Rüdiger Weber

University of Michigan, Stephen M. Ross School of Business

701 Tappan Street

Ann Arbor, MI MI 48109

United States

http://www.rudigerweber.com

SCHOLARLY PAPERS

2

DOWNLOADS

364

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution

Number of pages: 78 Posted: 09 Dec 2016 Last Revised: 05 Jun 2019
Christian Schlag, Julian Thimme and Rüdiger Weber
Goethe University Frankfurt - Research Center SAFE, Karlsruhe Institute of Technology and University of Michigan, Stephen M. Ross School of Business
Downloads 240 (129,490)
Citation 2

Abstract:

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Preference for early resolution of uncertainty, implied volatility, cross-section of expected stock returns, asset pricing

2.

Institutional Ownership and Time-Series Predictability of Stock Returns

Number of pages: 62 Posted: 27 May 2017 Last Revised: 07 Aug 2018
Rüdiger Weber
University of Michigan, Stephen M. Ross School of Business
Downloads 124 (231,063)

Abstract:

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predictability, institutional ownership, asset pricing, marginal investor, redemption risk