Wolfsburg Working Papers

No. 25-01: Real knowledge is to know the extent of one's ignorance (externer Link, öffnet neues Fenster)

No. 24-01: The Influence of ESG Ratings on the Returns of Real Estate Companies (externer Link, öffnet neues Fenster)

No. 24-02: When it really matters: Algorithm aversion occurs most often when it is most harmful (externer Link, öffnet neues Fenster)

No. 24-03: Casting out the devil with Beelzebub? On the interaction of loss aversion and algorithm aversion (externer Link, öffnet neues Fenster)

No. 24-04: Choice Overload as an antidote to algorithm aversion: ineffective for men and exacerbating for women (externer Link, öffnet neues Fenster)

23-01 (externer Link, öffnet neues Fenster): Willingness to Use Algorithms Varies with Social Information on Weak vs. Strong Adoption: An Experimental Study on Algorithm Aversion

22-03 (externer Link, öffnet neues Fenster): Unicorn, Yeti, Nessie, and Neoclassical Market – Legends and Empirical Evidence

22-02 (externer Link, öffnet neues Fenster): Impact of the Decoy Effect on Algorithm Aversion

22-01 (externer Link, öffnet neues Fenster): Algorithm Aversion as an Obstacle in the Establishment of Robo Advisors

21-01: (externer Link, öffnet neues Fenster) Reducing Algorithm Aversion Through Experience

21-02: (externer Link, öffnet neues Fenster) The Tragedy of Algorithm Aversion

21-03 (externer Link, öffnet neues Fenster): Sticky Stock Market Analysts

21-04 (externer Link, öffnet neues Fenster): Creative Drive and Algorithm Aversion – The Impact of Influence in the Process of Algorithmic Decision-making on Algorithm Aversion

• 20-01: The Magic of Figures: Anchoring and Interferences
• 20-02:  Interest Rate Forecasts in Latin America

• 19-01: Investing in fine wine from the perspectives of diversification and costs
• 19-02: Herd behavior and mood: An experimental study on the forecasting of share price

• 18-01: Measurement of Risk Preference
• 18-02: The reliability of interest rate forecasts in the Asia-Pacific region: opportunities for portfolio management
• 18-03: Emotions and exposure to risk: the influence of positive and negative emotions on portfolio decisions

• 17-03 Rebalancing und Diversification Return am deutschen und europäischen Aktienmarkt - Eine theoretische und empirische Analyse

• 17-02 Overconfidence: the Influence of Positive and Negative Affect

• 17-01 Portfolio Diversification: the Influence of Herding, Status-quo Bias and Gambler's Fallacy. An experimental Study

• 16-03 On the Measurement of Overconfidence - An Experimental Study
• 16-02 Correlation Neglect and Overconfidence - An Experimental Study
• 16-01 Risikobasierte Asset Allocation mit dem Risk Parity-Ansatz - Eine theoretische und empirische Analyse für den deutschen Markt

14-01 (externer Link, öffnet neues Fenster) Prognoserevisionen bei Konjunkturprognosen. Empirische Ursachenforschung anhand von Konsensprognosen für das Bruttoinlandsprodukt der G7-Staaten

• 12-02 Anwendbarkeit von symmetrischen Risikomaßen zur Erfolgsbeurteilung von Portfolio Insurance-Strategien

• 12-01 The improvement of annual economic forecasts by using non-annual indicators - An empirical investigation for the G7 states

• 11-05 On Assessing Economic Forecasts

• 11-04 Network Centrality and Stock Market Volatility: The Impact of Communication Topologies on Prices

• 11-03 The Status Quo Bias of Bond Market Analysts

• 11-02 Correlation neglect, naïve diversification, and irrelevant information as stumbling blocks for optimal diversification

• 11-01 Trapped in the Here and Now – New Insights into Financial Market Analyst Behavio

• 08-05 The Golden Mean Fallacy and Financial Market Forecasting

• 08-04 The Pessimism of Swiss Bond Market Analysts and the Limits of the Sign Accuracy Test

• 08-03 Topically Orientated Trend Adjustment and Autocorrelation of the Residuals

• 08-02 Forecasting the Past: The Case of U.S. Interest Rate Forecasts

• 08-01 Gregarious Analysts - Experimental Evidence for Reputational Herding

• 05-03 Informational Cascades in the Laboratory: Are These Merely a Fata Morgana?
• 05-02 Anchoring Near the Lighthouse: Bond Market Analysts’ Behavior Co-ordination by External Signal
• 05-01 Forecasting the Past: The Case of U.S. Interest Rate Forecasts