Tobias Brünner
(Tobias Bruenner)
Personal Details
First Name: | Tobias |
Middle Name: | |
Last Name: | Bruenner |
Suffix: | |
RePEc Short-ID: | pbr690 |
[This author has chosen not to make the email address public] | |
Research output
Jump to: Working papers ArticlesWorking papers
- Brünner, Tobias, 2021. "Estimation Procedure for "Price Formation in Call Auctions with Insider Information"," LEAF Working Paper Series 21-01, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF).
- Brünner, Tobias & Levinsky, Rene, 2020.
"Price discovery and gains from trade in asset markets with insider trading,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224618, Verein für Socialpolitik / German Economic Association.
- Tobias Brünner & René Levínský, 2023. "Price discovery and gains from trade in asset markets with insider trading," The European Journal of Finance, Taylor & Francis Journals, vol. 29(3), pages 255-277, February.
- Friebel, Guido & Bruenner, Tobias & Holden, Richard & Prasad, Suraj, 2019.
"Incentives to Discover Talent,"
CEPR Discussion Papers
13979, C.E.P.R. Discussion Papers.
- Tobias Brünner & Guido Friebel & Richard Holden & Suraj Prasad, 2022. "Incentives to Discover Talent," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 38(2), pages 309-344.
- Brünner, Tobias & Becker, Alice, 2013. "Bidding in common value fair division games," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79810, Verein für Socialpolitik / German Economic Association.
- Alice Becker & Tobias Brünner, 2009. "Bidding in common value fair division games: The winner's curse or even worse?," Jena Economics Research Papers 2009-090, Friedrich-Schiller-University Jena.
- Tobias Brünner & Rene Levinsk? & Jianying Qiu, 2009. "Skewness preferences and asset selection: An experimental study," Working Papers 2009-13, Faculty of Economics and Statistics, Universität Innsbruck.
- Caroline Fohlin & Thomas Gehrig & Tobias Brünner, 2008. "Liquidity and Competition in Unregulated Markets," Carlo Alberto Notebooks 101, Collegio Carlo Alberto.
- Tobias Brünner & Rene Levinsky, 2008. "Do prices in the unmediated call auction reflect insider information? - An experimental analysis," Jena Economics Research Papers 2008-090, Friedrich-Schiller-University Jena.
Articles
- Tobias Brünner & René Levínský, 2023.
"Price discovery and gains from trade in asset markets with insider trading,"
The European Journal of Finance, Taylor & Francis Journals, vol. 29(3), pages 255-277, February.
- Brünner, Tobias & Levinsky, Rene, 2020. "Price discovery and gains from trade in asset markets with insider trading," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224618, Verein für Socialpolitik / German Economic Association.
- Tobias Brünner & Guido Friebel & Richard Holden & Suraj Prasad, 2022.
"Incentives to Discover Talent,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 38(2), pages 309-344.
- Friebel, Guido & Bruenner, Tobias & Holden, Richard & Prasad, Suraj, 2019. "Incentives to Discover Talent," CEPR Discussion Papers 13979, C.E.P.R. Discussion Papers.
- Brünner, Tobias, 2020. "Self-selection with non-equilibrium beliefs: Predicting behavior in a tournament experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 389-396.
- Brünner, Tobias & Reiner, Jochen & Natter, Martin & Skiera, Bernd, 2019. "Prospect theory in a dynamic game: Theory and evidence from online pay-per-bid auctions," Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 215-234.
- Tobias Brünner, 2019. "Price formation in call auctions with insider information," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 36(3), pages 408-426, July.
- Kim, Ju-Young & Brünner, Tobias & Skiera, Bernd & Natter, Martin, 2014. "A comparison of different pay-per-bid auction formats," International Journal of Research in Marketing, Elsevier, vol. 31(4), pages 368-379.
- Tobias Brunner & Rene Levinsky & Jianying Qiu, 2011. "Preferences for skewness: evidence from a binary choice experiment," The European Journal of Finance, Taylor & Francis Journals, vol. 17(7), pages 525-538.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Brünner, Tobias & Levinsky, Rene, 2020.
"Price discovery and gains from trade in asset markets with insider trading,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224618, Verein für Socialpolitik / German Economic Association.
- Tobias Brünner & René Levínský, 2023. "Price discovery and gains from trade in asset markets with insider trading," The European Journal of Finance, Taylor & Francis Journals, vol. 29(3), pages 255-277, February.
Cited by:
- Friebel, Guido & Bruenner, Tobias & Holden, Richard & Prasad, Suraj, 2019.
"Incentives to Discover Talent,"
CEPR Discussion Papers
13979, C.E.P.R. Discussion Papers.
- Tobias Brünner & Guido Friebel & Richard Holden & Suraj Prasad, 2022. "Incentives to Discover Talent," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 38(2), pages 309-344.
Cited by:
- Morimitsu Kurino & Yoshinori Kurokawa, 2024.
"Job rotation or specialization? A dynamic matching model analysis,"
Review of Economic Design, Springer;Society for Economic Design, vol. 28(2), pages 243-273, June.
- Morimitsu Kurino & Yoshinori Kurokawa, 2020. "Job rotation or specialization? A dynamic matching model analysis," Keio-IES Discussion Paper Series 2020-026, Institute for Economics Studies, Keio University.
- Brünner, Tobias & Becker, Alice, 2013.
"Bidding in common value fair division games,"
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
79810, Verein für Socialpolitik / German Economic Association.
Cited by:
- Werner Güth, 2010.
"Rules (of Bidding) to Generate Equal Stated Profits - An Axiomatic Approach -,"
Jena Economics Research Papers
2010-014, Friedrich-Schiller-University Jena.
- Werner Güth, 2011. "Rules (of Bidding) to Generate Equal Stated Profits: An Axiomatic Approach," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 167(4), pages 608-612, December.
- Werner Güth, 2010.
"Rules (of Bidding) to Generate Equal Stated Profits - An Axiomatic Approach -,"
Jena Economics Research Papers
2010-014, Friedrich-Schiller-University Jena.
- Tobias Brünner & Rene Levinsk? & Jianying Qiu, 2009.
"Skewness preferences and asset selection: An experimental study,"
Working Papers
2009-13, Faculty of Economics and Statistics, Universität Innsbruck.
Cited by:
- Panait, Iulian & Slavescu, Ecaterina Oana, 2012. "Skewness in stock returns: evidence from the Bucharest stock exchange during 2000 – 2011," MPRA Paper 38751, University Library of Munich, Germany.
- Caroline Fohlin & Thomas Gehrig & Tobias Brünner, 2008.
"Liquidity and Competition in Unregulated Markets,"
Carlo Alberto Notebooks
101, Collegio Carlo Alberto.
Cited by:
- Caroline Fohlin & Thomas Gehrig & Marlene Haas, 2016.
"Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907,"
CESifo Working Paper Series
6048, CESifo.
- Gehrig, Thomas & Fohlin, Caroline & Haas, Marlene, 2015. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CEPR Discussion Papers 10497, C.E.P.R. Discussion Papers.
- Gehrig, Thomas Paul & Fohlin, Caroline & Haas, Marlene, 2015. "Liquidty Freezes and Market Runs; Evidencefrom the Panic of 1907," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113008, Verein für Socialpolitik / German Economic Association.
- Pierre-Cyrille Hautcoeur & Amir Rezaee & Angelo Riva, 2018. "Competition among Securities Markets," Working Papers halshs-01863942, HAL.
- Caroline Fohlin & Thomas Gehrig & Marlene Haas, 2016.
"Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907,"
CESifo Working Paper Series
6048, CESifo.
- Tobias Brünner & Rene Levinsky, 2008.
"Do prices in the unmediated call auction reflect insider information? - An experimental analysis,"
Jena Economics Research Papers
2008-090, Friedrich-Schiller-University Jena.
Cited by:
- Philipp Hornung & Ulrike Leopold-Wildburger & Roland Mestel & Stefan Palan, 2015. "Insider behavior under different market structures: experimental evidence on trading patterns, manipulation, and profitability," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(2), pages 357-373, June.
Articles
- Tobias Brünner & René Levínský, 2023.
"Price discovery and gains from trade in asset markets with insider trading,"
The European Journal of Finance, Taylor & Francis Journals, vol. 29(3), pages 255-277, February.
See citations under working paper version above.
- Brünner, Tobias & Levinsky, Rene, 2020. "Price discovery and gains from trade in asset markets with insider trading," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224618, Verein für Socialpolitik / German Economic Association.
- Tobias Brünner & Guido Friebel & Richard Holden & Suraj Prasad, 2022.
"Incentives to Discover Talent,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 38(2), pages 309-344.
See citations under working paper version above.
- Friebel, Guido & Bruenner, Tobias & Holden, Richard & Prasad, Suraj, 2019. "Incentives to Discover Talent," CEPR Discussion Papers 13979, C.E.P.R. Discussion Papers.
- Brünner, Tobias, 2020.
"Self-selection with non-equilibrium beliefs: Predicting behavior in a tournament experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 389-396.
Cited by:
- Dan Levin & Luyao Zhang, 2022. "Bridging Level-K to Nash Equilibrium," Papers 2202.12292, arXiv.org, revised Feb 2022.
- Daniel Houser & Jian Song, 2021.
"Asymmetric Shocks in Contests: Theory and Experiment,"
Working Papers
1081, George Mason University, Interdisciplinary Center for Economic Science.
- Song, Jian & Houser, Daniel, 2023. "Asymmetric shocks in contests: Theory and experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 216(C), pages 243-267.
- Brünner, Tobias & Reiner, Jochen & Natter, Martin & Skiera, Bernd, 2019.
"Prospect theory in a dynamic game: Theory and evidence from online pay-per-bid auctions,"
Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 215-234.
Cited by:
- Vincent Laferrière & David Staubli & Christian Thöni, 2023.
"Explaining Excess Entry in Winner-Take-All Markets,"
Management Science, INFORMS, vol. 69(2), pages 1050-1069, February.
- Vincent Laferriere & David Staubli & Christian Thoeni, 2022. "Explaining excess entry in winner-take-all markets," Cahiers de Recherches Economiques du Département d'économie 22.02, Université de Lausanne, Faculté des HEC, Département d’économie.
- Vincent Laferrière & David Staubli & Christian Thöni, 2023.
"Explaining Excess Entry in Winner-Take-All Markets,"
Management Science, INFORMS, vol. 69(2), pages 1050-1069, February.
- Tobias Brünner, 2019.
"Price formation in call auctions with insider information,"
Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 36(3), pages 408-426, July.
Cited by:
- Yan Feng & Shulin Liu, 2024. "Research on Price Formation Based on Resource Optimization Allocation," Sustainability, MDPI, vol. 16(12), pages 1-20, June.
- Kim, Ju-Young & Brünner, Tobias & Skiera, Bernd & Natter, Martin, 2014.
"A comparison of different pay-per-bid auction formats,"
International Journal of Research in Marketing, Elsevier, vol. 31(4), pages 368-379.
Cited by:
- Shehu, Edlira & Abou Nabout, Nadia & Clement, Michel, 2021. "The risk of programmatic advertising: Effects of website quality on advertising effectiveness," International Journal of Research in Marketing, Elsevier, vol. 38(3), pages 663-677.
- Martin Spann & Robert Zeithammer & Marco Bertini & Ernan Haruvy & Sandy D. Jap & Oded Koenigsberg & Vincent Mak & Peter Popkowski Leszczyc & Bernd Skiera & Manoj Thomas, 2018. "Beyond Posted Prices: the Past, Present, and Future of Participative Pricing Mechanisms," Customer Needs and Solutions, Springer;Institute for Sustainable Innovation and Growth (iSIG), vol. 5(1), pages 121-136, March.
- Brünner, Tobias & Reiner, Jochen & Natter, Martin & Skiera, Bernd, 2019. "Prospect theory in a dynamic game: Theory and evidence from online pay-per-bid auctions," Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 215-234.
- Eisenbeiss, Maik & Wilken, Robert & Skiera, Bernd & Cornelissen, Markus, 2015. "What makes deal-of-the-day promotions really effective? The interplay of discount and time constraint with product type," International Journal of Research in Marketing, Elsevier, vol. 32(4), pages 387-397.
- Tobias Brunner & Rene Levinsky & Jianying Qiu, 2011.
"Preferences for skewness: evidence from a binary choice experiment,"
The European Journal of Finance, Taylor & Francis Journals, vol. 17(7), pages 525-538.
Cited by:
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker & Christian Zankiewicz, 2013.
"Hidden Skewness: On the Difficulty of Multiplicative Compounding under Random Shocks,"
Discussion Papers of DIW Berlin
1337, DIW Berlin, German Institute for Economic Research.
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker & Christian Zankiewicz, 2014. "Hidden Skewness: On the Difficulty of Multiplicative Compounding under Random Shocks," CESifo Working Paper Series 4760, CESifo.
- Zankiewicz, Christian & Ensthaler, Ludwig & Nottmeyer, Olga & Weizsäcker, Georg, 2015. "Hidden skewness: On the difficulty of multiplicative compounding under random shocks," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112815, Verein für Socialpolitik / German Economic Association.
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker & Christian Zankiewicz, 2018. "Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks," Management Science, INFORMS, vol. 64(4), pages 1693-1706, April.
- Carrillo, Juan & Brocas, Isabelle & Giga, Aleksandar & Zapatero, Fernando, 2016. "Skewness Seeking in a Dynamic Portfolio Choice Experiment," CEPR Discussion Papers 11056, C.E.P.R. Discussion Papers.
- Matthew P. Taylor, 2020. "Liking the long-shot … but just as a friend," Journal of Risk and Uncertainty, Springer, vol. 61(3), pages 245-261, December.
- Antler, Yair & Arad, Ayala, 2021. "An Experimental Analysis of the Prize-Probability Tradeoff in Stopping Problems," CEPR Discussion Papers 15973, C.E.P.R. Discussion Papers.
- Bougherara, Douadia & Friesen, Lana & Nauges, Céline, 2021.
"Risk Taking and Skewness Seeking Behavior in a Demographically Diverse Population,"
TSE Working Papers
21-1267, Toulouse School of Economics (TSE), revised Jul 2022.
- Bougherara, Douadia & Friesen, Lana & Nauges, Céline, 2022. "Risk-taking and skewness-seeking behavior in a demographically diverse population," Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 83-104.
- Douadia Bougherara & Lana Friesen & Céline Nauges, 2022. "Risk-taking and skewness-seeking behavior in a demographically diverse population," Post-Print hal-03739823, HAL.
- Douadia Bougherara & Lana Friesen & Céline Nauges, 2021. "Risk Taking and Skewness Seeking Behavior in a Demographically Diverse Population," Discussion Papers Series 650, School of Economics, University of Queensland, Australia.
- Douadia Bougherara & Lana Friesen & Céline Nauges, 2021.
"Risk Taking with Left- and Right-Skewed Lotteries,"
Post-Print
hal-03219533, HAL.
- Douadia Bougherara & Lana Friesen & Céline Nauges, 2021. "Risk Taking with Left- and Right-Skewed Lotteries," Journal of Risk and Uncertainty, Springer, vol. 62(1), pages 89-112, February.
- Bougherara, Douadia & Friesen, Lana & Nauges, Céline, 2020. "Risk Taking with Left- and Right-Skewed Lotteries," TSE Working Papers 20-1085, Toulouse School of Economics (TSE).
- Douadia Bougherara & Lana Friesen & Céline Nauges, 2020. "Risk Taking with Left- and Right-Skewed Lotteries," Discussion Papers Series 619, School of Economics, University of Queensland, Australia.
- Huber, Jürgen & Kirchler, Michael & Stefan, Matthias, 2014. "Experimental evidence on varying uncertainty and skewness in laboratory double-auction markets," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 798-809.
- Dertwinkel-Kalt, Markus & Köster, Mats, 2017.
"Local Thinking and Skewness Preferences,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168303, Verein für Socialpolitik / German Economic Association.
- Markus Dertwinkel-Kalt & Mats Kцster, 2017. "Local Thinking and Skewness Preferences," Working Paper Series in Economics 97, University of Cologne, Department of Economics.
- Dertwinkel-Kalt, Markus & Köster, Mats, 2017. "Local thinking and skewness preferences," DICE Discussion Papers 248, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- François Desmoulins-Lebeault & Luc Meunier, 2018. "Moment Risks: Investment for Self and for a Firm," Decision Analysis, INFORMS, vol. 15(4), pages 242-266, December.
- Philip Grossman & Catherine Eckel, 2015.
"Loving the long shot: Risk taking with skewed lotteries,"
Journal of Risk and Uncertainty, Springer, vol. 51(3), pages 195-217, December.
- Philip J. Grossman & Catherine C. Eckel, 2012. "Loving the Long Shot: Risk Taking with Skewed Lotteries," Monash Economics Working Papers 41-12, Monash University, Department of Economics.
- Matteo Benuzzi & Matteo Ploner, 2023.
"Skewness-seeking behavior and financial investments,"
CEEL Working Papers
2301, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Matteo Benuzzi & Matteo Ploner, 2024. "Skewness-seeking behavior and financial investments," Annals of Finance, Springer, vol. 20(1), pages 129-165, March.
- Ebert, Sebastian, 2015. "On skewed risks in economic models and experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 85-97.
- Khashanah, Khaldoun & Simaan, Majeed & Simaan, Yusif, 2022. "Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Giorgio Coricelli & Enrico Diecidue & Francesco D. Zaffuto, 2018. "Evidence for multiple strategies in choice under risk," Journal of Risk and Uncertainty, Springer, vol. 56(2), pages 193-210, April.
- Thomas Åstebro & José Mata & Luís Santos-Pinto, 2015. "Skewness seeking: risk loving, optimism or overweighting of small probabilities?," Theory and Decision, Springer, vol. 78(2), pages 189-208, February.
- Colasante, Annarita & Riccetti, Luca, 2021. "Financial and non-financial risk attitudes: What does it matter?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker & Christian Zankiewicz, 2013.
"Hidden Skewness: On the Difficulty of Multiplicative Compounding under Random Shocks,"
Discussion Papers of DIW Berlin
1337, DIW Berlin, German Institute for Economic Research.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-EXP: Experimental Economics (5) 2008-12-21 2009-05-09 2009-11-14 2019-10-21 2020-11-23. Author is listed
- NEP-MST: Market Microstructure (2) 2008-12-21 2020-11-23
- NEP-ORE: Operations Research (2) 2020-11-23 2021-05-10
- NEP-CBE: Cognitive and Behavioural Economics (1) 2009-11-14
- NEP-CTA: Contract Theory and Applications (1) 2008-12-21
- NEP-FMK: Financial Markets (1) 2020-11-23
- NEP-GTH: Game Theory (1) 2009-11-14
- NEP-HRM: Human Capital and Human Resource Management (1) 2019-10-21
- NEP-MIC: Microeconomics (1) 2019-10-21
- NEP-UPT: Utility Models and Prospect Theory (1) 2009-05-09
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