Deutsch Contact Sitemap Imprint and Privacy Policy

Working Paper 2015

15-17
Olaf Korn, Laura-Chloé Kuntz
Low-beta Strategies
Download Paper (Vers. 05/2017)
15-16
David Blake, Alberto G. Rossi, Allan Timmermann, Ian Tonks, Russ Wermers
Network Centrality and Pension Fund Performance
Download Paper (Vers. 11/2015)
published in: Journal of Financial Economics, Vol. 128, 2018, pp. 183-206.
15-15
Stephan Jank, Esad Smajbegovic
Dissecting Short-Sale Performance: Evidence from Large Position Disclosures
Download Paper (Vers. 10/2015)
15-14
Markus Doumet, Peter Limbach, Erik Theissen
Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil
Download Paper (Vers. 09/2015)
published in: zfbf - Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung, Vol.68, 2016, pp. 253-277.
15-13
Ginka Borisova, Pradeep Yadav
Government ownership, informed trading, and private information
Download Paper (Vers. 08/2015)
published in: Journal of Corporate Finance, Vol. 33, 2015, pp. 196-211.
15-12
Vikas Agarwal, George Aragon, Zhen Shi
Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds
Download Paper (Vers. 08/2015)
published in: Journal of Financial and Quantitative Analysis, Vol. 54, 2019, pp. 2355-2381.
15-11
Louis Ederington, Wei Guan, Pradeep Yadav
Dealer Spreads in the Corporate Bond Market: Agent vs. Market-Making Roles
Download Paper (Vers. 08/2015)
15-10
Jeffrey Black, Duane Stock, Pradeep Yadav
The Pricing of Different Dimensions of Liquidity: Evidence from Government Guaranteed Bank Bonds
Download Paper (Vers. 08/2015)
published in: Journal of Banking and Finance, Vol. 71, 2016, pp. 119-132
15-09
Vikas Agarwal, Haibei Zhao
Interfund lending in mutual fund families: Role in liquidity management
Download Paper (Vers. 11/2018)
published in: Review of Financial Studies, Vol. 32, 2019, pp. 4079–4115.
15-08
Vikas Agarwal, T. Clifton Green, Honglin Ren
Alpha or Beta in the Eye of the Beholder: What Drives Hedge Fund Flows?
Download Paper (Vers. 03/2017)
published in: Journal of Financial Economics, Vol. 127, 2018, pp. 417-434.
15-07
Vikas Agarwal, Stefan Ruenzi, Florian Weigert
Tail risk in hedge funds: A unique view from portfolio holdings
Download Paper (Vers. 05/2015)
published in: Journal of Financial Economics, Vol. 125, 2017, pp. 610-636.
15-06
Chunhua Lan, Fabio Moneta, Russ Wermers
Holding Horizon: A New Measure of Active Investment Management
Download Paper (Vers. 11/2018)
15-05
Laura Dahm, Christoph Sorhage
Milk or Wine:Mutual Funds’ (Dis)economies of Life
Download Paper (Vers. 07/2015)
15-04
M. Gehde-Trapp, Alexander Kempf, Daniel Mayston, Pradeep Yadav
Resiliency: A Dynamic View of Liquidity
Download Paper (Vers. 02/2015)
15-03
Vikas Agarwal, Y. Eser Arisoy, Narayan Y. Naik
Volatility of Aggregate Volatility and Hedge Funds Returns
Download Paper (Vers. 06/2015)
published in: Journal of Financial Economics, Vol. 125, 2017, pp. 491-510.
15-02
Gjergji Cici, Stefan Jaspersen, Alexander Kempf
Speed of Information Diffusion within Fund Families
Download Paper (Vers. 07/2015)
published in: Review of Asset Pricing Studies, Vol. 7, 2017, pp. 144-170.
15-01
Markus Baltzer, Stephan Jank, Esad Smajlbegovic
Who trades on momentum?
Download Paper (Vers. 01/2015)
published in: Journal of Financial Markets, Vol. 42, 2019, pp. 56-74.

CFR Sponsors      

Sponsor 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 | © 2004-2023 | webmaster