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

  • University of Muenster - Finance Center

SCHOLARLY PAPERS

13

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6,189

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (13)

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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, University of Muenster - Finance Center and University of Muenster - Finance Center
Downloads 1,820 (14,532)
Citation 1

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

2.

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 795 (48,566)
Citation 1

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

3.

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: 68 Posted: 01 Dec 2020 Last Revised: 30 Jun 2022
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 734 (54,318)

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systematic risk, anomalies, mispricing, sentiment, beta, illiquidity, low-risk anomalies, distress

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 609 (68,996)
Citation 2

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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: 27 Sep 2021
Maren Baars and Hannes Mohrschladt
University of Muenster - Finance Center and University of Muenster - Finance Center
Downloads 558 (76,902)

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MAX effect, overreaction, CPT-preferences, behavioral mechanisms

6.

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 314 (149,452)

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Demand-Based Option Pricing, Idiosyncratic Volatility, Investor Attention

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 277 (170,356)

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Reference Prices, Over- and Underreaction, Information Processing

8.

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

Number of pages: 79 Posted: 16 Oct 2022 Last Revised: 28 Nov 2022
Nils Lohmeier and Hannes Mohrschladt
University of Münster - Finance Center Münster and University of Muenster - Finance Center
Downloads 245 (192,515)

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Management Guidance, Catering, Capital Gains Overhang, Stock Mispricing

9.

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 186 (248,532)

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Loss Firms, Firm Valuation, Value Effect, Stock Mispricing

10.

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 180 (255,830)

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Price paths, return expectations, cross-section of stocks

11.

Beyond the two-state setting: Do individuals generally underinfer from high-weight information?

Number of pages: 180 Posted: 13 Jul 2020 Last Revised: 24 Feb 2022
Maren Baars, Thomas Langer and Hannes Mohrschladt
University of Muenster - Finance Center, University of Muenster - Finance Center and University of Muenster - Finance Center
Downloads 165 (275,676)

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Information Weight, Over- and Underinference, Judgment Biases

12.

When Do Retail Investors Provide Liquidity?

Number of pages: 49 Posted: 25 Jul 2022
Brad Cannon and Hannes Mohrschladt
Binghamton University and University of Muenster - Finance Center
Downloads 158 (285,787)

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

13.

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 148 (301,585)

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MAX effect, choice experiment