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Hess, Dieter's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
7,661 |
Total
Citations
54 |
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1.
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Extended Dividend, Cash Flow and Residual Income Valuation Models - Accounting for Deviations from Ideal Conditions
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Heinrichs, Nicolas
University of Cologne - Graduate School of Risk Management Hess, Dieter
University of Cologne - Department of Corporate Finance Homburg, Carsten
University of Cologne Lorenz, Michael
University of Cologne Sievers, Soenke
University of Cologne
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Posted:
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19 Jun 08
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Last Revised:
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06 Dec 12
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1,733
(3,648)
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11
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Heinrichs, Nicolas
University of Cologne - Graduate School of Risk Management Hess, Dieter
University of Cologne - Department of Corporate Finance Homburg, Carsten
University of Cologne Lorenz, Michael
University of Cologne Sievers, Soenke
University of Cologne
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Dividend Discount Model, Residual Income, Discounted Cash Flow, Dirty Surplus, Terminal Value, Valuation Error
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Heinrichs, Nicolas
University of Cologne - Graduate School of Risk Management Hess, Dieter
University of Cologne - Department of Corporate Finance Homburg, Carsten
University of Cologne Lorenz, Michael
University of Cologne Sievers, Soenke
University of Cologne
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19 Jun 08
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Last Revised:
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04 Jun 11
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1,733
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11
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Dividend Discount Model, Residual Income, Discounted Cash Flow, Dirty Surplus, Terminal Value, Valuation Error
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2.
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Hess, Dieter
University of Cologne - Department of Corporate Finance Lüders, Erik
Centre for European Economic Research (ZEW)
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811
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2
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residual income valuation, clean surplus accounting, US-GAAP, employee stock option programs
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3.
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Hess, Dieter
University of Cologne - Department of Corporate Finance Kreutzmann, Daniel
University of Cologne Pucker, Oliver
University of Cologne
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18 Mar 11
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Last Revised:
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13 Aug 12
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714
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2
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analysts, portfolio management, profitability of recommendations
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4.
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Bayesian Learning in Financial Markets - Testing for the Relevance of Information Precision in Price Discovery
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Hess, Dieter
University of Cologne - Department of Corporate Finance Hautsch, Nikolaus
Humboldt-Universität zu Berlin
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Posted:
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14 Jun 05
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Last Revised:
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16 Sep 10
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613
(19,585)
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14
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Hautsch, Nikolaus
Humboldt-Universität zu Berlin Hess, Dieter
University of Cologne - Department of Corporate Finance
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0
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information quality, macroeconomic announcements, event studies, asymmetric price response, high-frequency data
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Hess, Dieter
University of Cologne - Department of Corporate Finance Hautsch, Nikolaus
Humboldt-Universität zu Berlin
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14 Jun 05
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Last Revised:
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16 Sep 10
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613
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14
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Bayesian learning, information precision, macroeconomic announcements, asymmetric price response, financial markets, high-frequency data
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5.
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Price Adjustment to News with Uncertain Precision
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Hautsch, Nikolaus
Humboldt-Universität zu Berlin Hess, Dieter
University of Cologne - Department of Corporate Finance Müller, Christoph
University of Cologne
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Posted:
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04 Mar 07
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Last Revised:
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29 Mar 12
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507
(25,315)
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5
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Hautsch, Nikolaus
Humboldt-Universität zu Berlin Hess, Dieter
University of Cologne - Department of Corporate Finance Müller, Christoph
University of Cologne
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09 Feb 12
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Last Revised:
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15 Feb 12
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0
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Bayesian learning, Macroeconomic announcements, Information quality, Precision signals
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Hess, Dieter
University of Cologne - Department of Corporate Finance Hautsch, Nikolaus
Humboldt-Universität zu Berlin Müller, Christoph
University of Cologne
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04 Mar 07
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Last Revised:
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29 Mar 12
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507
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5
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Bayesian learning, information quality, precision signals, macroeconomic announcements
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6.
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Hess, Dieter
University of Cologne - Department of Corporate Finance Immenkötter, Philipp
University of Cologne - Department of Corporate Finance
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23 Jan 12
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Last Revised:
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15 Oct 12
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498
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capital structure, debt capacity, credit ratings, capital budgeting
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7.
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Agarwal, Vikas
Georgia State University Hess, Dieter
University of Cologne - Department of Corporate Finance
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490
(26,454)
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4
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earnings forecasts, equity analysts, forecast accuracy, macroeconomic news, business conditions
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8.
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Determinants of the Relative Price Impact of Non-anticipated Information in U.S. Macroeconomic Releases
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Hess, Dieter
University of Cologne - Department of Corporate Finance
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Posted:
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01 Mar 02
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Last Revised:
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20 Nov 11
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389
(35,637)
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2
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Hess, Dieter
University of Cologne - Department of Corporate Finance
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0
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Information Processing, Scheduled Macroeconomic Releases, T-bond Futures
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Hess, Dieter
University of Cologne - Department of Corporate Finance
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389
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2
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Information Processing, Scheduled Macroeconomic Releases, T-bond Futures
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9.
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The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility
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Hautsch, Nikolaus
Humboldt-Universität zu Berlin Hess, Dieter
University of Cologne - Department of Corporate Finance Veredas, David
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
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Posted:
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16 Feb 09
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Last Revised:
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31 Mar 12
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311
(46,689)
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1
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Hautsch, Nikolaus
Humboldt-Universität zu Berlin Hess, Dieter
University of Cologne - Department of Corporate Finance Veredas, David
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
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20 Nov 11
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Last Revised:
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31 Mar 12
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0
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Efficient return, Macroeconomic announcements, Microstructure noise, Informational volatility
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Hautsch, Nikolaus
Humboldt-Universität zu Berlin Hess, Dieter
University of Cologne - Department of Corporate Finance Veredas, David
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
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16 Feb 09
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Last Revised:
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31 Mar 12
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311
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Efficient return, macroeconomic announcements, microstructure noise, informational volatility
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10.
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Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test
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Hess, Dieter
University of Cologne - Department of Corporate Finance Orbe, Sebastian
University of Cologne - Department of Corporate Finance
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Posted:
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03 Sep 10
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Last Revised:
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28 Sep 12
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295
(49,684)
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4
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Hess, Dieter
University of Cologne - Department of Corporate Finance Orbe, Sebastian
University of Cologne - Department of Corporate Finance
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0
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macroeconomic announcements, efficiency of forecasts, anchoring bias, rationality of analysts
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Hess, Dieter
University of Cologne - Department of Corporate Finance Orbe, Sebastian
University of Cologne - Department of Corporate Finance
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| Posted: |
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03 Sep 10
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Last Revised:
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26 May 12
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295
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4
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macroeconomic announcements, efficiency of forecasts, anchoring bias, rationality of analysts
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11.
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Hess, Dieter
University of Cologne - Department of Corporate Finance Bestelmeyer, Georg
University of Cologne - Department of Corporate Finance
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07 Jul 10
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Last Revised:
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13 Jun 12
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254
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2
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asset pricing, information processing, macroeconomic news
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12.
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Bestelmeyer, Georg
University of Cologne - Department of Corporate Finance Dicke, Kristian
University of Cologne - Cologne Graduate School in Management, Economics and Social Sciences Hess, Dieter
University of Cologne - Department of Corporate Finance
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01 Dec 11
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Last Revised:
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12 Jul 12
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250
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3
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asset pricing, macroeconomic risk, business conditions, implied cost-of-capital, expected risk-premia
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13.
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Hess, Dieter
University of Cologne - Department of Corporate Finance Niessen-Ruenzi, Alexandra
University of Mannheim - Department of Finance
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15 Sep 07
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Last Revised:
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12 Jan 10
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210
(71,909)
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Bayesian Learning, Macroeconomic Announcements, Information Processing
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14.
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Dicke, Kristian
University of Cologne - Cologne Graduate School in Management, Economics and Social Sciences Hess, Dieter
University of Cologne - Department of Corporate Finance
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206
(73,371)
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2
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Asset Pricing, Risk Premium, Macroeconomic News
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15.
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Pohlmeier, Winfried
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE) Hess, Dieter
University of Cologne - Department of Corporate Finance Gerhard, Frank
Barclays Capital
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153
(97,208)
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16.
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Kempf, Alexander
University of Cologne - Department of Finance & Centre for Financial Research (CFR) Hess, Dieter
University of Cologne - Department of Corporate Finance Grothe, Magdalena
European Central Bank (ECB)
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119
(119,995)
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17.
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Hess, Dieter
University of Cologne - Department of Corporate Finance Kretzmann, Christian W.
HHL Leipzig Graduate School of Management Maaz, Christoph M.
University of Leeds Pucker, Oliver
University of Cologne
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91
(145,450)
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1
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security analysts, stock recommendations, business cycle
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18.
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Hess, Dieter
University of Cologne - Department of Corporate Finance Orbe, Sebastian
University of Cologne - Department of Corporate Finance
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17
(288,499)
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individual macroeconomic forecasts, accuracy, macroeconomic analyst, equity analyst forecasts, analyst characteristics
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19.
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Hess, Dieter
University of Cologne - Department of Corporate Finance Huang, He
University of Cologne - Faculty of Management, Economics and Social Sciences Niessen-Ruenzi, Alexandra
University of Mannheim - Department of Finance
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Commodities, Macroeconomic announcements, Business cycle
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20.
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Hess, Dieter
University of Cologne - Department of Corporate Finance Hautsch, Nikolaus
Humboldt-Universität zu Berlin
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Trading process, volatility, macroeconomic announcements, treasury bond futures, high-frequency data
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21.
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Hess, Dieter
University of Cologne - Department of Corporate Finance Franke, Guenter
University of Konstanz - Department of Economics
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| Posted: |
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05 Dec 98
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Last Revised:
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18 Dec 08
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