Profile Page Mathis Rudolf Werner Mörke

Profile Picture
Name Mathis Rudolf Werner Mörke
Institute/School s/bf - Swiss Institute of Banking and Finance
Address s/bf-HSG
Büro 51-5007
Unterer Graben 21
9000 St. Gallen
Email address
Phone +41 71 224 70 21

Latest Additions (all)

  1. Item 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 [img]
  2. Item 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. [img]
  3. Item 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. [img] [img]
  4. Item Ammann, Manuel & Mörke, Mathis: Credit Variance Risk Premiums. School of Finance Working Paper Series, 2019, 2019/08. [img]
  5. Item Mörke, Mathis Rudolf Werner: Commodity Tail Risk. ,