novel 2-step hedonic approach and its application to the German art market In: CFS Working Paper Series.
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paper5
2010Are particular industries more likely to succeed? A comparative analysis of VC investment in the US and Europe In: CFS Working Paper Series.
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2010Why do investors sell losers? How adaptation to losses affects future capitulation decisions In: CFS Working Paper Series.
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2012Is venture capital a local business? A test of the proximity and local network hypotheses In: CFS Working Paper Series.
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paper0
2013The 2011 European short sale ban on financial stocks: A cure or a curse? In: CFS Working Paper Series.
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paper0
2015The tone effect of news on investor beliefs: An experimental approach In: CFS Working Paper Series.
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paper0
2015Toward a pecking order theory of strategic resource deployment In: CFS Working Paper Series.
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2016The winners curse on art markets In: CFS Working Paper Series.
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2017Single stock call options as lottery tickets In: CFS Working Paper Series.
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2018Reliability and relevance of fair values: Private equity investments and investee fundamentals In: CFS Working Paper Series.
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2018Blockchain, fractional ownership, and the future of creative work In: CFS Working Paper Series.
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2018Is gender in the eye of the beholder? Identifying cultural attitudes with art auction prices In: CFS Working Paper Series.
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2018Predictable biases in macroeconomic forecasts and their impact across asset classes In: CFS Working Paper Series.
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2018Signaling or marketing? The role of discount control mechanisms in closed-end funds In: CFS Working Paper Series.
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2018The performance of marketplace lenders: Evidence from lending club payment data In: CFS Working Paper Series.
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