Uncertainty avoidance, risk tolerance and corporate takeover decisions B Frijns, A Gilbert, T Lehnert, A Tourani-Rad Journal of Banking & Finance 37 (7), 2457-2471, 2013 | 217 | 2013 |
On the determinants of portfolio choice B Frijns, E Koellen, T Lehnert Journal of Economic Behavior & Organization 66 (2), 373-386, 2008 | 134 | 2008 |
An evaluation framework for alternative VaR-models D Bams, T Lehnert, CCP Wolff Journal of International Money and Finance 24 (6), 944-958, 2005 | 107 | 2005 |
Behavioral heterogeneity in the option market B Frijns, T Lehnert, RCJ Zwinkels Journal of Economic Dynamics and Control 34 (11), 2273-2287, 2010 | 93 | 2010 |
Is there a bubble in the art market? R Kräussl, T Lehnert, N Martelin Journal of Empirical Finance 35, 99-109, 2016 | 84 | 2016 |
Does oil and gold price uncertainty matter for the stock market? D Bams, G Blanchard, I Honarvar, T Lehnert Journal of Empirical Finance 44, 270-285, 2017 | 79 | 2017 |
Investor sentiment, mutual fund flows and its impact on returns and volatility R Beaumont, M van Daele, B Frijns, T Lehnert, A Muller Managerial Finance 34 (11), 772-785, 2008 | 59 | 2008 |
Explaining smiles: GARCH option pricing with conditional leptokurtosis and skewness T Lehnert The Journal of Derivatives 10 (3), 27-39, 2003 | 56 | 2003 |
Measuring financial contagion using time‐aligned data: the importance of the speed of transmission of shocks S Kleimeier, T Lehnert, WFC Verschoor Oxford Bulletin of Economics and Statistics 70 (4), 493-508, 2008 | 43 | 2008 |
The European sovereign debt crisis: What have we learned? R Kräussl, T Lehnert, D Stefanova Journal of Empirical Finance 38, 363-373, 2016 | 41 | 2016 |
Volatility measures and Value-at-Risk D Bams, G Blanchard, T Lehnert International Journal of Forecasting 33 (4), 848-863, 2017 | 34 | 2017 |
Loss functions in option valuation: A framework for selection D Bams, T Lehnert, CCP Wolff Management Science 55 (5), 853-862, 2009 | 34 | 2009 |
On the relationship between credit rating announcements and credit default swap spreads for European reference entities T Lehnert, F Neske | 30 | 2006 |
The search for yield: implications to alternative investments R Kräussl, T Lehnert, K Rinne Journal of Empirical Finance 44, 2017 | 28 | 2017 |
On style momentum strategies F Aarts, T Lehnert Applied Economics Letters 12 (13), 795-799, 2005 | 26 | 2005 |
On style momentum strategies F Aarts, T Lehnert Applied Economics Letters 12 (13), 795-799, 2005 | 26 | 2005 |
Option-based compensation: a survey R Muurling, T Lehnert The International Journal of Accounting 39 (4), 365-401, 2004 | 26 | 2004 |
TIPS, inflation expectations, and the financial crisis A Andonov, F Bardong, T Lehnert Financial Analysts Journal 66 (6), 27-39, 2010 | 25 | 2010 |
TIPS, inflation expectations, and the financial crisis A Andonov, F Bardong, T Lehnert Financial Analysts Journal 66 (6), 27-39, 2010 | 25 | 2010 |
On individual and institutional noise trading R Beaumont, M van Daele, B Frijns, T Lehnert Recuperado de: http://www. fep. up. pt/conferencias/pfn2006/Conference …, 2005 | 25 | 2005 |