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Published Papers 2023


Turan G. Bali, Heiner Beckmeyer, Mathis Moerke, Florian Weigert
Option Return Predictability with Machine Learning and Big Data
DOI: https://doi.org/10.1093/rfs/hhad017
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published in: Review of Financial Studies, Vol. 36, 2023, pp. 3548–3602.

Vikas Agarwal, Honglin Ren, Ke Shen, Haibei Zhao
Redemption in Kind and Mutual Fund Liquidity Management
DOI: https://doi.org/10.1093/rfs/hhac080
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published in: Review of Financial Studies, Vol. 36, 2023, pp. 2274-2318.

Dmitry Bazhutov, André Betzer, Francois Brochet, Markus Doumet, Peter Limbach
The Supply and Effectiveness of Investor Relations in Insider- vs. Outsider-oriented Markets
DOI: https://doi.org/10.1287/mnsc.2022.4368
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published in: Management Science, Vol. 69, 2023, pp. 660-683.

Peter Limbach, P. Raghavendra Rau, Henrik Schuermann
The Decline of Trust Across the U.S. Finance Industry
DOI: https://doi.org/10.1016/j.jebo.2023.07.006
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published in: Journal of Economic Behavior and Organization, Vol. 213, 2023, pp. 324-344.

Vikas Agarwal, Brad Barber, Si Cheng, Allaudeen Hameed, Ayako Yasuda
Private Company Valuations by Mutual Funds
DOI: https://doi.org/10.1093/rof/rfac037
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published in: Review of Finance, Vol. 27, 2023, pp. 693-738.

Erik Theissen, Christian Westheide
One for the Money, Two for the Show? The Number of Designated Market Makers and Liquidity
DOI: https://doi.org/10.1016/j.econlet.2023.110992
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published in: Economics Letters, Vol. 224, 2023, Article 110992.

Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber, Christian Westheide
Spoilt for Choice: Determinants of Market Shares in Fragmented Equity Markets
DOI: https://doi.org/10.1016/j.finmar.2023.100816
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published in: Journal of Financial Markets, Vol. 64, 2023, Article 100816.

Vikas Agarwal, Linlin Ma, Kevin Mullally
Managerial Multitasking in the Mutual Fund Industry
DOI: https://doi.org/10.1080/0015198X.2023.2182600
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published in: Financial Analysts Journal, Vol. 79, 2023, pp. 65-75.

Tobias Bauckloh, Maurice Dumrose, André Höck, Christian Klein
ESG Criteria and the Credit Risk of Corporate Bond Portfolios
DOI: https://doi.org/10.1057/s41260-023-00337-w
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published in: Journal of Asset Management, Vol. 24, 2023, pp. 572–580.

Tobias Bauckloh, Christian Klein, Thomas Pioch, Frank Schiemann
Under Pressure: The Link between Mandatory Climate Reporting and Firms’ Carbon Performance
DOI: https://doi.org/10.1177/10860266221083340
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published in: Organization & Environment, Vol. 36, 2023, pp. 126-149.

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