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Working Paper 2005

05-16
Erik Theissen
An Analysis of Private Investors´ Stock Market Return Forecasts
Download Paper (Vers. 11/2005)
published in: Applied Financial Economics, Vol. 17, 2007, pp. 35-43.
05-15
Thierry Foucault, Sophie Moinas, Erik Theissen
Does Anonymity Matter in Electronic Limit Order Markets?
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published in: Review of Financial Studies, Vol. 20, 2007, pp. 1707-1747.
05-14
Robert Kosowski, Allan Timmermann, Russ Wermers, Hal White
Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis
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published in: Journal of Finance, Vol. 61, 2006, pp. 2551-2596.
05-13
Doron Avramov, Russ Wermers
Investing in Mutual Funds when Returns are Predictable
Download Paper (Vers. 04/2005)
published in: Journal of Financial Economics, Vol. 81, 2006, pp. 339-377.
05-12
Knut Griese, Alexander Kempf
Liquiditätsdynamik am deutschen Aktienmarkt
Download Paper (Vers. 10/2005)
published in: DBW - Die Betriebswirtschaft, Vol. 66, 2006, pp. 402-418.
05-11
Silke Ber, Alexander Kempf, Stefan Ruenzi
Determinanten der Mittelzuflüsse bei deutschen Aktienfonds
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published in: zfbf - Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung, Vol. 59, 2007, pp. 35-60.
05-10
Michaela Bär, Alexander Kempf, Stefan Ruenzi
Is a Team Different From the Sum of Its Parts? Evidence from Mutual Fund Managers
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published in: Review of Finance, Vol. 15, 2011, pp. 359-396.
05-09
Mathias Hoffmann
Saving, Investment and the Net Foreign Asset Position
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05-08
Stefan Ruenzi
Mutual Fund Growth in Standard an Specialist Market Segments
Download Paper (Vers. 04/2005)
published in: Financial Markets and Portfolio Management, Vol. 19, 2005, pp. 153-167.
05-07
Alexander Kempf, Stefan Ruenzi
Status Quo Bias and the Number of Alternatives - An Empirical Illustration from the Mutual Fund Industry
Download Paper (Vers. 03/2005)
published in: Journal of Behavioral Finance, Vol. 7, 2006, pp. 204-213.
05-06
Joachim Grammig, Erik Theissen
Is BEST Really Better? Internalization of Orders in an Open Limit Order Book
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published in: Schmalenbach Business Review, Vol. 64, 2012, pp. 82-100.
05-05
Héléna Beltran-Lopez, Joachim Grammig, Albert J. Menkveld
Limit order books and trade informativeness
Download Paper (Vers. 02/2005)
published in: European Journal of Finance, Vol. 18, 2012, pp. 737-759.
05-04
Mathias Hoffmann
Compensating Wages under Different Exchange Rate Regimes
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05-03
Mathias Hoffmann
Fixed versus Flexible Exchange Rates: Evidence from Developing Countries
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published in: Economica, Vol. 74, 2007, pp. 425-449.
05-02
Alexander Kempf, Christoph Memmel
Estimating the Global Minimum Variance Portfolio
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published in: Schmalenbach Business Review, Vol. 58, 2006, pp. 332-348.
05-01
Stefan Frey, Joachim Grammig
Liquidity Supply and Adverse Selection in a Pure Limit Order Book Market
Download Paper (Vers. 01/2005)
published in: Empirical Economics, Vol. 30, 2006, pp. 1007-1033.

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