Option return predictability with machine learning and big data TG Bali, H Beckmeyer, M Moerke, F Weigert The Review of Financial Studies 36 (9), 3548-3602, 2023 | 87 | 2023 |
Fed tails: FOMC announcements and stock market uncertainty H Beckmeyer, N Branger, T Gruenthaler Proceedings of Paris December 2020 Finance Meeting EUROFIDAI-ESSEC, 2020 | 18 | 2020 |
Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows A Barbon, H Beckmeyer, A Buraschi, M Moerke | 14* | |
Retail Traders Love 0DTE Options... But Should They? H Beckmeyer, N Branger, L Gayda But Should They, 2023 | 9 | 2023 |
Recovering missing firm characteristics with attention-based machine learning H Beckmeyer, T Wiedemann Kiel, Hamburg: ZBW-Leibniz Information Centre for Economics, 2022 | 7 | 2022 |
A new option momentum: Compensation for risk H Beckmeyer, I Filippou, G Zhou Available at SSRN, 2023 | 4 | 2023 |
Unusual Financial Communication-Evidence from ChatGPT, Earnings Calls, and the Stock Market L Beckmann, H Beckmeyer, I Filippou, S Menze, G Zhou Earnings Calls, and the Stock Market (January 15, 2024), 2024 | 3 | 2024 |
Expected Mispricing TG Bali, H Beckmeyer, T Wiedemann Available at SSRN, 2023 | 2 | 2023 |
A Joint Factor Model for Bonds, Stocks, and Options TG Bali, H Beckmeyer, A Goyal Stocks, and Options (October 1, 2023), 2023 | 1 | 2023 |
The Short-Duration Premium in the Stock Market: Risk or Mispricing? H Beckmeyer, P Meyerhof Available at SSRN 4137254, 2022 | 1 | 2022 |
Expected Index Option Return: What Can We Learn From Macro and Anomalies? H Beckmeyer, G Tong, G Zhou Available at SSRN 4674294, 2023 | | 2023 |
Expectations and Attention to Experience H Beckmeyer, A Guecioueur Expectations and Attention to Experience: Beckmeyer, Heiner| uGuecioueur, Ahmed, 2023 | | 2023 |