Publikationen

Hanke, M., Poulsen, R., & Weissensteiner, A. (2018). Event-related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices. Journal of Financial and Quantitative Analysis.

Hanke, M., & Penev, S. (2018). Comparing Large-Sample Maximum Sharpe Ratios and Incremental Variable Testing. European Journal of Operational Research, 265(2), 571-579. (ABDC: A*; ABS: 4; ISI: 3.582; VHB: A)

Weigerding, M., & Hanke, M. (2018). Drivers of seasonal return patterns in German stocks. Business Research, 11(1), 173-196. (VHB: B)

Kraus, S., Burtscher, J., Vallaster, C., & Angerer, M. (2018). Sustainable Entrepreneurship Orientation: A Reflection on Status-Quo Research on Factors Facilitating Responsible Managerial Practices. Sustainability, 10(444), 1-21. (ISI: 1.85; VHB: C)

Niemand, T., Angerer, M., Thies, F., Kraus, S., & Hebenstreit, R. (2017). Equity crowdfunding across borders: A conjoint experiment. International Journal of Entrepreneurial Behaviour & Research, forthcoming. (ABDC: B; ABS: 2; VHB: C)

Angerer, M., Peter, G., Stöckl, S., Wachter, T., Bank, M., & Menichetti, M. (2017). Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra. Schmalenbach Business Review : ZFBF, forthcoming. (VHB: B)

Stöckl, S., Hanke, M., & Angerer, M. (2017). PRIX - A risk index for global private investors. Journal of Risk Finance, 18(2), 214-231. (ABDC: C; ABS: 1; VHB: B)

Angerer, M., Brem, A., Kraus, S., & Peter, A. (2017). Start-up Funding via Equity Crowdfunding in Germany – A Qualitative Analysis of Success Factors. Journal of Entrepreneurial Finance, 19(1), 1-33. (VHB: C)

Hanke, M., Penev, S., Schief, W., & Weissensteiner, A. (2017). Random Orthogonal Matrix Simulation with Exact Means, Covariances, and Multivariate Skewness. European Journal of Operational Research, 263(2), 510-523. (ABDC: A*; ABS: 4; ISI: 3.582; VHB: A)

Müller, M., Stöckl, S., Zimmermann, S., & Heinrich, B. (2016). Decision Support for IT Investment Projects - A Real Option Analysis Approach Based on Relaxed Assumptions. Business & Information Systems Engineering, 58(6), 381-396. (ABDC: A; ABS: 2; ISI: 3.248; VHB: B)

Geyer, A., Hanke, M., & Weissensteiner, A. (2016). Inflation forecasts extracted from nominal and real yield curves. Quarterly Review of Economics and Finance, 60, 180-188. (ABDC: B; ABS: 2; VHB: B)

Hanke, M., & Seeber, T. (2016). Die Haftung von Bankvorständen im Zusammenhang mit Auslandskrediten. Zeitschrift für das gesamte Kreditwesen, 69(24), 1231-1233. (VHB: D)

Hanke, M., Poulsen, R., & Weissensteiner, A. (2015). Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy? Journal of Futures Markets, 35(12), 1103-1116. (ABDC: A; ABS: 3; ISI: 1.378; VHB: B)

Hanke, M., & Weigerding, M. (2015). Order flow imbalance effects on the German stock market. Business Research, 8(2), 213-238. (VHB: B)

Geyer, A., Hanke, M., & Weissensteiner, A. (2014). No-Arbitrage ROM Simulation. Journal of Economic Dynamics and Control, 45(August), 66-79. (ABDC: A*; ABS: 3; ISI: 1.339; VHB: A)

Geyer, A., Hanke, M., & Weissensteiner, A. (2014). No-Arbitrage Bounds for Financial Scenarios. European Journal of Operational Research, 236(2), 657-663. (ABDC: A*; ABS: 4; ISI: 3.582; VHB: A)

Stöckl, S., & Hanke, M. (2014). Financial Applications of the Mahalanobis Distance. Applied Economics and Finance, 1(2), 78-84.

Geyer, A., Hanke, M., & Weissensteiner, A. (2013). Scenario tree generation and multi-asset financial optimization problems. Operations Research Letters, 41, 494-498. (ABDC: A; ABS: 2; ISI: 0.936; VHB: B)

Hanke, M., & Kirchler, M. (2013). Football Championships and Jersey Sponsors' Stock Prices: An Empirical Investigation. European Journal of Finance, 19(3), 228-241. (ABDC: B; ABS: 3; ISI: 1.136; VHB: B)

Angerer, M., Huber, J., & Kirchler, M. (2013). Trader performance in a market experiment with human and computerized traders. Schmalenbach Business Review : ZFBF, 66(3), 224-244. (VHB: B)

Hanke, M. (2012). Selected aspects of the European sovereign debt crisis. Law and Economics Yearly Review, 1(2), 373-389.

Huber J., Angerer M., & Kirchler M. (2011). Experimental Asset Markets with Endogenous Choice of Costly Asymmetric Information. Experimental Economics, 14(2), 223 - 240. (ABDC: A*; ABS: 3; ISI: 3.506; VHB: A)

Angerer, M., Huber, J., Shubik, M., & Sunder, S. (2010). An Economy with Personal Currency: Theory and Evidence. Annals of Finance, 6(4), 475-509. (ABDC: B; ABS: 2)

Hanke, M., Huber, J., Kirchler, M., & Sutter, M. (2010). The Economic Consequences of a Tobin Tax - An Experimental Analysis. Journal of Economic Behavior and Organization, 74(1-2), 58-71. (ABDC: A*; ABS: 3; ISI: 1.732; VHB: A)

Geyer, A., Hanke, M., & Weissensteiner, A. (2010). No-Arbitrage Conditions, Scenario Trees, and Multi-Asset Financial Optimization. European Journal of Operational Research, 206(3), 609-613. (ABDC: A*; ABS: 4; ISI: 3.582; VHB: A)

Hanke, M., & Schredelseker, K. (2010). Index Funds Should Be Expected to Underperform the Index. Applied Economics Letters, 17(10), 991-994. (ABDC: B; ABS: 1; ISI: 0.482)

Geyer, A., Hanke, M., & Weissensteiner, A. (2009). Life-Cycle Asset Allocation and Optimal Consumption Using Stochastic Linear Programming. Journal of Computational Finance, 12(4), 29-50. (ABDC: C; ABS: 1; ISI: 0.651; VHB: B)

Geyer, A., Hanke, M., & Weissensteiner, A. (2009). A Stochastic Programming Approach for Multi-Period Portfolio Optimization. Computational Management Science, 6(2), 187-208. (ABDC: B; ABS: 1)

Hanke, M., & Hauser, F. (2008). On the Effects of Stock Spam E-mails. Journal of Financial Markets, 11(1), 57-83. (ABDC: A*; ABS: 3; ISI: 2.17; VHB: B)

Hanke, M. (2006). (K)eine Kunst - Von Grundprinzipien der Finanzwirtschaft und irrationalen Investoren. Oesterreichisches Bankarchiv(1), 1-2.

Hanke, M., Spiess, M., & Wachtler, T. (2006). Zur Qualität der Finanzberatung in Tirol - eine empirische Untersuchung. Oesterreichisches Bankarchiv(4), 223-232.

Hanke, M. (2005). Pricing Options on Leveraged Equity with Default Risk and Exponentially Increasing, Finite Maturity Debt. Journal of Economic Dynamics and Control, 29(3), 389-421. (ABDC: A*; ABS: 3; ISI: 1.339; VHB: A)

Hanke, M., & Pötzelberger, K. (2003). Dilution, Anti-Dilution, and Corporate Positions in Options on the Company’s Own Stocks. Quantitative Finance, 3, 405-415. (ABDC: A; ABS: 3; ISI: 1.06; VHB: B)

Hanke, M., & Pötzelberger, K. (2002). Consistent Pricing of Warrants and Traded Options. Review of Financial Economics, 11, 63-77. (ABDC: B; ABS: 1; ISI: 1.989; VHB: B)

Hanke, M. (2001). Einige Anmerkungen zu Transaktionen in Optionen auf eigene Aktien aus finanzökonomischer Sicht. Der Gesellschafter - Zeitschrift für Gesellschafts- und Unternehmensrecht, 90-96.

Hanke, M., & Nettekoven, M. (2001). Melden oder selbst bezahlen? Rationales Verhalten von KFZ-Haftpflichtversicherten und paradoxe Ergebnisse eines neuen Prämienmodells. Journal für Betriebswirtschaft(4), 172-185. (VHB: C)

Hanke, M. (2000). Neuronale Netze in der Optionsbewertung - eine nichttechnische Einführung. Oesterreichisches Bankarchiv(Sept.), 793-796.

Hanke, M., & Pötzelberger, K. (2000). Optionspreiseffekte von Warrant-Emissionen im Black/Scholes-Modell. Financial Markets and Portfolio Management(3), 283-295. (ABDC: B; VHB: C)

Hanke, M., & Pötzelberger, K. (2000). Auswirkungen virtueller Optionsprogramme auf den Aktienkurs. Journal für Betriebswirtschaft(6), 252-258. (VHB: C)

Hanke, M. (1999). Neural Networks vs. Black/Scholes: An Empirical Comparison of Two Fundamentally Different Option Pricing Methods. Journal of Computational Intelligence in Finance, 7(1), 26-34.

Hanke, M. (1999). Adaptive Hybrid Neural Network Option Pricing. Journal of Computational Intelligence in Finance, 7(5), 33-39.

Hanke, M., & Leopoldseder, T. (1998). Comparing the Efficiency of Austrian Universities - A Data Envelopment Analysis Approach. Tertiary Education and Management, 4(3), 191-198. (ABS: 1)

Hanke, M. (1997). Neural Network Approximation of Option Pricing Formulas for Analytically Intractable Option Pricing Problems. Journal of Computational Intelligence in Finance, 5(5), 20-27.

Geyer, A., Hanke, M., Littich, E., & Nettekoven, M. (2015). Finanzierung und Investition: verstehen - berechnen - entscheiden ( 5 ed.). Wien: Linde.

Angerer, M., & Nettekoven, M. (2015). Übungsbuch zu Grundlagen der Finanzierung ( 1 ed.). Wien: Linde Verlag.

Hanke, M. (2003). Credit Risk, Capital Structure, and the Pricing of Equity Options : Springer.

Hanke, M. (1998). Optionsbewertung mit Neuronalen Netzen : Peter Lang.

M. Hanke & J. Huber (Eds.). (2008). Information, Interaction, and (In)Efficiency in Financial Markets. Wien: Linde.

Hanke, M., & Weissensteiner, A. (2017). Arbitrage-Free Scenario Generation in Financial Optimization. In Wiley StatsRef: Statistics Reference Online (pp. 1-6).

Geyer, A., Hanke, M., & Weissensteiner, A. (2012). Optimale Asset Allocation im Zeitablauf - Ein Überblick über Modelle und Lösungsverfahren. In R. Frick (Ed.), Asset Management (pp. 125-132). Bern: Haupt Verlag.

Hanke, M. (2011). Regulatorische Rahmenbedingungen als eine (Mit-)Ursache der Krise. In W. Hummer (Ed.), Die Finanzkrise aus internationaler und österreichischer Sicht (pp. 67-77). Innsbruck: StudienVerlag.

Stöckl, S. (2017). Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns. Paper presented at the FMA Europe, Lisbon (Portugal).

Stöckl, S., & Kaiser, L. (2017). Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns. Paper presented at the SGF Conference 2017, Zurich (Switzerland).

Angerer, M., & Peter, G. (2016). Regulation of gasoline prices. Paper presented at the 7th Southern European Experimental Team (SEET) Conference.

Angerer, M., & Peter, G. (2016). Regulation of gasoline prices. Paper presented at the Third International Meeting on Experimental and Behavioral Social Sciences, Rome.

Angerer, M., & Szymczak, W. (2016). The endowment effect on experimental asset markets. Paper presented at the Experimental Finance 2016, Mannheim.

Szymczak, W., & Angerer, M. (2016). Information display and complexity on experimental asset markets. Paper presented at the Experimental Finance 2016, Mannheim.

Hanke, M. (2016). ROM Simulation with Exact Means, Covariances, and Multivariate Skewness. Paper presented at the Pension Finance, Asset-liability Management and Parameter Uncertainty, Bolzano.

Hanke, M. (2016). ROM Simulation with Exact Means, Covariances, and Multivariate Skewness. Paper presented at the Vienna Congress on Mathematical Finance, Vienna.

Szymczak, W., & Angerer, M. (2016). Information display and complexity on experimental asset markets. Paper presented at the Southern Europe Experimental Team’s Meeting, Malta.

Szymczak, W., & Angerer, M. (2016). Information display and complexity on experimental asset markets. Paper presented at the Nordic Conference on Behavioral and Experimental Economics, Oslo.

Angerer, M., & Szymczak, W. (2016). The endowment effect on experimental asset markets. Paper presented at the Nordic Conference on Behavioral and Experimental Economics, Oslo.

Kaiser, L., & Stöckl, S. (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors. Paper presented at the 31. Workshop of the Austrian Working Group on Banking and Finance, Klagenfurt (Austria).

Stöckl, S. (2016). Financial Turbulence and Aggregate Stock Returns. Paper presented at the 29th Australasian Finance & Banking Conference, Sydney (Australia).

Stöckl, S. (2015). Comoment Factors and the Predictability of Stock Returns. Paper presented at the Forecasting Financial Markets Conference, Rennes (France).

Stöckl, S. (2015). Portfolio Turbulence and the Predictability of Stock Returns. Paper presented at the World Finance Conference, Buenos Aires (Argentina).

Stöckl, S. (2015). Portfolio Turbulence and the Predictability of Stock Returns. Paper presented at the Southern Finance Association, Annual Meeting, Captiva Island (USA).

Hanke, M. (2015). Comparing Maximum Sharpe Ratios and Incremental Variable Testing. Paper presented at the Austrian Working Group on Banking and Finance, Graz.

Hanke, M. (2015). Analyzing the Swiss National Bank’s euro exchange rate policy: A latent likelihood approach. Paper presented at the OR 2015, Vienna.

Müller, M., Stöckl, S., & Zimmermann, S. (2014). Valuation of Real Options on IT Investments - A Simulation Model based on Modified Assumptions. Paper presented at the European Conference on Information Systems, Tel Aviv (Israel).

Angerer, M., & Peter, G. (2014). Regulation of gasoline price. Paper presented at the Experimental Finance 2014, Zurich.

Hanke, M. (2014). Where would the EUR/CHF exchange rate be without the SNB’s minimum exchange rate policy?. Paper presented at the 11th International Conference on Computational Management Science, Lisbon.

Hanke, M. (2014). Where would the EUR/CHF exchange rate be without the SNB’s minimum exchange rate policy?. Paper presented at the Quantitative Methods in Finance Conference 2014, Sydney.

Stöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Paper presented at the 20th Forecasting Financial Markets 2013, Hannover (Germany).

Stöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Paper presented at the Finance & Economics Conference 2013, Frankfurt (Germany).

Stöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Paper presented at the 8th EEEcon Workshop 2013, Innsbruck (Austria).

Stöckl, S., Hanke, M., & Angerer, M. (2013). PRIX - A Risk Index for Global Private Investors. Paper presented at the World Finance & Banking Symposium 2013, Bejing (China).

Stöckl, S., & Hanke, M. (2013). Financial Applications of the Mahalanobis Distance. Paper presented at the 28th Workshop of the Austrian Working Group on Banking and Finance 2013, Vienna (Austria).

Stöckl, S., & Hanke, M. (2013). Financial Applications of the Mahalanobis Distance. Paper presented at the 26th Australasian Finance and Banking Conference 2013, Sydney (Australia).

Angerer, M., Dünser, M., Kaiser, L., Peter G., Stöckl, S., & Veress, A. (2013). What drives our beer consumption? - In search of nutrition habits and demographic patterns. Paper presented at the 3rd Beeronomics Conference 2013, York (United Kingdom).

Müller, M., Stöckl, S., & Zimmermann, S. (2012). Towards a Precise Valuation of Interdependent IT Projects – A Real Option Approach Considering Unhedgeable Risks. Paper presented at the INFORMS Annual Meeting, Phoenix, USA.

Angerer, M. (2010). The merits and perils of active information processing. Paper presented at the Economic Science Association World Meeting, Copenhagen, Denmark.

Angerer, M. (2010). Experimental Asset Markets with Endogenous Choice of Costly Information. Paper presented at the Symposium Experimental Finance, Gothenburg, Sweden.

Angerer, M. (2009). An Economy with Personal Currency: Theory and Evidence. Paper presented at the Campus for Finance, Research Conference, Vallendar, Germany.

Angerer, M. (2009). Experimental Asset Markets with Endogenous Choice of Costly Information. Paper presented at the MAFIN Managing Financial Instability, Reykjavik, Iceland.

Angerer, M. (2009). Experimental Asset Markets with Endogenous Choice of Costly Information. Paper presented at the 4th Nordic Conference on Behavioral and Experimental Economics, Oslo, Norway.

Angerer, M. (2009). Experimental Asset Markets with Endogenous Choice of Costly Information. Paper presented at the Economic Science Association - European Meeting, Innsbruck, Austria.

Angerer, M. (2008). An Economy with Personal Currency: Theory and Evidence. Paper presented at the 3rd Nordic Conference on Behavioral and Experimental Economics, Copenhagen, Denmark.

Hanke, M., & Weissensteiner, A. (2012). Optimale langfristige Asset Allocation für Privatinvestoren. Österreichisches Bankarchiv, 60(August), 514-519. (VHB: C)

Hanke, M., & Huber, S. (2009). Curvature, not Second Derivative. Mathematical Spectrum, 41(2), 57-60.

Fröhlich, C., & Hanke, M. (2000). Zur Berücksichtigung des impliziten Verwässerungseffekts bei der Bewertung virtueller Optionsprogramme. Die Wirtschaftsprüfung, 53(14), 647-653.

Stöckl, S. (2009). Die Riemannsche Vermutung. In M. Wohlgemuth (Ed.), Mathematisch für Anfänger (2 ed., pp. 277-290): Spektrum Verlag.

Stöckl, S. (2016). Financial Turbulence and Aggregate Stock Returns. Paper presented at the Workshop on Pension Finance, Asset-liability Management, Asset Allocation under Parameter Uncertainty, Bolzano, Italy.

Stöckl, S. (2015). Comoment Factors and the Predictability of Stock Returns. Unpublished. University of Liechtenstein.

Fernandez-Amador, O., & Stöckl, S. (2014). Forecasting Levels of Log Variables in Autoregressive Conditional Heteroskedastic Models. Unpublished.

Stöckl, S., & Kaiser, L. (2017). Higher moments matter! Cross-sectional (higher) moments and the predictability of stock returns. University of Liechtenstein.

Stöckl, S. (2017). Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns. University of Liechtenstein.

Panagakou, E., & Stöckl, S. (2016). Hedging Effectiveness of the EURO STOXX 50 Index Futures Contracts. University of Liechtenstein.

Kaiser, L., & Stöckl, S. (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors. University of Liechtenstein.

Shakina E.;Angerer M. (2016). Withdrawal behaviour of depositors during economic crisis of a bank: An experimental study.

Kraus, S., Niemand, T., Angerer, M., & Richter, C. (2016). Successful Crowdfunding: Key Factors for Improving Performances of European Crowdfunding Projects.

Heinrich, B., Müller, M., Stöckl, S., & Zimmermann, S. (2015). Towards a Well-Founded Valuation of Managerial Flexibilities in IT Investment Projects - A Multidisciplinary Literature Review.

Stöckl, S. (2015). Portfolio Turbulence and the Predictability of Stock Returns. University of Liechtenstein.

Angerer, M., & Peter G. (2015). Regulation of retail gasoline prices.

Yvonne von Hunnius. (2015, ). So springt der Funke über die Grenze. Denkraum, 3.

Angerer, M. (2014, ). Der Psychologie der Anleger auf der Spur. Der Monat, 85, 16-17.

Pumhösel Alois. (2016, 20.01.2016). Grenzenlos Geld einsammeln. Der Standard.

Angerer, Martin. (2015, 05.09.2015). Crowdfunding - neue Chancen für Unternehmer und Investoren. Wirtschaftregional, p.2-3.

Angerer, Martin. (2012, 29.09.2012). Finanztheorie im Erklärungsnotstand. Volksblatt, p.9 - 10.

Stöckl, S. (2015). Selected Essays in Financial Economics. Unpublished PhD Thesis, University of Innsbruck, Innsbruck.

Angerer, M. (2010). The Role of Information and Design in Experimental Markets. , University of Innsbruck, Innsbruck.

Angerer, M. (2008). Endogenous Choice of Information Levels and their Impact on Returns in Experimental Financial Markets. , University of Innsbruck, Innsbruck.