Search Results - "Entrop, Oliver"

Managers’ research education, the use of FX derivatives and corporate speculation by Entrop, Oliver, Merkel, Matthias F.

“…In contrast to the U.S., many executive managers of firms in German-speaking countries have a PhD. In this paper we analyze if a research-oriented background…”
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The determinants of price discovery on bitcoin markets by Entrop, Oliver, Frijns, Bart, Seruset, Marco

“…This paper investigates whether market quality, uncertainty, investor sentiment and attention, and macroeconomic news affect bitcoin price discovery in spot…”
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Hedging costs and joint determinants of premiums and spreads in structured financial products by Entrop, Oliver, Fischer, Georg

“…Evaluating more than 317,000 discount certificates in the German secondary market, we find that premiums and spreads are endogenous and negatively related but…”
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Determinants of bank interest margins: Impact of maturity transformation by Entrop, Oliver, Memmel, Christoph, Ruprecht, Benedikt, Wilkens, Marco

“…This paper explores the extent to which interest risk exposure is priced into bank margins. Our contribution to the literature is twofold: First, we extend the…”
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Performance measurement for option portfolios in a stochastic volatility framework by Baule, Rainer, Entrop, Oliver, Wessels, Sebastian

“…Measuring the performance of stock portfolios that include options is challenging due to options' nonlinearity in the underlying, their exposure to volatility…”
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What makes individual investors exercise early? Empirical evidence from non-tradable fixed-income products by Eickholt, Mathias, Entrop, Oliver, Wilkens, Marco

“…This paper studies the early exercise behavior of individual investors in non-tradable German governmental putable bonds. Analyzing holding and exercise…”
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How does pricing affect investors’ product choice? Evidence from the market for discount certificates by Entrop, Oliver, Fischer, Georg, McKenzie, Michael, Wilkens, Marco, Winkler, Christoph

“…This paper examines the choices of retail investors in the market for structured financial products with a focus on implicit and explicit pricing components…”
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Effect of mandatory sustainability performance disclosures on firm value: Evidence from listed European firms by Vishnu Nampoothiri, Madhavan, Entrop, Oliver, Annamalai, Thillai Rajan

“…Corporate Sustainability Performance (CSP) reporting is becoming increasingly important to investors who seek to identify and invest in companies that are…”
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The performance of individual investors in structured financial products by Entrop, Oliver, McKenzie, Michael, Wilkens, Marco, Winkler, Christoph

“…This paper is the first to measure individual investors’ realized risk-adjusted performance in structured financial products, which represent one of the key…”
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Market makers’ optimal price-setting policy for exchange-traded certificates by Baller, Stefanie, Entrop, Oliver, McKenzie, Michael, Wilkens, Marco

“…This paper presents the first theoretical model of the profit maximizing price-setting policy for the issuers of exchange-traded retail certificates. Unlike…”
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Credit risk and bank margins in structured financial products: Evidence from the German secondary market for discount certificates by Baule, Rainer, Entrop, Oliver, Wilkens, Marco

“…This study analyzes bank margins in the German secondary market for exchange‐traded structured financial products, with particular emphasis on the influence of…”
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The price-setting behavior of banks: An analysis of open-end leverage certificates on the German market by Entrop, Oliver, Scholz, Hendrik, Wilkens, Marco

“…This paper presents the first analysis of open-end leverage certificates on the German market. The major innovations of these certificates are twofold. First,…”
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Looking beyond banks’ average interest rate risk: Determinants of high exposures by Entrop, O., von la Hausse, L., Wilkens, M.

“…•We measure time-series of U.S. bank holding companies’ interest rate (IRR) exposures.•We go beyond the usually analyzed relationships of mean risk exposures…”
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Quantifying the Interest Rate Risk of Banks: Assumptions Do Matter by Entrop, Oliver, Wilkens, Marco, Zeisler, Alexander

“…This paper analyses the robustness of the standardised framework proposed by the Basel Committee on Banking Supervision (2004b) to quantify the interest rate…”
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The performance of investment grade corporate bond funds: evidence from the European market by Dietze, Leif Holger, Entrop, Oliver, Wilkens, Marco

“…This paper examines the risk-adjusted performance of mutual funds offered in Germany which exclusively invest in the 'rather new' capital market segment of…”
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