Franziska J. Peter

Zeppelin University

Am Seemooser Horn 20

Friedrichshafen, Lake Constance 88045

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

596

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

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 371 (90,377)

Abstract:

Loading...

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

2.

Are you a Zombie? Understanding the Determinants of Distressed and Zombie Companies

Number of pages: 54 Posted: 07 Jul 2020
Angela De Martiis, Thomas Heil and Franziska J. Peter
University of Bern, Zeppelin Universität and Zeppelin University
Downloads 86 (327,507)

Abstract:

Loading...

zombie firms, financial constraint, decision trees

3.

No Model No Cry? Intraday Model-Free Implied Volatility and the Leverage Effect for Individual Equities

Number of pages: 31 Posted: 03 Aug 2020
Franziska J. Peter and Martin G. Haas
Zeppelin University and Zeppelin University
Downloads 52 (427,053)

Abstract:

Loading...

Model-free Implied Volatility, VIX, individual stocks

4.

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
Eberhard Karls Universität Tübingen and Zeppelin University
Downloads 52 (427,053)
Citation 1

Abstract:

Loading...

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

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 Tuebingen - Department of Statistics and Econometrics and Zeppelin University
Downloads 35 (497,606)
Citation 1

Abstract:

Loading...

price discovery, cryptocurrency, Bitcoin, information share, microstructure noise