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Working papers 2014

Lamia Bekkour, Thorsten Lehnert, Francisco Nadal de Simone, Fanou Rasmouki

CDS Contracts versus Put Options.pdf 1,12 MB

Rasha Alsakka, Owain ap Gwylim, Fanou Rasmouki

European Banks and their Sovereigns_View from the Credit Rating Agencies_December 2014.pdf 1,02 MB

Kalle Rinne, Matti Suominen

Mutual Funds' Returns from Providing Liquidity and Costs of Immediacy_Rinne_Suominen_February 2014.pdf 1,13 MB

Luiz Félix, Roman Kräussl, Philip Stork

The 2011 European Short Sale Ban_An Option Market Perspektive_Félix_Kräussl_Storck_March 2014.pdf 1,07 MB

Roman Kräussl, Elizaveta Mirgorodskaya

News Media Sentiment and Investor Behavior_Kräussl_Mirgorodskaya_April 2014.pdf 509,55 kB

Narasimhan Jegadeesh, Roman Kräussl, Joshua M. Pollet

Risk and Expected Returns of Private Equity Investments_Evidence Based on Market Prices_Jegadeesh_Kräussl_Pollet_April 2014.pdf 707,81 kB

Thorsten Lehnert, Yuehao Lin, Christian Wolff

Skewness Risk Premium_Theory and Empirical Evidence_Lehnert_Lin_Wolff_March 2014 (2).pdf 355,25 kB

Dennis Bams, Gildas Blanchard, Thorsten Lehnert

Evaluating Option Pricing Model Performance Using Model Uncertainty_Bams_Blanchard_Lehnert_March 2014.pdf 791,96 kB

Roman Kräussl, Thorsten Lehnert, Nicolas Martelin

Is There a Bubble in the Art Market Bubble_Kräussl_Lehnert_Martelin_May 2014.pdf 958,07 kB

Yuehao Lin, Thorsten Lehnert

Skewness Term Structure Tests_Lin_Lehnert_May 2014.pdf 407,12 kB

Tibor Neugebauer, Daniela Di Cagno, Carlos Rodriguez-Palmero, Abdolkarim Sadrieh

Recall Searching with and without Recall_Neugebauer_Di Cagno_Rodriguez-Palermo_Sadrieh_May 2014.pdf 438,52 kB

Roman Kräussl

Art as an Alternative Asset Class_Risk and Return Characteristics of the Middle Eastern and Northern African Art Markets_Kräussl_June 2014.pdf 603,44 kB

Ronald Bosman, Roman Kräussl, Thomas van Galen

Emotions-at-Risk_An Experimental Investigation into Emotions, Option Prices and Risk Perception_Bosman_Kräussl_van Galen_September 2014.pdf 1,41 MB

Arjen Siegmann, Denitsa Stefanova

The Evolving Beta-Liquidity Relationship of Hedge Funds_Siegmann_Stefanova_October 2014.pdf 707,84 kB

Arjen Siegmann, Denitsa Stefanova, Marcin Zamojski

Hedge Fund Innovation_Siegmann_Stefanova_Zamojski_June 2014.pdf 1,29 MB