Contact information of University of Cologne, Centre for Financial Research (CFR)
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:cfrwps. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/cfkoede.html .
Content
2024
- 24-06 Non-standard errors in carbon premia
by Beyer, Victor & Bauckloh, Michael Tobias
- 24-05 Inside the blackbox of firm environmental efforts: Evidence from emissions reduction initiatives
by Achilles, Catrina & Limbach, Peter & Wolff, Michael & Yoon, Aaron
- 24-04 The "privatization" of municipal debt
by Ivanov, Ivan T. & Zimmermann, Tom
- 24-03 Traditional investment research and social networks: Evidence from Facebook connections
by Dyer, Travis & Köchling, Gerrit & Limbach, Peter
- 24-02 Does peer-reviewed research help predict stock returns?
by Chen, Andrew Y. & Lopez-Lira, Alejandro & Zimmermann, Tom
- 24-01 Once a trader, always a trader: The role of traders in fund management
by Cici, Gjergji & Schuster, Philipp & Weishaupt, Franziska
- 21-02 Does Speculative News Hurt Productivity? Evidence from Takeover Rumors
by Andres, Christian & Bazhutov, Dmitry & Cumming, Douglas & Köchling, Gerrit & Limbach, Peter
2023
- 23-08 Extreme weather risk and the cost of equity
by Braun, Alexander & Braun, Julia & Weigert, Florian
- 23-07 "Buy the rumor, sell the news": Liquidity provision by bond funds following corporate news events
by Huang, Alan Guoming & Wermers, Russ & Xue, Jinming
- 23-06 How should the long-term investor harvest variance risk premiums?
by Dörries, Julian & Korn, Olaf & Power, Gabriel J.
- 23-05 The real effect of sociopolitical racial animus: Mutual fund manager performance during the AAPI Hate
by Agarwal, Vikas & Jiang, Wei & Luo, Yuchen & Zou, Hong
- 23-04 Do investors overvalue startups? Evidence from the junior stakes of mutual funds
by Agarwal, Vikas & Barber, Brad M. & Cheng, Si & Hameed, Allaudeen & Shanker, Harshini & Yasuda, Ayako
- 23-03 ESG criteria and the credit risk of corporate bond portfolios
by Höck, André & Bauckloh, Michael Tobias & Dumrose, Maurice & Klein, Christian
- 23-02 "In partnership for the goals"? The (dis)agreement of SDG ratings
by Bauckloh, Michael Tobias & Dobrick, Juris & Höck, André & Utz, Sebastian & Wagner, Marcus
- 23-01 Deep parametric portfolio policies
by Simon, Frederik & Weibels, Sebastian & Zimmermann, Tom
2022
- 22-12 Birth order and fund manager's trading behavior: Role of sibling rivalry
by Agarwal, Vikas & Cochardt, Alexander Elmar & Orlov, Vitaly
- 22-11 The performance of corporate bond mutual funds and the allocation of underpriced new issues
by Cici, Gjergji & Gibson, Scott & Qin, Nan & Zhang, Alex
- 22-10 One for the money, two for the show? The number of designated market makers and liquidity
by Theissen, Erik & Westheide, Christian
- 22-09 Once bitten, twice shy: Failed deals and subsequent M&A cautiousness
by Campbell, Robert J. & Limbach, Peter & Reusche, Johannes
- 22-08 The effect of sentiment on institutional investors: A gender analysis
by Gehde-Trapp, Monika & Klingler, Linda
- 22-07 Does it pay to invest in dirty industries? New insights on the shunned-stock hypothesis
by Bauckloh, Michael Tobias & Beyer, Victor & Klein, Christian
- 22-06 Conflicting incentives in the management of 529 plans
by Balthrop, Justin & Cici, Gjergji
- 22-05 Limits of disclosure regulation in the municipal bond market
by Ivanov, Ivan T. & Zimmermann, Tom & Heinrich, Nathan W.
- 22-04 Back to the roots: Ancestral origin and mutual fund manager portfolio choice
by Ammann, Manuel & Cochardt, Alexander Elmar & Straumann, Simon & Weigert, Florian
- 22-03 Do financial advisors matter for M&A pre-announcement returns?
by Betzer, André & Gider, Jasmin & Limbach, Peter
- 22-02 Indexing and the performance-flow relation of actively managed mutual funds
by Lesmeister, Simon & Limbach, Peter & Rau, P. Raghavendra & Sonnenburg, Florian
- 22-01 Under pressure: The link between mandatory climate reporting and firms' carbon performance
by Bauckloh, Michael Tobias & Klein, Christian & Pioch, Thomas & Schiemann, Frank
- 19-05 Finding your calling: Matching skills with jobs in the mutual fund industry
by Cici, Gjergji & Hendriock, Mario & Kempf, Alexander
- 18-02 Trust and monitoring
by Lesmeister, Simon & Limbach, Peter & Goergen, Marc
2021
- 21-11 Redemption in kind and mutual fund liquidity management
by Agarwal, Vikas & Ren, Honglin & Shen, Ke & Zhao, Haibei
- 21-10 News or noise: Mobile internet technology and stock market activity
by Brown, Nerissa C. & Elliott, W. Brooke & Wermers, Russ & White, Roger M.
- 21-09 Private company valuations by mutual funds
by Agarwal, Vikas & Barber, Brad M. & Cheng, Si & Hameed, Allaudeen & Yasuda, Ayako
- 21-08 Option return predictability with machine learning and big data
by Bali, Turan G. & Beckmeyer, Heiner & Moerke, Mathis & Weigert, Florian
- 21-07 Multivariate crash risk
by Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian
- 21-06 Political uncertainty and household stock market participation
by Agarwal, Vikas & Aslan, Hadiye & Huang, Lixin & Ren, Honglin
- 21-05 On the valuation skills of corporate bond mutual funds
by Cici, Gjergji & Zhang, Pei (Alex)
- 21-04 Do ETFs increase the commonality in liquidity of underlying stocks?
by Agarwal, Vikas & Hanouna, Paul & Moussawi, Rabih & Stahel, Christof W.
- 21-03 Do ETFs increase liquidity?
by Saæglam, Mehmet & Tuzun, Tugkan & Wermers, Russ
- 21-01 Hedge funds and the positive idiosyncratic volatility effect
by Bali, Turan G. & Weigert, Florian
- 19-01 Till death (or divorce) do us part: Early-life family disruption and investment behavior
by Betzer, André & Limbach, Peter & Rau, P. Raghavendra & Schürmann, Henrik
- 16-07 Mutual Fund Bets on Market Power
by Jaspersen, Stefan
2020
- 20-14 Are hedge funds' charitable donations strategic?
by Agarwal, Vikas & Lu, Yan & Ray, Sugata
- 20-13 International characteristic-based asset pricing
by Jagannathan, Murali & Jiao, Wei & Wermers, Russ
- 20-12 Do contented customers make shareholders wealthy? Implications of intangibles for security pricing
by Theissen, Erik & Zimmermann, Lukas
- 20-11 Implied cost of capital and mutual fund performance
by Hendriock, Mario
- 20-10 Earnings autocorrelation and the post-earnings-announcement drift: Experimental evidence
by Fink, Josef & Palan, Stefan & Theissen, Erik
- 20-09 Momentum? What Momentum?
by Theissen, Erik & Yilanci, Can
- 20-08 Why do mutual funds hold lottery stocks?
by Agarwal, Vikas & Jiang, Lei & Wen, Quan
- 20-07 Unobserved performance of hedge funds
by Agarwal, Vikas & Ruenzi, Stefan & Weigert, Florian
- 20-06 Factor exposure variation and mutual fund performance
by Ammann, Manuel & Fischer, Sebastian & Weigert, Florian
- 20-05 The Death of Trust Across the U.S. Finance Industry
by Limbach, Peter & Rau, P. Raghavendra & Schürmann, Henrik
- 20-04 Open source cross-sectional asset pricing
by Chen, Andrew Y. & Zimmermann, Tom
- 20-03 Regulatory stress testing and bank performance
by Ahnert, Lukas & Vogt, Pascal & Vonhoff, Volker & Weigert, Florian
- 20-02 Finanzwirtschaftliche Anwendungen der Blockchain-Technologie
by Schuster, Philipp & Theissen, Erik & Uhrig-Homburg, Marliese
- 20-01 Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications
by Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian
- 18-05 Where Does Investor Relations Matter the Most?
by Brochet, Francois & Limbach, Peter & Bazhutov, Dmitry & Betzer, André & Doumet, Markus
- 17-02 Screening Discrimination in Financial Markets: Evidence from CEO-Fund Manager Dyads
by Jaspersen, Stefan & Limbach, Peter
- 14-06 Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach
by Sönksen, Jantje & Grammig, Joachim
2019
- 19-06 Small is beautiful? How the introduction of mini futures contracts affects the regular contract
by Greppmair, Stefan & Theissen, Erik
- 19-04 Drawdown measures: Are they all the same?
by Korn, Olaf & Möller, Philipp M. & Schwehm, Christian
- 19-03 #MeToo meets the mutual fund industry: Productivity effects of sexual harassment
by Cici, Gjergji & Hendriock, Mario & Jaspersen, Stefan & Kempf, Alexander
- 19-02 Liquidity in the German stock market
by Johann, Thomas & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian & Zimmermann, Lukas
- 18-06 Firms’ rationales for CEO duality: Evidence from a mandatory disclosure regulation
by Goergen, Marc & Limbach, Peter & Scholz-Daneshgari, Meik
- 18-04 Knowledge spillovers in the mutual fund industry through labor mobility
by Cici, Gjergji & Kempf, Alexander & Peitzmeier, Claudia
- 16-11 CEO tenure and firm value
by Brochet, Francois & Limbach, Peter & Schmid, Markus M. & Scholz-Daneshgari, Meik
- 16-05 Call of duty: Designated market maker participation in call auctions
by Theissen, Erik & Westheide, Christian
2018
2017
- 17-04 Do connections with buy-side analysts inform sell-side analyst research?
by Cici, Gjergji & Shane, Philip B. & Yang, Yanhua Sunny
- 17-03 Explaining and benchmarking corporate bond returns
by Cici, Gjergji & Gibson, Scott & Moussawi, Rabih
- 17-01 A two-step indirect inference approach to estimate the long-run risk asset pricing model
by Grammig, Joachim & Küchlin, Eva-Maria
- 16-10 Mutual fund transparency and corporate myopia
by Agarwal, Vikas & Vashishtha, Rahul & Venkatachalam, Mohan
- 15-17 [rev.] Low-beta strategies
by Korn, Olaf & Kuntz, Laura-Chloé
- 15-08 Alpha or beta in the eye of the beholder: What drives hedge fund flows?
by Agarwal, Vikas & Green, Tracy Clifton & Ren, Honglin
- 14-10 Illiquidity transmission from spot to futures markets
by Korn, Olaf & Krischak, Paolo & Theissen, Erik
2016
- 13-05 [rev.2] A heterogeneous agents equilibrium model for the term structure of bond market liquidity
by Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese
- 12-01 [rev.2] Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior?
by Andreu, Laura & Pütz, Alexander
- 16-12 Are generalists beneficial to corporate shareholders? Evidence from sudden deaths
by Betzer, André & Ibel, Maximilian & Lee, Hye Seung & Limbach, Peter & Salas, Jesus M.
- 16-09 Do generalists profit from the fund families' specialists? Evidence from mutual fund families offering sector funds
by Göricke, Marc-André
- 16-08 Stock Illiquidity, option prices, and option returns
by Kanne, Stefan & Korn, Olaf & Uhrig-Homburg, Marliese
- 16-06 Hedging with regret
by Korn, Olaf & Rieger, Marc Oliver
- 16-04 Spoilt for choice: Order routing decisions in fragmented equity markets
by Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian
- 15-09 [rev.] Interfund lending in mutual fund families: Role of internal capital markets
by Agarwal, Vikas & Zhao, Haibei
- 07-14 [rev.] How to hedge if the payment date is uncertain?
by Korn, Olaf & Merz, Alexander
2015
- 14-12 [rev.3] Does CEO fitness matter?
by Limbach, Peter & Sonnenburg, Florian
- 14-12 [rev.2] CEO fitness and firm value
by Limbach, Peter & Sonnenburg, Florian
- 14-04 [rev.2] Outsourcing of mutual funds' non-core competencies
by Sorhage, Christoph
- 13-06 [rev.3] Investor sentiment, flight-to-quality, and corporate bond comovement
by Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander
- 12-12 [rev.2] The liquidity premium in CDS transaction prices: Do frictions matter?
by Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia
- 12-09 [rev.5] Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows
by Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph
- 16-03 Managerial ownership changes and mutual fund performance
by Martin, Thorsten & Sonnenburg, Florian
- 16-02 The freedom of information act and the race towards information acquisition
by Gargano, Antonio & Rossi, Alberto G. & Wermers, Russ
- 16-01 Cross-company effects of common ownership: Dealings between borrowers and lenders with a common blockholder
by Cici, Gjergji & Gibson, Scott & Rosenfeld, Claire
- 15-17 Low-beta investment strategies
by Korn, Olaf & Kuntz, Laura-Chloé
- 15-16 Network centrality and pension fund performance
by Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ
- 15-15 Dissecting short-sale performance: Evidence from large position disclosures
by Jank, Stephan & Smajlbegovic, Esad
- 15-14 Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil
by Doumet, Markus & Limbach, Peter & Theissen, Erik
- 15-13 Government ownership, informed trading, and private information
by Borisova, Ginka & Yadav, Pradeep K.
- 15-12 Funding liquidity risk of funds of hedge funds: Evidence from their holdings
by Agarwal, Vikas & Aragon, George O. & Shi, Zhen
- 15-11 Dealer spreads in the corporate bond market: Agent vs. market-making roles
by Ederington, Louis & Guan, Wei & Yadav, Pradeep K.
- 15-10 The pricing of different dimensions of liquidity: Evidence from government guaranteed bank bonds
by Black, Jeffrey R. & Stock, Duane & Yadav, Pradeep K.
- 15-09 Interfund lending in mutual fund families: Role of internal capital markets
by Agarwal, Vikas & Zhao, Haibei
- 15-07 Tail risk in hedge funds: A unique view from portfolio holdings
by Agarwal, Vikas & Ruenzi, Stefan & Weigert, Florian
- 15-05 Milk or wine: Mutual funds' (dis)economies of life
by Dahm, Laura K. & Sorhage, Christoph
- 15-04 Resiliency: A dynamic view of liquidity
by Kempf, Alexander & Mayston, Daniel & Gehde-Trapp, Monika & Yadav, Pradeep K.
- 15-03 [rev.] Volatility of aggregate volatility and hedge funds returns
by Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y.
- 15-03 Volatility of aggregate volatility and hedge funds returns
by Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y.
- 15-02 [rev.] Speed of information diffusion within fund families
by Cici, Gjergji & Jaspersen, Stefan & Kempf, Alexander
- 15-02 Speed of information diffusion within fund families
by Cici, Gjergji & Jaspersen, Stefan & Kempf, Alexander
- 15-01 Who trades on momentum?
by Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad
- 13-10 [rev.] Managerial multitasking in the mutual fund industry
by Agarwal, Vikas & Ma, Linlin & Mullally, Kevin
- 12-01 [rev.] Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior?
by Andreu, Laura & Pütz, Alexander
2014
- 13-06 [rev.2] Investor sentiment, flight-to-quality, and corporate bond comovement
by Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander
- 12-09 [rev.4] Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows
by Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph
- 12-09 [rev.3] Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flows
by Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph
- 11-07 [rev.3] Window dressing in mutual funds
by Agarwal, Vikas & Gay, Gerald D. & Ling, Leng
- 14-14 Trading efficiency of fund families: Impact on fund performance and investment behavior
by Cici, Gjergji & Dahm, Laura K. & Kempf, Alexander
- 14-13 Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds
by Agarwal, Vikas & Lu, Yan & Ray, Sugata
- 14-12 [rev.] CEO fitness and firm value
by Limbach, Peter & Sonnenburg, Florian
- 14-12 CEO fitness and firm value
by Limbach, Peter & Sonnenburg, Florian
- 14-11 What they did in their previous life: The investment value of mutual fund managers' experience outside the financial sector
by Cici, Gjergji & Gehde-Trapp, Monika & Göricke, Marc-André & Kempf, Alexander
- 14-09 Estimation of trading costs: Trade indicator models revisited
by Theissen, Erik & Zehnder, Lars Simon
- 14-08 Dividend taxation and DAX futures prices
by Fink, Christopher & Theissen, Erik
- 14-07 Risk-adjusted option-implied moments
by Brinkmann, Felix & Korn, Olaf
- 14-05 Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing
by Grammig, Joachim & Schaub, Eva-Maria
- 14-04 [rev.] Outsourcing of mutual funds' non-core competencies
by Sorhage, Christoph
- 14-04 Outsourcing of mutual funds' non-core competencies and the impact on operational outcomes: Evidence from funds' shareholder services
by Sorhage, Christoph
- 14-03 How much is too much? Debt capacity and financial flexibility
by Hess, Dieter & Immenkötter, Philipp
- 14-01 Corporate governance and the nature of takeover resistance
by Carline, Nicholas F. & Linn, Scott C. & Yadav, Pradeep K.
- 13-08 [rev.] Forward-looking measures of higher-order dependencies with an application to portfolio selection
by Brinkmann, Felix & Kempf, Alexander & Korn, Olaf
- 13-07 [rev.] Market transparency and the marking precision of bond mutual fund managers
by Cici, Gjergji & Gibson, Scott & Gündüz, Yalin & Merrick, John J.
- 13-06 [rev.] Investor sentiment, flight-to-quality, and corporate bond comovement
by Bethke, Sebastian & Kempf, Alexander & Trapp, Monika
- 13-04 [rev.] Mandatory portfolio disclosure, stock liquidity, and mutual fund performance
by Agarwal, Vikas & Mullally, Kevin Andrew & Tang, Yuehua & Yang, Baozhong
- 12-05 [rev.] Runs on money market mutual funds
by Schmidt, Lawrence & Timmermann, Allan & Wermers, Russ
- 11-10 [rev.] Portfolio optimization using forward-looking information
by Kempf, Alexander & Korn, Olaf & Saßning, Sven
2013
- 12-09 [rev.2] Are financial advisors useful? Evidence from tax-motivated mutual fund flows
by Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph
- 11-07 [rev.2] Window dressing in mutual funds
by Agarwal, Vikas & Gay, Gerald D. & Ling, Leng
- 14-02 The Lintner model revisited: Dividends versus total payouts
by Andres, Christian & Doumet, Markus & Fernau, Erik & Theissen, Erik
- 13-11 Which beta is best? On the information content of option-implied betas
by Baule, Rainer & Korn, Olaf & Saßning, Sven
- 13-10 Managerial multitasking in the mutual fund industry
by Agarwal, Vikas & Ma, Linlin
- 13-09 Seasonal asset allocation: Evidence from mutual fund flows
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ
- 13-08 Forward-looking measures of higher-order dependencies with an application to portfolio selection
by Brinkmann, Felix & Kempf, Alexander & Korn, Olaf
- 13-07 Market transparency and the marking precision of bond mutual fund managers
by Cici, Gjergji & Gibson, Scott & Gunduz, Yalin & Merrick, John J.
- 13-06 The correlation puzzle: The interaction of bond and risk correlation
by Bethke, Sebastian & Kempf, Alexander & Trapp, Monika
- 13-05 [rev.] A heterogeneous agents equilibrium model for the term structure of bond market liquidity
by Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese
- 13-05 A heterogeneous agents equilibrium model for the term structure of bond market liquidity
by Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese
- 13-04 Mandatory portfolio disclosure, stock liquidity, and mutual fund performance
by Agarwal, Vikas & Mullally, Kevin & Tang, Yuehua & Yang, Baozhong
- 13-03 Institutional investment and intermediation in the hedge fund industry
by Agarwal, Vikas & Nada, Vikram & Ray, Sugata
- 13-02 Open market share repurchases in Germany: A conditional event study approach
by Andres, Christian & Betzer, André & Doumet, Markus & Theissen, Erik
- 12-12 [rev.] The price impact of CDS trading
by Gündüz, Yalin & Nasev, Julia & Trapp, Monika
- 12-10 [rev.] Transatlantic systemic risk
by Trapp, Monika & Wewel, Claudio
- 12-09 [rev.] Are financial advisors useful? Evidence from tax-motivated mutual fund flows
by Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph
- 12-06 [rev.] The impact of duality on managerial decisions and performance: Evidence from the mutual fund industry
by Kempf, Alexander & Pütz, Alexander & Sonnenburg, Florian
- 12-02 [rev.] Should I stay or should I go? Former CEOs as monitors
by Andres, Christian & Fernau, Erik & Theissen, Erik
- 11-08 [rev.] On the use of options by mutual funds: Do they know what they are doing?
by Cici, Gjergji & Palacios, Luis-Felipe
2012
- 13-01 A partially linear approach to modelling the dynamics of spot and futures prices
by Gaul, Jürgen & Theissen, Erik
- 12-12 The price impact of CDS trading
by Gündüz, Yalin & Nasev, Julia & Trapp, Monika
- 12-11 Governance and shareholder value in delegated portfolio management: The case of closed-end funds
by Wu, Youchang & Wermers, Russ & Zechner, Josef
- 12-10 Transatlantic systemic risk
by Trapp, Monika & Wewel, Claudio
- 12-09 Are financial advisors useful? Evidence from tax-motivated mutual fund flows
by Cici, Gjergji & Kempf, Alexander & Sorhage, Christoph
- 12-08 Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability
by Jank, Stephan
- 12-07 The investment abilities of mutual fund buy-side analysts
by Cici, Gjergji & Rosenfeld, Claire
- 12-06 Fund manager duality: Impact on performance and investment behavior
by Kempf, Alexander & Pütz, Alexander & Sonnenburg, Florian
- 12-05 Runs on money market mutual funds
by Wermers, Russ
- 12-04 A matter of style: The causes and consequences of style drift in institutional portfolios
by Wermers, Russ
- 12-03 Dividend announcements reconsidered: Dividend changes versus dividend surprises
by Andres, Christian & Betzer, André & van den Bongard, Inga & Haesner, Christian & Theissen, Erik
- 12-02 Is it better to say goodbye? When former executives set executive pay
by Andres, Christian & Fernau, Erik & Theissen, Erik
- 12-01 Are two business degrees better than one? Evidence from mutual fund managers' education
by Andreu, Laura & Pütz, Alexander
- 11-16 [rev.] Management compensation and market timing under portfolio constraints
by Agarwal, Vikas & Gómez, Juan-Pedro & Priestley, Richard
- 11-07 [rev.] Performance inconsistency in mutual funds: An investigation of window-dressing behavior
by Agarwal, Vikas & Gay, Gerald D. & Ling, Leng
- 10-08 [rev.] Inferring reporting biases in hedge fund databases from hedge fund equity holdings
by Agarwal, Vikas & Fos, Vyacheslav & Jiang, Wei
- 10-04 [rev.] Fund manager allocation
by Fang, Jieyan & Kempf, Alexander & Trapp, Monika
- 09-10 [rev.] Low risk and high return: Affective attitudes and stock market expectations
by Kempf, Alexander & Merkle, Christoph & Niessen-Ruenzi, Alexandra
- 09-03 [rev.] The cross-section of conditional mutual fund performance in European stock markets
by Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ
- 06-09 [rev.] Forecasting stock returns through an efficient aggregation of mutual fund holdings
by Wermers, Russ & Yao, Tong & Zhao, Jane
2011
- 11-16 Management compensation and market timing under portfolio constraints
by Agarwal, Vikas & Gómez, Juan-Pedro & Priestley, Richard
- 11-15 Can internet search queries help to predict stock market volatility?
by Dimpfl, Thomas & Jank, Stephan
- 11-14 Liquidity dynamics in an electronic open limit order book: An event study approach
by Gomber, Peter & Schweickert, Uwe & Theissen, Erik
- 11-13 Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test
by Hess, Dieter & Orbe, Sebastian
- 11-12 Optimal leverage, its benefits, and the business cycle
by Hess, Dieter & Immenkötter, Philipp
- 11-11 Extended dividend, cash flow and residual income valuation models: Accounting for deviations from ideal conditions
by Heinrichs, Nicolas & Hess, Dieter & Homburg, Carsten & Lorenz, Michael & Sievers, Soenke
- 11-10 Portfolio optimization using forward-looking information
by Kempf, Alexander & Korn, Olaf & Saßning, Sven
- 11-09 Determinants and implications of fee changes in the hedge fund industry
by Agarwal, Vikas & Ray, Sugata
- 11-08 On the use of options by mutual funds: Do they know what they are doing?
by Cici, Gjergji & Palacios, Luis-Felipe
- 11-07 Window dressing in mutual funds
by Agarwal, Vikas & Gay, Gerald D. & Ling, Leng
- 11-06 The impact of macroeconomic news on quote adjustments, noise, and informational volatility
by Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David
- 11-05 [rev.] The prevalence of the disposition effect in mutual funds' trades
by Cici, Gjergji
- 11-05 The relation of the disposition effect to mutual fund trades and performance
by Cici, Gjergji
- 11-04 Mutual fund flows, expected returns, and the real economy
by Jank, Stephan
- 11-03 Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory
by Fellner, Gerlinde & Theissen, Erik
- 11-02 Are there disadvantaged clienteles in mutual funds?
by Jank, Stephan
- 11-01 Market response to investor sentiment
by Hengelbrock, Jördis & Theissen, Erik & Westheide, Christian
- 10-17 [rev.] Projected earnings accuracy and the profitability of stock recommendations
by Hess, Dieter & Kreutzmann, Daniel & Pucker, Oliver
- 10-15 [rev.] The valuation of hedge funds' equity positions
by Cici, Gjergji & Kempf, Alexander & Pütz, Alexander
- 10-11 [rev.] The value of tradeability
by Chesney, Marc & Kempf, Alexander
- 10-09 [rev.] Uncovering hedge fund skill from the portfolio holdings they hide
by Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong
- 10-03 [rev.] The impact of investor sentiment on the German stock market
by Finter, Philipp & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan
- 10-01 [rev.] Determinants of expected stock returns: Large sample evidence from the German market
by Artmann, Sabine & Finter, Philipp & Kempf, Alexander
Printed from https://ideas.repec.org/s/zbw/cfrwps.html
