Concepedia

Fabian Hollstein

FH

20

Publications

490

Citations

13

H-Index

2016

Active since

Affiliations

Leibniz University Hannover(Current)

University of Reading

Saarland University

University of Liverpool

Fabian Hollstein is an author at Leibniz University Hannover specializing in business, economics, and finance.

Top concepts

BusinessEconomicsFinanceAsset PricingEconomic AnalysisFinancial EconomicsEngineeringEconometricsVolatility ModelingManagement

Publications per year

2016–2024

20

Publications

20

Estimating Beta

Fabian Hollstein, Marcel Prokopczuk · Journal of Financial and Quantitative Analysis · 2016 · 73 citations

Volatility Modeling, Economics, Financial Economics +12

How Aggregate Volatility-of-Volatility Affects Stock Returns*

Fabian Hollstein, Marcel Prokopczuk · The Review of Asset Pricing Studies · 2017 · 60 citations

Volatility Modeling, Engineering, Volatility Index +16

The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas

Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen · Management Science · 2020 · 47 citations

Empirical Finance, Asset Allocation, Capital Structure +16

Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section

Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen · Journal of Financial Markets · 2019 · 44 citations

Economic Forecasting, Broad Cross-section, Asset Pricing +11

International tail risk and World Fear

Fabian Hollstein, Duc Binh Benno Nguyen, Marcel Prokopczuk et al. · Journal of International Money and Finance · 2019 · 34 citations

Economics, Societal Fragility, International Finance +10

Rows per page

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