Hanauer, Matthias X.;Kalsbach, Tobias
Machine learning and the cross-section of emerging market stock returns
Emerging Markets Review
2023
101022

Blitz, David;Hanauer, Matthias X.;Honarvar, Iman;Huisman, Rob;van Vliet, Pim
Beyond Fama-French Factors: Alpha from Short-Term Signals
Financial Analysts Journal
2023
1-22

Frédéric Closset, Christoph Großmann, Christoph Kaserer, Daniel Urban
Corporate Restructuring and Creditor Power: Evidence from European Insolvency Law Reforms
Journal of Banking and Finance
2023
106756

Hanauer, Matthias X.;Windmüller, Steffen
Enhanced Momentum Strategies
Journal of Banking & Finance
2023
148
106712

Christoph Kaserer
Estimating the market risk premium for valuations: arithmetic or geometric mean or something in between?
Journal of Business Economics
2022

Hanauer, Matthias X.;Kononova, Marina;Rapp, Marc Steffen
Boosting Agnostic Fundamental Analysis: Using Machine Learning to Identify Mispricing in European Stock Markets
Finance Research Letters
2022
48
102856

Windmüller, Steffen
Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model
Review of Asset Pricing Studies
2021
12
2
447-499

Kyosev, Georgi; Hanauer, Matthias X.; Huij, Joop; Lansdorp, Simon
Does earnings growth drive the quality premium?
Journal of Banking & Finance
2020
114
-

Christoph Kaserer ; Christian Klein
Systemic Risk in Financial Markets: How Systematically Important Are Insurers?
Journal of Risk and Insurance
2019
86
3
729-759

Birkenhäuser, Stefan; Kaserer, Christoph; Urban, Daniel;
Did UEFA's Financial fair play harm competition in European football leagues?
Review of Managerial Science
2019
13
1
113-145