Hannes Mohrschladt

University of Muenster - Finance Center

Postdoctoral Researcher

Universitätsstr. 14-16

Muenster, 48143

Germany

http://www.wiwi.uni-muenster.de/fcm/en/the-fcm/lsf/team/hannes-mohrschladt

SCHOLARLY PAPERS

17

DOWNLOADS

7,860

SSRN CITATIONS

9

CROSSREF CITATIONS

2

Scholarly Papers (17)

1.

Decomposing Momentum: The Forgotten Component

Number of pages: 83 Posted: 19 Jul 2021 Last Revised: 10 Dec 2022
Pascal Büsing, Hannes Mohrschladt and Susanne Siedhoff
University of Münster - Finance Center Münster, University of Muenster - Finance Center and University of Muenster - Finance Center
Downloads 2,108 (14,392)
Citation 2

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Momentum, 52-week high, Momentum crashes, Underreaction, Cross-section of stock returns

2.

Disentangling Anomalies: Risk Versus Mispricing

Fisher College of Business Working Paper No. 2020-03-029, Charles A. Dice Working Paper No. 2020-29
Number of pages: 62 Posted: 01 Dec 2020 Last Revised: 03 Aug 2023
Justin Birru, Hannes Mohrschladt and Trevor Young
Ohio State University (OSU) - Department of Finance, University of Muenster - Finance Center and Tulane University - A.B. Freeman School of Business
Downloads 885 (52,091)

Abstract:

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low-risk anomalies, mispricing, sentiment, risk, distress, frictions

3.

The Impact of Recency Effects on Stock Market Prices

31st Australasian Finance and Banking Conference 2018, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 76 Posted: 07 Mar 2018 Last Revised: 06 Apr 2019
Hannes Mohrschladt
University of Muenster - Finance Center
Downloads 869 (53,438)
Citation 1

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Behavioral Finance, Recency Effect, Cross-Section of Stock Returns, Return Predictability

4.

How Negative Interest Rates Affect the Risk-Taking of Individual Investors: Experimental Evidence

Finance Research Letters, Forthcoming
Number of pages: 13 Posted: 06 Nov 2019
Maren Baars, Henning Cordes and Hannes Mohrschladt
University of Muenster - Finance Center, University of Muenster - Finance Center and University of Muenster - Finance Center
Downloads 643 (79,354)
Citation 3

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Negative interest rates; Loss aversion; Portfolio theory; Financial decision making

5.

An Alternative Behavioral Explanation for the MAX Effect

Journal of Economic Behavior and Organization, Forthcoming
Number of pages: 91 Posted: 04 Aug 2018 Last Revised: 12 Jun 2023
Maren Baars and Hannes Mohrschladt
University of Muenster - Finance Center and University of Muenster - Finance Center
Downloads 596 (87,314)

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MAX effect, overreaction, CPT-preferences, behavioral mechanisms

6.

Stock Market Risk Premia: The Perspective of Financial Analysts

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023
Number of pages: 73 Posted: 26 May 2023 Last Revised: 13 Jul 2024
Pascal Büsing and Hannes Mohrschladt
University of Münster - Finance Center Münster and University of Muenster - Finance Center
Downloads 425 (131,651)

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Risk Premia, Subjective Return Expectations, Financial Analysts, Equity Premium

7.

Extreme Return Days and the Role of Purchase Prices

Number of pages: 57 Posted: 02 Dec 2020 Last Revised: 30 Mar 2022
Brad Cannon and Hannes Mohrschladt
Binghamton University and University of Muenster - Finance Center
Downloads 339 (169,367)

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Reference Prices, Over- and Underreaction, Information Processing

8.

The Idiosyncratic Volatility Puzzle and its Interplay with Sophisticated and Private Investors

Number of pages: 50 Posted: 28 Feb 2018 Last Revised: 27 Jul 2018
Hannes Mohrschladt and Judith C. Schneider
University of Muenster - Finance Center and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 334 (172,178)

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Demand-Based Option Pricing, Idiosyncratic Volatility, Investor Attention

9.

The Visual Shape Score: On its Predictability in the Lab, the Aggregated Stock Market, and the Cross-Section of Stock Returns

Number of pages: 34 Posted: 24 Sep 2021
Henning Cordes, Hannes Mohrschladt, Sven Nolte and Judith C. Schneider
University of Muenster - Finance Center, University of Muenster - Finance Center, Radboud University and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 298 (194,310)

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Price paths, return expectations, cross-section of stocks

10.

A Catering Theory of Earnings Guidance: Empirical Evidence and Stock Market Implications

Number of pages: 90 Posted: 16 Oct 2022 Last Revised: 14 Mar 2024
Nils Lohmeier and Hannes Mohrschladt
University of Münster - Finance Center Münster and University of Muenster - Finance Center
Downloads 278 (208,648)

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Management Guidance, Catering, Capital Gains Overhang, Stock Mispricing

11.

Swimming Against the Current: Contrarian Retail Trading

Number of pages: 65 Posted: 25 Jul 2022 Last Revised: 09 Feb 2024
Brad Cannon and Hannes Mohrschladt
Binghamton University and University of Muenster - Finance Center
Downloads 263 (220,723)

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Individual Investors, Contrarian Behavior, Liquidity Provision, Stock Market Volatility, Short-Term Reversals

12.

The Valuation of Loss Firms: A Stock Market Perspective

Number of pages: 37 Posted: 17 Oct 2022 Last Revised: 06 Feb 2023
Hannes Mohrschladt and Susanne Siedhoff
University of Muenster - Finance Center and University of Muenster - Finance Center
Downloads 261 (222,338)

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Loss Firms, Firm Valuation, Value Effect, Stock Mispricing

13.

Belief updating beyond the two-state setting

Management Science, accepted for publication
Number of pages: 87 Posted: 13 Jul 2020 Last Revised: 12 Jun 2023
Hannes Mohrschladt, Maren Baars and Thomas Langer
University of Muenster - Finance Center, University of Muenster - Finance Center and University of Muenster - Finance Center
Downloads 180 (315,067)
Citation 1

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Two-state setting, information weight, over- and underinference

14.

Preferences for maximum daily returns: Evidence from a discrete choice experiment

Number of pages: 24 Posted: 14 Dec 2021
Maren Baars and Hannes Mohrschladt
University of Muenster - Finance Center and University of Muenster - Finance Center
Downloads 156 (356,659)

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MAX effect, choice experiment

15.

The 52-Week High and M&A Deals: International Evidence

Number of pages: 68 Posted: 28 May 2024
Pascal Büsing, Paul F. Hark, Nils Lohmeier and Hannes Mohrschladt
University of Münster - Finance Center Münster, University of Münster - Finance Center Münster, University of Münster - Finance Center Münster and University of Muenster - Finance Center
Downloads 81 (571,004)

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Mergers & Acquisitions, 52-Week High, Reference Point, Offer Price, Behavioral Corporate Finance, International Mergers

16.

Probability Updating When Drawing Signals Without Replacement

Number of pages: 75 Posted: 09 Sep 2023
Thomas Langer, Hannes Mohrschladt, Susanne Siedhoff and Lennart Stitz
University of Muenster - Finance Center, University of Muenster - Finance Center, University of Muenster - Finance Center and University of Münster - Finance Center Münster
Downloads 79 (579,483)

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Probability Updating, Judgment Biases, Underinference

17.

Option-implied skewness: Insights from ITM-options

Number of pages: 68 Posted: 22 Aug 2019 Last Revised: 04 Mar 2024
Hannes Mohrschladt and Judith C. Schneider
University of Muenster - Finance Center and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 65 (644,170)
Citation 1

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Option-Implied Moments, Risk-Neutral Density, Demand-Based Option Pricing