Blitz, David;Hanauer, Matthias X.;Hoogteijling, Tobias;Howard, ClintThe Term Structure of Machine Learning AlphaThe Journal of Financial Data Science2023jfds.2023.1.135
Kaserer, Christoph; Keppler, Henry; Jarchow, SvenjaFamily firm performance in times of crisis - new evidence from germanyEurasian Business Review2023
Kowalzick, Marc;Ahrens, Jan‐Philipp;Lauterbach, Jochim G.;Tang, YiOverconfident CEOs in Dire Straits: How Incumbent and Successor CEOs’ Overconfidence Affects Firm Turnaround PerformanceJournal of Management Studies2023
Hanauer, Matthias X.;Lesnevski, Pavel;Smajlbegovic, EsadSurprise in short interestJournal of Financial Markets2023100841
Haimann, Michael;Kaserer, Christoph;Ljubicic, KristianCui bono? Large-scale evidence on the impact of COVID-19 policy measures on listed firmsThe Quarterly Review of Economics and Finance202389228-243
Hanauer, Matthias X.;Kalsbach, TobiasMachine learning and the cross-section of emerging market stock returnsEmerging Markets Review2023101022
Blitz, David;Hanauer, Matthias X.;Honarvar, Iman;Huisman, Rob;van Vliet, PimBeyond Fama-French Factors: Alpha from Short-Term SignalsFinancial Analysts Journal20231-22
Frédéric Closset, Christoph Großmann, Christoph Kaserer, Daniel UrbanCorporate Restructuring and Creditor Power: Evidence from European Insolvency Law ReformsJournal of Banking and Finance2023forthcoming
Hanauer, Matthias X.;Windmüller, SteffenEnhanced Momentum StrategiesJournal of Banking & Finance2023148106712
Christoph KasererEstimating the market risk premium for valuations: arithmetic or geometric mean or something in between?Journal of Business Economics2022