18.12.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 14-13 "Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds” by Vikas Agarwal, Yan Lu and Sugata Ray has been accepted for publication in the "Management Science".

17.10.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 11-08 "Can internet search queries help to predict stock market volatility?" by Thomas Dimpfl and Stephan Jank has been accepted for publication in the “European Financial Management”.

15.09.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 11-08 "On the Use of Options by Mutual Funds: Do They Know What They Are Doing?" by Gjergji Cici and Luis-Felipe Palacios has been accepted for publication in the “Journal of Banking and Finance”.

13.08.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 10-15 "The Valuation of Hedge Funds’ Equity Positions" by Gjergji Cici, Alexander Kempf and Alexander Pütz has been accepted for publication in the “Journal of Financial and Quantitative Analysis”.

21.07.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 13-07 "Market Transparency and the Marking Precision of Bond Mutual Fund Managers" by Gjergji Cici, Scott Gibson, Yalin Gunduz and John J. Merrick, Jr. has been accepted for publication in the “Journal of Portfolio Management”.

18.06.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 11-07 "Window dressing in mutual funds" by Vikas Agarwal, Gerald D. Gay and Leng Ling has been accepted for publication in the “Review of Financial Studies”.

16.06.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 13-04 "Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance" by Vikas Agarwal, Kevin Mullally, Yuehua Tang, and Baozhong Yangzur has been accepted for publication in the “Journal of Finance”.

09.04.2014
Best Paper Award 2014
At the 13th Colloquium on Financial Markets, Günter Strobl (Frankfurt School of Finance and Management) was awarded with the Best Paper Award 2014 for his work “Transparency and Talent Allocation in Money Management” (co-authored with Simon Gervais). The award carries a cash prize of € 2.000. Congratulations on this great accomplishment.

24.03.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 09-15 "Strategic Trading and Trade Reporting by Corporate Insiders" by André Betzer, Jasmin Gider, Daniel Metzger and Erik Theissen has been accepted for publication in the “Review of Finance”.

24.03.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 11-03 "Short Sale Constraints, Divergence of Opinion and Asset Value: Evidence from the Laboratory" by Gerlinde Fellner and Erik Theissen has been accepted for publication in the “Journal of Economic Behavior and Organisation”.

24.03.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 13-01 "A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices" by Jürgen Gaul and Erik Theissen has been accepted for publication in the “Journal of Futures Markets”.

12.03.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 09-09 "Fails-to-deliver, short selling, and market quality" by Veljko Fotak, Vikas Raman, and Pradeep Yadav has been accepted for publication in the “Journal of Financial Economics”.

27.01.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 10-10 "The Influence of Buy-Side Analysts on Mutual Fund Trading" by Stefan Frey and Patrick Herbst has been accepted for publication in the “Journal of Banking and Finance”.

27.01.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 11-10 "Portfolio Optimization Using Forward-Looking Information" by Alexander Kempf, Olaf Korn & Sven Saßning has been accepted for publication in the “Review of Finance”.

06.01.2014
CFR Working Paper has been accepted for Publication
The CFR Working Paper No. 12-02 "Should I Stay or Should I Go? Former CEOs as Monitors" by Christian Andres, Erik Fernau, and Erik Theissen has been accepted for publication in the “Journal of Corporate Finance”.

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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