Franziska J. Peter

Zeppelin University

Am Seemooser Horn 20

Friedrichshafen, Lake Constance 88045

Germany

  • Zeppelin University

SCHOLARLY PAPERS

9

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4

CROSSREF CITATIONS

2

Scholarly Papers (9)

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1.

Implementing the Fama-French Five-Factor Model for the German Stock Market

Number of pages: 23 Posted: 31 Dec 2018
Philipp Dirkx and Franziska J. Peter
Zeppelin University and Zeppelin University
Downloads 665 (61,943)
Citation 1

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asset pricing, Fama-French five factor model, German stock market

2.

Are you a Zombie? A Supervised Learning Method to Classify Unviable Firms and Identify the Determinants

Number of pages: 53 Posted: 07 Jul 2020 Last Revised: 29 Jan 2021
Angela De Martiis, Thomas Heil and Franziska J. Peter
University of Bern, Institute for Financial Management, Zeppelin Universität and Zeppelin University
Downloads 515 (85,394)
Citation 1

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zombie firms, financial constraint, decision trees, distressed firms

3.

When Companies Don't Die: Analyzing Zombie and Distressed Firms in a Low Interest Rate Environment

Downloads 222 (212,676)

When Companies Don't Die: Analyzing Zombie and Distressed Firms in a Low Interest Rate Environment

Number of pages: 63 Posted: 24 Jul 2021
Angela De Martiis and Franziska J. Peter
University of Bern, Institute for Financial Management and Zeppelin University
Downloads 195 (239,240)

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zombie firms, distressed firms, interest rates, business cycle

When Companies Don't Die: Analyzing Zombie and Distressed Firms in a Low Interest Rate Environment

Number of pages: 70 Posted: 10 Dec 2021
Angela De Martiis and Franziska J. Peter
University of Bern, Institute for Financial Management and Zeppelin University
Downloads 27 (748,127)
Citation 1

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zombie firms, distressed firms, interest rates, business cycle

4.

Implementing Intraday Model-Free Implied Volatility for Individual Equities to Analyze the Return-Volatility Relationship

Number of pages: 30 Posted: 03 Aug 2020 Last Revised: 31 Jan 2023
Franziska J. Peter and Martin G. Haas
Zeppelin University and Zeppelin University
Downloads 201 (234,071)

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model-free implied volatility, individual equity options, intraday volatility, leverage, quantile regressions

5.

Nothing but Noise? Price Discovery between Cryptocurrency Exchanges

Number of pages: 47 Posted: 24 Apr 2020
Thomas Dimpfl and Franziska J. Peter
University of Hohenheim and Zeppelin University
Downloads 108 (383,203)
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price discovery, cryptocurrency, Bitcoin, information share, microstructure noise

6.

Tumbling Titans? The Changing Patterns of Price Discovery in the U.S. Equity Market

Number of pages: 40 Posted: 27 Jun 2018
Joachim Grammig and Franziska J. Peter
University of Tübingen and Zeppelin University
Downloads 73 (488,812)

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Equity Markets, Price Discovery, Market Fragmentation, Off-Exchange Markets, Liquidity

7.

Global Equity Market Co-Movement During Crisis Periods

Number of pages: 31 Posted: 22 Feb 2021
Thomas Heil, Franziska J. Peter and Philipp Prange
Zeppelin Universität, Zeppelin University and Zeppelin University
Downloads 70 (499,943)

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Co-movement; Contagion; Stock markets; Crisis ; Volatility; COVID- 9; GAS

8.

Intraday Value at Risk Estimation with Multivariate Intensity Models: An Application to Cryptocurrencies

Number of pages: 34 Posted: 01 Feb 2023
Mariana Patino and Franziska J. Peter
Zeppelin University and Zeppelin University
Downloads 44 (619,063)

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High-Frequency Data, Extreme Value Theory, Intensity models, Self-Exciting Processes, Cryptocurrencies, Point Processes

9.

255 Shades of Grey: Using Grey-Scaled Images and Convolutional Neural Nets to Forecast Tomorrow's Stock Returns

Number of pages: 19 Posted: 21 Nov 2022
Thomas Heil, Nils Marthiensen and Franziska J. Peter
Zeppelin Universität, Zeppelin University and Zeppelin University
Downloads 40 (641,475)

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onvolutional Neural Networks, Forecasting, Intraday Data