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Lehnert, Thorsten's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
408 |
Total
Citations
2 |
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1.
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The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps
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Amadori, Maria Chiara
Maastricht School of Business and Economics Lehnert, Thorsten
Universite du Luxembourg - Luxembourg School of Finance Bekkour, Lamia
Universite du Luxembourg - Luxembourg School of Finance
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Posted:
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12 May 11
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Last Revised:
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19 Sep 12
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148
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Bekkour, Lamia
Universite du Luxembourg - Luxembourg School of Finance Lehnert, Thorsten
Universite du Luxembourg - Luxembourg School of Finance Amadori, Maria Chiara
Maastricht School of Business and Economics
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56
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Credit default swap spread, option-implied volatility, lead-lag relationship, price discovery, informed trading
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Amadori, Maria Chiara
Maastricht School of Business and Economics Lehnert, Thorsten
Universite du Luxembourg - Luxembourg School of Finance Bekkour, Lamia
Universite du Luxembourg - Luxembourg School of Finance
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92
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2.
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Irek, Fabian
Luxembourg School of Finance Lehnert, Thorsten
Universite du Luxembourg - Luxembourg School of Finance
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28 Aug 12
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Last Revised:
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12 Mar 13
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105
(130,690)
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3.
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Lehnert, Thorsten
Universite du Luxembourg - Luxembourg School of Finance Frijns, Bart
Auckland University of Technology - Faculty of Business & Law Gilbert, Aaron B.
Auckland University of Technology - Faculty of Business & Law Tourani Rad, Alireza
Auckland University of Technology - Faculty of Business & Law
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78
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Financial Decision Making, Risk Aversion, Synergies, Culture, Takeovers
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4.
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Irek, Fabian
Luxembourg School of Finance Lehnert, Thorsten
Universite du Luxembourg - Luxembourg School of Finance
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12 Jun 12
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Last Revised:
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12 Mar 13
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39
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Asset Pricing, Behavioral Finance, Hedge Funds, Mutual Funds
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5.
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Grammatikos, Theoharry
Universite du Luxembourg - Luxembourg School of Finance Lehnert, Thorsten
Universite du Luxembourg - Luxembourg School of Finance Otsubo, Yoichi
Universite du Luxembourg - Luxembourg School of Finance
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34
(233,294)
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event study, policy announcement, subprime crisis
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6.
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Lehnert, Thorsten
Universite du Luxembourg - Luxembourg School of Finance Lin, Yuehao
Universite du Luxembourg - Luxembourg School of Finance Wolff, Christian C. P.
University of Luxembourg - Luxembourg School of Finance
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3
(331,194)
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asset pricing, central moments, investor sentiment, option markets, risk aversion, skewness risk premium
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7.
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Bekkour, Lamia
Universite du Luxembourg - Luxembourg School of Finance Jin, Xisong
University of Luxembourg - Luxembourg School of Finance Lehnert, Thorsten
Universite du Luxembourg - Luxembourg School of Finance Rasmouki, Fanou
affiliation not provided to SSRN Wolff, Christian C. P.
University of Luxembourg - Luxembourg School of Finance
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1
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1
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credit default swaps, currency options, currency stability, European sovereign debt crisis, risk-neutral distribution
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