Wolfgang Aussenegg

Vienna University of Technology

Associate Professor

Theresianumgasse 27

Vienna, A-1040

Austria

http://www.imw.tuwien.ac.at/fc/people/wolfgang_aussenegg/

SCHOLARLY PAPERS

20

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8,961

SSRN CITATIONS
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Top 14,556

in Total Papers Citations

10

CROSSREF CITATIONS

59

Scholarly Papers (20)

1.

Earnings Management and Local vs. International Accounting Standards of European Public Firms

Number of pages: 52 Posted: 03 Dec 2008 Last Revised: 01 Jun 2009
Wolfgang Aussenegg, Petra Inwinkl and Georg Thomas Schneider
Vienna University of Technology, Jönköping International Business School and University of Graz
Downloads 1,411 (14,169)
Citation 11

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2.

The Choice of Privatization Method and the Financial Performance of Newly Privatized Firms in Transition Economies

Journal of Business Finance & Accounting, Forthcoming
Number of pages: 44 Posted: 13 Jan 2003
Ranko Jelic, Richard Briston and Wolfgang Aussenegg
University of Sussex Business School, University of Hull - Department of Accounting and Vienna University of Technology
Downloads 1,175 (18,707)
Citation 3

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Privatization methods, Long-run performance, Central and Eastern European transition economies

3.

IPO Pricing with Bookbuilding and a When-Issued Market

Number of pages: 51 Posted: 25 May 2003
Wolfgang Aussenegg, Alex Stomper and Pegaret Pichler
Vienna University of Technology, Humboldt University of Berlin - School of Business and Economics and Northeastern University, D’Amore-McKim School of Business, Finance Area
Downloads 994 (24,008)
Citation 13

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Initial public offerings, bookbuilding, when-issued trading

4.

Sticky Prices: IPO Pricing on NASDAQ and the Neuer Markt

Number of pages: 53 Posted: 03 Dec 2007
Wolfgang Aussenegg, Pegaret Pichler and Alex Stomper
Vienna University of Technology, Northeastern University, D’Amore-McKim School of Business, Finance Area and Humboldt University of Berlin - School of Business and Economics
Downloads 923 (26,706)
Citation 14

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Initial public offerings, underpricing

5.

Operating Performance of Privatized Companies in Transition Economies - the Case of Poland, Hungary and the Czech Republic

EFMA 2003 Helsinki Meetings
Number of pages: 35 Posted: 18 Apr 2003
Wolfgang Aussenegg and Ranko Jelic
Vienna University of Technology and University of Sussex Business School
Downloads 697 (39,411)
Citation 5

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Privatization, Operating Performance, Transition Economies

6.

Simple Time-Varying Copula Estimation

Number of pages: 24 Posted: 11 Dec 2008 Last Revised: 15 Jun 2016
Wolfgang Aussenegg and Christian Cech
Vienna University of Technology and University of Applied Sciences BFI Vienna
Downloads 596 (48,523)
Citation 2

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Student t copula, Gaussian copula, time-varying parameter estimation, stock market indices

Uncertainty in Value-at-Risk Estimates Under Parametric and Non-Parametric Modeling

Number of pages: 31 Posted: 26 Feb 2005
Wolfgang Aussenegg and Tatiana Miazhynskaia
Vienna University of Technology and Vienna University of Technology - Department of Finance and Corporate Control
Downloads 577 (49,993)
Citation 1

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Value-at-Risk, Bayesian analysis, GARCH, Historical Simulation, Bootstrap resampling

Uncertainty in Value-at-Risk Estimates Under Parametric and Non-Parametric Modeling

Financial Markets and Portfolio Management, Vol. 20, No. 3, pp. 243-264, 2006
Posted: 17 Sep 2006
Wolfgang Aussenegg and Tatiana Miazhynskaia
Vienna University of Technology and Vienna University of Technology

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Value-at-risk, Bayesian analysis, GARCH, Historical simulation, Bootstrap resampling

8.

The Financial Performance of Privatised Firms: Evidence from Three Transition Economies

EFMA 2001 Lugano Meetings
Number of pages: 36 Posted: 17 Jun 2001
Ranko Jelic, Richard Briston and Wolfgang Aussenegg
University of Sussex Business School, University of Hull - Department of Accounting and Vienna University of Technology
Downloads 492 (61,847)

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9.

Operating Performance of Newly Privatized Firms in Central European Transition Economies

Number of pages: 45 Posted: 29 Sep 2006
Wolfgang Aussenegg and Ranko Jelic
Vienna University of Technology and University of Sussex Business School
Downloads 410 (77,170)

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Privatization, Operating Performance, Transition Economies, Self-selection

10.

Corporate Insider Trading and the Short-Run Price Impact of Private Information in Continental Europe

Number of pages: 46 Posted: 10 Sep 2008
Wolfgang Aussenegg and Robert Ranzi
Vienna University of Technology and Vienna University of Technology
Downloads 379 (84,497)
Citation 5

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Insider trading, private and public information, firm valuation, disclosure requirements, Europe

Privatization Versus Private Sector Initial Public Offerings in Poland

Multinational Finance Journal, Vol. 4, No. 1 & 2, pp. 69-99, 2000
Number of pages: 31 Posted: 25 Sep 2006
Wolfgang Aussenegg
Vienna University of Technology
Downloads 323 (100,715)

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initial public offerings, long-run performance, privatization, underpricing

Privatization Versus Private Sector Initial Public Offerings in Poland

Multinational Finance Journal, Vol. 4, No. 1/2, p. 69-99, 2000
Number of pages: 31 Posted: 08 Jul 2015
Wolfgang Aussenegg
Vienna University of Technology
Downloads 42 (458,449)

Abstract:

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initial public offerings, long-run performance, privatization, underpricing

12.

Common Factors in the Performance of European Corporate Bonds – Evidence Before and after Financial Crisis

Number of pages: 42 Posted: 01 Mar 2012
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex Business School
Downloads 241 (137,932)

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Asset Pricing, Euro Corporate Bonds, Factor Models, Financial Crisis, Anomalies

13.

Pitfalls and Remedies in Testing the Calibration Quality of Rating Systems

22nd Australasian Finance and Banking Conference 2009
Number of pages: 41 Posted: 24 Aug 2009 Last Revised: 05 Nov 2009
Wolfgang Aussenegg, Florian Resch and Gerhard Winkler
Vienna University of Technology, Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 187 (175,151)

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Rating System, Validation, Calibration Quality

14.

Corporate Insider Trading in Europe

Journal of International Financial Markets, Institutions & Money, Forthcoming
Number of pages: 45 Posted: 19 Jun 2017
Wolfgang Aussenegg, Ranko Jelic and Robert Ranzi
Vienna University of Technology, University of Sussex Business School and Vienna University of Technology
Downloads 162 (198,507)

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insider trading, disclosure, public enforcement, crisis, contrarian investors

15.

European Asset Swap Spreads and the Credit Crisis

Number of pages: 42 Posted: 08 May 2013
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex Business School
Downloads 113 (263,310)
Citation 2

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European Bonds, Asset Swaps, Credit Risk, Financial Crisis, Markov Switching

16.

European ‘Fear’ Indices – Evidence Before and During the Financial Crisis

Number of pages: 46 Posted: 23 May 2013
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex Business School
Downloads 98 (290,381)

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European volatility indices, Return-volatility relation, Markov switching, Quantile regression, Impulse response function

17.

A Soft Bail-Out Concept to Reduce Contagion in Financial Systems

Number of pages: 44 Posted: 25 Jan 2012
Wolfgang Aussenegg and Bernhard Kronfellner
Vienna University of Technology and Vienna University of Technology - Department of Finance and Corporate Control
Downloads 85 (317,714)

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Systemic Risk, Contagion, Bail-Out, Bank Tax, Financial Crisis, Bank Fragility, Bank Failure, Financial Stability

18.

Time Varying Factors in the Performance of Corporate Bond Indices

Number of pages: 62 Posted: 03 Jan 2019
Wolfgang Aussenegg, Louisa Chen, Ranko Jelic and Dietmar Maringer
Vienna University of Technology, University of Sussex, University of Sussex Business School and University of Basel
Downloads 39 (461,936)

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Corporate Bond Index, Regime Switching Threshold Model, Model Selection

19.

The Operating Performance of Newly Privatised Firms in Central European Transition Economies

European Financial Management, Vol. 13, No. 5, pp. 853-879, November 2007
Number of pages: 27 Posted: 26 Oct 2007
Wolfgang Aussenegg and Ranko Jelic
Vienna University of Technology and University of Sussex Business School
Downloads 17 (581,729)
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20.

Common Factors in the Performance of European Corporate Bonds – Evidence Before and After the Financial Crisis

European Financial Management, Vol. 21, Issue 2, pp. 265-308, 2015
Number of pages: 44 Posted: 13 Mar 2015
Wolfgang Aussenegg, Lukas Götz and Ranko Jelic
Vienna University of Technology, UNIQA Finanz-Service GmbH and University of Sussex Business School
Downloads 0 (719,335)
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asset pricing, Euro corporate bonds, factor models, financial crisis, anomalies