Otto Randl

Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, Wien 1020

Austria

  • Vienna University of Economics and Business

SCHOLARLY PAPERS

21

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SSRN CITATIONS
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Top 11,364

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63

CROSSREF CITATIONS

67

Scholarly Papers (21)

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1.

Timing the Factor Zoo

Number of pages: 53 Posted: 03 Apr 2023
Andreas Neuhierl, Otto Randl, Christoph Reschenhofer and Josef Zechner
Washington University in St. Louis - John M. Olin Business School, Vienna University of Economics and Business, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 1,807 (16,574)

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Time-varying risk premia, factor investing, partial least squares

2.

The COVID-19 Pandemic and Corporate Dividend Policy

Downloads 1,765 (17,211)
Citation 21

The COVID-19 Pandemic and Corporate Dividend Policy

Journal of Financial and Quantitative Analysis, Volume 56 (7), pp. 2389-2410, 2021
Number of pages: 46 Posted: 16 Apr 2020 Last Revised: 27 Jul 2022
Georg Cejnek, Otto Randl and Josef Zechner
ZZ Vermögensverwaltung GmbH, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 1,765 (16,921)
Citation 22

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COVID-19 pandemic, dividends

The Covid-19 Pandemic and Corporate Dividend Policy

CEPR Discussion Paper No. DP14571
Number of pages: 56 Posted: 08 May 2020 Last Revised: 09 Nov 2021
Georg Cejnek, Otto Randl and Josef Zechner
ZZ Vermögensverwaltung GmbH, Vienna University of Economics and Business and Vienna University of Economics and Business
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Citation 2
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3.

A Survey of University Endowment Management Research

Downloads 1,611 (19,800)

A Survey of University Endowment Management Research

Journal of Investment Management, Third Quarter 2014
Number of pages: 40 Posted: 23 Jan 2013 Last Revised: 12 Dec 2014
Georg Cejnek, Richard Franz, Otto Randl and Neal Stoughton
ZZ Vermögensverwaltung GmbH, Vienna University of Economics and Business, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 1,611 (19,463)
Citation 14

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university endowments, performance, asset allocation, spending policy

A Survey of University Endowment Management Research

Journal of Investment Management (JOIM), Third Quarter 2014
Posted: 16 Nov 2014
Georg Cejnek, Richard Franz, Otto Randl and Neal Stoughton
ZZ Vermögensverwaltung GmbH, Vienna University of Economics and Business, Vienna University of Economics and Business and Vienna University of Economics and Business

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University endowments, performance, asset allocation, spending policy

4.

Chinese Walls in German Banks

Number of pages: 35 Posted: 01 Aug 2003
Otto Randl and Alfred Lehar
Vienna University of Economics and Business and University of Calgary - Haskayne School of Business
Downloads 604 (77,851)
Citation 4

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Chinese walls, analyst forecasts, universal banking

5.

Does Corporate Social Responsibility Impact Equity Risk? International Evidence.

Number of pages: 39 Posted: 09 May 2018 Last Revised: 01 Feb 2019
Alice Monti, Pierpaolo Pattitoni, Barbara Petracci and Otto Randl
University of Bologna, University of Bologna - Department of Statistical Sciences, University of Bologna- Department of Management and Vienna University of Economics and Business
Downloads 546 (88,730)
Citation 4

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corporate social resposibility, risk

6.

Dividend Risk Premia

Journal of Financial and Quantitative Analysis, Volume 55 (4), pp. 1199-1242, 2020
Number of pages: 74 Posted: 01 Feb 2016 Last Revised: 17 Jun 2020
Georg Cejnek and Otto Randl
ZZ Vermögensverwaltung GmbH and Vienna University of Economics and Business
Downloads 524 (92,999)

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Dividend derivatives, Cochrane-Piazzesi factor, term structure of equity risk premia, cash flow risk, discount rate risk, global risk factor

7.

Risk and Return of Short-Duration Equity Investments

Journal of Empirical Finance, Volume 36, pp. 181-198, 2016
Number of pages: 48 Posted: 03 Jan 2014 Last Revised: 14 Mar 2017
Georg Cejnek and Otto Randl
ZZ Vermögensverwaltung GmbH and Vienna University of Economics and Business
Downloads 510 (96,139)
Citation 4

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Dividend derivatives; short-maturity anomaly; term structure of equity risk premia; downside risk; investment strategy

8.

Equity Return Prediction: Are Coefficients Time-Varying?

EFA 2006 Zurich Meetings Paper
Number of pages: 37 Posted: 06 Mar 2006
Thomas Dangl, Michael Halling and Otto Randl
Vienna University of Technology, University of Luxembourg and Vienna University of Economics and Business
Downloads 492 (100,411)
Citation 5

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Empirical asset pricing, equity return prediction, Bayesian econometrics

9.

Risk Control in Asset Management: Motives and Concepts

Downloads 469 (106,322)
Citation 2

Risk Control in Asset Management: Motives and Concepts

Number of pages: 35 Posted: 23 Mar 2014
Thomas Dangl, Otto Randl and Josef Zechner
Vienna University of Technology, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 289 (180,956)
Citation 1

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risk management, marginal risk contributions, downside risk, parameter uncertainty, model uncertainty

Risk Control in Asset Management: Motives and Concepts

CFS Working Paper, No. 546
Number of pages: 38 Posted: 19 Oct 2016 Last Revised: 18 Jan 2018
Thomas Dangl, Otto Randl and Josef Zechner
Vienna University of Technology, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 180 (285,215)
Citation 1

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10.

Where is the Market? Evidence from Cross-Listings

Downloads 394 (130,287)
Citation 22

Where is the Market? Evidence from Cross-Listings

Number of pages: 29 Posted: 23 Jun 2004
Michael Halling, Marco Pagano, Otto Randl and Josef Zechner
University of Vienna - Department of Business Engineering, CSEF - University of Naples Federico II - Centre for Studies in Economics and Finance (CSEF), Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 374 (136,987)
Citation 11

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trading volume, cross-listing, flow-back

Where is the Market? Evidence from Cross-Listings

CEPR Discussion Paper No. 4987
Number of pages: 34 Posted: 05 Aug 2005
Michael Halling, Marco Pagano, Otto Randl and Josef Zechner
University of Vienna - Department of Business Engineering, CSEF - University of Naples Federico II - Centre for Studies in Economics and Finance (CSEF), Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 20 (911,457)
Citation 1
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Trading volume, cross-listing, flow-back

11.

Pricing and Constructing International Government Bond Portfolios

Number of pages: 93 Posted: 30 Jan 2022 Last Revised: 16 Aug 2023
Otto Randl, Giorgia Simion and Josef Zechner
Vienna University of Economics and Business, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 393 (130,663)

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international government bond portfolios, bond risk premia, stochastic discount factor.

12.

Stock-Oil Comovement: Fundamentals or Financialization?

Fisher College of Business Working Paper No. 2022-03-08, Charles A. Dice Center Working Paper No. 2022-8
Number of pages: 60 Posted: 31 Aug 2022 Last Revised: 17 Nov 2022
Alessandro Melone, Otto Randl, Leopold Sögner and Josef Zechner
Ohio State University (OSU) - Fisher College of Business, Vienna University of Economics and Business, Institute for Advanced Studies (IHS) and Vienna University of Economics and Business
Downloads 256 (205,655)

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Equity-Commodity Correlation, Oil Futures, Return Decomposition, Cash Flow News

13.

Implications of Index Construction Methodologies for Price and Dividend Indices

Number of pages: 50 Posted: 16 Jan 2013 Last Revised: 17 Jul 2013
Georg Cejnek and Otto Randl
ZZ Vermögensverwaltung GmbH and Vienna University of Economics and Business
Downloads 249 (211,318)

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index performance, index selection and rebalancing rules, equity indices, dividend indices, fundamental indexation

14.

Where is the Market? Evidence from Cross-Listings in the U.S.

Number of pages: 39 Posted: 14 Mar 2006
Michael Halling, Marco Pagano, Otto Randl and Josef Zechner
University of Luxembourg, CSEF - University of Naples Federico II - Centre for Studies in Economics and Finance (CSEF), Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 242 (217,291)
Citation 8

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cross-listing, trading volume, trade creation

15.

Equilibrium Policy Portfolios When Some Assets are Non-Tradable

Number of pages: 35 Posted: 09 Jan 2019 Last Revised: 31 Jan 2019
Otto Randl, Arne Westerkamp and Josef Zechner
Vienna University of Economics and Business, Vienna University of Economics and Business - Department of Accounting and Finance and Vienna University of Economics and Business
Downloads 120 (395,953)

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asset allocation, policy portfolios, non-tradable assets

16.

Sovereign Reputation and Yield Spreads: A Case Study on Retroactive Legislation

Downloads 109 (424,609)

Sovereign Reputation and Yield Spreads: A Case Study on Retroactive Legislation

Number of pages: 32 Posted: 09 Jun 2016
Otto Randl and Josef Zechner
Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 60 (616,016)

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Sovereign debt, reputation, retroactive legislation

Sovereign Reputation and Yield Spreads: A Case Study on Retroactive Legislation

CFS Working Paper, No. 545
Number of pages: 35 Posted: 18 Oct 2016
Otto Randl and Josef Zechner
Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 49 (679,159)

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17.

I’ll Trade, Just Not Today: Individual Investor Trading Activity around Birthdays

Number of pages: 59 Posted: 27 Aug 2021 Last Revised: 22 Feb 2023
Emanuele Bajo, Otto Randl and Giorgia Simion
University of Bologna - Department of Economics, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 87 (493,311)
Citation 1

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Investor attention, Trading activity, Personal occurrences

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Prämienbegünstigte Zukunftsvorsorge, Stilanalyse

19.

Visibility Effects of Equity Cross-Listings

Number of pages: 29 Posted: 08 Jun 2013
Otto Randl
Vienna University of Economics and Business
Downloads 44 (695,399)

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Equity cross-listings, visibility, analyst forecasts

20.

I'll Trade, Just Not Today:Individual Investor Trading Activity Around Birthdays

Downloads 26 (828,643)

I'll Trade, Just Not Today:Individual Investor Trading Activity Around Birthdays

Number of pages: 60 Posted: 14 Apr 2023
Emanuele Bajo, Otto Randl and Giorgia Simion
University of Bologna - Department of Economics, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 18 (932,076)

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Investor attention, Trading activity, Personal occurrences.

I'll Trade, Just Not Today:Individual Investor Trading Activity Around Birthdays

Number of pages: 60 Posted: 12 Jun 2023
Emanuele Bajo, Otto Randl and Giorgia Simion
University of Bologna - Department of Economics, Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 8 (1,035,543)

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Investor attention, Trading activity, Personal occurrences

21.

Where is the Market? Evidence from Cross-Listings in the United States

Review of Financial Studies, Vol. 21, Issue 2, pp. 725-761, 2008
Posted: 26 Jun 2008
Michael Halling, Marco Pagano, Otto Randl and Josef Zechner
University of Luxembourg, CSEF - University of Naples Federico II - Centre for Studies in Economics and Finance (CSEF), Vienna University of Economics and Business and Vienna University of Economics and Business

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G15, G30