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Please find below our available ORBilu  publications.

In press

Neugebauer, T., Shachat, J., & Szymczak, W. (in press). A test of the Modigliani-Miller theorem, dividend policy and algorithmic arbitrage in experimental asset markets. Journal of Banking and Finance.
Rinne, K., & Suominen, M. (in press). How some bankers made a million by trading just two securities? Journal of Empirical Finance.
Wolff, C., Zhang, L., Holzmeister, F., & Stefanova, D. (in press). Non-Standard Errors. Journal of Finance.


Neugebauer, T. (2023). Arbitrage bots in experimental asset markets. Journal of Economic Behavior and Organization, 206, 262-278.
Lehnert, T. (2023, January). The Green Stock Market Bubble. Circular Economy and Sustainability.
Wolff, C. (2023). Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies. Review of Pacific Basin Financial Markets and Policies, 26(1).


Lehnert, T. (2022). Corporate Managers, Price Noise and the Investment Factor. Financial Innovation, 8(61).
Lehnert, T. (2022). Betting Against Noisy Beta. Journal of Finance and Data Science, 8(-), 55-68.
Wolff, C. (2022, October 01). Which Factors Play a Role in Coco Issuance? Evidence from European Banks. Journal of Derivatives, (Fall).
Neugebauer, T., & Füllbrunn, S. (2022). Testing market regulations in experimental asset markets –The case of margin purchases. Journal of Economic Behavior and Organization, 200, 1160-1183.
Penasse, J., & Renneboog, L. (2022). Speculative Trading and Bubbles: Evidence from the Art Market. MANAGEMENT SCIENCE, 68(7), 4755-5555.
Lehnert, T. (2022). Flight to Safety and Retail Investor Behavior. International Review of Financial Analysis, 81.
Penasse, J. (2022). Understanding Alpha Decay. Management Science, 68(5), 3966-3973.
Lehnert, T. (2022). Is Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk-Taking of Hedge Funds. Journal of Derivatives, 29(3), 30-45.
Barras, L., Gagliardini, P., & Scaillet, O. (2022). Skill, Scale, and Value Creation in the Mutual Fund Industry. Journal of Finance, 77.
Penasse, J. (2022). The missing risk premium in exchange rates. Journal of Financial Economics, 143(2), 697-715.
Wolff, C. (2022). Executing trades in style: Retail investors vs. institutions. Asia-Pacific Journal of Accounting and Economics, 29(2), 344-362.


Acharya, V., Pierret, D., & Steffen, S. (2021). Lender of Last Resort, Buyer of Last Resort, and a Fear of Fire Sales in the Sovereign Bond Market. Financial Markets, Institutions and Instruments, 30(4).
Penasse, J., & Renneboog, L. (2021, September). Speculative Trading and Bubbles: Evidence from the Art Market. Management Science.
Penasse, J., Renneboog, L., & Scheinkman, J. (2021). When a Master Dies: Speculation and Asset Float. Review of Financial Studies, 34(8), 3840–3879.
Penasse, J., & Magnus, D. (2021, July). The missing risk premium in exchange rates. Journal of Financial Economics.
Guigou, J.-D., Prorokowski, L., & Deev, O. (2021). Validation nightmare: the slotting approach under International Financial Reporting Standard 9. Journal of Risk Model Validation, 15(2), 63-100.
Löwen, C., Kchouri, B., & Lehnert, T. (2021). Is This Time Really Different? Flight-to-Safety and the COVID-19 Crisis. PLoS ONE, 16(5).
Koijen, R., Koulischer, F., Benoît, N., & Motohiro, Y. (2021, April). Inspecting the Mechanism of Quantitative Easing in the Euro Area. Journal of Financial Economics.
Steri, R., Nikolov, B., & Schmid, L. (2021, April). The Sources of Financing Constraints. Journal of Financial Economics.
Kräussl, R., Andonov, A., & M. Rauh., J. (2021). Institutional Investors and Infrastructure Investing. Review of Financial Studies, 34(8)(3880-3934).
Wolff, C. (2021). Spillovers to small business credit risk. Small Business Economics, 57, 323–352.
Kräussl, R., Adams, R. B., Navone, M. A., & Verwijmeren, P. (2021). Gendered Prices. Review of Financial Studies, 34(8)(3789-3839).
Neugebauer, T., Carbone, E., & D. Hey, J. (2021). An Experimental Comparison of Two Exchange Economies: Long-Lived Asset Versus Short-Lived Asset. Management Science, 67(11), 6629-7289.


Neugebauer, T., & Mitzkewitz. (2020). Can intermediaries assure contracts? Experimental evidence. Games and Economic Behavior, 124, 354-368.
Skoura, A., Presber, J., & Schiltz, J. (2020). Luxembourg Fund Data Repository. Data, 5(3), 1-15.
Khan, N., Kchouri, B., Yatoo, N. A., Kräussl, Z., Patel, A., & State, R. (2020, June). Tokenization of Sukuk: Ethereum Case Study. Global Finance Journal.
Lin, Y., & Lehnert, T. (2020). A Note on Stein’s Overreaction Puzzle. Decisions in Economics and Finance, 43(1), 269-276.
Lehnert, T. (2020). Fear and Stock Price Bubbles. PLoS ONE, 15 (5)(e0233024), 1-11.
Halling, M., Cooper, M., & Yang, W. (2020, May). The Persistence of Fee Dispersion among Mutual Funds. The Persistence of Fee Dispersion among Mutual Funds.
Bams, D., Blanchard, G., & Lehnert, T. (2020). Model Uncertainty and Pricing Performance in Option Valuation. The Journal of Derivatives, 27(3), 31-49.
Hubar, S., Koulovatianos, C., & Li, J. (2020). The role of labor-income risk in household risk-taking. European Economic Review, 129(C).
Kräussl, R., Adams, R., Navone, M., & Verwijmeren, P. (2020). Gendered prices. Review of Financial Studies.
Kräussl, R., & Amy, W. (2020). Blockchain, Fractional Ownership, and the Future of Creative Work. Management Science, 4594-4611.
Kräussl, R., & Luiz. (2020). Strategic bias and popularity effect in the prediction of economic surprises*. Journal of Forecasting.
Li, J., & Koulovatianos, C. (2020). The long shadows of war in China: Battle shocks in early life and health/wealth accumulation. China Economic Review.
Neugebauer, T., Füllbrunn, S., & Nicklisch, A. (2020). Underpricing of initial public offerings in experimental asset markets. Experimental Economics, 23(4)(1002-1029).


Holcblat, B., & Gronneberg, S. (2019). On partial-sum processes of ARMAX residuals. Annals of Statistics, 47(6), 3216-3243.
Wolff, C. (2019). Are Capital Requirements on Small Business Loans Flawed? Journal of Empirical Finance, 52, 255-274.
Lin, Y., Lehnert, T., & Wolff, C. (2019). Skewness Risk Premium: Theory and Empirical Evidence. International Review of Financial Analysis, 63, 174-185.
Lehnert, T. (2019). Asset Pricing Implications of Good Governance. PLoS ONE, 14 (4)(e0214930), 1-14.
Koulischer, F., & Cassola, N. (2019). The collateral channel of open market operations. Journal of Financial Stability, 41, 73-90.
Steri, R., Nikolov, B., & Schmid, L. (2019). Dynamic Corporate Liquidity. Journal of Financial Economics, 132(1), 76-102.
Lehnert, T. (2019). Big Moves of Mutual Funds. Eurasian Economic Review, 9(1), 1-27.
Neugebauer, T., Carlé, T. A., Lahav, Y., & Noussair, C. N. (2019). Heterogeneity of Beliefs and Trade in Experimental Asset Markets. Journal of Financial and Quantitative Analysis, 54(1), 215-245.
Kräussl, R., Luiz, F., & P, S. (2019). Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment. Journal of Behavioral Finance, 20(4), 385-407.
Angelovski, A., Neugebauer, T., & Servatka, M. (2019). RANK-ORDER COMPETITION IN THE VOLUNTARY PROVISION OF IMPURE PUBLIC GOODS. Economic Inquiry, 57(4), 2163-2183.
Ferreira, P., Landsman, W. R., Nykyforovych, M., Pope, P., & Kräussl, R. (2019). Reliability and Relevance of Fair Values: Private Equity Investments and Investee Fundamentals. SSRN.
Koulovatianos, C., Schroeder, C., & Schmidt, U. (2019). Do demographics prevent consumption aggregates from reflecting micro-level preferences? European Economic Review, 111(C).
Kräussl, R., Félix, & Philip, S. (2019). Implied Volatility Sentiment: A Tale of Two Tails. Quantitative Finance.
Kräussl, R., Ferreira., P. H., Landsman, W. R., Borysoff, M. N., & Pope, P. F. (2019). Reliability and relevance of fair values: private equity investments and investee fundamentals. Review of Accounting Studies, 24(4).
Montone, M., & Zwinkels, R. (2019). Investor Sentiment and Employment. Journal of Financial and Quantitative Analysis.
Neugebauer, T., & GARY, C. (2019). A Test of the Modigliani-Miller Invariance Theorem and Arbitrage in Experimental Asset Markets. Journal of Finance, 74(1), 493-529.
Neugebauer, T., & Reinhard, S. (2019). Experimental Stock Market Dynamics: Excess bids, directional learning, and adaptive style-investing in a call-auction with multiple multi-period lived assets. Journal of Economic Behavior and Organization, (157), 209-224.
Wolff, C. (2019). Skewness Risk Premium: Theory and Empirical Evidence. International Review of Financial Analysis.
Wolff, C., Abed Masror Khah, S., & Vermaelen, T. (2019). The Determinants of CoCo Bond Prices. Journal of Derivatives.


Lehnert, T., & Jin, X. (2018). Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas. Dependence Modeling, 6(1), 19-46.


Lehnert, T., Bams, D., Blanchard, G., & Honarvar, I. (2017). Does Oil and Gold Price Uncertainty matter for the Stock Market? Journal of Empirical Finance, 44(-), 270-285.
Lehnert, T., Kräussl, R., & Rinne, K. (2017). The Search for Yield: Implications to Alternative Investments. Journal of Empirical Finance, 44(-), 227-236.
Wolff, C., & Ekkayokkaya, M. (2017). Cross-border mergers and acquisitions: Evidence from the Indochina region. Finance Research Letters, 23, 253-256.
Guigou, J.-D., Lovat, B., & Treich, N. (2017). Risky rents. Economic Theory Bulletin, 5(2), 151-164.
Chetty, R., Szeidl, A., & Sandor, L. (2017). The Effect of Housing on Portfolio Choice. Journal of Finance, 72(3), 1171–1212.
Koijen, R. S. J., Koulischer, F., Nguyen, B., & Yogo, M. (2017). Euro-area quantitative easing and portfolio rebalancing. American Economic Review, 107(5), 621--27.
Kräussl, R., Bosman, R., & Mirgorodskaya, E. (2017). Modifier words in the financial press and investor expectations. Journal of Economic Behavior and Organization, 138, 85-98.
Kräussl, R., & Mirgorodskaya, E. (2017). Media, sentiment and market performance in the long run. European Journal of Finance, 23(11), 1059-1082.
Lehnert, T., & Abed Masror Khah, S. (2017). Press Freedom and Jumps in Stock Markets. Economic Systems, 41(1), 151-162.
Lehnert, T., Bams, D., & Blanchard, G. (2017). Volatility Measures and Value-at-Risk. International Journal of Forecasting, 33(4), 848-863.
Lehnert, T., & Lin, Y. (2017). Skewness Term Structure Tests. Applied Mathematical Finance, 23(6), 484-504.
Stefanova, D., & Siegmann, A. (2017). The evolving beta-liquidity relationship of hedge funds. Journal of Empirical Finance, 44, 286-303.


Kräussl, R., Felix, L., & Stork, P. (2016). The 2011 European short sale ban: A cure or a curse? Journal of Financial Stability.
Kräussl, R., Lehnert, T., & MARTELIN, N. (2016). Is there a Bubble in the Art Market? Journal of Empirical Finance, 35(-), 99-109.
Kräussl, R., Lehnert, T., & Stefanova, D. (2016). The European Sovereign Debt Crisis: What Have We Learned? Journal of Empirical Finance, 38(-), 363-373.
Kräussl, R., Verwijmeren, P., & Korteweg, A. (2016). Does it pay to invest in art? A selection-corrected returns perspective. Review of Financial Studies, 29(4), 1007-1038.
Lehnert, T. (2016). Mutual Funds, Price Pressure and Index Option. Journal of Derivatives, 24(1), 30-46.
Lehnert, T., Kräussl, R., & Senulyte, S. (2016). Euro Crash Risk. Journal of Empirical Finance, 38, 417-428.
Lehnert, T., Kräussl, R., & Senulyte, S. (2016). Euro Crash Risk. Journal of Empirical Finance, 38(-), 417-428.
Lehnert, T., LIN, Y., & MARTELIN, N. (2016). Stein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? Journal of Derivatives, 23(3), 22-35.
Mehra, R. (2016). Evaluating Macroeconomic Interventions. Robert Litterman. Wiley & Sons.
Mehra, R., & Sinha, A. (2016). The Term Structure of Interest Rates in India. Monetary Policy in India: A Modern Macroeconomic Perspective.
Neugebauer, T., GEORG, S., & SADRIEH, A. (2016). Impulse response dynamics in weakest link games. German Economic Review, 17(3), 284-297.
Schiltz, J., & Schiltz, L. (2016). Borderline functioning and life trauma: a structural approach. Archives of Psychiatry and Psychotherapy, 2(2016), 12-21.
Van Bommel, J., & PENALVA, J. (2016). The Governance of Perpetual Financial Intermediaries. Journal of Institutional and Theoretical Economics.


Pierret, D. (2015, June). Systemic Risk and the Solvency-Liquidity Nexus of Banks. International Journal of Central Banking, (40).
Bekkour, L., Jin, X., Lehnert, T., Rasmouki, F., & Wolff, C. (2015). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency. Journal of Empirical Finance, 33, 67-83.
Gao, L., & Süss, S. (2015). Market Sentiment in Commodity Futures Returns. Journal of Empirical Finance.
Guigou, J.-D., & de Lamirande, P. (2015). Managerial Collusive Behavior under Asymmetric Incentive Schemes. B.E. Journal of Theoretical Economics, 15(2), 333–350.
Hazenberg, J., & Terink, E. (2015). Effectiveness of independent boards of UCITS funds. European Journal of Finance.
Kräussl, R., Jegadeesh, N., & Pollet, J. M. (2015). Risk and expected returns of private equity investments: Evidence based on market prices. Review of Financial Studies, 28(12), 3269-3302.
Lehnert, T., Yoichi, O., & Grammatikos, T. (2015). Market Perceptions of US and European Policy Actions around the Subprime Crisis. Journal of International Financial Markets, Institutions and Money, 37, 99-113.
Neugebauer, T., Croson, R., Fatas, E., & Morales, A. (2015). Excludability: A laboratory study on forced ranking in team production. Journal of Economic Behavior and Organization, 114, 13-26.
Stefanova, D., & Elkamhi, R. (2015). Dynamic Hedging and Extreme Asset Co-movements. Review of Financial Studies, 28(3), 743-790.
Suominen, M., & Kokkonen, J. (2015). Hedge Funds and Stock Market Efficiency. Management Science.
Von Lilienfeld-Toal, U., & Mookherjee, D. (2015). A General Equilibrium Analysis of Personal Bankruptcy Law. Economica.


Jin, X., & Nadal de Simone, F. (2014). A Framework for Tracking Changes in the Intensity of Investment Funds’ Systemic Risk. Journal of Empirical Finance, 29, 343–368.
Rose, A. (2014). The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange. Journal of Empirical Finance, 28, 171–184.
Acharya, V., Engle, R., & Pierret, D. (2014). Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights. Journal of Monetary Economics, 65(July 2014), 36-53.
Jin, X., Christoffersen, P., Errunza, V., & Jacobs, K. (2014). Correlation Dynamics and International Diversification Benefits. International Journal of Forecasting, 30(3), 807–824.
Jylhä, P., Rinne, K., & Suominen, M. (2014). Do Hedge Funds Supply or Demand Liquidity? Review of Finance, 18(4), 1259-1298.
Von Lilienfeld-Toal, U., & Ruenzi, S. (2014, June). CEO Ownership, Stock Market Performance, and Managerial Discretion. Journal of Finance.
Vermaelen, T., & Moqi, X. (2014). Acquisition Finance and Market Timing. Journal of Corporate Finance, 25, 73-91.
Otsubo, Y., & Mizrach, B. (2014). The Market Microstructure of the European Climate Exchange. Journal of Banking and Finance, 39, 107-116.
Jin, X., & Nadal De Simone, F. (2014, January 16). Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach. Journal of Financial Stability.
Otsubo, Y. (2014). International Cross-listing and Price Discovery under Trading Concentration in the Domestic Market: Evidence from Japanese Shares. Journal of Empirical Finance, 25, 36-51.
Gao, L., & Liu, L. (2014). The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks. Journal of Futures Markets, 34(1), 93-101.
Guigou, J.-D., Lovat, B., & Boissaux, M. (2014). Asymmetric contests with risky rents. Qualitative and quantitative economics research, 11-18.
Irek, F., van der scheer, & Stefanova. (2014). The Lure of the Brand: Evidence from the European Mutual Fund Industry. European Financial Management.
Koulischer, F., & Struyven, D. (2014). Central bank liquidity provision and collateral quality. Journal of Banking and Finance, 49, 113--130.
Kräussl, R., & Krause, S. (2014). Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985-2009*. European Financial Management, 179-205.
Kräussl, R., Lucas, A., Rijsbergen, D., Sluis, P., & Vrugt, E. (2014). Washington meets Wall Street: A closer examination of the Presidential cycle puzzle. Journal of International Money and Finance, 43, 50-69.
Lehnert, T., & Bekkour, L. (2014). The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps. Journal of Risk Finance, 15(5).
Lehnert, T., & Busch, T. (2014). The Impact of Policy Responses on Stock Liquidity. Applied Economics Letters, 842-845.
Leung, H., Rose, A., & Westerholm, P. J. (2014). Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH. Review of Finance, 18(6), 2325-2374.
Neugebauer, T., DiCagno, D., Sadrieh, A., & Rodriguez Palermo, C. (2014). Recall Searching with and without Recall. Theory and Decision.
Rose, A. (2014). Systematic trading behaviour and its informational effect: evidence from the OMXH. Applied Financial Economics, 24(22), 1421-1427.
Schiltz, L., Ciccarello, A., Ricci-Boyer, L., & Schiltz, J. (2014). Grande précarité, psycho traumatisme, souffrance narcissique : Résultats d’une recherche-action à méthodologie quantitative et qualitative intégrée. Annales Médico-Psychologiques, 172, 513-518.
Van Bommel, J., Hasman, A., & Samartín, M. (2014). Financial intermediation in a noverlapping generations model with transaction costs. Journal of Economic Dynamics and Control.
Wolff, C., & Papanikolaou. (2014). Financial stability, bank risk, and regulation in the light of crisis. Journal of Financial Stability.
Wolff, C., & Papanikolaou, N. (2014). The Role of Off-Balance Sheet Leverage in the Late 2000s Crisis. Journal of Financial Stability.
Wolff, C., Vermaelen, T., & Pennacchi, G. (2014). Contingent Capital: The Case of COERCs. Journal of Financial and Quantitative Analysis.


DeMiguel, V., Plyakha, Y., Uppal, R., & Vilkov, G. (2013). Improving Portfolio Selection Using Option-Implied Volatility and Skewness. Journal of Financial and Quantitative Analysis, 48(06), 1813-1845.
Bauwens, L., Hafner, C., & Pierret, D. (2013). Multivariate Volatility Modeling of Electricity Futures. Journal of Applied Econometrics, 28(5), 743-761.
Irek, F., Hazenberg, J. J., Van der Scheer, W., & Stefanova, M. (2013, August). The Lure of the Brand: Evidence from the European Mutual Fund Industry. European Financial Management.
Frijns, B., Gilbert, A., Tourani Rad, A. R., & Lehnert, T. (2013). Uncertainty avoidance, risk tolerance and corporate takeover decisions. Journal of Banking and Finance, 37, 2457-2471.
Füllbrunn, S., & Neugebauer, T. (2013). Limited Liability, Moral Hazard and Risk Taking – A Safety Net Game Experiment. Economic Inquiry, 51(2), 1389-1403.
Guigou, J.-D., de Lamirande, P., & Lovat, B. (2013). Delegation and Firms’ Ability to Collude: Do Incentive Schemes Matter? China-USA Business Review.
Neugebauer, T. (2013). Splitting Leagues: Promotion and Demotion in Contribution-Based Regrouping Experiments. Experimental Economics, 16(3), 426-441.
Neugebauer, T., & Füllbrunn, S. (2013). Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game. Theory and Decision, 75(3), 421-447.
Schiltz, J., Giebel, S., & Schenk, J.-P. (2013). Statistical shape analysis for the classification of renal tumors affecting children. Pakistan Journal of Statistics, 29(1), 129-138.
Schiltz, L., Ciccarello, A., Ricci-Boyer, L., & Schiltz, J. (2013). Mécanismes de défense et stratégies d’ajustement au masculin et au féminin: étude structurale comparée basée sur la production artistique de personnes en rupture de projet de vie. Bulletin de la Société des Sciences Médicales du Grand-Duché de Luxembourg, 2013(2), 7-24.
Schiltz, L., & Schiltz, J. (2013). When the Foundations of Life have been Upset… An Integrated Clinical and Experimental Study with Refugees and Asylum Seekers. Archives of Psychiatry and Psychotherapy, 15(2), 53-62.
Suominen, M., & Fulghieri, P. (2013). Corporate Governance, Finance, and the Real Sector. Journal of Financial and Quantitative Analysis, 47, 1187-1214.
Van Bommel, J., Samartín, M., & Hasman, A. (2013). Financial Contagion and Depositor Monitoring. Journal of Banking and Finance, 37, 3076-3084.
Wolff, C., Stefan, T. M. S., & Roald, J. V. B. (2013). Are capital controls in the foreign exchange ? Journal of International Money and Finance, 35, 36–53.


Füllbrunn, S., & Sadrieh, A. (2012, April 25). Sudden Termination Auctions - An Experimental Study. Journal of Economics and Management Strategy, (2), 519-540.
Ferreira Filipe, S. (2012). Equity Order Flow and Exchange Rate Dynamics. Journal of Empirical Finance, 359-381.
Guigou, J.-D., Lovat, B., & Schiltz, J. (2012). Optimal mix of funded and unfunded pension systems: The case of Luxembourg. Pensions, 17(4), 208-222.
Mehra, R. (2012). Consumption-Based Asset. Annual Review of Financial Economics, 4, 385-409.
Neugebauer, T., & Traub. (2012). Public Good and Private Good Valuation for Waiting Time Reduction: A Laboratory Study. Social Choice and Welfare, 35-57.
Schiltz, J., & Boissaux, M. (2012). On the classical solution to the linear-constrained minimum energy problem. International Journal of Control, 1, 143-146.
Schiltz, J., Giebel, S., Graf, N., Nourkami, N., Leuschner, I., & Schenk, J.-P. (2012). Application of Shape Analysis on 3D Images - MRI of Renal Tumors. Journal of the Iranian Statistical Society, 11(2), 131-146.
Wolff, C., Jongen, R., Verschoor, W., & Zwinkels, R. (2012). Explaining dispersion in foreign exchange expectations:A heterogeneous agent approach. Journal of Economic Dynamics and Control, 1, 719-735.


Mehra, R., Piguillem, F., & Prescott, E. C. (2011). Costly financial intermediation in neoclassical growth theory. Quantitative Economics, 2, 1-36.
Füllbrunn, S. (2011). Collusion or Sniping in Simultaneous Ascending Auctions: A Prisoner's Dilemma. International Game Theory Review, 13(75).
Füllbrunn, S., Richwien, K., & Sadrieh, A. (2011). Trust and Trustworthiness in Anonymous Virtual Worlds. Journal of Media Economics, 24(1), 48-63.
Laube, F., Schiltz, J., & Terraza, V. (2011). On the efficiency of Risk measures for Funds of Hedge Funds. Journal of Derivatives and Hedge Funds, 17(1), 63-84.
Lehnert, T., Frijns, B., & Zwinkels, R. (2011). Modeling Structural Changes in the Volatility Process. Journal of Empirical Finance.
Mehra, R. (2011). THE EQUITY PREMIUM IN INDIA. The New Oxford Companion to Economics in India, Oxford University Press.
Mehra, R. (2011). Sources of Corporate Profits in India: Business Dynamism or Advantages of Entrenchment? India Policy Forum, 7, 85-89.
Mehra, R., Brett Hammond, P., Leibowitz, M. L., & Siegel, L. B. (2011). The Equity Premium Puzzle Revisited. Research Foundation CFA Institute.
Neugebauer, T., Lacomba, J.-A., & Lagos, F. (2011). Who makes the Pie Bigger? An Experimental Study on Cooperation. New Zealand Economic Papers, 59-68.
Wolff, C., Jongen, R., & Verschoor, W. (2011). Time-Variation in Term Premia: International Survey-Based Evidence. Journal of International Money and Finance.


Giebel, S. M., Schiltz, J., Graf, N., & Schenk, J.-P. (2010). Formanalyse in der Magnetresonanztomographie - Landmarken und Objektdifferenzierung bei retroperitonealen Tumoren im Kindesalter. Bulletin de la Société des Sciences Médicales du Grand-Duché de Luxembourg, 1, 41-52.
Guigou, J.-D., Lovat, B., & Schiltz, J. (2010). The impact of ageing population on pay-as-you-go pension systems: The case of Luxembourg. Journal of International Finance and Economics, 1, 110-122.
Lehnert, T., Andonov, A., & Bardong, F. (2010). TIPS, Inflation Expectations, and the Financial Crisis. Financial Analysts Journal, 66(6), 27-39.
Lehnert, T., Frijns, B., & Zwinkels, R. (2010). Behavioral Heterogeneity in the Option Market. Journal of Economic Dynamics and Control.
Neugebauer, T., Hey, J., & Pasca, C. M. (2010). George Luis Leclerc de Buffon's Essays on Moral Arithmetic. The Selten School of Behavioral Economics, 245-282.
Schiltz, J., Schiltz, L., Boyer, L., & Konz, M. (2010). Application des méthodes de codage optimal aux valeurs delta: Une stratégie pertinente pour l'exploration du processus thérapeutique. Neuropsychiatrie de l'Enfance et de l'Adolescence, 58, 306-316.