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Prof. Dr. Roland Füss

  • Füss, R., Mager, F., Stein, M., & Zhao, L. (2018). Financial Crises, Price Discovery, and Information Transmission: A High-Frequency Perspective. Financial Markets and Portfolio Management, 32(4), 333-365. (ABDC_2016: B; ABDC_2019: B; VHB_3: C)

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  • Füss, R., Grabellus, M., Mager, F., & Stein, M. (2018). Something in the Air: Information Density, News Surprises, and Price Jumps. Journal of International Financial Markets, Institutions & Money, 53(March), 50-75. (ABDC_2016: A; ABDC_2019: A; ABS_2018: 3; ABS_2021: 3)

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  • Adams, Z., Füss, R., & Glück, T. (2017). Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance. Journal of Banking and Finance, 84(11), 9-24. (ABDC_2016: A*; ABDC_2019: A; ABS_2018: 3; ABS_2021: 3; VHB_3: A)

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