| Estimating beta F Hollstein, M Prokopczuk Journal of Financial and Quantitative Analysis 51 (4), 1437-1466, 2016 | 59 | 2016 |
| How aggregate volatility-of-volatility affects stock returns F Hollstein, M Prokopczuk The Review of Asset Pricing Studies 8 (2), 253-292, 2018 | 54 | 2018 |
| Local, regional, or global asset pricing? F Hollstein Journal of Financial and Quantitative Analysis 57 (1), 291-320, 2022 | 47 | 2022 |
| The conditional capital asset pricing model revisited: Evidence from high-frequency betas F Hollstein, M Prokopczuk, C Wese Simen Management Science 66 (6), 2474-2494, 2020 | 35 | 2020 |
| Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section F Hollstein, M Prokopczuk, CW Simen Journal of Financial Markets 44, 91-118, 2019 | 31 | 2019 |
| International tail risk and world fear F Hollstein, DBB Nguyen, M Prokopczuk, CW Simen Journal of International Money and Finance 93, 244-259, 2019 | 29 | 2019 |
| Predictability in commodity markets: Evidence from more than a century F Hollstein, M Prokopczuk, B Tharann, CW Simen Journal of Commodity Markets 24, 100171, 2021 | 21 | 2021 |
| Estimating beta: The international evidence F Hollstein Journal of Banking & Finance 121, 105968, 2020 | 19 | 2020 |
| Volatility term structures in commodity markets F Hollstein, M Prokopczuk, C Würsig Journal of Futures Markets 40 (4), 527-555, 2020 | 18 | 2020 |
| The world of anomalies: Smaller than we think? F Hollstein Journal of International Money and Finance 129, 102741, 2022 | 15 | 2022 |
| The memory of beta J Becker, F Hollstein, M Prokopczuk, P Sibbertsen Journal of Banking & Finance 124, 106026, 2021 | 15 | 2021 |
| Beta uncertainty F Hollstein, M Prokopczuk, CW Simen Journal of Banking & Finance 116, 105834, 2020 | 15 | 2020 |
| Predicting the equity market with option-implied variables F Hollstein, M Prokopczuk, B Tharann, C Wese Simen The European Journal of Finance 25 (10), 937-965, 2019 | 15 | 2019 |
| Variance risk: A bird’s eye view F Hollstein, CW Simen Journal of Econometrics 215 (2), 517-535, 2020 | 13 | 2020 |
| Probability distortions, collectivism, and international stock prices F Hollstein, V Sejdiu Journal of Behavioral and Experimental Finance 39, 100836, 2023 | 11 | 2023 |
| Predicting the equity premium around the globe: Comprehensive evidence from a large sample F Hollstein, M Prokopczuk, B Tharann, CW Simen International Journal of Forecasting, 2024 | 9 | 2024 |
| Which factors for corporate bond returns? TD Dang, F Hollstein, M Prokopczuk The Review of Asset Pricing Studies 13 (4), 615-652, 2023 | 9 | 2023 |
| Estimating security betas via machine learning W Drobetz, F Hollstein, T Otto, M Prokopczuk Available at SSRN, 2021 | 9 | 2021 |
| Anomalies in commodity futures markets F Hollstein, M Prokopczuk, B Tharann The Quarterly Journal of Finance 11 (04), 2150017, 2021 | 8 | 2021 |
| Measuring tail risk M Dierkes, F Hollstein, M Prokopczuk, CM Würsig Journal of Econometrics 241 (2), 105769, 2024 | 7 | 2024 |
Marcel ProkopczukLeibniz University Hannover在 fmt.uni-hannover.de 的电子邮件经过验证
Marcel ProkopczukLeibniz University Hannover在 fmt.uni-hannover.de 的电子邮件经过验证
Chardin Wese SimenManagement School, University of Liverpool, L69 7ZH在 liverpool.ac.uk 的电子邮件经过验证