Felix Fattinger

University of Melbourne - Department of Finance

Faculty of Economics and Commerce

Parkville, Victoria 3010

Australia

SCHOLARLY PAPERS

8

DOWNLOADS

575

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

Risk and Return Around the Clock

Number of pages: 48 Posted: 17 May 2015 Last Revised: 01 Nov 2015
Felix Fattinger and Alexandre Ziegler
University of Melbourne - Department of Finance and University of Zurich - Department of Banking and Finance
Downloads 173 (188,868)

Abstract:

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Price discovery, Market efficiency, Intraday return and volatility patterns, High-frequency data, Jumps

2.
Downloads 129 (240,363)

Trading Complex Risks

Number of pages: 71 Posted: 12 Dec 2017 Last Revised: 13 Jun 2018
Felix Fattinger
University of Melbourne - Department of Finance
Downloads 105 (280,709)

Abstract:

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Complexity, Risk Sharing, Information Aggregation, Bounded Rationality

Trading Complex Risks

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71 Posted: 05 Jun 2018
Felix Fattinger
University of Melbourne - Department of Finance
Downloads 24 (557,909)

Abstract:

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3.

Indebtedness, Interests, and Incentives: State-contingent Sovereign Debt Revisited

Number of pages: 40 Posted: 03 Oct 2015 Last Revised: 30 Oct 2017
Andrin Bögli and Felix Fattinger
University of Zurich - Department of Banking and Finance and University of Melbourne - Department of Finance
Downloads 123 (249,134)
Citation 1

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state-contingent sovereign debt, puttable bonds, GDP-linked bonds, sovereign debt crisis, outright monetary transactions

4.

Computational Complexity and Asset Pricing

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 47 Posted: 29 Oct 2019 Last Revised: 08 Apr 2020
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 52 (414,208)
Citation 2

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Computational Complexity, Financial Markets, Market Design, Dissemination of Knowledge, Oracles

5.

Low Interest Rates, Bounded Rationality, and Product Complexity: Demand and Supply Effects for Retail Financial Markets

Number of pages: 72 Posted: 30 Dec 2019 Last Revised: 15 Jun 2020
Marc Chesney, Felix Fattinger and Nils Jonathan Krakow
University of Zurich - Department of Banking and Finance, University of Melbourne - Department of Finance and University of Zurich - Department of Banking and Finance
Downloads 40 (460,724)

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Financial innovation; complexity; retail finance; reaching for yield; dependency perception

6.

Asset Pricing In a World of Imperfect Foresight

Number of pages: 37 Posted: 18 Jun 2020
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, affiliation not provided to SSRN and Chinese University of Hong Kong, Shenzhen
Downloads 34 (492,186)

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Rational Expectations, Perfect Foresight, Myopia, Experimental Finance

7.

How Information Structure Impacts Aggregation of Information in Markets

Number of pages: 71 Posted: 29 Jun 2020
Ryan Anderson, Peter Bossaerts and Felix Fattinger
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 24 (541,211)

Abstract:

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8.

Emotional Engagement and Trading Performance

Number of pages: 32
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, Department of Accounting, Monash Business School and University of Melbourne
Downloads 0

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Financial Markets, Trading, Emotions, Bubbles and Crashes, Experimental Economics