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Working Paper 2006

06-13
Sanela Celjo-Hörhager, Alexandra Niessen-Ruenzi
How do Self-fulfilling Prophecies affect Financial Ratings? An experimental study
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06-12
Russ Wermers, Youchang Wu, Josef Zechner
Portfolio Performance, Discount Dynamics, and the Turnover of Closed-End Fund Managers
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06-11
Stefan Ruenzi, Ulf von Lilienfeld-Toal
Why Managers Hold Shares of Their Firm: An Empirical Analysis
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published in: Journal of Finance, Vol. 69, 2014, pp. 1013 - 1050.
06-10
Alexander Kempf, Peer Osthoff
The Effect of Socially Responsible Investing on Portfolio Performance
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published in: European Financial Management, Vol. 13, 2007, pp. 908-922.
06-09
Russ Wermers, Tong Yao, Jane Zhao
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings
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published in: Review of Financial Studies, Vol. 25, 2012, pp. 3490-3529.
06-08
Mathias Hoffmann, Bernd Kempa
The Poole Analysis in the New Open Economy Macroeconomic Framework
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published in: Review of international Economics, Vol. 17, 2009, pp. 1074–1097.
06-07
Kerstin Drachter, Alexander Kempf, Michael Wagner
Decision Processes in German Mutual Fund Companies: Evidence from a Telephone Survey
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published in: International Journal of Managerial Finance, Vol. 3, 2007, pp. 49-69.
06-06
Jan P. Krahnen, Frank A. Schmid, Erik Theissen
Investment Performance and Market Share: A Study of the German Mutual Fund Industry
Download Paper (Vers. 03/2006)
published in: Bessler, Wolfgang (Hrsg.): Börsen, Banken und Kapitalmärkte. Festschrift für Hartmut Schmidt zum 65. Geburtstag, Duncker & Humblot, Berlin, 2006, pp. 471-491.
06-05
Silke Ber, Stefan Ruenzi
On the Usability of Synthetic Measures of Mutual Fund Net-Flows
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06-04
Alexander Kempf, Daniel Mayston
Liquidity Commonality Beyond Best Prices
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published in: Journal of Financial Research, Vol. 31, 2008, pp. 25-40.
06-03
Olaf Korn, Christian Koziol
Bond Portfolio Optimization: A Risk-Return Approach
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published in: Journal of Fixed Income, Vol. 15, 2006, pp. 48-60.
06-02
Laurent Barras, Olivier Scaillet, Russ Wermers
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
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published in: Journal of Finance, Vol. 65, 2010, pp. 179-216.
06-01
Alexandra Niessen-Ruenzi, Stefan Ruenzi
Sex Matters: Gender Bias in the Mutual Fund Industry
Download Paper (Vers. 02/2007)
published in: Management Science, Vol. 65, 2019, pp. 3001–3025.

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