User profiles for Marc J. M. Bohmann

Marc Bohmann

University of Technology Sydney
Verified email at uts.edu.au
Cited by 84

Price discovery in commodity derivatives: Speculation or hedging?

MJM Bohmann, D Michayluk… - Journal of Futures …, 2019 - Wiley Online Library
We investigate whether commodity futures or options markets play a more important role in
the price discovery process in the six most actively traded markets: crude oil, natural gas, gold…

Information leakage in energy derivatives around news announcements

MJM Bohmann, V Patel - Journal of Derivatives, 2020 - search.proquest.com
The authors examine the behavior of US crude oil and natural gas futures options implied
volatility–based measures as proxies for information leakage around news announcements …

Informed options trading prior to FDA announcements

MJM Bohmann, V Patel - Journal of Business Finance & …, 2022 - Wiley Online Library
We find that pre‐announcement implied volatility spreads and options trading activity are
abnormally elevated and can predict Food and Drug Administration (FDA) announcement date …

Responsible science: Celebrating the 50-year legacy of using a registration-based framework

H Aman, W Beekes, H Berkman, M Bohmann… - Pacific-Basin Finance …, 2019 - Elsevier
This paper represents the intersection of three spheres of influence, relevant to the global
research community interested in a more reliable understanding of capital market phenomena. …

Price Discovery and Information Asymmetry in Equity and Commodity Futures Options Markets

MJM Bohmann - 2020 - opus.lib.uts.edu.au
This dissertation contributes to the existing literature by examining trading behaviour around
security-level and market-wide events. The research focuses on equity and futures options …

Global impact of the COVID-19 pandemic on stroke volumes and cerebrovascular events: a 1-year follow-up

…, C Sabben, P Reiner, F Rouanet, FO Bohmann… - Neurology, 2023 - AAN Enterprises
Background and Objectives Declines in stroke admission, IV thrombolysis (IVT), and mechanical
thrombectomy volumes were reported during the first wave of the COVID-19 pandemic. …

Dimensional changes of the post extraction alveolar ridge, preserved with Leukocyte-and Platelet Rich Fibrin: A clinical pilot study

A Anwandter, S Bohmann, M Nally, AB Castro… - Journal of dentistry, 2016 - Elsevier
Objectives This clinical trial explored the clinical and radiographic dimensional changes of
the alveolar ridge in the first 4 months after tooth extraction in combination with the …

Tissue-specific genetic variation suggests distinct molecular pathways between body shape phenotypes and colorectal cancer

…, A Jansana, R Cordova, P Bohmann… - Science …, 2024 - science.org
It remains unknown whether adiposity subtypes are differentially associated with colorectal
cancer (CRC). To move beyond single-trait anthropometric indicators, we derived four multi-…

[CITATION][C] Informed options trading around US FDA announcements

MJM Bohmann, V Patel - 2018 - Working paper, University of …

[CITATION][C] How does the Dominance of Speculators versus Hedgers affect Price Discovery in Commodity Derivatives?

MJM Bohmann - 2017