Hannes Mohrschladt

University of Muenster - Finance Center

Postdoctoral Researcher

Universit├Ątsstr. 14-16

Muenster, 48143

Germany

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

SCHOLARLY PAPERS

9

DOWNLOADS

3,664

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (9)

1.

Decomposing Momentum: Eliminating its Crash Component

Number of pages: 53 Posted: 19 Jul 2021
Pascal B├╝sing, Hannes Mohrschladt and Susanne Siedhoff
University of Muenster - Finance Center, University of Muenster - Finance Center and University of Muenster - Finance Center
Downloads 936 (31,286)

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Momentum, Momentum Crashes, 52-Week High, Cross-Section of Stock Returns, Return Predictability

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 650 (51,383)

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

3.

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 541 (64,855)
Citation 2

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

4.

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 513 (69,344)

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MAX effect, overreaction, CPT-preferences, behavioral mechanisms

5.

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
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 332 (115,071)

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

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 University of Muenster - Finance Center Muenster
Downloads 291 (132,548)

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Demand-Based Option Pricing, Idiosyncratic Volatility, Investor Attention

7.

Do Reference Prices Impact How Investors Respond to News?

Number of pages: 52 Posted: 02 Dec 2020
Brad Cannon and Hannes Mohrschladt
Brigham Young University and University of Muenster - Finance Center
Downloads 198 (192,925)

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Reference Prices, Over- and Underreaction

8.

How General is the Strength-Weight Bias in Probability Updating?

Number of pages: 59 Posted: 13 Jul 2020
Maren Baars, Thomas Langer and Hannes Mohrschladt
University of Muenster - Finance Center, University of Muenster - Finance Center and University of Muenster - Finance Center
Downloads 158 (234,641)

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Information Weight, Over- and Underinference, Judgment Biases

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, Institute for Management Research, Radboud University Nijmegen and University of Muenster - Finance Center Muenster
Downloads 45 (501,082)

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Price paths, return expectations, cross-section of stocks