Marc Oliver Rieger

University of Trier

15, Universitaetsring

Trier, 54286

Germany

http://www.banking-finance.uni-trier.de

  • University of Trier

SCHOLARLY PAPERS

38

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20,136

TOTAL CITATIONS
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Top 10,803

in Total Papers Citations

146

Scholarly Papers (38)

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1.

The War Puzzle: Contradictory Effects of International Conflicts on Stock Markets

Swiss Finance Institute Research Paper No. 11-21
Number of pages: 30 Posted: 31 May 2011
Amelie Brune, Thorsten Hens, Marc Oliver Rieger and Mei Wang
University of Zurich - Department Finance, University of Zurich - Department of Banking and Finance, University of Trier and WHU - Otto Beisheim School of Management
Downloads 4,023 (5,466)
Citation 10

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International conflicts, war, stock market reaction, news analysis, behavioral finance

2.

How Time Preferences Differ: Evidence from 53 Countries

Journal of Economic Psychology, Forthcoming
Number of pages: 53 Posted: 04 Oct 2009 Last Revised: 07 Jan 2016
Mei Wang, Marc Oliver Rieger and Thorsten Hens
WHU - Otto Beisheim School of Management, University of Trier and University of Zurich - Department of Banking and Finance
Downloads 3,640 (6,461)
Citation 45

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Intertemporal decision, Endogenous preference, Cross-cultural comparison

3.

Why do Investors Buy Structured Products?

EFA 2009 Bergen Meetings Paper
Number of pages: 31 Posted: 16 Feb 2009 Last Revised: 18 Aug 2011
Thorsten Hens and Marc Oliver Rieger
University of Zurich - Department of Banking and Finance and University of Trier
Downloads 2,895 (9,270)
Citation 3

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structured products, equity-linked notes, index-linked notes, Behavioral Finance, CAPM

4.

Prospect Theory Around the World

NHH Dept. of Finance & Management Science Discussion Paper No. 2011/19
Number of pages: 37 Posted: 10 Nov 2011
Marc Oliver Rieger, Mei Wang and Thorsten Hens
University of Trier, WHU - Otto Beisheim School of Management and University of Zurich - Department of Banking and Finance
Downloads 1,441 (27,763)
Citation 24

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Risk preferences, prospect theory, cross-cultural comparison

5.

The Behavioral Foundations of Corporate Dividend Policy: A Cross-Country Analysis

Number of pages: 63 Posted: 07 Apr 2011 Last Revised: 08 Jan 2014
Wolfgang Breuer, Marc Oliver Rieger and Can Kalender Soypak
RWTH Aachen University, University of Trier and RWTH Aachen University - Chair for Business Administration, particularly Business Finance
Downloads 1,206 (35,991)
Citation 13

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ambiguity aversion, behavioral decision theory, corporate dividend policy, loss aversion, patience

6.

International Evidence on the Equity Premium Puzzle and Time Discounting

Downloads 719 (73,685)
Citation 3

International Evidence on the Equity Premium Puzzle and Time Discounting

Multinational Finance Journal, 2013, vol. 17, no. 3/4, pp. 149-163
Number of pages: 15 Posted: 31 Jul 2012 Last Revised: 02 Aug 2017
Marc Oliver Rieger, Mei Wang and Thorsten Hens
University of Trier, WHU - Otto Beisheim School of Management and University of Zurich - Department of Banking and Finance
Downloads 496 (116,043)

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equity risk premium, time discounting, myopic loss aversion, cultural finance

International Evidence on the Equity Premium Puzzle and Time Discounting

Multinational Finance Journal, Vol. 17, No. 3/4, p. 149-163, 2013
Number of pages: 15 Posted: 18 Jun 2015
Marc Oliver Rieger, Mei Wang and Thorsten Hens
University of Trier, WHU - Otto Beisheim School of Management and University of Zurich - Department of Banking and Finance
Downloads 223 (277,463)
Citation 3

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equity risk premium; time discounting; myopic loss aversion; cultural finance

7.

Financial Market Equilibria with Cumulative Prospect Theory

Swiss Finance Institute Research Paper No. 07-21
Number of pages: 34 Posted: 14 May 2007 Last Revised: 13 Jan 2021
Enrico G. De Giorgi, Thorsten Hens and Marc Oliver Rieger
University of St. Gallen - SEPS: Economics and Political Sciences, University of Zurich - Department of Banking and Finance and University of Trier
Downloads 695 (76,937)
Citation 15

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Cumulative prospect theory, general equilibrium model, non-convex preferences, continuum of agents

8.

Explaining the Demand for Structured Financial Products: Survey and Field Experiment Evidence

Number of pages: 19 Posted: 20 Oct 2010
Marc Oliver Rieger and Thorsten Hens
University of Trier and University of Zurich - Department of Banking and Finance
Downloads 592 (94,389)
Citation 3

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Structured financial products, capital protected products, loss aversion

9.

Co-Monotonicity of Optimal Investments and the Design of Structured Financial Products

Swiss Finance Institute Research Paper No. 07-28
Number of pages: 47 Posted: 25 Feb 2007
Marc Oliver Rieger
University of Trier
Downloads 475 (123,766)

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Co-monotonicity, structured products, portfolio optimization, noarbitrage condition, decision theory

10.

Probability Misestimation and Preferences in Financial Investment Decision

Number of pages: 20 Posted: 25 Mar 2009
Marc Oliver Rieger
University of Trier
Downloads 403 (150,210)
Citation 1

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Structured financial products, equity linked notes, index linked notes, behavioral bias, investment decision

11.

Corporate Cash Holdings and Ambiguity Aversion

Review of Finance, Forthcoming
Number of pages: 55 Posted: 28 Apr 2013 Last Revised: 08 May 2016
Wolfgang Breuer, Marc Oliver Rieger and Can Kalender Soypak
RWTH Aachen University, University of Trier and RWTH Aachen University - Chair for Business Administration, particularly Business Finance
Downloads 381 (159,833)
Citation 2

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Ambiguity aversion, behavioral decision theory, cash holding policy, corporate finance

12.

Risk Classes for Structured Products: Mathematical Aspects and their Implications on Behavioral Investors

Number of pages: 16 Posted: 23 May 2012
Ji Cao and Marc Oliver Rieger
Nankai University - Business School and University of Trier
Downloads 329 (187,732)

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Value at Risk, structured products, risk measure

13.

Can Television Reduce Xenophobia? The Case of East Germany

CESifo Working Paper Series No. 6632
Number of pages: 78 Posted: 29 Jul 2020
Lars Hornuf, Marc Oliver Rieger and Sven A. Hartmann
Dresden University of Technology, University of Trier and Institute for Labour Law and Industrial Relations in the European Union (IAAEU)
Downloads 323 (191,438)
Citation 3

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Mass media, Television, Xenophobia, Attitudes towards foreigners, East Germany, Natural experiment

14.

Should Your Bank Invest for You? Evidence from Private Banking Accounts

Number of pages: 22 Posted: 31 May 2011 Last Revised: 13 Aug 2011
Ji Cao, Marcel Fischli and Marc Oliver Rieger
Nankai University - Business School, UBS AG and University of Trier
Downloads 323 (191,438)

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individual investor, portfolio management, private banking, mixture model, cluster analysis

15.

Games and Prospects

Swiss Finance Institute Research Paper No. 07-29
Number of pages: 21 Posted: 11 Oct 2007
Marc Oliver Rieger
University of Trier
Downloads 269 (231,760)

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Prospect Theory, Existence of Nash Equilibria, Evolutionary stability

16.

Safety First, Loss Probability, and the Cross Section of Expected Stock Returns

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 58 Posted: 31 Oct 2019
Ji CAO, Marc Oliver Rieger and Lei Zhao
Yunnan University - School of Development Studies, University of Trier and ESCP Business School
Downloads 263 (237,104)
Citation 1

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17.

Too Risk-Averse for Prospect Theory?

Number of pages: 25 Posted: 01 Mar 2011
Marc Oliver Rieger and Thuy Bui
University of Trier and affiliation not provided to SSRN
Downloads 242 (257,708)
Citation 2

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Cumulative Prospect Theory, decisions under risk, risk-aversion, probability weighting, value function

18.

Explaining Asymmetric Volatility around the World

Number of pages: 54 Posted: 11 Feb 2009
Tõnn Talpsepp and Marc Oliver Rieger
Tallinn University of Technology and University of Trier
Downloads 226 (275,214)
Citation 5

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Volatility asymmetry, leverage e ffect, short-selling, APARCH model

19.

Survey Evidence on Core Factors of Behavioral Biases: The Role of Cognition and Affect

Number of pages: 33 Posted: 03 Sep 2020
Marc Oliver Rieger, Mei Wang, Po-Kai Huang and Yuan-Lin Emma Hsu
University of Trier, WHU - Otto Beisheim School of Management, Aletheia University and National Chengchi University (NCCU)
Downloads 203 (304,607)

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investment behavior, behavioral decision making, psychological biases, emotional state measures, cognitive strategies

20.

Optimal Financial Investments for Non-Concave Utility Functions

Number of pages: 6 Posted: 17 Aug 2011
Marc Oliver Rieger
University of Trier
Downloads 173 (352,084)
Citation 1

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optimal investments, non-concave utility function, prospect theory

21.

Evolutionary Stability of Prospect Theory Preferences

Swiss Finance Institute Research Paper No. 1481461
Number of pages: 21 Posted: 04 Oct 2009
Marc Oliver Rieger
University of Trier
Downloads 167 (362,965)
Citation 2

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prospect theory, existence of Nash equilibria, evolutionary stability

22.

Universal Time Preference

Swiss Finance Institute Research Paper No. 21-53
Number of pages: 25 Posted: 05 Jan 2021 Last Revised: 10 Aug 2021
Marc Oliver Rieger, Thorsten Hens and Mei Wang
University of Trier, University of Zurich - Department of Banking and Finance and WHU - Otto Beisheim School of Management
Downloads 156 (384,630)
Citation 5

Abstract:

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time preferences

23.

Hedging with Regret

Number of pages: 30 Posted: 17 Aug 2017
Olaf Korn and Marc Oliver Rieger
University of Göttingen and University of Trier
Downloads 153 (391,084)
Citation 2

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risk management, hedging, derivatives, regret aversion

24.

Uncertainty Avoidance, Loss Aversion and Stock Market Participation

Number of pages: 14 Posted: 08 Sep 2020
Marc Oliver Rieger
University of Trier
Downloads 147 (404,108)
Citation 3

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uncertainty avoidance; loss aversion; stock market participation; cultural finance

25.

Asymmetric Attention and Volatility Asymmetry

Journal of Empirical Finance (2018), vol. 45, p. 59-67
Number of pages: 25 Posted: 09 Sep 2017 Last Revised: 22 Nov 2022
Michał Dzieliński, Marc Oliver Rieger and Tõnn Talpsepp
Stockholm Business School, Stockholm University, University of Trier and Tallinn University of Technology
Downloads 145 (408,497)
Citation 2

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volatility asymmetry, leverage effect, analysts, investor attention

26.

A Note on Bali Et Al. (2011)

Number of pages: 8 Posted: 03 Nov 2017
Shuonan Yuan, Marc Oliver Rieger and Nilufer Caliskan Schindler
Xi'an Polytechnic University, University of Trier and University of Zurich - Department Finance
Downloads 127 (453,384)

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extreme positive returns, cross-sectional returns, factor-model, idiosyncratic volatility

27.

The Key to Succeed in FX Margin Trading: The Role of Investment Strategy and Behavioural Biases

Number of pages: 25 Posted: 09 May 2024
Kentaro Iwatsubo and Marc Oliver Rieger
Kobe University and University of Trier
Downloads 84 (603,354)

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FX trading, behavioural biases, investment strategies, trading behaviour, theory of mind, present time bias, patience, ambiguity aversion.

28.

Cognitive Thinking Styles and Susceptibility to Framing Effects

Number of pages: 44 Posted: 17 Sep 2020
thuy chung phan and Marc Oliver Rieger
affiliation not provided to SSRN and University of Trier
Downloads 83 (607,576)

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Framing Effect, Analytic and Holistic Thinking, Analytic-Holism Scale, Categorization

29.

The Asset Allocation of Defined Benefit Pension Plans: The Role of Sponsor Contributions

Forthcoming in Journal of Asset Management
Number of pages: 22 Posted: 22 Jul 2022 Last Revised: 01 Aug 2022
Artem Dyachenko, Patrick Ley, Marc Oliver Rieger and Alexander F. Wagner
University of Trier - Faculty of Economics, affiliation not provided to SSRN (deceased), University of Trier and University of Zurich - Department of Finance
Downloads 60 (719,704)
Citation 1

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Pension funds, asset allocation, dynamic optimization

30.

Immigrant-native gap in risk and time preferences in Germany: Levels, socio-economic determinants, and recent changes

Number of pages: 43 Posted: 11 Feb 2022
Sumit S. Deole and Marc Oliver Rieger
Technical University of Dortmund and University of Trier
Downloads 59 (725,433)

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Risk aversion; time discounting; immigration; assimilation

31.

A Cautionary Note on Niu and Zeng (2018)

Number of pages: 6 Posted: 22 Jan 2020
Ji CAO and Marc Oliver Rieger
Yunnan University - School of Development Studies and University of Trier
Downloads 53 (762,124)

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Corporate Finance, Capital Structure, Loss Aversion, Prospect Theory

32.

Cultural Impact on Fairness Perception of Inequality — a Study on People with Chinese Roots Living in Germany

Number of pages: 31 Posted: 08 Sep 2022
Yanping He-Ulbricht, Marc Oliver Rieger and Fang-Chieh Liao
University of Trier, University of Trier and University of Trier
Downloads 40 (855,640)

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income inequality, price fairness, cross-cultural comparison, assimilation, language priming, bilingualism

33.

Attitudes Towards the Stock Market And Stock Market Participation: Cross-Country Evidence

Number of pages: 41 Posted: 09 Nov 2024
Matthias Scherf, Fabio Ferrara, Marc Oliver Rieger and Sumit Deole
University of Trier, University of Zurich, University of Trier and affiliation not provided to SSRN
Downloads 31 (934,986)

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Stock market participation, Non-standard household preferences, expresive & emotional elements

34.

Self-Interest Bias in Fairness Judgment of Price and Profit Allocation — a Comparison Across Countries and Cultures

Downloads 10 (1,176,436)

Self-Interest Bias in Fairness Judgment of Price and Profit Allocation — a Comparison Across Countries and Cultures

Number of pages: 39 Posted: 23 Jul 2024
Yanping He-Ulbricht and Marc Oliver Rieger
University of Trier and University of Trier
Downloads 7 (1,258,570)

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egocentric fairness judgment, self-interest, price fairness, cross-cultural comparison

Self-Interest Bias in Fairness Judgment of Price and Profit Allocation — a Comparison Across Countries and Cultures

Number of pages: 39 Posted: 26 Jul 2024
Yanping He-Ulbricht and Marc Oliver Rieger
University of Trier and University of Trier
Downloads 3 (1,301,572)

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egocentric fairness judgment, self-interest, price fairness, cross-cultural comparison

35.

What Do Young People Think about Social Distancing during the Corona Crisis in Germany?

Posted: 26 Mar 2020
Marc Oliver Rieger
University of Trier

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Coronavirus, COVID-19, SARS-CoV2, social distancing

36.

Optimal Volatility Dependent Derivatives in the Stochastic Volatility Model

Forthcoming in The Journal of Derivatives
Posted: 14 Jan 2020 Last Revised: 19 May 2023
Artem Dyachenko and Marc Oliver Rieger
University of Trier - Faculty of Economics and University of Trier

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asset pricing, derivatives, structured products

37.

Volatility Dependent Structured Products

Swiss Finance Institute Research Paper No. 19-64, Forthcoming in The Journal of Investing
Posted: 23 Dec 2019 Last Revised: 23 Nov 2020
Artem Dyachenko, Walter Farkas and Marc Oliver Rieger
University of Trier - Faculty of Economics, University of Zurich - Department Finance and University of Trier

Abstract:

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asset pricing, structured products, derivatives

38.

Prospect Theory for Continuous Distributions

Swiss Finance Institute Research Paper No. 07-30, Journal of Risk and Uncertainty, Vol. 36, No. 1, 2008
Posted: 10 Oct 2007 Last Revised: 30 Apr 2008
Marc Oliver Rieger and Mei Wang
University of Trier and WHU - Otto Beisheim School of Management

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Prospect Theory, Cumulative Prospect Theory, continuity, probability weighting, first-order stochastic dominance