Martin Wallmeier

609 total citations
38 papers, 390 citations indexed

About

Martin Wallmeier is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Martin Wallmeier has authored 38 papers receiving a total of 390 indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in Finance, 17 papers in Economics and Econometrics and 16 papers in Accounting. Recurrent topics in Martin Wallmeier's work include Financial Markets and Investment Strategies (22 papers), Stochastic processes and financial applications (13 papers) and Corporate Finance and Governance (8 papers). Martin Wallmeier is often cited by papers focused on Financial Markets and Investment Strategies (22 papers), Stochastic processes and financial applications (13 papers) and Corporate Finance and Governance (8 papers). Martin Wallmeier collaborates with scholars based in Switzerland, Germany and Austria. Martin Wallmeier's co-authors include Philippe Masset, Claude Messner, Manfred Steiner and Peter Fiechter and has published in prestigious journals such as Journal of Banking & Finance, Journal of International Money and Finance and Finance research letters.

In The Last Decade

Martin Wallmeier

32 papers receiving 362 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Martin Wallmeier Switzerland	12	324	188	123	41	30	38	390
Francesco Sangiorgi Germany	11	368 1.1×	215 1.1×	199 1.6×	52 1.3×	26 0.9×	24	467
Geoffrey C. Friesen United States	9	254 0.8×	156 0.8×	186 1.5×	65 1.6×	43 1.4×	21	365
Felix Goltz France	14	337 1.0×	204 1.1×	133 1.1×	88 2.1×	79 2.6×	39	398
Laura Andreu Spain	10	174 0.5×	139 0.7×	138 1.1×	42 1.0×	44 1.5×	41	253
Valentin Haddad United States	11	477 1.5×	305 1.6×	190 1.5×	27 0.7×	26 0.9×	27	582
Peter P. Lung United States	11	256 0.8×	175 0.9×	151 1.2×	28 0.7×	32 1.1×	31	336
Rodney N. Sullivan United States	11	270 0.8×	177 0.9×	129 1.0×	45 1.1×	40 1.3×	48	337
Nic Schaub Germany	8	149 0.5×	115 0.6×	132 1.1×	16 0.4×	22 0.7×	14	221
Travis Sapp United States	9	370 1.1×	186 1.0×	325 2.6×	31 0.8×	58 1.9×	22	455
Jack E. Wahl Germany	9	113 0.3×	162 0.9×	93 0.8×	47 1.1×	22 0.7×	31	244

Countries citing papers authored by Martin Wallmeier

Since Specialization

Citations

This map shows the geographic impact of Martin Wallmeier's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Martin Wallmeier with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Martin Wallmeier more than expected).

Fields of papers citing papers by Martin Wallmeier

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Martin Wallmeier. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Martin Wallmeier. The network helps show where Martin Wallmeier may publish in the future.

Co-authorship network of co-authors of Martin Wallmeier

This figure shows the co-authorship network connecting the top 25 collaborators of Martin Wallmeier. A scholar is included among the top collaborators of Martin Wallmeier based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Martin Wallmeier. Martin Wallmeier is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Wallmeier, Martin. (2024). Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database. Journal of Futures Markets. 44(5). 854–875.

Masset, Philippe & Martin Wallmeier. (2023). A High-Frequency Investigation of the Interaction between Volatility and DAX Returns. SSRN Electronic Journal.

Fiechter, Peter, et al.. (2022). The disappearance of the zero-earnings discontinuity: SOX, dotcom boom or gradual decline?. Finance research letters. 49. 103033–103033. 2 indexed citations

Wallmeier, Martin, et al.. (2022). Home bias and expected returns: A structural approach. Journal of International Money and Finance. 124. 102634–102634. 7 indexed citations

Wallmeier, Martin. (2022). Quality Issues of Implied Volatilities of Index and Stock Options in the OptionMetrics IvyDB Database. SSRN Electronic Journal.

Wallmeier, Martin. (2021). Mispricing of Index Options with Respect to Stochastic Dominance Bounds?. RePEc: Research Papers in Economics. 10(1). 21–55. 2 indexed citations

Wallmeier, Martin, et al.. (2021). Kinked Accounting? Loss Avoidance in Europe and (Not) the US. SSRN Electronic Journal.

Wallmeier, Martin, et al.. (2019). Perceived Attractiveness of Structured Financial Products: The Role of Presentation Format and Reference Instruments. Journal of Behavioral Finance. 21(1). 78–102. 9 indexed citations

Wallmeier, Martin, et al.. (2010). Multivariate Downside Risk: Normal Versus Variance Gamma. SSRN Electronic Journal. 9 indexed citations

10.

Wallmeier, Martin. (2009). Kapitalmarktwirkungen der Berichterstattung zur Unternehmensleistung. Schmalenbach Journal of Business Research. 61(2). 212–224. 4 indexed citations

11.

Wallmeier, Martin, et al.. (2009). Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland. The Journal of Derivatives. 17(2). 59–72. 40 indexed citations

12.

Wallmeier, Martin, et al.. (2008). Optimal Investments in Volatility. SSRN Electronic Journal. 3 indexed citations

13.

Wallmeier, Martin, et al.. (2008). Optimal investments in volatility. Financial markets and portfolio management. 22(2). 147–167. 21 indexed citations

14.

Wallmeier, Martin, et al.. (2007). How to invest over the life cycle: Insights from theory. 56(4). 219–244. 8 indexed citations

15.

Wallmeier, Martin, et al.. (2006). Volatility as an Asset Class: European Evidence. SSRN Electronic Journal. 7 indexed citations

16.

Wallmeier, Martin. (2005). Analysts' Earnings Forecasts for DAX100 Firms During the Stock Market Boomof the 1990s. SSRN Electronic Journal. 1 indexed citations

17.

Wallmeier, Martin. (2000). Determinanten erwarteter Renditen am deutschen Aktienmarkt — Eine empirische Untersuchung anhand ausgewählter Kennzahlen. Schmalenbach Journal of Business Research. 52(1). 27–57. 22 indexed citations

18.

Steiner, Manfred & Martin Wallmeier. (1999). Unternehmensbewertung mit Discounted-Cash-Flow-Methoden und dem Economic-Value-Added-Konzept. OPUS (Augsburg University). 3 indexed citations

19.

Steiner, Manfred, et al.. (1999). Pricing near the barrier: the case of discrete knock-out options. The Journal of Computational Finance. 3(1). 69–90. 6 indexed citations

20.

Steiner, Manfred & Martin Wallmeier. (1999). Forecasting the Correlation Structure of German Stock Returns: A Test of Firm‐Specific Factor Models. European Financial Management. 5(1). 85–102.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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