Steffen Hitzemann

University of Houston - Department of Finance

Houston, TX 77204

United States

  • University of Houston - Department of Finance

SCHOLARLY PAPERS

10

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4,184

TOTAL CITATIONS
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SSRN RANKINGS

Top 38,690

in Total Papers Citations

18

Scholarly Papers (10)

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1.

Margin Requirements and Equity Option Returns

Number of pages: 106 Posted: 04 Jun 2016 Last Revised: 20 Dec 2024
Steffen Hitzemann, Michael Hofmann, Marliese Uhrig-Homburg and Christian Wagner
University of Houston - Department of Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance and WU Vienna University of Economics and Business
Downloads 894 (56,429)
Citation 4

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equity options, margin requirements, financial intermediaries, funding liquidity, cross-section of option returns

2.

Equilibrium Price Dynamics of Emission Permits

Number of pages: 47 Posted: 17 Feb 2011 Last Revised: 30 Apr 2015
Steffen Hitzemann and Marliese Uhrig-Homburg
University of Houston - Department of Finance and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 683 (80,533)
Citation 5

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emission permits, spot and futures price dynamics, carbon derivatives

3.

Macroeconomic Fluctuations, Oil Supply Shocks, and Equilibrium Oil Futures Prices

Number of pages: 51 Posted: 24 Oct 2014 Last Revised: 29 Sep 2016
Steffen Hitzemann
University of Houston - Department of Finance
Downloads 656 (84,854)

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oil market, general equilibrium, futures prices, risk premia

4.

Mind the Gap: The Non-Fundamental Role of Earnings Days

Number of pages: 108 Posted: 28 Nov 2021 Last Revised: 20 Dec 2024
Azi Ben-Rephael, Steffen Hitzemann and Yuanyuan Xiao
Rutgers Business School - Rutgers University, University of Houston - Department of Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 553 (105,347)

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investor beliefs, earnings announcements, misreaction, analyst expectations, mispricing, anomalies

5.

Understanding Macro and Asset Price Dynamics During the Climate Transition

Bank of Lithuania Discussion Paper No. 18/2019
Number of pages: 67 Posted: 22 Mar 2021
Michael Donadelli, Patrick Grüning and Steffen Hitzemann
University of Brescia, Latvijas Banka and University of Houston - Department of Finance
Downloads 390 (159,616)

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Climate change, Policy risk, General equilibrium, Risk premia, Oil market

6.

Paying for Beta: Leverage Demand and Asset Management Fees

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 62 Posted: 25 Oct 2019 Last Revised: 20 Feb 2024
Steffen Hitzemann, Stanislav Sokolinski and Mingzhu Tai
University of Houston - Department of Finance, Michigan State University - Department of Finance and The University of Hong Kong, Faculty of Business and Economics
Downloads 328 (193,044)
Citation 1

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Leverage; Financial Intermediation; Mutual Funds

7.

Does Sustainable Investing Dull Stock Reactions to Cash Flow News? 

Number of pages: 83 Posted: 30 Oct 2023
Steffen Hitzemann, Alaia A. Qin, Stanislav Sokolinski and Andrea Tamoni
University of Houston - Department of Finance, Rutgers Business School - Rutgers University, Michigan State University - Department of Finance and University of Notre Dame - Mendoza College of Business
Downloads 288 (221,667)
Citation 1

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Sustainable Investing, Institutional Investors, Earnings Announcements. JEL codes: G11, G12, G14, G23

8.

Empirical Performance of Reduced-Form Models for Emission Permit Prices

Review of Derivatives Research, 2019
Number of pages: 38 Posted: 23 Jul 2013 Last Revised: 04 May 2022
Steffen Hitzemann and Marliese Uhrig-Homburg
University of Houston - Department of Finance and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 207 (306,892)
Citation 5

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emission permits, price dynamics, option pricing, environmental finance, carbon derivatives

9.

Emission Permits and the Announcement of Realized Emissions: Price Impact, Trading Volume, and Volatilities

Energy Economics, Vol. 51, 2015
Number of pages: 27 Posted: 19 Jul 2013 Last Revised: 10 Nov 2016
Steffen Hitzemann, Marliese Uhrig-Homburg and Karl-Martin Ehrhart
University of Houston - Department of Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance and Karlsruhe Institute of Technology (KIT)
Downloads 141 (428,564)
Citation 2

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emission permits, announcement effects, EU ETS

10.

Carbon Returns and Risk Premia in a Macro-Finance Model for the Climate Transition

Number of pages: 71 Posted: 31 Jan 2025
Michael Donadelli, Patrick Grüning and Steffen Hitzemann
University of Brescia, Latvijas Banka and University of Houston - Department of Finance
Downloads 44 (853,645)

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climate change, carbon premia, policy risk, macro-finance, oil firms