Karl Ludwig Keiber

European University Viadrina Frankfurt (Oder) - Department of Economics

Grosse Scharrnstr. 59

D-15230 Frankfurt (Oder)

Germany

http://www.wiwi.euv-frankfurt-o.de/keiber

SCHOLARLY PAPERS

10

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CITATIONS
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Top 45,320

in Total Papers Citations

3

Scholarly Papers (10)

1.

Managerial Compensation Contracts and Overconfidence

EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 35 Posted: 20 Mar 2002
Karl Ludwig Keiber
European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 829 (21,024)
Citation 1

Abstract:

Principal-agent theory, overconfidence, sharing rule, compensation contract, agency costs, moral hazard, behavioral finance, corporate finance

2.

Overconfidence in the Continuous-Time Principal-Agent Problem

Number of pages: 33 Posted: 25 Jun 2002
Karl Ludwig Keiber
European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 754 (24,884)
Citation 2

Abstract:

principal-agent theory, overconfidence, continuous-time, sharing rule, compensation contract, agency costs, moral hazard, behavioral finance, corporate finance

3.

Reconsidering the Impossibility of Informationally Efficient Markets

Number of pages: 25 Posted: 01 Jun 2005
Karl Ludwig Keiber
European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 349 (63,681)

Abstract:

Noisy rational expectations equilibrium, informational efficiency, market for information

4.

The Intertemporal Role of Overconfidence in Competitive Securities Markets

EFMA 2004 Basel Meetings Paper
Number of pages: 93 Posted: 17 Jun 2003
Karl Ludwig Keiber
European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 326 (73,459)

Abstract:

Overconfidence, rational expectations equilibrium, behavioral finance, equity risk premium, filtering problem, imperfect information

5.

Price Discovery in the Presence of Boundedly Rational Agents

EFMA 2003 Helsinki Meetings
Number of pages: 37 Posted: 22 Jun 2003
Karl Ludwig Keiber
European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 316 (75,234)

Abstract:

6.

Insider Trading Rules and Price Formation in Securities Markets - An Entropy Analysis of Strategic Trading

Number of pages: 39 Posted: 25 Feb 2005
Karl Ludwig Keiber
European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 274 (83,159)

Abstract:

Insider trading rules, informational efficiency, underreaction, overreaction, excess volatility, information theory

7.

Merging the State-Space Representation and the Mean-Variance Characterization of the Efficient Frontier

Number of pages: 22 Posted: 08 Aug 2005
Karl Ludwig Keiber
European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 194 (119,763)

Abstract:

Portfolio theory, efficient frontier, mean-variance, state-space, spanning

8.

Penal Law, Prosecution of Insider Trading, and the Informational Efficiency of Securities Markets

Number of pages: 39 Posted: 01 Jun 2011 Last Revised: 27 Feb 2012
Karl Ludwig Keiber
European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 147 (155,340)

Abstract:

Market microstructure, law and finance, insider trading, regulation, informational efficiency, price discovery

9.

Insider Trading and Sentiment Trading

Number of pages: 38 Posted: 18 Sep 2015
Karl Ludwig Keiber
European University Viadrina Frankfurt (Oder) - Department of Economics
Downloads 35 (175,033)

Abstract:

Insider trading, sentiment trading, liquidity, price discovery, market microstructure, behavioral finance.

10.

The Informational Content of Transactions

Financial Markets and Portfolio Management, Vol. 19, No. 1, pp. 47-60, 2005
Posted: 06 Sep 2005
Karl Ludwig Keiber
European University Viadrina Frankfurt (Oder) - Department of Economics

Abstract: