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Guaranteed stop orders as portfolio insurance : an analysis for the German stock market

Leicht, Jonathan Josef; Rathgeber, Andreas W. - In: Journal of derivatives & hedge funds 20 (2014) 4, pp. 257-278

Persistent link: https://www.econbiz.de/10010462895

Pricing fx forwards in OTC markets - new evidence for the pricing mechanism when faced with counterparty risk

Leonhardt, A.; Rathgeber, Andreas W.; Stadler, Johannes; … - In: Applied economics 47 (2015) 25/27, pp. 2860-2877

Persistent link: https://www.econbiz.de/10010519848

The impact of speculation on commodity prices : a Meta-Granger analysis

Wimmer, Thomas; Geyer-Klingeberg, Jerome; Hütter, Marie; … - In: Journal of commodity markets 22 (2021), pp. [1-19]

Persistent link: https://www.econbiz.de/10012807728

Do Stock Markets React to Soccer Games? A Meta-Regression Analysis

Geyer-Klingeberg, Jerome - 2018

This study applies meta-regression analysis to aggregate a sample of 1,126 empirical estimates of the stock market reaction to soccer matches collected from 37 primary studies. Our results indicate that winning a match is not associated with significant return effects for both national teams and...

Persistent link: https://www.econbiz.de/10012935946

Do stock markets react to soccer games? : a meta-regression analysis

Geyer-Klingeberg, Jerome; Hang, Markus; Walter, Matthias; … - In: Applied economics 50 (2018) 19, pp. 2171-2189

Persistent link: https://www.econbiz.de/10011850114

Rebalancing effects of commodity indices on open interest, volume and prices

Schmid, Florian; Mayer, Herbert Georg; Wanner, Markus; … - In: The European journal of finance 29 (2023) 10, pp. 1187-1206

Persistent link: https://www.econbiz.de/10014322995

Optionspreise und implizite Kursprozesse

Wallmeier, Martin - In: Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift …, (pp. 331-346). 2003

Persistent link: https://www.econbiz.de/10001736363

Der Informationsgehalt von Optionspreisen

Wallmeier, Martin - 2003

Persistent link: https://www.econbiz.de/10001747262

Underpricing bei der Erstemission von Aktien am Neuen Markt (1997 - 1998)

Wallmeier, Martin; Rösl, Rainer - In: Finanz-Betrieb : FB ; Zeitschrift für … 1 (1999) 7, pp. 134-142

Persistent link: https://www.econbiz.de/10001417322

Der Informationsgehalt von Optionspreisen

Wallmeier, Martin - 2003

Die Preise, zu denen Aktienindexoptionen an den internationalen Terminbörsen gehandelt werden, weichen in der Regel systematisch von den Implikationen des von Black, Scholes und Merton entwickelten Standartmodells der Optionsbewertung ab. Zur Erklärung dieses als "Smile-Effekt" bekannten...

Persistent link: https://www.econbiz.de/10013509175