Alexandra Koehl

Allianz Global Investors

Frankfurt am Main, Hessen

Germany

  • Allianz Global Investors

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Streaks in Daily Returns

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 68 Posted: 08 Jul 2020 Last Revised: 07 Sep 2023
Alexander Klos, Alexandra Koehl and Simon Rottke
University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Allianz Global Investors and University of Amsterdam - Finance Group
Downloads 692 (63,439)

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streaks, return extrapolation, investor behavior

2.

Brexit and Short-Selling Disclosures

Number of pages: 16 Posted: 13 Jul 2016
Alexandra Koehl
Allianz Global Investors
Downloads 478 (100,330)
Citation 1

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Brexit, referendum, short-selling, short-sale disclosures

3.

Procyclical Leverage in Europe and its Role in Asset Pricing

Deutsche Bundesbank Discussion Paper No. 10/2019
Number of pages: 34 Posted: 12 Apr 2019
Markus Baltzer, Alexandra Koehl and Stefan Reitz
Deutsche Bundesbank, Allianz Global Investors and University of Kiel
Downloads 82 (493,498)

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broker-dealer leverage, intermediary asset pricing, dynamic asset pricing