Peter N. Posch

TU Dortmund University

Otto Hahn Str. 6

Dortmund, 44227

Germany

SCHOLARLY PAPERS

30

DOWNLOADS

3,204

SSRN CITATIONS

12

CROSSREF CITATIONS

2

Scholarly Papers (30)

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 592 (67,973)
Citation 1

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

2.

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 279 (160,346)

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Asset Encumbrance, Asset-Liability Management, Structured Covered Bond

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 276 (162,182)

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

4.

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 240 (187,006)
Citation 2

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Credit scoring, Bayesian inference, bankruptcy prediction

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
TU Dortmund University, TU Dortmund University and TU Dortmund University
Downloads 186 (235,333)

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

6.

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 166 (260,747)
Citation 5

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central clearing, counterparty risk, credit default swaps

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
TU Dortmund University, TU Dortmund University and TU Dortmund University
Downloads 146 (288,083)

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

8.

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 141 (296,154)

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

9.

Board Age Diversity and Corporate Misconduct

Number of pages: 57 Posted: 06 May 2022
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 136 (304,605)

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corporate governance, directors, age diversity, misconduct

10.

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 129 (316,974)

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

11.

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 106 (364,171)

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

12.

Do Managers Commit Wrongdoing When Investors Are Distracted?

Number of pages: 41 Posted: 25 May 2022
Daniel Neukirchen, Gerrit Köchling and Peter N. Posch
TU Dortmund University, TU Dortmund University and TU Dortmund University
Downloads 96 (388,435)

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corporate governance, institutional investors, misconduct, monitoring, distraction

13.

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 76 (446,907)

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Resource availability, international trade, base metals

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 71 (463,862)

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

15.

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 66 (481,803)

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

16.

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 60 (505,313)

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

17.

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 53 (534,831)

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Support Vector Regression, Forecasting, Algorithm

18.

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 51 (543,868)

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

19.

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 47 (562,593)

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

20.

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
TU Dortmund University, TU Dortmund University and TU Dortmund University
Downloads 46 (567,598)

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

21.

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 44 (577,713)
Citation 1

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22.

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, TU Dortmund University and TU Dortmund University
Downloads 42 (593,571)

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

23.

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 39 (604,624)

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

24.

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
TU Dortmund University, Technical University of Dortmund and TU Dortmund University
Downloads 32 (646,106)
Citation 1

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Cryptocurrency, Price Delay, Market Efficiency

25.

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 32 (646,106)

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

26.

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
TU Dortmund University, Technical University of Dortmund and TU Dortmund University
Downloads 28 (673,463)
Citation 5

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Bitcoin, Market Efficiency, Cryptocurrency, Institutional Investors

27.

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, TU Dortmund University and TU Dortmund University
Downloads 24 (703,523)

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Corporate Hedging, Bankruptcy costs, Financial Distress, Derivatives

28.

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

29.

How Does Hedge Accounting Influence Firm Value?

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

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Hedge Accounting, Firm Value, Derivatives ,Text Analysis

30.

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: 27
1.

Does Corporate Culture Influence IPO Pricing?

Number of pages: 53 Posted: 18 Feb 2022 Last Revised: 28 Aug 2022
Florida Atlantic University, TU Dortmund University, TU Dortmund University and TU Dortmund University
Downloads 27

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