Thomas Fischer

Lund University - School of Economics and Management

Tycho Brahes väg 1,

S-220 07 Lund, 223 63

Sweden

Darmstadt University of Technology

Darmstadt, Hesse D-64289

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

470

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents

Algorithmic Finance (2012), 1:2, 123-139
Number of pages: 18 Posted: 05 Oct 2012 Last Revised: 22 Oct 2012
Thomas Fischer
Lund University - School of Economics and Management
Downloads 233 (133,428)

Abstract:

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2.

Unequal Returns: Using the Atkinson Index to Measure Financial Risk

Number of pages: 61 Posted: 01 Dec 2017 Last Revised: 30 Jan 2019
Thomas Fischer and Frederik Lundtofte
Lund University - School of Economics and Management and Lund University - Department of Economics
Downloads 78 (314,925)

Abstract:

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risk, performance, non-Gaussian distributions, cumulants, hedge funds

3.

Modeling Inequality and Mobility with Stochastic Processes

Number of pages: 55 Posted: 26 Dec 2017 Last Revised: 24 Sep 2018
Thomas Fischer
Lund University - School of Economics and Management
Downloads 62 (356,817)
Citation 2

Abstract:

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income and wealth inequality, mobility, drift-diffusion process, stationary distribution, fat tails

4.

Spatial Inequality and Housing in China

Number of pages: 57 Posted: 25 May 2018 Last Revised: 06 Sep 2019
Thomas Fischer
Lund University - School of Economics and Management
Downloads 56 (375,203)

Abstract:

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China, structural transformation, urban-rural divide, regional migration, housing, inequality

5.

Determinants of Wealth Inequality and Mobility in General Equilibrium

Number of pages: 59 Posted: 04 Mar 2019 Last Revised: 06 Sep 2019
Thomas Fischer
Lund University - School of Economics and Management
Downloads 34 (456,776)

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wealth inequality, mobility of wealth, portfolio selection, fat tails, bequest tax

6.

Classroom or Pub – Where are Persistent Peer Relationships between University Students Formed?

Number of pages: 37 Posted: 19 Sep 2019
Thomas Fischer and Johannes Rode
Lund University - School of Economics and Management and Technische Universität Darmstadt
Downloads 7 (612,015)

Abstract:

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peer effects, higher education, social network formation, homophily