Thomas Gehrig
Head of Department of Finance, University of Vienna (Austria)
Research Interests:
Information Acquisition, Financial Intermediation, Incomplete Markets, Market Microstructure, Liquidity Risk
Selected Publications:
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Scattered Trust - Did the 2007-08 financial crisis change risk |
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"Pricing to Acceptability: With applications to valuing one's own credit risk" (with Ernst Eberlein and Dilip Madan), to appear in: The Journal of Risk. (Details) |
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"A Welfare Evaluation of History-Based Price Discrimination" (with Oz Shy and Rune Stenbacka), to appear in: Journal of Industry, Competition and Trade. (Details) |
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On Insider Trading and Belief Evolution" (with Werner Güth and Rene Levinsky), to appear in: Journal of Evolutionary Economics.(Details) |
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2011 |
Towards a Theory of Regional Banking - Comment on Raab and Welzel", Schmalenbachs Zeitschrift für Betriebswirtschaftliche Forschung - zfbf, 63, 223-228.(Details) |
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2011 |
Entry in Markets with History-Based Pricing and Switching Costs: A Welfare Analysis" (with Oz Shy and Rune Stenbacka), European Economic Review, 55, 732-739.(Details) |
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2011 |
Decentralized Screening: Coordination Failure, Multiple Equilibria, and Cycles" (with Rune Stenbacka), Journal of Financial Stability, 7, 60-69. (Details) |
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2010 |
On the Evolution of Professional Consulting" (with Werner Güth, Rene Levinsky and Vera Popova), The Journal of Economic Behavior and Organization, 76(1), 113-126.(Details) |
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2009 |
Bonus Payments Fund Managers' Behavior: Trans-Atlantic Evidence" (with Torben Lütje and Lukas Menkhoff), CESifo Economic Studies, 569-594 (Details) |
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2008 |
Stock Price Informativeness, Cross-Listings, and Investment Decisions" (with Thierry Foucault), Journal of Financial Economics 88, 146-168.(Details) |
More Information:
Homepage
Contact Details:
Email: thomas(.)gehrig(@)univie(.)ac(.)at