Ausgewählte Publikationen der Professur

• How should the long-term investor harvest variance risk premiums? Journal of Portfolio Management, Vol. 50(6) (April 2024), 122-142.(Julian Dörries, Olaf Korn, Gabriel J. Power)


• Do younger CEOs really increase firm risk? Evidence from sudden CEO deathsJournal of Corporate Finance, Vol. 79 (April 2023), 102367.(S. Trabert)


• Stock illiquidity and option returnsJournal of Financial Markets, Vol. 63 (März 2023), 100765.(S. Kanne, O. Korn and M. Uhrig-Homburg)


• Drawdown Measures: Are They All the Same?Journal of Portfolio Management, Vol. 48(5) (April 2022), 104-120.(O. Korn, P. Möller and C. Schwehm)


• After the Stock Options Boom: IFRS Adoption and Changes in Equity-Based PayThe International Journal of Accounting, Vol. 56(2) (2021), 2150006.(R. Gillenkirch, O.Korn and A. Merz)


• Beta Dispersion and Market TimingJournal of Empirical Finance, Vol 59, (2020), 235-256.(L-C. Kuntz)


• Expensing Performance-Vested Executive Stock Options - Is There Underreporting under IFRS 2?Journal of Business Economics, Vol 90(3), (2020), 461-493.(A. Merz)


• Markowitz with RegretJournal of Economic Dynamics and Control, Vol. 103 (2019), p.1-24.(R. Baule, O.Korn and L.-C. Kuntz)


• Illiquidity transmission from spot to futures marketsJournal of Futures Markets, Vol. 39 (2019), p. 1228-1249.(O. Korn, P. Krischak and E. Theissen)


• Hedging with RegretJournal of Behavioral and Experimental Finance, Vol. 22 (2019), p. 192-205.(O.Korn and M.-O. Rieger)


• How to Hedge if the Payment Date is Uncertain?Journal of Futures Markets, Vol. 39 (2019), p. 481-498.(O.Korn and A. Merz)


• Risk-adjusted option-implied momentsReview of Derivatives Research, Vol. 21 (2018), p.149–173.(O.Korn and F. Brinkmann)


• Drawdown Measures and Return MomentsInternational Journal of Theoretical and Applied Finance, Vol 21(7) (2018), 1850042.(P. Möller)


• What Have We Learned from SFAS 123r and IFRS 2? A Review of Existing Evidence and Future Research SuggestionsJournal of Accounting Literature, Vol 38 (2017), p. 14-33.(A. Merz)


• Which Beta is Best? On the Information Content of Option-implied BetasEuropean Financial Management, Vol. 22 (2016), p. 450-483.(R. Baule, O.Korn and S. Saßning)


• Volatility in Oilseeds and Vegetable Oils Markets: Drivers and SpilloversJournal of Agricultural Economics, Vol. 67 (2016), p. 685-705.(B. Brümmer, T. J. Jaghdani, O.Korn and K. Schlüßler)


• Portfolio Optimization Using Forward-Looking InformationReview of Finance, Vol. 19 (2015), p. 467-490.(A. Kempf, O.Korn and S. Saßning)


• The Term Structure of the Illiquidity PremiaJournal of Banking and Finance, Vol. 36 (2012), p. 1381-1391.(A. Kempf, O.Korn and M. Uhrig-Homburg)

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