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Working Paper 2021

Vikas Agarwal, Honglin Ren, Ke Shen, Haibei Zhao
Redemption in Kind and Mutual Fund Liquidity Management
Download Paper (Vers. 06/2022)
published in: Review of Financial Studies, Vol. 36, 2023, pp. 2274-2318.
Nerissa C. Brown, W. Brooke Elliott, Russ Wermers, Roger M. White
News or noise: Mobile internet technology and stock market activity
Download Paper (Vers. 12/2020)
Vikas Agarwal, Brad Barber, Si Cheng, Allaudeen Hameed, Ayako Yasuda
Private Company Valuations by Mutual Funds
Download Paper (Vers. 02/2021)
published in: Review of Finance, Vol. 27, 2023, pp. 693-738.
Turan G. Bali, Heiner Beckmeyer, Mathis Moerke, Florian Weigert
Option Return Predictability with Machine Learning and Big Data
Download Paper (Vers. 08/2021)
published in: Review of Financial Studies, Vol. 36, 2023, pp. 3548–3602.
Fousseni Chabi-Yo, Markus Huggenberger, Florian Weigert
Multivariate Crash Risk
Download Paper (Vers. 05/2021)
published in: Journal of Financial Economics, Vol. 145, 2022, pp. 129-153.
Vikas Agarwal, Hadiye Aslan, Lixin Huang, Honglin Ren
Political Uncertainty and Household Stock Market Participation
Download Paper (Vers. 06/2020)
published in: Journal of Financial and Quantitative Analysis, Vol. 57, 2022, pp. 2899-2928.
Gjergji Cici, Pei (Alex) Zhang
On the Valuation Skills of Corporate Bond Mutual Funds
Download Paper (Vers. 03/2021)
Vikas Agarwal, Paul Hanouna, Rabih Moussawi, Christof W. Stahel
Do ETFs Increase the Commonality in Liquidity of Underlying Stocks?
Download Paper (Vers. 11/2018)
Mehmet Saglam, Tugkan Tuzun, Russ Wermers
Do ETFs Increase Liquidity?
Download Paper (Vers. 09/2020)
Christian Andres, Dmitry Bazhutov, Douglas Cumming, Gerrit Köchling, Peter Limbach
Does Speculative News Hurt Productivity? Evidence from Takeover Rumors
Download Paper (Vers. 04/2024)
Turan G. Bali, Florian Weigert
Hedge Funds and the Positive Idiosyncratic Volatility Effect
Download Paper (Vers. 12/2020)

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