Price discovery in commodity derivatives: Speculation or hedging? MJM Bohmann, D Michayluk, V Patel Journal of Futures Markets 39 (9), 1107-1121, 2019 | 34 | 2019 |
Responsible science: Celebrating the 50-year legacy of using a registration-based framework H Aman, W Beekes, H Berkman, M Bohmann, M Bradbury, L Chapple, ... Pacific-Basin Finance Journal 56, 129-150, 2019 | 22 | 2019 |
Liquidity and earnings in event studies: Does data granularity matter? M Bohmann, D Michayluk, V Patel, K Walsh Pacific-Basin Finance Journal 54, 118-131, 2019 | 15 | 2019 |
Informed options trading around US FDA announcements MJM Bohmann, V Patel Working paper, University of Technology Sydney, 2018 | 6* | 2018 |
Information leakage in energy derivatives around news announcements MJM Bohmann, V Patel Journal of Derivatives 27 (4), 13-29, 2020 | 3 | 2020 |
Price Discovery and Information Asymmetry in Equity and Commodity Futures Options Markets MJM Bohmann | 1 | 2020 |
Practical Applications of Information Leakage in Energy Derivatives around News Announcements M Bohmann, V Patel Published Paper Series, 2021 | | 2021 |
Responsible Science: Celebrating the 50-year Legacy of Ball and Brown (1968) using a Registration-based Framework W Beekes, H Aman, H Berkman, M Bohmann, M Bradbury, E Chapple, ... | | 2019 |