Roman Kräussl
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 6807
Fax: +352 46 66 44 6811
Postal: 148, avenue de la Faïencerie, L-1511 Luxembourg
Handle: RePEc:edi:sfsculu (more details at EDIRC)
Works
Working papers
- 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.
- 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.
- Mahmoud Botshekan & Roman Kraeussl & Andre Lucas, 2010. "Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?," Tinbergen Institute Discussion Papers 10-116/2/DSF 3, Tinbergen Institute.
- Roman Kraeussl & Andre Lucas & Arjen Siegmann, 2010.
"Risk Aversion under Preference Uncertainty,"
Tinbergen Institute Discussion Papers
10-117/2/DSF 4, Tinbergen Institute.
- Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2012. "Risk aversion under preference uncertainty," Finance Research Letters, Elsevier, vol. 9(1), pages 1-7.
- 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.
- Sander J.J. Konijn & Roman Kraeussl & Andre Lucas, 2009.
"Blockholder Dispersion and Firm Value,"
Tinbergen Institute Discussion Papers
09-113/2, Tinbergen Institute, revised 03 Jan 2011.
- 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.
- 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.
- Carmen Lee & Roman Kraeussl & Andr� 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 30 Nov 2010.
- R. Kraeussl & A. Lucas & D. Rijsbergen & P.J. van der Sluis & E. Vrugt, 2008. "Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle," Tinbergen Institute Discussion Papers 08-101/2, Tinbergen Institute.
- 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.
- 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.
- Siem Jan Koopman & Roman Kräussl & André Lucas & André Monteiro, 2007.
"Credit Cycles and Macro Fundamentals,"
CFS Working Paper Series
2006/33, Center for Financial Studies.
- 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.
- Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006. "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers 06-023/2, Tinbergen Institute.
- 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).
- Campbell, Rachel A. & Kräussl, Roman, 2007. "A survey of the venture capital industry in Central and Eastern Europe," Open Access publications from Maastricht University urn:nbn:nl:ui:27-19580, Maastricht University.
- Rachel A. Campbell & Roman Kräussl, 2006. "Does Patience Pay? Empirical Testing of the Option to Delay Accepting a Tender Offer in the U.S. Banking Sector," CFS Working Paper Series 2006/32, Center for Financial Studies.
- Bea Canto & Roman Kräussl, 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.
- Rachel A. Campbell & Roman Kräussl, 2006.
"Revisiting the Home Bias Puzzle. Downside Equity Risk,"
CFS Working Paper Series
2006/31, Center for Financial Studies.
- 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.
- Campbell, Rachel A. & Kräussl, Roman, 2007. "Revisiting the home bias puzzle: downside equity risk," Open Access publications from Maastricht University urn:nbn:nl:ui:27-19569, Maastricht University.
- Roman Kraeussl, 2003.
"A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II,"
CFS Working Paper Series
2003/23, Center for Financial Studies.
- 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.
- Roman Kraeussl, 2003.
"Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?,"
CFS Working Paper Series
2003/18, Center for Financial Studies.
- 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.
- Roman Kraeussl, . "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises," Working Papers 0304, University of Crete, Department of Economics.
- Roman Kraeussl, 2003.
"Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?,"
CFS Working Paper Series
2003/22, Center for Financial Studies.
- 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.
- Roman Kraeussl, 2003.
"Sovereign Credit Ratings and Their Impact on Recent Financial Crises,"
International Finance
0311013, EconWPA.
- Roman Kraeussl, 2003. "Sovereign Credit Ratings and Their Impact on Recent Financial Crises," Working Papers 0313, University of Crete, Department of Economics.
- Roman Kraeussl, 2000. "Sovereign Ratings and Their Impact on Recent Financial Crises," Working Papers 0002, University of Crete, Department of Economics.
Articles
- Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2012.
"Risk aversion under preference uncertainty,"
Finance Research Letters,
Elsevier, vol. 9(1), pages 1-7.
- Roman Kraeussl & Andre Lucas & Arjen Siegmann, 2010. "Risk Aversion under Preference Uncertainty," Tinbergen Institute Discussion Papers 10-117/2/DSF 4, Tinbergen Institute.
- Roman Kraeussl & Christian Wiehenkamp, 2012. "A call on art investments," Review of Derivatives Research, Springer, vol. 15(1), pages 1-23, April.
- 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.
- 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.
- 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.
- 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.
- Sander J.J. Konijn & Roman Kraeussl & Andre Lucas, 2009. "Blockholder Dispersion and Firm Value," Tinbergen Institute Discussion Papers 09-113/2, Tinbergen Institute, revised 03 Jan 2011.
- Hayat, Raphie & Kraeussl, Roman, 2011. "Risk and return characteristics of Islamic equity funds," Emerging Markets Review, Elsevier, vol. 12(2), pages 189-203, June.
- Kraeussl, Roman & Logher, Robin, 2010. "Emerging art markets," Emerging Markets Review, Elsevier, vol. 11(4), pages 301-318, December.
- 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.
- Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006. "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers 06-023/2, Tinbergen Institute.
- Siem Jan Koopman & Roman Kräussl & André Lucas & André Monteiro, 2007. "Credit Cycles and Macro Fundamentals," CFS Working Paper Series 2006/33, Center for Financial Studies.
- 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.
- Rachel A. Campbell & Roman Kräussl, 2006. "Revisiting the Home Bias Puzzle. Downside Equity Risk," CFS Working Paper Series 2006/31, Center for Financial Studies.
- Campbell, Rachel A. & Kräussl, Roman, 2007. "Revisiting the home bias puzzle: downside equity risk," Open Access publications from Maastricht University urn:nbn:nl:ui:27-19569, Maastricht University.
- 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.
- Roman Kraeussl, 2003. "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?," CFS Working Paper Series 2003/18, Center for Financial Studies.
- Roman Kraeussl, . "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises," Working Papers 0304, University of Crete, Department of Economics.
NEP Fields
14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BAN: Banking (3) 2007-01-23 2007-03-17 2007-09-24
- NEP-BEC: Business Economics (1) 2007-03-17
- NEP-CFN: Corporate Finance (4) 2007-01-23 2007-03-17 2007-03-17 2007-03-17. Author is listed
- NEP-EEC: European Economics (1) 2007-09-24
- NEP-ENT: Entrepreneurship (1) 2011-05-14
- NEP-EUR: Microeconomic European Issues (1) 2011-05-14
- NEP-FIN: Finance (3) 2003-11-30 2004-02-23 2004-02-23
- NEP-FMK: Financial Markets (1) 2007-03-17
- NEP-IFN: International Finance (3) 2003-11-30 2004-02-23 2004-02-23
- NEP-MAC: Macroeconomics (5) 2004-02-23 2004-02-23 2006-11-18 2007-01-23 2007-01-23. Author is listed
- NEP-MST: Market Microstructure (1) 2007-03-17
- NEP-REG: Regulation (1) 2007-09-24
- NEP-RMG: Risk Management (2) 2003-11-30 2007-01-23
- NEP-SBM: Small Business Management (1) 2011-05-14
- NEP-SEA: South East Asia (1) 2006-11-18
- NEP-UPT: Utility Models & Prospect Theory (1) 2007-03-17
Statistics
Most cited item
- Rachel A. Campbell & Roman Kräussl, 2006. "Revisiting the Home Bias Puzzle. Downside Equity Risk," CFS Working Paper Series 2006/31, Center for Financial Studies.
Most downloaded item (past 12 months)
- Roman Kraeussl, 2003. "Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?," CFS Working Paper Series 2003/18, Center for Financial Studies.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
To update listings or check citations waiting for approval, Roman Kräussl should log into the RePEc Author ServiceTo make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

