Publikationen

Stöckl, S., & Kaiser, L. (in press). Higher Moments Matter! Cross-sectional (higher) Moments and the Predictability of Stock Returns. Review of Financial Economics. (ABDC_2016: B; ABDC_2019: B; ABS_2018: 1; ABS_2021: 1; ISI_2016: 1.415; ISI_2016_5year: 1.989; VHB_3: B)

Hanke, M., Stöckl, S., & Weissensteiner, A. (2022). Recovering Election Winner Probabilities from Stock Prices. Finance Research Letters, 45, 1-5. (ABDC_2016: B; ABDC_2019: A; ABS_2018: 2; ABS_2021: 2; ISI_2016: 0.762; ISI_2016_5year: 0.842; ISI_2018: 1.709; VHB_3: B)

Angerer, M., Hoffmann, C., Neitzert, F., & Kraus, S. (2021). Objective and Subjective Risks of Investing into Cryptocurrencies. Finance Research Letters, 40(101737). (ABDC_2016: B; ABDC_2019: A; ABS_2018: 2; ABS_2021: 2; ISI_2016: 0.762; ISI_2016_5year: 0.842; ISI_2018: 1.709; VHB_3: B)

Stöckl, S., & Rode, M. (2021). The Price of Populism: Financial Market Outcomes of Populist Electoral Success. Journal of Economic Behavior & Organization, 189, 51-83. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 3; ISI_2016: 1.323; ISI_2016_5year: 1.732; ISI_2018: 1.404; ISI_2018_5year: 2.261; VHB_3: A)

Walch, A. (2021). SME Funding through Tokenization under the Liechtenstein Token and TT Service Provider Act: Legal Requirements, Market Sentiment and Business Concept. Spektrum des Wirtschaftsrechts, 2021, 161-213.

Maran, T., Ravet-Brown, T., Angerer, M., Furtner, M., & Huber, S. (2020). Intelligence Predicts Choice in Decision-Making Strategies. Journal of Behavioral and Experimental Economics, 84(101483). (ABDC_2016: B; ABDC_2019: A; ABS_2018: 2; ABS_2021: 2; ISI_2018: 1.14; ISI_2018_5year: 1.224; VHB_3: B)

Gächter, M., Geiger, M., & Stöckl, S. (2020). Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence. Journal of International Money and Finance, 108. (ABDC_2016: A; ABDC_2019: A; ABS_2018: 3; ABS_2021: 3; ISI_2018: 1.78; ISI_2018_5year: 2.448; VHB_3: B)

Kaiser, L., & Stöckl, S. (2020). Cryptocurrencies: Herding and the Transfer Currency. Finance Research Letters, 33. (ABDC_2016: B; ABDC_2019: A; ABS_2018: 2; ABS_2021: 2; ISI_2016: 0.762; ISI_2016_5year: 0.842; ISI_2018: 1.709; VHB_3: B)

Dangl, T., & Weissensteiner, A. (2020). Optimal portfolios under time-varying investment opportunities, parameter uncertainty and ambiguity aversion. Journal of Financial and Quantitative Analysis (JFQA), 55(4), 1163-1198. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; ABS_2021: 4; FT_2016 50_2016: yes; ISI_2018: 2.266; VHB_3: A)

Angerer, M. (2020). Regulation of retail gasoline prices. Finance Research Letters, 36, 1-8. (ABDC_2016: B; ABDC_2019: A; ABS_2018: 2; ABS_2021: 2; ISI_2016: 0.762; ISI_2016_5year: 0.842; ISI_2018: 1.709; VHB_3: B)

Hanke, M., Stöckl, S., & Weissensteiner, A. (2020). Political Event Portfolios. Journal of Banking and Finance, 118, 1-18. (ABDC_2016: A*; ABDC_2019: A; ABS_2018: 3; ABS_2021: 3; VHB_3: A)

Hanke, M., Kosolapova, M., & Weissensteiner, A. (2020). COVID-19 and Market Expectations: Evidence from Option-Implied Densities. Economics Letters, 195, 1-4. (ABDC_2016: A; ABDC_2019: A; ABS_2018: 3; ABS_2021: 3; VHB_3: B)

Rigamonti, A. (2020). Mean-Variance Optimization Is a Good Choice, but for Other Reasons Than You Might Think. Risks, 8(1), 1-29. (ABDC_2016: B; ABDC_2019: B)

Rigamonti, A., & Weissensteiner, A. (2020). Asset allocation under predictability and parameter uncertainty using LASSO. Computational Management Science, 17, 179-201. (ABDC_2016: B; ABDC_2019: B; ABS_2018: 1; ABS_2021: 1)

Weissensteiner, A. (2019). Correlated noise: Why passive investments might improve market efficiency. Journal of Economic Behavior & Organization, 158, 158-172. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 3; ISI_2016: 1.323; ISI_2016_5year: 1.732; ISI_2018: 1.404; ISI_2018_5year: 2.261; VHB_3: A)

Hanke, M., Poulsen, R., & Weissensteiner, A. (2019). The CHF/EUR Exchange Rate during the Swiss National Bank's Minimum Exchange Rate Policy: A Latent Likelihood Approach. Quantitative Finance, 19(1), 1-11. (ABDC_2016: A; ABDC_2019: A; ABS_2018: 3; ABS_2021: 3; ISI_2016: 0.96; ISI_2016_5year: 1.06; VHB_3: B)

Hanke, M., Poulsen, R., & Weissensteiner, A. (2019). Numeraire Dependence in Risk-neutral Probabilities of Event Outcomes. The Journal of Derivatives, 26(4), 128-143. (ABDC_2016: A; ABDC_2019: A; ABS_2018: 2; ABS_2021: 2; VHB_3: B)

Angerer, M., Dünser, M., Kaiser, L., Peter, G., Stöckl, S., & Veress, A. (2019). What drives our Beer Consumption? In Search of Nutrition Habits and Demographic Patterns. Applied Economics, 51(41), 4539-4550. (ABDC_2016: A; ABDC_2019: A)

Niemand, T., Kraus, S., Angerer, M., Thies,Ferdinand, & Mas-Tur, A. (2019). More is not always better—non-linear effects in crowdfunding. International Journal of Quality Innovation, 5(6), 1-10.

Angerer, M., & Szymczak, W. (2019). The impact of endogenous and exogenous cash inflows in experimental asset markets. Journal of Economic Behavior & Organization, 166, 216-238. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 3; ISI_2016: 1.323; ISI_2016_5year: 1.732; ISI_2018: 1.404; ISI_2018_5year: 2.261; VHB_3: A)

Niemand, T., Angerer, M., Thies, F., Kraus, S., & Hebenstreit, R. (2018). Equity crowdfunding across borders: A conjoint experiment. International Journal of Entrepreneurial Behavior & Research, 24(4), 911-932. (ABDC_2016: B; ABDC_2019: B; ABS_2018: 2; ABS_2021: 3; ISI_2018: 2.391; VHB_3: C)

Angerer, M., Niemand, T., Kraus, S., & Thies, F. (2018). Risk-reducing options in crowdinvesting: An experimental study. Journal of Small Business Strategy, 28(3), 1-17. (ABDC_2016: C; ABDC_2019: C; VHB_3: C)

Shakina, E., & Angerer, M. (2018). Coordination and communication during bank runs. Journal of Behavioral and Experimental Finance, 20, 115-130. (ABDC_2016: B; ABDC_2019: A)

Angerer, M., Peter, G., Stöckl, S., Wachter, T., Bank, M., & Menichetti, M. (2018). Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung (ZfbF), 70(3), 209-230. (VHB_3: B)

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 (JFQA), 53(6), 2663-2683. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; ABS_2021: 4; FT_2016 50_2016: yes; ISI_2018: 2.266; VHB_3: A)

Hanke, M., & Penev, S. (2018). Comparing Large-Sample Maximum Sharpe Ratios and Incremental Variable Testing. European Journal of Operational Research (EJOR), 265(2), 571-579. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; ABS_2021: 4; ISI_2016: 3.297; ISI_2016_5year: 3.582; ISI_2018: 3.806; VHB_3: A)

Weigerding, M., & Hanke, M. (2018). Drivers of seasonal return patterns in German stocks. Business Research (BuR), 11(1), 173-196. (VHB_3: 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(2). (ISI_2016: 1.789; ISI_2016_5year: 1.85; ISI_2018: 2.592; VHB_3: C)

Salahaldin, L., Angerer, M., Kraus, S., & Trabelsi, D. (2018). A duration-based model of crowdfunding project choice. Finance Research Letters, 29, 404-410. (ABDC_2016: B; ABDC_2019: A; ABS_2018: 2; ABS_2021: 2; ISI_2016: 0.762; ISI_2016_5year: 0.842; ISI_2018: 1.709; VHB_3: B)

Stöckl, S., Hanke, M., & Angerer, M. (2017). PRIX - A risk index for global private investors. The Journal of Risk Finance, 18(2), 214-231. (ABDC_2016: C; ABDC_2019: B; ABS_2018: 1; ABS_2021: 1; VHB_3: 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 (JEF), 19(1), 1-33. (VHB_3: 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 (EJOR), 263(2), 510-523. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; ABS_2021: 4; ISI_2016: 3.297; ISI_2016_5year: 3.582; ISI_2018: 3.806; VHB_3: A)

Müller, M. P., 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 (BISE), 58(6), 381-396. (ABDC_2016: A; ABDC_2019: A; ABS_2018: 2; ABS_2021: 2; ISI_2016: 3.392; ISI_2016_5year: 3.248; ISI_2018: 3.6; VHB_3: 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_2016: B; ABDC_2019: B; ABS_2018: 2; ABS_2021: 2; ISI_2016: 0.104; VHB_3: B)

Hanke, M., & Seeber, T. (2016). Die Haftung von Bankvorständen im Zusammenhang mit Auslandskrediten. Zeitschrift für das gesamte Kreditwesen, 69(24), 1231-1233. (VHB_3: 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_2016: A; ABDC_2019: A; ABS_2018: 3; ABS_2021: 3; ISI_2016: 1.291; ISI_2016_5year: 1.378; ISI_2018: 1.449; VHB_3: B)

Hanke, M., & Weigerding, M. (2015). Order flow imbalance effects on the German stock market. Business Research (BuR), 8(2), 213-238. (VHB_3: B)

Geyer, A., Hanke, M., & Weissensteiner, A. (2014). No-Arbitrage ROM Simulation. Journal of Economic Dynamics and Control, 45(August), 66-79. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 3; ABS_2021: 3; ISI_2016: 1; ISI_2016_5year: 1.339; ISI_2018: 1.502; VHB_3: A)

Geyer, A., Hanke, M., & Weissensteiner, A. (2014). No-Arbitrage Bounds for Financial Scenarios. European Journal of Operational Research (EJOR), 236(2), 657-663. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; ABS_2021: 4; ISI_2016: 3.297; ISI_2016_5year: 3.582; ISI_2018: 3.806; VHB_3: A)

Stöckl, S., & Hanke, M. (2014). Financial Applications of the Mahalanobis Distance. Applied Economics and Finance, 1(2), 78-84. (ABDC_2016: A)

Geyer, A., Hanke, M., & Weissensteiner, A. (2013). Scenario tree generation and multi-asset financial optimization problems. Operations Research Letters, 41, 494-498. (ABDC_2016: A; ABDC_2019: A; ABS_2018: 2; ABS_2021: 2; ISI_2016: 0.657; ISI_2016_5year: 0.936; VHB_3: 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_2016: B; ABDC_2019: A; ABS_2018: 3; ABS_2021: 3; ISI_2016: 0.795; ISI_2016_5year: 1.136; VHB_3: 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_3: B)

Hanke, M., & Weissensteiner, A. (2012). Optimale langfristige Asset Allocation für Privatinvestoren. Österreichisches Bankarchiv, 60(August), 514-519. (VHB_3: D)

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_2016: A*; ABDC_2019: A*; ABS_2018: 3; ABS_2021: 3; ISI_2016: 2.391; ISI_2016_5year: 3.506; VHB_3: 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_2016: B; ABDC_2019: B; ABS_2018: 2; ABS_2021: 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_2016: A*; ABDC_2019: A*; ABS_2018: 3; ISI_2016: 1.323; ISI_2016_5year: 1.732; ISI_2018: 1.404; ISI_2018_5year: 2.261; VHB_3: 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_2016: A*; ABDC_2019: A*; ABS_2018: 4; ABS_2021: 4; ISI_2016: 3.297; ISI_2016_5year: 3.582; ISI_2018: 3.806; VHB_3: A)

Hanke, M., & Schredelseker, K. (2010). Index Funds Should Be Expected to Underperform the Index. Applied Economics Letters, 17(10), 991-994. (ABDC_2016: B; ABDC_2019: B; ABS_2018: 1; ABS_2021: 1; ISI_2016: 0.478; ISI_2016_5year: 0.482)

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

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_2016: C; ABDC_2019: C; ABS_2018: 1; ABS_2021: 1; ISI_2016: 0.333; ISI_2016_5year: 0.651; VHB_3: 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_2016: B; ABDC_2019: B; ABS_2018: 1; ABS_2021: 1)

Hanke, M., & Hauser, F. (2008). On the Effects of Stock Spam E-mails. Journal of Financial Markets, 11(1), 57-83. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 3; ABS_2021: 3; ISI_2016: 1.134; ISI_2016_5year: 2.17; VHB_3: 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_2016: A*; ABDC_2019: A*; ABS_2018: 3; ABS_2021: 3; ISI_2016: 1; ISI_2016_5year: 1.339; ISI_2018: 1.502; VHB_3: 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_2016: A; ABDC_2019: A; ABS_2018: 3; ABS_2021: 3; ISI_2016: 0.96; ISI_2016_5year: 1.06; VHB_3: B)

Hanke, M., & Pötzelberger, K. (2002). Consistent Pricing of Warrants and Traded Options. Review of Financial Economics, 11, 63-77. (ABDC_2016: B; ABDC_2019: B; ABS_2018: 1; ABS_2021: 1; ISI_2016: 1.415; ISI_2016_5year: 1.989; VHB_3: 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_3: C)

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

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_2016: B; ABDC_2019: B; VHB_3: C)

Hanke, M., & Pötzelberger, K. (2000). Auswirkungen virtueller Optionsprogramme auf den Aktienkurs. Journal für Betriebswirtschaft(6), 252-258. (VHB_3: 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_2018: 1; ABS_2021: 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. (2020). Finanzierung und Investition: verstehen - berechnen - entscheiden ( 6 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.

Kraus, S., Burtscher, J., Vallaster, C., & Angerer, M. (2018). Sustainable Entrepreneurship Orientation: A Reflection on Status-Quo Research on Factors Facilitating Responsible Managerial Practices Improving Performances of European Crowdfunding Projects. In A. Lindgreen, C. Vallaster, F. Maon, S. Yousafzai & B. Palacios Florencio (Eds.), Sustainable Entrepreneurship: Discovering, Creating and Seizing Opportunities for Blended Value Generation (1 ed., pp. 354): CRC Press Taylor & Francis Group.

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

Hanke, M., & Zetzsche, D. (2019). §29 Risikomanagement; Verordnungsermächtigung. In H. Assmann, E. Wallach & D. Zetzsche (Eds.), KAGB Kommentar (pp. 379-431). Köln: Dr. Otto Schmidt KG.

Hanke, M., & Zetzsche, D. (2019). Anhang zu §29: DerivateV. In H. Assmann, E. Wallach & D. Zetzsche (Eds.), KAGB Kommentar (pp. 431-462). Köln: Dr. Otto Schmidt KG.

Hanke, M., & Zetzsche, D. (2019). §30 Liquiditätsmanagement; Verordnungsermächtigung. In H. Assmann, E. Wallach & D. Zetzsche (Eds.), KAGB Kommentar (pp. 462-470). Köln: Dr. Otto Schmidt KG.

Hanke, M., Stöckl, S., & Weissensteiner, A. (2020). Portfolio Rules and Factor Premia under Ambiguity. Presented at the 9th Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance 2020, electronical (originally scheduled in Geneva, Switzerland).

Stöckl, S. (2019). Turbulence in the Cross-Section: Predicting Factor Premia. Presented at the INFINITI Conference on International Finance, Glasgow, Scotland.

Stöckl, S., & Rode, M. (2019). Political Populism and Financial Markets. Presented at the Annual Meeting of the European Public Choice Society 2019, Jerusalem, Israel.

Gächter, M., Geiger, M., & Stöckl, S. (2019). Financial Distress and the Transmission of Macroeconomic Uncertainty: International Evidence. Presented at the 23nd International Conference on Macroeconomic Analysis and International Finance, Rethymno, Greece.

Hanke, M., Stöckl, S., & Weissensteiner, A. (2019). Political Event Portffolios. Presented at the Quantitative Methods in Finance Conference, Sydney, Australia.

Hanke, M., Poulsen, R., & Weissensteiner, A. (2019). Numeraire dependence in risk-neutral probabilities of event outcomes. Presented at the Risk: modeling, optimization, and inference, Sydney, Australia.

Angerer, M., Hanke, M., Shakina, E., & Szymczak, W. (2019). Income uncertainty and retirement savings in different pension systems: An experimental study. Presented at the Experimental Finance 2019, Copenhagen, Denmark.

Stöckl, S. (2018). Turbulence in the Cross-Section: Predicting Factor Premia. Presented at the 2nd INFINITI Conference on International Finance ASIA-PACIFIC, Sydney, Australia.

Stöckl, S. (2018). Turbulence in the Cross-Section: Predicting Factor Premia. Presented at the 31st Australasian Finance & Banking Conference, Sydney, Australia.

Angerer, M., Neugebauer, T., & Schachat, J. (2018). Arbitrage bots in experimental asset markets. Presented at the Fifth International Meeting on Experimental and Behavioral Social Sciences, Florence, Italy.

Angerer, M., Neugebauer, T., & Schachat, J. (2018). Arbitrage bots in experimental asset markets. Presented at the Experimental Finance 2018, Heidelberg, Germany.

Angerer, M., Neugebauer, T., & Schachat, J. (2018). Arbitrage bots in experimental asset markets. Presented at the Invitation only Workshop on Algorithmic Trading: Impact on Market Behavior.

Stöckl, S. (2017). Financial Turbulence and Aggregate Stock Returns. 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. Presented at the SGF Conference 2017, Zurich, Switzerland.

Angerer, M., & Shakina, E. (2017). Withdrawal behaviour of depositors during economic crisis of a bank: An experimental study. Presented at the Fourth International Meeting on Experimental and Behavioral Social Sciences, Barcelona, Spain.

Angerer, M., & Shakina, E. (2017). Withdrawal behaviour of depositors during economic crisis of a bank: An experimental study. Presented at the Experimental Finance 2017, Nice, France.

Angerer, M., & Shakina, E. (2017). Withdrawal behaviour of depositors during economic crisis of a bank: An experimental study. Presented at the ESA World Conference, Vienne, Austria.

Hanke, M. (2017). Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices. Presented at the Quantitative Methods in Finance, Sydney, Australia.

Hanke, M. (2017). Random Orthogonal Matrix Simulation with Exact Means, Covariances, and Multivariate Skewness. Presented at the Risk:modeling, optimization, and inference, UNSW, Sydney, Australia.

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

Angerer, M., & Peter, G. (2016). Regulation of gasoline prices. 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. Presented at the Experimental Finance 2016, Mannheim, Germany.

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

Hanke, M., Penev, S., Schief, W., & Weissensteiner, A. (2016). ROM Simulation with Exact Means, Covariances, and Multivariate Skewness. Presented at the Pension Finance, Asset-liability Management and Parameter Uncertainty, Bolzano.

Hanke, M., Penev, S., Schief, W., & Weissensteiner, A. (2016). ROM Simulation with Exact Means, Covariances, and Multivariate Skewness. Presented at the Vienna Congress on Mathematical Finance, Vienna, Austria.

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

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

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

Kaiser, L., & Stöckl, S. (2016). The Economic Benefit of Forecasting Market Components for Mean-Variance Investors. 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. Presented at the 29th Australasian Finance & Banking Conference, Sydney, Australia.

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

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

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

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

Hanke, M., Poulsen, R., & Weissensteiner, A. (2015). Analyzing the Swiss National Bank’s euro exchange rate policy: A latent likelihood approach. Presented at the OR 2015 - International Conference on Operations Research, Vienna.

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

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

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

Hanke, M., Poulsen, R., & Weissensteiner, A. (2014). Where would the EUR/CHF exchange rate be without the SNB’s minimum exchange rate policy?. 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. 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. Presented at the Finance & Economics Conference 2013, Frankfurt (Germany).

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

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

Stöckl, S., & Hanke, M. (2013). Financial Applications of the Mahalanobis Distance. 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. 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. 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. Presented at the INFORMS Annual Meeting, Phoenix, USA.

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

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

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

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

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

Angerer, M. (2009). Endogenous Choice of Information Levels and their Impact on Returns in Experimental Financial Markets. Presented at the Acatis Value Seminar, Frankfurt, Germany.

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

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

Rigamonti, A., & Lucivjanska, K. (2022). Mean-Semivariance Portfolio Optimization Using Minimum Average Partial. University of Liechtenstein.

Rigamonti, A., Ferrari, D., Weissensteiner, A., & Paterlini, S. (2021). Smoothed Semicovariance Estimation. 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.

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.

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

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

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.

Hanke, M. (2019, 13.11.2019). Aktuelle Herausforderungen in der Altersvorsorge. 18. Wirtschaftspolitisches Seminar Alpenrhein, Chur.

Angerer, M. (2019, April, 2-3). Mechanisms for token sales. ANON Blockchain Summit, Vienna, Austria.

Angerer, M. (2019, October, 22). Crypto Exchanges - Quo vadis. Blockchain for Finance Forum, Vienna, Austria.

Stöckl, S. (2016, December 2). Financial Turbulence and Aggregate Stock Returns. Workshop on Pension Finance, Asset-liability Management, Asset Allocation under Parameter Uncertainty, Bolzano, Italy.