Roland Mestel (Deputy Director of the Department)
Roland Mestel's research focuses on the microstructure of financial markets, i.e. the specific organization of the exchange of capital supply and demand. One focus in this regard is on markets for digital assets (cryptocurrencies) and, in particular, on decentralized markets. Further research focuses on asset management, asset pricing and risk management. Roland Mestel leads/has led a large number of externally funded research projects from research funding and contract research. He is a member of the board of the Austrian Banking Research Association, co-editor of the BankArchiv and associate editor of the Journal of Behavioral and Experimental Finance.
Selected projects
- Market quality and algorithmic trading at the Austrian stock market. Project supported with funds from the Anniversary Fund of Oesterreichische Nationalbank; 2019-2023.
- Austria's path to climate neutrality: identifying a cross-sector integrated framework and incentive structure, distributional and budgetary implications. Responsible for work package: Financial markets. Project supported with funds from the Climate and Energy Fund and implemented in line with the Austrian Climate Research Program ACRP; 2022-2024.
Magazine publications
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Gurgul, Henryk; Mestel, Roland
Distribution of Volume on the American Stock Market..
In: Managerial Economics. 2007,1. 2007. 143 - 163, 21 S..
Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag -
Ladreiter, Hans-Peter; Mestel, Roland; Steiner, Peter
Zinsstrukturdynamik und Marktwertänderungsrisiko von Anleihen..
In: BankArchiv: Zeitschrift für das gesamte Bank- und Börsenwesen. 54,1. 2006. 25 - 31..
Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag -
Gurgul, Henryk; Mestel, Roland
Implications of Dividend Announcements for Stock Prices and Trading Volume of DAX Companies..
In: Finance a Uver: Czech journal of economics and finance. 56,1-2. 2006. 56 - 68..
Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag -
Mestel, Roland
Joint Dynamics of Prices and Trading Volume on the Polish Market..
In: Managing Global Transition. 3,2. 2005. 139 - 156..
Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag -
Gurgul, Henryk; Mestel, Roland; Schleicher, Christoph
Stock Market Reactions on Dividend Announcements: Empirical Evidence from the Austrian Stock Market..
In: Financial Markets and Portfolio Management. 17,3. 2003. 332 - 350..
Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag -
Mestel, Roland; Gurgul, Henryk
ARIMA Modeling of Stock Market Reactions on Dividend Changes-Empirical Evidence from Austria..
In: Central European Journal of Operations Research. 11,4. 2003. 317 - 333..
Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag -
Mestel, Roland
Kursreaktionen auf Dividendenankündigungen..
In: Bank-Archiv. 6. 2003. 474 - 476..
Forschung: Beitrag in Zeitschrift > Rezension -
Mestel, Roland
Die Marktwirkung von Insiderhandel an Wertpapierbörsen..
In: Bank-Archiv. 8. 2002. 667 - 668..
Forschung: Beitrag in Zeitschrift > Rezension -
Mestel, Roland
Die europäische Chance: Selbständig nach Kyoto..
In: Wissenschaft & Umwelt Interdisziplinär. 4. 2001. 59 - 64..
Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag -
Mestel, Roland
Klassifikation und Einsatzmöglichkeiten von Exotischen Optionen..
In: BankArchiv: Zeitschrift für das gesamte Bank- und Börsenwesen. 1999. .
Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag