• 2023

    Research article (journal)

    Bialkowski, J., Bohl, M. T., & Perera, D. (2023). Commodity Futures Hedge Ratios: A Meta-Analysis. Journal of Commodity Markets, 30(June).
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    Bohl, M. T., Irwin, S. H., Pütz, A., & Sulewski, C. (2023). The impact of financialization on the efficiency of commodity futures markets. Journal of Commodity Markets, 31(September).
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    Bohl, M. T., Kanelis, D., & Siklos, P. L. (2023). Central Bank Mandates: How Differences Can Influence the Content and Tone of Central Bank Communication. Journal of International Money and Finance, 130.
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  • 2022

    Research article (journal)

    Bialkowski, J., Bohl, M. T., & Perera, D. (2022). Is the Tracking Error Time Varying? Evidence from Agricultural ETCs. Research in International Business and Finance, 63(December).
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    Bohl, M. T., Branger, N., & Trede, M. (2022). Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?. Applied Economic Perspectives and Policy, 44(3), 1534–1553.
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  • 2021

    Research article (journal)

    Bohl, M., Campani, C., de Oliveira, F., Palazzi, R., & Souza, W. (2021). Framework to Structure the Brazilian Electricity Futures Market. International Journal of Energy Sector Management, 15(5), 914–932.
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    Bohl, M., Pütz, A., Siklos, P., & Sulewski, C. (2021). Information Transmission under Increasing Political Tension — Evidence for the Berlin Produce Exchange 1887-1896. Journal of Futures Markets, 41(2), 226–244.
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    Bohl, M., Pütz, A., & Sulewski, C. (2021). Speculation and the Informational Efficiency of Commodity Futures Markets. Journal of Commodity Markets, 23(September, Article 100159).
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  • 2020

    Research article (journal)

    Bialkowski, J., Perera, D., & Bohl, M. (2020). Does the Tea Market Require a Futures Contract? Evidence from the Sri Lankan Tea Market. Research in International Business and Finance, 2020(December, Article 101290).
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    Bohl, M., Ehrmann, T., & Wellenreuther, C. (2020). The Far Reaching Implications of Fama's Efficient Markets Hypothesis: Non-Predictability of Media Investment. Applied Economics Letters, 27(18), 1505–1508.
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    Bohl, M., Siklos, P., Stefan, M., & Wellenreuther, C. (2020). Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?. Journal of Commodity Markets, 18(June, Article 100092).
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    Bohl, M., & Stefan, M. (2020). Return Dynamics During Periods of High Speculation in a Thinly Traded Commodity Market. Journal of Futures Markets, 40(1), 145–159.
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  • 2019

    Research article (journal)

    Bohl, M., Brzeszczynski, J., & Serwa, D. (2019). Pension Funds, Large Capital Inflows and Stock Returns in a Thin Market. Journal of Pension Economics and Finance, 18(3), 347–387.
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    Bohl, M., Groß, C., & Souza, W. (2019). The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets. International Review of Economics and Finance, 60(March), 203–215.
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    Bohl, M., & Sulewski, C. (2019). The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. Journal of Commodity Markets, 16(December).
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    Other scientific publication

    Bohl, M., Stefan, M., & Wellenreuther, C. (2019). An Introduction to ESMA’s Commitments of Traders Reports: Do Hedgers Really Hedge?. (submitted / under review)
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  • 2018

    Research article (book contribution)

    Bohl, M., & Siklos, P. (2018). The Anatomy of Inflation: An Economic History Perspective. In Battilossi, S., Cassis, Y., & Yago, K. (Eds.), Handbook of the History of Money and Currency (pp. x-x). Singapore: Springer.
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    Research article (journal)

    Adämmer, P., & Bohl, M. (2018). Price Discovery Dynamics in European Agricultural Markets. Journal of Futures Markets, 38(5), 549–562.
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    Bohl, M., Essid, B., & Siklos, P. (2018). Short-Selling Bans and the Global Financial Crisis: Are they Interconnected?. Applied Economics Quarterly, 64(2), 159–177.
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    Bohl, M., Siklos, P., & Wellenreuther, C. (2018). Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures. Journal of Asian Economics, 54(February), 69–91.
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  • 2017

    Research article (journal)

    Adämmer, P., Bohl, M., & von Ledebur, E.-O. (2017). Dynamics Between North American and European Agricultural Futures Prices During Turmoil and Financialization. Bulletin of Economic Research, 69(1), 57–76.
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    Bohl, M., Branger, N., & Trede, M. (2017). The Case for Herding is Stronger than You Think. Journal of Banking and Finance, 85(December), 30–40.
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    Other scientific publication

    Bohl, M., Groß, C., & Weber, S. (2017). Deutsche Milchprodukt-Futurekontrakte: Qualität der Preissignale und Eignung als Preisabsicherungsinstrument. (submitted / under review)
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  • 2016

    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.
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    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.
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    Bohl, M. (2016). Treiben Indexfonds Agrarrohstoffpreise? Nein!. Perspektiven der Wirtschaftspolitik, 17(2), 1–18.
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    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.
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    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.
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    Bohl, M., Klein, A., & Siklos, P. (2016). A Markov Switching Approach to Herding. Credit and Capital Markets, 49, 193–220.
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    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.
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    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.
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  • 2015

    Research article (journal)

    Adämmer, P., & Bohl, M. (2015). Speculative Bubbles in Agricultural Prices. Quarterly Review of Economics and Finance, 55(February 2015), 67–76.
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    Białkowski, J., Bohl, M., Stephan, P., & Wisniewski, T. (2015). The gold price in times of crisis. International Review of Financial Analysis, 41, 339.
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    Bohl, M., Diesteldorf, J., & Siklos, P. (2015). The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks. China Economic Review, 34(July 2015), 207–224.
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    Bohl, M., Kaufmann, P., & Siklos, P. (2015). What Drove the Mid-2000s Explosiveness in Alternative Energy Stock Prices? Evidence from U.S., European and Global Indices. International Review of Financial Analysis, 40(July 2015), 194–206.
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  • 2014

    Research article (journal)

    Bohl, M., Klein, A., & Siklos, P. (2014). Short-Selling Bans and Institutional Investors' Herding Behaviour: Evidence from the Global Financial Crisis. International Review of Economics and Finance, 33(May 2014), 262–269.
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  • 2013

    Research article (journal)

    Bialkowski, J., Bohl, M., Kaufmann, P., & Wisniewski, T. (2013). Do Mutual Fund Managers Exploit the Ramadan Anomaly? Evidence from Turkey. Emerging Markets Review, 15, 211–232.
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    Bohl, M., Javed, F., & Stephan, P. (2013). Do Commodity Index Traders Destabilize Agricultural Futures Prices?. Applied Economics Quarterly, 59(2), 125–148.
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    Bohl, M., Kaufmann, P., & Stephan, P. (2013). From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks. Energy Economics, 37, 40–51.
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    Bohl, M., Klein, A., & Siklos, P. (2013). Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis. Journal of Financial Stability, 9(3), 337–346.
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  • 2012

    Research article (journal)

    Bohl, M., & Goodfellow, C. (2012). Forestalling Floor Closure: Evidence from a Natural Experiment on the German Stock Market. Applied Economics, 44(6), 793–802.
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    Bohl, M., Michels, W., & Oelgemöller, J. (2012). Determinanten von Wohnimmobilienpreisen: Das Beispiel der Stadt Münster. Jahrbuch für Regionalwissenschaft, 32(2), 193–208.
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  • 2011

    Research article (journal)

    Bohl, M., Lischewski, J., & Voronkova, S. (2011). Pension Funds' Performance in Strongly Regulated Industries in Central Europe: Evidence from Poland and Hungary. Emerging Markets Finance and Trade, 47(SUPPL. 3), 80–94.
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    Bohl, M., Mayes, D., & Siklos, P. (2011). The Quality of Monetary Policy and Inflation Performance: Globalization and Its Aftermath. The Manchester School, 79(Supplement 1), 617–645.
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    Bohl, M., Salm, C., & Schuppli, J. (2011). Price Discovery and Investor Structure in Stock Index Futures. Journal of Futures Markets, 31(3), 282–306.
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    Bohl, M., Salm, C., & Wilfling, B. (2011). Do Individual Index Futures Investors Destabilize the Underlying Spot Market?. Journal of Futures Markets, 31(1), 81–101.
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    Bohl, M., & Schuppli, J. (2011). Leerverkaufsrestriktionen. DBW Die Betriebswirtschaft, 71(4), 408–411.
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  • 2010

    Research article (journal)

    Bohl, M., Goodfellow, C., & Bialkowski, J. (2010). Individual Investors Surpass their Reputation: Trading Behavior on the Polish Futures Market. Economic Systems, 34(4), 480–492.
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    Bohl, M., & Salm, C. (2010). The Other January Effect: International Evidence. The European Journal of Finance, 16(2), 173–182.
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    Bohl, M., & Schuppli, J. (2010). Lohnen sich Aktieninvestments in Erneuerbare Energien?. Corporate Finance biz, 1, 65–72.
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    Bohl, M., & Schuppli, J. (2010). Do Foreign Institutional Investors Destabilize China’s A-Share Markets?. Journal of International Financial Markets, Institutions and Money, 20(1), 36–50.
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    Bohl, M., Schuppli, J., & Siklos, P. (2010). Stock Return Seasonalities and Investor Structure: Evidence from China's B-Share Markets. China Economic Review, 21(1), 190–201.
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  • 2009

    Research article (journal)

    Bohl, M., Brzeszczynski, J., & Wilfling, B. (2009). Institutional Investors and Stock Returns Volatility: Empirical Evidence from a Natural Experiment. Journal of Financial Stability, 5(2), 170–182.
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    Bohl, M., Gebka, B., & Goodfellow, C. (2009). Together We Invest? Individual and Institutional Investors’ Trading Behaviour in Poland. International Review of Financial Analysis, 18(4), 212–221.
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    Bohl, M., & Siklos, P. (2009). Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule. Open Economic Review, 20(1), 39–59.
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    Bohl, M., Siklos, P., & Sondermann, D. (2009). The Euro Area Stock Market Channel: Does One Size Fit All?. Finance Research Letters, 6(4), 230–235.
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  • 2008

    Research article (journal)

    Bohl, M., Döpke, J., & Pierdzioch, C. (2008). Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the United States. The Financial Review, 43(3), 323–335.
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    Bohl, M., Goodfellow, C., & Schiereck, D. (2008). Vorteilhaftigkeit des börslichen Abendhandels aus Anlegersicht. Kredit und Kapital, 41(4), 541–556.
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    Bohl, M., & Siklos, P. (2008). Policy Words and Policy Deeds: The ECB and the Euro. International Journal of Finance & Economics, 13(3), 247–265.
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    Bohl, M., & Siklos, P. (2008). Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets. Applied Financial Economics, 18(17), 1379–1389.
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    Bohl, M., Siklos, P., & Sondermann, D. (2008). European Stock Markets and the ECB's Monetary Policy Surprises. International Finance, 11(2), 117–130.
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  • 2007

    Research article (journal)

    Bohl, M., & Siklos, P. (2007). Do Actions Speak Louder Than Words? Evaluating Monetary Policy at the Bundesbank. Journal of Macroeconomics, 29(2), 368–386.
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    Bohl, M., Siklos, P., & Werner, T. (2007). Do Central Banks React to Stock Markets? The Case of the Bundesbank. Journal of Banking and Finance, 31(3), 719–733.
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  • 2006

    Research article (book contribution)

    Bohl, M., Havrylchyk, O., & Schiereck, D. (2006). Foreign Acquisition and Industry Wealth Effects of Privatization: Evidence from the Polish Banking Industry. In Balling, M., Liermann, F., & Mullineux, A. (Eds.), Competition and Profitability in European Financial Services (pp. 80–95). New York: Routledge.
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    Bohl, M., & Hölscher, J. (2006). Hayek’s 'Free Money Movement' and the Evolution of Monetary Order in Historical Perspective. In Backhaus, J. (Ed.), Entrepreneurship, Money and Coordination. Hayek's Theory of Cultural Evolution (pp. 150–155). Northampton: Edward Elgar.
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    Research article (journal)

    Bohl, M., Bialkowski, J., & Serwa, D. (2006). Testing for Financial Spillovers in Calm and Turbulent Periods. Quarterly Review of Economics and Finance, 46(3), 397–412.
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    Bohl, M., & Brzeszczynski, J. (2006). Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market. Journal of International Financial Markets, Institutions and Money, 16(4), 370–383.
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    Bohl, M., Gebka, B., & Henke, H. (2006). Institutional Trading and Stock Return Autocorrelation: Empirical Evidence on Polish Pension Fund Investors’ Behavior. Global Finance Journal, 16(3), 233–244.
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    Bohl, M., & Gottschalk, K. (2006). International Evidence on the Democrat Premium and the Presidential Cycle Effect. North American Journal of Economics and Finance, 17(2), 107–120.
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    Bohl, M., Henke, H., & Kaczynska, M. (2006). Exchange Traded Funds. WISU, das wirtschaftsstudium, 35(3), 337–341.
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    Bohl, M., & Reitz, S. (2006). Do Positive Feedback Traders Act in Germany’s Neuer Markt?. Quarterly Journal of Business and Economics, 44(1-2), 3–14.
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    Bohl, M., Schiereck, D., & Schöne, C. (2006). Vorteilhaftigkeit des börslichen Abendhandels für Privatanleger. Wissenschaft für die Praxis, 61, 11–13.
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  • 2005

    Research article (journal)

    Bohl, M., & Gottschalk, K. (2005). Steht der deutsche Aktienmarkt unter politischem Einfluss?. Finanzbetrieb, 2005(7-8), 517–523.
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    Bohl, M., & Gottschalk, K. (2005). Wetter- und Politikeffekte als neue Aktienmarktanomalien. WISU, das wirtschaftsstudium, 34(6), 811–816.
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    Bohl, M., & Korczak, P. (2005). Empirical Evidence on Cross-Listed Stocks of Central and Eastern European Companies. Emerging Markets Review, 6(2), 121–137.
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    Bohl, M., & Serwa, D. (2005). Financial Contagion Vulnerability and Resistance: A Comparison of European Capital Markets. Economic Systems, 29(3), 344–362.
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    Bohl, M., & Siklos, P. (2005). The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government. Southern Economic Journal, 72(2), 395–409.
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    Bohl, M., & Voronkova, S. (2005). Institutional Traders’ Behavior in an Emerging Stock Market: Empirical Evidence on Polish Pension Fund Investors. Journal of Business Finance and Accounting, 32(7&8), 1537–1560.
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    Bohl, M., & Wisniewski, T. (2005). The Information Content of Registered Insider Trading Under Lax Law Enforcement. International Review of Law and Economics, 25(2), 169–185.
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  • 2004

    Research article (book contribution)

    Bohl, M., Reitz, , & S, (2004). The Influence of Positive Feedback Trading on Return Autocorrelation: Evidence for the German Stock Market. In Geberl, S., Kaufmann, H.-R., Menichetti, M., & Wiesner, D. (Eds.), Aktuelle Entwicklungen im Finanzdienstleistungsbereich (pp. 221–233). Heidelberg: Physica-Verlag.
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    Bohl, M., & Siklos, P. (2004). The Stock Market and the Business Cycle in Periods of Deflation, (Hyper-) Inflation and Political Turmoil: Germany 1913 — 1926. In Burdekin, R., & Siklos, P. (Eds.), Deflation: Current and Historical Perspectives (pp. 298–317). Cambridge University Press.
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    Research article (journal)

    Bohl, M., & Siklos, P. (2004). The Present Value Model of US Stock Prices Redux: A New Testing Strategy and Some Evidence. Quarterly Review of Economics and Finance, 44(2), 208–223.
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    Bohl, M., & Siklos, P. (2004). The Bundesbank’s Inflation Policy and Asymmetric Behavior of the German Term Structure. Review of International Economics, 12(3), 495–508.
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    Bohl, M., & Wagener, H.-J. (2004). Editorial: Emerging Financial Systems in Central and Eastern Europe: Financial Institutions and Asset Pricing. Economic Systems, 28(Special Issue), 109–110.
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  • 2003

    Research article (book contribution)

    Bohl, M. (2003). Spekulative Blasen in deutschen Aktienkursen als Ursache exzessiver Volatilität. In Cassel, D., Müller, H., & Thieme, H. (Eds.), Stabilitätsprobleme in der Marktwirtschaft: Prozesse und Strukturen. Festschrift für Artur Woll zum 80. Geburtstag (pp. 185–196). Verlag Franz Vahlen.
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    Bohl, M. (2003). Wachstumskonvergenz durch Außenhandelsliberalisierung? Eine Bestandsaufnahme der empirischen Ergebnisse. In Reitz, S. (Ed.), Theoretische und wirtschaftspolitische Aspekte der internationalen Integration. Festschrift für Helga Luckenbach zum 68. Geburtstag (pp. 243–253). Duncker und Humblot.
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    Research article (journal)

    Bohl, M. (2003). Die Aktienhaussen der 80er- und 90er-Jahre: Waren es spekulative Blasen?. Kredit und Kapital, 36(4), 465–482.
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    Bohl, M. (2003). Periodically Collapsing Bubbles in the US Stock Market?. International Review of Economics and Finance, 12(3), 385–397.
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    Bohl, M., & Henke, H. (2003). Trading Volume and Stock Market Volatility: The Polish Case. International Review of Financial Analysis, 12(5), 513–525.
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    Bohl, M., & Sell, F. (2003). The Demand for Money by Private Firms in a Regulated Economy: Theoretical Underpinnings and Empirical Evidence for Germany 1960 — 1998. Rivista Internazionale di Scienze Economiche e Commerciali, 50(4), 451–474.
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  • 2002

    Research article (journal)

    Bohl, M., Sul, D., & Thompson, S. (2002). Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation. American Journal of Agricultural Economics, 84(4), 1042–1053.
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  • 2000

    Research article (book contribution)

    Bohl, M., & Alexander, V. (2000). Das Finanzsystem in Deutschland. In Obst, G., & Hintner, O. (Eds.), Geld-, Bank- und Börsenwesen (40, pp. 447–470). Schäffer-Poeschel Verlag.
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    Research article (journal)

    Bahmani-Oskooee, M., & Bohl, M. (2000). German Monetary Unification and the Stability of the German M3 Money Demand Function. Economics Letters, 66(2), 203–208.
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    Bohl, M. (2000). Nonstationary Stochastic Seasonality and the German M2 Money Demand Function. European Economic Review, 44(1), 61–70.
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  • 1999

    Research article (journal)

    Bohl, M. (1999). Forward Premium Puzzle and Peso-Problem. WiSt, Wirtschaftswissenschaftliches Studium, 28(8), 418–420.
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    Bohl, M. (1999). Blüten als Waffe?. WISU, das wirtschfatsstudium, 28(5), 693.
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    Bohl, M. (1999). Persistence in Government Spending Fluctuations: New Evidence on the Displacement Effect. A Comment on Goff. Public Choice, 99(3-4), 465–466.
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    Bohl, M. (1999). Modellierung einer stabilen Geldnachfragefunktion für Deutschlands M2. Kredit und Kapital, 32(2), 209–224.
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    Bohl, M. (1999). Buffer-Stock Komponenten in der Geldnachfrage von Deutschlands M3?. Schweizerische Zeitschrift für Volkswirtschaft und Statistik, 135(4), 577–589.
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    Bohl, M. (1999). Testing the Long-Run Implications of the Neoclassical Stochastic Growth Model: A Panel-Based Unit Root Investigation for West German Länder 1970 — 1994. Journal of Macroeconomics, 21(1), 155–164.
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    Bohl, M., & Alexander, V. (1999). Konsum, Vermögen und infiniter Planungshorizont. WISU, das wirtschfatsstudium, 28(2), 229–234.
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  • 1998

    Research article (journal)

    Bohl, M. (1998). Konvergenz westdeutscher Regionen? Neue empirische Ergebnisse auf der Basis von Panel-Einheitswurzeltests. Konjunkturpolitik, 44(1), 82–99.
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    Bohl, M., & Sell, F. (1998). Demand for Cash Balances in Germany: Theoretical Underpinnings and Empirical Evidence. Applied Economics, 30, 1017–1026.
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  • 1997

    Research article (book contribution)

    Bohl, M., & Sell, F. (1997). Die deutsche Bargeldnachfrage: Theoretische Fundierung und empirische Ergebnisse. In Hipp, C. (Ed.), Geld, Finanzwirtschaft, Banken und Versicherungen 1996 (pp. 169–188).
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    Research article (journal)

    Bohl, M. (1997). Methoden und Ergebnisse der Terrorismusforschung in der quantitativen Ökonomie: Ein Überblick. Jahrbuch für Wirtschaftswissenschaften, 48(2), 228–239.
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  • 1996

    Research article (journal)

    Bohl, M. (1996). Some International Evidence on Wagner’s Law. Public Finance, 51(2), 185–200.
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    Bohl, M. (1996). Saisonale Kointegration und die deutsche Konsumfunktion 1960 — 1993. Jahrbücher für Nationalökonomie und Statistik, 215(5), 526–541.
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  • 1995

    Research article (journal)

    Bohl, M. (1995). Neues von Cagans Geldnachfragefunktion. WiSt, Wirtschaftswissenschaftliches Studium, 24(11), 585–587.
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    Bohl, M. (1995). Cagan-Modell und Kointegrationskonzept: Empirische Ergebnisse für die Hyperinflation 1984/85 in Bolivien. Kredit und Kapital, 1995(BH 13), 303–323.
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