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See detailIs Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk-Taking of Hedge Funds
Lehnert, Thorsten UL

in Journal of Derivatives (2022), 29(3), 30-45

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See detailThe Determinants of CoCo Bond Prices
Wolff, Christian UL; Abed Masror Khah, Sara UL; Vermaelen, Theo

in Journal of Derivatives (2019)

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See detailStein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?
Lehnert, Thorsten UL; LIN, Y.; MARTELIN, N.

in Journal of Derivatives (2016), 23(3), 22-35

Detailed reference viewed: 130 (1 UL)
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See detailMutual Funds, Price Pressure and Index Option
Lehnert, Thorsten UL

in Journal of Derivatives (2016), 24(1), 30-46

Detailed reference viewed: 89 (3 UL)