Institute for Capital Markets and Corporate Finance
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Professor Markus Glaser

Prof. Dr. Markus Glaser

Director

Contact

Schackstraße 4
80539 München
Germany

Room: 015
Phone: +49 (0) 89 2180-2211
Fax: +49 (0) 89 2180-2016

Office hours:
Friday, 10 - 11 a.m. (currently only by appointment)

Further Information

Areas of responsibility

Director of the Institute for Capital Markets and Corporate Finance

Fields of Research

  • Corporate Finance
  • Asset Pricing
  • Behavioral Finance

Selected Publications

  • Glaser, Markus, Zwetelina Iliewa, and Martin Weber, 2019, Thinking about Prices versus Thinking about Returns in Financial Markets, Journal of Finance 74(6), 2997-3039. (Link to paper, Link to internet appendix, Link to data and replication code, Press coverage in Harvard Business Manager)
  • Glaser, Markus, Florencio Lopez de Silanes, and Zacharias Sautner, 2013, Opening the Black Box: Internal Capital Markets and Managerial Power, Journal of Finance 68(4), 1577–1631. (Link to paper, Link to internet appendix)
  • Glaser, Markus, Thomas Langer, and Martin Weber, 2013, True Overconfidence in Interval Estimates: Evidence Based on a New Measure of Miscalibration, Journal of Behavioral Decision Making 26(5), 405-417. (Link to paper, Link to questionnaire, Link to data)
  • Glaser, Markus, and Sebastian Müller, 2010, Is the diversification discount caused by the book value bias of debt?, Journal of Banking & Finance 34(10), 2307-2317. (Link to paper)
  • Glaser, Markus, and Martin Weber, 2009, Which Past Returns Affect Trading Volume?, Journal of Financial Markets 12, 1-31 (lead article). (Link to paper)
  • Glaser, Markus, and Martin Weber, 2007, Why Inexperienced Investors Do Not Learn: They Do Not Know Their Past Portfolio Performance, Finance Research Letters 4, 203-216, Winner of the "Ross Best Paper Award" for the best paper published in "Finance Research Letters" in the year 2007. (Link to paper)
  • Glaser, Markus, and Martin Weber, 2007, Overconfidence and Trading Volume, Geneva Risk and Insurance Review 32, 1-36 (lead article), Winner of the "SCOR/IDEI/Dauphine Annual Award" for the best paper published in "Geneva Risk and Insurance Review" in the year 2007. (Link to paper)
  • Glaser, Markus, Thomas Langer, Jens Reynders, and Martin Weber, 2007, Framing Effects in Stock Market Forecasts: The Difference Between Asking for Prices and Asking for Returns, Review of Finance 11, 325-357. (Link to paper, Link to questionnaire)
  • Glaser, Markus, and Martin Weber, 2005, September 11 and Stock Return Expectations of Individual Investors, Review of Finance 9, 243-279. (Link to paper)

All publications

Curriculum vitae

 


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