Dr. Roman Kräussl

Associate Professor
University of Luxembourg, Luxembourg
roman.kraussl(at)uni.lu

Web Link | SSRN Author Page

CFS Working Papers

No. Researcher Title Category Year Keywords
636 Jorge Gonçalves, Roman Kräussl, Vladimir Levin Do “Speed Bumps” Prevent Accidents in Financial Markets? Corporate Finance & Financial Markets 0
565 Luiz Félix, Roman Kräussl, Philip Stork Implied Volatility Sentiment: A Tale of Two Tails Corporate Finance & Financial Markets 2016 Sentiment, implied volatility skew, equity-risk premium, reversals, predictability
564 Roman Kräussl, Elizaveta Mirgorodskaya The Winner's Curse on Art Markets Corporate Finance & Financial Markets 2016 Overreaction, winner's curse, pricing estimates, repeat sale, auction, art market
522 Ronald Bosman, Roman Kräussl, Elizaveta Mirgorodskaya The “Tone Effect” of News on Investor Beliefs: An Experimental Approach Monetary Policy & Financial Stability 2015 Tone, News, Framing Effect, Price Expectations, Investor Sentiment, Investment Decisions, Experiment
523 William Schulze, David Deeds, Robert Wuebker, Roman Kräussl Toward a Pecking Order Theory of Strategic Resource Deployment Monetary Policy & Financial Stability 2015 Resource Acquisition, Dynamic Capabilities, Venture Capital
524 Roman Kräussl, Thorsten Lehnert, Sigita Senulyte Euro Crash Risk Monetary Policy & Financial Stability 2015
495 Ronald Bosman, Roman Kräussl, Thomas van Galen Emotions-at-Risk: An Experimental Investigation into Emotions, Option Prices and Risk Perception Financial Stability and Banking Regulation 2014 Risk perception, emotions, affect heuristic, option prices, experiment
494 Roman Kräussl Art as an Alternative Asset Class: Risk and Return Characteristics of the Middle Eastern & Northern African Art Markets Financial Stability and Banking Regulation 2014 Alternative investments, Art price index, Optimal Asset Allocation
493 Roman Kräussl, Thorsten Lehnert, Nicolas Martelin Is There a Bubble in the Art Market? Financial Stability and Banking Regulation 2014 Art market, Alternative investments, Speculative bubbles, Explosive behavior
566 Luiz Félix, Roman Kräussl, Philip Stork Single stock call options as lottery tickets Corporate Finance & Financial Markets 2016 Cumulative prospect theory; Market sentiment; Risk-neutral densities; Call options
567 Roman Kräussl, Thorsten Lehnert, Denitsa Stefanova The European Sovereign Debt Crisis: What Have We Learned? Corporate Finance & Financial Markets 2016
635 Mathieu Aubry, Roman Kräussl, Gustavo Manso, Christophe Spaenjers Machine Learning, Human Experts, and the Valuation of Real Assets Corporate Finance & Financial Markets 0
595 Renée Adams, Roman Kräussl, Marco Navone, Patrick Verwijmeren Is gender in the eye of the beholder? Identifying cultural attitudes with art auction prices Corporate Finance & Financial Markets 2018
599 Aleksandar Andonov, Roman Kräussl, Joshua Rauh The Subsidy to Infrastructure as an Asset Class Corporate Finance & Financial Markets 2018
598 Roman Kräussl, Zsofia Kräussl, Joshua Pollet, Kalle Rinne The Performance of Marketplace Lenders: Evidence from Lending Club Payment Data Corporate Finance & Financial Markets 2018
597 Roman Kräussl, Joshua Pollet, Denitsa Stefanova Signaling or Marketing? The Role of Discount Control Mechanisms in Closed-End Funds Corporate Finance & Financial Markets 2018
596 Luiz Félix, Roman Kräussl, Philip Stork Predictable Biases in Macroeconomic Forecasts and Their Impact Across Asset Classes Corporate Finance & Financial Markets 2018
0 Renée Adams, Roman Kräussl, Marco Navone, Patrick Verwijmeren Is gender in the eye of the beholder? Identifying cultural attitudes with art auction prices Corporate Finance & Financial Markets 0
594 Amy Whitaker, Roman Kräussl The Subsidy to Infrastructure as an Asset Class Corporate Finance & Financial Markets 2018
593 Petrus Ferreira, Roman Kräussl, Wayne R. Landsman, Maria Nykyforovych, Peter Pope Reliability and Relevance of Fair Values: Private Equity Investments and Investee Fundamentals Corporate Finance & Financial Markets 2018
492 Roman Kräussl, Elizaveta Mirgorodskaya News Media Sentiment and Investor Behavior Financial Stability and Banking Regulation 2014 Investor behavior, News media sentiment, Financial market crises, Pricing bubbles, Framing e ffects
439 Arthur Korteweg, Roman Kräussl, Patrick Verwijmeren Does it Pay to Invest in Art? A Selection-corrected Returns Perspective Financial Stability and Banking Regulation 2013
267 Niels van Elsland, Roman Kräussl Constructing the True Art Market Index - A Novel 2-Step Hedonic Approach and its Application to the German Art Market Credit Management & Credit Markets 2008
266 Roman Kräussl, Alan Muller Do Markets Love Misery? Stock Prices and Corporate Philanthropic Disaster Response Credit Management & Credit Markets 2008
242 Bea Canto, Roman Kräussl Electronic Trading Systems and Intraday Non-Linear Dynamics: An Examination of the FTSE 100 Cash and Futures Returns Economics of Exchanges 2007
220 Siem Jan Koopman, Roman Kräussl, André Lucas, André Monteiro Credit Cycles and Macro Fundamentals Credit Management & Credit Markets 2006
219 Rachel A. Campbell, Roman Kräussl Does Patience Pay? Empirical Testing of the Option to Delay Accepting a Tender Offer in the U.S. Banking Sector Credit Management & Credit Markets 2006
218 Rachel A. Campbell, Roman Kräussl Revisiting the Home Bias Puzzle. Downside Equity Risk Credit Management & Credit Markets 2006
212 Bea Canto, Roman Kräussl Stock Market Interactions and the Impact of Macroeconomic News – Evidence from High Frequency Data of European Futures Markets Credit Management & Credit Markets 2006
104 Roman Kräussl A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II Trading and Pricing in Financial Markets 2003
103 Roman Kräussl Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises? Trading and Pricing in Financial Markets 2003
346 Roman Kräussl, Stefan Krause Are particular industries more likely to succeed? A comparative analysis of VC investment in the U.S. and Europe Credit Management & Credit Markets 2011
347 Roman Kräussl, Christian Wiehenkamp A Call on Art Investments Credit Management & Credit Markets 2011
438 Luiz Félix, Roman Kräussl, Philip Stork The 2011 European Short Sale Ban on Financial Stocks: A Cure or a Curse? Financial Stability and Banking Regulation 2013
418 Carmen Lee, Roman Kräussl, Leo Paas The Effect of Anticipated and Experienced Regret and Pride on Investors’ Future Selling Decisions Financial Stability and Banking Regulation 2012
417 Roman Kräussl, Stefan Krause Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985–2009 Financial Stability and Banking Regulation 2012
416 Robert Wuebker, William Schulze, Roman Kräussl Is Venture Capital a Local Business? A Test of the Proximity and Local Network Hypotheses Financial Stability and Banking Regulation 2012
368 Roman Kräussl, André Lucas, Arjan Siegmann Risk Aversion under Preference Uncertainty Credit Management & Credit Markets 2011
367 Carmen Lee, Roman Kräussl, André Lucas, Leo Paas Why Do Investors Sell Losers? How Adaptation to Losses Affects Future Capitulation Decisions Credit Management & Credit Markets 2011
350 Roman Kräussl, André Lucas, David R. Rijsbergen, Pieter Jelle van der Sluis, Evert B. Vrugt Washington Meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle Credit Management & Credit Markets 2011
349 Sander J.J. Konijn, Roman Kräussl, André Lucas Blockholder Dispersion and Firm Value Credit Management & Credit Markets 2011
348 Narasimhan Jegadeesh, Roman Kräussl, Joshua Pollet Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices Credit Management & Credit Markets 2011
99 Roman Kräussl Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises? Trading and Pricing in Financial Markets 2003