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On style momentum strategies
Aarts, Ferdi; Lehnert, Thorsten - In: Applied economics letters 12 (2005) 13, pp. 795-799
Persistent link: https://www.econbiz.de/10003196187
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Mutual funds, price pressure and index options
Lehnert, Thorsten - 2016
Persistent link: https://www.econbiz.de/10011565495
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Big moves of mutual funds
Lehnert, Thorsten - In: Eurasian economic review : a journal in applied … 9 (2019) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011994950
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Flight-to-safety and retail investor behavior
Lehnert, Thorsten - In: International review of financial analysis 81 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013411197
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On the determinants of portfolio choice
Frijns, Bart; Koellen, Esther; Lehnert, Thorsten - In: Journal of economic behavior & organization : JEBO 66 (2008) 2, pp. 373-386
Persistent link: https://www.econbiz.de/10003717461
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Behavioral heterogeneity in the option market
Frijns, Bart; Lehnert, Thorsten; Zwinkels, Remco C. J. - In: Journal of economic dynamics & control 34 (2010) 11, pp. 2273-2287
Persistent link: https://www.econbiz.de/10009008886
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Skewness risk premium : theory and empirical evidence
Lehnert, Thorsten; Lin, Yuehao; Wolff, Christiaan … - 2013
Persistent link: https://www.econbiz.de/10009723118
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From time varying risk-aversion and sentiment to anomalies in market moments' risk premia
Bams, Dennis; Honarvar, Iman; Lehnert, Thorsten - 2015
Persistent link: https://www.econbiz.de/10011547082
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A note on Stein's overreaction puzzle
Lin, Yuehao; Lehnert, Thorsten - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 269-276
Persistent link: https://www.econbiz.de/10012285399
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Skewness risk premium : theory and empirical evidence
Lin, Yuehao; Lehnert, Thorsten; Wolff, Christiaan … - In: International review of financial analysis 63 (2019), pp. 174-185
Persistent link: https://www.econbiz.de/10012207438