Alexandra Koehl

Allianz Global Investors

Frankfurt am Main, Hessen

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

1,068

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Streaks in Daily Returns

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 61 Posted: 08 Jul 2020 Last Revised: 14 Feb 2022
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 568 (69,473)

Abstract:

Loading...

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 447 (92,965)
Citation 1

Abstract:

Loading...

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 53 (519,116)

Abstract:

Loading...

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