@article{BaarsM2024Preferences,
  author = {Maren Baars and Hannes Mohrschladt},
  title = {Preferences for maximum daily returns},
  journal = {Journal of Economic Behavior and Organization},
  year = {2024},
  volume = {220},
  pages = {343--353},
  doi = {10.1016/j.jebo.2024.02.004},
  note = {Publication status: Published}
}

@article{MohrschladtBL2024BeliefUpdating,
  author = {Hannes Mohrschladt and Maren Baars and Thomas Langer},
  title = {Belief updating beyond the two-state setting},
  journal = {Management Science},
  year = {2024},
  volume = {forthcoming},
  doi = {10.1287/mnsc.2022.00513},
  note = {Publication status: Published}
}

@article{BaarsM2021AnAlternative,
  author = {M Baars and H Mohrschladt},
  title = {An alternative behavioral explanation for the MAX effect},
  journal = {Journal of Economic Behavior and Organization},
  year = {2021},
  volume = {191},
  pages = {868--886},
  doi = {10.1016/j.jebo.2021.09.027},
  note = {Publication status: Published}
}

@article{Mohrschladt2021TheOrdering,
  author = {H Mohrschladt},
  title = {The ordering of historical returns and the cross-section of subsequent returns},
  journal = {Journal of Banking and Finance},
  year = {2021},
  volume = {125},
  pages = {106064},
  doi = {10.1016/j.jbankfin.2021.106064},
  note = {Publication status: Published}
}

@article{MohrschladtS2021OptionImplied,
  author = {H Mohrschladt and J Schneider},
  title = {Option-implied skewness: Insights from ITM-options},
  journal = {Journal of Economic Dynamics and Control},
  year = {2021},
  volume = {131},
  pages = {104227},
  doi = {10.1016/j.jedc.2021.104227},
  note = {Publication status: Published}
}

@article{MohrschladtS2021Idiosyncratic,
  author = {H Mohrschladt and J Schneider},
  title = {Idiosyncratic volatility, option-based measures of informed trading, and investor attention},
  journal = {Review of Derivatives Research},
  year = {2021},
  volume = {24},
  number = {3},
  pages = {197--220},
  doi = {10.1007/s11147-021-09175-7},
  note = {Publication status: Published}
}

@article{BaarsCM2020HowNegative,
  author = {M Baars and H Cordes and H Mohrschladt},
  title = {How negative interest rates affect the risk-taking of individual investors: Experimental evidence},
  journal = {Finance Research Letters},
  year = {2020},
  volume = {32},
  pages = {101179},
  doi = {10.1016/j.frl.2019.04.035},
  note = {Publication status: Published}
}

@article{MohrschladtL2020BiasedInformation,
  author = {H Mohrschladt and T Langer},
  title = {Biased information weight processing in stock markets},
  journal = {Journal of Empirical Finance},
  year = {2020},
  volume = {57},
  pages = {89--106},
  doi = {10.1016/j.jempfin.2020.04.002},
  note = {Publication status: Published}
}

@article{Mohrschladt2018TheImpactOf,
  author = {H Mohrschladt},
  title = {The impact of size and book-to-market among paired stocks},
  journal = {Journal of Asset Management},
  year = {2018},
  volume = {19},
  number = {6},
  pages = {384--393},
  doi = {10.1057/s41260-018-0089-4},
  note = {Publication status: Published}
}

@article{MohrschladtN2018ANewRiskFactor,
  author = {H Mohrschladt and S Nolte},
  title = {A New Risk Factor based on Equity Duration},
  journal = {Journal of Banking and Finance},
  year = {2018},
  volume = {96},
  pages = {126--135},
  doi = {10.1016/j.jbankfin.2018.09.002},
  note = {Publication status: Published}
}

@article{KajueterNM2015ChancenUnd,
  author = {P. Kajüter and M. Nienhaus and H. Mohrschladt},
  title = {Chancen- und Risikoberichterstattung nach DRS 20 --- Berichtspraxis und Anwendungserfahrungen bei DAX- und MDAX-Unternehmen},
  journal = {Die Wirtschaftsprüfung (WPg)},
  year = {2015},
  volume = {68},
  number = {11},
  pages = {514--525},
  note = {Publication status: Published}
}