Concepedia
Statistics
Publications
13
Citations
876
H-Index
Active since
2010
Affiliations
University of Tübingen(Current)
Zeppelin Universität gemeinnützige GmbH
Witten/Herdecke University
Franziska J. Peter is an author at University of Tübingen specializing in business, finance, and market microstructure.
Top concepts
FinanceBusinessFinancial EconomicsMarket MicrostructureEconomicsManagementAsset PricingInformation ManagementEmpirical FinanceEntropy
Publications per year
2010–2022
12
Using transfer entropy to measure information flows between financial markets
Thomas Dimpfl, Franziska J. Peter · RePEc: Research Papers in Economics · 207 citations
Empirical Finance, Financial Data, Financial Network Analysis +18
RTransferEntropy — Quantifying information flow between different time series using effective transfer entropy
Simon Behrendt, Thomas Dimpfl, Franziska J. Peter et al. · SoftwareX · 2019 · 167 citations · Full text
Engineering, Information Theory, Data Science +9
The impact of the financial crisis on transatlantic information flows: An intraday analysis
Thomas Dimpfl, Franziska J. Peter · Journal of International Financial Markets Institutions and Money · 2014 · 103 citations
Foreign Exchange Market, Financial System, Financial Economics +12
The Fama-French Five-Factor Model Plus Momentum: Evidence for the German Market
Philipp Dirkx, Franziska J. Peter · Schmalenbach Business Review · 2020 · 70 citations · Full text
Empirical Finance, Economics, Financial Economics +15
Telltale Tails: A New Approach to Estimating Unique Market Information Shares
Joachim Grammig, Franziska J. Peter · Journal of Financial and Quantitative Analysis · 2013 · 65 citations
Empirical Finance, Tail Dependence, Market Microstructure +20
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