2020

 

Pütz, A., Siklos, P., & Sulewski, C. (2020). Networks and trade costs in commodity markets during the late 19th century: A new dataset and evidence. European Review of Economic History, 2020. (Accepted)
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2019

 

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., Ehrmann, T., & Wellenreuther, C. (2019). The Far Reaching Implications of Fama's Efficient Markets Hypothesis: Non-Predictability of Media Investment. Applied Economics Letters, 2019. (Accepted)
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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., Siklos, P., Stefan, M., & Wellenreuther, C. (2019). Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?. Journal of Commodity Markets, 2019. (In press)
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Bohl, M., & Stefan, M. (2019). Return Dynamics During Periods of High Speculation in a Thinly Traded Commodity Market. Journal of Futures Markets, 2019. (In press)
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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, 2019. (In press)
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Gross, C., & Siklos, P. (2019). Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. Journal of Applied Econometrics, 2019. (Accepted)
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Wellenreuther, C., & Voelzke, J. (2019). Speculation and Volatility — A Time-Varying Approach applied on Chinese Commodity Futures Markets. Journal of Futures Markets, 39(4), 405–417.
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Bohl, M., Branger, N., & Trede, M. (2019). Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?. (Submitted)
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Bohl, M., Pütz, A., & Sulewski, C. (2019). Speculation and the Informational Efficiency of Commodity Futures Markets. (Submitted)
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Bohl, M., Stefan, M., & Wellenreuther, C. (2019). An Introduction to ESMA’s Commitments of Traders Reports: Do Hedgers Really Hedge?. (Submitted)
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Siklos, P., Stefan, M., & Wellenreuther, C. (2019). Metal Prices Made in China? A Network Analysis of Industrial Metal Futures. (Submitted)
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Stefan, M., & Wellenreuther, C. (2019). London vs. Leipzig: Price Discovery of Carbon Futures during Phase III of the ETS. (Submitted)
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2018

 

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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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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Bohl, M., Pütz, A., Siklos, P., & Sulewski, C. (2018). Information Transmission under Increasing Political Tension — Evidence for the Berlin Produce Exchange 1887-1896. (Submitted)
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2017

 

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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Bohl, M., Groß, C., & Weber, S. (2017). Deutsche Milchprodukt-Futurekontrakte: Qualität der Preissignale und Eignung als Preisabsicherungsinstrument. (Submitted)
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Groß, C. (2017). Examining the Common Dynamics of Commodity Futures Prices. (Submitted)
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Voelzke, J., Diesteldorf, J., Goessling, F., & Weigt, T. (2017). Investors' favourite — A different look at valuing individual labour income. (Submitted)
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2016

 

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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Bohl, M., Reher, G., & Wilfling, B. (2016). Short selling constraints and stock returns volatility: empirical evidence from the German stock market. University of Muenster: Center for Quantitative Economics (CQE), University of Muenster.
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Diesteldorf, J., Meyer, S., & Voelzke, J. (2016). New evidence for explosive behavior of commodity prices. (Submitted)
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2015

 

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 (International Review of Financial Analysis), 41, 329–339.
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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

 

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

 

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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Czaja, M.-C., Kaufmann, P., & Scholz, H. (2013). Enhancing the Profitability of Earnings Momentum Strategies Momentum, Information Diffusion and Earnings Uncertainty. Journal of Investment Strategies, 2(4), 3–57.
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Klein, A. (2013). Time-variations in herding behavior: Evidence from a Markov switching SUR model. Journal of International Financial Markets, Institutions and Money (Journal of International Financial Markets, Institutions and Money), 26(1), 291–304.
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Lammerding, M., Stephan, P., Trede, M., & Wilfling, B. (2013). Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach. Energy Economics, 36(1), 491–502.
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2012

 

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

 

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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Sondermann, D., Trede, M., & Wilfling, B. (2011). Estimating the degree of interventionist policies in the run-up to EMU. Applied Economics (Applied Economics), 43(2), 207–218.
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2010

 

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). 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. (2010). Lohnen sich Aktieninvestments in Erneuerbare Energien?. Corporate Finance biz, 1, 65–72.
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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

 

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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Grammig, J., Schrimpf, A., & Schuppli, M. (2009). Long-horizon consumption risk and the cross-section of returns: New tests and international evidence. European Journal of Finance (European Journal of Finance), 15(5-6), 511–532.
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2008

 

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

 

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

 

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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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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2005

 

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

 

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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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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2003

 

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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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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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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2002

 

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

 

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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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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1999

 

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. (1999). Forward Premium Puzzle and Peso-Problem. WiSt, Wirtschaftswissenschaftliches Studium, 28(8), 418–402.
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Bohl, M. (1999). Blüten als Waffe?. WISU, das wirtschfatsstudium, 28(5), 693.
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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

 

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

 

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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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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1996

 

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

 

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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Bohl, M. (1995). Neues von Cagans Geldnachfragefunktion. WiSt, Wirtschaftswissenschaftliches Studium, 24(11), 585–587.
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