Matthias Pelster

Paderborn University

Warburger Str. 100

Paderborn, 33098

Germany

SCHOLARLY PAPERS

26

DOWNLOADS

11,784

SSRN CITATIONS

31

CROSSREF CITATIONS

17

Scholarly Papers (26)

1.
Downloads 5,576 ( 1,887)

Non-Standard Errors

University of St.Gallen, School of Finance Research Paper No. 2021/17
Number of pages: 56 Posted: 23 Nov 2021 Last Revised: 08 Apr 2022
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, 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 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 Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna 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 Schürhoff, 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 Z. 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, 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, Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, Neoma Business School, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - Department of Finance, University of Mannheim, Tennessee Technological University, Auburn University, 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), Vrije Universiteit Amsterdam, 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 Banking and Finance, Universite de Toulouse 1 Capitole, 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), Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, Technische Universität Dresden, 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, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City, University of 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, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, 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 Tuebingen, 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 Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University - 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, University of Utah - David Eccles 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-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontifical Catholic University of Chile, HEC Montreal, The University of Adelaide, Queen's University Belfast - Queen's Management School, 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, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), 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, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - 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, Financial Conduct Authority, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, RMIT University - Blockchain Innovation Hub, University of Toronto at Mississauga, 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, Paderborn University, 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, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), VU University Amsterdam, University of Verona - Department of Economics, 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 Manchester - Alliance Manchester Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Massachusetts Amherst, 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, 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 University Amsterdam, 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, UNSW Australia Business School, School of Banking and Finance, 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 - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, 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, University of Essex, 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, Vienna University of Economics and Business - Department of Finance, Accounting & Statistics, 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 - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, VU University Amsterdam, INSEAD - Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, VU University Amsterdam, University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS), University of Toronto at Mississauga - Department of Management, VU University Amsterdam - Department of Finance and Financial Sector Management, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, University of Reading - ICMA CentreLeibniz Universität Hannover - Faculty of Economics and Management, Pontifical Catholic University of Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 5,576 (1,959)

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non-standard errors, multi-analyst approach, liquidity

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 938 (34,795)

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Predatory Trading, Retail Investors, Trading Behavior.

3.

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, Paderborn University and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 922 (35,645)
Citation 10

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

4.

Arbitrage in the Market for Cryptocurrencies

Number of pages: 47 Posted: 19 Jun 2020 Last Revised: 31 May 2022
Tommy Crépellière, Matthias Pelster and Stefan Zeisberger
affiliation not provided to SSRN, Paderborn University and Radboud University, Institute for Management Research
Downloads 500 (79,304)
Citation 2

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FinTech, arbirtrage, cryptocurrencies, Bitcoin

5.

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) - Leonard N. Stern School of Business
Downloads 486 (82,051)
Citation 4

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Investor Attention, Trading Behavior, Risk-Taking

6.

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 456 (88,562)
Citation 3

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social trading, crowd intelligence, stock returns, abnormal returns

7.

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 455 (88,774)
Citation 2

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

8.

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 379 (109,637)
Citation 8

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

9.

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 273 (155,435)
Citation 7

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

10.

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 264 (160,855)

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

11.

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 - Michael G. Foster School of Business, Paderborn University and University of Washington - Michael G. Foster School of Business
Downloads 223 (189,212)

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Social Trading, Copy Trading, Social Communication, STERGM

12.

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, Paderborn University and TRR 266 Accounting for Transparency
Downloads 221 (190,836)

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

13.

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 Paderborn University
Downloads 182 (227,531)

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

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 109 (341,101)

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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 67 (459,278)
Citation 1

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

15.

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 170 (241,113)

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

16.

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
Paderborn University, St John's University - School of Risk Management, Paderborn University and Paderborn University
Downloads 95 (370,838)

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Managers, personality traits, corporate risk management, selective hedging

17.

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 95 (370,838)
Citation 4

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cryptocurrencies, bitcoin, trading, investor returns, demographics

18.

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 66 (456,777)
Citation 3

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cryptocurrencies, bitcoin, investor, risk-seeking

19.

Leverage constraints and investors' choice of underlyings

TAF Working Paper No. 65/January 2022
Number of pages: 69 Posted: 01 Mar 2022 Last Revised: 01 Jun 2022
Matthias Pelster
Paderborn University
Downloads 62 (471,270)

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

20.

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 51 (515,194)

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social interactions, scopic regime, online trading, disposition effect

21.

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 University of Graz
Downloads 47 (533,061)

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

22.

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 Paderborn University
Downloads 47 (533,061)

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

23.

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 45 (542,373)
Citation 2

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

24.

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
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Abstract:

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Disposition effect; Culture; Investor behavior; Risk-aversion

25.

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

26.

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