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.

Portrait picture of Roland Mestel {f:if(condition: 'SBESS/Wolf', then: '©SBESS/Wolf')}
©SBESS/Wolf

  • 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.
  • Gurgul, Henryk; Mestel, Roland
    Price-Volume relations of DAX companies.
    In: Financial Markets and Portfolio Management. 21,3. 2007. 353 - 379.
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • Gurgul, Henryk; Majdosz, Pawel; Mestel, Roland
    Zur Verwendung von Regressionsmodellen im Rahmen von finanzwirtschaftlichen Ereignisstudien.
    In: Managerial Economics. 2007,1. 2007. 121 - 142, 22 S.
    Forschung: Beitrag in Zeitschrift > Originalbeitrag/Fachbeitrag
  • 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

Ao.Univ.-Prof. Mag. Dr.rer.soc.oec.
Roland Mestel

Stellvertretender Institutsleiter
roland.mestel(at)uni-graz.at

+43 316 380 - 7304
ORCID: 0000-0002-8292-0382