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Working Paper 2011

Vikas Agarwal, Juan-Pedro Gómez, Richard Priestley
Management Compensation and Market Timing under Portfolio Constraints
Download Paper (Vers. 02/2012)
published in: Journal of Economic Dynamics and Control, Vol. 36, 2012, pp. 1600-1625.
Thomas Dimpfl, Stephan Jank
Can internet search queries help to predict stock market volatility?
Download Paper (Vers. 10/2011)
published in: European Financial Management, Vol. 22, 2016, pp. 171-192.
Peter Gomber, Uwe Schweickert, Erik Theissen
Liquidity Dynamics in an Electronic Open Limit Order Book: An Event Study Approach
Download Paper (Vers. 10/2011)
published in: European Financial Management, Vol. 21, 2015, pp. 52-78.
Dieter Hess, Sebastian Orbe
Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test
Download Paper (Vers. 08/2011)
published in: Review of Finance, Vol. 17, 2013, pp. 2097-2131.
Dieter Hess, Philipp Immenkötter
Optimal Leverage, its Bene fits, and the Business Cycle
Download Paper (Vers. 08/2011)
Carsten Homburg, Nicolas Heinrichs, Dieter Hess, Michael Lorenz, Soenke Sievers
Extended Dividend, Cash Flow and Residual Income Valuation Models - Accounting for Deviations from Ideal Conditions
Download Paper (Vers. 05/2011)
published in: Contemporary Accounting Research, Vol. 30, 2013, pp. 42-79.
Alexander Kempf, Olaf Korn, Sven Saßning
Portfolio Optimization Using Forward-Looking Information
Download Paper (Vers. 01/2014)
published in: Review of Finance, Vol. 19, 2015, pp. 467-490.
Vikas Agarwal, Sugata Ray
Determinants and Implications of Fee Changes in the Hedge Fund Industry
Download Paper (Vers. 03/2011)
Gjergji Cici, Luis-Felipe Palacios
On the Use of Options by Mutual Funds: Do They Know What They Are Doing?
Download Paper (Vers. 02/2013)
published in: Journal of Banking and Finance, Vol. 50, 2015, pp. 157-168.
Vikas Agarwal, Gerald D. Gay, Leng Ling
Window dressing in mutual funds
Download Paper (Vers. 06/2014)
published in: Review of Financial Studies, Vol. 27, 2014, pp. 3133-3170.
Nikolaus Hautsch, Dieter Hess, David Veredas
The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility
Download Paper (Vers. 04/2011)
published in: Journal of Banking and Finance, Vol. 35, 2011, pp. 2733-2746.
Gjergji Cici
The Prevalence of the Disposition Effect in Mutual Funds´ Trades
Download Paper (Vers. 04/2011)
published in: Journal of Financial and Quantitative Analysis, Vol. 47, 2012, pp. 795-820.
Stephan Jank
Mutual fund flows, expected returns, and the real economy
Download Paper (Vers. 02/2011)
published in: Journal of Banking and Finance, Vol. 36, 2012, pp. 3060-3070.
Gerlinde Fellner, Erik Theissen
Short Sale Constraints, Divergence of Opinion and Asset Value: Evidence from the Laboratory
Download Paper (Vers. 01/2011)
published in: Journal of Economic Behavior and Organization, Vol. 101, 2014, pp. 113-127.
Stephan Jank
Are There Disadvantaged Clienteles in Mutual Funds?
Download Paper (Vers. 02/2011)
Vikas Agarwal, Costanza Meneghetti
The Role of Hedge Funds as Primary Lenders
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published in: Review of Derivatives Research, Vol. 14, 2011, pp. 241-261.

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