Frank Fehle

BlueCrest Capital

Systematic Equities

40 Grosvenor Place

London, SW1X 7AW

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 3,696

in Total Papers Downloads

11,174

SSRN CITATIONS
Rank 12,889

SSRN RANKINGS

Top 12,889

in Total Papers Citations

33

CROSSREF CITATIONS

48

Scholarly Papers (12)

1.

International Evidence on Financial Derivatives Usage

Financial Management, Vol. 38, No. 1, pp. 185-206, Spring 2009
Number of pages: 52 Posted: 23 Dec 2003 Last Revised: 18 Dec 2019
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads 4,932 (1,739)
Citation 20

Abstract:

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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 2,456 (5,713)
Citation 14

Abstract:

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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 Acadian Asset Management LLC
Downloads 1,717 (10,412)
Citation 6

Abstract:

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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 666 (41,958)
Citation 5

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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 Acadian Asset Management LLC
Downloads 503 (60,207)
Citation 4

Abstract:

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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: 23 Dec 2019
Warwick Business School - Department of Finance, BlueCrest Capital and Miami University of Ohio - Richard T. Farmer School of Business Administration
Downloads 383 (83,613)

Abstract:

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Options, Market Design, Microstructure, Bid-Ask Spreads

7.

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 282
Citation 19

Abstract:

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

8.

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: 23 Dec 2019
Söhnke M. Bartram and Frank Fehle
Warwick Business School - Department of Finance and BlueCrest Capital
Downloads 211 (156,888)

Abstract:

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Options, Market Design, Microstructure, Bid-Ask Spreads

9.

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 Acadian Asset Management LLC
Downloads 24 (538,422)
Citation 1
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10.

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

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

11.

Too Many Options? Theory and Evidence on Option Exchange Design

Posted: 27 Jan 2004
Frank Fehle
BlueCrest Capital

Abstract:

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Options, Exchange Design, Open Interest

12.

Market Structure and Swap Spreads: International Evidence

Posted: 04 Nov 1999
Frank Fehle
BlueCrest Capital

Abstract:

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