Research article (journal)
Adämmer, P., Bohl, M., & Groß, C. (2016). Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?. Journal of Futures Markets, 36(9), 851–869.
More details BibTeX DOI
@article{AdaemmerBG2016PriceDiscovery,
author = {P Adämmer and MT Bohl and C Groß},
title = {Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?},
journal = {Journal of Futures Markets},
year = {2016},
volume = {36},
number = {9},
pages = {851--869},
doi = {10.1002/fut.21760},
note = {Publication status: Published}
}
Bohl, M. T., Reher, G., & Wilfling, B. (2016). Short selling contraints and stock returns volatility: empirical evidence from the German stock market. Economic Modelling, 58, 159–166.
More details BibTeX DOI
@article{BohlRW2016ShortSelling,
author = {Martin T. Bohl and Gerrit Reher and Bernd Wilfling},
title = {Short selling contraints and stock returns volatility: empirical evidence from the German stock market},
journal = {Economic Modelling},
year = {2016},
volume = {58},
pages = {159--166},
doi = {10.1016/j.econmod.2016.05.025},
note = {Publication status: Published}
}
Bohl, M. (2016). Treiben Indexfonds Agrarrohstoffpreise? Nein!. Perspektiven der Wirtschaftspolitik, 17(2), 1–18.
More details BibTeX DOI
@article{Bohl2016TreibenIndexfonds,
author = {MT Bohl},
title = {Treiben Indexfonds Agrarrohstoffpreise? Nein!},
journal = {Perspektiven der Wirtschaftspolitik},
year = {2016},
volume = {17},
number = {2},
pages = {1--18},
doi = {10.1515/pwp-2016-0011},
note = {Publication status: Published}
}
Bohl, M., Czaja, M.-G., & Kaufmann, P. (2016). Momentum Profits, Market Cycles, and Rebounds: Evidene from Germany. The Quarterly Review of Economics and Finance, 61, 139–159.
More details BibTeX DOI
@article{BohlCK2016MomentumProfits,
author = {MT Bohl and M-G Czaja and P Kaufmann},
title = {Momentum Profits, Market Cycles, and Rebounds: Evidene from Germany},
journal = {The Quarterly Review of Economics and Finance},
year = {2016},
volume = {61},
pages = {139--159},
doi = {10.1016/j.qref.2016.01.003},
note = {Publication status: Published}
}
Bohl, M., Diesteldorf, J., Salm, C., & Wilfling, B. (2016). Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach. Journal of Futures Markets, 36(1), 30–45.
More details BibTeX DOI
@article{BohlDSW2016SpotMarket,
author = {MT Bohl and J Diesteldorf and CA Salm and B Wilfling},
title = {Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach},
journal = {Journal of Futures Markets},
year = {2016},
volume = {36},
number = {1},
pages = {30--45},
doi = {10.1002/fut.21723},
note = {Publication status: Published}
}
Bohl, M., Klein, A., & Siklos, P. (2016). A Markov Switching Approach to Herding. Credit and Capital Markets, 49, 193–220.
More details BibTeX
@article{BohlKS2016AMarkovSwitching,
author = {MT Bohl and AC Klein and PL Siklos},
title = {A Markov Switching Approach to Herding},
journal = {Credit and Capital Markets},
year = {2016},
volume = {49},
pages = {193--220},
note = {Publication status: Published}
}
Bohl, M., Michaelis, P., & Siklos, P. (2016). Austerity and recovery: Exchange rate regime choice, economic growth and financial crises. Economic Modeling, 53(February), 195–207.
More details BibTeX DOI
@article{BohlMS2016AusterityAnd,
author = {MT Bohl and P Michaelis and PL Siklos},
title = {Austerity and recovery: Exchange rate regime choice, economic growth and financial crises},
journal = {Economic Modeling},
year = {2016},
volume = {53},
number = {February},
pages = {195--207},
doi = {10.1016/j.econmod.2015.11.017},
note = {Publication status: Published}
}
Working paper
Bohl, M., Reher, G., & Wilfling, B. (2016). Short selling constraints and stock returns volatility: empirical evidence from the German stock market. In CQE Working Paper: Vol. 45/2016. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
More details BibTeX Full text
@techreport{BohlRW2016ShortSelling,
author = {MT Bohl and G Reher and B Wilfling},
title = {Short selling constraints and stock returns volatility: empirical evidence from the German stock market},
institution = {Center for Quantitative Economics (CQE), University of Muenster},
series = {CQE Working Paper},
number = {45/2016},
volume = {45/2016},
year = {2016},
address = {University of Muenster},
url = {https://www.wiwi.uni-muenster.de/cqe/sites/cqe/files/CQE_Paper/CQE_WP_45_2016.pdf},
note = {Publication status: Published}
}