Felix Fattinger

WU Vienna University of Economics and Business

Welthandelsplatz 1, Building D1, 3rd Floor

Vienna, 1020

Austria

SCHOLARLY PAPERS

8

DOWNLOADS

793

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

Risk and Return Around the Clock

Number of pages: 48 Posted: 17 May 2015 Last Revised: 01 Nov 2015
Felix Fattinger and Alexandre Ziegler
WU Vienna University of Economics and Business and University of Zurich - Department of Banking and Finance
Downloads 181 (197,449)

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Price discovery, Market efficiency, Intraday return and volatility patterns, High-frequency data, Jumps

2.
Downloads 146 (236,524)

Trading Complex Risks

Number of pages: 88 Posted: 12 Dec 2017 Last Revised: 24 Feb 2021
Felix Fattinger
WU Vienna University of Economics and Business
Downloads 118 (279,938)

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Complexity, risk sharing, information aggregation, bounded rationality, discontinuous trading

Trading Complex Risks

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 71 Posted: 05 Jun 2018
Felix Fattinger
WU Vienna University of Economics and Business
Downloads 28 (574,056)

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3.

Indebtedness, Interests, and Incentives: State-contingent Sovereign Debt Revisited

Number of pages: 40 Posted: 03 Oct 2015 Last Revised: 30 Oct 2017
Andrin Bögli and Felix Fattinger
University of Zurich - Department of Banking and Finance and WU Vienna University of Economics and Business
Downloads 125 (267,093)
Citation 1

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state-contingent sovereign debt, puttable bonds, GDP-linked bonds, sovereign debt crisis, outright monetary transactions

4.

Interest Rates, Bounded Rationality, and Complexity: Demand and Supply of Retail Financial Products

Number of pages: 72 Posted: 30 Dec 2019 Last Revised: 03 Feb 2021
Marc Chesney, Felix Fattinger and Nils Jonathan Krakow
University of Zurich - Department of Banking and Finance, WU Vienna University of Economics and Business and University of Zurich - Department of Banking and Finance
Downloads 86 (343,751)

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Financial innovation; complexity; retail finance; reaching for yield; competition; dependency perception

5.

Emotional Engagement and Trading Performance

Number of pages: 32 Posted: 04 Sep 2020
University of Melbourne - Department of Finance, WU Vienna University of Economics and Business, Department of Accounting, Monash Business School and University of Melbourne
Downloads 77 (366,763)

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Financial Markets, Trading, Emotions, Bubbles and Crashes, Experimental Economics

6.

Computational Complexity and Asset Pricing

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 47 Posted: 29 Oct 2019 Last Revised: 08 Apr 2020
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, WU Vienna University of Economics and Business, University of Melbourne, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 73 (377,980)
Citation 4

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Computational Complexity, Financial Markets, Market Design, Dissemination of Knowledge, Oracles

7.

Asset Pricing In a World of Imperfect Foresight

Number of pages: 37 Posted: 18 Jun 2020
University of Melbourne - Department of Finance, WU Vienna University of Economics and Business, affiliation not provided to SSRN and Chinese University of Hong Kong, Shenzhen
Downloads 54 (440,061)

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Rational Expectations, Perfect Foresight, Myopia, Experimental Finance

8.

How Information Structure Impacts Aggregation of Information in Markets

Number of pages: 71 Posted: 29 Jun 2020
Ryan Anderson, Peter Bossaerts and Felix Fattinger
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and WU Vienna University of Economics and Business
Downloads 51 (451,178)

Abstract:

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