Researchers
Andrea Schertler
Research interests
- Empirical banking
- Bank risk governance
- Pricing structured financial products
Key publications:
Neglecting Peter to fix Paul: How shared directors transmit bank shocks to non-financial firms (with L. Pugachev).
Journal of Financial and Quantitative Analysis 56(6). 2170-2207.
Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices (with N. Moch).
Journal of Banking and Finance 130, 106187. 2021
Listing of classical options and the pricing of discount certificates.
Journal of Banking and Finance 123, 106011. 2021.
Roland Mestel
Research interests
- Financial market microstructure
- Blockchain finance and cryptocurrency markets
- Portfolio choice and investment decisions
Key publications:
Brauneis, A., Mestel, R., Riordan, R., Theissen, E., 2022. The anatomy of a fee change - evidence from cryptocurrency markets.
Journal of Empirical Finance 67.
https://doi.org/10.1016/j.jempfin.2022.03.003
Brauneis, A., Mestel, R., Riordan, R., Theissen, E. 2021. How to measure the liquidity of cryptocurrency markets?
Journal of Banking and Finance, Vol. 124,
DOI: https://doi.org/10.1016/j.jbankfin.2020.106041
Cela, E., Hafner, S., Mestel, R., Pferschy, U. 2021. Mean-variance portfolio optimization based on ordinal information.
Journal of Banking and Finance 122.
https://doi.org/10.1016/j.jbankfin.2020.105989
Stefan Palan
Research interests
- Experimental finance
- Perception of risk and return
- Mispricing and anomalies in capital markets
Key publications:
Merl, R., Stöckl, T., Palan, S., Forthcoming. Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.,
Journal of Banking & Finance.
doi.org/10.1016/j.jbankfin.2022.106490
Giamattei, M., Huber, J., Lambsdorff, J. G., Nicklisch, A., Palan, S., 2020. Who inflates the bubble? Forecasters and traders in experimental asset markets,
Journal of Economic Dynamics and Control. 110.
doi.org/10.1007/s10683-019-09631-0
Huber, J., Palan, S., Zeisberger, S., 2019. Does investor risk perception drive asset prices in markets? Experimental evidence.
Journal of Banking & Finance 108.
dx.doi.org/10.2139/ssrn.3007878
