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Working Paper 2013

13-11
Rainer Baule, Olaf Korn, Sven Saßning
Which Beta is Best? On the Information Content of Option-Implied Betas
Download Paper (Vers. 12/2013)
published in: European Financial Management, Vol. 22, 2016, pp. 450–483.
13-10
Vikas Agarwal, Linlin Ma, Kevin Mullally
Managerial Multitasking in the Mutual Fund Industry
Download Paper (Vers. 06/2015)
13-09
Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi, Russ Wermers
Seasonal Asset Allocation: Evidence from Mutual Fund Flows
Download Paper (Vers. 10/2013)
published in: Journal of Financial and Quantitative Analysis, Vol. 52, 2017, pp. 71-109.
13-08
Felix Brinkmann, Alexander Kempf, Olaf Korn
Forward-Looking Measures of Higher-Order Dependencies with an Application to Portfolio Selection
Download Paper (Vers. 02/2014)
13-07
Gjergji Cici, Scott Gibson, Yalin Gunduz, John J. Merrick, Jr.
Market Transparency and the Marking Precision of Bond Mutual Fund Managers
Download Paper (Vers. 06/2014)
published in: Journal of Portfolio Management, Vol. 41, 2015, pp. 126-137.
13-06
Sebastian Bethke, M. Gehde-Trapp, Alexander Kempf
Investor Sentiment, Flight-to-Quality, and Corporate Bond Comovement
Download Paper (Vers. 08/2015)
published in: Journal of Banking and Finance, Vol. 82, 2017, pp. 112-132.
13-05
M. Gehde-Trapp, Philipp Schuster, Marliese Uhrig-Homburg
The Term Structure of Bond Liquidity
Download Paper (Vers. 06/2017)
published in: Journal of Financial and Quantitative Analysis, Vol. 53, 2018, pp. 2161-2197.
13-04
Vikas Agarwal, Kevin Mullally, Yuehua Tang, Baozhong Yang
Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance
Download Paper (Vers. 05/2014)
published in: Journal of Finance, Vol. 70, 2015, pp. 2733–2776.
13-03
Vikas Agarwal, Vikram Nanda, Sugata Ray
Institutional Investment and Intermediation in the Hedge Fund Industry
Download Paper (Vers. 06/2013)
13-02
Christian Andres, André Betzer, Markus Doumet, Erik Theissen
Open Market Share Repurchases in Germany: A Conditional Event Study Approach
Download Paper (Vers. 02/2013)
published in: Abacus, Vol. 54, 2018, pp. 417-444.
13-01
Jürgen Gaul, Erik Theissen
A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices
Download Paper (Vers. 08/2012)
published in: Journal of Futures Markets, Vol. 35, 2015, pp. 371-384.

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