Ausgewählte Publikationen der Professur
- Do younger CEOs really increase firm risk? Evidence from sudden CEO deaths
Journal of Corporate Finance, Vol. 79 (April 2023), 102367.
(S. Trabert)
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- Stock illiquidity and option returns
Journal of Financial Markets, Vol. 63 (März 2023), 100765.
(S. Kanne, O. Korn and M. Uhrig-Homburg)
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- Drawdown Measures: Are They All the Same?
Journal of Portfolio Management, Vol. 48(5) (April 2022), 104-120.
(O. Korn, P. Möller and C. Schwehm)
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- After the Stock Options Boom: IFRS Adoption and Changes in Equity-Based Pay
The International Journal of Accounting, Vol. 56(2) (2021), 2150006.
(R. Gillenkirch, O.Korn and A. Merz)
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- Beta Dispersion and Market Timing
Journal of Empirical Finance, Vol 59, (2020), 235-256.
(L-C. Kuntz)
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- Expensing Performance-Vested Executive Stock Options - Is There Underreporting under IFRS 2?
Journal of Business Economics, Vol 90(3), (2020), 461-493.
(A. Merz)
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- Markowitz with Regret
Journal of Economic Dynamics and Control, Vol. 103 (2019), p.1-24.
(R. Baule, O.Korn and L.-C. Kuntz)
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- Illiquidity transmission from spot to futures markets
Journal of Futures Markets, Vol. 39 (2019), p. 1228-1249.
(O. Korn, P. Krischak and E. Theissen)
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- Hedging with Regret
Journal of Behavioral and Experimental Finance, Vol. 22 (2019), p. 192-205.
(O.Korn and M.-O. Rieger)
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- How to Hedge if the Payment Date is Uncertain?
Journal of Futures Markets, Vol. 39 (2019), p. 481-498.
(O.Korn and A. Merz)
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- Risk-adjusted option-implied moments
Review of Derivatives Research, Vol. 21 (2018), p.149–173.
(O.Korn and F. Brinkmann)
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- Drawdown Measures and Return Moments
International Journal of Theoretical and Applied Finance, Vol 21(7) (2018), 1850042.
(P. Möller)
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- What Have We Learned from SFAS 123r and IFRS 2? A Review of Existing Evidence and Future Research Suggestions
Journal of Accounting Literature, Vol 38 (2017), p. 14-33.
(A. Merz)
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- Which Beta is Best? On the Information Content of Option-implied Betas
European Financial Management, Vol. 22 (2016), p. 450-483.
(R. Baule, O.Korn and S. Saßning)
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- Volatility in Oilseeds and Vegetable Oils Markets: Drivers and Spillovers
Journal of Agricultural Economics, Vol. 67 (2016), p. 685-705.
(B. Brümmer, T. J. Jaghdani, O.Korn and K. Schlüßler)
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- Portfolio Optimization Using Forward-Looking Information
Review of Finance, Vol. 19 (2015), p. 467-490.
(A. Kempf, O.Korn and S. Saßning)
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- The Term Structure of the Illiquidity Premia
Journal of Banking and Finance, Vol. 36 (2012), p. 1381-1391.
(A. Kempf, O.Korn and M. Uhrig-Homburg)
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