Michael Ungeheuer

Aalto University

Assistant Professor

P.O.Box 21210

Aalto, 00076

Finland

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

SCHOLARLY PAPERS

9

DOWNLOADS
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Top 9,555

in Total Papers Downloads

7,208

SSRN CITATIONS
Rank 18,144

SSRN RANKINGS

Top 18,144

in Total Papers Citations

30

CROSSREF CITATIONS

28

Scholarly Papers (9)

1.

Daily Winners and Losers

Number of pages: 134 Posted: 14 Mar 2017 Last Revised: 23 Apr 2021
Alok Kumar, Stefan Ruenzi and Michael Ungeheuer
University of Miami - Miami Herbert Business School, University of Mannheim - Department of International Finance and Aalto University
Downloads 1,735 (14,433)
Citation 11

Abstract:

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Salient stock returns, investor attention, idiosyncratic volatility puzzle, retail investors.

2.

The Value of Visibility

Number of pages: 94 Posted: 12 Nov 2015 Last Revised: 28 Dec 2021
Alexander Hillert and Michael Ungeheuer
Goethe University Frankfurt - Department of Finance and Aalto University
Downloads 1,169 (26,195)
Citation 4

Abstract:

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Media Coverage, Visibility, Returns, Corporate Governance, Profitability

3.

Advertising, Attention, and Financial Markets

Review of Financial Studies, Forthcoming
Number of pages: 137 Posted: 02 Jan 2015 Last Revised: 31 Mar 2022
Florens Focke, Stefan Ruenzi and Michael Ungeheuer
University of Mannheim - Department of International Finance, University of Mannheim - Department of International Finance and Aalto University
Downloads 935 (36,102)
Citation 9

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

4.

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: 31 Mar 2022
Stefan Ruenzi, Michael Ungeheuer and Florian Weigert
University of Mannheim - Department of International Finance, Aalto University and University of Neuchatel - Institute of Financial Analysis
Downloads 866 (39,993)
Citation 9

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

5.

Information, Trade, and Salient Returns

Number of pages: 128 Posted: 14 Mar 2017 Last Revised: 27 May 2020
Fabian Brunner and Michael Ungeheuer
University of Mannheim - Department of Finance and Aalto University
Downloads 847 (41,236)
Citation 8

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Salience, information placement, returns, information acquisition, trading activity, mispricing

The Perception of Dependence, Investment Decisions, and Stock Prices

Journal of Finance, Forthcoming
Number of pages: 107 Posted: 29 Feb 2016 Last Revised: 31 Mar 2022
Michael Ungeheuer and Martin Weber
Aalto University and University of Mannheim - Department of Banking and Finance
Downloads 784 (45,076)
Citation 7

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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 and University of Mannheim - Department of Banking and Finance
Downloads 1 (952,318)
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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 and University of Mannheim - Department of Banking and Finance
Downloads 1 (952,318)
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Asset Pricing, Biased Beliefs, Correlation Neglect, Dependence, Diversification, Investment Decisions

7.

Growth Expectations out of WACC

Number of pages: 81 Posted: 29 Jun 2020 Last Revised: 24 Nov 2021
Petri Jylha and Michael Ungeheuer
Aalto University and Aalto University
Downloads 334 (129,269)
Citation 1

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Analysts, Growth expectations, CAPM, Cost of Capital

How to Alleviate Correlation Neglect in Investment Decisions

Management Science, Forthcoming
Number of pages: 49 Posted: 14 Dec 2017 Last Revised: 01 Apr 2022
Christine Laudenbach, Michael Ungeheuer and Martin Weber
SAFE and Goethe University, Aalto University and University of Mannheim - Department of Banking and Finance
Downloads 318 (135,773)
Citation 2

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Investment Decisions, Diversification, Correlation Neglect, Risk Taking, FinTech.

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
SAFE and Goethe University, Aalto University and University of Mannheim - Department of Banking and Finance
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Correlation Neglect, Diversification, Fintech, Investment Decisions, Risk Taking

9.

Beliefs about Beta: Upside Participation and Downside Protection

Number of pages: 106 Posted: 01 Mar 2021 Last Revised: 19 Jul 2022
Christoph Merkle and Michael Ungeheuer
Aarhus University and Aalto University
Downloads 218 (199,980)

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Return expectations, risk expectations, beta, diversification, overconfidence