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

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SSRN CITATIONS
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20

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1

Scholarly Papers (7)

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1.

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

Downloads 938 (42,182)
Citation 5

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

Number of pages: 117 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 712 (60,538)

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Expectation Formation, Individual Investors, Trading, Field Experiment.

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

CEBI Working Paper 17/21
Number of pages: 96 Posted: 01 Feb 2022 Last Revised: 24 Apr 2023
Annika Weber, Christine Laudenbach, Johannes Wohlfart and Rüdiger Weber
Goethe University Frankfurt, SAFE and Goethe University, University of Copenhagen and WU Vienna
Downloads 226 (224,121)
Citation 2

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Expectation Formation, Individual Investors, Trading, Field Experiment

2.

Non-Standard Errors in Portfolio Sorts

Number of pages: 81 Posted: 25 Jul 2022 Last Revised: 25 Apr 2023
Dominik Walter, Rüdiger Weber and Patrick Weiss
Vienna Graduate School of Finance (VGSF), WU Vienna and Reykjavik University
Downloads 822 (50,502)

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Non-standard errors, portfolio sorts, data mining, p-hacking, risk factors, anomalies

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 554 (83,939)
Citation 8

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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 371 (134,883)

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

5.

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 257 (198,333)
Citation 1

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

6.

Money in the Right Hands

Number of pages: 99 Posted: 03 Feb 2022 Last Revised: 24 Mar 2023
Aleksandra Rzeźnik and Rüdiger Weber
York University - Schulich School of Business and WU Vienna
Downloads 211 (239,658)

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

7.

Firing Costs and the Stock Market

Downloads 118 (388,065)
Citation 1

Firing Costs and the Stock Market

Number of pages: 52 Posted: 20 Feb 2021 Last Revised: 10 Jan 2023
Robert Mahlstedt and Rüdiger Weber
IZA and WU Vienna
Downloads 68 (557,730)

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Expected stock returns, labor market frictions, firing costs, risk sharing, agency frictions

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 50 (650,652)
Citation 1

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