Björn Tharann

Leibniz Universität Hannover

Welfengarten 1

D-30167 Hannover, 30167

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

1,062

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Anomalies in Commodity Futures Markets

Quarterly Journal of Finance (2021) Vol. 11(4), 2150017
Number of pages: 56 Posted: 27 Apr 2020 Last Revised: 29 Nov 2021
Fabian Hollstein, Marcel Prokopczuk and Björn Tharann
Saarland University, University of Reading - ICMA Centre and Leibniz Universität Hannover
Downloads 504 (85,343)
Citation 1

Abstract:

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Anomalies, commodity futures markets, behavioral finance, systematic risk

2.

Predictability in Commodity Markets: Evidence from More Than a Century

Journal of Commodity Markets (2021) Vol. 24, 100171
Number of pages: 51 Posted: 27 Apr 2020 Last Revised: 29 Nov 2021
Saarland University, University of Reading - ICMA Centre, Leibniz Universität Hannover and University of Liverpool Management School
Downloads 242 (190,649)
Citation 1

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Commodities, Return Predictability, Derivatives Introduction, Business Cycle, Volatility Predictability

3.

Predicting the Equity Market with Option-Implied Variables

European Journal of Finance (2019), Vol. 25(10), pp. 937–965
Number of pages: 63 Posted: 22 Nov 2017 Last Revised: 18 Sep 2019
Saarland University, University of Reading - ICMA Centre, Leibniz Universität Hannover and University of Liverpool Management School
Downloads 182 (247,952)
Citation 3

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Equity Premium, Option Implied Information, Portfolio Choice, Predictability, Timing Strategies

4.

Predicting the Equity Premium around the Globe: Comprehensive Evidence from a Large Sample

Number of pages: 62 Posted: 27 Apr 2020
Saarland University, University of Reading - ICMA Centre, Leibniz Universität Hannover and University of Liverpool Management School
Downloads 134 (319,074)
Citation 1

Abstract:

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International equity premium, return predictability, market efficiency