Peter N. Posch

TU Dortmund University

Otto Hahn Str. 6

Dortmund, 44227

Germany

SCHOLARLY PAPERS

34

DOWNLOADS

4,707

SSRN CITATIONS

22

CROSSREF CITATIONS

3

Scholarly Papers (34)

1.

Behavioural Patterns in Rogue Trading: Analysing the Cases of Nick Leeson, Jérôme Kerviel, and Kweku Adoboli

Rafeld, H., Fritz-Morgenthal, S., and Posch, P. (2017). Behavioural patterns in rogue trading: Analysing the cases of Nick Leeson, Jérôme Kerviel and Kweku Adoboli. Journal of Financial Compliance, 1(2): 156–71.
Number of pages: 21 Posted: 29 Mar 2017 Last Revised: 04 Jan 2018
Technical University of Dortmund, Frankfurt School of Finance & Management and TU Dortmund University
Downloads 739 (66,390)
Citation 1

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behaviour risk management, control balance, deviance, rogue trading, unauthorized trading

2.

Bayesian Methods for Improving Credit Scoring Models

Number of pages: 26 Posted: 13 Jun 2005 Last Revised: 23 Oct 2010
Gunter Löffler, Peter N. Posch and Christiane Schone
Ulm University, TU Dortmund University and Independent
Downloads 345 (166,092)
Citation 3

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Credit scoring, Bayesian inference, bankruptcy prediction

3.

Whale Watching on the Trading Floor: Unravelling Collusive Rogue Trading in Banks

Number of pages: 51 Posted: 19 Jul 2017 Last Revised: 25 Jul 2018
Technical University of Dortmund, Frankfurt School of Finance & Management and TU Dortmund University
Downloads 330 (174,244)
Citation 1

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behavioural risk, collusion, corporate culture, misconduct, organizational misbehaviour theory, rogue trading

4.

Bail-In and Asset Encumbrance: Implications for Banks’ Asset Liability Management

Journal of Banking Regulation, Forthcoming
Number of pages: 27 Posted: 06 Jan 2015 Last Revised: 10 Mar 2016
Peter N. Posch, Johannes Luebbers and Joachim Erhardt
TU Dortmund University, Technical University of Dortmund and Technical University of Dortmund
Downloads 301 (192,094)

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Asset Encumbrance, Asset-Liability Management, Structured Covered Bond

5.

SEC Workload, IPO Filing Reviews, and IPO Pricing

Number of pages: 55 Posted: 26 Mar 2021 Last Revised: 27 Oct 2021
Gerrit Köchling, Philipp Schmidtke and Peter N. Posch
Technical University of Dortmund, Technical University of Dortmund and TU Dortmund University
Downloads 283 (204,706)

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Initial Public Offering, SEC, Workload, Stress, Comment Letter, Price Revision, Review Process, Information Production

Institutional Investor Distraction and Unethical Business Practices: Evidence from Stakeholder-Related Misconduct

Number of pages: 65 Posted: 25 May 2022 Last Revised: 04 Jul 2024
Daniel Neukirchen, Gerrit Köchling and Peter N. Posch
TU Dortmund University, Technical University of Dortmund and TU Dortmund University
Downloads 249 (231,657)

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corporate governance, institutional investors, misconduct, career concerns, monitoring, distraction, corporate social responsibility JEL classification: G3, G30, G34, G41

Institutional Investor Distraction and Unethical Business Practices: Evidence from Stakeholder-Related Misconduct

Number of pages: 68 Posted: 06 Jul 2024
Daniel Neukirchen, Gerrit Köchling and Peter N. Posch
TU Dortmund University, Technical University of Dortmund and TU Dortmund University
Downloads 10 (1,115,573)

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corporate governance, institutional investors, misconduct, career concerns, corporate social responsibility

7.

Information Acquisition Experience, Investor Sophistication, and IPO Price Pressure

Number of pages: 54 Posted: 27 Mar 2021
Gerrit Köchling, Peter N. Posch and Philipp Schmidtke
Technical University of Dortmund, TU Dortmund University and Technical University of Dortmund
Downloads 211 (272,677)

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information acquisition, investor sophistication, EDGAR, price pressure, initial public offering, disclosure processing costs

8.

Anomalies, Trends and Patterns in Disclosure Activities: Understanding EDGAR

Number of pages: 39 Posted: 20 Dec 2023 Last Revised: 01 Jul 2024
J Schroeder and Peter N. Posch
SEC-API.io and TU Dortmund University
Downloads 198 (289,019)

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Market Anomalies, SEC Filings, Financial Data Analysis, Form 4, Form 8-K, Form 424B2, Form 10-K, Form D, Form NPORT-P, Form 13F-HR, SEC Correspondences

9.

Outperforming the Market: Portfolio Strategy Cloning from SEC 13F Filings

Number of pages: 35 Posted: 15 Apr 2024 Last Revised: 01 Jul 2024
J Schroeder and Peter N. Posch
SEC-API.io and TU Dortmund University
Downloads 194 (294,389)

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Alpha Cloning, Portfolio Replication, Form 13F-HR, Institutional Investment Managers, Quantitative Analysis of Fund Performances and Portfolio Cloning

10.

Does Central Clearing Benefit Risky Dealers?

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 31 Posted: 31 Dec 2014 Last Revised: 10 Mar 2016
Sergio Mayordomo and Peter N. Posch
Banco de España and TU Dortmund University
Downloads 185 (307,167)
Citation 5

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central clearing, counterparty risk, credit default swaps

11.

Applying Control Balance Theory to the Rogue Traders Nick Leeson, Jérôme Kerviel, and Kweku Adoboli

Rafeld, H., Fritz-Morgenthal, S., and Posch, P. (2017). Applying control balance theory to the rogue traders Nick Leeson, Jérôme Kerviel, and Kweku Adoboli. Journal of Financial Compliance, 1(3): 276–284.
Number of pages: 14 Posted: 21 Dec 2017 Last Revised: 04 Jan 2018
Technical University of Dortmund, Frankfurt School of Finance & Management and TU Dortmund University
Downloads 178 (317,931)

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behaviour risk management, control balance, deviance, rogue trading, unauthorised trading

12.

Commodities’ Common Factor. An Empirical Assessment of the Markets’ Drivers

Number of pages: 32 Posted: 19 Jan 2016 Last Revised: 14 Feb 2017
Johannes Luebbers and Peter N. Posch
Technical University of Dortmund and TU Dortmund University
Downloads 162 (345,206)

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Commodity-specific common factors, Generalized Dynamic Factor Models, Co-movement

13.

Estimation of Large Correlation Matrix with Shrinking Methods

Number of pages: 15 Posted: 19 Mar 2016
Peter N. Posch and Daniel Ullmann
TU Dortmund University and University of Dortmund - Economics and Social Sciences
Downloads 133 (404,773)

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correlated random variables, shrinking, correlation matrix, sharpe ratio, portfolio optimization

14.

Quality Signalling and Ratings Credibility: Regulatory Reform for the Ratings Industry

Number of pages: 20 Posted: 31 Jul 2010 Last Revised: 07 May 2012
Peter N. Posch and Roger J. Bowden
TU Dortmund University and Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance
Downloads 112 (460,915)

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Financial regulation, credit ratings, agency theory, incentive alignment, information value, real option

15.

The Impact of Commodity Finance on Resource Availability

Applied Financial Economics, Forthcoming
Number of pages: 9 Posted: 06 Jan 2015
Joachim Erhardt, Tarek Hard and Peter N. Posch
Technical University of Dortmund, Landesbank Baden-Württemberg (LBBW) and TU Dortmund University
Downloads 97 (509,809)

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Resource availability, international trade, base metals

16.

Are Agriculture Markets Driven by Investors’ Allocation? Evidence from the Co-Movement of Commodity Prices

Number of pages: 29 Posted: 23 Dec 2016 Last Revised: 14 Feb 2017
Johannes Luebbers and Peter N. Posch
Technical University of Dortmund and TU Dortmund University
Downloads 91 (531,206)

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Agriculture-specific common factor; commodity index traders; futures market

17.

Time-Frequency Linkages and Co-Movements between the Euro and European Stock Market: A Continuous Wavelet Analysis

Number of pages: 31 Posted: 03 Jun 2017 Last Revised: 25 Jun 2018
Timotheos Paraskevopoulos and Peter N. Posch
Technical University of Dortmund and TU Dortmund University
Downloads 86 (550,335)

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Wavelet, Europe, Cyclical and Anti-Cyclical Effects, Wavelet-Coherence, Lead-Lag Relationship

18.

Asymmetry and Performance Metrics for Equity Returns

Number of pages: 19 Posted: 19 Mar 2016
Roger J. Bowden, Peter N. Posch and Daniel Ullmann
Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance, TU Dortmund University and University of Dortmund - Economics and Social Sciences
Downloads 83 (562,208)

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Asymmetry metrics, equity returns, Friedman-Savage utility, Sharpe ratio, skewness, fund performance measures

19.

A Hybrid Forecasting Algorithm Based on SVR and Wavelet Decomposition

Number of pages: 36 Posted: 12 Jul 2018
Timotheos Paraskevopoulos and Peter N. Posch
Technical University of Dortmund and TU Dortmund University
Downloads 74 (600,592)

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Support Vector Regression, Forecasting, Algorithm

20.

How Does Stochastic Volatility Influence Asset Prices? – A Parameter-Free Approach

Number of pages: 32 Posted: 09 Mar 2018
Janis Müller and Peter N. Posch
Technical University of Dortmund and TU Dortmund University
Downloads 72 (609,786)

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Stochastic volatility, Consumption-based asset pricing, Factor models, Time-change

21.

Board Age Diversity and Corporate Misconduct

Number of pages: 88 Posted: 06 May 2022 Last Revised: 11 Dec 2023
Daniel Neukirchen, Peter N. Posch and André Betzer
TU Dortmund University, TU Dortmund University and University of Wuppertal - Schumpeter School of Business and Economics
Downloads 68 (628,854)

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corporate governance, directors, age diversity, misconduct

22.

Volatility Forecasting Accuracy for Bitcoin

Economics Letters, Vol. 191, 2020
Number of pages: 13 Posted: 28 Sep 2020
Gerrit Köchling, Philipp Schmidtke and Peter N. Posch
Technical University of Dortmund, Technical University of Dortmund and TU Dortmund University
Downloads 63 (654,081)

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Bitcoin, Cryptocurrency, GARCH, Volatility, Model confidence set, Robust loss function

23.

Managerial Behavior in Fund Tournaments—The Impact of TrueSkill

Journal of Asset Management, Vol. 22(1), pp. 62-75
Number of pages: 34 Posted: 29 Mar 2021
Alexander Swade, Gerrit Köchling and Peter N. Posch
Lancaster University - Department of Accounting and Finance, Technical University of Dortmund and TU Dortmund University
Downloads 61 (664,682)

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Fund tournament, Skill, Risk-shifting, TrueSkill, Bayesian network

24.

Wrong-Way-Risk in Tails

Journal of Asset Management, doi: 10.1057/s41260-018-0076-9
Number of pages: 23 Posted: 27 Feb 2018 Last Revised: 10 May 2018
Janis Müller and Peter N. Posch
Technical University of Dortmund and TU Dortmund University
Downloads 61 (664,682)
Citation 1

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25.

Dual Disadvantage and Dispersion Dynamics for Income Distributions

Number of pages: 22 Posted: 19 Mar 2016 Last Revised: 20 May 2016
Roger J. Bowden, Peter N. Posch and Daniel Ullmann
Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance, TU Dortmund University and University of Dortmund - Economics and Social Sciences
Downloads 61 (664,682)

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asymmetry, economic disadvantage, income inequality, partition entropy, social welfare function

26.

Price Delay and Market Frictions in Cryptocurrency Markets

Economics Letters, Vol. 174, 2019
Number of pages: 8 Posted: 28 Nov 2018 Last Revised: 12 Aug 2020
Gerrit Köchling, Janis Müller and Peter N. Posch
Technical University of Dortmund, Technical University of Dortmund and TU Dortmund University
Downloads 54 (703,859)
Citation 1

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Cryptocurrency, Price Delay, Market Efficiency

27.

Does the Introduction of Futures Improve the Efficiency of Bitcoin?

Finance Research Letters, Vol. 30, 2019
Number of pages: 8 Posted: 25 Feb 2018 Last Revised: 12 Aug 2020
Gerrit Köchling, Janis Müller and Peter N. Posch
Technical University of Dortmund, Technical University of Dortmund and TU Dortmund University
Downloads 50 (728,340)
Citation 11

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Bitcoin, Market Efficiency, Cryptocurrency, Institutional Investors

28.

Wall Street’s Bailout Bet: Market Reactions to House Price Releases in the Presence of Bailout Expectations

Journal of Banking and Finance, vol. 37(12), pages 5147-5158, 2013.
Number of pages: 40 Posted: 11 Dec 2010 Last Revised: 10 Mar 2016
Gunter Löffler and Peter N. Posch
Ulm University and TU Dortmund University
Downloads 49 (734,674)

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Financial crisis, announcement effects, house prices, bail-out

29.

An Explanation for the Halloween Effect: Why "Sell in May and Go Away" Works

Number of pages: 37 Posted: 07 Jun 2024
J Schroeder and Peter N. Posch
SEC-API.io and TU Dortmund University
Downloads 41 (789,365)

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Halloween Effect, Sell in May and Go Away, Explanation for Halloween Effect, SEC Filings

30.

Do Firms Hedge in Order to Avoid Financial Distress Costs? New Empirical Evidence Using Bank Data

Journal of Business Finance & Accounting
Number of pages: 56 Posted: 13 Feb 2018 Last Revised: 12 Feb 2021
Lutz Hahnenstein, Gerrit Köchling and Peter N. Posch
Ampega Asset Management GmbH, Technical University of Dortmund and TU Dortmund University
Downloads 38 (811,571)

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Corporate Hedging, Bankruptcy costs, Financial Distress, Derivatives

31.

How Does Corporate Culture Affect IPO Price Formation?

Number of pages: 66 Posted: 22 Nov 2023 Last Revised: 10 May 2024
Florida Atlantic University, Technical University of Dortmund, Technical University of Dortmund and TU Dortmund University
Downloads 28 (894,790)
Citation 1

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initial public offering, corporate culture, underpricing, price revision

32.

Consumption Volatility Ambiguity and Risk Premium's Time-Variation

Posted: 09 Mar 2018
Janis Müller and Peter N. Posch
Technical University of Dortmund and TU Dortmund University

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Stochastic volatility, Ambiguity, Time-varying equity premium

33.

How Does Hedge Accounting Influence Firm Value?

Posted: 25 Feb 2018
Gerrit Köchling and Peter N. Posch
Technical University of Dortmund and TU Dortmund University

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Hedge Accounting, Firm Value, Derivatives ,Text Analysis

34.

Sovereign Asset Values and Implications for the Credit Market

Review of Financial Economics, Forthcoming
Posted: 25 Mar 2013 Last Revised: 13 Feb 2015
Peter N. Posch and Eva-Maria Kalteier
TU Dortmund University and Ulm University - Department of Mathematics and Economics

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Other Papers (1)

Total Downloads: 161
1.

How Does Corporate Culture Affect IPO Price Formation?

Journal of Banking and Finance, Forthcoming
Number of pages: 48 Posted: 18 Feb 2022 Last Revised: 26 Mar 2024
Florida Atlantic University, Technical University of Dortmund, Technical University of Dortmund and TU Dortmund University
Downloads 161

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IPO, Corporate Culture, Underpricing, Management Experience, Signaling Theory