T. Frederik Middelhoff

University of Muenster - Finance Center Muenster

Schlossplatz 2

Muenster

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

763

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Idiosyncratic Volatility, Its Expected Variation, and the Cross-Section of Stock Returns

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 61 Posted: 01 Jul 2017 Last Revised: 19 Jul 2019
Nicole Branger, Hendrik Hülsbusch and T. Frederik Middelhoff
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 457 (69,878)
Citation 1

Abstract:

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Options, Stock Returns, Idiosyncratic Volatility, Volatility-of-Volatility

2.

Jumps and the Correlation Risk Premium: Evidence from Equity Options

Number of pages: 58 Posted: 13 Sep 2019
Nicole Branger, René Marian Flacke and T. Frederik Middelhoff
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 158 (208,566)

Abstract:

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Asset Pricing, Correlation, Financial Economics, Options, Risk Premium, Stock Market Forecasting

3.

The Pricing of Market and Idiosyncratic Jump and Volatility Risks

Number of pages: 64 Posted: 24 May 2019 Last Revised: 03 Jul 2019
T. Frederik Middelhoff
University of Muenster - Finance Center Muenster
Downloads 148 (220,158)

Abstract:

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Options, Stock Returns, Idiosyncratic Risk, Volatility Risk, Jump Risk