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Uncertainty avoidance, risk tolerance and corporate takeover decisions
Frijns, Bart
;
Gilbert, Aaron
;
Lehnert, Thorsten
; …
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2457-2471
Persistent link: https://www.econbiz.de/10009760622
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Is risk-neutral skewness an indicator of downside risk? : evidence from tail risk taking of hedge funds
Lehnert, Thorsten
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013174822
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3
Flight-to-safety and retail investor behavior
Lehnert, Thorsten
- In:
International review of financial analysis
81
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013411197
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4
Agreeing on disagreement : heterogeneity or uncertainty?
Ellen, Saskia ter
;
Verschoor, Willem F. C.
;
Zwinkels, …
-
2016
Persistent link: https://www.econbiz.de/10011449726
Saved in:
5
Agreeing on disagreement : heterogeneity or uncertainty?
Ellen, Saskia ter
;
Verschoor, Willem F. C.
;
Zwinkels, …
- In:
Journal of financial markets
44
(
2019
),
pp. 17-30
Persistent link: https://www.econbiz.de/10012316327
Saved in:
6
Wall street watches Washington : asset pricing implications of policy uncertainty
Verhoeks, Ralph C.
;
Verschoor, Willem F. C.
;
Zwinkels, …
- In:
Journal of behavioral and experimental finance
41
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014526470
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7
From time varying risk-aversion and sentiment to anomalies in market moments' risk premia
Bams, Dennis
;
Honarvar, Iman
;
Lehnert, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011547082
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8
The impact of uncertainty in the oil and gold market on the cross-section of stock returns
Bams, Dennis
;
Blanchard, Gildas
;
Honarvar, Iman
; …
-
2015
Persistent link: https://www.econbiz.de/10011547101
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9
Skewness term structure tests
Lin, Yuehao
;
Lehnert, Thorsten
-
2014
Persistent link: https://www.econbiz.de/10010502924
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10
Evaluating option pricing model performance using model uncertainty
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
-
2014
Persistent link: https://www.econbiz.de/10010502926
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