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

5

DOWNLOADS

1,172

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

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 432 (66,579)

Abstract:

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

2.

An Alternative Behavioral Explanation for the MAX Effect

Number of pages: 58 Posted: 04 Aug 2018 Last Revised: 01 Aug 2019
Maren Baars and Hannes Mohrschladt
University of Muenster - Finance Center and University of Muenster - Finance Center
Downloads 281 (108,222)

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MAX Effect, Lottery Preferences, Strength-Weight Bias, Cross-Sectional Return Predictability

3.

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 256 (119,363)

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Demand-Based Option Pricing, Idiosyncratic Volatility, Investor Attention

4.

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

Finance Research Letters, Forthcoming
Number of pages: 13 Posted: 21 May 2018 Last Revised: 03 Jul 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 188 (160,871)

Abstract:

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

5.

The Information Content of ITM-Options for Risk-Neutral Skewness and Informed Trading

Number of pages: 51 Posted: 22 Aug 2019
Hannes Mohrschladt and Judith C. Schneider
University of Muenster - Finance Center and University of Muenster - Finance Center Muenster
Downloads 15 (552,031)

Abstract:

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