Paul Meyerhof

University of Münster - Finance Center Muenster

Schlossplatz 2

Muenster

Germany

  • University of Münster - Finance Center Muenster

SCHOLARLY PAPERS

3

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652

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1

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Scholarly Papers (3)

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1.

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

Number of pages: 74 Posted: 07 Nov 2019 Last Revised: 09 Jun 2022
Nicole Branger, René Marian Flacke, Paul Meyerhof and Steffen Windmüller
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 372 (125,012)

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

2.

The Short-Duration Premium in the Stock Market: Risk or Mispricing?

Number of pages: 55 Posted: 21 Jun 2022 Last Revised: 19 Sep 2022
Heiner Beckmeyer and Paul Meyerhof
University of Münster - Finance Center Muenster and University of Münster - Finance Center Muenster
Downloads 280 (169,239)

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Equity Term Structure, Duration Premium, Mispricing, Limits to Arbitrage, High-Frequency Identification, Post-Earnings-Announcement Drift, Information Diffusion, Analyst Forecasts

3.

Option-Based Intermediary Leverage

Journal of Banking and Finance, Forthcoming https://doi.org/10.1016/j.jbankfin.2022.106670
Posted: 19 Nov 2020 Last Revised: 14 Sep 2022
Thomas Gruenthaler, Friedrich Lorenz and Paul Meyerhof
University of Muenster - Finance Center Muenster, University of Münster - Finance Center Muenster and University of Münster - Finance Center Muenster

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