Matthias Pelster

Paderborn University

Warburger Str. 100

Paderborn, 33098

Germany

SCHOLARLY PAPERS

23

DOWNLOADS

4,224

SSRN CITATIONS

33

CROSSREF CITATIONS

16

Scholarly Papers (23)

1.

COVID-19 and Investor Behavior

Finance Research Letters, 101717, Doi.org/10.1016/j.frl.2020.101717, TAF Working Paper No. 54/April 2020 , TRR 266 Accounting for Transparency Working Paper Series No. 25
Number of pages: 19 Posted: 03 May 2020 Last Revised: 05 May 2021
Regina Ortmann, Matthias Pelster and Sascha Tobias Wengerek
University of Paderborn, Paderborn University and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 747 (40,970)
Citation 8

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Trading Behavior, Risk-Taking, Pandemic, COVID-19

2.

Who Participated in the GameStop Frenzy? Evidence from Brokerage Accounts

Finance Research Letters, 102140; TAF Working Paper No. 58/February 2021
Number of pages: 16 Posted: 25 Feb 2021 Last Revised: 08 Jun 2021
Tim Hasso, Daniel Müller, Matthias Pelster and Sonja Warkulat
Bond University - Bond Business School, Paderborn University, Paderborn University and Paderborn University
Downloads 658 (48,589)

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Predatory Trading, Retail Investors, Trading Behavior.

3.

Swarm Intelligence? Stock Opinions of the Crowd and Stock Returns

International Review of Economics and Finance 64, November 2019, 443-464.
Number of pages: 48 Posted: 01 Jun 2016 Last Revised: 13 Nov 2019
Bastian Breitmayer, Filippo Massari and Matthias Pelster
Leuphana University of Lueneburg, Bocconi University - Department of Decision Sciences and Paderborn University
Downloads 428 (82,951)
Citation 3

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social trading, crowd intelligence, stock returns, abnormal returns

4.

Systemic Risk, Bank Capital, and Deposit Insurance Around the World

Number of pages: 66 Posted: 21 May 2014 Last Revised: 08 Oct 2014
Denefa Bostandzic, Matthias Pelster and Gregor N. F. Weiss
Heinrich Heine University Dusseldorf, Paderborn University and University of Leipzig - Faculty of Economics and Management Science
Downloads 366 (99,332)
Citation 8

Abstract:

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financial crises, systemic risk, bank regulation, regulatory capital, deposit insurance

5.

I'll Have What S/he's Having: A Case Study of a Social Trading Network

ICIS 2017 Proceedings
Number of pages: 14 Posted: 21 Feb 2019 Last Revised: 04 Sep 2019
Matthias Pelster
Paderborn University
Downloads 320 (115,419)
Citation 2

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Online trading; investment advice; network modeling; Expected Force; herding.

6.

Attention Triggers and Investors' Risk-Taking

Journal of Financial Economics, DOI: 10.1016/j.jfineco.2021.05.031, ADB-IGF Special Working Paper Series “Fintech to Enable Development, Investment, Financial Inclusion, and Sustainability”
Number of pages: 69 Posted: 20 Jul 2020 Last Revised: 27 May 2021
Marc Arnold, Matthias Pelster and Marti G. Subrahmanyam
University of St. Gallen - School of Finance, Paderborn University and New York University (NYU) - Department of Finance
Downloads 305 (121,901)
Citation 4

Abstract:

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Investor Attention, Trading Behavior, Risk-Taking

7.

Bank Stock Performance and Bank Regulation Around the Globe

European Journal of Finance Vol. 24, Issue 2, pp. 77-113, 2018
Number of pages: 55 Posted: 05 Jun 2014 Last Revised: 25 Feb 2018
Matthias Pelster, Felix Irresberger and Gregor N. F. Weiss
Paderborn University, Durham University and University of Leipzig - Faculty of Economics and Management Science
Downloads 252 (147,953)

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Bank stock performance, bank regulation, capital, implicit bailout guarantee.

8.

About the Fear of Reputational Loss: Social Trading and the Disposition Effect

Journal of Banking and Finance, 94, 75-88.
Number of pages: 32 Posted: 24 Oct 2017 Last Revised: 02 Aug 2018
Matthias Pelster and Annette Hofmann
Paderborn University and St John's University - School of Risk Management
Downloads 210 (177,019)
Citation 7

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Social trading, peer advice, disposition effect, online trading platforms

9.

Financial penalties and bank performance

Journal of Banking and Finance, 79, 57–73.
Number of pages: 45 Posted: 24 Feb 2017 Last Revised: 11 May 2020
Hannes Koester and Matthias Pelster
Leuphana University of Lueneburg and Paderborn University
Downloads 151 (235,009)

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Financial Penalty, Misconduct, Bank Fines, Bank Profitability, Bank Performance

The Determinants of CDS Spreads: Evidence from the Model Space

Review of Derivatives Research 21, 63-118.
Number of pages: 70 Posted: 02 Jul 2016 Last Revised: 20 Mar 2018
Matthias Pelster and Johannes Vilsmeier
Paderborn University and European Central Bank (ECB)
Downloads 100 (320,698)

Abstract:

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CDS, Bayesian model averaging, crash aversion, tail risk, tail dependence

The Determinants of CDS Spreads: Evidence from the Model Space

Bundesbank Discussion Paper No. 43/2016
Number of pages: 63 Posted: 14 Dec 2016
Matthias Pelster and Johannes Vilsmeier
Paderborn University and European Central Bank (ECB)
Downloads 48 (480,328)
Citation 1

Abstract:

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CDS, bayesian model averaging, crash aversion, tail risk, tail dependence, time-varying copulas

11.

Shareholder Activism Around the Globe: Hedge Funds vs. Other Professional Investors

TAF Working Paper No. 59/March 2021
Number of pages: 84 Posted: 09 Mar 2021 Last Revised: 11 Mar 2021
Jochen Hartmann, Matthias Pelster and Soenke Sievers
Paderborn University, Paderborn University and TRR 266 Accounting for Transparency
Downloads 111 (296,632)

Abstract:

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Shareholder activism, international evidence, hedge funds, non-hedge fund activism

12.

Dark Triad Managerial Personality and Financial Reporting Manipulation

TAF Working Paper, No. 56, 2020
Number of pages: 57 Posted: 08 Sep 2020 Last Revised: 18 Sep 2020
Martin Mutschmann, Tim Hasso and Matthias Pelster
affiliation not provided to SSRN, Bond University - Bond Business School and Paderborn University
Downloads 107 (304,417)
Citation 1

Abstract:

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financial reporting quality, fraud, survey, managerial style effects, dark triad, internal controls

13.

A Boon or a Bane? An Examination of Social Communication in Social Trading

Number of pages: 35 Posted: 01 Apr 2021
Jiaying Deng, Mingwen Yang, Matthias Pelster and Yong Tan
University of Washington - Michael G. Foster School of Business, University of Washington, Paderborn University and University of Washington - Michael G. Foster School of Business
Downloads 74 (382,442)

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Social Trading, Copy Trading, Social Communication, STERGM

14.

Who Trades Cryptocurrencies, How Do They Trade It, and How Do They Perform? Evidence from Brokerage Accounts

Hasso, T., Pelster, M., & Breitmayer, B. (2019). Who Trades Cryptocurrencies, How Do they Trade It, and How Do they Perform? Evidence from Brokerage Accounts. Journal of Behavioral and Experimental Finance. DOI: 10.1016/j.jbef.2019.04.009
Number of pages: 22 Posted: 24 May 2019
Tim Hasso, Matthias Pelster and Bastian Breitmayer
Bond University - Bond Business School, Paderborn University and Leuphana University of Lueneburg
Downloads 68 (400,391)
Citation 4

Abstract:

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cryptocurrencies, bitcoin, trading, investor returns, demographics

15.

Are Cryptocurrency Traders Pioneers or Just Risk-Seekers? Evidence from Brokerage Accounts

Pelster, M., Breitmayer, B., & Hasso, T. (2019). Are cryptocurrency traders pioneers or just risk-seekers? evidence from brokerage accounts. Economics Letters. DOI:10.1016/j.econlet.2019.06.013
Number of pages: 10 Posted: 24 Jun 2019
Matthias Pelster, Bastian Breitmayer and Tim Hasso
Paderborn University, Leuphana University of Lueneburg and Bond University - Bond Business School
Downloads 48 (471,845)
Citation 3

Abstract:

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cryptocurrencies, bitcoin, investor, risk-seeking

16.

Framing and the Disposition Effect in a Scopic Regime

Quarterly Review of Economics and Finance. DOI: 10.1016/j.qref.2020.01.008
Number of pages: 28 Posted: 09 Jul 2019 Last Revised: 13 Feb 2020
Minh Ly Lieu and Matthias Pelster
affiliation not provided to SSRN and Paderborn University
Downloads 47 (475,976)

Abstract:

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social interactions, scopic regime, online trading, disposition effect

17.

Pricing and Issuance Dependencies in SFP Portfolios

Journal of Futures Markets 39, 342-365.
Number of pages: 24 Posted: 02 Jun 2016 Last Revised: 07 Feb 2019
Matthias Pelster and Andrea Schertler
Paderborn University and Leuphana University of Lueneburg
Downloads 47 (475,976)

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Structured Financial Products; Put Warrants; Discount Certificates; Issuance Decisions; Cross Pricing; Hedging

18.

Nachfrageunsicherheit Und Risikopolitik Im Duopol (Demand Uncertainty and Risk Policy: The Duopoly Case)

Number of pages: 40 Posted: 08 Jun 2012 Last Revised: 07 Mar 2015
Udo Broll, Matthias Pelster and Jack E. Wahl
Dresden University of Technology - Faculty of Economics and Business Management, Paderborn University and University of Dortmund - Department of Business
Downloads 43 (493,182)
Citation 2

Abstract:

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Demand uncertainty, duopoly case, corporate hedging, forward markets.

19.

Two-Period Duopolies with Forward Markets

Number of pages: 41 Posted: 18 Jul 2013 Last Revised: 29 Jan 2021
Caleb Cox, Arzé Karam and Matthias Pelster
Virginia Commonwealth University (VCU), Durham University and Paderborn University
Downloads 37 (520,864)

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Corporate hedging, game theory, duopoly, strategic application, dynamic setting, laboratory experiments

20.

Culture and the Disposition Effect

Economics Letters, 184, 108653, DOI:10.1016/j.econlet.2019.108653
Number of pages: 11 Posted: 03 Sep 2019 Last Revised: 01 Apr 2021
Bastian Breitmayer, Tim Hasso and Matthias Pelster
Leuphana University of Lueneburg, Bond University - Bond Business School and Paderborn University
Downloads 30 (557,484)

Abstract:

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Disposition effect; Culture; Investor behavior; Risk-aversion

21.

Implications of Financial Transaction Costs on the Real Economy: A Note

Contemporary Economics, Vol. 8, No. 1, pp. 113-118, 2014
Number of pages: 6 Posted: 11 May 2014
Matthias Pelster
Paderborn University
Downloads 22 (607,723)

Abstract:

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price risk, hedging, transaction cost, financial transaction tax, duopoly

22.

Dark Triad Personality Traits and Selective Hedging

TAF Working Paper No. 60/May 2021
Number of pages: 76 Posted: 28 May 2021
Matthias Pelster, Annette Hofmann, Nina Klocke and Sonja Warkulat
Paderborn University, St John's University - School of Risk Management, Paderborn University and Paderborn University
Downloads 5 (732,686)

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Managers, personality traits, corporate risk management, selective hedging.

23.

Financial Penalties and the Systemic Risk of Banks

Journal of Risk Finance 19, 154-173.
Posted: 12 Apr 2017 Last Revised: 27 Jun 2018
Hannes Koester and Matthias Pelster
Leuphana University of Lueneburg and Paderborn University

Abstract:

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systemic risk, bank regulation, financial penalty, bank fines, misconduct