Frank Fehle

BlueCrest Capital

Systematic Equities

40 Grosvenor Place

London, SW1X 7AW

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS
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CITATIONS
Rank 3,181

SSRN RANKINGS

Top 3,181

in Total Papers Citations

172

Scholarly Papers (12)

1.

International Evidence on Financial Derivatives Usage

Financial Management, Vol. 38, No. 1, pp. 185-206, Spring 2009, AFA 2004 San Diego Meetings, EFA 2003 Glasgow
Number of pages: 52 Posted: 23 Dec 2003 Last Revised: 11 Mar 2014
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads 4,265 (1,223)
Citation 66

Abstract:

Derivatives, corporate finance, risk management, hedging, international finance

2.

Brands Matter: An Empirical Demonstration of the Creation of Shareholder Value Through Brands

Number of pages: 31 Posted: 01 Nov 2002
Thomas Madden, Frank Fehle and Susan Fournier
University of South Carolina - Darla Moore School of Business, BlueCrest Capital and Boston University
Downloads 2,240 (4,017)
Citation 14

Abstract:

brands, branding, marketing metrics, marketing productivity, return on investment, marketing and finance, return on brand building investments

3.

Large Price Declines, News, Liquidity, and Trading Strategies: An Intraday Analysis

University of South Carolina Working Paper
Number of pages: 39 Posted: 29 Jan 2002
Frank Fehle and Volodymyr M. Zdorovtsov
BlueCrest Capital and State Street Global Advisors
Downloads 1,358 (8,744)
Citation 4

Abstract:

Reversals, News, Overreaction, Trading Strategies

4.

Alternative Market Structures for Derivatives

EFA 2003 Glasgow
Number of pages: 49 Posted: 26 Apr 2004
Söhnke M. Bartram and Frank Fehle
Warwick Business School - Department of Finance and BlueCrest Capital
Downloads 630 (30,856)
Citation 5

Abstract:

Options, Market Design, Microstructure, Bid-Ask Spreads

5.

Can Companies Influence Investor Behavior through Advertising? Super Bowl Commercials and Stock Returns

Number of pages: 34 Posted: 20 Dec 2003
BlueCrest Capital, University of South Carolina - Darla Moore School of Business and State Street Global Advisors
Downloads 466 (45,215)
Citation 6

Abstract:

Investor Behavior, Advertising

6.

Does Adverse Selection Affect Bid-Ask Spreads for Options‘

Journal of Futures Markets, Vol. 28, No. 5, pp. 417-437, May 2008
Number of pages: 32 Posted: 04 Feb 2008 Last Revised: 10 Mar 2014
Warwick Business School - Department of Finance, BlueCrest Capital and Miami University of Ohio - Richard T. Farmer School of Business Administration
Downloads 267 (67,556)
Citation 2

Abstract:

Options, Market Design, Microstructure, Bid-Ask Spreads

7.

Competition Without Fungibility: Evidence from Alternative Market Structures for Derivatives

Journal of Banking and Finance, Vol. 31, No. 3, pp. 659-677, March 2007
Number of pages: 26 Posted: 23 Feb 2006 Last Revised: 11 Mar 2014
Söhnke M. Bartram and Frank Fehle
Warwick Business School - Department of Finance and BlueCrest Capital
Downloads 184 (125,716)
Citation 4

Abstract:

Options, Market Design, Microstructure, Bid-Ask Spreads

8.

Can Companies Influence Investor Behaviour through Advertising? Super Bowl Commercials and Stock Returns

European Financial Management, Vol. 11, No. 5, pp. 625-647, November 2005
Number of pages: 23 Posted: 08 Dec 2005
BlueCrest Capital, University of South Carolina - Darla Moore School of Business and State Street Global Advisors
Downloads 23 (409,589)
Citation 6

Abstract:

9.

Dynamic Risk Management: Theory and Evidence

Journal of Financial Economics, Forthcoming
Posted: 04 Jul 2004
Frank Fehle and Sergey Tsyplakov
BlueCrest Capital and University of South Carolina - Darla Moore School of Business

Abstract:

Risk management, dynamic, maturity choice, hedge ratio, distress, default, transaction costs

10.

Too Many Options? Theory and Evidence on Option Exchange Design

Posted: 27 Jan 2004
Frank Fehle
BlueCrest Capital

Abstract:

Options, Exchange Design, Open Interest

11.

Market Structure and Swap Spreads: International Evidence

Posted: 04 Nov 1999
Frank Fehle
BlueCrest Capital

Abstract:

12.

International Evidence on Financial Derivatives Usage

EFA 2003 Annual Conference Paper No. 398
Number of pages: 69 Posted: 23 Jul 2003
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads 0
Citation 65

Abstract:

Derivatives, corporate finance, risk management, hedging, international finance