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CFR News 2012

17.09.2012
CFR Working Paper Accepted for Publication
Journal of Financial EconomicsThe CFR Working Paper No. 09-03 "The Cross-section of Conditional Mutual Fund Performance in European Stock Markets" by Ayelen Banegas, Benjamin Gillen, Allan Timmermann and Russ Wermers has been accepted for publication in the “Journal of Financial Economics”.
03.09.2012
CFR Working Paper Accepted for Publication
European Financial ManagementThe CFR Working Paper No. 09-10 "Low Risk and High Return - Affective Attitudes and Stock Market Expectations" by Alexander Kempf, Christoph Merkle and Alexandra Niessen-Ruenzi has been accepted for publication in "European Financial Management".
22.08.2012
Personalia
We congratulate the member of our CFR Research Team, Stephan Jank, for obtaining his Doctorate. Stephan Jank has written his thesis on "Asset Pricing and Investor Behavior“.
20.08.2012
CFR Working Paper Accepted for Publication
Management ScienceThe CFR Working Paper No. 10-08 "Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings" by Vikas Agarwal, Vyacheslav Fos and Wei Jiang has been accepted for publication in "Management Science".
13.07.2012
Personalia
We congratulate the member of our CFR Research Team, Alexander Pütz, for obtaining his Doctorate. Alexander Pütz has written his thesis on "The Behavior of Institutional Investors: Three Essays“.
10.07.2012
CFR Working Paper Accepted for Publication
Review of Financial StudiesThe CFR Working Paper No. 06-09 "Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings" by Russ Wermers, Tong Yao and Jane Zhao has been accepted for publication in "The Review of Financial Studies".
09.07.2012
CFR Working Paper Accepted for Publication
Zeitschrift für BetriebswirtschaftThe CFR Working Paper No. 11-04 "Mutual fund flows, expected returns, and the real economy" by Stephan Jank has been accepted for publication in the "Journal of Banking and Finance".
03.05.2012
New Member on the Advisory Body
We are proud to welcome Christian Bonnen (Kreissparkasse Köln) as a new member of the Advisory Body of the CFR.
26.04.2012
New Member on the Advisory Body
We are proud to welcome Dr. Bert Flossbach (Founder and CEO of the Flossbach von Storch AG) as a new member of the Advisory Body of the CFR.
25.04.2012
CFR Working Paper Accepted for Publication
Review of Derivatives ResearchThe CFR Working Paper No. 11-16 "Management Compensation and Market Timing under Portfolio Constraints" by Vikas Agarwal, Juan-Pedro Gómez, Richard Priestley has been accepted for publication in the "Journal of Economic Dynamics and Control ".
04.04.2012
Flossbach von Storch AG new CFR Sponsor
Flossbach von Storch LogoFlossbach von Storch AG joins the circle of CFR supporting members. We welcome this decision.
10.02.2012
CFR Working Paper Accepted for Publication
Review of Derivatives ResearchThe CFR Working Paper No. 10-11 "The Value of Tradeability" by Marc Chesney and Alexander Kempf has been accepted for publication in the "Review of Derivatives Research".
03.02.2012
CFR Working Paper Accepted for Publication
Journal of FinanceThe CFR Working Paper No. 10-01 "Determinants of Expected Stock Returns: Large Sample Evidence from the German Market" by Sabine Artmann, Philipp Finter and Alexander Kempf has been accepted for publication in the "Journal of Business Finance and Accounting".
02.02.2012
CFR Working Paper Accepted for Publication
Journal of FinanceThe CFR Working Paper No. 10-13 "Purchase and Redemption Decisions of Mutual Fund Investors and the Role of Fund Families" by Stephan Jank and Michael Wedow has been accepted for publication in the "European Journal of Finance".
09.01.2012
CFR Working Paper Accepted for Publication
Journal of FinanceThe CFR Working Paper No. 10-09 "Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide" by Vikas Agarwal, Wei Jiang, Yuehua Tang and Baozhong Yang has been accepted for publication in the "Journal of Finance".




Responsible for content in the sense of § 18 para. 2 MStV:
Dr. Alexander Pütz
Centre for Financial Research (CFR)
Albertus-Magnus-Platz
50923 Köln
puetz@cfr-cologne.de

CFR Sponsors      

Sponsor CFR Assistant Professorship Sustainable Finance

We would especially like to thank the sponsors whose donations made it possible to establish the Assistant Professorship for Sustainable Finance at the University of Cologne:

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