1

Monetary policy communication, policy slope, and the stock market

Neuhierl, Andreas, Weber, Michael
Journal:
Journal of Monetary Economics
Year:
2019
Language:
english
File:
PDF, 815 KB
english, 2019
4

Arbitrage Portfolios

Kim, Soohun, Korajczyk, Robert A, Neuhierl, Andreas
Journal:
Review of Financial Studies
Year:
2020
File:
PDF, 3.32 MB
2020
6

Arbitrage Portfolios in Large Panels

Kim, Soohun, Korajczyk, Robert A., Neuhierl, Andreas
Journal:
SSRN Electronic Journal
Year:
2018
Language:
english
File:
PDF, 1.28 MB
english, 2018
7

Liquidity Timing in Commodity Markets and the Impact of Financialization

Neuhierl, Andreas, Thompson, Andrew J
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 711 KB
english, 2015
8

Monetary Momentum

Neuhierl, Andreas, Weber, Michael
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 1.03 MB
english, 2017
10

On the non-existence of conditional value-at-risk under heavy tails and short sales

Günter Bamberg, Andreas Neuhierl
Journal:
OR Spectrum
Year:
2010
Language:
english
File:
PDF, 404 KB
english, 2010
11

Market Reaction to Corporate Press Releases

Neuhierl, Andreas, Scherbina, Anna D., Schlusche, Bernd
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 1.16 MB
english, 2010
12

Estimating the Anomaly Baserate

Chinco, Alexander, Neuhierl, Andreas, Weber, Michael
Journal:
SSRN Electronic Journal
Year:
2019
Language:
english
File:
PDF, 1.13 MB
english, 2019
14

Data Snooping in Equity Premium Prediction

Bartsch, Viktoria-Sophie, Dichtl, Hubert, Drobetz, Wolfgang, Neuhierl, Andreas
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 660 KB
english, 2017