Jochen Lawrenz

University of Innsbruck

Universitätsstraße 15

Innsbruck, Innsbruck 6020

Austria

SCHOLARLY PAPERS

9

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Rank 37,388

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Top 37,388

in Total Papers Downloads

1,336

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

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 565 (53,103)

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

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 310 (107,656)
Citation 2

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

Deposit Finance as a Commitment Device and the Optimal Debt Structure of Commercial Banks

European Financial Management, Vol. 19, Issue 1, pp. 14-44, 2013
Number of pages: 31 Posted: 29 Jan 2013
Matthias Bank and Jochen Lawrenz
University of Innsbruck and University of Innsbruck
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deposit financing, commitment device, bank capital structure, debt structure, contingent claims valuation

3.

Optimal Design of Rating-Trigger Step-Up Bonds: Agency Conflicts versus Asymmetric Information

EFA 2009 Bergen Meetings Paper
Number of pages: 49 Posted: 07 Feb 2009
Christian Koziol and Jochen Lawrenz
University of Mannheim - Department of Business Administration and Finance and University of Innsbruck
Downloads 203 (165,651)
Citation 2

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asset substitution/risk incentive problem, signalling, tradeoff theory, optimal capital structure, continuous-time finance

4.

Evidence on the Empirical Relationship Between Recommendation Profitability and Forecast Accuracy

Number of pages: 54 Posted: 14 Feb 2014 Last Revised: 01 Jul 2017
University of Innsbruck, Institute of Banking and Finance and Free University of Bolzano Bozen
Downloads 115 (265,110)
Citation 1

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Forecast accuracy, Analysts' recommendation profitability, Information asymmetry

5.

Correlated Errors - Why a Monotone Relationship between Forecast Precision and Trading Profitability May Not Hold

Number of pages: 40 Posted: 14 Feb 2009 Last Revised: 29 Dec 2018
Jochen Lawrenz and Alex Weissensteiner
University of Innsbruck and Free University of Bolzano Bozen
Downloads 91 (310,354)

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Forecast accuracy, analysts recommendation profitability, learning, Kalman filter

6.

Contingent Convertible Bonds in a General Equilibrium Model

Number of pages: 53 Posted: 21 Sep 2017
Jochen Lawrenz
University of Innsbruck
Downloads 51 (422,896)
Citation 1

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Contingent capital, Bail-in instruments, Restructuring mechanisms, Debt overhang

7.

Correlated Errors: Why a Monotone Relationship between Forecast Precision and Trading Profitability May Not Hold

Journal of Business Finance & Accounting, Vol. 39, Issue 5‐6, pp. 675-699, 2012
Number of pages: 25 Posted: 05 Jul 2012
Jochen Lawrenz and Alex Weissensteiner
University of Innsbruck and Free University of Bolzano Bozen
Downloads 1 (715,321)
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forecast accuracy, analysts’ recommendation profitability, learning, Kalman filter

8.

Decomposing the Predictive Power of Local and Global Financial Valuation Ratios

Quarterly Review of Economics and Finance, Forthcoming
Posted: 14 Jun 2018
Jochen Lawrenz and Josef Zorn
University of Innsbruck and affiliation not provided to SSRN

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International stock returns, Predictability, Financial ratios, Discount rate

9.

Predicting International Stock Returns with Conditional Price-to-Fundamental Ratios

Journal of Empirical Finance, Vol. 43, 2017
Posted: 23 Aug 2017
Jochen Lawrenz and Josef Zorn
University of Innsbruck and affiliation not provided to SSRN

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International stock market returns, International asset allocation, Predictability, Price to fundamental ratios