FOR 5230:  Financial Markets and Frictions - An Intermediary Asset Pricing Approach

• Subject Area: Social and Behavioural Sciences
• Term: since 2021
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 447617473

No abstract available

• DFG Programme: Research Units
• International Connection: Austria, Canada

Projects

• A15: Applications and Advances in Demand-based Asset Pricing (Applicant Weber, Rüdiger )
• Characterizing Asset Pricing Anomalies (Applicants Thimme, Julian ;  Uhrig-Homburg, Marliese )
• Coordination Funds (Applicant Uhrig-Homburg, Marliese )
• Econometric Analysis of Intermediary Asset Pricing Models: Advancement of Methodologies and Resolution of Empirical Issues (Applicants Grammig, Joachim ;  Sönksen, Jantje )
• Exchange Traded Funds and Tail Risk (Applicants Schlag, Christian ;  Schmeling, Maik )
• Flexible Theoretical Models of Intermediary Asset Pricing (Applicants Branger, Nicole ;  Schlag, Christian )
• Fragmented Intermediation, Bond Risk Premia, and Market Stability (Applicants Schuster, Philipp ;  Uhrig-Homburg, Marliese )
• Intermediary Frictions, Dealer Positions, and Option Prices (Applicants Schuster, Philipp ;  Uhrig-Homburg, Marliese )
• Investment Managers and Intermediary Asset Pricing (Applicant Gehde-Trapp, Monika )
• Monetary Policy, Intermediaries, and Asset Prices (Applicant Schmeling, Maik )
• Passive Investing, Intermediaries, and Asset Prices (Applicant Kraft, Holger )

• Spokesperson: Professorin Dr. Marliese Uhrig-Homburg