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

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4,409

CITATIONS
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SSRN RANKINGS

Top 27,727

in Total Papers Citations

21

Scholarly Papers (7)

1.

Daily Winners and Losers

Number of pages: 76 Posted: 14 Mar 2017 Last Revised: 11 Apr 2019
Alok Kumar, Stefan Ruenzi and Michael Ungeheuer
University of Miami - School of Business Administration, University of Mannheim - Department of International Finance and Aalto University School of Business
Downloads 1,111 (18,369)
Citation 3

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Investor Attention, Stock Rankings, Retail Investors, Idiosyncratic Volatility Puzzle

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 820 (28,564)
Citation 2

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Media Coverage, Visibility, Returns, Corporate Governance, Profitability

3.

Extreme Downside Liquidity Risk

26th Australasian Finance and Banking Conference 2013, University of St.Gallen, School of Finance Research Paper No. 2013/26
Number of pages: 78 Posted: 01 Apr 2013 Last Revised: 12 Mar 2018
Stefan Ruenzi, Michael Ungeheuer and Florian Weigert
University of Mannheim - Department of International Finance, Aalto University School of Business and University of St. Gallen - School of Finance
Downloads 723 (33,963)
Citation 6

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

4.

Advertising, Attention, and Financial Markets

Number of pages: 136 Posted: 02 Jan 2015 Last Revised: 10 Jan 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 676 (37,217)
Citation 2

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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: 02 Aug 2019
Michael Ungeheuer
Aalto University School of Business
Downloads 586 (45,004)
Citation 3

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Investor Attention, Daily Winners and Losers, Rankings

The Perception of Dependence, Investment Decisions, and Stock Prices

Number of pages: 107 Posted: 29 Feb 2016 Last Revised: 06 Oct 2018
Michael Ungeheuer and Martin Weber
Aalto University School of Business and University of Mannheim - Department of Banking and Finance
Downloads 370 (78,470)
Citation 2

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

7.
Downloads 123 (227,450)

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 123 (228,357)

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