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Franziska Julia Peter

Observed names: Franziska J. Peter, Franziska Peter, Peter, Franziska, Peter, Franziska J.
ORCID: 0000-0002-5366-2070
Observed ORCID: 0000-0002-5366-2070
OpenAlex ID: A5049018274
Using transfer entropy to measure information flows between financial markets
2013 · Thomas Dimpfl, Franziska Julia Peter · Studies in Nonlinear Dynamics and Econometrics · 222
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RTransferEntropy — Quantifying information flow between different time series using effective transfer entropy
2019 · Simon Behrendt, Thomas Dimpfl, et al. · SoftwareX · 186
The impact of the financial crisis on transatlantic information flows: An intraday analysis
2014 · Thomas Dimpfl, Franziska J. Peter · Journal of International Financial Markets Institutions and Money · 106
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The Fama-French Five-Factor Model Plus Momentum: Evidence for the German Market
2020 · Philipp Dirkx, Franziska J. Peter · Schmalenbach Business Review · 85
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Nothing but noise? Price discovery across cryptocurrency exchanges
2020 · Thomas Dimpfl, Franziska J. Peter · Journal of Financial Markets · 71
Telltale Tails: A New Approach to Estimating Unique Market Information Shares
2013 · Joachim Grammig, Franziska J. Peter · Journal of Financial and Quantitative Analysis · 67
Analyzing volatility transmission using group transfer entropy
2018 · Thomas Dimpfl, Franziska J. Peter · Energy Economics · 58
Group transfer entropy with an application to cryptocurrencies
2018 · Thomas Dimpfl, Franziska J. Peter · Physica A Statistical Mechanics and its Applications · 46
An encyclopedia for stock markets? Wikipedia searches and stock returns
2020 · Simon Behrendt, Franziska J. Peter, et al. · International Review of Financial Analysis · 23
Global Equity Market Co-Movement During Crisis Periods
2021 · Thomas L.A. Heil, Franziska J. Peter, et al. · Journal of International Money and Finance · 20
Who moves first? An intensity-based measure for information flows across stock exchanges
2013 · Kerstin Kehrle, Franziska J. Peter · Journal of Banking & Finance · 16
The determinants of banks' AT1 CoCo spreads
2021 · Axel Kind, Philippe Oster, et al. · European Financial Management · 12
Implementing the Fama-French Five-Factor Model for the German Stock Market
2018 · Philipp Dirkx, Franziska Peter · SSRN Electronic Journal · 9
Citizen science for social physics: digital tools and participation
2024 · Josep Perelló, Ferran Larroya, et al. · The European Physical Journal Plus · 8
Predicting millionaires from Ethereum transaction histories using node embeddings and artificial neural nets
2023 · Franziska J. Peter, Kenneth Styppa · Expert Systems with Applications · 7
Are you a Zombie Firm? An Early Warning System Based on Machine Learning Methods
2020 · Angela De Martiis, Thomas L.A. Heil, et al. · SSRN Electronic Journal · 6
When Companies Don't Die: Analyzing Zombie and Distressed Firms in a Low Interest Rate Environment
2021 · Angela De Martiis, Franziska Peter · SSRN Electronic Journal · 4
Where is the Market? Three Econometric Approaches to Measure Contributions to Price Discovery
2011 · Franziska J. Peter · 4
Tumbling Titans? The Changing Patterns of Price Discovery in the U.S. Equity Market
2018 · Joachim Grammig, Franziska Peter · SSRN Electronic Journal · 3
Tell-Tale Tails: A New Approach to Estimating Unique Information Shares
2011 · Joachim Grammig, Franziska J. Peter · SSRN Electronic Journal · 3
International price discovery in the presence of market microstructure effects
2008 · Joachim Grammig, Franziska J. Peter · RePEc: Research Papers in Economics · 3
Implementing Intraday Model-Free Implied Volatility for Individual Equities to Analyze the Return–Volatility Relationship
2024 · Martin G. Haas, Franziska J. Peter · Journal of risk and financial management · 2
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International Price Discovery in Stock Markets - A Unique Intensity Based Information Share
2010 · Kerstin Kehrle, Franziska Julia Peter · SSRN Electronic Journal · 2
Price discovery in the markets for credit risk: a Markov switching approach
2015 · Thomas Dimpfl, Franziska J. Peter · Studies in Nonlinear Dynamics and Econometrics · 1
Correction: Citizen science for social physics: digital tools and participation
2024 · Josep Perelló, Ferran Larroya, et al. · The European Physical Journal Plus
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Works count: 38
Citation count: 964
H-index: 12
I10-index: 12
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