User profiles for Marc J. M. Bohmann
Marc BohmannUniversity 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…
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 …
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 …
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
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. …
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 …
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. …
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 …
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-…
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