| Expected Bond Liquidity |
Marcel Müller, Michael Reichenbacher, Philipp Schuster, Marliese Uhrig-Homburg |
A12 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3642604 |
| Intermediation Dynamics in Corporate Bond Markets |
Marius Schmidt, Philipp Schuster, Marliese Uhrig-Homburg |
A12 |
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| 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 |
| 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 |
| 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 |
| Anomalies and Optionability |
Julian Böll, Julian Thimme, Marliese Uhrig-Homburg |
A23 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4300137 |
| How Option Traders Take Sides on Return Predictability |
Julian Böll, Fanchen Meng, Julian Thimme, Marliese Uhrig-Homburg |
A23 |
Link |
| 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 |
