Matthias Bank

University of Innsbruck

Universitätsstraße 15

Innsbruck, Innsbruck 6020

Austria

SCHOLARLY PAPERS

14

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5,590

SSRN CITATIONS
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SSRN RANKINGS

Top 38,671

in Total Papers Citations

11

CROSSREF CITATIONS

14

Scholarly Papers (14)

Google Search Volume and its Influence on Liquidity and Returns of German Stocks

Financial Markets and Portfolio Management, Vol. 25, No. 3, pp. 239-264, 2011
Number of pages: 30 Posted: 28 Aug 2010 Last Revised: 10 Aug 2014
Matthias Bank, Martin Larch and Georg Peter
University of Innsbruck, University of Innsbruck and University of Innsbruck
Downloads 1,252 (30,827)
Citation 6

Abstract:

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Google Insights, stock liquidity, trading activity, stock returns

Google Search Volume and its Influence on Liquidity and Returns of German Stocks

Financial Markets and Portfolio Management, Vol. 25, No. 3, pp. 239-264, 2011
Posted: 29 Aug 2011
Matthias Bank, Martin Larch and Georg Peter
University of Innsbruck, University of Innsbruck and University of Innsbruck

Abstract:

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Google insights, stock liquidity, trading activity, stock returns

2.

Start-Up Firm Valuation: A Real-Options Approach

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 44 Posted: 16 Sep 2011 Last Revised: 05 Apr 2012
Matthias Bank and Katrin Wibmer
University of Innsbruck and University of Innsbruck
Downloads 1,247 (31,539)
Citation 3

Abstract:

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EBIT, start-up fi rms, capital structure, risk-neutral valuation

3.

A Review on the Probability of Default for IFRS 9

Number of pages: 49 Posted: 14 Dec 2021 Last Revised: 20 Apr 2022
Matthias Bank and Bernhard Eder
University of Innsbruck and University of Innsbruck
Downloads 744 (64,757)

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IFRS 9, expected credit loss model, financial instruments, literature review

4.

Informational Asymmetry between Managers and Investors in the Optimal Capital Structure Decision

Number of pages: 55 Posted: 25 Feb 2005
Matthias Bank and Jochen Lawrenz
University of Innsbruck and University of Innsbruck
Downloads 627 (80,466)

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Contingent claims valuation, capital structure decisions, incomplete information, asymmetric information, managerial entrenchment

5.

Deposit finance as a commitment device and the optimal debt structure of commercial banks

Number of pages: 31 Posted: 01 Mar 2007 Last Revised: 08 Aug 2008
Jochen Lawrenz and Matthias Bank
University of Innsbruck and University of Innsbruck
Downloads 343 (164,478)
Citation 2

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Deposit financing, commitment device, bank capital structure, debt structure, contingent claims valuation

6.

Investors' Compensation for Illiquidity - Evidence from the German Stock Market

International Journal of Economic Research, Forthcoming
Number of pages: 31 Posted: 05 Aug 2010 Last Revised: 26 Feb 2021
Matthias Bank, Martin Larch and Georg Peter
University of Innsbruck, University of Innsbruck and University of Innsbruck
Downloads 269 (211,957)

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Illiquidity, Stock Returns, German Stock Market

7.

Market Efficiency Under Ad Hoc Information: Evidence from Germany

20th Annual Conference of the Multinational Finance Society, Paper No. 261
Number of pages: 44 Posted: 16 Jan 2013 Last Revised: 26 Feb 2021
Matthias Bank and Ralf Baumann
University of Innsbruck and University of Innsbruck
Downloads 225 (252,440)

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market efficiency, stock price adjustment, ad hoc disclosure

8.

Information Asymmetries, Transaction Costs, and the Pricing of Securities

Number of pages: 41 Posted: 19 Feb 2009 Last Revised: 01 Dec 2009
Matthias Bank
University of Innsbruck
Downloads 196 (286,695)

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adverse selection cost, liquidity trading, transaction cost, IPO, growth stocks, value stocks, cross-section of expected returns

9.

Return Contributions of Factors and Characteristics in an Integrated Asset Pricing Approach

Number of pages: 56 Posted: 17 Oct 2017 Last Revised: 31 Oct 2017
Matthias Bank and Franz Insam
University of Innsbruck and University of Innsbruck
Downloads 173 (320,358)
Citation 2

Abstract:

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Asset Pricing, Stock Characteristics, Seasonalities

10.

Public Attention, Adverse Selection, and the Pricing of Stocks

Number of pages: 40 Posted: 05 Oct 2009 Last Revised: 05 Feb 2010
Matthias Bank and Georg Peter
University of Innsbruck and University of Innsbruck
Downloads 164 (335,428)

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adverse selection, public attention, liquidity, bid-ask-spread, asset pricing

11.

Taste for Characteristics or Risk Factor Aversion? Evidence from Institutional Demand

Number of pages: 75 Posted: 02 May 2022 Last Revised: 28 Oct 2022
Matthias Bank, Franz Insam and Jochen Lawrenz
University of Innsbruck, University of Innsbruck and University of Innsbruck
Downloads 136 (390,594)
Citation 1

Abstract:

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factor models, characteristics, anomalies, institutional investors

12.

Price Formation, Market Quality and the Effects of Reduced Latency in the Very Short Run

Number of pages: 34 Posted: 11 Mar 2015
Matthias Bank and Ralf Baumann
University of Innsbruck and University of Innsbruck
Downloads 135 (392,890)

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Market quality, market latency

13.

Illiquidity and the Theory of the Firm: An Exploration of a New Perspective

Number of pages: 56 Posted: 04 Mar 2021 Last Revised: 20 Apr 2022
Matthias Bank
University of Innsbruck
Downloads 79 (568,074)

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Theory of the firm, illiquidity, complementarities, skills, competition, imperfect information, real options, path dependence, communication codes, corporate culture

14.

Performance-Sensitive Government Bonds

Credit and Capital Markets, Vol. 47, No. 1, 2014, Midwest Finance Association 2013 Annual Meeting Paper
Posted: 25 Oct 2011 Last Revised: 11 Mar 2014
Matthias Bank, Alexander Kupfer and Rupert Sendlhofer
University of Innsbruck, University of Innsbruck and University of Innsbruck - Department of Public Finance

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Sovereign debt policy, government bond, incentive, contingent debt, EMU