| Intermediary Asset Pricing with Heterogeneous Agents – A Simulation-Based Approach |
grammig, jGrammig, Joachim, 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 |
| Portfolio Choice with ETFs: Pitfalls and Progress |
Tom Ernst, Holger Kraft und Claus Munk |
A14 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4687259 |
| 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 |
| Deciphering Monetary Policy Shocks |
Phillipp Gnan, Maximilian Schleritzko, Maik Schmeling, Christian Wagner |
A21 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4074113 |
| Passive Investing and Market Quality |
Philipp Höfler, Christian Schlag, Maik Schmeling |
A13 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4567751 |
| Volatility Surfaces and Expected Option Returns |
Philipp Höfler |
A13 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4869272 |
| Intermediary Asset Pricing with Heterogeneous Intermediaries and Share-Dependent Restrictions |
Nicole Branger, Patrick Brock, Christian Schlag, Leonie Wieneke |
B01 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5185161 |
| Expected Bond Liquidity |
Marcel Müller, Michael Reichenbacher, Philipp Schuster, Marliese Uhrig-Homburg |
A12 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3642604 |
| Anomalies and Optionability |
Julian Böll, Julian Thimme, Marliese Uhrig-Homburg |
A23 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4300137 |
| 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 |
| How Option Traders Take Sides on Return Predictability |
Julian Böll, Fanchen Meng, Julian Thimme, Marliese Uhrig-Homburg |
A23 |
Link |
| 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 |
| 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 |
| Option Trade Classification |
Caroline Grauer, Philipp Schuster, Marliese Uhrig-Homburg |
A22 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4098475 |
| Heterogeneous Intermediary Asset Pricing - A Comment |
Alexander Reining |
B02 |
Link |
| Measuring Option Liquidity |
Alexander Götz, Ryan Riordan, Philipp Schuster, Marliese Uhrig-Homburg |
A22 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5239635 |
