Publications
Randl, Otto, Westerkamp, Arne, Zechner, Josef (2022). Policy Portfolios When Some Assets are Non-Tradeable, China Finance Review International, accepted.
Monti, Alice, Pattitoni, Pierpaolo, Petracci, Barbara, Randl, Otto (2022). Does Corporate Social Responsibility Impact Equity Risk? International Evidence. Review of Quantitative Finance and Accounting}, forthcoming.
Cejnek, Georg, Randl, Otto, Zechner, Josef (2021). The COVID-19 Pandemic and Corporate Dividend Policy. Journal of Financial and Quantitative Analysis , 56(7), 2389-2410
Cejnek, Georg, Randl, Otto (2020). Dividend Risk Premia. Journal of Financial and Quantitative Analysis , Volume 55 , Issue 4 , June 2020 , pp. 1199 - 1242
Randl, Otto, Zechner Josef (2018). Sovereign Reputation and Yield Spreads: A Case Study on Retroactive Legislation. German Economic Review, 19 (3), 260-279.
Cejnek, Georg, Randl, Otto (2016). Risk and Return of Short-Duration Equity Investments. Journal of Empirical Finance 36, 181-198.
Dangl, Thomas, Randl, Otto, Zechner, Josef (2015). Risk Control in Asset Management: Motives and Concepts. In: Glau, Kathrin, Scherer, Matthias, Zagst, Rudi, Innovations in Quantitative Risk Management, Springer Proceedings in Mathematics & Statistics Vol. 99, 239-266.
Cejnek, Georg, Franz, Richard, Randl, Otto, Stoughton, Neal (2014). A Survey of University Endowment Management Research. Journal of Investment Management 12, 90-117.
Halling, Michael, Pagano, Marco, Randl, Otto, Zechner, Josef (2008). Where is the market? Evidence from cross-listings. Review of Financial Studies 21, 725-761.
Lehar, Alfred, Randl, Otto (2006). Chinese Walls in German Banks. Review of Finance 10, 301-320.
Pagano, Marco, Randl, Otto, Röell, Ailsa A., Zechner, Josef (2001). What makes stock exchanges succeed? Evidence from cross-listing decisions. European Economic Review 45, 770–782.
Publications in German
Randl, Otto (2013). Hat die Prämienbegünstigte Zukunftsvorsorge den österreichischen Aktienmarkt nachhaltig gestärkt? BankArchiv – Zeitschrift für das gesamte Bank- und Börsenwesen 61, 619–623.
Cejnek, Georg, Franz, Richard, Randl, Otto, Stoughton, Neal (2012). Universitätsendowments: Eine Bestandsaufnahme der theoretischen und empirischen Forschung. Journal für Betriebswirtschaft 62, 225–260.
Halling, Michael, Mosburger, Georg, Randl, Otto (2004). Die prämienbegünstigte Zukunftsvorsorge: Ein attraktives Investment? Financial Markets and Portfolio Management 18, 399–418.
Lehar, Alfred, Randl, Otto (2002). Besonderheiten von Analystenvorhersagen in Universalbanken, BankArchiv – Zeitschrift für das gesamte Bank- und Börsenwesen 50, 366–370.
Working Papers
Pricing and Constructing International Government Bond Portfolios (with Giorgia Simion and Josef Zechner)
Stock-Oil Comovement: Fundamentals or Financialization? (with Alessandro Melone, Leopold Sögner, and Josef Zechner)
Fund Promotion and Individual Investor Fund Flows (with Engelbert Dockner and Petra Halling)
I'll trade, just not today: Individual investor trading activity around birthdays (with Emanuele Bajo and Giorgia Simion)
Factor Timing (with Andreas Neuhierl, Christoph Reschenhofer, and Josef Zechner)