Alexandra Koehl

University of Kiel - Institute for Quantitative Business and Economics Research (QBER)

Heinrich-Hecht-Platz 9

Kiel, Schleswig-Holstein 24118

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

916

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: 58 Posted: 08 Jul 2020 Last Revised: 13 Oct 2020
Alexander Klos, Alexandra Koehl and Simon Rottke
University of Kiel - Institute for Quantitative Business and Economics Research (QBER), University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Amsterdam - Finance Group
Downloads 449 (80,394)

Abstract:

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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
University of Kiel - Institute for Quantitative Business and Economics Research (QBER)
Downloads 425 (85,731)
Citation 1

Abstract:

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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, University of Kiel - Institute for Quantitative Business and Economics Research (QBER) and University of Kiel
Downloads 42 (508,742)

Abstract:

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