Robert Wichmann

ICMA Centre, University of Reading

ICMA Centre, Whiteknights Campus

Shinfield Road

Reading, Berkshire RG6 6BA

United Kingdom

http://www.icmacentre.ac.uk

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 18,809

SSRN RANKINGS

Top 18,809

in Total Papers Downloads

3,472

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

R Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 114 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Robert Wichmann and Chris Brooks
ICMA Centre, University of Reading and University of Bristol
Downloads 1,392 (17,841)

Abstract:

Loading...

Econometrics

2.

EViews Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 123 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Chris Brooks and Robert Wichmann
University of Bristol and ICMA Centre, University of Reading
Downloads 965 (30,523)

Abstract:

Loading...

Econometrics

3.

Stata Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 181 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Lisa Schopohl, Robert Wichmann and Chris Brooks
ICMA Centre, Henley Business School, University of Reading, ICMA Centre, University of Reading and University of Bristol
Downloads 884 (34,478)

Abstract:

Loading...

Econometrics

4.

The Natural Gas Announcement Day Puzzle

The Energy Journal, Forthcoming
Number of pages: 23 Posted: 08 May 2020
University of Reading - ICMA CentreLeibniz Universit├Ąt Hannover - Faculty of Economics and Management, University of Liverpool Management School and ICMA Centre, University of Reading
Downloads 131 (276,423)

Abstract:

Loading...

Gas Markets, Announcement Effect, Storage News, Intraday

5.

The Dynamics of Commodity Return Comovements

Journal of Futures Markets, Forthcoming (2021)
Number of pages: 58 Posted: 08 May 2020 Last Revised: 30 Apr 2021
University of Reading - ICMA CentreLeibniz Universit├Ąt Hannover - Faculty of Economics and Management, University of Liverpool Management School and ICMA Centre, University of Reading
Downloads 100 (334,289)

Abstract:

Loading...

Commodity Markets, Comovement, Financialization, Factor Model