Paul Meyerhof

University of Münster - Finance Center Muenster

Schlossplatz 2

Muenster

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

898

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

The Short-Duration Premium and News Announcements

Number of pages: 41 Posted: 21 Jun 2022 Last Revised: 09 Mar 2024
Heiner Beckmeyer and Paul Meyerhof
University of Münster and University of Münster - Finance Center Muenster
Downloads 451 (122,311)

Abstract:

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equity term structure, cash-flow duration, mispricing, news announcements, analyst forecasts, limits to arbitrage

2.

Stock Returns in Global Value Chains: The Role of Upstreamness and Downstreamness

Journal of Empirical Finance, Forthcoming, https://doi.org/10.1016/j.jempfin.2023.101437
Number of pages: 66 Posted: 07 Nov 2019 Last Revised: 02 Nov 2023
University of Münster - Finance Center Muenster, University of Münster - Finance Center Muenster, University of Münster - Finance Center Muenster and Technische Universität München (TUM) - School of Management
Downloads 447 (123,660)
Citation 4

Abstract:

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Asset Pricing, Input Output Table, International Financial Markets, International Trade, Stock Returns, Supply Chain

3.

Option-Based Intermediary Leverage

Journal of Banking and Finance, Vol. 145, 2022, https://doi.org/10.1016/j.jbankfin.2022.106670
Posted: 19 Nov 2020 Last Revised: 02 Nov 2023
Tilburg University - Tilburg University School of Economics and Management, University of Münster - Finance Center Muenster and University of Münster - Finance Center Muenster

Abstract:

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Intermediary asset pricing, financial intermediation, option-implied information, leverage, financial constraints, risk-bearing capacity, balance sheet valuation