Ausgewählte Publikationen der Professur

• Do younger CEOs really increase firm risk? Evidence from sudden CEO deaths
  Journal of Corporate Finance, Vol. 79 (April 2023), 102367.
  (S. Trabert)
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• Stock illiquidity and option returns
  Journal of Financial Markets, Vol. 63 (März 2023), 100765.
  (S. Kanne, O. Korn and M. Uhrig-Homburg)
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• Drawdown Measures: Are They All the Same?
  Journal of Portfolio Management, Vol. 48(5) (April 2022), 104-120.
  (O. Korn, P. Möller and C. Schwehm)
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• After the Stock Options Boom: IFRS Adoption and Changes in Equity-Based Pay
  The International Journal of Accounting, Vol. 56(2) (2021), 2150006.
  (R. Gillenkirch, O.Korn and A. Merz)
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• Beta Dispersion and Market Timing
  Journal of Empirical Finance, Vol 59, (2020), 235-256.
  (L-C. Kuntz)
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• Expensing Performance-Vested Executive Stock Options - Is There Underreporting under IFRS 2?
  Journal of Business Economics, Vol 90(3), (2020), 461-493.
  (A. Merz)
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• Markowitz with Regret
  Journal of Economic Dynamics and Control, Vol. 103 (2019), p.1-24.
  (R. Baule, O.Korn and L.-C. Kuntz)
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• Illiquidity transmission from spot to futures markets
  Journal of Futures Markets, Vol. 39 (2019), p. 1228-1249.
  (O. Korn, P. Krischak and E. Theissen)
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• Hedging with Regret
  Journal of Behavioral and Experimental Finance, Vol. 22 (2019), p. 192-205.
  (O.Korn and M.-O. Rieger)
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• How to Hedge if the Payment Date is Uncertain?
  Journal of Futures Markets, Vol. 39 (2019), p. 481-498.
  (O.Korn and A. Merz)
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• Risk-adjusted option-implied moments
  Review of Derivatives Research, Vol. 21 (2018), p.149–173.
  (O.Korn and F. Brinkmann)
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• Drawdown Measures and Return Moments
  International Journal of Theoretical and Applied Finance, Vol 21(7) (2018), 1850042.
  (P. Möller)
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• What Have We Learned from SFAS 123r and IFRS 2? A Review of Existing Evidence and Future Research Suggestions
  Journal of Accounting Literature, Vol 38 (2017), p. 14-33.
  (A. Merz)
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• Which Beta is Best? On the Information Content of Option-implied Betas
  European Financial Management, Vol. 22 (2016), p. 450-483.
  (R. Baule, O.Korn and S. Saßning)
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• Volatility in Oilseeds and Vegetable Oils Markets: Drivers and Spillovers
  Journal of Agricultural Economics, Vol. 67 (2016), p. 685-705.
  (B. Brümmer, T. J. Jaghdani, O.Korn and K. Schlüßler)
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• Portfolio Optimization Using Forward-Looking Information
  Review of Finance, Vol. 19 (2015), p. 467-490.
  (A. Kempf, O.Korn and S. Saßning)
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• The Term Structure of the Illiquidity Premia
  Journal of Banking and Finance, Vol. 36 (2012), p. 1381-1391.
  (A. Kempf, O.Korn and M. Uhrig-Homburg)
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