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Roman Kräussl

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This is information that was supplied by Roman Kräussl in registering through RePEc. If you are Roman Kräussl , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Roman
Middle Name:
Last Name: Kräussl
Suffix:

RePEc Short-ID: pkr39

Email:
Homepage:
Postal Address:
Phone: +3524666445442

Affiliation

Luxembourg School of Finance
Faculté de droit, d'économie et de finance
Université du Luxembourg
Location: Luxembourg, Luxembourg
Homepage: http://www.lsf.lu/
Email:
Phone: +352 46 66 44 6335
Fax: +352 46 66 44 6811
Postal: Bâtiment K2, 4, rue Albert Borschette, L-1246 Luxembourg-Kirchberg
Handle: RePEc:edi:sfsculu (more details at EDIRC)

Works

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Working papers

  1. Korteweg, Arthur & Kräussl, Roman & Verwijmeren, Patrick, 2013. "Does it pay to invest in art? A selection-corrected returns perspective," CFS Working Paper Series 2013/18, Center for Financial Studies (CFS).
  2. Félix, Luiz & Kräussl, Roman & Stork, Philip, 2013. "The 2011 European short sale ban on financial stocks: A cure or a curse?," CFS Working Paper Series 2013/17, Center for Financial Studies (CFS).
  3. Wuebker, Robert & Schulze, William & Kräussl, Roman, 2012. "Is venture capital a local business? A test of the proximity and local network hypotheses," CFS Working Paper Series 2012/15, Center for Financial Studies (CFS).
  4. Kraeussl, R. & Krause, S., 2011. "Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985 - 2009," Working papers 327, Banque de France.
  5. Kraeussl, Roman & Krause, Stefan, 2010. "Are particular industries more likely to succeed? A comparative analysis of VC investment in the US and Europe," CFS Working Paper Series 2010/02, Center for Financial Studies (CFS).
  6. Lee, Carmen & Kräussl, Roman & Lucas, André & Paas, Leo, 2010. "Why do investors sell losers? How adaptation to losses affects future capitulation decisions," CFS Working Paper Series 2010/23, Center for Financial Studies (CFS).
  7. Lee, K.M.C. & Kraeussl, R.G.W. & Paas, L.J., 2010. "Personality and investment: Personality differences affect investors' adaptation to losses," Serie Research Memoranda 0007, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  8. Botshekan, Mahmoud & Kräussl, Roman & Lucas, André, 2010. "Cash flow and discount rate risk in up and down markets: What is actually priced?," CFS Working Paper Series 2010/20, Center for Financial Studies (CFS).
  9. Kraeussl, Roman & Wiehenkamp, Christian, 2010. "A call on Art investments," CFS Working Paper Series 2010/03, Center for Financial Studies (CFS).
  10. Konijn, Sander J. J. & Kräussl, Roman & Lucas, André, 2010. "Blockholder dispersion and firm value," CFS Working Paper Series 2010/05, Center for Financial Studies (CFS).
  11. Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2010. "Washington meets Wall Street: A closer examination of the presidential cycle puzzle," CFS Working Paper Series 2010/06, Center for Financial Studies (CFS).
  12. Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2010. "Risk aversion under preference uncertainty," CFS Working Paper Series 2010/24, Center for Financial Studies (CFS).
  13. Narasimhan Jegadeesh & Roman Kräussl & Joshua Pollet, 2009. "Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices," NBER Working Papers 15335, National Bureau of Economic Research, Inc.
  14. Lee, K.M.C. & Kraussl, R.G.W. & Paas, L.J., 2009. "The effect of anticipated and experienced regret and pride on investors' future selling decisions," Serie Research Memoranda 0057, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  15. Kräussl, Roman & Elsland, Niels van, 2008. "Constructing the true art market index: A novel 2-step hedonic approach and its application to the German art market," CFS Working Paper Series 2008/11, Center for Financial Studies (CFS).
  16. Carmen Lee & Roman Kraeussl & André Lucas & Leonard J. Paas, 2008. "A Dynamic Model of Investor Decision-Making: How Adaptation to Losses affects Future Selling Decisions," Tinbergen Institute Discussion Papers 08-112/2, Tinbergen Institute, revised 02 Sep 2013.
  17. Riccardo Calcagno & Roman Kraeussl & Chiara Monticone, 2008. "An Analysis of the Effects of the Severance Payment Reform on Credit to Italian SMEs," Tinbergen Institute Discussion Papers 08-107/2, Tinbergen Institute.
  18. Canto, Bea & Kräussl, Roman, 2007. "Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns," CFS Working Paper Series 2007/20, Center for Financial Studies (CFS).
  19. Riccardo Calcagno & Roman Kraeussl & Chiara Monticone, 2007. "An Analysis of the Effects of the Severance Pay Reform on Credit to Italian SMEs," CeRP Working Papers 59, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  20. Muller, Alan & Kräussl, Roman, 2007. "Do markets love misery? Stock prices and corporate philanthropic disaster response," CFS Working Paper Series 2008/10, Center for Financial Studies (CFS).
  21. Campbell, Rachel A. & Kräussl, Roman, 2006. "Revisiting the home bias puzzle: Downside equity risk," CFS Working Paper Series 2006/31, Center for Financial Studies (CFS).
  22. Koopman, Siem Jan & Kräussl, Roman & Lucas, André, 2006. "Credit cycles and macro fundamentals," CFS Working Paper Series 2006/33, Center for Financial Studies (CFS).
  23. Canto, Bea & Kräussl, Roman, 2006. "Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets," CFS Working Paper Series 2006/25, Center for Financial Studies (CFS).
  24. Campbell, Rachel A. & Kräussl, Roman, 2006. "Does patience pay? Empirical testing of the option to delay accepting a tender offer in the US banking sector," CFS Working Paper Series 2006/32, Center for Financial Studies (CFS).
  25. Roman Kraeussl, 2003. "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," International Finance 0311013, EconWPA.
  26. Roman Kraeussl, 2000. "Sovereign Ratings and Their Impact on Recent Financial Crises," Working Papers 0002, University of Crete, Department of Economics.
  27. Roman Kraeussl, . "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises," Working Papers 0304, University of Crete, Department of Economics.
  28. Roman Kraeussl, . "Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?," Working Papers 0314, University of Crete, Department of Economics.
  29. Roman Kraeussl, . "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," Working Papers 0315, University of Crete, Department of Economics.

Articles

  1. Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2014. "Washington meets Wall Street: A closer examination of the presidential cycle puzzle," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 50-69.
  2. Botshekan, Mahmoud & Kraeussl, Roman & Lucas, Andre, 2012. "Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(06), pages 1279-1301, December.
  3. Roman Kraeussl & Christian Wiehenkamp, 2012. "A call on art investments," Review of Derivatives Research, Springer, vol. 15(1), pages 1-23, April.
  4. Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2012. "Risk aversion under preference uncertainty," Finance Research Letters, Elsevier, vol. 9(1), pages 1-7.
  5. Riccardo Calcagno & Roman Kraeussl & Chiara Monticone, 2011. "An analysis of the effects of the severance payment reform on credit to Italian SMEs," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 3(3), pages 243-261, August.
  6. Alan Muller & Roman Kräussl, 2011. "The Value of Corporate Philanthropy During Times of Crisis: The Sensegiving Effect of Employee Involvement," Journal of Business Ethics, Springer, vol. 103(2), pages 203-220, October.
  7. Hayat, Raphie & Kraeussl, Roman, 2011. "Risk and return characteristics of Islamic equity funds," Emerging Markets Review, Elsevier, vol. 12(2), pages 189-203, June.
  8. Konijn, Sander J.J. & Kräussl, Roman & Lucas, Andre, 2011. "Blockholder dispersion and firm value," Journal of Corporate Finance, Elsevier, vol. 17(5), pages 1330-1339.
  9. Kraeussl, Roman & Logher, Robin, 2010. "Emerging art markets," Emerging Markets Review, Elsevier, vol. 11(4), pages 301-318, December.
  10. Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B., 2009. "Credit cycles and macro fundamentals," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 42-54, January.
  11. Campbell, Rachel A. & Kraussl, Roman, 2007. "Revisiting the home bias puzzle: Downside equity risk," Journal of International Money and Finance, Elsevier, vol. 26(7), pages 1239-1260, November.
  12. Kraussl, Roman, 2005. "Do credit rating agencies add to the dynamics of emerging market crises?," Journal of Financial Stability, Elsevier, vol. 1(3), pages 355-385, April.

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2007-01-23 2007-09-24
  2. NEP-BEC: Business Economics (5) 2006-03-25 2008-12-14 2010-05-15 2013-06-04 2013-12-15. Author is listed
  3. NEP-CBA: Central Banking (2) 2006-03-25 2008-12-14
  4. NEP-CBE: Cognitive & Behavioural Economics (1) 2013-06-04
  5. NEP-CFN: Corporate Finance (1) 2007-01-23
  6. NEP-CUL: Cultural Economics (2) 2013-11-22 2013-12-15
  7. NEP-EEC: European Economics (2) 2007-09-24 2013-11-22
  8. NEP-EFF: Efficiency & Productivity (1) 2013-06-04
  9. NEP-ENT: Entrepreneurship (3) 2011-05-14 2013-06-04 2013-12-15
  10. NEP-EUR: Microeconomic European Issues (3) 2011-05-14 2013-06-04 2013-12-15
  11. NEP-FIN: Finance (2) 2003-11-30 2006-03-25
  12. NEP-FMK: Financial Markets (2) 2006-03-25 2013-11-22
  13. NEP-GEO: Economic Geography (1) 2013-06-04
  14. NEP-IFN: International Finance (1) 2003-11-30
  15. NEP-MAC: Macroeconomics (6) 2006-03-25 2006-11-18 2007-01-23 2007-01-23 2008-12-14 2013-12-15. Author is listed
  16. NEP-MST: Market Microstructure (1) 2013-11-22
  17. NEP-NET: Network Economics (1) 2013-06-04
  18. NEP-NEU: Neuroeconomics (1) 2013-12-15
  19. NEP-POL: Positive Political Economics (2) 2008-12-14 2013-12-15
  20. NEP-REG: Regulation (1) 2007-09-24
  21. NEP-RMG: Risk Management (4) 2003-11-30 2007-01-23 2011-02-26 2013-11-22
  22. NEP-SBM: Small Business Management (1) 2011-05-14
  23. NEP-SEA: South East Asia (1) 2006-11-18
  24. NEP-UPT: Utility Models & Prospect Theory (4) 2008-12-14 2011-02-26 2013-06-04 2013-12-15
  25. NEP-URE: Urban & Real Estate Economics (1) 2013-06-04

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