Klaus Röder

University of Regensburg - Faculty of Business, Economics & Information Systems

Universitstrasse 31

Regensberg D-93053

Germany

SCHOLARLY PAPERS

8

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SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

Fundamental Valuation of Extra-Financial Information

Corporate Ownership and Control, Vol. 8, No. 1, pp. 296-320, Fall 2010
Number of pages: 62 Posted: 11 Jun 2008 Last Revised: 07 Nov 2010
University of Regensburg - Faculty of Business, Economics & Information Systems, University of Maine - Maine Business School, University of Regensburg - Faculty of Business, Economics & Information Systems and The Value Group GmbH
Downloads 679 (47,852)

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Capital markets, Extra-financial information, Information dynamics, Ohlson (1995) model, Valuation models

2.

Hedging, Leverage, and Shareholder Wealth

Number of pages: 35 Posted: 18 May 2004
Lutz Hahnenstein and Klaus Röder
Ampega Asset Management GmbH and University of Regensburg - Faculty of Business, Economics & Information Systems
Downloads 471 (75,960)
Citation 1

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corporate hedging, capital structure, shareholder value, bankruptcy, default risk, forward contracts, risk management, leverage

3.

Intraday Pricing of ETFs and Certificates Replicating the German DAX Index

Review of Managerial Science, Vol. 5 Issue 4, pp. 337-351, 2011
Number of pages: 17 Posted: 20 Oct 2010 Last Revised: 13 Oct 2011
University of Regensburg - Faculty of Business, Economics & Information Systems, University of Maine - Maine Business School and University of Regensburg - Faculty of Business, Economics & Information Systems
Downloads 246 (155,109)
Citation 1

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Exchange Traded Funds, Index Certificates, DAX Index, DAX Futures, Price Setting, Product Quality

4.

The Real Benchmark of DAX Index Products and the Influence of Information Dissemination: A Natural Experiment

Journal of Asset Management, Volume 15, Issue 2 April (2014), 129-149
Posted: 04 May 2015
University of Regensburg - Faculty of Business, Economics & Information Systems, University of Maine - Maine Business School and University of Regensburg - Faculty of Business, Economics & Information Systems

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DAX futures, exchange traded funds, indicative net asset value, index certificates, DAX index, replication quality

5.

The Pricing of Structured Products in Germany

The Journal of Derivatives, Vol. 11, pp. 55-69, Fall 2003
Posted: 18 Aug 2008 Last Revised: 25 Aug 2008
Sascha Wilkens, Carsten Erner and Klaus Röder
Independent, affiliation not provided to SSRN and University of Regensburg - Faculty of Business, Economics & Information Systems

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Reverse Convertible, Discount Certificate, Implied Volatility, Market Microstructure

6.

Corporate Hedging and Capital Structure Decisions: Towards an Integrated Framework for Value Creation

Journal of Financial Transformation, Vol. 17, pp. 161-168, 2006
Posted: 05 Oct 2006 Last Revised: 19 Jul 2011
Lutz Hahnenstein and Klaus Röder
Ampega Asset Management GmbH and University of Regensburg - Faculty of Business, Economics & Information Systems

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corporate hedging, risk management, capital structure, leverage, bankruptcy costs

7.

Who Hedges More When Leverage is Endogenous? A Testable Theory of Corporate Risk Management Under General Distributional Conditions

Review of Quantitative Finance and Accounting, Vol. 28, pp. 353-392, 2007
Posted: 05 Oct 2006 Last Revised: 19 Jul 2011
Lutz Hahnenstein and Klaus Röder
Ampega Asset Management GmbH and University of Regensburg - Faculty of Business, Economics & Information Systems

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corporate hedging, risk management, leverage, capital structure, bankruptcy, financial distress

8.

The Minimum Variance Hedge and the Bankruptcy Risk of the Firm

Review of Financial Economics, Vol. 12, No. 3, pp. 315-326, 2003
Posted: 03 Oct 2006
Lutz Hahnenstein and Klaus Röder
Ampega Asset Management GmbH and University of Regensburg - Faculty of Business, Economics & Information Systems

Abstract:

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corporate hedging, risk management, default risk, bankruptcy, forward contracts