Martin T. Bohl
University of Münster
174 Papers
898 Citations
Martin T. Bohl is an academic researcher from University of Münster. The author has contributed to research in topics: Stock market & Futures contract. The author has an hindex of 32, co-authored 168 publications. Previous affiliations of Martin T. Bohl include European University Viadrina & University of Giessen.
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Papers
From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks
TL;DR: The Carhart four-factor alphas of German renewable energy stocks have recently turned into losers, loading negatively on price momentum and delivering significantly negative Carhart 4 factor alphas as mentioned in this paper, and the radical shift in Germany's energy policy following the 2011 Fukushima nuclear disaster in Japan could only temporarily halt the continuing decline in alternative energy stock prices.
138
Trading volume and stock market volatility: The Polish case
Martin T. Bohl,Harald Henke +1 more
TL;DR: In this paper, the authors investigated the relationship between daily returns and trading volume for 20 Polish stocks and found that volatility persistence tends to disappear when trading volume is included in the conditional variance equation, which is in agreement with the findings of studies on developed stock markets.
126
Financial contagion vulnerability and resistance: A comparison of European stock markets
Dobromił Serwa,Martin T. Bohl +1 more
TL;DR: In this article, the authors investigated contagion to European stock markets associated with seven big financial shocks between 1997 and 2002, and applied methods using heteroscedasticity-adjusted correlation coefficients to discriminate between contagion, interdependence and breaks in stock markets relationships.
121
Together We Invest? Individual and Institutional Investors’ Trading Behaviour in Poland
TL;DR: In this article, the authors compared individual and institutional investors' trading behavior in the Polish stock market and found that individuals engage in herding during market downswings, while there is less evidence of imitating trading behaviour in bullish markets.
113
The Gold Price in Times of Crisis
TL;DR: In this article, the authors investigated whether rapidly growing investment activities have caused a new asset price bubble, drawing on gold's role as dollar hedge, inflation hedge, portfolio diversifier, and safe haven, and calculate fundamentally justified returns, approximate gold's fundamental value, and apply a Markov regime-switching augmented Dickey-Fuller (ADF) test which has substantial power for detecting explosive behavior.