Michael Ungeheuer

Aalto University School of Business

Assistant Professor

P.O.Box 21210

Aalto, 00076

Finland

http://sites.google.com/site/ungeheuermichael/

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 10,339

SSRN RANKINGS

Top 10,339

in Total Papers Downloads

4,756

SSRN CITATIONS
Rank 20,312

SSRN RANKINGS

Top 20,312

in Total Papers Citations

12

CROSSREF CITATIONS

29

Scholarly Papers (7)

1.

Daily Winners and Losers

Number of pages: 100 Posted: 14 Mar 2017 Last Revised: 16 Dec 2019
Alok Kumar, Stefan Ruenzi and Michael Ungeheuer
University of Miami - Miami Herbert Business School, University of Mannheim - Department of International Finance and Aalto University School of Business
Downloads 1,219 (17,085)
Citation 4

Abstract:

Loading...

Stock rankings, investor attention, idiosyncratic volatility puzzle, retail investors

2.

The Value of Visibility

Number of pages: 72 Posted: 12 Nov 2015 Last Revised: 07 Jan 2019
Alexander Hillert and Michael Ungeheuer
Goethe University Frankfurt - Department of Finance and Aalto University School of Business
Downloads 861 (28,451)
Citation 3

Abstract:

Loading...

Media Coverage, Visibility, Returns, Corporate Governance, Profitability

3.

Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications

Journal of Banking and Finance, Forthcoming
Number of pages: 89 Posted: 01 Apr 2013 Last Revised: 12 Mar 2020
Stefan Ruenzi, Michael Ungeheuer and Florian Weigert
University of Mannheim - Department of International Finance, Aalto University School of Business and University of Neuchatel - Institute of Financial Analysis
Downloads 746 (34,709)
Citation 9

Abstract:

Loading...

Asset Pricing, Crash Aversion, Downside Risk, Liquidity Risk, Tail Risk

4.

Advertising, Attention, and Financial Markets

Review of Financial Studies, Forthcoming
Number of pages: 137 Posted: 02 Jan 2015 Last Revised: 09 Dec 2019
Florens Focke, Stefan Ruenzi and Michael Ungeheuer
University of Mannheim - Department of International Finance, University of Mannheim - Department of International Finance and Aalto University School of Business
Downloads 734 (35,497)
Citation 6

Abstract:

Loading...

Advertising, Investor Attention, Wikipedia, Turnover, Liquidity, Returns

5.

Stock Returns and the Cross-Section of Investor Attention

Number of pages: 81 Posted: 14 Mar 2017 Last Revised: 16 Dec 2019
Michael Ungeheuer
Aalto University School of Business
Downloads 642 (42,734)
Citation 6

Abstract:

Loading...

Investor Attention, Daily Winners and Losers, Rankings

The Perception of Dependence, Investment Decisions, and Stock Prices

Journal of Finance, Forthcoming
Number of pages: 107 Posted: 29 Feb 2016 Last Revised: 12 Mar 2020
Michael Ungeheuer and Martin Weber
Aalto University School of Business and University of Mannheim - Department of Banking and Finance
Downloads 415 (72,948)
Citation 6

Abstract:

Loading...

Dependence, Investment Decisions, Diversification, Correlation Neglect, Tail Risk, Asset Pricing

The Perception of Dependence and Investment Decisions

CEPR Discussion Paper No. DP11188
Number of pages: 67 Posted: 18 Apr 2016
Michael Ungeheuer and Martin Weber
Aalto University School of Business and University of Mannheim - Department of Banking and Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

Biased Beliefs, Correlation Neglect, Dependence, Diversification, Investment Decisions, Risk Taking

The Perception of Dependence, Investment Decisions, and Stock Prices

CEPR Discussion Paper No. DP11585
Number of pages: 82 Posted: 24 Oct 2016
Michael Ungeheuer and Martin Weber
Aalto University School of Business and University of Mannheim - Department of Banking and Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

Asset Pricing, Biased Beliefs, Correlation Neglect, Dependence, Diversification, Investment Decisions

7.
Downloads 139 (218,685)
Citation 1

How to Alleviate Correlation Neglect

Number of pages: 96 Posted: 14 Dec 2017 Last Revised: 02 Jun 2019
Christine Laudenbach, Michael Ungeheuer and Martin Weber
Goethe University Frankfurt, Aalto University School of Business and University of Mannheim - Department of Banking and Finance
Downloads 139 (219,275)
Citation 1

Abstract:

Loading...

Correlation Neglect, Diversification, Fintech, Investment Decisions, Risk Taking

How to Alleviate Correlation Neglect

CEPR Discussion Paper No. DP13737
Number of pages: 99 Posted: 22 May 2019
Christine Laudenbach, Michael Ungeheuer and Martin Weber
Goethe University Frankfurt, Aalto University School of Business and University of Mannheim - Department of Banking and Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

Correlation Neglect, Diversification, Fintech, Investment Decisions, Risk Taking