Publications | Dr. Heiner Beckmeyer | Finance Center Münster

Dr. Heiner Beckmeyer
Assistant Professor

Chair of Derivatives and Financial Engineering

Universitätsstr. 14-16
48143 Münster

Room: J360A

Phone: +49 251 83-22771
heiner.beckmeyer@wiwi.uni-muenster.de

Consultation hours:
nach Vereinbarung

2023

Research article (journal)

Bali, T. G., Beckmeyer, H., Moerke, M., & Weigert, F. (2023). Option Return Predictability with Machine Learning and Big Data. Review of Financial Studies, 36(9), 3548–3602.
More details BibTeX DOI

@article{BaliBMW2023OptionReturn,
  author = {Turan G. Bali and Heiner Beckmeyer and Mathis Moerke and Florian Weigert},
  title = {Option Return Predictability with Machine Learning and Big Data},
  journal = {Review of Financial Studies},
  year = {2023},
  volume = {36},
  number = {9},
  pages = {3548--3602},
  doi = {10.1093/rfs/hhad017},
  note = {Publication status: Published}
}