Does it really pay off for investors to consider information from social media?

B Eierle, S Klamer, M Muck - International Review of Financial Analysis, 2022 - Elsevier
This paper raises the question whether investors can learn something from social media
sentiment that they do not already know from (existing) financial information disclosed by …

Where should you buy your options? The pricing of exchange-traded certificates and OTC derivatives in Germany

M Muck - Journal of Derivatives, 2006 - search.proquest.com
In this article we study the pricing of exchange-traded Turbo Certificates and OTC retail
derivatives. We investigate two main hypotheses. First, we expect that OTC products are …

Assessment of human immediate response capability related to tsunami threats in Indonesia at a sub-national scale

J Post, S Wegscheider, M Mück… - … Hazards and Earth …, 2009 - nhess.copernicus.org
Human immediate response is contextualized into different time compartments reflecting the
tsunami early warning chain. Based on the different time compartments the available …

Generating tsunami risk knowledge at community level as a base for planning and implementation of risk reduction strategies

…, J Post, K Zosseder, M Mück… - … Hazards and Earth …, 2011 - nhess.copernicus.org
More than 4 million Indonesians live in tsunami-prone areas along the southern and western
coasts of Sumatra, Java and Bali. Although a Tsunami Early Warning Center in Jakarta now …

Assessing building vulnerability to earthquake and tsunami hazard using remotely sensed data

M Mück, H Taubenböck, J Post, S Wegscheider… - Natural hazards, 2013 - Springer
Quantification of building vulnerability to earthquake and tsunami hazards is a key component
for the implementation of structural mitigation strategies fostering the essential shift from …

Tsunami risk assessment in Indonesia

…, K Zosseder, S Wegscheider, M Mück… - … Hazards and Earth …, 2011 - nhess.copernicus.org
In the framework of the German Indonesian Tsunami Early Warning System (GITEWS) the
assessment of tsunami risk is an essential part of the overall activities. The scientific and …

Trading strategies with partial access to the derivatives market

M Muck - Journal of Banking & Finance, 2010 - Elsevier
This research analyzes trading strategies with derivatives when there are several assets and
risk factors. We investigate portfolio improvement if investors have full and partial access to …

Aggregate confusion or inner conflict? An experimental analysis of investors' reaction to greenwashing

P Kleffel, M Muck - Finance Research Letters, 2023 - Elsevier
This research conducts a stated choice experiment to analyse how potential greenwashing
is perceived by retail investors. Results suggest that on the aggregate, investors might fall for …

A method for detecting buildings destroyed by the 2011 Tohoku earthquake and tsunami using multitemporal TerraSAR-X data

…, E Stein, S Martinis, A Twele, M Mück… - … and Remote Sensing …, 2015 - ieeexplore.ieee.org
In this letter, a new approach is proposed to classify tsunami-induced building damage into
multiple classes using pre- and post-event high-resolution radar (TerraSAR-X) data. …

Keep on smiling? The pricing of Quanto options when all covariances are stochastic

N Branger, M Muck - Journal of Banking & Finance, 2012 - Elsevier
The paper introduces a model for the joint dynamics of asset prices which can capture both
a stochastic correlation between stock returns as well as between stock returns and …