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Fabian Hollstein
Fabian Hollstein
Verified email at uni-saarland.de - Homepage
Title
Cited by
Cited by
Year
Estimating beta
F Hollstein, M Prokopczuk
Journal of Financial and Quantitative Analysis 51 (4), 1437-1466, 2016
612016
How aggregate volatility-of-volatility affects stock returns
F Hollstein, M Prokopczuk
The Review of Asset Pricing Studies 8 (2), 253-292, 2018
562018
Local, regional, or global asset pricing?
F Hollstein
Journal of Financial and Quantitative Analysis 57 (1), 291-320, 2022
492022
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
402020
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
332019
International tail risk and world fear
F Hollstein, DBB Nguyen, M Prokopczuk, CW Simen
Journal of International Money and Finance 93, 244-259, 2019
292019
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
232021
Estimating beta: The international evidence
F Hollstein
Journal of Banking & Finance 121, 105968, 2020
192020
Volatility term structures in commodity markets
F Hollstein, M Prokopczuk, C Würsig
Journal of Futures Markets 40 (4), 527-555, 2020
182020
The world of anomalies: Smaller than we think?
F Hollstein
Journal of International Money and Finance 129, 102741, 2022
172022
The memory of beta
J Becker, F Hollstein, M Prokopczuk, P Sibbertsen
Journal of Banking & Finance 124, 106026, 2021
172021
Beta uncertainty
F Hollstein, M Prokopczuk, CW Simen
Journal of Banking & Finance 116, 105834, 2020
172020
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
162019
Variance risk: A bird’s eye view
F Hollstein, CW Simen
Journal of Econometrics 215 (2), 517-535, 2020
132020
Probability distortions, collectivism, and international stock prices
F Hollstein, V Sejdiu
Journal of Behavioral and Experimental Finance 39, 100836, 2023
122023
Which factors for corporate bond returns?
TD Dang, F Hollstein, M Prokopczuk
The Review of Asset Pricing Studies 13 (4), 615-652, 2023
102023
Estimating security betas via machine learning
W Drobetz, F Hollstein, T Otto, M Prokopczuk
Available at SSRN, 2021
102021
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
92024
Anomalies in commodity futures markets
F Hollstein, M Prokopczuk, B Tharann
The Quarterly Journal of Finance 11 (04), 2150017, 2021
82021
Measuring tail risk
M Dierkes, F Hollstein, M Prokopczuk, CM Würsig
Journal of Econometrics 241 (2), 105769, 2024
72024
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