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Heiner Beckmeyer

Personal Details

First Name:Heiner
Middle Name:
Last Name:Beckmeyer
Suffix:
RePEc Short-ID:pbe1218
[This author has chosen not to make the email address public]

Affiliation

Wirtschaftswissenschaftliche Fakultät
Universität Münster

Münster, Germany
http://www1.wiwi.uni-muenster.de/
RePEc:edi:ilmuede (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Andrea Barbon & Heiner Beckmeyer & Andrea Buraschi & Mathis Moerke, 2022. "Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows: Evidence from End-of-Day Stock Prices," Swiss Finance Institute Research Paper Series 22-40, Swiss Finance Institute.
  2. Bali, Turan G. & Beckmeyer, Heiner & Moerke, Mathis & Weigert, Florian, 2021. "Option return predictability with machine learning and big data," CFR Working Papers 21-08, University of Cologne, Centre for Financial Research (CFR).

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Bali, Turan G. & Beckmeyer, Heiner & Moerke, Mathis & Weigert, Florian, 2021. "Option return predictability with machine learning and big data," CFR Working Papers 21-08, University of Cologne, Centre for Financial Research (CFR).

    Cited by:

    1. Amit Goyal & Alessio Saretto, 2022. "Are Equity Option Returns Abnormal? IPCA Says No," Working Papers 2214, Federal Reserve Bank of Dallas.
    2. Yao Wang & Jingmei Zhao & Qing Li & Xiangyu Wei, 2024. "Considering momentum spillover effects via graph neural network in option pricing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(6), pages 1069-1094, June.
    3. Beckmeyer, Heiner & Wiedemann, Timo, 2022. "Recovering Missing Firm Characteristics with Attention-Based Machine Learning," VfS Annual Conference 2022 (Basel): Big Data in Economics 264135, Verein für Socialpolitik / German Economic Association.
    4. Lesmeister, Simon & Limbach, Peter & Rau, P. Raghavendra & Sonnenburg, Florian, 2022. "Indexing and the performance-flow relation of actively managed mutual funds," CFR Working Papers 22-02, University of Cologne, Centre for Financial Research (CFR).
    5. Ivan T. Ivanov & Tom Zimmermann & Nathan Heinrich, 2022. "Limits of Disclosure Regulation in the Municipal Bond Market," ECONtribute Discussion Papers Series 186, University of Bonn and University of Cologne, Germany.
    6. Chen, Ding & Guo, Biao & Zhou, Guofu, 2023. "Firm fundamentals and the cross-section of implied volatility shapes," Journal of Financial Markets, Elsevier, vol. 63(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (2) 2021-10-04 2022-06-13. Author is listed
  2. NEP-BIG: Big Data (1) 2021-10-04. Author is listed
  3. NEP-CMP: Computational Economics (1) 2021-10-04. Author is listed
  4. NEP-CWA: Central and Western Asia (1) 2021-10-04. Author is listed

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