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Heiner Beckmeyer
Heiner Beckmeyer
Verified email at wiwi.uni-muenster.de - Homepage
Title
Cited by
Cited by
Year
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
752023
Fed tails: FOMC announcements and stock market uncertainty
H Beckmeyer, N Branger, T Gruenthaler
Proceedings of Paris December 2020 Finance Meeting EUROFIDAI-ESSEC, 2020
172020
Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows
A Barbon, H Beckmeyer, A Buraschi, M Moerke
11*
Retail Traders Love 0DTE Options... But Should They?
H Beckmeyer, N Branger, L Gayda
But Should They, 2023
72023
Recovering missing firm characteristics with attention-based machine learning
H Beckmeyer, T Wiedemann
Kiel, Hamburg: ZBW-Leibniz Information Centre for Economics, 2022
72022
A new option momentum: Compensation for risk
H Beckmeyer, I Filippou, G Zhou
Available at SSRN, 2023
32023
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
12024
A Joint Factor Model for Bonds, Stocks, and Options
TG Bali, H Beckmeyer, A Goyal
Stocks, and Options (October 1, 2023), 2023
12023
Expected Index Option Return: What Can We Learn From Macro and Anomalies?
H Beckmeyer, G Tong, G Zhou
Available at SSRN 4674294, 2023
2023
Expected Mispricing
TG Bali, H Beckmeyer, T Wiedemann
Available at SSRN, 2023
2023
Expectations and Attention to Experience
H Beckmeyer, A Guecioueur
Expectations and Attention to Experience: Beckmeyer, Heiner| uGuecioueur, Ahmed, 2023
2023
The Short-Duration Premium in the Stock Market: Risk or Mispricing?
H Beckmeyer, P Meyerhof
Available at SSRN 4137254, 2022
2022
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