Frank Fehle

BlueCrest Capital

Systematic Equities

40 Grosvenor Place

London, SW1X 7AW

United Kingdom

  • BlueCrest Capital

SCHOLARLY PAPERS

11

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12,656

TOTAL CITATIONS
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SSRN RANKINGS

Top 15,727

in Total Papers Citations

78

Scholarly Papers (11)

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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, WBS Finance Group Research Paper No. 30
Number of pages: 52 Posted: 23 Dec 2003 Last Revised: 18 Dec 2019
Söhnke M. Bartram, Gregory W. Brown and Frank Fehle
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads 5,439 (3,395)
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 2,733 (10,495)
Citation 17

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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 1,966 (17,772)
Citation 7

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Reversals, News, Overreaction, Trading Strategies

4.

Alternative Market Structures for Derivatives

EFA 2003 Glasgow, WBS Finance Group Research Paper No. 31
Number of pages: 49 Posted: 26 Apr 2004
Söhnke M. Bartram and Frank Fehle
University of Warwick and BlueCrest Capital
Downloads 743 (72,686)
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
Frank Fehle, Sergey Tsyplakov and Volodymyr M. Zdorovtsov
BlueCrest Capital, University of South Carolina - Darla Moore School of Business and Acadian Asset Management LLC
Downloads 571 (101,728)
Citation 4

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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, WBS Finance Group Research Paper No. 87
Number of pages: 32 Posted: 04 Feb 2008 Last Revised: 23 Dec 2019
Söhnke M. Bartram, Frank Fehle and David G. Shrider
University of Warwick, BlueCrest Capital and Miami University of Ohio - Richard T. Farmer School of Business Administration
Downloads 499 (120,072)

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, WBS Finance Group Research Paper No. 28
Number of pages: 69 Posted: 23 Jul 2003
Söhnke M. Bartram, Gregory W. Brown and Frank Fehle
University of Warwick, University of North Carolina (UNC) at Chapel Hill - Finance Area and BlueCrest Capital
Downloads 428
Citation 25

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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, WBS Finance Group Research Paper No. 51
Number of pages: 26 Posted: 23 Feb 2006 Last Revised: 23 Dec 2019
Söhnke M. Bartram and Frank Fehle
University of Warwick and BlueCrest Capital
Downloads 277 (231,629)

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Options, Market Design, Microstructure, Bid-Ask Spreads

9.

Dynamic Risk Management: Theory and Evidence

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

10.

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

11.

Market Structure and Swap Spreads: International Evidence

Posted: 04 Nov 1999
Frank Fehle
BlueCrest Capital

Abstract:

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