Concepedia

Michael L. Hemler

ML

6

Publications

366

Citations

6

H-Index

1990

Active since

Affiliations

University of Chicago(Current)

University of Notre Dame

Michael L. Hemler is an author at University of Chicago specializing in business, finance, and financial economics.

Top concepts

BusinessFinanceAsset PricingEconomic AnalysisFinancial EconomicsEconomicsOption PricingManagementMarket FailureRisk Management

Publications per year

1990–2001

6

Publications

6

The performance of professional market timers: daily evidence from executed strategies

Don M. Chance, Michael L. Hemler · Journal of Financial Economics · 2001 · 127 citations

Financial Management, Professional Market Timers, Market Analysis +7

The Quality Delivery Option in Treasury Bond Futures Contracts

Michael L. Hemler · The Journal of Finance · 1990 · 85 citations

T‐bond Futures, Option Pricing, Financial Economics +11

General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence

Michael L. Hemler, Francis A. Longstaff · Journal of Financial and Quantitative Analysis · 1991 · 68 citations

Economics, Volatility Modeling, Financial Economics +14

The impact of delivery options on futures prices: A survey

Don M. Chance, Michael L. Hemler · Journal of Futures Markets · 1993 · 42 citations

Economics, Option Pricing, Foreign Exchange Option +7

Box Spread Arbitrage Profits following the 1987 Market Crash: Real or Illusory?

Michael L. Hemler, Thomas W. Miller · Journal of Financial and Quantitative Analysis · 1997 · 25 citations

Empirical Finance, Market Microstructure, Asset Pricing +18

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