Andreas Rathgeber

University of Augsburg - Institute of Materials Resource Management

Augsburg, 86159

Germany

SCHOLARLY PAPERS

24

DOWNLOADS
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SSRN RANKINGS

Top 28,515

in Total Papers Downloads

2,500

SSRN CITATIONS
Rank 28,418

SSRN RANKINGS

Top 28,418

in Total Papers Citations

24

CROSSREF CITATIONS

7

Scholarly Papers (24)

1.

Do Stock Markets React to Soccer Games? A Meta-Regression Analysis

Applied Economics, Vol. 50, Issue 19, pp. 2171-2189
Number of pages: 35 Posted: 20 Apr 2017 Last Revised: 08 Feb 2018
University of Augsburg - Institute of Materials Resource Management, University of Augsburg, University of Augsburg and University of Augsburg - Institute of Materials Resource Management
Downloads 337 (126,028)
Citation 5

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Sports Sentiment, Soccer, Stock Returns, Publication Bias, Meta-Analysis

Economic Development Matters: A Meta-Regression Analysis on the Relation between Environmental Management and Financial Performance

Number of pages: 48 Posted: 08 Dec 2016 Last Revised: 26 May 2020
University of Augsburg, University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and ICN Business School
Downloads 268 (159,137)
Citation 2

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corporate environmental performance (CEP), corporate financial performance (CFP), heterogeneity, industrial ecology, meta-analysis, moderating effects

3.

Measurement Matters – A Meta-Study of the Determinants of Corporate Capital Structure

Quarterly Review of Economics and Finance, Vol. 68, pp. 211-225, DOI: 10.1016/j.qref.2017.11.011
Number of pages: 53 Posted: 14 Jun 2017 Last Revised: 29 Apr 2018
University of Augsburg, University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and ICN Business School
Downloads 226 (188,453)
Citation 5

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capital structure, meta-regression analysis, publication selection bias, heterogeneity

4.

Corporate Financial Hedging and Firm Value: A Meta-Analysis

The European Journal of Finance, https://doi.org/10.1080/1351847X.2020.1816559
Number of pages: 43 Posted: 26 Aug 2018 Last Revised: 16 Sep 2020
Jerome Geyer-Klingeberg, Markus Hang and Andreas Rathgeber
University of Augsburg - Institute of Materials Resource Management, University of Augsburg and University of Augsburg - Institute of Materials Resource Management
Downloads 208 (203,860)
Citation 4

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financial derivatives, shareholder value, risk management, meta-regression

5.

Currency Dependent Differences in Credit Spreads of Eur and Usd Denominated Foreign Currency Government Bonds

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 44 Posted: 08 May 2011
Andreas Rathgeber, Stefan Stöckl and David Rudolf
University of Augsburg - Institute of Materials Resource Management, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 173 (239,669)

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Credit Spreads, Efficient Market Hypothesis, Foreign Currency Government Bonds, Implied Default Probabilities, Term Structure of Interest Rates

6.

Rather Complements than Substitutes: Firm Value Effects of Capital Structure and Financial Hedging Decisions

International Journal of Finance and Economics, 2020, Forthcoming.
Number of pages: 50 Posted: 09 Jan 2018 Last Revised: 23 Jun 2020
University of Augsburg, University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and ICN Business School
Downloads 172 (240,861)
Citation 2

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Capital Structure, Risk Management, Firm Value, Meta-Analysis, Structural Equation Model

7.

Meta-Analysis in Finance Research: Opportunities, Challenges, and Contemporary Applications

International Review of Financial Analysis, Forthcoming, 2020, DOI: 10.1016/j.irfa.2020.101524
Number of pages: 44 Posted: 23 Oct 2019 Last Revised: 26 May 2020
Jerome Geyer-Klingeberg, Markus Hang and Andreas Rathgeber
University of Augsburg - Institute of Materials Resource Management, University of Augsburg and University of Augsburg - Institute of Materials Resource Management
Downloads 136 (291,383)
Citation 2

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meta-analysis, meta-regression, synthesis, publication bias, financial economics

8.

Debt and Equity as Derivatives

Number of pages: 33 Posted: 10 Dec 2007
Henning J. Fock and Andreas Rathgeber
University of Augsburg - Faculty of Business and Economics and University of Augsburg - Institute of Materials Resource Management
Downloads 135 (292,995)

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9.

The Impact of Speculation on Commodity Prices: A Meta-Granger Analysis

Journal of Commodity Markets, 100148, https://doi.org/10.1016/j.jcomm.2020.100148
Number of pages: 42 Posted: 03 Feb 2020 Last Revised: 04 Aug 2020
University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management, affiliation not provided to SSRN, affiliation not provided to SSRN and University of Augsburg - Institute of Materials Resource Management
Downloads 121 (317,907)
Citation 1

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speculation, commodity prices, non-commercial trader, meta-analysis, Granger causality

10.

What Drives Financial Hedging? A Meta-Regression Analysis of Corporate Hedging Determinants

International Review of Financial Analysis, 2019, 61, pp. 203-221 (DOI/10.1016/j.irfa.2018.11.006)
Number of pages: 46 Posted: 24 Apr 2018 Last Revised: 14 Oct 2019
Jerome Geyer-Klingeberg, Markus Hang and Andreas Rathgeber
University of Augsburg - Institute of Materials Resource Management, University of Augsburg and University of Augsburg - Institute of Materials Resource Management
Downloads 108 (344,025)
Citation 6

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risk management; derivatives; non-financial companies; quantitative review; meta-analysis

11.

Is the Convenience Yield a Good Indicator for a Commodity’s Criticality?

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 27 Posted: 05 Nov 2012
Christian Stepanek, Matthias Walter and Andreas Rathgeber
University of Augsburg, affiliation not provided to SSRN and University of Augsburg - Institute of Materials Resource Management
Downloads 94 (376,519)

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Convenience Yield, Theory of Storage, Commodities, Criticality, Scarcity

12.

Interaction Effects of Corporate Hedging Activities for a Multi-Risk Exposure: Evidence from a Quasi-Natural Experiment

Review of Quantitative Finance and Accounting, Forthcoming, 2020.
Number of pages: 49 Posted: 09 Jan 2018 Last Revised: 23 Jun 2020
University of Augsburg, University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management, Électricité de France (EDF) and University of Augsburg - Institute of Materials Resource Management
Downloads 90 (386,858)

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Corporate Hedging, Output Hedging, Electricity Derivatives, Electric Utility Firms

13.

Determinants of the WTI-Brent Price Spread Revisited

Number of pages: 35 Posted: 07 Jan 2019
Jerome Geyer-Klingeberg and Andreas Rathgeber
University of Augsburg - Institute of Materials Resource Management and University of Augsburg - Institute of Materials Resource Management
Downloads 85 (400,478)

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Crude Oil, West Texas Intermediate, Brent, Convenience Yield, Structural Break

14.

Sharing More than Dialects: Herding Behavior in Bank Risk-Taking Explained by Cultural Vicinity

Number of pages: 71 Posted: 02 Feb 2017
Barbara Seitz, Andreas Rathgeber, Alfred Lameli and Tobias Gaugler
Nordea Group, University of Augsburg - Institute of Materials Resource Management, University of Marburg and University of Augsburg
Downloads 76 (427,272)

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Behavioral finance, herding, bank risk-taking, linguistics, cultural area, German cooperative banks

15.

It is Merely a Matter of Time: A Meta-Analysis of the Causality between Environmental Performance and Financial Performance

Business Strategy and the Environment, Vol. 28, Issue 2, pp. 257-273, DOI: 10.1002/bse.2215
Number of pages: 41 Posted: 05 Sep 2018 Last Revised: 26 May 2020
Markus Hang, Jerome Geyer-Klingeberg and Andreas Rathgeber
University of Augsburg, University of Augsburg - Institute of Materials Resource Management and University of Augsburg - Institute of Materials Resource Management
Downloads 74 (433,560)
Citation 1

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Corporate environmental performance, corporate financial performance, sustainable development, environmental policy, causality, meta-analysis

16.

What Do We Really Know About Corporate Hedging? A Meta-Analytical Study

Number of pages: 55 Posted: 14 Jun 2017 Last Revised: 08 Feb 2018
University of Augsburg - Institute of Materials Resource Management, University of Augsburg, University of Augsburg - Institute of Materials Resource Management, ICN Business School and University of Augsburg
Downloads 72 (439,985)
Citation 3

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corporate hedging, determinants, meta-analysis, multivariate

17.

The Case of Fleeting Orders and Flickering Quotes

Number of pages: 47 Posted: 11 Oct 2021
Markus Ulze, Johannes Stadler and Andreas Rathgeber
University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and University of Augsburg - Institute of Materials Resource Management
Downloads 48 (532,934)

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HFT, Market Microstructure, Fleeting Order, Flickering Quotes, Derivatives

18.

Using the Three Co's to Jointly Model Commodity Markets: Co-Production, Co-Consumption and Co-Trading

Number of pages: 37 Posted: 08 Jun 2021 Last Revised: 01 Jul 2021
Patric Papenfuß, Amelie Schischke and Andreas Rathgeber
University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and University of Augsburg - Institute of Materials Resource Management
Downloads 43 (556,680)

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commodity prices, co-movement, microeconomic factors, GVAR model

19.

Pricing of Guaranteed Stop Orders

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 27 Posted: 05 Nov 2012
Andreas Rathgeber
University of Augsburg - Institute of Materials Resource Management
Downloads 34 (604,683)

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20.

Formation of Industrial Metal Markets: Fundamental Theory, Co-movement and Time-Varying Dependencies

Posted: 29 Mar 2022
Amelie Schischke, Patric Papenfuß and Andreas Rathgeber
University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and University of Augsburg - Institute of Materials Resource Management

Abstract:

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Markov-Switching Global Vector Autoregression, Industrial metal markets, Co-movement, Market fundamentals, Crisis states

21.

Sustainable Energy Transition and Its Demand for Scarce Resources: Insights Into the German Energiewende Through a New Risk Assessment Framework

Posted: 09 Aug 2021
Amelie Schischke, Patric Papenfuß and Andreas Rathgeber
University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and University of Augsburg - Institute of Materials Resource Management

Abstract:

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Commodity risk modeling, German Energiewende, Resource scarcity, Risk analysis

22.

The Speed of Adjustment towards Target Capital Structure - A Meta-Regression Analysis

Posted: 05 Sep 2018
University of Augsburg - Institute of Materials Resource Management, University of Augsburg, University of Augsburg - Institute of Materials Resource Management and University of Augsburg

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capital structure, leverage, speed of adjustment, dynamic trade-off theory, meta-regression analysis, corporate finance

23.

Determinants of Implied Volatility Smiles - An Empirical Analysis Using Intraday DAX Equity Options

Posted: 20 Nov 2017 Last Revised: 07 Oct 2021
Andreas Rathgeber, Johannes Stadler and Markus Ulze
University of Augsburg - Institute of Materials Resource Management, University of Augsburg - Institute of Materials Resource Management and University of Augsburg - Institute of Materials Resource Management

Abstract:

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Implied Volatilty Smile, Market Microstructure, Order Book, Buyer-/ Seller-Motivated Trades, Flickering Quotes

24.

Market Pricing of Credit Linked Notes: The Influence of the Financial Crisis

Journal of Credit Risk, Vol. 12, No. 1, 2016
Number of pages: 32 Posted: 14 Jun 2016
Matthias Walter, Bjoern Haeckel and Andreas Rathgeber
University of Augsburg, University of Augsburg and University of Augsburg - Institute of Materials Resource Management
Downloads 0 (905,910)
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Abstract:

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credit linked notes, market pricing, fair value, financial crisis, product life cycle