Julia Kapraun

Goethe University Frankfurt - House of Finance

Theodor-W.-Adorno Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

1.

In Search of Alpha - Trading on Limited Investor Attention

Number of pages: 28 Posted: 04 Nov 2015 Last Revised: 19 Nov 2015
Konstantin Storms, Julia Kapraun and Markus Rudolf
WHU - Otto Beisheim School of Management, Goethe University Frankfurt - House of Finance and WHU Otto Beisheim Graduate School of Management
Downloads 819 (28,820)

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investor attention, search engine volume, trading strategy

2.

Up- and Downside Variance Risk Premia in Global Equity Markets

Number of pages: 44 Posted: 04 Jun 2018
WHU - Otto Beisheim School of Management, Goethe University Frankfurt - House of Finance, WHU - Otto Beisheim School of Management and Karlsruhe Institute of Technology
Downloads 408 (71,157)
Citation 3

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variance risk premium, semivariance, semimoment, derivatives

3.

Can Retail Investor Attention Enhance Market Efficiency? Insights from Search Engine Data

Number of pages: 38 Posted: 29 Jul 2015 Last Revised: 04 Nov 2015
Konstantin Storms, Julia Kapraun and Markus Rudolf
WHU - Otto Beisheim School of Management, Goethe University Frankfurt - House of Finance and WHU Otto Beisheim Graduate School of Management
Downloads 226 (135,274)
Citation 2

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market efficiency, investor attention, search engine volume

4.

(In)-Credibly Green: Which Bonds Trade at a Green Bond Premium?

Number of pages: 24 Posted: 28 Mar 2019
Julia Kapraun and Christopher Scheins
Goethe University Frankfurt - House of Finance and Goethe University Frankfurt
Downloads 155 (190,346)

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Green Bonds, Sustainable Investing, Green Premium, Green Exchanges

5.

Trading and Investing in Volatility Products

Financial Markets, Institutions & Instruments, Vol. 24, Issue 4, pp. 313-347, 2015
Number of pages: 35 Posted: 13 Oct 2015
Carol Alexander, Julia Kapraun and Dimitris Korovilas
University of Sussex Business School, Goethe University Frankfurt - House of Finance and University of Reading - ICMA Centre
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VIX, VSTOXX, volatility futures, volatility ETPs, roll yield