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Content
2011
2010
- 10-20 Missing the marks? Dispersion in corporate bond valuations across mutual funds
by Cici, Gjergji & Gibson, Scott & Merrick, John J.
- 10-19 Risk and return in convertible arbitrage: Evidence from the convertible bond market
by Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y.
- 10-18 The performance of corporate-bond mutual funds: Evidence based on security-level holdings
by Cici, Gjergji & Gibson, Scott
- 10-17 Projected earnings accuracy and the profitability of stock recommendations
by Hess, Dieter E. & Kreutzmann, Daniel & Pucker, Oliver
- 10-16 Sturm und Drang in money market funds: When money market funds cease to be narrow
by Jank, Stephan & Wedow, Michael
- 10-15 Caught in the act: How hedge funds manipulate their equity positions
by Cici, Gjergji & Kempf, Alexander & Pütz, Alexander
- 10-14 Creative destruction and asset prices
by Grammig, Joachim G. & Jank, Stephan
- 10-13 Purchase and redemption decisions of mutual fund investors and the role of fund families
by Jank, Stephan & Wedow, Michael
- 10-12 The cross-Section of German stock returns: New data and new evidence
by Artmann, Sabine & Finter, Philipp & Kempf, Alexander & Koch, Stefan & Theissen, Erik
- 10-11 The value of tradeability
by Chesney, Marc & Kempf, Alexander
- 10-10 The influence of buy-side analysts on mutual fund trading
by Frey, Stefan & Herbst, Patrick
- 10-09 Uncovering hedge fund skill from the portfolio holdings they hide
by Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong
- 10-08 Inferring reporting biases in hedge fund databases from hedge fund equity holdings
by Agarwal, Vikas & Fos, Vyacheslav & Jiang, Wei
- 10-06 Tell-tale tails: A data driven approach to estimate unique market information shares
by Grammig, Joachim G. & Peter, Franziska J.
- 10-05 Höhe, Struktur und Determinanten der Managervergütung: Eine Analyse der Fondsbranche in Deutschland
by Drachter, Kerstin & Kempf, Alexander
- 10-04 Fund manager allocation
by Fang, Jieyan & Kempf, Alexander & Trapp, Monika
- 10-03 The impact of investor sentiment on the German stock market
by Finter, Philipp & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan
- 10-01 Determinants of expected stock returns: Large sample evidence from the German market
by Artmann, Sabine & Finter, Philipp & Kempf, Alexander
- 09-15 [rev.] Strategic trading and trade reporting by corporate insiders
by Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik
- 08-09 [rev.] Public opinion and executive compensation
by Kuhnen, Camelia M. & Niessen, Alexandra
- 08-08 [rev.] Overconfidence among professional investors: Evidence from mutual fund managers
by Pütz, Alexander & Ruenzi, Stefan
2009
- 10-07 Do higher-moment equity risks explain hedge fund returns?
by Agarwal, Vikas & Bakshi, Gurdip & Huij, Joop
- 10-02 Endogenous benchmarks
by Hunter, David & Kandel, Eugene & Kandel, Shmuel & Wermers, Russ
- 09-17 Price discovery in spot and futures markets: A reconsideration
by Theissen, Erik
- 09-16 Trading the bond-CDS basis: The role of credit risk and liquidity
by Trapp, Monika
- 09-15 Strategic trading and trade reporting by corporate insiders
by Betzer, André & Gider, Jasmin & Metzger, Daniel & Theissen, Erik
- 09-14 The term structure of illiquidity premia
by Kempf, Alexander & Korn, Olaf & Uhrig-Homburg, Marliese
- 09-13 Time-varying credit risk and liquidity premia in bond and CDS markets
by Bühler, Wolfgang & Trapp, Monika
- 09-12 Explaining the Bond-CDS Basis: The role of credit risk and liquidity
by Bühler, Wolfgang & Trapp, Monika
- 09-11 Cross-sectional analysis of risk-neutral skewness
by Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan
- 09-10 Low risk and high return - how emotions shape expectations on the stock market
by Kempf, Alexander & Niessen-Ruenzi, Alexandra & Merkle, Christoph
- 09-09 Naked short selling: The emperor`s new clothes?
by Yadav, Pradeep K. & Fotak, Veljko & Raman, Vikas
- 09-08 Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE
by Yadav, Pradeep K. & Bardong, Florian & Bartram, Söhnke M.
- 09-07 The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks
by Taylor, Stephen J. & Yadav, Pradeep K. & Zhang, Yuanyuan
- 09-06 The impact of iceberg orders in limit order books
by Frey, Stefan & Sandås, Patrik
- 09-05 Commonalities in the order book
by Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G.
- 09-04 Rapid Trading bei deutschen Aktienfonds: Evidenz aus einer großen deutschen Fondsgesellschaft
by Fang, Jieyan & Ruenzi, Stefan
- 09-03 The performance of European equity mutual funds
by Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ
- 09-02 Long-horizon consumption risk and the cross-section of returns: New tests and international evidence
by Grammig, Joachim G. & Schrimpf, Andreas & Schuppli, Michael
- 09-01 The term structure of currency hedge ratios
by Korn, Olaf & Koziol, Philipp
- 08-12 Fundamental information in technical trading strategies
by Boonenkamp, Ute & Kempf, Alexander & Homburg, Carsten
- 08-08 Overconfidence among professional investors: Evidence from mutual fund managers
by Pütz, Alexander & Ruenzi, Stefan
- 07-15 Political connectedness and firm performance: Evidence from Germany
by Niessen, Alexandra & Ruenzi, Stefan
- 07-14 Hedging price risk when payment dates are uncertain
by Korn, Olaf
- 07-09 Do hedge funds manage their reported returns?
by Agarwal, Vikas & Daniel, Naveen D. & Naik, Narayan Y.
- 07-05 Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns
by Grammig, Joachim & Schrimpf, Andreas
- 06-02 False discoveries in mutual fund performance: Measuring luck in estimated alphas
by Barras, Laurent & Scaillet, Olivier & Wermers, Russ
- 04-08 Operating performance changes associated with corporate mergers and the role of corporate governance
by Carline, Nicholas F. & Linn, Scott C. & Yadav, Pradeep K.
- 04-04 Role of managerial incentives and discretion in hedge fund performance
by Agarwal, Vikas & Daniel, Naveen D. & Naik, Narayan Y.
2008
- 08-11 Risk management with default-risky forwards
by Korn, Olaf
- 08-10 International price discovery in the presence of market microstructure effects
by Grammig, Joachim G. & Peter, Franziska J.
- 08-09 Is Executive Compensation Shaped by Public Attitudes?
by Kuhnen, Camelia M. & Niessen-Ruenzi, Alexandra
- 08-07 What matters to SRI investors?
by Osthoff, Peer
- 08-06 Sooner or later: delays in trade reporting by corporate insiders
by Betzer, André & Theissen, Erik
- 08-05 Determinanten der Aktionärspräsenz auf Hauptversammlungen deutscher Aktiengesellschaften
by Linge, Philipp & Theissen, Erik
- 08-04 Price adjustment to news with uncertain precision
by Hautsch, Nikolaus & Hess, Dieter E. & Müller, Christoph
- 08-03 How do commodity futures respond to macroeconomic news?
by Hess, Dieter E. & Huang, He & Niessen-Ruenzi, Alexandra
- 08-01 Setting a Fox to Keep the Geese: Does the comply-or-explain principle work?
by Andres, Christian & Theissen, Erik
- 07-02 Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry
by Kempf, Alexander & Ruenzi, Stefan & Thiele, Tanja
2007
- 08-02 Corporate governance in India
by Chakrabarti, Rajesh & Megginson, William L. & Yadav, Pradeep K.
- 07-16 The impact of work group diversity on performance: Large sample evidence from the mutual fund industry
by Bär, Michaela & Niessen, Alexandra & Ruenzi, Stefan
- 07-13 SRI funds: Nomen est omen
by Kempf, Alexander & Osthoff, Peer
- 07-12 Time and price impact of a trade: A structural approach
by Grammig, Joachim & Theissen, Erik & Wuensche, Oliver
- 07-11 On the relative performance of multi-strategy and funds of hedge funds
by Agarwal, Vikas & Kale, Jayant R.
- 07-08 Analyst recommendations, mutual fund herding, and overreaction in stock prices
by Brown, Nerissa C. & Wei, Kelsey D. & Wermers, Russ
- 07-07 Insider trading and corporate governance: The case of Germany
by Betzer, André & Theissen, Erik
- 07-06 Transaction costs and value premium
by Agarwal, Vikas & Wang, Lingling
- 07-04 Hedge funds for retail investors? An examination of hedged mutual funds
by Agarwal, Vikas & Boyson, Nicole M. & Naik, Narayan Y.
- 07-03 The early news catches the attention: On the relative price impact of similar economic indicators
by Hess, Dieter & Niessen, Alexandra
- 07-01 CAPM und erwartete Renditen: Eine Untersuchung auf Basis der Erwartung von Marktteilnehmern
by Hagemeister, Meike & Kempf, Alexander
- 06-10 The effect of socially responsible investing on portfolio performance
by Kempf, Alexander & Osthoff, Peer
- 06-09 The investment value of mutual fund portfolio disclosure
by Wermers, Russ & Yao, Tong & Zhao, Jane
- 06-01 Sex matters: Gender differences in a professional setting
by Niessen, Alexandra & Ruenzi, Stefan
- 04-05 Family matters: Ranking within fund families and fund inflows
by Kempf, Alexander & Ruenzi, Stefan
2006
- 07-10 Competition between exchanges: Euronext versus Xetra
by Kasch-Haroutounian, Maria & Theissen, Erik
- 06-13 How do self-fulfilling prophecies affect financial ratings? An experimental study
by Celjo-Hörhager, Sanela & Niessen, Alexandra
- 06-12 Portfolio performance, discount dynamics, and the turnover of closed-end fund managers
by Wermers, Russ & Wu, Youchang & Zechner, Josef
- 06-11 Why managers hold shares of their firm: An empirical analysis
by von Lilienfeld-Toal, Ulf & Ruenzi, Stefan
- 06-08 The Poole analysis in the new open economy macroeconomic framework
by Hoffmann, Mathias & Kempa, Bernd
- 06-07 Decision processes in German mutual fund companies: Evidence from a telephone survey
by Drachter, Kerstin & Kempf, Alexander & Wagner, Michael
- 06-06 Investment performance and market share: A study of the German mutual fund industry
by Krahnen, Jan P. & Schmid, Frank A. & Theissen, Erik
- 06-05 On the usability of synthetic measures of mutual fund net-flows
by Ber, Silke & Ruenzi, Stefan
- 06-04 Liquidity commonality beyond best prices
by Kempf, Alexander & Mayston, Daniel
- 06-03 Bond portfolio optimization: A risk-return approach
by Korn, Olaf & Koziol, Christian
2005
- 05-16 An analysis of private investors' stock market return forecasts
by Theissen, Erik
- 05-15 Does anonymity matter in electronic limit order markets?
by Foucault, Thierry & Moinas, Sophie & Theissen, Erik
- 05-14 Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis
by Kosowski, Robert & Timmermann, Allan & Wermers, Russ & White, Hal
- 05-13 Investing in mutual funds when returns are predictable
by Avramov, Doron & Wermers, Russ
- 05-12 Liquiditätsdynamik am deutschen Aktienmarkt
by Griese, Knut & Kempf, Alexander
- 05-11 Determinanten der Mittelzuflüsse bei deutschen Aktienfonds
by Ber, Silke & Kempf, Alexander & Ruenzi, Stefan
- 05-10 Is a team different from the sum of its parts? Evidence from mutual fund managers
by Bär, Michaela & Kempf, Alexander & Ruenzi, Stefan
- 05-09 Saving, investment and the net foreign asset position
by Hoffmann, Mathias
- 05-08 Mutual fund growth in standard an specialist market segments
by Ruenzi, Stefan
- 05-07 Status quo bias and the number of alternatives: An empirical illustration from the mutual fund industry
by Kempf, Alexander & Ruenzi, Stefan
- 05-05 Understanding the limit order book: Conditioning on trade informativeness
by Beltran, Héléna & Grammig, Joachim & Menkveld, Albert J.
- 05-04 Compensating wages under different exchange rate regimes
by Hoffmann, Mathias
- 05-03 Fixed versus flexible exchange rates: Evidence from developing countries
by Hoffmann, Mathias
- 05-02 On the estimation of the global minimum variance portfolio
by Kempf, Alexander & Memmel, Christoph
- 05-01 Liquidity supply and adverse selection in a pure limit order book market
by Frey, Stefan & Grammig, Joachim
2004
- 04-10 Bayesian learning in financial markets: Testing for the relevance of information precision in price discovery
by Hautsch, Nikolaus & Hess, Dieter
- 04-09 Portfolio disclosure, portfolio selection and mutual fund performance evaluation
by Kempf, Alexander & Kreuzberg, Klaus
- 04-07 Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze
by Merrick, John J. & Naik, Narayan Y. & Yadav, Pradeep K.
- 04-06 Trading costs of public investors with obligatory and voluntary market-making: Evidence from market reforms
by Naik, Narayan Y. & Yadav, Pradeep K.
- 04-03 Risk and return in convertible arbitrage: Evidence from the convertible bond market
by Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y.
- 04-02 Tournaments in mutual fund families
by Kempf, Alexander & Ruenzi, Stefan
- 04-01 Inflation dynamics and the cost channel of monetary transmission
by Chowdhury, Ibrahim & Hoffmann, Mathias & Schabert, Andreas
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