Wolfsburger Working Papers

No. 24-01: The Influence of ESG Ratings on the Returns of Real Estate Companies

No. 24-02: When it really matters: Algorithm aversion occurs most often when it is most harmful

No. 24-03: Casting out the devil with Beelzebub? On the interaction of loss aversion and algorithm aversion

No. 24-04: Choice Overload as an antidote to algorithm aversion: ineffective for men and exacerbating for women

23-01: Willingness to Use Algorithms Varies with Social Information on Weak vs. Strong Adoption: An Experimental Study on Algorithm Aversion ^{[J. R. Judek]}

22-03: Unicorn, Yeti, Nessie, and Neoclassical Market – Legends and Empirical Evidence

^{[I. Filiz, J. R. Judek, M. Lorenz, M. Spiwoks]}

22-02: Impact of the Decoy Effect on Algorithm Aversion ^{[M. Lorenz]}

22-01: Algorithm Aversion as an Obstacle in the Establishment of Robo Advisors 

^{[ I. Filiz, J. R. Judek, M. Lorenz, M. Spiwoks]}

21-01: Reducing Algorithm Aversion Through Experience  ^{[I. Filiz, J. R. Judek, M. Lorenz and M. Spiwoks]}

21-02: The Tragedy of Algorithm Aversion ^{[I. Filiz, J. R. Judek, M. Lorenz and M. Spiwoks]}

21-03: Sticky Stock Market Analysts ^{[I. Filiz, J. R. Judek, M. Lorenz and M. Spiwoks]}

21-04: Creative Drive and Algorithm Aversion – The Impact of Influence in the Process of Algorithmic Decision-making on Algorithm Aversion ^{[Z. Gubaydullina, J. R. Judek, M. Lorenz and M. Spiwoks]}

• 20-01: The Magic of Figures: Anchoring and Interferences  ^{[M. Spiwoks and Z. Gubaydullina]}
• 20-02:  Interest Rate Forecasts in Latin America  ^{[I. Filiz, J. R. Judek, M. Lorenz and M. Spiwoks]}

• 19-01: Investing in fine wine from the perspectives of diversification and costs ^{[T. Nahmer]}
• 19-02: Herd behavior and mood: An experimental study on the forecasting of share prices ^{[I. Filiz, T. Nahmer and M. Spiwoks]}

• 18-01: Measurement of Risk Preference ^{[I. Filiz, T. Nahmer, M. Spiwoks and Z. Gubaydullina]}
• 18-02: The reliability of interest rate forecasts in the Asia-Pacific region: opportunities for portfolio management ^{[I. Filiz, T. Nahmer, M. Spiwoks and K. Bizer]}
• 18-03: Emotions and exposure to risk: the influence of positive and negative emotions on portfolio decisions ^{[I. Filiz]}

• 17-03 Rebalancing und Diversification Return am deutschen und europäischen Aktienmarkt - Eine theoretische und empirische Analyse ^{[F. Meyer-Bullerdiek]}
• 17-02 Overconfidence: the Influence of Positive and Negative Affect ^{[I. Filiz]}
• 17-01 Portfolio Diversification: the Influence of Herding, Status-quo Bias and Gambler's Fallacy. An experimental Study. ^{[I. Filiz, T. Nahmer, M. Spiwoks, K. Bizer]}

• 16-03 On the Measurement of Overconfidence - An Experimental Study ^{[M. Spiwoks, K. Bizer]} 
• 16-02 Correlation Neglect and Overconfidence - An Experimental Study ^{[M. Spiwoks, K. Bizer]} 
• 16-01 Risikobasierte Asset Allocation mit dem Risk Parity-Ansatz - Eine theoretische und empirische Analyse für den deutschen Markt ^{[F. Meyer-Bullerdiek]}

• 14-01 Prognoserevisionen bei Konjunkturprognosen. Empirische Ursachenforschung anhand von Konsensprognosen für das Bruttoinlandsprodukt der G7-Staaten ^{[J. Scheier]} 

• 12-02 Anwendbarkeit von symmetrischen Risikomaßen zur Erfolgsbeurteilung von Portfolio Insurance-Strategien ^{[F. Meyer-Bullerdiek]}
• 12-01 The improvement of annual economic forecasts by using non-annual indicators - An empirical investigation for the G7 states  ^{[J. Scheier]} 

• 11-05 On Assessing Economic Forecasts ^{[M. Spiwoks,  J. Scheier, O. Hein]}
• 11-04 Network Centrality and Stock Market Volatility: The Impact of Communication Topologies on Prices ^{[O. Hein, M. Schwind, M. Spiwoks]}
• 11-03 The Status Quo Bias of Bond Market Analysts ^{[Z. Gubaydullina, O. Hein, M. Spiwoks]}
• 11-02 Correlation neglect, naïve diversification, and irrelevant information as stumbling blocks for optimal diversification ^{[Z. Gubaydullina, M. Spiwoks]}
• 11-01 Trapped in the Here and Now – New Insights into Financial Market Analyst Behavior ^{[M.Spiwoks, Z. Gubaydullina, O. Hein]}

• 08-05 The Golden Mean Fallacy and Financial Market Forecasting ^{[M. Spiwoks]}
• 08-04 The Pessimism of Swiss Bond Market Analysts and the Limits of the Sign Accuracy Test ^{[M. Spiwoks, N. Bedke, O. Hein]}
• 08-03 Topically Orientated Trend Adjustment and Autocorrelation of the Residuals ^{[M.  Spiwoks, N. Bedke, O. Hein]}
• 08-02 Forecasting the Past: The Case of U.S. Interest Rate Forecasts ^{[M. Spiwoks, N. Bedke, O. Hein]}
• 08-01 Gregarious Analysts - Experimental Evidence for Reputational Herding ^{[N. Bedke, 
  K. Bizer, M. Spiwoks]}

• 05-03 Informational Cascades in the Laboratory: Are These Merely a Fata Morgana? ^{[M. Spiwoks, K. Bizer, O. Hein]}
• 05-02 Anchoring Near the Lighthouse: Bond Market Analysts’ Behavior Co-ordination by External Signal ^{[M. Spiwoks, K.  Bizer, O. Hein]}
• 05-01 Forecasting the Past: The Case of U.S. Interest Rate Forecasts ^{[M. Spiwoks, O. Hein]}