180 citations · 623 across the 15 of their papers we have counts for
21 papers
A novel statistical framework for the analysis of the degree of technology adoption
Vahidin Jeleskovic, David Alexander Behrens, Wolfgang Karl Härdle
Technology adoption research aims to determine the reasons why and how individuals, corporations, and industries start using new technology. Furthermore, technology adoption itself…
Robustifying Markowitz
Wolfgang Karl Härdle, Yegor Klochkov, Alla Petukhina +1
Markowitz mean-variance portfolios with sample mean and covariance as input parameters feature numerous issues in practice. They perform poorly out of sample due to estimation erro…
Understanding jumps in high frequency digital asset markets
Danial Saef, Odett Nagy, Sergej Sizov +1
While attention is a predictor for digital asset prices, and jumps in Bitcoin prices are well-known, we know little about its alternatives. Studying high frequency crypto data give…
Cooling Measures and Housing Wealth: Evidence from Singapore
Wolfgang Karl Härdle, Rainer Schulz, Taojun Sie
Excessive house price growth was at the heart of the financial crisis in 2007/08. Since then, many countries have added cooling measures to their regulatory frameworks. It has been…
Networks of News and Cross-Sectional Returns
Junjie Hu, Wolfgang Karl Härdle
We uncover networks from news articles to study cross-sectional stock returns. By analyzing a huge dataset of more than 1 million news articles collected from the internet, we cons…
Understanding Smart Contracts: Hype or Hope?
Elizaveta Zinovyeva, Raphael C. G. Reule, Wolfgang Karl Härdle
Smart Contracts are commonly considered to be an important component or even a key to many business solutions in an immense variety of sectors and promises to securely increase the…