[{"type":"journal_article","publication":"Business Ethics, the Environment & Responsibility","status":"public","user_id":"67265","department":[{"_id":"186"},{"_id":"578"}],"_id":"25041","language":[{"iso":"eng"}],"article_type":"original","issue":"1","publication_status":"published","quality_controlled":"1","citation":{"apa":"Pelster, M., &#38; Schaltegger, S. (2022). The dark triad and corporate sustainability: An empirical analysis of personality traits of middle managers. <i>Business Ethics, the Environment &#38; Responsibility</i>, <i>31</i>(1), 80–99. <a href=\"https://doi.org/10.1111/beer.12398\">https://doi.org/10.1111/beer.12398</a>","bibtex":"@article{Pelster_Schaltegger_2022, title={The dark triad and corporate sustainability: An empirical analysis of personality traits of middle managers}, volume={31}, DOI={<a href=\"https://doi.org/10.1111/beer.12398\">10.1111/beer.12398</a>}, number={1}, journal={Business Ethics, the Environment &#38; Responsibility}, author={Pelster, Matthias and Schaltegger, Stefan}, year={2022}, pages={80–99} }","short":"M. Pelster, S. Schaltegger, Business Ethics, the Environment &#38; Responsibility 31 (2022) 80–99.","mla":"Pelster, Matthias, and Stefan Schaltegger. “The Dark Triad and Corporate Sustainability: An Empirical Analysis of Personality Traits of Middle Managers.” <i>Business Ethics, the Environment &#38; Responsibility</i>, vol. 31, no. 1, 2022, pp. 80–99, doi:<a href=\"https://doi.org/10.1111/beer.12398\">10.1111/beer.12398</a>.","ieee":"M. Pelster and S. Schaltegger, “The dark triad and corporate sustainability: An empirical analysis of personality traits of middle managers,” <i>Business Ethics, the Environment &#38; Responsibility</i>, vol. 31, no. 1, pp. 80–99, 2022, doi: <a href=\"https://doi.org/10.1111/beer.12398\">10.1111/beer.12398</a>.","chicago":"Pelster, Matthias, and Stefan Schaltegger. “The Dark Triad and Corporate Sustainability: An Empirical Analysis of Personality Traits of Middle Managers.” <i>Business Ethics, the Environment &#38; Responsibility</i> 31, no. 1 (2022): 80–99. <a href=\"https://doi.org/10.1111/beer.12398\">https://doi.org/10.1111/beer.12398</a>.","ama":"Pelster M, Schaltegger S. The dark triad and corporate sustainability: An empirical analysis of personality traits of middle managers. <i>Business Ethics, the Environment &#38; Responsibility</i>. 2022;31(1):80-99. doi:<a href=\"https://doi.org/10.1111/beer.12398\">10.1111/beer.12398</a>"},"page":"80-99","year":"2022","date_created":"2021-09-25T15:25:22Z","author":[{"orcid":" https://orcid.org/0000-0001-5740-2420","last_name":"Pelster","full_name":"Pelster, Matthias","id":"67265","first_name":"Matthias"},{"last_name":"Schaltegger","full_name":"Schaltegger, Stefan","first_name":"Stefan"}],"volume":" 31","date_updated":"2022-01-06T06:56:44Z","doi":"10.1111/beer.12398","title":"The dark triad and corporate sustainability: An empirical analysis of personality traits of middle managers"},{"title":"Attention triggers and investors' risk-taking","date_created":"2021-03-26T19:16:36Z","year":"2022","quality_controlled":"1","issue":"2","language":[{"iso":"eng"}],"abstract":[{"text":"The paper investigates the impact of individual attention on investor risk-taking. We analyze a large sample of trading records from a brokerage service that allows its customers to trade contracts-for-differences (CFD), and sends standardized push messages on recent stock performance to its client investors. The advantage of this sample is that it allows us to isolate the \"push\" messages as individual attention triggers, which we can directly link to the same individuals' risk-taking. A particular advantage of CFD trading is that it allows investors to make use of leverage, which provides us a pure measure of investors' willingness to take risks that is independent of the decision to purchase a particular stock. Leverage is a major catalyst of speculative trading, as it increases the scope of extreme returns, and enables investors to take larger positions than what they can afford with their own capital. We show that investors execute attention-driven trades with higher leverage, compared to their other trades, as well as those of other investors who are not alerted by attention triggers.","lang":"eng"}],"publication":"Journal of Financial Economics","doi":"10.1016/j.jfineco.2021.05.031","date_updated":"2022-01-12T17:24:21Z","author":[{"last_name":"Arnold","full_name":"Arnold, Marc","first_name":"Marc"},{"full_name":"Pelster, Matthias","id":"67265","last_name":"Pelster","orcid":" https://orcid.org/0000-0001-5740-2420","first_name":"Matthias"},{"first_name":"Marti G.","full_name":"Subrahmanyam, Marti G.","last_name":"Subrahmanyam"}],"volume":143,"citation":{"ama":"Arnold M, Pelster M, Subrahmanyam MG. Attention triggers and investors’ risk-taking. <i>Journal of Financial Economics</i>. 2022;143(2):846-875. doi:<a href=\"https://doi.org/10.1016/j.jfineco.2021.05.031\">10.1016/j.jfineco.2021.05.031</a>","ieee":"M. Arnold, M. Pelster, and M. G. Subrahmanyam, “Attention triggers and investors’ risk-taking,” <i>Journal of Financial Economics</i>, vol. 143, no. 2, pp. 846–875, 2022, doi: <a href=\"https://doi.org/10.1016/j.jfineco.2021.05.031\">10.1016/j.jfineco.2021.05.031</a>.","chicago":"Arnold, Marc, Matthias Pelster, and Marti G. Subrahmanyam. “Attention Triggers and Investors’ Risk-Taking.” <i>Journal of Financial Economics</i> 143, no. 2 (2022): 846–75. <a href=\"https://doi.org/10.1016/j.jfineco.2021.05.031\">https://doi.org/10.1016/j.jfineco.2021.05.031</a>.","apa":"Arnold, M., Pelster, M., &#38; Subrahmanyam, M. G. (2022). Attention triggers and investors’ risk-taking. <i>Journal of Financial Economics</i>, <i>143</i>(2), 846–875. <a href=\"https://doi.org/10.1016/j.jfineco.2021.05.031\">https://doi.org/10.1016/j.jfineco.2021.05.031</a>","short":"M. Arnold, M. Pelster, M.G. Subrahmanyam, Journal of Financial Economics 143 (2022) 846–875.","bibtex":"@article{Arnold_Pelster_Subrahmanyam_2022, title={Attention triggers and investors’ risk-taking}, volume={143}, DOI={<a href=\"https://doi.org/10.1016/j.jfineco.2021.05.031\">10.1016/j.jfineco.2021.05.031</a>}, number={2}, journal={Journal of Financial Economics}, author={Arnold, Marc and Pelster, Matthias and Subrahmanyam, Marti G.}, year={2022}, pages={846–875} }","mla":"Arnold, Marc, et al. “Attention Triggers and Investors’ Risk-Taking.” <i>Journal of Financial Economics</i>, vol. 143, no. 2, 2022, pp. 846–75, doi:<a href=\"https://doi.org/10.1016/j.jfineco.2021.05.031\">10.1016/j.jfineco.2021.05.031</a>."},"intvolume":"       143","page":" 846-875","publication_status":"published","related_material":{"link":[{"url":"https://doi.org/10.1016/j.jfineco.2021.05.031","relation":"confirmation"}]},"article_type":"original","_id":"21571","user_id":"67265","department":[{"_id":"186"},{"_id":"578"}],"status":"public","type":"journal_article"},{"title":"Arbitrage in the Market for Cryptocurrencies","main_file_link":[{"url":"https://doi.org/10.1016/j.finmar.2023.100817","open_access":"1"}],"doi":"10.1016/j.finmar.2023.100817","oa":"1","date_updated":"2023-01-25T09:32:32Z","date_created":"2022-12-15T12:12:49Z","author":[{"full_name":"Crépellière, Tommy","last_name":"Crépellière","first_name":"Tommy"},{"first_name":"Matthias","orcid":" https://orcid.org/0000-0001-5740-2420","last_name":"Pelster","id":"67265","full_name":"Pelster, Matthias"},{"first_name":"Stefan","last_name":"Zeisberger","full_name":"Zeisberger, Stefan"}],"year":"2022","citation":{"apa":"Crépellière, T., Pelster, M., &#38; Zeisberger, S. (2022). Arbitrage in the Market for Cryptocurrencies. <i>Journal of Financial Markets</i>. <a href=\"https://doi.org/10.1016/j.finmar.2023.100817\">https://doi.org/10.1016/j.finmar.2023.100817</a>","mla":"Crépellière, Tommy, et al. “Arbitrage in the Market for Cryptocurrencies.” <i>Journal of Financial Markets</i>, 2022, doi:<a href=\"https://doi.org/10.1016/j.finmar.2023.100817\">10.1016/j.finmar.2023.100817</a>.","bibtex":"@article{Crépellière_Pelster_Zeisberger_2022, title={Arbitrage in the Market for Cryptocurrencies}, DOI={<a href=\"https://doi.org/10.1016/j.finmar.2023.100817\">10.1016/j.finmar.2023.100817</a>}, journal={Journal of Financial Markets}, author={Crépellière, Tommy and Pelster, Matthias and Zeisberger, Stefan}, year={2022} }","short":"T. Crépellière, M. Pelster, S. Zeisberger, Journal of Financial Markets (2022).","chicago":"Crépellière, Tommy, Matthias Pelster, and Stefan Zeisberger. “Arbitrage in the Market for Cryptocurrencies.” <i>Journal of Financial Markets</i>, 2022. <a href=\"https://doi.org/10.1016/j.finmar.2023.100817\">https://doi.org/10.1016/j.finmar.2023.100817</a>.","ieee":"T. Crépellière, M. Pelster, and S. Zeisberger, “Arbitrage in the Market for Cryptocurrencies,” <i>Journal of Financial Markets</i>, 2022, doi: <a href=\"https://doi.org/10.1016/j.finmar.2023.100817\">10.1016/j.finmar.2023.100817</a>.","ama":"Crépellière T, Pelster M, Zeisberger S. Arbitrage in the Market for Cryptocurrencies. <i>Journal of Financial Markets</i>. Published online 2022. doi:<a href=\"https://doi.org/10.1016/j.finmar.2023.100817\">10.1016/j.finmar.2023.100817</a>"},"publication_status":"published","quality_controlled":"1","article_type":"original","language":[{"iso":"eng"}],"_id":"34449","user_id":"67265","department":[{"_id":"186"},{"_id":"578"}],"status":"public","type":"journal_article","publication":"Journal of Financial Markets"},{"date_updated":"2022-01-06T06:56:44Z","author":[{"first_name":"Martin","last_name":"Mutschmann","full_name":"Mutschmann, Martin"},{"first_name":"Tim","full_name":"Hasso, Tim","last_name":"Hasso"},{"first_name":"Matthias","full_name":"Pelster, Matthias","id":"67265","orcid":" https://orcid.org/0000-0001-5740-2420","last_name":"Pelster"}],"date_created":"2021-09-26T16:28:36Z","title":"Dark triad managerial personality and financial reporting manipulation","doi":"10.1007/s10551-021-04959-1","quality_controlled":"1","publication_status":"accepted","year":"2021","citation":{"chicago":"Mutschmann, Martin, Tim Hasso, and Matthias Pelster. “Dark Triad Managerial Personality and Financial Reporting Manipulation.” <i>Journal of Business Ethics</i>, n.d. <a href=\"https://doi.org/10.1007/s10551-021-04959-1\">https://doi.org/10.1007/s10551-021-04959-1</a>.","ieee":"M. Mutschmann, T. Hasso, and M. Pelster, “Dark triad managerial personality and financial reporting manipulation,” <i>Journal of Business Ethics</i>, doi: <a href=\"https://doi.org/10.1007/s10551-021-04959-1\">10.1007/s10551-021-04959-1</a>.","ama":"Mutschmann M, Hasso T, Pelster M. Dark triad managerial personality and financial reporting manipulation. <i>Journal of Business Ethics</i>. doi:<a href=\"https://doi.org/10.1007/s10551-021-04959-1\">10.1007/s10551-021-04959-1</a>","short":"M. Mutschmann, T. Hasso, M. Pelster, Journal of Business Ethics (n.d.).","bibtex":"@article{Mutschmann_Hasso_Pelster, title={Dark triad managerial personality and financial reporting manipulation}, DOI={<a href=\"https://doi.org/10.1007/s10551-021-04959-1\">10.1007/s10551-021-04959-1</a>}, journal={Journal of Business Ethics}, author={Mutschmann, Martin and Hasso, Tim and Pelster, Matthias} }","mla":"Mutschmann, Martin, et al. “Dark Triad Managerial Personality and Financial Reporting Manipulation.” <i>Journal of Business Ethics</i>, doi:<a href=\"https://doi.org/10.1007/s10551-021-04959-1\">10.1007/s10551-021-04959-1</a>.","apa":"Mutschmann, M., Hasso, T., &#38; Pelster, M. (n.d.). Dark triad managerial personality and financial reporting manipulation. <i>Journal of Business Ethics</i>. <a href=\"https://doi.org/10.1007/s10551-021-04959-1\">https://doi.org/10.1007/s10551-021-04959-1</a>"},"_id":"25042","department":[{"_id":"186"},{"_id":"578"}],"user_id":"67265","article_type":"original","language":[{"iso":"eng"}],"publication":"Journal of Business Ethics","type":"journal_article","status":"public"},{"status":"public","abstract":[{"text":"We experimentally consider a dynamic multi-period Cournot duopoly with a simultaneous option to manage financial risk and a real option to delay supply. The first option allows players to manage risk before uncertainty is realized, while the second allows managing risk after realization. In our setting, firms face a strategic dilemma: They must weigh the advantages of dealing with risk exposure against the disadvantages of higher competition. In theory, firms make strategic use of the hedging component, enhancing competition. Our experimental results support this theory, suggesting that hedging increases competition and negates duopoly profits even in a simultaneous setting.","lang":"eng"}],"publication":"Review of Industrial Organization","type":"journal_article","language":[{"iso":"eng"}],"article_type":"original","department":[{"_id":"186"},{"_id":"578"}],"user_id":"67265","_id":"23524","citation":{"chicago":"Cox, Caleb, Arzé Karam, and Matthias Pelster. “Two-Period Duopolies with Forward Markets.” <i>Review of Industrial Organization</i>, 2021. <a href=\"https://doi.org/10.1007/s11151-021-09839-6\">https://doi.org/10.1007/s11151-021-09839-6</a>.","ieee":"C. Cox, A. Karam, and M. Pelster, “Two-period duopolies with forward markets,” <i>Review of Industrial Organization</i>, 2021.","ama":"Cox C, Karam A, Pelster M. Two-period duopolies with forward markets. <i>Review of Industrial Organization</i>. 2021. doi:<a href=\"https://doi.org/10.1007/s11151-021-09839-6\">10.1007/s11151-021-09839-6</a>","short":"C. Cox, A. Karam, M. Pelster, Review of Industrial Organization (2021).","bibtex":"@article{Cox_Karam_Pelster_2021, title={Two-period duopolies with forward markets}, DOI={<a href=\"https://doi.org/10.1007/s11151-021-09839-6\">10.1007/s11151-021-09839-6</a>}, journal={Review of Industrial Organization}, author={Cox, Caleb and Karam, Arzé and Pelster, Matthias}, year={2021} }","mla":"Cox, Caleb, et al. “Two-Period Duopolies with Forward Markets.” <i>Review of Industrial Organization</i>, 2021, doi:<a href=\"https://doi.org/10.1007/s11151-021-09839-6\">10.1007/s11151-021-09839-6</a>.","apa":"Cox, C., Karam, A., &#38; Pelster, M. (2021). Two-period duopolies with forward markets. <i>Review of Industrial Organization</i>. <a href=\"https://doi.org/10.1007/s11151-021-09839-6\">https://doi.org/10.1007/s11151-021-09839-6</a>"},"year":"2021","related_material":{"link":[{"relation":"research_paper","url":"https://doi.org/10.1007/s11151-021-09839-6"}]},"publication_status":"published","doi":"10.1007/s11151-021-09839-6","main_file_link":[{"url":"https://doi.org/10.1007/s11151-021-09839-6"}],"title":"Two-period duopolies with forward markets","author":[{"last_name":"Cox","full_name":"Cox, Caleb","first_name":"Caleb"},{"last_name":"Karam","full_name":"Karam, Arzé","first_name":"Arzé"},{"full_name":"Pelster, Matthias","id":"67265","last_name":"Pelster","orcid":" https://orcid.org/0000-0001-5740-2420","first_name":"Matthias"}],"date_created":"2021-08-25T14:40:54Z","date_updated":"2022-01-06T06:55:56Z"},{"date_created":"2021-05-14T11:55:12Z","author":[{"full_name":"Hasso, Tim","last_name":"Hasso","first_name":"Tim"},{"first_name":"Daniel","last_name":"Müller","id":"50569","full_name":"Müller, Daniel"},{"first_name":"Matthias","orcid":" https://orcid.org/0000-0001-5740-2420","last_name":"Pelster","full_name":"Pelster, Matthias","id":"67265"},{"first_name":"Sonja","full_name":"Warkulat, Sonja","id":"67243","last_name":"Warkulat"}],"date_updated":"2022-01-06T06:55:29Z","main_file_link":[{"url":"https://doi.org/10.1016/j.frl.2021.102140"}],"doi":"10.1016/j.frl.2021.102140","title":"Who participated in the GameStop frenzy? Evidence from brokerage accounts","related_material":{"link":[{"url":"https://doi.org/10.1016/j.frl.2021.102140","relation":"research_paper"}]},"publication_status":"accepted","quality_controlled":"1","jel":["G11"],"citation":{"ama":"Hasso T, Müller D, Pelster M, Warkulat S. Who participated in the GameStop frenzy? Evidence from brokerage accounts. <i>Finance Research Letters</i>. doi:<a href=\"https://doi.org/10.1016/j.frl.2021.102140\">10.1016/j.frl.2021.102140</a>","ieee":"T. Hasso, D. Müller, M. Pelster, and S. Warkulat, “Who participated in the GameStop frenzy? Evidence from brokerage accounts,” <i>Finance Research Letters</i>.","chicago":"Hasso, Tim, Daniel Müller, Matthias Pelster, and Sonja Warkulat. “Who Participated in the GameStop Frenzy? Evidence from Brokerage Accounts.” <i>Finance Research Letters</i>, n.d. <a href=\"https://doi.org/10.1016/j.frl.2021.102140\">https://doi.org/10.1016/j.frl.2021.102140</a>.","bibtex":"@article{Hasso_Müller_Pelster_Warkulat, title={Who participated in the GameStop frenzy? Evidence from brokerage accounts}, DOI={<a href=\"https://doi.org/10.1016/j.frl.2021.102140\">10.1016/j.frl.2021.102140</a>}, number={102140}, journal={Finance Research Letters}, author={Hasso, Tim and Müller, Daniel and Pelster, Matthias and Warkulat, Sonja} }","short":"T. Hasso, D. Müller, M. Pelster, S. Warkulat, Finance Research Letters (n.d.).","mla":"Hasso, Tim, et al. “Who Participated in the GameStop Frenzy? Evidence from Brokerage Accounts.” <i>Finance Research Letters</i>, 102140, doi:<a href=\"https://doi.org/10.1016/j.frl.2021.102140\">10.1016/j.frl.2021.102140</a>.","apa":"Hasso, T., Müller, D., Pelster, M., &#38; Warkulat, S. (n.d.). Who participated in the GameStop frenzy? Evidence from brokerage accounts. <i>Finance Research Letters</i>. <a href=\"https://doi.org/10.1016/j.frl.2021.102140\">https://doi.org/10.1016/j.frl.2021.102140</a>"},"year":"2021","user_id":"67265","department":[{"_id":"186"},{"_id":"578"}],"_id":"22205","language":[{"iso":"eng"}],"article_number":"102140","article_type":"original","keyword":["Predatory Trading","Retail Investors","Trading Behavior"],"type":"journal_article","publication":"Finance Research Letters","status":"public","abstract":[{"text":"In January 2021, the GameStop stock was the epicenter of the first case of predatory trading initiated by retail investors. We use brokerage accounts to study who participated in this GameStop frenzy and how they performed. We investigate the extent to which investors’ personal and trading characteristics differ from the general population of retail investors. GameStop traders had a history of investing in speculative instruments, including stocks with lottery-like features. They were also more likely to close their positions before the peak of the bubble. At the onset of the frenzy, numerous retail investors also shorted GameStop. Overall, our results indicate that the GameStop frenzy was not a pure digital protest against Wall Street but speculative trading by a group of retail investors, in line with their prior high-risk trading behavior.","lang":"eng"}]},{"main_file_link":[{"open_access":"1","url":"https://cepr.org/file/11142/download?token=wXdlx51o"}],"oa":"1","date_updated":"2022-01-06T06:55:36Z","author":[{"first_name":"Sonja","last_name":"Warkulat","id":"67243","full_name":"Warkulat, Sonja"},{"full_name":"Krull, Sebastian","id":"84497","last_name":"Krull","first_name":"Sebastian"},{"id":"10020","full_name":"Ortmann, Regina","last_name":"Ortmann","first_name":"Regina"},{"first_name":"Nina","last_name":"Klocke","full_name":"Klocke, Nina","id":"51025"},{"first_name":"Matthias","full_name":"Pelster, Matthias","id":"67265","orcid":" https://orcid.org/0000-0001-5740-2420","last_name":"Pelster"}],"page":"183-205","jel":["I10","I12","I18"],"citation":{"ama":"Warkulat S, Krull S, Ortmann R, Klocke N, Pelster M. COVID-19 reporting and willingness to pay for leisure activities. <i>Covid Economics</i>. 2021;(83):183-205.","chicago":"Warkulat, Sonja, Sebastian Krull, Regina Ortmann, Nina Klocke, and Matthias Pelster. “COVID-19 Reporting and Willingness to Pay for Leisure Activities.” <i>Covid Economics</i>, no. 83 (2021): 183–205.","ieee":"S. Warkulat, S. Krull, R. Ortmann, N. Klocke, and M. Pelster, “COVID-19 reporting and willingness to pay for leisure activities,” <i>Covid Economics</i>, no. 83, pp. 183–205, 2021.","bibtex":"@article{Warkulat_Krull_Ortmann_Klocke_Pelster_2021, title={COVID-19 reporting and willingness to pay for leisure activities}, number={83}, journal={Covid Economics}, publisher={CEPR Press}, author={Warkulat, Sonja and Krull, Sebastian and Ortmann, Regina and Klocke, Nina and Pelster, Matthias}, year={2021}, pages={183–205} }","short":"S. Warkulat, S. Krull, R. Ortmann, N. Klocke, M. Pelster, Covid Economics (2021) 183–205.","mla":"Warkulat, Sonja, et al. “COVID-19 Reporting and Willingness to Pay for Leisure Activities.” <i>Covid Economics</i>, no. 83, CEPR Press, 2021, pp. 183–205.","apa":"Warkulat, S., Krull, S., Ortmann, R., Klocke, N., &#38; Pelster, M. (2021). COVID-19 reporting and willingness to pay for leisure activities. <i>Covid Economics</i>, <i>83</i>, 183–205."},"article_type":"original","funded_apc":"1","_id":"22523","department":[{"_id":"186"},{"_id":"578"}],"user_id":"67265","status":"public","type":"journal_article","title":"COVID-19 reporting and willingness to pay for leisure activities","publisher":"CEPR Press","date_created":"2021-07-02T09:30:36Z","year":"2021","quality_controlled":"1","issue":"83","keyword":["COVID-19 reporting","willingness to pay","willingness to accept"],"language":[{"iso":"eng"}],"abstract":[{"text":"The containment of COVID-19 critically hinges on individuals’ behavior. We investigate how individuals react to variations in COVID-19 reporting. Using a survey, we elicit individuals' perceived infection risk given various COVID-19 metrics (e.g., confirmed cases, reproduction rate, or case-fatality ratio). We proxy individuals' risk perception with their willingness to pay for the participation in everyday life and amusements events. We find that participants react to different COVID-19 metrics with varying sensitivity. We observe a saturation of sensitivity for several measures at critical limits used in the political discussion, making our results highly relevant for policy makers in their efforts to direct individuals to adhere to hygienic etiquette and social distancing guidelines.","lang":"eng"}],"publication":"Covid Economics"},{"type":"journal_article","publication":"Journal of Business Ethics","status":"public","abstract":[{"lang":"eng","text":"We study the relationship between risk managers' dark triad personality traits (Machiavellianism, narcissism, and psychopathy) and their selective hedging activities. Using a primary survey of 412 professional risk managers, we find that managers with dark personality traits are more likely to engage in selective hedging than those without. This effect is particularly pronounced for older, male, and less experienced risk managers. The effect is also stronger in smaller firms, less centralized risk management departments, and family-owned firms."}],"user_id":"67243","department":[{"_id":"186"},{"_id":"578"}],"_id":"26775","language":[{"iso":"eng"}],"article_type":"original","publication_status":"accepted","quality_controlled":"1","citation":{"ieee":"M. Pelster, A. Hofmann, N. Klocke, and S. Warkulat, “Dark Triad Personality Traits and Selective Hedging,” <i>Journal of Business Ethics</i>, doi: <a href=\"https://doi.org/10.1007/s10551-021-04985-z\">10.1007/s10551-021-04985-z</a>.","chicago":"Pelster, Matthias, Annette Hofmann, Nina Klocke, and Sonja Warkulat. “Dark Triad Personality Traits and Selective Hedging.” <i>Journal of Business Ethics</i>, n.d. <a href=\"https://doi.org/10.1007/s10551-021-04985-z\">https://doi.org/10.1007/s10551-021-04985-z</a>.","ama":"Pelster M, Hofmann A, Klocke N, Warkulat S. Dark Triad Personality Traits and Selective Hedging. <i>Journal of Business Ethics</i>. doi:<a href=\"https://doi.org/10.1007/s10551-021-04985-z\">10.1007/s10551-021-04985-z</a>","apa":"Pelster, M., Hofmann, A., Klocke, N., &#38; Warkulat, S. (n.d.). Dark Triad Personality Traits and Selective Hedging. <i>Journal of Business Ethics</i>. <a href=\"https://doi.org/10.1007/s10551-021-04985-z\">https://doi.org/10.1007/s10551-021-04985-z</a>","bibtex":"@article{Pelster_Hofmann_Klocke_Warkulat, title={Dark Triad Personality Traits and Selective Hedging}, DOI={<a href=\"https://doi.org/10.1007/s10551-021-04985-z\">10.1007/s10551-021-04985-z</a>}, journal={Journal of Business Ethics}, publisher={Springer}, author={Pelster, Matthias and Hofmann, Annette and Klocke, Nina and Warkulat, Sonja} }","short":"M. Pelster, A. Hofmann, N. Klocke, S. 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(2020). The gambler’s and hot-hand fallacies: Empirical evidence from trading data. <i>Economics Letters</i>, <i>187</i>. <a href=\"https://doi.org/10.1016/j.econlet.2019.108887\">https://doi.org/10.1016/j.econlet.2019.108887</a>","short":"M. Pelster, Economics Letters 187 (2020).","bibtex":"@article{Pelster_2020, title={The gambler’s and hot-hand fallacies: Empirical evidence from trading data}, volume={187}, DOI={<a href=\"https://doi.org/10.1016/j.econlet.2019.108887\">10.1016/j.econlet.2019.108887</a>}, number={108887}, journal={Economics Letters}, author={Pelster, Matthias}, year={2020} }","mla":"Pelster, Matthias. “The Gambler’s and Hot-Hand Fallacies: Empirical Evidence from Trading Data.” <i>Economics Letters</i>, vol. 187, 108887, 2020, doi:<a href=\"https://doi.org/10.1016/j.econlet.2019.108887\">10.1016/j.econlet.2019.108887</a>.","ama":"Pelster M. The gambler’s and hot-hand fallacies: Empirical evidence from trading data. <i>Economics Letters</i>. 2020;187. doi:<a href=\"https://doi.org/10.1016/j.econlet.2019.108887\">10.1016/j.econlet.2019.108887</a>","chicago":"Pelster, Matthias. “The Gambler’s and Hot-Hand Fallacies: Empirical Evidence from Trading Data.” <i>Economics Letters</i> 187 (2020). <a href=\"https://doi.org/10.1016/j.econlet.2019.108887\">https://doi.org/10.1016/j.econlet.2019.108887</a>.","ieee":"M. Pelster, “The gambler’s and hot-hand fallacies: Empirical evidence from trading data,” <i>Economics Letters</i>, vol. 187, 2020."},"intvolume":"       187","year":"2020"},{"citation":{"mla":"Liêu, Minh Ly, and Matthias Pelster. “Framing and the Disposition Effect in a Scopic Regime.” <i>The Quarterly Review of Economics and Finance</i>, vol. 78, 2020, pp. 175–85, doi:<a href=\"https://doi.org/10.1016/j.qref.2020.01.008\">10.1016/j.qref.2020.01.008</a>.","bibtex":"@article{Liêu_Pelster_2020, title={Framing and the disposition effect in a scopic regime}, volume={78}, DOI={<a href=\"https://doi.org/10.1016/j.qref.2020.01.008\">10.1016/j.qref.2020.01.008</a>}, journal={The Quarterly Review of Economics and Finance}, author={Liêu, Minh Ly and Pelster, Matthias}, year={2020}, pages={175–185} }","short":"M.L. Liêu, M. Pelster, The Quarterly Review of Economics and Finance 78 (2020) 175–185.","apa":"Liêu, M. L., &#38; Pelster, M. (2020). 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Pricing and issuance dependencies in SFP portfolios. <i>Journal of Futures Markets</i>. 2019;39(3):342-365. doi:<a href=\"https://doi.org/10.1002/fut.21978\">10.1002/fut.21978</a>","chicago":"Pelster, Matthias, and Andrea Schertler. “Pricing and Issuance Dependencies in SFP Portfolios.” <i>Journal of Futures Markets</i> 39, no. 3 (2019): 342–65. <a href=\"https://doi.org/10.1002/fut.21978\">https://doi.org/10.1002/fut.21978</a>.","ieee":"M. Pelster and A. Schertler, “Pricing and issuance dependencies in SFP portfolios,” <i>Journal of Futures Markets</i>, vol. 39, no. 3, pp. 342–365, 2019.","apa":"Pelster, M., &#38; Schertler, A. (2019). Pricing and issuance dependencies in SFP portfolios. <i>Journal of Futures Markets</i>, <i>39</i>(3), 342–365. <a href=\"https://doi.org/10.1002/fut.21978\">https://doi.org/10.1002/fut.21978</a>","bibtex":"@article{Pelster_Schertler_2019, title={Pricing and issuance dependencies in SFP portfolios}, volume={39}, DOI={<a href=\"https://doi.org/10.1002/fut.21978\">10.1002/fut.21978</a>}, number={3}, journal={Journal of Futures Markets}, author={Pelster, Matthias and Schertler, Andrea}, year={2019}, pages={342–365} }","mla":"Pelster, Matthias, and Andrea Schertler. “Pricing and Issuance Dependencies in SFP Portfolios.” <i>Journal of Futures Markets</i>, vol. 39, no. 3, 2019, pp. 342–65, doi:<a href=\"https://doi.org/10.1002/fut.21978\">10.1002/fut.21978</a>.","short":"M. Pelster, A. Schertler, Journal of Futures Markets 39 (2019) 342–365."},"jel":["G12","G13","G14","G24"],"page":"342-365","intvolume":"        39","ddc":["330"],"keyword":["cross‐pricing","discount certificate","hedging","issuance decisions","put warrants","structured financial products"],"language":[{"iso":"eng"}],"publication":"Journal of Futures Markets","abstract":[{"lang":"eng","text":"We exploit a unique sample of structured financial products (SFPs) to analyze pricing and issuance dependencies among different types of such market‐linked investment vehicles. Our study provides evidence of cross‐pricing between products with complementary payoff profiles. Such dependencies may be explained by issuers’ efforts to generate order flow for products that supplement their current SFP risk exposure. Additionally, we observe issuance patterns in line with the argument that issuers exploit the complementarity payout profiles when bringing SFPs to market. Our study emphasizes cross‐pricing from a perspective not previously considered in the literature."}],"file":[{"content_type":"application/pdf","success":1,"relation":"main_file","date_updated":"2019-02-06T13:06:50Z","date_created":"2019-02-06T13:06:50Z","creator":"bange","file_size":1658836,"file_name":"Pelster 2019 SFP.pdf","access_level":"closed","file_id":"7566"}],"date_created":"2018-10-01T11:45:28Z","title":"Pricing and issuance dependencies in SFP portfolios","issue":"3","year":"2019"},{"status":"public","type":"journal_article","publication":"Journal of Economic Behavior & Organization","ddc":["330"],"article_type":"original","language":[{"iso":"eng"}],"_id":"8892","user_id":"67265","department":[{"_id":"186"},{"_id":"578"}],"year":"2019","citation":{"chicago":"Pelster, Matthias, and Bastian Breitmayer. “Attracting Attention from Peers: Excitement in Social Trading.” <i>Journal of Economic Behavior &#38; Organization</i> 161 (2019): 158–79. <a href=\"https://doi.org/10.1016/j.jebo.2019.03.010\">https://doi.org/10.1016/j.jebo.2019.03.010</a>.","ieee":"M. Pelster and B. Breitmayer, “Attracting attention from peers: Excitement in social trading,” <i>Journal of Economic Behavior &#38; Organization</i>, vol. 161, pp. 158–179, 2019.","ama":"Pelster M, Breitmayer B. Attracting attention from peers: Excitement in social trading. <i>Journal of Economic Behavior &#38; Organization</i>. 2019;161:158-179. doi:<a href=\"https://doi.org/10.1016/j.jebo.2019.03.010\">10.1016/j.jebo.2019.03.010</a>","apa":"Pelster, M., &#38; Breitmayer, B. (2019). Attracting attention from peers: Excitement in social trading. <i>Journal of Economic Behavior &#38; Organization</i>, <i>161</i>, 158–179. <a href=\"https://doi.org/10.1016/j.jebo.2019.03.010\">https://doi.org/10.1016/j.jebo.2019.03.010</a>","bibtex":"@article{Pelster_Breitmayer_2019, title={Attracting attention from peers: Excitement in social trading}, volume={161}, DOI={<a href=\"https://doi.org/10.1016/j.jebo.2019.03.010\">10.1016/j.jebo.2019.03.010</a>}, journal={Journal of Economic Behavior &#38; Organization}, author={Pelster, Matthias and Breitmayer, Bastian}, year={2019}, pages={158–179} }","short":"M. Pelster, B. Breitmayer, Journal of Economic Behavior &#38; Organization 161 (2019) 158–179.","mla":"Pelster, Matthias, and Bastian Breitmayer. “Attracting Attention from Peers: Excitement in Social Trading.” <i>Journal of Economic Behavior &#38; Organization</i>, vol. 161, 2019, pp. 158–79, doi:<a href=\"https://doi.org/10.1016/j.jebo.2019.03.010\">10.1016/j.jebo.2019.03.010</a>."},"page":"158-179","intvolume":"       161","publication_status":"published","publication_identifier":{"issn":["0167-2681"]},"title":"Attracting attention from peers: Excitement in social trading","doi":"10.1016/j.jebo.2019.03.010","date_updated":"2022-01-06T07:04:05Z","author":[{"first_name":"Matthias","last_name":"Pelster","orcid":" https://orcid.org/0000-0001-5740-2420","full_name":"Pelster, Matthias","id":"67265"},{"last_name":"Breitmayer","full_name":"Breitmayer, Bastian","first_name":"Bastian"}],"date_created":"2019-04-14T08:19:54Z","volume":161},{"department":[{"_id":"186"},{"_id":"578"}],"user_id":"67265","_id":"13121","language":[{"iso":"eng"}],"article_number":"108653","publication":"Economics Letters","type":"journal_article","status":"public","volume":184,"author":[{"first_name":"Bastian","full_name":"Breitmayer, Bastian","last_name":"Breitmayer"},{"last_name":"Hasso","full_name":"Hasso, Tim","first_name":"Tim"},{"id":"67265","full_name":"Pelster, Matthias","orcid":" https://orcid.org/0000-0001-5740-2420","last_name":"Pelster","first_name":"Matthias"}],"date_created":"2019-08-31T08:36:59Z","date_updated":"2022-01-06T06:51:28Z","doi":"10.1016/j.econlet.2019.108653","title":"Culture and the disposition effect","publication_identifier":{"issn":["0165-1765"]},"quality_controlled":"1","publication_status":"published","intvolume":"       184","citation":{"ama":"Breitmayer B, Hasso T, Pelster M. Culture and the disposition effect. <i>Economics Letters</i>. 2019;184. doi:<a href=\"https://doi.org/10.1016/j.econlet.2019.108653\">10.1016/j.econlet.2019.108653</a>","ieee":"B. Breitmayer, T. Hasso, and M. Pelster, “Culture and the disposition effect,” <i>Economics Letters</i>, vol. 184, 2019.","chicago":"Breitmayer, Bastian, Tim Hasso, and Matthias Pelster. “Culture and the Disposition Effect.” <i>Economics Letters</i> 184 (2019). <a href=\"https://doi.org/10.1016/j.econlet.2019.108653\">https://doi.org/10.1016/j.econlet.2019.108653</a>.","apa":"Breitmayer, B., Hasso, T., &#38; Pelster, M. (2019). Culture and the disposition effect. <i>Economics Letters</i>, <i>184</i>. <a href=\"https://doi.org/10.1016/j.econlet.2019.108653\">https://doi.org/10.1016/j.econlet.2019.108653</a>","short":"B. Breitmayer, T. Hasso, M. Pelster, Economics Letters 184 (2019).","bibtex":"@article{Breitmayer_Hasso_Pelster_2019, title={Culture and the disposition effect}, volume={184}, DOI={<a href=\"https://doi.org/10.1016/j.econlet.2019.108653\">10.1016/j.econlet.2019.108653</a>}, number={108653}, journal={Economics Letters}, author={Breitmayer, Bastian and Hasso, Tim and Pelster, Matthias}, year={2019} }","mla":"Breitmayer, Bastian, et al. “Culture and the Disposition Effect.” <i>Economics Letters</i>, vol. 184, 108653, 2019, doi:<a href=\"https://doi.org/10.1016/j.econlet.2019.108653\">10.1016/j.econlet.2019.108653</a>."},"year":"2019"},{"date_updated":"2022-01-06T06:51:28Z","volume":64,"author":[{"first_name":"Bastian","full_name":"Breitmayer, Bastian","last_name":"Breitmayer"},{"last_name":"Massari","full_name":"Massari, Filippo","first_name":"Filippo"},{"orcid":" https://orcid.org/0000-0001-5740-2420","last_name":"Pelster","full_name":"Pelster, Matthias","id":"67265","first_name":"Matthias"}],"date_created":"2019-09-01T06:49:42Z","title":"Swarm intelligence? Stock opinions of the crowd and stock returns","doi":"10.1016/j.iref.2019.08.006","publication_identifier":{"issn":["1059-0560"]},"quality_controlled":"1","publication_status":"published","year":"2019","intvolume":"        64","page":"443-464","citation":{"apa":"Breitmayer, B., Massari, F., &#38; Pelster, M. (2019). Swarm intelligence? Stock opinions of the crowd and stock returns. <i>International Review of Economics &#38; Finance</i>, <i>64</i>, 443–464. <a href=\"https://doi.org/10.1016/j.iref.2019.08.006\">https://doi.org/10.1016/j.iref.2019.08.006</a>","mla":"Breitmayer, Bastian, et al. “Swarm Intelligence? Stock Opinions of the Crowd and Stock Returns.” <i>International Review of Economics &#38; Finance</i>, vol. 64, 2019, pp. 443–64, doi:<a href=\"https://doi.org/10.1016/j.iref.2019.08.006\">10.1016/j.iref.2019.08.006</a>.","short":"B. Breitmayer, F. Massari, M. Pelster, International Review of Economics &#38; Finance 64 (2019) 443–464.","bibtex":"@article{Breitmayer_Massari_Pelster_2019, title={Swarm intelligence? Stock opinions of the crowd and stock returns}, volume={64}, DOI={<a href=\"https://doi.org/10.1016/j.iref.2019.08.006\">10.1016/j.iref.2019.08.006</a>}, journal={International Review of Economics &#38; Finance}, author={Breitmayer, Bastian and Massari, Filippo and Pelster, Matthias}, year={2019}, pages={443–464} }","ama":"Breitmayer B, Massari F, Pelster M. Swarm intelligence? Stock opinions of the crowd and stock returns. <i>International Review of Economics &#38; Finance</i>. 2019;64:443-464. doi:<a href=\"https://doi.org/10.1016/j.iref.2019.08.006\">10.1016/j.iref.2019.08.006</a>","chicago":"Breitmayer, Bastian, Filippo Massari, and Matthias Pelster. “Swarm Intelligence? Stock Opinions of the Crowd and Stock Returns.” <i>International Review of Economics &#38; Finance</i> 64 (2019): 443–64. <a href=\"https://doi.org/10.1016/j.iref.2019.08.006\">https://doi.org/10.1016/j.iref.2019.08.006</a>.","ieee":"B. Breitmayer, F. Massari, and M. Pelster, “Swarm intelligence? Stock opinions of the crowd and stock returns,” <i>International Review of Economics &#38; Finance</i>, vol. 64, pp. 443–464, 2019."},"_id":"13122","department":[{"_id":"186"},{"_id":"578"}],"user_id":"67265","language":[{"iso":"eng"}],"publication":"International Review of Economics & Finance","type":"journal_article","status":"public"},{"status":"public","abstract":[{"text":"We investigate the demographic characteristics, trading patterns, and performance of 465.926 brokerage accounts with respect to cryptocurrency trading. We find that cryptocurrency trading became increasingly popular across individuals of all different groups of age, gender, and trading patterns. Yet, men are more likely to engage in cryptocurrency trading, trade more frequently, and more speculative, respectively. As a result, men realize lower returns. Furthermore, we find that investors vary their trading patterns across different asset classes.","lang":"eng"}],"type":"journal_article","publication":"Journal of Behavioral and Experimental Finance","language":[{"iso":"eng"}],"article_type":"original","keyword":["Cryptocurrencies Bitcoin Trading Investor returns Demographics"],"user_id":"21810","department":[{"_id":"186"},{"_id":"578"}],"_id":"10103","citation":{"mla":"Hasso, Tim, et al. “Who Trades Cryptocurrencies, How Do They Trade It, and How Do They Perform? Evidence from Brokerage Accounts.” <i>Journal of Behavioral and Experimental Finance</i>, vol. 23, Elsevier, 2019, pp. 64–74, doi:<a href=\"https://doi.org/10.1016/j.jbef.2019.04.009\">10.1016/j.jbef.2019.04.009</a>.","bibtex":"@article{Hasso_Pelster_Breitmayer_2019, title={Who trades cryptocurrencies, how do they trade it, and how do they perform? Evidence from brokerage accounts}, volume={23}, DOI={<a href=\"https://doi.org/10.1016/j.jbef.2019.04.009\">10.1016/j.jbef.2019.04.009</a>}, journal={Journal of Behavioral and Experimental Finance}, publisher={Elsevier}, author={Hasso, Tim and Pelster, Matthias and Breitmayer, Bastian}, year={2019}, pages={64–74} }","short":"T. Hasso, M. Pelster, B. Breitmayer, Journal of Behavioral and Experimental Finance 23 (2019) 64–74.","apa":"Hasso, T., Pelster, M., &#38; Breitmayer, B. (2019). Who trades cryptocurrencies, how do they trade it, and how do they perform? Evidence from brokerage accounts. <i>Journal of Behavioral and Experimental Finance</i>, <i>23</i>, 64–74. <a href=\"https://doi.org/10.1016/j.jbef.2019.04.009\">https://doi.org/10.1016/j.jbef.2019.04.009</a>","chicago":"Hasso, Tim, Matthias Pelster, and Bastian Breitmayer. “Who Trades Cryptocurrencies, How Do They Trade It, and How Do They Perform? Evidence from Brokerage Accounts.” <i>Journal of Behavioral and Experimental Finance</i> 23 (2019): 64–74. <a href=\"https://doi.org/10.1016/j.jbef.2019.04.009\">https://doi.org/10.1016/j.jbef.2019.04.009</a>.","ieee":"T. Hasso, M. Pelster, and B. Breitmayer, “Who trades cryptocurrencies, how do they trade it, and how do they perform? Evidence from brokerage accounts,” <i>Journal of Behavioral and Experimental Finance</i>, vol. 23, pp. 64–74, 2019.","ama":"Hasso T, Pelster M, Breitmayer B. Who trades cryptocurrencies, how do they trade it, and how do they perform? Evidence from brokerage accounts. <i>Journal of Behavioral and Experimental Finance</i>. 2019;23:64-74. doi:<a href=\"https://doi.org/10.1016/j.jbef.2019.04.009\">10.1016/j.jbef.2019.04.009</a>"},"jel":["G11"],"page":"64-74","intvolume":"        23","year":"2019","publication_status":"published","doi":"10.1016/j.jbef.2019.04.009","title":"Who trades cryptocurrencies, how do they trade it, and how do they perform? Evidence from brokerage accounts","date_created":"2019-06-04T07:01:34Z","author":[{"first_name":"Tim","full_name":"Hasso, Tim","last_name":"Hasso"},{"last_name":"Pelster","orcid":" https://orcid.org/0000-0001-5740-2420","id":"67265","full_name":"Pelster, Matthias","first_name":"Matthias"},{"last_name":"Breitmayer","full_name":"Breitmayer, Bastian","first_name":"Bastian"}],"volume":23,"date_updated":"2022-01-06T06:50:29Z","publisher":"Elsevier"},{"_id":"10279","department":[{"_id":"186"},{"_id":"578"}],"user_id":"21810","keyword":["cryptocurrencies","bitcoin","investor","risk-seeking"],"article_type":"original","language":[{"iso":"eng"}],"publication":"Economics Letters","type":"journal_article","abstract":[{"lang":"eng","text":"Are cryptocurrency traders driven by a desire to invest in a new asset class to diversify their portfolio or are they merely seeking to increase their levels of risk? To answer this question, we use individual-level brokerage data and study their behavior in stock trading around the time they engage in their first cryptocurrency trade. We find that when engaging in cryptocurrency trading investors simultaneously increase their risk-seeking behavior in stock trading as they increase their trading intensity and use of leverage. The increase in risk-seeking in stocks is particularly pronounced when volatility in cryptocurrency returns is low, suggesting that their overall behavior is driven by excitement-seeking. "}],"status":"public","date_updated":"2022-01-06T06:50:33Z","volume":182,"author":[{"orcid":" https://orcid.org/0000-0001-5740-2420","last_name":"Pelster","full_name":"Pelster, Matthias","id":"67265","first_name":"Matthias"},{"last_name":"Breitmayer","full_name":"Breitmayer, Bastian","first_name":"Bastian"},{"full_name":"Hasso, Tim","last_name":"Hasso","first_name":"Tim"}],"date_created":"2019-06-19T19:00:44Z","title":"Are cryptocurrency traders pioneers or just risk-seekers? evidence from brokerage accounts","doi":"10.1016/j.econlet.2019.06.013","publication_identifier":{"issn":["0165-1765"]},"publication_status":"published","year":"2019","page":"98-100","intvolume":"       182","jel":["D1","G1"],"citation":{"ieee":"M. Pelster, B. Breitmayer, and T. Hasso, “Are cryptocurrency traders pioneers or just risk-seekers? evidence from brokerage accounts,” <i>Economics Letters</i>, vol. 182, pp. 98–100, 2019.","chicago":"Pelster, Matthias, Bastian Breitmayer, and Tim Hasso. “Are Cryptocurrency Traders Pioneers or Just Risk-Seekers? Evidence from Brokerage Accounts.” <i>Economics Letters</i> 182 (2019): 98–100. <a href=\"https://doi.org/10.1016/j.econlet.2019.06.013\">https://doi.org/10.1016/j.econlet.2019.06.013</a>.","ama":"Pelster M, Breitmayer B, Hasso T. Are cryptocurrency traders pioneers or just risk-seekers? evidence from brokerage accounts. <i>Economics Letters</i>. 2019;182:98-100. doi:<a href=\"https://doi.org/10.1016/j.econlet.2019.06.013\">10.1016/j.econlet.2019.06.013</a>","mla":"Pelster, Matthias, et al. “Are Cryptocurrency Traders Pioneers or Just Risk-Seekers? Evidence from Brokerage Accounts.” <i>Economics Letters</i>, vol. 182, 2019, pp. 98–100, doi:<a href=\"https://doi.org/10.1016/j.econlet.2019.06.013\">10.1016/j.econlet.2019.06.013</a>.","short":"M. Pelster, B. Breitmayer, T. Hasso, Economics Letters 182 (2019) 98–100.","bibtex":"@article{Pelster_Breitmayer_Hasso_2019, title={Are cryptocurrency traders pioneers or just risk-seekers? evidence from brokerage accounts}, volume={182}, DOI={<a href=\"https://doi.org/10.1016/j.econlet.2019.06.013\">10.1016/j.econlet.2019.06.013</a>}, journal={Economics Letters}, author={Pelster, Matthias and Breitmayer, Bastian and Hasso, Tim}, year={2019}, pages={98–100} }","apa":"Pelster, M., Breitmayer, B., &#38; Hasso, T. (2019). Are cryptocurrency traders pioneers or just risk-seekers? evidence from brokerage accounts. <i>Economics Letters</i>, <i>182</i>, 98–100. <a href=\"https://doi.org/10.1016/j.econlet.2019.06.013\">https://doi.org/10.1016/j.econlet.2019.06.013</a>"}}]