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D-Index & Metrics

Economics and Finance

D-Index
34
Citations
4251
World Ranking
3132
National Ranking
110

Overview

Martin T. Bohl is affiliated with the University of Münster in Germany and has contributed extensively to research in the fields of economics, econometrics, and finance. Their work spans multiple specialized subfields, including economics and econometrics, finance, general economics, electrical and electronic engineering, and strategy and management.

Their research primarily addresses topics such as market dynamics and volatility, financial markets and investment strategies, and monetary policy and economic impact. Additional areas of focus include complex systems and time series analysis, political influence and corporate strategies, media influence and politics, and aspects related to the wine industry and tourism.

Frequent co-authors in their collaborative work include Alexander Pütz, Christoph Sulewski, Pierre L. Siklos, Devmali Perera, and Jędrzej Białkowski. Their contributions appear in a range of academic journals, with the most recurrent venues being the Journal of Commodity Markets, Research in International Business and Finance, Journal of International Money and Finance, Journal of Futures Markets, and Applied Economic Perspectives and Policy.

Recent papers authored or co-authored by Martin T. Bohl cover various aspects of commodity futures markets and central banking communication. These include:

  • Speculation and the informational efficiency of commodity futures markets, 2020, Journal of Commodity Markets
  • Central bank mandates: How differences can influence the content and tone of central bank communication, 2022, Journal of International Money and Finance
  • The impact of financialization on the efficiency of commodity futures markets, 2023, Journal of Commodity Markets

They have also been connected with research on topics such as futures contracts in specific markets, as evidenced by collaboration on the paper Does the tea market require a futures contract? Evidence from the Sri Lankan tea market (2020) published in Research in International Business and Finance.

Martin T. Bohl's body of work reflects an interdisciplinary approach by integrating analysis of financial market behavior with broader economic and policy considerations, encompassing both theoretical and applied perspectives.

Best Publications

  • German monetary unification and the stability of the German M3 money demand function

    Mohsen Bahmani-Oskooee;Martin T Bohl

  • Institutional Traders’ Behavior in an Emerging Stock Market: Empirical Evidence on Polish Pension Fund Investors

    Svitlana Voronkova;Martin T. Bohl

  • The Gold Price in Times of Crisis

    Jędrzej Białkowski;Martin T. Bohl;Patrick M. Stephan;Tomasz P. Wisniewski

  • From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks

    Martin T. Bohl;Philipp Kaufmann;Patrick M. Stephan

  • Price discovery and investor structure in stock index futures

    Martin T. Bohl;Christian A. Salm;Michael Schuppli

  • Trading volume and stock market volatility: The Polish case

    Martin T Bohl;Harald Henke

  • Together We Invest? Individual and Institutional Investors’ Trading Behaviour in Poland

    Christiane Goodfellow;Martin T. Bohl;Bartosz Gebka

  • Financial contagion vulnerability and resistance: A comparison of European stock markets

    Dobromił Serwa;Martin T. Bohl

  • European Stock Markets and the ECB's Monetary Policy Surprises*

    Martin T. Bohl;Pierre L. Siklos;David Sondermann

  • Empirical evidence on feedback trading in mature and emerging stock markets

    Martin T. Bohl;Pierre L. Siklos

  • Institutional investors and stock returns volatility: Empirical evidence from a natural experiment ☆

    Martin T. Bohl;Janusz Brzeszczyński;Bernd Wilfling

  • Do institutional investors destabilize stock prices? evidence from an emerging market

    Martin T. Bohl;Janusz Brzeszczyński

  • Periodically collapsing bubbles in the US stock market

    Martin T. Bohl

  • Do mutual fund managers exploit the Ramadan anomaly? Evidence from Turkey

    Jędrzej Białkowski;Martin T. Bohl;Philipp Kaufmann;Tomasz P. Wisniewski

  • Do Foreign Institutional Investors Destabilize China’s A-Share Markets?

    Michael Schuppli;Martin T. Bohl

  • Speculative bubbles in agricultural prices

    Philipp Adämmer;Martin T. Bohl

  • The present value model of U.S. stock prices redux: a new testing strategy and some evidence

    Martin T Bohl;Pierre L Siklos

  • Do central banks react to the stock market? The case of the Bundesbank.

    Martin T. Bohl;Pierre L. Siklos;Thomas Werner

  • Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets

    Martin T. Bohl;Patrick M. Stephan

  • Empirical evidence on cross-listed stocks of Central and Eastern European companies

    Piotr Korczak;Martin T. Bohl

  • Challenges in Central Banking: The Current Institutional Environment And Forces Affecting Monetary Policy

    Pierre L. Siklos;Martin T. Bohl;Mark E. Wohar

Frequent Co-Authors

Pierre L. Siklos
Pierre L. Siklos Wilfrid Laurier University
David G. Mayes
David G. Mayes University of Auckland
Mark E. Wohar
Mark E. Wohar University of Nebraska at Omaha
Mohsen Bahmani-Oskooee
Mohsen Bahmani-Oskooee University of Wisconsin–Milwaukee
Christian Pierdzioch
Christian Pierdzioch Helmut Schmidt University

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