Julia Kapraun

Goethe University Frankfurt - House of Finance

Theodor-W.-Adorno Platz 3

Frankfurt am Main, 60323

Germany

University of Hamburg

Hamburg

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 15,924

in Total Papers Downloads

4,843

SSRN CITATIONS
Rank 34,585

SSRN RANKINGS

Top 34,585

in Total Papers Citations

14

CROSSREF CITATIONS

9

Scholarly Papers (5)

1.

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

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 53 Posted: 28 Mar 2019 Last Revised: 03 May 2021
Julia Kapraun, Julia Kapraun, Carmelo Latino, Christopher Scheins and Christian Schlag
Goethe University Frankfurt - House of FinanceUniversity of Hamburg, Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 3,067 (6,214)
Citation 29

Abstract:

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Green Bonds, Sustainable Investing, Green Premium, Impact Investing

2.

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, Julia Kapraun and Markus Rudolf
WHU - Otto Beisheim School of Management, Goethe University Frankfurt - House of FinanceUniversity of Hamburg and WHU Otto Beisheim Graduate School of Management
Downloads 935 (38,063)

Abstract:

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investor attention, search engine volume, trading strategy

3.

Up- and Downside Variance Risk Premia in Global Equity Markets

Number of pages: 36 Posted: 04 Jun 2018 Last Revised: 03 Jun 2020
Matthias Held, Julia Kapraun, Julia Kapraun, Marcel Omachel and Julian Thimme
WHU - Otto Beisheim School of Management, Goethe University Frankfurt - House of FinanceUniversity of Hamburg, WHU - Otto Beisheim School of Management and Karlsruhe Institute of Technology
Downloads 500 (86,237)
Citation 5

Abstract:

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variance risk premium, semivariance, semimoment, derivatives

4.

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, Julia Kapraun and Markus Rudolf
WHU - Otto Beisheim School of Management, Goethe University Frankfurt - House of FinanceUniversity of Hamburg and WHU Otto Beisheim Graduate School of Management
Downloads 322 (142,502)
Citation 2

Abstract:

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market efficiency, investor attention, search engine volume

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, Julia Kapraun and Dimitris Korovilas
University of Sussex Business School, Goethe University Frankfurt - House of FinanceUniversity of Hamburg and University of Reading - ICMA Centre
Downloads 19 (774,024)
Citation 3

Abstract:

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VIX, VSTOXX, volatility futures, volatility ETPs, roll yield