Financial Media, Price Discovery, and Merger Arbitrage
Matthias M. M. Buehlmaier and Josef Zechner, SSRN Working Paper Series 2858999, 2017
Corporate Debt Maturity Profiles
Jaewon Choi, Dirk Hackbarth and Josef Zechner, Journal of Financial Economics, 2018
The Persistence of Fee Dispersion among Mutual Funds
Michael J. Cooper, Michael Halling and Wenhao Yang, SSRN Working Paper Series 1456079, 2018
Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns
Martijn Cremers, Michael Halling and David Weinbaum, The Journal of Finance, 2014
Vol 70, Issue 2, pp. 577-614
Market Discipline and Internal Governance in the Mutual Fund Industry
Thomas Dangl, Youchang Wu and Josef Zechner, The Review of Financial Studies, 2008
Vol. 21, No. 5, pp. 2307-2343
Predictive Regressions with Time-Varying Coefficients
Thomas Dangl and Michael Halling, Journal of Financial Economics, 2012
with Michael Halling (University of Utah)
106 (1), 157 - 181
Minimum-Variance Stock Picking - A Shift in Preferences for Minimum-Variance Portfolio Constituents
Thomas Dangl and Michael Kashofer, TU-Wien Working Paper, SSRN Working Paper Series 2302453, 2013
Optimal portfolios under time-varying Investment opportunities, parameter uncertainty and ambiguity aversion
Thomas Dangl and Alex Weissensteiner, SSRN Working Paper Series 2883768, 2018
Debt Maturity and the Dynamics of Leverage
Thomas Dangl and Josef Zechner, SSRN Working Paper Series 890228, 2018
Sovereign Bond Risk Premiums
Engelbert J. Dockner, Manuel Mayer and Josef Zechner, SSRN Working Paper Series 2275916, 2018
The Cross‐Section of Credit Risk Premia and Equity Returns
Nils Friewald, Christian Wagner and Josef Zechner, Journal of Finance, 2014
Vol. 69, No. 6, pp. 2419-2469
Up the Stairs, Down the Elevator: Valuation Ratios and Shape Predictability in the Distribution of Stock Returns
Paolo Giodani and Michael Halling, SSRN Working Paper Series 2887156, 2018
Firm Fundamentals and Realized Factor Betas
Michael Halling, Markus Ibert and Martin Lenz, SSRN Working Paper Series 3011256, 2017
Natural Experiment in Portfolio Management
Stephan Kranner, Neal Stoughton and Josef Zechner, Forthcoming in the Journal of Investment Management, 2018
The Stability of Dividends and Wages: Effects of Competitor Inflexibility
Daniel A. Rettl, Alex Stomper and Josef Zechner, SSRN Working Paper Series 2858926, 2018
Publications
