Rüdiger Weber

WU Vienna

Welthandelsplatz 1 1

Wien, 1020

Austria

Vienna Graduate School of Finance (VGSF)

Welthandelsplatz 1

Vienna, 1020

Austria

SCHOLARLY PAPERS

2

DOWNLOADS

408

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

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
Leibniz Institute for Financial Research SAFE, Karlsruhe Institute of Technology and WU Vienna
Downloads 281 (112,708)
Citation 2

Abstract:

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

2.

Institutional Ownership and Time-Series Predictability of Stock Returns

Number of pages: 62 Posted: 27 May 2017 Last Revised: 07 Aug 2018
Rüdiger Weber
WU Vienna
Downloads 127 (232,208)

Abstract:

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predictability, institutional ownership, asset pricing, marginal investor, redemption risk