| Titel | Autor | Projekt | Quelle |
|---|---|---|---|
| Heterogeneous Intermediary Asset Pricing - A Comment | Alexander Reining |
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| Measuring Option Liquidity | Alexander Götz, Ryan Riordan, Philipp Schuster, Marliese Uhrig-Homburg |
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| How Option Traders Take Sides on Return Predictability | Julian Böll, Fanchen Meng, Julian Thimme, Marliese Uhrig-Homburg |
||
| Margin Requirements and Equity Option Returns | Steffen Hitzemann, Michael Hofmann, Marliese Uhrig-Homburg, Christian Wagner |
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| Expected Bond Liquidity | Marcel Müller, Michael Reichenbacher, Philipp Schuster, Marliese Uhrig-Homburg |
||
| Deciphering Monetary Policy Shocks | Phillipp Gnan, Maximilian Schleritzko, Maik Schmeling, Christian Wagner |
||
| Option Trade Classification | Caroline Grauer, Philipp Schuster, Marliese Uhrig-Homburg |
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| Anomalies and Optionability | Julian Böll, Julian Thimme, Marliese Uhrig-Homburg |
||
| Passive Investing and Market Quality | Philipp Höfler, Christian Schlag, Maik Schmeling |
||
| Portfolio Choice with ETFs: Pitfalls and Progress | Tom Ernst, Holger Kraft, Claus Munk |
||
| Following the Footprints: Towards a Taxonomy of the Factor Zoo | Julian Böll, Fanchen Meng, Julian Thimme, Marliese Uhrig-Homburg |
||
| Once a Trader, Always a Trader: The Role of Traders in Fund Management | Gjergji Cici, Philipp Schuster, Franziska Weishaupt |
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| Volatility Surfaces and Expected Option Returns | Philipp Höfler |
||
| Passive Investment Styles | Tom Ernst, Monika Gehde-Trapp, Holger Kraft |
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| Intermediary Asset Pricing with Heterogeneous Agents – A Simulation-Based Approach | Joachim Grammig, Alexander Reining, Jantje Sönksen |
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| Intermediary Asset Pricing with Heterogeneous Intermediaries and Share-Dependent Restrictions | Nicole Branger, Patrick Brock, Christian Schlag, Leonie Wieneke |
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| Asset Pricing Results in Option Markets: True, Spurious, or Overlooked? | Jelena Eberbach, Matthias Molnar, Philipp Schuster, Marliese Uhrig-Homburg |
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| Same Same But Different: The Risk Profile of Corporate Bond ETFs | Johannes Dinger, Marcel Müller, Aleksandra Rzeźnik, Marliese Uhrig-Homburg |
