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Mathis Rudolf Werner Mörke
Name
Mathis Rudolf Werner Mörke
Function
Institute/School
s/bf - Swiss Institute of Banking and Finance
Address
s/bf-HSG
Büro 51-5007
Unterer Graben 21
9000 St. Gallen
Schweiz
Email address
mathis.moerke@unisg.ch
Phone
+41 71 224 70 21
Latest Additions (all)
Bali, Turan G.
;
Beckmeyer, Heiner
;
Mörke, Mathis Rudolf Werner
&
Weigert, Florian
(2023)
Option Return Predictability with Machine Learning and Big Data.
Review of Financial Studies, ISSN 0893-9454
Barbon, Andrea
;
Beckmeyer, Heiner
;
Buraschi, Andrea
&
Mörke, Mathis Rudolf Werner
(2022)
Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows: Evidence from End-of-Day Stock Prices.
Barbon, Andrea
;
Buraschi, Andrea
;
Beckmeyer, Heiner
&
Mörke, Mathis Rudolf Werner
:
The Role of Leveraged ETFs and Option Market Imbalances on End-of-Day Price Dynamics.
School of Finance Working Paper Series, 2021, 2021/14.
Ammann, Manuel
&
Mörke, Mathis
:
Credit Variance Risk Premiums.
School of Finance Working Paper Series, 2019, 2019/08.
Mörke, Mathis Rudolf Werner
:
Commodity Tail Risk.
,
Most Viewed Items
Item title
Views
1
Credit Variance Risk Premiums
988
2
The Role of Leveraged ETFs and Option Market Imbalances on End-of-Day Price Dynamics
514
3
Option Return Predictability with Machine Learning and Big Data
429
4
Commodity Tail Risk
253
5
Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows: Evidence from End-of-Day Stock Prices
210
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