Entrepreneurship and Management
The research topic Entrepreneurship and Management brings together two complementary perspectives: the promotion of entrepreneurial initiative and the development of effective leadership and management skills. Projects address key questions related to innovation, business development, strategic decision-making and leadership with a strong foundation in academic research and a clear focus on practical relevance.
Recent Publications
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Bassen, A., Kordsachia, O., Lopatta, K., & Tan, W. (2025). Revenue Alignment with the EU Taxonomy Regulation in Developed Markets. Journal of Banking & Finance, 170(January).More
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Jenni, M., Schadner, W., & Angerer, M. (2025). Hard forks, hard questions: Unraveling the microstructure effects on Bitcoin's return, volume, and volatility. Economic Letters, 257(December).More
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Angerer, M., Gramlich, M., & Hanke, M. (2025). Order Book Liquidity on Crypto Exchanges. Journal of Risk and Financial Management, 18(3).More
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Hörler, R., Stein, F., Bayrle, N., Angerer, M., & Kordsachia, O. (2025). A bibliometric review of the EU sustainable finance initiative: evolving research dynamics. Sustainability Accounting, Management and Policy Journal.More
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Shakina, E., Hanke, M., & Ellis, S. (2025). Central Bank Digital Currencies: Experimental Evidence of Deposit Conversion. The B.E. Journal of Economic Analysis & Policy, 25(1), 127.137.More
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Schadner, W. (2025). Hurst Exponent as Implied by Option Prices. Studies in Nonlinear Dynamics & Econometrics.More
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Angerer, M., Hanke, M., Shakina, E., & Szymczak, W. (2025). The Effect of Different Saving Mechanisms in Pension Saving Behavior: Evidence from a Life-Cycle Experiment. Journal of Risk and Financial Management, 18(5).More
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Branger, N., Hanke, M., & Weissensteiner, A. (2024). The information content of wheat derivatives regarding the Ukrainian war. Journal of Futures Markets, 44(3), 420-431.More
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Schadner, W. (2024). Direct Fit for SVI Implied Volatilities. Journal of Derivatives, 31(3).More
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Angerer, M., Neugebauer, T., & Shachat, J. (2023). Arbitrage bots in experimental asset markets. Journal of Economic Behavior & Organization, 206, 262-278.More
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Mueller, L., Bartel, M., & Schiereck, D. (2023). Europe's gone “right” – A comparative study of stock market reactions to populist success in Sweden and Italy. Finance Research Letters, 55.More
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Kordsachia, O., Bassen, A., Fieberg, C., & Wolters, K. (2023). Market perceptions on the role of female leadership in adapting to climate change. Journal of Risk Finance, 24(4), 424-448.More
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Kosolapova, M., Hanke, M., & Weissensteiner, A. (2023). Estimating time-varying risk aversion from option prices and realized returns. Quantitative Finance, 23(1), 1-17.More
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Kotlarz, P., Hanke, M., & Stöckl, S. (2023). Regime-dependent drivers of the EUR/CHF exchange rate. Swiss Journal of Economics and Statistics, 159(3), 1-18.More
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Bassen, A., Kordsachia, O., Lopatta, K., Tammen, T., & Alexander, E.-K. (2022). Views and perceptions of financial analysts during the global COVID-19 pandemic. Journal of Sustainable Finance & Investment.More
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Schadner W. and Traut J. (2022). Estimating Forward-Looking Stock Correlations from Risk Factors. Mathematics, 10(10), 1-19.More
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Schadner, W. (2022). U.S. Politics from a multifractal perspective. Chaos, Solitons & Fractals, 155(111677), 1-11.More
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Schadner, W. (2021). Forward looking up-/down correlations. Quantitative Finance and Economics, 5(3), 471-495.More
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Schadner, W. (2021). Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix. Finance Research Letters, 41(101855), 1-8.More
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Schadner, W. (2021). On the persistence of market sentiment: A multifractal fluctuation analysis. Physica A, 581(126242), 1-14.More
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Lang, S., & Schadner, W. (2021). The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis. Finance Research Letters, 42(102048), 1-4.More
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Schadner, W. (2020). An idea of risk-neutral momentum and market fear. Finance Research Letters, 37(101347), 1-6.More
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Hanke, M. (2024). AIF und Liquiditäts-(risiko-)management aus finanzökonomischer Perspektive. In T. Stern (Ed.), Praxishandbuch Alternative Investmentfonds (pp. 393-405). Wien: Linde Verlag.More
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Angerer, M., Kraus, S., & Peter, A. (2023). Crowdfunding in German-Speaking Countries: A Literature Review from an Economics and Legal Perspective. In P. Droege, S. Güldenberg, M. Menichetti & S. Seidel (Eds.), Cross-Border Life and Work (pp. 93-118): Springer.More
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Angerer, M., Hanke, M., Kirn, T., Preiner, C., Wenz, M., & Amann, M. (2023). Cross-Border Wealth Management. In P. Droege, S. Güldenberg, M. Menichetti & S. Seidel (Eds.), Cross-Border Life and Work. Cham: Springer.More
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Hanke, M., & Zetzsche, D. A. (2023). §29 Risikomanagement; Verordnungsermächtigung. In H. D. Assmann, E. Wallach & D. A. Zetzsche (Eds.), KAGB Kommentar (2 ed., pp. 422-473). Köln: Dr. Otto Schmidt KG.More
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Hanke, M., & Zetzsche, D. A. (2023). §30 Liquiditätsmanagement; Verordnungsermächtigung. In H. D. Assmann, E. Wallach & D. A. Zetzsche (Eds.), KAGB Kommentar (2 ed., pp. 473-482). Köln: Dr. Otto Schmidt KG.More
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Hanke, M., & Zetzsche, D. A. (2023). Derivateverordnung (DerivateV). In H. D. Assmann, E. Wallach & D. A. Zetzsche (Eds.), KAGB Kommentar (2 ed., pp. 2825-2856). Köln: Dr. Otto Schmidt KG.More
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Salcher, L., & Stöckl, S. (2024). Lost in Translation: How Predictability Turns Into Performance. Presented at the 37th Australasian Finance and Banking Conference, Sydney, Australia.More
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Salcher, L., & Stöckl, S. (2024). Lost in Translation: How Predictability Turns Into Performance. Presented at the 2024 New Zealand Finance Meeting, Auckland, New Zealand.More
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Salcher, L., & Stöckl, S. (2024). Lost in Translation: How Predictability Turns Into Performance. Presented at the Internationales Doktorandenseminar 2024, Vaduz, Liechtenstein.More
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Bartel, M., & Stöckl, S. (2024). How Global is Factor Predictability? Evidence from Nested Factor Momentum. Presented at the Austrian Working Group on Banking and Finance.More
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Bartel, M., & Stöckl, S. (2024). How Global is Factor Predictability? Evidence from Nested Factor Momentum. Presented at the Financial Management Association's Annual Meeting.More
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Bartel, M., Hanke, M., & Petric, S. (2024). Identifikation und Prognose von Bankenkrisen mit KI-Methoden. Presented at the Finance Forum Zurich, Switzerland.More
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Hanke, M., Schadner, W., & Stöckl, S. (2024). Event Risk Premia and Non-convex Volatility Smiles. Presented at the Quantitative Methods in Finance Conference, Sydney, Australia.More
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Gramlich, M., Angerer, M., & Xu, Y. (2024). Investors' Behavior and Market Efficiency in Experimental Asset Markets. Presented at the 12th Thurgau Experimental Economics Meeting (theem), Kreuzlingen, Switzerland.More
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Hanke, M., Bartel, M., & Petric, S. (2024). Crisis Identification and Prediction using Machine Learning: The Case of U.S. Regional Banks. Presented at the Australasian Finance and Banking Conference, Sydney, Australia.More
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Gramlich, M., & Schadner, W. (2024). What Drives Liquidity in Crypto Markets? Evidence from Intraday Data. Presented at the World Finance Conference, Nicosia, Cyprus.More
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Salcher, L., & Stöckl, S. (2024). Less is More: Ranking Information, Estimation Errors and Optimal Portfolios. Presented at the 37th Australasian Finance and Banking Conference, Sydney, Australia.More
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Bartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the Australasian Finance & Banking Conference, Sydney, Australia.More
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Bartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the 13th Financial Markets and Corporate Governance Conference, Virtual.More
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Salcher, L., & Stöckl, S. (2023). Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks. Presented at the Financial Management Association - 2023 European Conference, Aalborg, Denmark.More
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Salcher, L., & Stöckl, S. (2023). Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks. Presented at the 27th International Conference on Macroeconomic Analysis and International Finance, Crete, Greece.More
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Salcher, L., & Stöckl, S. (2023). Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks. Presented at the Poster Session of the Financial Econometrics Conference To Mark Stephen Taylor's Retirement, Lancaster, England.More
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Bartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the FMA European Conference, Aalborg, Denmark.More
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Bartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the Southern Finance Association Annual Meeting, Fajardo, Puerto Rico.More
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Bartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the Financial Management Association Annual Meeting, Chicago, United States of America.More