Paul Karehnke

Economics, Econometrics and Finance · Social Sciences

9h-index201citations24works0.52yr avg
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Research Topics

Financial Markets and Investment Strategies(15), Decision-Making and Behavioral Economics(7), Economic theories and models(6), Housing Market and Economics(5), Market Dynamics and Volatility(5)

Publications24 total

Belief Skewness in the Stock Market
SSRN Electronic Journal·2025Open Access
First-Order Prudence and Its Implications for Precautionary Savings and the Risk-Free Rate
Operations Research·2024· 1 cited
Systematic Skewness and Stock Returns
The Review of Asset Pricing Studies·2024· 1 cited
Beta Horizons
SSRN Electronic Journal·2024Open Access
First-Order Prudence and its Implications for Precautionary Savings and the Risk-Free Rate
SSRN Electronic Journal·2023· 1 citedOpen Access
Crowding and Tail Risk in Momentum Returns
Journal of Financial and Quantitative Analysis·2021· 26 cited
Online Appendix: Skewness Preferences in Choice under Risk
SSRN Electronic Journal·2021· 3 citedOpen Access
Time-varying state variable risk premia in the ICAPM
Journal of Financial Economics·2020· 36 cited
Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds
Management Science·2020· 14 citedOpen Access
On Systematic Skewness and Stock Returns
SSRN Electronic Journal·2020Open Access
Two Skewed Risks
SSRN Electronic Journal·2020· 2 citedOpen Access
Skewness Preferences in Choice under Risk
SSRN Electronic Journal·2019· 19 citedOpen Access
Stereotypes, underconfidence and decision-making with an application to gender and math
Journal of Economic Behavior & Organization·2018· 33 citedOpen Access
Stereotypes, Underconfidence and Decision-Making with an Application to Gender and Math
SSRN Electronic Journal·2018· 1 citedOpen Access
Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds
SSRN Electronic Journal·2018· 11 citedOpen Access
Addendum: A Simple Skewed Distribution with Asset Pricing Applications
European Finance Review·2017· 12 citedOpen Access
Time-Varying Predictability of Consumption Growth, Macro-Uncertainty, and Risk Premiums
SSRN Electronic Journal·2017· 2 citedOpen Access
Institutional Crowding and the Moments of Momentum
SSRN Electronic Journal·2017· 5 citedOpen Access
A Simple Skewed Distribution with Asset Pricing Applications
European Finance Review·2016· 19 cited
Evaluating Hedge Fund Performance with Prudent Investors
SSRN Electronic Journal·2016Open Access
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Frequent Co-authors

Frans de Roon(7), Pedro Barroso(4), Elyès Jouini(4), Clotilde Napp(4), Sebastian Ebert(4), Martijn Boons(2), Roger M. Edelen(2), Arthur Beddock(2)