Business School > Institute for Applied Data Science & Finance > Finance, Accounting and Tax

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Name | Item Type | Refereed | No Grouping
Number of items at this level: 14.

Journal Article

Liu, Yiting; Baals, Lennart John; Osterrieder, Jörg Robert; Hadji Misheva, Branka (2024). Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics Finance Research Letters, 63, p. 105308. Elsevier 10.1016/j.frl.2024.105308

Osterrieder, Jörg Robert; Seigne, Michael (2023). Unraveling market mysteries: a comprehensive review of financial anomalies and puzzles [version 1; peer review: 1 approved with reservations] Open Research Europe, 3(172) F1000 Research https://doi.org/10.12688/openreseurope.16436.1

Coita, Ioana; Belbe, Stefana (Ștefana); Mare, Codruta (Codruța); Osterrieder, Jörg Robert; Hopp, Christian (2023). Modelling taxpayers’ behaviour based on prediction of trust using sentiment analysis Finance Research Letters, 58, p. 104549. Elsevier 10.1016/j.frl.2023.104549

Chandler, Jeffrey A.; Dushnitsky, Gary; Elitzur, Ramy; Hopp, Christian; Kincaid, Paula A.; Short, Jeremy C. (2022). Reviewing recent crowdfunding research: Collective findings from the Journal of Business Venturing Insights Journal of Business Venturing Insights, 18, e00354. Elsevier 10.1016/j.jbvi.2022.e00354

Fabel, Oliver; Mináriková, Dana; Hopp, Christian (2022). Differences and similarities in executive hiring decisions of family and non-family firms Journal of Family Business Strategy, 13(2), p. 100481. Elsevier 10.1016/j.jfbs.2021.100481

Brinster, Leonhard; Hopp, Christian; Tykvová, Tereza (2020). The role of strategic alliances in VC exits: evidence from the biotechnology industry Venture Capital, 22(3), pp. 281-313. Taylor & Francis 10.1080/13691066.2020.1814192

Lorenz, Julian; Osterrieder, Jörg Robert (2008). Simulation of a limit order driven market The Journal Of Trading, 4(1), pp. 23-30. Portfolio Management Research 10.3905/JOT.2009.4.1.023

Osterrieder, Jörg Robert; Reinländer, Thorsten (2006). Arbitrage opportunities in diverse markets via a non-equivalent measure change Annals of Finance, 2(3), pp. 287-301. Springer 10.1007/s10436-006-0037-z

Book Section

Mathys, Michael; Gimeno, Raúl Diego (2021). Integration von Kryptowährungen in das Angebot von Regionalbanken In: Schellinger, Jochen; Tokarski, Kim Oliver; Kissling-Näf, Ingrid (eds.) Digital Business: Analysen und Handlungsfelder in der Praxis (pp. 137-157). Wiesbaden: Springer Fachmedien Wiesbaden 10.1007/978-3-658-32323-3_7

Birkhofer, Marco; Bächli, Sandro (2021). Open Banking und standardisierte Schnittstellen auf dem Finanzplatz Schweiz In: Schellinger, Jochen; Tokarski, Kim Oliver; Kissling-Näf, Ingrid (eds.) Digital Business: Analysen und Handlungsfelder in der Praxis (pp. 119-135). Wiesbaden: Springer Fachmedien Wiesbaden 10.1007/978-3-658-32323-3_6

Working Paper

Zejnullahu, Frensi; Moser, Maurice; Osterrieder, Jörg Robert (2022). Applications of Reinforcement Learning in Finance: Trading with a Double Deep Q-Network Cornell University 10.48550/arXiv.2206.14267

Fu, Weilong; Hirsa, Ali; Osterrieder, Jörg Robert (2022). Simulating financial time series using attention Cornell University 10.48550/arXiv.2207.00493

Odermatt, Leander; Beqiraj, Jetmir; Osterrieder, Jörg Robert (2021). Deep Reinforcement Learning for Finance and the Efficient Market Hypothesis Elsevier 10.2139/ssrn.3865019

Doctoral Thesis

Osterrieder, Jörg Robert (2007). Arbitrage, the limit order book and market microstructure aspects in financial market models (Dissertation, ETH Zürich)

This list was generated on Sun May 19 03:43:36 2024 CEST.
Provide Feedback