Wolfgang Schadner

Personal Details

First Name:	Wolfgang
Middle Name:
Last Name:	Schadner
Suffix:
RePEc Short-ID:	psc919
	[This author has chosen not to make the email address public]
	http://www.w-schadner.com

Affiliation

School of Finance
Universität St. Gallen

Sankt Gallen, Switzerland
http://www.unisg.ch/de/universitaet/schools/finance
RePEc:edi:cfisgch (more details at EDIRC)

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

Sorry, no citations of working papers recorded.

Articles

1. Schadner, Wolfgang, 2022. "U.S. Politics from a multifractal perspective," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).

   Cited by:

   1. Wang, Jian & Yang, Mengdie & Lu, Lin & Shao, Wei, 2022. "Does the “Delta Variant” affect the nonlinear dynamic characteristics of SARS-CoV-2 transmission?," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).

2. Schadner, Wolfgang, 2021. "On the persistence of market sentiment: A multifractal fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).

   Cited by:

   1. Tang, Zhenpeng & Lin, Qiaofeng & Cai, Yi & Chen, Kaijie & Liu, Dinggao, 2024. "Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China," International Review of Financial Analysis, Elsevier, vol. 93(C).
   2. Schadner, Wolfgang, 2022. "U.S. Politics from a multifractal perspective," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
   3. Petar Sorić & Ivana Lolić & Marina Matošec, 2023. "The persistence of economic sentiment: a trip down memory lane," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(2), pages 371-395, April.

3. Schadner, Wolfgang, 2021. "Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix," Finance Research Letters, Elsevier, vol. 41(C).

   Cited by:

   1. Wolfgang Schadner, 2021. "Feasible Implied Correlation Matrices from Factor Structures," Papers 2107.00427, arXiv.org.
   2. Wolfgang Schadner & Joshua Traut, 2022. "Estimating Forward-Looking Stock Correlations from Risk Factors," Mathematics, MDPI, vol. 10(10), pages 1-19, May.

4. Lang, Sebastian & Schadner, Wolfgang, 2021. "The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 42(C).

   Cited by:

   1. Kiss, Gábor Dávid & Alipanah, Sabri, 2024. "Sovereign spread divergence owing to inflation and redenomination risk countered by unconventional monetary policy in the Eurozone," Economic Modelling, Elsevier, vol. 131(C).
   2. Iyer, Subramanian Rama & Simkins, Betty J., 2022. "COVID-19 and the Economy: Summary of research and future directions," Finance Research Letters, Elsevier, vol. 47(PB).
   3. Baihua Yuan & Wang Leiling & Hayot Berk Saydaliev & Vishal Dagar & Ángel Acevedo-Duque, 2022. "Testing the impact of fiscal policies for economic recovery: does monetary policy act as catalytic tool for economic Survival," Economic Change and Restructuring, Springer, vol. 55(4), pages 2215-2235, November.

5. Schadner, Wolfgang, 2020. "An idea of risk-neutral momentum and market fear," Finance Research Letters, Elsevier, vol. 37(C).

   Cited by:

   1. Wang, Jun & Song, Xiuna, 2022. "The effect of limited attention and risk attitude on left-tail reversal: Empirical results from a-share data in China," Finance Research Letters, Elsevier, vol. 46(PA).
   2. Pedro M. Nogueira Reis, 2022. "Determinants of Qualified Investor Sentiment during the COVID-19 Pandemic in North America, Asia, and Europe," Economies, MDPI, vol. 10(6), pages 1-20, June.
   3. Schadner, Wolfgang, 2021. "On the persistence of market sentiment: A multifractal fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).

Chapters

Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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.

1. NEP-RMG: Risk Management (3) 2020-02-10 2021-07-26 2023-09-11. Author is listed
2. NEP-FMK: Financial Markets (1) 2023-09-11. Author is listed

Corrections

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