@article{SchneiderTran2015,
  author    = {Schneider, Felix and Tran, Duc Hung},
  title     = {On the relation between the fair value option and bid-ask spreads: descriptive evidence on the recognition of credit risk changes under IFRS},
  series = {Journal of Business Economics},
  volume    = {85},
  journal   = {Journal of Business Economics},
  number    = {9},
  publisher = {Springer},
  address   = {Berlin},
  issn      = {1861-8928},
  doi       = {10.1007/s11573-015-0776-2},
  pages     = {1049 -- 1081},
  year      = {2015},
  language  = {en}
}
@incollection{SchneiderWisselinkNoelleetal.2020,
  author    = {Schneider, Dominik and Wisselink, Frank and N{\"o}lle, Nikolai and Czarnecki, Christian},
  title     = {Influence of artificial intelligence on commercial interactions in the consumer market},
  series = {Automatisierung und Personalisierung von Dienstleistungen : Methoden - Potenziale - Einsatzfelder},
  booktitle = {Automatisierung und Personalisierung von Dienstleistungen : Methoden - Potenziale - Einsatzfelder},
  editor    = {Bruhn, Manfred and Hadwich, Karsten},
  publisher = {Springer Gabler},
  address   = {Wiesbaden},
  isbn      = {978-3-658-30167-5 (Print)},
  doi       = {10.1007/978-3-658-30168-2_7},
  pages     = {183 -- 205},
  year      = {2020},
  abstract  = {Recently, novel AI-based services have emerged in the consumer market. AI-based services can affect the way consumers take commercial decisions. Research on the influence of AI on commercial interactions is in its infancy. In this chapter, a framework creating a first overview of the influence of AI on commercial interactions is introduced. This framework summarizes the findings of comparing numerous customer journeys of novel AI-based services with corresponding non-AI equivalents.},
  language  = {en}
}
@inproceedings{SchneckenburgerFranzenGligorevicetal.2011,
  author    = {Schneckenburger, N. and Franzen, N. and Gligorevic, Snjezana and Schnell, M.},
  title     = {L-band compatibility of LDACS1},
  series = {IEEE/AIAA 30th Digital Avionics Systems Conference (DASC) : 16 - 20 Oct. 2011, Seattle, Wash.},
  booktitle = {IEEE/AIAA 30th Digital Avionics Systems Conference (DASC) : 16 - 20 Oct. 2011, Seattle, Wash.},
  organization    = {Institute of Electrical and Electronics Engineers},
  isbn      = {978-1-61284-797-9},
  issn      = {2155-7195},
  pages     = {4C3-1 -- 4C3-11},
  year      = {2011},
  language  = {en}
}
@inproceedings{SchnabelBerndt1973,
  author    = {Schnabel, Eberhard and Berndt, Heinz},
  title     = {Zur selektive Abspaltbarkeit der t-Butyloxycarbonylgruppe},
  series = {Peptides 1971 : proceedings of the Eleventh European Peptide Symposium, Vienna, Austria, April 1971},
  booktitle = {Peptides 1971 : proceedings of the Eleventh European Peptide Symposium, Vienna, Austria, April 1971},
  editor    = {Nesvadba, H.},
  publisher = {North-Holland Publ. [u.a.]},
  address   = {Amsterdam [u.a.]},
  isbn      = {0-7204-4120-X},
  pages     = {69 -- 70},
  year      = {1973},
  language  = {en}
}
@article{SchmitzWeber2012,
  author    = {Schmitz, Philipp and Weber, Martin},
  title     = {Buying and selling behavior of individual investors in option-like securities},
  series = {Die Betriebswirtschaft : DBW},
  volume    = {72},
  journal   = {Die Betriebswirtschaft : DBW},
  number    = {5},
  publisher = {Sch{\"a}ffer-Poeschel},
  address   = {Stuttgart},
  issn      = {0342-7064},
  doi       = {10.2139/ssrn.2055088},
  pages     = {409 -- 426},
  year      = {2012},
  abstract  = {We analyze the trading behavior of individual investors in option-like securities, namely bankissued warrants, and thus expand the growing literature of investors behavior to a new kind of securities. A unique data set from a large German discount broker gives us the opportunity to analyze the trading behavior of 1,454 investors, making 89,958 transactions in 6,724 warrants on 397 underlyings. In different logit regression, we make use of the facts that investors can speculate on rising and falling prices of the underlying with call and put warrants and that we also have information about the stock portfolios of the investors. We report several facts about the trading behavior of individual investors in warrants that are consistent with the literature on the behavior of individual investors in the stock market. The warrant investors buy calls and sell puts if the price of the underlying has decreased over the past trading days and they sell calls and buy puts if the price of the underlying has increased. That means, the investors follow negative feedback trading strategies in all four trading categories observed. In addition, we find strong evidence for the disposition effect for call as well as put warrants, which is reversed in December. The trading behavior is also influenced if the underlying reaches some exceptionally prices, e.g. highs, lows or the strike price. We show that hedging, as one natural candidate to buy puts, does not play an important role in the market for bank-issued warrants.},
  language  = {en}
}
@article{SchmitzWeber2007,
  author    = {Schmitz, Philipp and Weber, Martin},
  title     = {Buying and selling behavior of individual investors in option-like securities},
  pages     = {1 -- 36},
  year      = {2007},
  language  = {en}
}
@phdthesis{Schmitz2007,
  author    = {Schmitz, Philipp},
  title     = {Empirical analyses of the trading behavior of individual investors in the warrant market},
  pages     = {XVI, 172 S.},
  year      = {2007},
  language  = {en}
}
@incollection{SchmitzDietzeCzarnecki2019,
  author    = {Schmitz, Manfred and Dietze, Christian and Czarnecki, Christian},
  title     = {Enabling digital transformation through robotic process automation at Deutsche Telekom},
  series = {Enabling digital transformation through robotic process automation at Deutsche Telekom},
  booktitle = {Enabling digital transformation through robotic process automation at Deutsche Telekom},
  editor    = {Urbach, Nils and R{\"o}glinger, Maximilian},
  publisher = {Springer},
  address   = {Cham},
  isbn      = {978-3-319-95272-7},
  doi       = {10.1007/978-3-319-95273-4_2},
  pages     = {15 -- 33},
  year      = {2019},
  abstract  = {Due to the high number of customer contacts, fault clearances, installations, and product provisioning per year, the automation level of operational processes has a significant impact on financial results, quality, and customer experience. Therefore, the telecommunications operator Deutsche Telekom (DT) has defined a digital strategy with the objectives of zero complexity and zero complaint, one touch, agility in service, and disruptive thinking. In this context, Robotic Process Automation (RPA) was identified as an enabling technology to formulate and realize DT's digital strategy through automation of rule-based, routine, and predictable tasks in combination with structured and stable data.},
  language  = {en}
}
@article{SchmitzHirschBongaertsetal.2002,
  author    = {Schmitz, M. and Hirsch, E. and Bongaerts, Johannes and Takors, Ralf},
  title     = {Pulse experiments as a prerequisite for the quantification of in vivo enzyme kinetics in aromatic amino acid pathway of Eschericia coli},
  series = {Biotechnology progress},
  volume    = {Vol. 18},
  journal   = {Biotechnology progress},
  number    = {Iss. 5},
  issn      = {1520-6033 (E-Journal); 8756-7938 (Print)},
  pages     = {935 -- 941},
  year      = {2002},
  language  = {en}
}
@article{SchmitzSpicherKollmeier1988,
  author    = {Schmitz, G{\"u}nter and Spicher, U. and Kollmeier, H.P.},
  title     = {Application of a New Optical-Fiber Technique for Flame Propagation Diagnostics in IC Engines},
  year      = {1988},
  language  = {en}
}