[BOOK][B] Volatility leadership among index options

S Figlewski, A Frommherz - 2019 - people.stern.nyu.edu
Equity options are not only an attractive trading vehicle due to the high leverage they offer,
they also enable investors to trade their volatility expectations. With high-resolution option …

Price discovery of German index derivatives during financial turmoil

A Frommherz - Review of Managerial Science, 2019 - Springer
According to basic finance theory, a derivative’s price is derived from the value of its underlying
asset and therefore incorporates the same informational content as the fundamental. …

How Risk-Mitigating Are the ECB's Unconventional Monetary Policy Announcements? Evidence from Risk-Neutral Densities

A Frommherz - Evidence from Risk-Neutral Densities (November 6 …, 2016 - papers.ssrn.com
In the aftermath of the financial crisis in 2008 and over the course of the European debt crisis,
the ECB announced a number of unconventional monetary policy implementations with …

Are forced CEO turnovers good or bad news?

AH Kind, Y Schläpfer - Available at SSRN 1679632, 2011 - papers.ssrn.com
To gain insights about the quality of boards' firing decisions, we investigate abnormal stock
returns and operating performance around CEO-turnover announcements in a new hand-…

Are Forced Turnovers Good or Bad News?

A Kind, Y Schläpfer - 2011 - econstor.eu
To gain insights about the quality of board's firing decisions, we investigate abnormal stock
returns and operating performance around CEO-turnover announcements in a new hand- …

Characterization of the nutrient composition of German beer styles for the German nutrient database

…, B Trierweiler, BM Hartmann, L Frommherz - Journal of Food …, 2022 - Elsevier
Scientific data of nutrient variations in different beer styles are scarce. This study focuses on
characterizing German beer styles in regard to their differences in nutrient composition and …

[PDF][PDF] Liquidity Hoarding and Lotteries!

B Müller - 2012 - wwz.unibas.ch
… Moreover, many thanks go to Anja Frommherz, Marco Poltera and Simon Schmid for
proofreading this paper. †Student number: 06&060&230; Email: benji.mueller@stud.unibas.ch …

[HTML][HTML] Forecasting index changes in the German DAX family

FC Franz - Journal of asset management, 2020 - Springer
Combining market data with a publicly available monthly snapshot of Deutsche Börse’s index
ranking list, I create a model that predicts index changes in the DAX, MDAX, SDAX, and …

The composite dialogue between India and Pakistan: Structure, process and agency

S Padder - Heidelberg Papers in South Asian and …, 2012 - hasp.ub.uni-heidelberg.de
… Ghosh Namrata Goswami Hans Harder Julia Hegewald Stefan Klonner Anja Kluge Karl-Heinz
Krämer Apurba Kundu Peter Lehr Malte Pehl Clemens Spiess Christian Wagner …

The history of institutional change in the kingdom of Bhutan: A tale of vision, resolve, and power

M Gallenkamp - Heidelberg Papers in South Asian and …, 2011 - hasp.ub.uni-heidelberg.de
The Kingdom of Bhutan is probably the most understudied country in South Asia, and yet its
unique history holds plenty of intriguing and scientifically important facts and aspects. In this …