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Markus Leippold · Study
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Author
Markus Leippold
35 works
· latest 2024
· 2 institutions
cluster: provisional
ORCID 0000-0001-5983-2360
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35
Citations
3,819
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Most cited in this library
Machine learning in the Chinese stock market
2021 · 593 citations
Cheap talk and cherry-picking: What ClimateBert has to say on corporate climate risk disclosures
2022 · 291 citations
Asset Pricing under the Quadratic Class
2002 · 259 citations
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
2010 · 238 citations
Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks Affects the CDS Term Structure
2022 · 184 citations
Works
35 shown
How cheap talk in climate disclosures relates to climate initiatives, corporate emissions, and reputation risk
Journal of Banking & Finance
·
2024
·
4 authors
·
Open access
152
citations
Sustainable finance literacy and the determinants of sustainable investing
Journal of Banking & Finance
·
2024
·
3 authors
·
Open access
144
citations
Bridging the gap in ESG measurement: Using NLP to quantify environmental, social, and governance communication
Finance research letters
·
2024
·
6 authors
·
Open access
85
citations
CHATREPORT: Democratizing Sustainability Disclosure Analysis through LLM-based Tools
Conference on Empirical Methods in Natural Language Processing: System Demonstrations (EMNLP)
·
2023
·
13 authors
·
other
·
Open access
43
citations
Thus spoke GPT-3: Interviewing a large-language model on climate finance
Finance research letters
·
2022
·
1 author
·
Open access
56
citations
Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks Affects the CDS Term Structure
Journal of Financial Econometrics
·
2022
·
4 authors
·
Open access
184
citations
Cheap talk and cherry-picking: What ClimateBert has to say on corporate climate risk disclosures
Finance research letters
·
2022
·
4 authors
·
Open access
291
citations
Stock Prices and the Russia-Ukraine War: Sanctions, Energy and ESG
SSRN Electronic Journal
·
2022
·
4 authors
·
preprint
·
Open access
126
citations
How Cheap Talk in Climate Disclosures relates to Climate Initiatives, Corporate Emissions, and Reputation Risk
SSRN Electronic Journal
·
2022
·
4 authors
·
preprint
·
Open access
53
citations
Let’s get physical: Comparing metrics of physical climate risk
Finance research letters
·
2021
·
3 authors
·
Open access
71
citations
Machine learning in the Chinese stock market
Journal of Financial Economics
·
2021
·
3 authors
·
Open access
593
citations
Cheap Talk and Cherry-Picking: What ClimateBert has to say on Corporate Climate Risk Disclosures
SSRN Electronic Journal
·
2021
·
3 authors
·
preprint
·
Open access
97
citations
Does the CDS market reflect regulatory climate risk disclosures?
Zurich Open Repository and Archive (University of Zurich)
·
2020
·
4 authors
·
report
·
Open access
36
citations
How Rational and Competitive Is the Market for Mutual Funds?
European Finance Review
·
2019
·
2 authors
·
Open access
30
citations
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Journal of Financial Economics
·
2018
·
3 authors
·
Open access
158
citations
Are Ratings the Worst Form of Credit Assessment Except for All the Others?
Journal of Financial and Quantitative Analysis
·
2018
·
2 authors
·
Open access
22
citations
Discrete-time option pricing with stochastic liquidity
Journal of Banking & Finance
·
2016
·
2 authors
·
Open access
51
citations
International price and earnings momentum
European Journal of Finance
·
2011
·
2 authors
·
Open access
31
citations
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
Journal of Financial and Quantitative Analysis
·
2010
·
3 authors
·
Open access
238
citations
Data Snooping and the Global Accrual Anomaly
Applied Financial Economics
·
2010
·
2 authors
·
Open access
55
citations
Learning and Asset Prices Under Ambiguous Information
Review of Financial Studies
·
2007
·
3 authors
128
citations
A simple model of credit contagion
Journal of Banking & Finance
·
2007
·
3 authors
109
citations
Design and Estimation of Multi-Currency Quadratic Models*
European Finance Review
·
2007
·
2 authors
·
Open access
93
citations
Variance Risk Dynamics, Variance Risk Premia, and Optimal Variance Swap Investments
SSRN Electronic Journal
·
2007
·
3 authors
·
preprint
·
Open access
38
citations
Economic benefit of powerful credit scoring
Journal of Banking & Finance
·
2005
·
2 authors
135
citations
The quantification of operational risk
The Journal of Risk
·
2005
·
2 authors
34
citations
Economic Benefit of Powerful Credit Scoring
SSRN Electronic Journal
·
2005
·
2 authors
·
preprint
·
Open access
26
citations
A Simple Model of Credit Contagion
SSRN Electronic Journal
·
2004
·
3 authors
·
preprint
·
Open access
37
citations
A geometric approach to multiperiod mean variance optimization of assets and liabilities
Journal of Economic Dynamics and Control
·
2003
·
3 authors
·
Open access
179
citations
Design and Estimation of Quadratic Term Structure Models
European Finance Review
·
2003
·
2 authors
93
citations
The Quantification of Operational Risk
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
32
citations
Asset Pricing under the Quadratic Class
Journal of Financial and Quantitative Analysis
·
2002
·
2 authors
·
Open access
259
citations
Design and Estimation of Quadratic Term Structure Models
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
42
citations
A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities
SSRN Electronic Journal
·
2001
·
3 authors
·
preprint
·
Open access
53
citations
Quadratic Term Structure Models
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
45
citations