Paul Meyerhof

University of Muenster - Finance Center Muenster

Schlossplatz 2

Muenster

Germany

  • University of Muenster - Finance Center Muenster

SCHOLARLY PAPERS

4

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609

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Scholarly Papers (4)

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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 Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and Technische Universität München (TUM) - School of Management
Downloads 316 (133,274)

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

2.

Option-Based Intermediary Leverage

Number of pages: 67 Posted: 19 Nov 2020 Last Revised: 09 Jun 2022
Thomas Grünthaler, Friedrich Lorenz and Paul Meyerhof
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 150 (267,060)

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

3.

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

Number of pages: 50 Posted: 21 Jun 2022 Last Revised: 22 Jun 2022
Heiner Beckmeyer and Paul Meyerhof
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 97 (377,939)

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

4.

The Leverage Bearing Capacity: A New Tool for Intermediary Asset Pricing

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 47 Posted: 26 Oct 2021
Thomas Grünthaler, Friedrich Lorenz and Paul Meyerhof
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 46 (536,891)

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