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Pricing anomaly at the first sight : same borrower in different currencies faces different credit spreads : an explanation by means of a quanto option
Rathgeber, Andreas W.; Rudolph, David; Stöckl, Stefan - In: Review of derivatives research 18 (2015) 2, pp. 107-143
Persistent link: https://www.econbiz.de/10011477291
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Determinanten erwarteter Renditen am deutschen Aktienmarkt : eine empirische Untersuchung anhand ausgewählter Kennzahlen
Wallmeier, Martin - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 52 (2000) 1, pp. 27-57
Persistent link: https://www.econbiz.de/10001473949
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Der Informationsgehalt von Optionspreisen
Wallmeier, Martin - 2003
Persistent link: https://www.econbiz.de/10001747262
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Gewinnprognosen von Finanzanalysten : ein europäischer Vergleich
Wallmeier, Martin - 2004
Persistent link: https://www.econbiz.de/10002416023
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Analysts' earnings forecasts in Germany during the stock market boom of the 1990s
Wallmeier, Martin - 2004
Persistent link: https://www.econbiz.de/10002416051
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Gewinnprognosen von Finanzanalysten : ein europäischer Vergleich
Wallmeier, Martin - In: Finanz-Betrieb : FB ; Zeitschrift für … 7 (2005) 11, pp. 744-750
Persistent link: https://www.econbiz.de/10003273917
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Determinants of Implied Volatility Smiles - An Empirical Analysis Using Intraday DAX Equity Options
Rathgeber, Andreas - 2018
By extending and reviewing determinants of the implied volatility in the context of high frequency (HF) trade-by-trade DAX equity options from the EUREX a mean-reversion autocorrelation process is revealed, besides confirming low frequency results such as moneyness, time, liquidity, volume and...
Persistent link: https://www.econbiz.de/10012932062
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Forecasting the correlation structure of German stock returns : a test of firm-specific factor models
Steiner, Manfred; Wallmeier, Martin - In: European financial management : the journal of the … 5 (1999) 1, pp. 85-102
Persistent link: https://www.econbiz.de/10001365922
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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