Publications
(2023). Regime-Dependent Drivers of the EUR/CHF Exchange Rate. Swiss Journal of Economics and Statistics, 159(3).
(2020). Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns. Review of Financial Economics 39(4), 455-481.
(2020). Cryptocurrencies: Herding and the transfer currency. Finance Research Letters, 33.
(2020). Political Event Portfolios. Journal of Banking and Finance, 118, 1-18.
(2020). Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence. Journal of International Money and Finance, 108, 1-13.
(2019). What Drives Our Beer Consumption? - In Search of Nutrition Habits and Demographic Patterns. Applied Economics, 51(41), 4539-4550.
(2018). Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra. Schmalenbach Business Review, 70(3), 209-230.
(2017). PRIX – A risk index for global private investors. The Journal of Risk Finance, 18(2), 214-231.
(2016). Decision Support for IT Investment Projects. Business & Information Systems Engineering, 58(6), 381-396.
(2015). An example journal article. Journal of Source Themes, 1(1).
(2014). Financial Applications of the Mahalanobis Distance. Applied Economics and Finance.
Working Papers
(2024). Are There Fences in the Global Factor Zoo?. Working Paper (University of Liechtenstein & University of St. Gallen).
(2024). Event Risk Premia and Non-Convex Volatility Smiles. Working Paper (University of Liechtenstein & Free University of Bozen-Bolzano).
(2024). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Working Paper (Católica Lisbon & University of Liechtenstein).
(2024). Lost in Translation: How Predictability Turns into Performance. Working Paper (University of Liechtenstein).
(2023). Estimating Crypto-Related Risk: Market-Based Evidence from FTX's Failure and Its Contagion on U.S. Banks. Working Paper, University of Liechtenstein & TU Darmstadt.
(2016). Towards a Well-Founded Valuation of Managerial Flexibilities in IT Investment Projects - A Multidisciplinary Literature Review. Working Paper (University of Innsbruck).
Contributions in Books
(2009). Die Riemannsche Vermutung. In: Mathematisch für Anfänger (Spektrum Verlag).
Books