Matthias Pelster

University of Duisburg-Essen - Mercator School of Management

Lotharstraße 65

Duisburg, Nordrhein-Westfalen 47057

Germany

european center for financial services (ecfs)

Lotharstraße 65

Duisburg, 47057

Germany

SCHOLARLY PAPERS

30

DOWNLOADS

28,692

TOTAL CITATIONS

135

Scholarly Papers (30)

1.
Downloads 16,383 ( 455)
Citation 9

Nonstandard Errors

Journal of Finance, Volume 79, Issue 3, June 2024, Pages 2339-2390.
Number of pages: 52 Posted: 23 Nov 2021 Last Revised: 29 Oct 2024
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera Romero, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. van Dijk, Chukwuma Dim, Thomas Dimpfl, Yunjiang Dong, Philip Drummond, Tom L. Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Mianjun Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schuerhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing-Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Zhou Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Marcel Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund, National Bureau of Economic Research (NBER), CNRS, University of Oxford, University of Technology Sydney, Dublin City University, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - McDonough School of Business, University of Mannheim, Tennessee Technological University, EM Lyon (Ecole de Management de Lyon) - Emlyon Business School, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), VU University Amsterdam - Department of Finance and Financial Sector Management, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Polytechnic University of Marche - Department of Management, University of Zurich - Department of Economics, Toulouse School of Economics, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), George Washington University, University of Hohenheim, Queen's University (Canada), Queen's School of Business, The Brattle Group, Faculty of Business and Economics, Dresden University of Technology, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, VU University Amsterdam, University of Queensland - Business School, Georgetown University - Department of Economics, University of Wisconsin - Milwaukee - Department of Finance, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, UNSW Business School, HEC Paris - Finance Department, City University London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex - Essex Business School, Radboud University Nijmegen - Institute for Management Research, Ardea Investment Management, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tübingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Economics, University of California, Berkeley - Haas School of Business, West Virginia University - John Chambers College of Business and Economics, Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, Northeastern University - D'Amore-McKim School of Business, University of Orleans, VU University Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, VU University Amsterdam, Ludwig Maximilian University of Munich (LMU), Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Universidad de los Andes, HEC Montreal, University of Adelaide, Chemnitz University of Technology (CUT) - Department of Economics, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of New South Wales (UNSW), Square Research Center, Independent Researcher, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, North Carolina State University - Department of Business Management, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, ESCP Europe - ESCP Europe - Turin Campus, Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, Independent, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Chicago, John von Neumann University - MNB Institute, Macquarie University, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, UNSW Australia Business School, School of Banking and Finance, Mississippi State University, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz - Institute of Banking and Finance, Royal Melbourne Institute of Technolog (RMIT University) - Blockchain Innovation Hub, University of Toronto, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, University of Duisburg-Essen - Mercator School of Management, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Department of finance, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington - Department of Finance and Real Estate, University of Basel - Faculty of Business and Economics, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), VU University Amsterdam, ESSEC Business School, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Edinburgh Business School, Oklahoma State University, HEC Paris - Finance Department, University of Quebec at Montreal (UQAM) - Faculty of Management (ESG), University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University - Schulich School of Business, HEC Montreal - Department of Finance, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, The University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), VU Amsterdam - School of Business and Economics, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, University of New South Wales (UNSW), University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol Business School, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol - Department of Finance and Accounting, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, Vlerick Business School, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Reykjavik University, Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, VU University Amsterdam, Asia University, Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex, Erasmus University Rotterdam, Central Michigan University, Aalto University, Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business, NHH Norwegian School of Economics - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam (VU Amsterdam), University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS) - Monetary and Economic Department, University of Calgary - Haskayne School of Business, Vrije Universiteit Amsterdam, School of Business and Economics, Queen's University, HEC Paris, University of Birmingham, King’s College London, Cardiff Business School, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, State University of New York (SUNY) - Buffalo, Southwestern University of Finance and Economics (SWUFE), NGS Super, University of Toulouse Capitole, UC3M, University of Reading - ICMA Centre, Pontificia Universidad Católica de Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 16,383 (480)
Citation 9

Abstract:

Loading...

nonstandard errors, multi-analyst study, liquidity

2.

Can ChatGPT assist in picking stocks?

Finance Research Letters, 104786
Number of pages: 18 Posted: 10 Nov 2023 Last Revised: 29 Nov 2023
Matthias Pelster and Joel Val
University of Duisburg-Essen - Mercator School of Management and University of Duisburg-Essen - Mercator School of Management
Downloads 2,719 (10,112)
Citation 11

Abstract:

Loading...

information processing, artificial intelligence (AI), ChatGPT

3.

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, University of Duisburg-Essen - Mercator School of Management, University of Duisburg-Essen - Mercator School of Management and Paderborn University
Downloads 1,226 (34,658)

Abstract:

Loading...

Predatory Trading, Retail Investors, Trading Behavior.

4.

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
Paderborn UniversityTRR 266 Accounting for Transparency, University of Duisburg-Essen - Mercator School of Management and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 1,068 (42,196)
Citation 24

Abstract:

Loading...

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

5.

Arbitrage in the Market for Cryptocurrencies

Journal of Financial Markets, Forthcoming, TAF-Working Paper Series No. 67 / May 2022
Number of pages: 52 Posted: 19 Jun 2020 Last Revised: 13 Dec 2022
Tommy Crépellière, Matthias Pelster and Stefan Zeisberger
affiliation not provided to SSRN, University of Duisburg-Essen - Mercator School of Management and Radboud University, Institute for Management Research
Downloads 933 (51,097)
Citation 15

Abstract:

Loading...

FinTech, arbirtrage, cryptocurrencies, Bitcoin

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, University of Duisburg-Essen - Mercator School of Management and New York University (NYU) - Leonard N. Stern School of Business
Downloads 797 (63,267)
Citation 19

Abstract:

Loading...

Investor Attention, Trading Behavior, Risk-Taking

7.

Social trading, communication, and networks

Information Systems Research, forthcoming. TAF Working Paper No. 74/July 2022
Number of pages: 64 Posted: 01 Apr 2021 Last Revised: 14 Jun 2023
Jiaying Deng, Mingwen Yang, Matthias Pelster and Yong Tan
University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business, University of Duisburg-Essen - Mercator School of Management and University of Washington - Michael G. Foster School of Business
Downloads 671 (79,044)

Abstract:

Loading...

Social Trading, Copy Trading, Social Communication, STERGM

8.

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
University of Duisburg-Essen - Mercator School of Management
Downloads 633 (85,237)
Citation 2

Abstract:

Loading...

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

9.

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, University of Bologna, Department of Economics and University of Duisburg-Essen - Mercator School of Management
Downloads 524 (108,274)
Citation 3

Abstract:

Loading...

social trading, crowd intelligence, stock returns, abnormal returns

10.

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, University of Duisburg-Essen - Mercator School of Management and University of Leipzig - Faculty of Economics and Management Science
Downloads 507 (112,710)
Citation 8

Abstract:

Loading...

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

11.

Dark Triad Managerial Personality and Financial Reporting Manipulation

Journal of Business Ethics, forthcoming. , TAF Working Paper, No. 56, 2020.
Number of pages: 61 Posted: 08 Sep 2020 Last Revised: 27 Sep 2021
Martin Mutschmann, Tim Hasso and Matthias Pelster
affiliation not provided to SSRN, Bond University - Bond Business School and University of Duisburg-Essen - Mercator School of Management
Downloads 425 (139,068)
Citation 8

Abstract:

Loading...

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

12.

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
University of Duisburg-Essen - Mercator School of Management and St John's University - School of Risk Management
Downloads 399 (150,028)
Citation 7

Abstract:

Loading...

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

13.

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
University of Duisburg-Essen - Mercator School of Management, Durham University and University of Leipzig - Faculty of Economics and Management Science
Downloads 317 (191,625)

Abstract:

Loading...

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

14.

Can the market identify prosperous activist engagements? Evidence from announcement and long-term buy-and-hold returns

TAF Working Paper No. 66 / January 2022
Number of pages: 38 Posted: 09 Mar 2021 Last Revised: 22 Feb 2022
Jochen Hartmann, Matthias Pelster and Soenke Sievers
Paderborn University, University of Duisburg-Essen - Mercator School of Management and TRR 266 Accounting for Transparency
Downloads 313 (194,288)

Abstract:

Loading...

shareholder activism, international evidence, hedge funds, non-hedge fund activism, institutional investors

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
University of Duisburg-Essen - Mercator School of Management and European Central Bank (ECB)
Downloads 152 (387,558)

Abstract:

Loading...

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
University of Duisburg-Essen - Mercator School of Management and European Central Bank (ECB)
Downloads 93 (561,305)
Citation 1

Abstract:

Loading...

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

16.

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 University of Duisburg-Essen - Mercator School of Management
Downloads 241 (253,903)
Citation 1

Abstract:

Loading...

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

17.

Leverage constraints and investors' choice of underlyings

Journal of Banking and Finance, 107150.
Number of pages: 68 Posted: 01 Mar 2022 Last Revised: 26 Mar 2024
Matthias Pelster
University of Duisburg-Essen - Mercator School of Management
Downloads 182 (331,708)

Abstract:

Loading...

Trading Behavior, Risk-Taking, Contracts for Difference, Regulatory Intervention.

18.

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, University of Duisburg-Essen - Mercator School of Management and Leuphana University of Lueneburg
Downloads 166 (357,671)
Citation 14

Abstract:

Loading...

cryptocurrencies, bitcoin, trading, investor returns, demographics

19.

Dark Triad Personality Traits and Selective Hedging

Journal of Business Ethics, DOI: 10.1007/s10551-021-04985-z, Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC, TAF Working Paper No. 60/May 2021
Number of pages: 59 Posted: 28 May 2021 Last Revised: 02 Nov 2021
Matthias Pelster, Annette Hofmann, Nina Klocke and Sonja Warkulat
University of Duisburg-Essen - Mercator School of Management, St John's University - School of Risk Management, University of Duisburg-Essen - Mercator School of Management and Paderborn University
Downloads 144 (402,545)
Citation 3

Abstract:

Loading...

Managers, personality traits, corporate risk management, selective hedging

20.

The Interplay of Opinions and Behavior in Social Trading: Early Cryptocurrency Adoption Dynamics

Number of pages: 37 Posted: 05 Apr 2024
Ye Liu, Mingwen Yang, Matthias Pelster and Yong Tan
University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business, University of Duisburg-Essen - Mercator School of Management and University of Washington - Michael G. Foster School of Business
Downloads 124 (452,396)

Abstract:

Loading...

Social trading, Cryptocurrency adoption, Social learning, Social networks

21.

Skill, effort, luck: Determinants of rank-based endowments and risk-taking in a social setting

Journal of Behavioral and Experimental Finance, 100924.
Number of pages: 91 Posted: 29 Sep 2022 Last Revised: 25 Mar 2024
Sebastian Krull, Matthias Pelster and Petra Steinorth
Mercator School of Management, Duisburg-Essen University, University of Duisburg-Essen - Mercator School of Management and University of Hamburg - Institute for Risk Management and Insurance
Downloads 108 (501,745)

Abstract:

Loading...

decision under risk, risk-taking, social ranking, peer effects

22.

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
University of Duisburg-Essen - Mercator School of Management, Leuphana University of Lueneburg and Bond University - Bond Business School
Downloads 106 (508,604)
Citation 3

Abstract:

Loading...

cryptocurrencies, bitcoin, investor, risk-seeking

23.

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
IÉSEG - Ecole de Commerce à Paris et Lille and University of Duisburg-Essen - Mercator School of Management
Downloads 99 (533,661)
Citation 3

Abstract:

Loading...

social interactions, scopic regime, online trading, disposition effect

24.

Two-Period Duopolies with Forward Markets

Review of Industrial Organization, https://doi.org/10.1007/s11151-021-09839-6.
Number of pages: 43 Posted: 18 Jul 2013 Last Revised: 17 Nov 2021
Caleb Cox, Arzé Karam and Matthias Pelster
Virginia Commonwealth University (VCU), Durham University and University of Duisburg-Essen - Mercator School of Management
Downloads 92 (559,484)
Citation 2

Abstract:

Loading...

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

25.

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
University of Duisburg-Essen - Mercator School of Management and University of Graz
Downloads 80 (608,654)

Abstract:

Loading...

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

26.

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 University of Duisburg-Essen - Mercator School of Management
Downloads 74 (635,369)

Abstract:

Loading...

Disposition effect; Culture; Investor behavior; Risk-aversion

27.

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, University of Duisburg-Essen - Mercator School of Management and University of Dortmund - Department of Business
Downloads 69 (659,286)
Citation 2

Abstract:

Loading...

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

28.

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
University of Duisburg-Essen - Mercator School of Management
Downloads 47 (786,295)

Abstract:

Loading...

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

29.

Who Cares About ESG?

Journal of Climate Finance, volume 8, 2024 [10.1016/j.jclimf.2024.100045] (Forthcoming)
Posted: 02 Aug 2024
Andreas Oehler, Matthias Horn and Matthias Pelster
Bamberg University, Independent and University of Duisburg-Essen - Mercator School of Management

Abstract:

Loading...

Trading Behavior Sustainability ESG Retail Investors

30.

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 University of Duisburg-Essen - Mercator School of Management

Abstract:

Loading...

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