Roman Kräussl : Citation Profile

Are you Roman Kräussl?

City University

14

H index

16

i10 index

652

Citations

RESEARCH PRODUCTION:

31

Articles

90

Papers

1

Books

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 28
   Journals where Roman Kräussl has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 30 (4.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr39
   Updated: 2023-11-04    RAS profile: 2023-10-09    
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Relations with other researchers

Works with:

Stork, Philip (6)

Spaenjers, Christophe (4)

Rinne, Kalle (3)

Adams, Renee (3)

Stefanova, Denitsa (3)

Navone, Marco (3)

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

Is cited by:

Renneboog, Luc (24)

Penasse, Julien (13)

Lucas, Andre (10)

Kim, Suk-Joong (9)

Wu, Eliza (9)

Spaenjers, Christophe (8)

HASAN, IFTEKHAR (8)

Hassan, M. Kabir (7)

Mishra, Anil (7)

Goetzmann, William (6)

GUPTA, RANGAN (6)

Cites to:

Spaenjers, Christophe (31)

Shleifer, Andrei (23)

Lerner, Josh (23)

Gompers, Paul (20)

Ginsburgh, Victor (20)

Renneboog, Luc (19)

Goetzmann, William (18)

Thaler, Richard (17)

Kaplan, Steven (16)

Graddy, Kathryn (16)

Mei, Jianping (15)

Main data

Where Roman Kräussl has published?

Journals with more than one article published# docs
Review of Financial Studies4
Journal of Empirical Finance4
Journal of International Money and Finance2
Emerging Markets Review2
Journal of Financial Economic Policy2
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
CFS Working Paper Series / Center for Financial Studies (CFS)53
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
NBER Working Papers / National Bureau of Economic Research, Inc2
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics2

Recent works citing Roman Kräussl (2023 and 2022)

YearTitle of citing document
2022DAI Digital Art Index : a robust price index for heterogeneous digital assets. (2022). Härdle, Wolfgang ; Hardle, Wolfgang K ; Hafner, Christian M ; Wang, Bingling ; Lin, Min-Bin. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022036.

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2022Constructing a NFT Price Index and Applications. (2022). Schnoering, Hugo ; Inzirillo, Hugo. In: Papers. RePEc:arx:papers:2202.08966.

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2022Seller-buyer networks in NFT art are driven by preferential ties. (2022). Colavizza, Giovanni. In: Papers. RePEc:arx:papers:2210.04339.

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2023Small Business Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market. (2023). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:389-425.

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2022Investment horizon for private?value assets: Evidence from the art market. (2022). Nozari, Milad. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:229-246.

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2022Permanent private equity: Market performance and transactions. (2022). McCourt, Maurice. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:339-383.

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2022Artists labour market and gender: Evidence from German visual artists. (2022). Marchenko, Maria ; Sonnabend, Hendrik. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:3:p:456-471.

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2023Equilibrium investment with random risk aversion. (2023). Steffensen, Mogens ; Desmettre, Sascha. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:946-975.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2022Combating Copycats in the Supply Chain with Permissioned Blockchain Technology. (2022). Minner, Stefan ; Dong, Ciwei ; Shen, Bin. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:1:p:138-154.

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2023Testing machine learning systems in real estate. (2023). Lindenthal, Thies ; Wan, Wayne Xinwei. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:3:p:754-778.

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2022Multiple large shareholder coalitions, institutional ownership and investment decisions: Evidence from cross-border deals in Latin America. (2022). Pombo, Carlos ; Jara-Betin, Mauricio ; Pinto-Gutierrez, Cristian. In: Documentos CEDE. RePEc:col:000089:020333.

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2023Macroeconomic conditions, corporate default, and default clustering. (2023). Liu, Lanlan ; Luo, Dan ; Xing, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003169.

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2022Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns. (2022). Boovi, Milo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001231.

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2023A study on equity home bias using vine copula approach. (2023). Paul, Samit ; Karmakar, Madhusudan ; Garg, Jyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001954.

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2023Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

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2022Colors, Emotions, and the Auction Value of Paintings. (2022). Noussair, Charles ; Renneboog, Luc ; Ma, Marshall Xiaoyin. In: European Economic Review. RePEc:eee:eecrev:v:142:y:2022:i:c:s0014292121002774.

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2022Blockchain competition: The tradeoff between platform stability and efficiency. (2022). Zhao, Lin ; Wang, Shouyang ; Li, Yuze ; Jiang, Shangrong. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:1084-1097.

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2023An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models. (2023). Nguyen, HA. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:103-121.

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2022Exploding DUCs? Identifying periods of mild explosivity in the time series behavior of drilled but uncompleted wells. (2022). Ewing, Bradley ; Pastor, Daniel J. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pb:s0360544222012014.

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2022Trading restriction and the choice for derivatives. (2022). Liu, Xiaoquan ; Shi, Yining ; Ye, Wuyi ; Chen, Pengzhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000862.

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2022Beyond the blockchain announcement: Signaling credibility and market reaction. (2022). Chen, Ka-Hin ; Lai, Tze Leung ; Liu, Qingfu ; Wang, Chuanjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001703.

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2022Mutual supervision or conspiracy? The incentive effect of multiple large shareholders on audit quality requirements. (2022). Li, Biao ; Zhang, Lipai. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002319.

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2023Financial institutional blockholders and earnings quality: Do blockholders contestability and countries institutions matter?. (2023). Salameh, Elie ; Haddad, Christian ; Trinh, Quoc Dat. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300128x.

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2022Predicting credit rating changes conditional on economic strength. (2022). Zhou, Jun ; Zhao, Yonggan ; Sawicki, Julia ; Edirisinghe, Chanaka. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000794.

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2023Non-fungible token artworks: More crypto than art?. (2023). Petrella, Giovanni ; Anselmi, Giulio. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006493.

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2023Can art hedge against economic policy uncertainty?: New insights through the NARDL model. (2023). Zhang, Zhiyuan ; Sun, Qinglin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000806.

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2022Sidedness in the interbank market. (2022). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000446.

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2022Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907.

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2022Blockholder board representation and debt contracting. (2022). Sanchez, Juan Manuel ; Marquardt, Blair B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001406.

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2023Covid-19, credit risk management modeling, and government support. (2023). Telg, Sean ; Lucas, Andre ; Dubinova, Anna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002187.

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2022Color intensity variations and art prices: An examination of Latin American art. (2022). Pulga, Fredy ; Perez, Eduardo ; Garay, Urbi. In: Journal of Business Research. RePEc:eee:jbrese:v:147:y:2022:i:c:p:158-176.

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2022A Bayesian dynamic hedonic regression model for art prices. (2022). Horst, Enrique Ter ; Molina, German ; Puggioni, Gavino ; Garay, Urbi. In: Journal of Business Research. RePEc:eee:jbrese:v:151:y:2022:i:c:p:310-323.

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2023Why airdrop cryptocurrency tokens?. (2023). Lane, Aaron M ; Berg, Chris. In: Journal of Business Research. RePEc:eee:jbrese:v:163:y:2023:i:c:s014829632300303x.

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2022U.S. banks’ lending, financial stability, and text-based sentiment analysis. (2022). Kouretas, Georgios P ; Aslanidis, Nektarios ; Agoraki, Maria-Eleni K. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:73-90.

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2022Commodity markets intervention: Consequences of speculation, and informed trading. (2022). Sopranzetti, Ben ; Luong, Phat V. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s240585132100026x.

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2022Do multiple large shareholders matter in financial firms? Evidence from China. (2022). Zhang, Hao ; Ren, Yan ; Bian, Wenlong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001007.

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2022The more you know, the better: A Heckman repeat-sales price index. (2022). Zanola, Roberto ; Chang, Simeng ; Vecco, Marilena. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:194-199.

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2022The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing. (2022). Yarovaya, Larisa ; Naqvi, Bushra ; Saba, Irum ; Abbas, Syed Kumail ; Mirza, Nawazish. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:276-295.

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2023Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China. (2023). Zhao, Sheng ; Moreira, Fernando ; Lan, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:841-859.

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2023Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market. (2023). Wang, Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:318-331.

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2022Artificial intelligence and machine learning in finance: A bibliometric review. (2022). Hammami, Helmi ; el Ammari, Anis ; Alshater, Muneer M ; Ahmed, Shamima. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000344.

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2022Econometrics of sentiments- sentometrics and machine learning: The improvement of inflation predictions in Romania using sentiment analysis. (2022). Simionescu, Mihaela. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003912.

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2023Technology-enabled financing of sustainable infrastructure: A case for blockchains and decentralized oracle networks. (2023). Adriaens, Peter ; Li, Dan ; Yung, Kenneth Hsien. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s004016252200779x.

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2022Can Groups Improve Expert Economic and Financial Forecasts?. (2022). Burgman, Mark A ; Hanea, Anca M ; Smith, Warwick. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:3:p:38-716:d:878584.

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2022The Size Anomaly in Islamic Stock Indices: A Stochastic Dominance Approach. (2022). AlKhazali, Osamah ; Lean, Hooi Hooi ; Zoubi, Taisier. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:4:p:102-:d:960531.

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2023Multiple Blockholders and Firm Value: A Simulation Analysis. (2023). Russino, Annalisa. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:2:p:56-:d:1108841.

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2023.

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2022Sovereign Credit Ratings Analysis Using the Logistic Regression Model. (2022). Muteba Mwamba, John Weirstrass ; Takawira, Oliver. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:70-:d:778137.

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2023Co-Movement and Performance Comparison of Conventional and Islamic Stock Indices during the Pre- and Post-COVID-19 Pandemic Era. (2023). Cheng, Ming-Chang ; Alamgir, Muhammad. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:8:p:146-:d:1213441.

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2022Environmental, Social, Governance & Financial Performance Disclosure for Large Firms: Is This Different for SME Firms?. (2022). Sands, John ; Murray, Peter A ; Gholami, Amir. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:6019-:d:816397.

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2022Environmental, Social and Governance Disclosure and Value Generation: Is the Financial Industry Different?. (2022). Ur, Habib ; Sands, John ; Gholami, Amir. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:5:p:2647-:d:758117.

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2023Predicting Efficiency of Innovative Disaster Response Practices: Case Study of China’s Corporate Philanthropy. (2023). Manzoor, Wajiha ; Safdar, Nabeel ; Ur, Ateeq. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2031-:d:1042924.

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2022Ownership concentration and firm risk: the moderating role of mid-sized blockholders. (2022). Stagliano, Raffaele ; Selmane, Nassima ; Rossetto, Silvia. In: Post-Print. RePEc:hal:journl:hal-04067634.

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2022Speculative Trading and Bubbles: Evidence from the Art Market. (2022). Renneboog, Luc ; Penasse, Julien. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:7:p:4939-4963.

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2022Examining the Performance of Islamic and Conventional Stock Indices: A Comparative Analysis. (2022). Avdukic, Alija ; Wang, Yumeng ; Asutay, Mehmet. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09351-7.

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2022Is too much as bad as too little? The S-curve relationship between corporate philanthropy and employee performance. (2022). Yu, Mingchuan ; Zheng, Xiaotao ; Lin, Han ; Wang, Greg G ; Liu, Yuan. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:39:y:2022:i:4:d:10.1007_s10490-021-09775-9.

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2022Competing Logics in the Islamic Funds Industry: A Market Logic Versus a Religious Logic. (2022). Tantisantiwong, Nongnuch ; Helliar, Christine ; Alotaibi, Khaled O. In: Journal of Business Ethics. RePEc:kap:jbuset:v:175:y:2022:i:1:d:10.1007_s10551-020-04653-8.

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2022Adversity Tries Friends: A Multilevel Analysis of Corporate Philanthropic Response to the Local Spread of COVID-19 in China. (2022). Yang, Daoguang ; Liu, Xin ; Chen, Hanwen. In: Journal of Business Ethics. RePEc:kap:jbuset:v:177:y:2022:i:3:d:10.1007_s10551-021-04745-z.

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2022From the Artist’s Contract to the blockchain ledger: new forms of artists’ funding using equity and resale royalties. (2022). Whitaker, Amy ; Haaften-Schick, Lauren. In: Journal of Cultural Economics. RePEc:kap:jculte:v:46:y:2022:i:2:d:10.1007_s10824-022-09445-8.

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2022Women artists: gender, ethnicity, origin and contemporary prices. (2022). Sheppard, Stephen ; Leblanc, Abigail. In: Journal of Cultural Economics. RePEc:kap:jculte:v:46:y:2022:i:3:d:10.1007_s10824-021-09431-6.

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2023Mapping the venture capital and private equity research: a bibliometric review and future research agenda. (2023). Pandey, Nitesh ; Lim, Weng Marc ; Kumar, Satish ; Cumming, Douglas. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:1:d:10.1007_s11187-022-00684-9.

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2022Evolution of infrastructure as an asset class: a systematic literature review and thematic analysis. (2022). Sharma, Anil Kumar ; Gupta, Surbhi. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:3:d:10.1057_s41260-022-00255-3.

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2023The informational content of sovereign credit rating: another look. (2023). Chebbi, Tarek ; Nakai, Fathi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00311-6.

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2023Pension fund investments in infrastructure. (2023). Wijnands, Ruud ; Kok, Nils ; Eichholtz, Piet ; Carlo, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00315-2.

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2023The times are they a-changin’? Tracking sovereign wealth funds’ sustainable investing. (2023). Zwieten, Robert W ; Loss, Giacomo ; Bortolotti, Bernardo. In: Journal of International Business Policy. RePEc:pal:joibpo:v:6:y:2023:i:3:d:10.1057_s42214-023-00161-4.

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2022Race- and gender-based under-representation of creative contributors: art, fashion, film, and music. (2022). Young, Eric ; Mendiratta, Shivani ; Kerkhoff, Harper ; Siau, Ethan ; Epps-Darling, Avriel ; Higdon, Jude ; Topaz, Chad M. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01239-9.

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2022Estimating illiquid asset class alpha and beta using secondary transaction prices. (2022). Godwin, Alexander. In: MPRA Paper. RePEc:pra:mprapa:112510.

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2023Speculative urbanism and the urban-financial conjuncture: Interrogating the afterlives of the financial crisis. (2023). Goldman, Michael. In: Environment and Planning A. RePEc:sae:envira:v:55:y:2023:i:2:p:367-387.

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2022Impact of Sovereign Credit Rating Disclosure on Chinese Financial Market. (2022). Olh, Judit ; Khan, Muhammad Atif ; Pervaiz, Khansa ; Li, Chunling. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440221079906.

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2022?The transparency challenge of blockchain in organizations. (2022). Urbach, Nils ; Fridgen, Gilbert ; Lautenschlager, Jonathan ; Sedlmeir, Johannes. In: Electronic Markets. RePEc:spr:elmark:v:32:y:2022:i:3:d:10.1007_s12525-022-00536-0.

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2023Value creation and capture in decentralized finance markets: Non-fungible tokens as a class of digital assets. (2023). Beck, Roman ; Jensen, Jonas Kasper ; Pedersen, Asger Balle ; Schwiderowski, Jan. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00658-z.

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2022Overconfidence in the art market: a bargaining pricing model with asymmetric disinformation. (2022). Angelini, Francesco ; Zirulia, Lorenzo ; Castellani, Massimiliano. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:39:y:2022:i:3:d:10.1007_s40888-022-00273-9.

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2023Cost stickiness and firm value. (2023). Habib, Ahsan ; Costa, Mabel D. In: Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung. RePEc:spr:jmgtco:v:34:y:2023:i:2:d:10.1007_s00187-023-00356-z.

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2023Presale Estimates and Auction Prices in Indian Art Market: Accuracy, Determinants and Motivations. (2023). Ananthakumar, Usha ; Gurjar, Shailendra. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00357-8.

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2022The concentration of power in the market for contemporary art: an empirical analysis of ArtReview’s “Power 100”. (2022). Prinz, Aloys Leo. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:1:d:10.1007_s43546-021-00182-2.

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2023Initial coin offerings for business: a systematic literature review and bibliometric analysis. (2023). Phuensane, Pongsutti ; Almustafa, Hamza ; Kijkasiwat, Ploypailin. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00386-0.

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2022Colors, emotions, and the auction value of paintings. (2022). Noussair, Charles ; Renneboog, Luc ; Ma, X. In: Other publications TiSEM. RePEc:tiu:tiutis:6e02bd92-e90d-4b93-a066-44d14168aa4f.

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2022Ownership concentration and firm risk: The moderating role of mid-sized blockholders. (2022). Selmane, Nassima ; Rossetto, Silvia ; Stagliano, Raffaele. In: TSE Working Papers. RePEc:tse:wpaper:127065.

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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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2022What makes Punks worthy? Valuation of Non-Fungible Tokens based on the CryptoPunks collection using the hedonic pricing method.. (2022). Wojcik, Piotr ; Plachimowicz, Ewelina. In: Working Papers. RePEc:war:wpaper:2022-27.

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2022Why do sukuks (Islamic bonds) need a different pricing model?. (2022). Liu, Jia ; Hossain, Mohammed S ; Hassan, Mohammad Kabir ; Kabir, Sarkar H ; Uddin, Md Hamid. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2210-2234.

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2023Emerging market debt and the COVID?19 pandemic: A time–frequency analysis of spreads and total returns dynamics. (2023). Umar, Zaghum ; Gubareva, Mariya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:112-126.

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2023Corruption, business environment, and firm growth in Vietnam. (2023). Frommel, Michael ; Vu, Phuoc. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2512-2529.

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2022Multiperiod default probability forecasting. (2022). Blumke, Oliver. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:4:p:677-696.

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2023The effect of environment on housing prices: Evidence from the Google Street View. (2023). Wang, Guanyuan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:288-311.

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2022One session options: Playing the announcement lottery?. (2022). Robertson, Cameron D ; Liu, Zhangxin ; Smales, Lee A. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:2:p:192-211.

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2023Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548.

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2023Do investors overvalue startups? Evidence from the junior stakes of mutual funds. (2023). Yasuda, Ayako ; Shanker, Harshini ; Hameed, Allaudeen ; Cheng, SI ; Barber, Brad M ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2304.

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2022Towards accountability in machine learning applications: A system-testing approach. (2022). Lindenthal, Thies ; Wan, Wayne Xinwei. In: ZEW Discussion Papers. RePEc:zbw:zewdip:22001.

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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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This paper has another version. Agregated cites: 2		paper
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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This paper has another version. Agregated cites: 2		paper
2014Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985–2009 In: European Financial Management.
[Full Text][Citation analysis]		article1
2023Biased Auctioneers In: Journal of Finance.
[Full Text][Citation analysis]		article0
2023Biased auctioneers.(2023) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 0		paper
2021Institutional Investors and Infrastructure Investing In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2021Institutional Investors and Infrastructure Investing.(2021) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 5		article
2013Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper9
2014Washington meets Wall Street: A closer examination of the presidential cycle puzzle.(2014) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2008Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle.(2008) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2010Washington meets Wall Street: A closer examination of the presidential cycle puzzle.(2010) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2013The Effect of Anticipated and Experienced Regret and Pride on Investors Future Selling Decisions* In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2009The effect of anticipated and experienced regret and pride on investors future selling decisions.(2009) In: Serie Research Memoranda.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2012The effect of anticipated and experienced regret and pride on investors future selling decisions.(2012) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2013Does it Pay to Invest in Art? A Selection-corrected Returns Perspective In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper34
2016Does it Pay to Invest in Art? A Selection-Corrected Returns Perspective.(2016) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		article
2013Does it pay to invest in Art? A Selection-corrected Returns Perspective.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2013Does it pay to invest in art? A selection-corrected returns perspective.(2013) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2014The 2011 European Short Sale Ban: An Option Market Perspective In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper3
2014News Media Sentiment and Investor Behavior In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper1
2014News media sentiment and investor behavior.(2014) In: CFS Working Paper Series.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper19
2009Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2015Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices.(2015) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2010Risk and expected returns of private equity investments: Evidence based on market prices.(2010) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2014Is there a Bubble in the Art Market? In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper34
2016Is there a bubble in the art market?.(2016) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		article
2014Is there a bubble in the art market?.(2014) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		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.
[Full Text][Citation analysis]		paper1
2014Art as an alternative asset class: Risk and return characteristics of the Middle Eastern & Northern African art markets.(2014) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2014Emotions-at-Risk: An Experimental Investigation into Emotions, Option Prices and Risk Perception In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper1
2014Emotions-at-risk: An experimental investigation into emotions, option prices and risk perception.(2014) In: CFS Working Paper Series.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper2
2000Sovereign Ratings and Their Impact on Recent Financial Crises In: Working Papers.
[Full Text][Citation analysis]		paper4
2001Sovereign ratings and their impact on recent financial crises.(2001) In: International Advances in Economic Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2003Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises In: Working Papers.
[Full Text][Citation analysis]		paper56
2005Do credit rating agencies add to the dynamics of emerging market crises?.(2005) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56		article
2003Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?.(2003) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56		paper
2003Sovereign Credit Ratings and Their Impact on Recent Financial Crises In: Working Papers.
[Full Text][Citation analysis]		paper7
2003Sovereign Credit Ratings and Their Impact on Recent Financial Crises.(2003) In: International Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2000Sovereign credit ratings and their impact on recent financial crises.(2000) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2003Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises? In: Working Papers.
[Full Text][Citation analysis]		paper7
2003Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?.(2003) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2003A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II In: Working Papers.
[Full Text][Citation analysis]		paper2
2003A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II.(2003) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2012Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article14
2010Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?.(2010) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2010Cash flow and discount rate risk in up and down markets: What is actually priced?.(2010) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2018The Subsidy to Infrastructure as an Asset Class In: Research Papers.
[Full Text][Citation analysis]		paper4
2018The Subsidy to Infrastructure as an Asset Class.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2018The subsidy to infrastructure as an asset class.(2018) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2011Blockholder dispersion and firm value In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article65
2011Blockholder Dispersion and Firm Value.(2011) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		paper
2010Blockholder dispersion and firm value.(2010) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		paper
2010Emerging art markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article27
2011Risk and return characteristics of Islamic equity funds In: Emerging Markets Review.
[Full Text][Citation analysis]		article122
2009Credit cycles and macro fundamentals In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article69
2006Credit Cycles and Macro Fundamentals.(2006) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		paper
2006Credit cycles and macro fundamentals.(2006) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		paper
2016The European sovereign debt crisis: What have we learned? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article14
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: 14		paper
2016Euro crash risk In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article6
2015Euro crash risk.(2015) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2012Risk aversion under preference uncertainty In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2010Risk Aversion under Preference Uncertainty.(2010) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2010Risk aversion under preference uncertainty.(2010) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2016The 2011 European short sale ban: A cure or a curse? In: Journal of Financial Stability.
[Full Text][Citation analysis]		article5
2017Modifier words in the financial press and investor expectations In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article5
2007Revisiting the home bias puzzle: Downside equity risk In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article21
2006Revisiting the home bias puzzle: Downside equity risk.(2006) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2006Venture Capital in Europe In: Elsevier Monographs.
[Full Text][Citation analysis]		book22
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]		article0
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
2011An analysis of the effects of the severance payment reform on credit to Italian SMEs.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
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
2020Machines and Masterpieces: Predicting Prices in the Art Auction Market In: Working Papers.
[Citation analysis]		paper1
2020Fractional Equity, Blockchain, and the Future of Creative Work In: Management Science.
[Full Text][Citation analysis]		article11
2011The Value of Corporate Philanthropy During Times of Crisis: The Sensegiving Effect of Employee Involvement In: Journal of Business Ethics.
[Full Text][Citation analysis]		article15
2012A call on art investments In: Review of Derivatives Research.
[Full Text][Citation analysis]		article3
2010A call on Art investments.(2010) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2021Gendered Prices In: Review of Financial Studies.
[Full Text][Citation analysis]		article2
2021Gendered Prices.(2021) In: Published Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2019Reliability and relevance of fair values: private equity investments and investee fundamentals In: Review of Accounting Studies.
[Full Text][Citation analysis]		article0
2018Reliability and relevance of fair values: Private equity investments and investee fundamentals.(2018) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2017Media, sentiment and market performance in the long run In: The European Journal of Finance.
[Full Text][Citation analysis]		article16
2019Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment In: Journal of Behavioral Finance.
[Full Text][Citation analysis]		article3
2018Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment.(2018) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2020Implied volatility sentiment: a tale of two tails In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2018Implied Volatility Sentiment: A Tale of Two Tails.(2018) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017Implied volatility sentiment: A tale of two tails.(2017) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2013A Dynamic Model of Investor Decision-Making: How Adaptation to Losses affects Future Selling Decisions In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper2
2010Personality and investment: Personality differences affect investors adaptation to losses In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
2021Strategic bias and popularity effect in the prediction of economic surprises In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2006Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets In: CFS Working Paper Series.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper0
2007Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper1
2007Do markets love misery? Stock prices and corporate philanthropic disaster response In: CFS Working Paper Series.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper8
2010Are particular industries more likely to succeed? A comparative analysis of VC investment in the US and Europe In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2010Why do investors sell losers? How adaptation to losses affects future capitulation decisions In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2012Is venture capital a local business? A test of the proximity and local network hypotheses In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2013The 2011 European short sale ban on financial stocks: A cure or a curse? In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2015The tone effect of news on investor beliefs: An experimental approach In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2015Toward a pecking order theory of strategic resource deployment In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2016The winners curse on art markets In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2017Single stock call options as lottery tickets In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2018Blockchain, fractional ownership, and the future of creative work In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2018Is gender in the eye of the beholder? Identifying cultural attitudes with art auction prices In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper12
2018Predictable biases in macroeconomic forecasts and their impact across asset classes In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper1
2018Signaling or marketing? The role of discount control mechanisms in closed-end funds In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2018The performance of marketplace lenders: Evidence from lending club payment data In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper2
2019Machine learning, human experts, and the valuation of real assets In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper9
2019Do speed bumps prevent accidents in financial markets? In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Dark trading and financial markets stability In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Non-fungible tokens (NFTs): A review of pricing determinants, applications and opportunities In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2023A review on ESG investing: Investors expectations, beliefs and perceptions In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Does family matter? Venture capital cross-fund cash flows In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Art collectors as venture capitalists In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2023The performance of marketplace lenders In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Closed-end funds and discount control mechanisms In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0
2023The fundamental value of art NFTs In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team