Rüdiger Weber

WU Vienna

Welthandelsplatz 1 1

Wien, 1020

Austria

Vienna Graduate School of Finance (VGSF)

Welthandelsplatz 1

Vienna, 1020

Austria

  • WU Vienna

  • Vienna Graduate School of Finance (VGSF)

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 25,427

SSRN RANKINGS

Top 25,427

in Total Papers Downloads

3,947

SSRN CITATIONS
Rank 41,961

SSRN RANKINGS

Top 41,961

in Total Papers Citations

19

CROSSREF CITATIONS

4

Scholarly Papers (7)

Actions:
Email selected abstracts
1.

Methodological uncertainty in portfolio sorts

Number of pages: 55 Posted: 25 Jul 2022 Last Revised: 14 Jun 2024
Dominik Walter, Rüdiger Weber and Patrick Weiss
Vienna Graduate School of Finance (VGSF), WU Vienna and Reykjavik University
Downloads 1,030 (43,066)
Citation 2

Abstract:

Loading...

Non-standard errors, portfolio sorts, data mining, risk factors, anomalies JEL: C58, G10, G11, G12, G14

2.

Beliefs About the Stock Market and Investment Choices: Evidence from a Survey and a Field Experiment

Number of pages: 53 Posted: 26 Mar 2021 Last Revised: 21 Sep 2023
Christine Laudenbach, Annika Weber, Rüdiger Weber and Johannes Wohlfart
SAFE and Goethe University, Goethe University Frankfurt, WU Vienna and University of Copenhagen
Downloads 997 (45,070)

Abstract:

Loading...

Expectation Formation, Individual Investors, Trading, Field Experiment.

3.

Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution

SAFE Working Paper No. 265
Number of pages: 78 Posted: 09 Dec 2016 Last Revised: 03 Feb 2020
Christian Schlag, Julian Thimme and Rüdiger Weber
Goethe University Frankfurt, Karlsruhe Institute of Technology and WU Vienna
Downloads 624 (84,033)
Citation 10

Abstract:

Loading...

Preference for early resolution of uncertainty, implied volatility, cross-section of expected stock returns, asset pricing

4.

Is there a cash-flow timing premium?

Number of pages: 79 Posted: 13 Jul 2022 Last Revised: 27 Apr 2023
Dominik Walter and Rüdiger Weber
Vienna Graduate School of Finance (VGSF) and WU Vienna
Downloads 516 (106,732)

Abstract:

Loading...

Equity duration, cash flow timing, term structure of equity, cross-section of expected returns

5.

Money in the Right Hands

Number of pages: 76 Posted: 03 Feb 2022 Last Revised: 30 Apr 2024
Aleksandra Rzeźnik and Rüdiger Weber
York University - Schulich School of Business and WU Vienna
Downloads 318 (184,651)

Abstract:

Loading...

Mutual funds, Demand-based asset pricing, Fire sales, Liquidity, Market efficiency

6.

Institutional Investors, Households and the Time-Variation in Expected Stock Returns

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 73 Posted: 27 May 2017 Last Revised: 07 Feb 2022
Rüdiger Weber
WU Vienna
Downloads 306 (192,333)
Citation 3

Abstract:

Loading...

time-series return predictability, households, institutional ownership, financialization, heterogeneous agents

7.

Firing Costs and the Stock Market

Downloads 156 (363,188)
Citation 2

Firing Costs and the Stock Market

Number of pages: 41 Posted: 20 Feb 2021 Last Revised: 23 Dec 2023
Robert Mahlstedt and Rüdiger Weber
IZA and WU Vienna
Downloads 91 (547,203)
Citation 1

Abstract:

Loading...

Firing costs, expected stock returns, labor market frictions, risk sharing

Risk Sharing within and Outside the Firm: The Disparate Effects of Wrongful Discharge Laws on Expected Stock Returns

IZA Discussion Paper No. 13941
Number of pages: 61 Posted: 14 Dec 2020
Robert Mahlstedt and Rüdiger Weber
IZA and WU Vienna
Downloads 65 (666,743)
Citation 1

Abstract:

Loading...