Rüdiger Weber

WU Vienna

Welthandelsplatz 1 1

Wien, 1020

Austria

Vienna Graduate School of Finance (VGSF)

Welthandelsplatz 1

Vienna, 1020

Austria

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 39,013

in Total Papers Downloads

1,857

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (7)

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

Number of pages: 98 Posted: 26 Mar 2021 Last Revised: 03 Oct 2022
SAFE and Goethe University, Goethe University Frankfurt, WU Vienna and University of Copenhagen
Downloads 433 (98,178)

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Expectation Formation, Retail 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: 99 Posted: 01 Feb 2022 Last Revised: 07 Oct 2022
Goethe University Frankfurt, SAFE and Goethe University, University of Copenhagen and WU Vienna
Downloads 136 (306,377)

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Expectation Formation, Retail Investors, Trading, Field Experiment

2.

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 497 (84,140)
Citation 2

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

3.

Non-Standard Errors in Portfolio Sorts

Number of pages: 67 Posted: 25 Jul 2022
Dominik Walter, Rüdiger Weber and Patrick Weiss
Vienna Graduate School of Finance (VGSF), WU Vienna and Vienna University of Economics and Business - Department of Finance, Accounting & Statistics
Downloads 268 (167,895)

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

4.

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 203 (217,267)

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

5.

Is There An Equity Duration Premium?

Number of pages: 71 Posted: 13 Jul 2022 Last Revised: 02 Aug 2022
Dominik Walter and Rüdiger Weber
Vienna Graduate School of Finance (VGSF) and WU Vienna
Downloads 202 (218,248)

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

6.

Money in the Right Hands

Number of pages: 87 Posted: 03 Feb 2022 Last Revised: 29 Aug 2022
Aleksandra Rzeźnik and Rüdiger Weber
York University - Schulich School of Business and WU Vienna
Downloads 59 (511,624)

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

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 32 (660,596)

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Firing Costs and the Stock Market

Number of pages: 52 Posted: 20 Feb 2021 Last Revised: 29 Oct 2022
Robert Mahlstedt and Rüdiger Weber
IZA and WU Vienna
Downloads 27 (705,934)

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