Thomas Gehrig

Contact Details:

Email: thomas.gehrig@univie.ac.at
Personal Homepage

Head of Department of Finance, University of Vienna

Research Interests:
Information Acquisition, Financial Intermediation, Incomplete Markets, Market Microstructure, Liquidity Risk

Selected Publications:

"On the Value of Transparency and Information Acquisition in Bargaining" (with Werner Güth and Rene Levinsky), German Economic Review: Special Issue in Honor of Reinhard Selten, forthcoming 2016. 

"Changing Risk Perception and the Time-Varying Price of Risk" (with Roland Füss and Philipp Rindler), Review of Finance 20(4), 2016, 1549-1585. "

"On Insider Trading and Belief Evolution" (with Werner Güth and Rene Levinsky), Journal of Evolutionary Economics, 3(4), 2013, 767-781. 

"Capital, confiance et compétitivité dans le secteur bancaire", Revue d'Economie Financière, 112 (Les Systèmes Bancaires Européenes (2)), 2013, 175-193. 

"Pricing to Acceptability: With applications to valuing one's own credit risk" (with Ernst Eberlein and Dilip Madan), The Journal of Risk,15,2012,91-120. 

"A Welfare Evaluation of History-Based Price Discrimination" (with Oz Shy and Rune Stenbacka), Journal of Industry, Competition and Trade,12,2012,373-393."