Steffen Hitzemann

University of Houston - Department of Finance

Houston, TX 77204

United States

  • University of Houston - Department of Finance

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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7

CROSSREF CITATIONS

8

Scholarly Papers (9)

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1.

Margin Requirements and Equity Option Returns

Number of pages: 81 Posted: 04 Jun 2016 Last Revised: 01 Jul 2021
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 755 (58,241)
Citation 4

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equity options, margins, 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 648 (71,094)
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 602 (77,876)

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oil market, general equilibrium, futures prices, risk premia

4.

Investor (Mis)Reaction, Biased Beliefs, and the Mispricing Cycle

Number of pages: 90 Posted: 28 Nov 2021 Last Revised: 23 Jul 2023
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 395 (129,458)

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investor beliefs, analysts, analysts’ expectations, mispricing, misreaction, anomalies

5.

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: 24 May 2023
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 284 (184,515)
Citation 1

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Leverage; Financial Intermediation; Mutual Funds

6.

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 265 (197,921)

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

7.

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 197 (262,442)
Citation 5

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

8.

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 118 (399,080)
Citation 2

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emission permits, announcement effects, EU ETS

9.

Does Sustainable Investing Make Stocks Less Sensitive to Information about Cash Flows?

Number of pages: 68 Posted: 30 Oct 2023
Steffen Hitzemann, AN QIN, Stanislav Sokolinski and Andrea Tamoni
University of Houston - Department of Finance, Rutgers Business School - Rutgers University, Michigan State University - Department of Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 64 (588,426)

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Sustainable Investing, Institutional Investors, Earnings Announcements