All Days Are Not Created Equal: Understanding Momentum by Learning to Weight Past Returns Beckmeyer, Heiner; Wiedemann, Timo (2025) In: Journal of Banking and Finance, 181. doi:10.1016/j.jbankfin.2025.107565 Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
Estimating stable fixed points and Langevin potentials for financial dynamics Wand, Tobias; Wiedemann, Timo; Harren, Jan; Kamps, Oliver (2024) In: Physical Review E, 109 (2). doi:10.1103/PhysRevE.109.024226 Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
Extracting stock-market bubbles from dividend futures Branger, Nicole; Trede, Mark; Wilfling, Bernd (2024) Universität Münster(kein Verlag angegeben). Arbeitspapier / Working Paper \| Veröffentlicht
Stock Returns in Global Value Chains: The Role of Upstreamness and Downstreamness Branger, Nicole; Flacke, René Marian; Meyerhof, Paul; Windmüller, Steffen (2023) In: Journal of Empirical Finance, 74, 101437. Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
The Information Content of Wheat Derivatives Regarding the Ukrainian War Branger, Nicole; Hanke, Michael; Weissensteiner, Alex (2023) In: Journal of Futures Markets, forthcoming. doi:10.1002/fut.22475 Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
Optimal collective investment: an analysis of individual welfare Branger, Nicole; Chen, An; Mahayni, Antje; Nguyen, Thai (2023) In: Mathematics and Financial Economics, 17, 101-125. doi:10.1007/s11579-022-00329-1 Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
Option Return Predictability with Machine Learning and Big Data In: , -. \| Peer reviewed
A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches :
Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid? In: , -. \| Peer reviewed
Option-Based Intermediary Leverage In: , . \| Peer reviewed