UH

Prof. Dr. Marliese Uhrig-Homburg

Publikationen
Titel Autor Projekt Quelle
How Option Traders Take Sides on Return Predictability

Julian Böll, Fanchen Meng, Julian Thimme, Marliese Uhrig-Homburg

A23

Link
Following the Footprints: Towards a Taxonomy of the Factor Zoo

Julian Böll, Fanchen Meng, Julian Thimme, Marliese Uhrig-Homburg

A23

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4702435
Anomalies and Optionability

Julian Böll, Julian Thimme, Marliese Uhrig-Homburg

A23

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4300137
Measuring Option Liquidity

Alexander Götz, Ryan Riordan, Philipp Schuster, Marliese Uhrig-Homburg

A22

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239635
Option Trade Classification

Caroline Grauer, Philipp Schuster, Marliese Uhrig-Homburg

A22

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4098475
Asset Pricing Results in Option Markets: True, Spurious, or Overlooked?

Jelena Eberbach, Matthias Molnar, Philipp Schuster, Marliese Uhrig-Homburg

A22

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5192589
Margin Requirements and Equity Option Returns

Steffen Hitzemann, Michael Hofmann, Marliese Uhrig-Homburg, Christian Wagner

A22

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2789113
Same Same But Different: The Risk Profile of Corporate Bond ETFs

Johannes Dinger, Marcel Müller, Aleksandra Rzeźnik, Marliese Uhrig-Homburg

A12

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5193084
Expected Bond Liquidity

Marcel Müller, Michael Reichenbacher, Philipp Schuster, Marliese Uhrig-Homburg

A12

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3642604