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)

  • Stock illiquidity and option returns
    Journal of Financial Markets, Vol. 63 (März 2023), 100765.
    (S. Kanne, O. Korn and M. Uhrig-Homburg)

  • 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)

  • 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)

  • Beta Dispersion and Market Timing
    Journal of Empirical Finance, Vol 59, (2020), 235-256.
    (L-C. Kuntz)

  • Expensing Performance-Vested Executive Stock Options - Is There Underreporting under IFRS 2?
    Journal of Business Economics, Vol 90(3), (2020), 461-493.
    (A. Merz)

  • Markowitz with Regret
    Journal of Economic Dynamics and Control, Vol. 103 (2019), p.1-24.
    (R. Baule, O.Korn and L.-C. Kuntz)

  • Illiquidity transmission from spot to futures markets
    Journal of Futures Markets, Vol. 39 (2019), p. 1228-1249.
    (O. Korn, P. Krischak and E. Theissen)

  • Hedging with Regret
    Journal of Behavioral and Experimental Finance, Vol. 22 (2019), p. 192-205.
    (O.Korn and M.-O. Rieger)

  • How to Hedge if the Payment Date is Uncertain?
    Journal of Futures Markets, Vol. 39 (2019), p. 481-498.
    (O.Korn and A. Merz)

  • Risk-adjusted option-implied moments
    Review of Derivatives Research, Vol. 21 (2018), p.149–173.
    (O.Korn and F. Brinkmann)

  • Drawdown Measures and Return Moments
    International Journal of Theoretical and Applied Finance, Vol 21(7) (2018), 1850042.
    (P. Möller)

  • 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)

  • 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)

  • 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)

  • Portfolio Optimization Using Forward-Looking Information
    Review of Finance, Vol. 19 (2015), p. 467-490.
    (A. Kempf, O.Korn and S. Saßning)

  • 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)