Current Working Papers
Prof. Dr. Olaf Korn
- How Should the Long-term Investor Harvest Variance Risk Premiums?
Working Paper, Göttingen 2021 (with J. Dörries und G. Power)
Download - Quantile Risk Premiums
Working Paper, Göttingen 2021 (with F. Brinkmann und J. Dörries)
Download - Stock Illiquidity and Option Returns
Working Paper, Göttingen, Karlsruhe, 2020 (with S. Kanne und M. Uhrig-Homburg)
Download - A New Look at the Low-Volatility Effect in Stock Options
Working Paper, Göttingen, 2019 (with N. Trappe und D. Volkmann)
Download - Low-Beta Strategies
Working Paper, Göttingen, 2018 (with L.-C. Kuntz)
Download
Dr. Alexander Merz
- Board Structure and Ambiguity
Working Paper, Göttingen 2020 (with S. Trabert)
Download - Board Size, Firm Type, and Stock Return Volatility
Working Paper, Göttingen 2020 (with S. Trabert)
Download - What really matters in CEO succession? Evidence from sudden CEO deaths
Working Paper, Göttingen 2019 (with J-F. Weidemann)
Dr. Sebastian Trabert
- Do Younger CEOs Really Increase Firm Risk? Evidence from Sudden CEO Deaths
Working Paper, Göttingen 2021 - Board Structure and Ambiguity
Working Paper, Göttingen 2020 (with A. Merz)
Download - Board Size, Firm Type, and Stock Return Volatility
Working Paper, Göttingen 2020 (with A. Merz)
Download - Quantile Risk Premiums
Working Paper, Göttingen 2021 (mit F. Brinkmann und O. Korn)
Download - Decomposed Higher-Moment Risk Premiums and Market Return Predictability
Working Paper, Göttingen 2021
Download - How Should the Long-term Investor Harvest Variance Risk Premiums?
Working Paper, Göttingen 2021 (mit O. Korn und G. Power)
Download - Smart Beta Strategies on Commodity Futures Markets
Working Paper, Göttingen 2020 - A New Look at the Low-Volatility Effect in Stock Options
Working Paper, Göttingen, 2019 (with O. Korn und D. Volkmann)
Download
Dr. Julian Dörries