Current Working Papers


Prof. Dr. Olaf Korn


  • How Should the Long-term Investor Harvest Variance Risk Premiums?
    Working Paper, Göttingen 2021 (with J. Dörries und G. Power)
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  • Quantile Risk Premiums
    Working Paper, Göttingen 2021 (with F. Brinkmann und J. Dörries)
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  • Stock Illiquidity and Option Returns
    Working Paper, Göttingen, Karlsruhe, 2020 (with S. Kanne und M. Uhrig-Homburg)
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  • A New Look at the Low-Volatility Effect in Stock Options
    Working Paper, Göttingen, 2019 (with N. Trappe und D. Volkmann)
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  • Low-Beta Strategies
    Working Paper, Göttingen, 2018 (with L.-C. Kuntz)
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Dr. Alexander Merz


  • Board Structure and Ambiguity
    Working Paper, Göttingen 2020 (with S. Trabert)
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  • Board Size, Firm Type, and Stock Return Volatility
    Working Paper, Göttingen 2020 (with S. Trabert)
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  • What really matters in CEO succession? Evidence from sudden CEO deaths
    Working Paper, Göttingen 2019 (with J-F. Weidemann)



Dr. Sebastian Trabert


  • Do Younger CEOs Really Increase Firm Risk? Evidence from Sudden CEO Deaths
    Working Paper, Göttingen 2021
  • Board Structure and Ambiguity
    Working Paper, Göttingen 2020 (with A. Merz)
    Download
  • Board Size, Firm Type, and Stock Return Volatility
    Working Paper, Göttingen 2020 (with A. Merz)
    Download


    • Dr. Julian Dörries



      • Quantile Risk Premiums
        Working Paper, Göttingen 2021 (mit F. Brinkmann und O. Korn)
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      • Decomposed Higher-Moment Risk Premiums and Market Return Predictability
        Working Paper, Göttingen 2021
        Download
      • How Should the Long-term Investor Harvest Variance Risk Premiums?
        Working Paper, Göttingen 2021 (mit O. Korn und G. Power)
        Download



      Marcel Rothenberger, M.Sc.


      • Smart Beta Strategies on Commodity Futures Markets
        Working Paper, Göttingen 2020


        • Niklas Trappe, M.Sc.


        • A New Look at the Low-Volatility Effect in Stock Options
          Working Paper, Göttingen, 2019 (with O. Korn und D. Volkmann)
          Download