Ergebnis der Recherche

Anzahl Treffer: 15

Originalarbeiten in wissenschaftlichen Fachzeitschriften mit Review-Verfahren

  1. Detailinformationen: An encyclopedia for stock markets? Wikipedia searches and stock returns   Behrendt, Simon, Peter, Franziska, Zimmermann, David: An encyclopedia for stock markets? Wikipedia searches and stock returns  , International Review of Financial Analysis, 2020 (in Druck).
  2. Detailinformationen: Nothing but Noise? Price Discovery Across Cryptocurrency Exchanges Peter, Franziska, Dimpfl, Thomas: Nothing but Noise? Price Discovery Across Cryptocurrency Exchanges, Journal of Financial Markets, 2020 (in Druck).
  3. Detailinformationen: The Impact of the Bankers’ New Corset on AT1 CoCo Bond Spreads Kind, Axel, Oster, Philippe, Peter, Franziska: The Impact of the Bankers’ New Corset on AT1 CoCo Bond Spreads, European Financial Managment, 2020 (unter Begutachtung).
  4. Detailinformationen: Group transfer entropy with an application to cryptocurrencies Dimpfl,Thomas, Peter, Franziska: Group transfer entropy with an application to cryptocurrencies, Physica A, 2019 (516): 543-551.
  5. Detailinformationen: Implementing the Fama-French five-factor model for the German stock market Peter, Franziska, Dirkx, Philipp: Implementing the Fama-French five-factor model for the German stock market, Schmalenbach Business Review, 2019 (unter Begutachtung).
  6. Detailinformationen: RTransferEntropy - Quantifying Information Flow between Different Time Series Using Effective Transfer Entropy Behrendt, Simon, Peter, Franziska, Zimmerann, David, Dimpfl, Thomas: RTransferEntropy - Quantifying Information Flow between Different Time Series Using Effective Transfer Entropy, SoftwareX, 2019 (10): 100265--.
  7. Detailinformationen: Tumbling Titans - The Changing Patterns of Price Discovery in the US Equity Market Peter, Franziska, Grammig, Joachim: Tumbling Titans - The Changing Patterns of Price Discovery in the US Equity Market, Journal of Empirical Finance, 2019 (unter Begutachtung).
  8. Detailinformationen: Analyzing Volatility Transmission Using Group Transfer Entropy Thomas Dimpfl, Franziska J. Peter: Analyzing Volatility Transmission Using Group Transfer Entropy, Energy Economics, 2018 (75): 368-376.
  9. Detailinformationen: Price discovery in the markets for credit risk: A Markov switching approach Dimpfl, Thomas, Peter, Franziska: Price discovery in the markets for credit risk: A Markov switching approach , Studies in Nonlinear Dynamics and Econometrics, 2016 (20) Suppl. 3: 223-249: http://dx.doi.org/10.1515/snde-2015-0032.
  10. Detailinformationen: The impact of the financial crisis on transatlantic information flows: an intraday analysis Thomas, Dimpfl, Peter, Franziska: The impact of the financial crisis on transatlantic information flows: an intraday analysis , Journal of International Financial Markets, Institutions & Money, 2014 (31): 1-13.
  11. Detailinformationen: Tell-Tale Tails: A New Approach to Estimating Unique Market Information Shares Grammig, Joachim, Peter, Franziska: Tell-Tale Tails: A New Approach to Estimating Unique Market Information Shares, Journal of Financial and Quantitative Analysis, 2013 (48) Suppl. 2: 459-488.
  12. Detailinformationen: Using transfer entropy to measure information flows between financial markets Dimpfl, Thomas, Peter, Franziska: Using transfer entropy to measure information flows between financial markets , Studies in Nonlinear Dynamics and Econometric, 2013 (17): 85-102.
  13. Detailinformationen: Who moves first? An Intensity Based Measure for Information Flows Between Stock Exchanges Kehrle, Kerstin, Peter, Franziska: Who moves first? An Intensity Based Measure for Information Flows Between Stock Exchanges , Journal of Banking and Finance, 2013 (37): 1629-1642.

Discussion Papers

  1. Detailinformationen: Are you a Zombie? Understanding the Determinants of Distressed and Zombie Companies De Martiis, Angela, Heil, Thomas L.A., Peter, Franziska, : Are you a Zombie? Understanding the Determinants of Distressed and Zombie Companies, SSRN, 2020 (online): http://dx.doi.org/10.2139/ssrn.3625473.
  2. Detailinformationen: Are you a Zombie? Understanding the Determinants of Distressed and Zombie Companies De Martiis, Angela, Heil, Thomas L.A., Peter, Franziska, : Are you a Zombie? Understanding the Determinants of Distressed and Zombie Companies, SSRN, 2020 (online): http://dx.doi.org/10.2139/ssrn.3625473.