Deutsch Contact Sitemap Imprint and Privacy Policy

Working Paper 2014

14-14
Gjergji Cici, Laura Dahm, Alexander Kempf
Trading Efficiency of Fund Families: Impact on Fund Performance and Investment Behavior
Download Paper (Vers. 09/2017)
published in: Journal of Banking and Finance, Vol. 88, 2018, pp. 1-14.
14-13
Vikas Agarwal, Yan Lu, Sugata Ray
Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds
Download Paper (Vers. 11/2014)
published in: Management Science, Vol. 62, 2016, pp. 722-740.
14-12
Peter Limbach, Florian Sonnenburg
Is Leisure Consumption Purely Managerial Shirking?
Download Paper (Vers. 11/2017)
14-11
Gjergji Cici, M. Gehde-Trapp, Marc-André Göricke, Alexander Kempf
The Investment Value of Mutual Fund Managers’ Experience outside the Financial Sector
Download Paper (Vers. 10/2014)
published in: Review of Financial Studies, Vol. 31, 2018, pp. 3821-3853.
14-10
Olaf Korn, Paolo Krischak, Erik Theissen
Illiquidity Transmission From Spot to Futures Markets
Download Paper (Vers. 08/2017)
published in: Journal of Futures Markets, Vol. 39, 2019, pp. 1228-1249.
14-09
Erik Theissen, Lars S. Zehnder
Estimation of Trading Costs: Trade Indicator Models Revisited
Download Paper (Vers. 07/2014)
14-08
Christopher Fink, Erik Theissen
Dividend Taxation and DAX Futures Prices
Download Paper (Vers. 08/2014)
14-07
Felix Brinkmann, Olaf Korn
Risk-adjusted Option-implied Moments
Download Paper (Vers. 08/2014)
published in: Review of Derivatives Research, Vol. 21, 2018, pp. 149-173.
14-06
Joachim Grammig, Jantje Sönksen
Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach
Download Paper (Vers. 05/2020)
published in: Journal of Econometrics, Vol. 222, 2021, pp. 805-832.
14-05
Joachim Grammig, Eva-Maria Schaub
Give me strong moments and time – Combining GMM and SMM to estimate long-run risk asset pricing models
Download Paper (Vers. 07/2014)
14-04
Christoph Sorhage
Outsourcing of Mutual Funds’ Non-coreCompetencies
Download Paper (Vers. 08/2015)
14-03
Dieter Hess, Philipp Immenkötter
How Much Is Too Much? Debt Capacity and Financial Flexibility
Download Paper (Vers. 04/2014)
14-02
Christian Andres, Markus Doumet, Erik Fernau, Erik Theissen
The Lintner model revisited: Dividends versus total payouts
Download Paper (Vers. 10/2013)
published in: Journal of Banking and Finance, Vol. 55, 2015, pp. 56-69.
14-01
Nicholas F. Carline, Scott C. Linn, Pradeep Yadav
Corporate Governance and the Nature of Takeover Resistance
Download Paper (Vers. 03/2014)

Sponsoring Members      

Institutional Members

Sponsors 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:

www.cfr-cologne.de | © 2004-2024 | webmaster