| The Intermediary Channel of Monetary Policy |
Matthias Reiner, David Worms |
A21 |
https://ssrn.com/abstract=5752204 |
|
| Intermediary Asset Pricing with Passive Funds |
Tom Ernst, Monika Gehde-Trapp, Holger Kraft |
A11, A14 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6122807 |
|
| Investor Composition and Dealer Balance-Sheet Exposure in Corporate Bond Markets (previously: Intermediation Dynamcis in Corporate Bond Markets) |
Marius Schmidt, Philipp Schuster, Marliese Uhrig-Homburg |
A12 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5613490 |
ECB Seminar 2025 |
| Measuring Option Liquidity |
Alexander Götz, Ryan Riordan, Philipp Schuster, Marliese Uhrig-Homburg |
A22 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239635 |
DGF 2025, CDI 2025 |
| 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 |
DGF 2025, AFML 2025, Modern Finance Conf. 2025, NFA 2026 |
| 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 |
DGF 2024, FMA 2025, SFA 2025, SWFA 2025 |
| Intermediary Asset Pricing with Heterogeneous Intermediaries and State-Dependent Restrictions |
Nicole Branger, Patrick Brock, Christian Schlag, Leonie Wieneke |
B01 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5185161 |
DGF 2024 |
| Intermediary Asset Pricing with Heterogeneous Agents – A Simulation-Based Approach |
Joachim Grammig, Alexander Reining, Jantje Sönksen |
B02 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5114894 |
|
| Passive Investment Styles |
Tom Ernst, Monika Gehde-Trapp, Holger Kraft |
A11, A14 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5024011 |
FMA 2025, Univ. Siena 2025, Univ. Florenz 2025 |
| Volatility Surfaces and Expected Option Returns |
Philipp Höfler |
A13 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4869272 |
DGF 2024 (PhD Workshop) |
| Once a Trader, Always a Trader: The Role of Traders in Fund Management |
Gjergji Cici, Philipp Schuster, Franziska Weishaupt |
A12 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4702553 |
DGF 2024 (PhD Workshop), DGF 2025 |
| Option Trading-Implied Prevalence of Asset Pricing Anomalies (previously: 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 |
DGF 2024, ESSEC 2024, CICF 2025 |
| Portfolio Choice with ETFs: Pitfalls and Progress |
Tom Ernst, Holger Kraft, Claus Munk |
A14 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4687259 |
DGF 2024, Univ. Maastricht 2024 |
| Passive Investing and Market Quality |
Philipp Höfler, Christian Schlag, Maik Schmeling |
A13 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4567751 |
SFS Cavalcade North America 2024, AFA 2025, Plato MI3 2025 |
| Option Trade Classification |
Caroline Grauer, Philipp Schuster, Marliese Uhrig-Homburg |
A22 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4098475 |
SAFE Market Microstructure 2024, DGF 2024, University of Liverpool 2025, MFA 2025, |
| Deciphering Monetary Policy Shocks |
Phillipp Gnan, Maximilian Schleritzko, Maik Schmeling, Christian Wagner |
A21 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4074113 |
Int. Symp. on Money, Banking & Finance 2022, EEA2022, LTI@UniTO 2023, ECB 2024, USI Lugano 2024, Fulcrum Asset Management 2024, ESSEC 2024, Sveriges Riksbank 2025 |
| Expected Bond Liquidity |
Marcel Müller, Michael Reichenbacher, Philipp Schuster, Marliese Uhrig-Homburg |
A12 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3642604 |
ESSEC 2024 |
| 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 |
|
| Anomalies and Optionability |
Julian Böll, Julian Thimme, Marliese Uhrig-Homburg |
A23 |
Review of Derivatives Research 2026, Vol. 29
https://doi.org/10.1007/s11147-026-09242-x |
|
| Heterogeneous Intermediary Asset Pricing - A Comment |
Alexander Reining |
B02 |
Link |
|
| How Option Traders Take Sides on Return Predictability |
Julian Böll, Fanchen Meng, Julian Thimme, Marliese Uhrig-Homburg |
A23 |
Link |
DGF 2025 |
| Heterogeneous Intermediaries in a Production Economy |
Nicole Branger, Patrick Brock, Christian Schlag, Leonie Wieneke |
B01 |
|
DGF 2025, EFMA 2026, FMA (Europ. Conf.) 2026 |
