Prof. Dr. Dieter Hess
Sprechstunde: nach Vereinbarung
- Since 2008 Speaker of Finance Area, University of Cologne
- 2007 - 2010 Board Member Foundation for International Business Administration Accreditation (FIBAA)
- 2007 - 2010 Member of Schmalenbach-Finance Workgroup
- Since 2004 Professor of Corporate Finance, University of Cologne
- 2003 - 2004 Professor of Finance, Frankfurt School of Finance & Management
- 2001 Habilitation, Business Administration, University of Konstanz
- 2000 - 2001 Habilitation Grant (Deutsche Forschungsgemeinschaft, DFG)
- 1998 - 1999 Visiting Scholar, Stern School of Business, New York University
- 1994 Dr. rer. pol., Economics, University of Konstanz
- 1987 Dipl. oec., Business Administration, University of Augsburg
- Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test, Review of Finance, vol 17, 2013, 2097-2131 (with S. Orbe).
- Extended Dividend, Cash Flow and Residual Income Valuation Models - Accounting for Deviations from Ideal Conditions, Contemporary Accounting Research, vol. 30, 2013, 42-79 (with N. Heinrichs, C. Homburg, M. Lorenz and S. Sievers).
- Price Adjustments to News with Uncertain Precision, Journal of International Money and Finance, vol. 31, 2012, 169-180 (with N. Hautsch and C. Müller)
- The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility, Journal of Banking and Finance, vol. 35, 2011, 2733-2746 (with N. Hautsch and D. Veredas).
- Bayesian Learning in Financial Markets - Testing for the Relevance of Information Precision, Journal of Financial and Quantitative Analysis, vol. 42, 2007, 189-208 (with N. Hautsch).
- Determinants of the relative price impact of unanticipated information in U.S. macroeconomic releases, Journal of Futures Markets, vol. 24, 2004, 609-630.
- The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report, Review of Finance, Vol. 6, 2002, 133-161, (with N. Hautsch).
- Information Diffusion in Electronic and Floor Trading, Journal of Empirical Finance, vol. 7, 2000, S. 455-478, (with G. Franke)