Dissertationsthema:
Information Processing of Investors in Financial Markets

Aus Dissertation entstandene Publikationen:
Mohrschladt, H. (2018). The impact of size and book-to-market among paired stocks. Journal of Asset Management, 19(6), 384–393.
Mohrschladt, H. (2021). The ordering of historical returns and the cross-section of subsequent returns. Journal of Banking and Finance, 125, 106064.
Mohrschladt, H., & Langer, T. (2020). Biased information weight processing in stock markets. Journal of Empirical Finance, 57, 89–106.
Mohrschladt, H., & Nolte, S. (2018). A New Risk Factor based on Equity Duration. Journal of Banking and Finance, 96, 126–135.
Mohrschladt, H., & Schneider, J. (2021). Idiosyncratic volatility, option-based measures of informed trading, and investor attention. Review of Derivatives Research, 24(3), 197–220.
Mohrschladt, H., & Schneider, J. (2021). Option-implied skewness: Insights from ITM-options. Journal of Economic Dynamics and Control, 131, 104227.

Positionen nach der Promotion:
Akademischer Rat am Lehrstuhl für Finanzierung der Universität Münster
Professor für BWL, insbesondere Finanzierung an der Universität Potsdam

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