Working Paper 2021
21-11
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.
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.
21-10
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)
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)
21-09
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.
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.
21-08
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.
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.
21-07
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.
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.
21-06
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.
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.
21-05
Gjergji Cici, Pei (Alex) Zhang
On the Valuation Skills of Corporate Bond Mutual Funds
Download Paper (Vers. 06/2024)
forthcoming in: Review of Finance
Gjergji Cici, Pei (Alex) Zhang
On the Valuation Skills of Corporate Bond Mutual Funds
Download Paper (Vers. 06/2024)
forthcoming in: Review of Finance
21-04
Vikas Agarwal, Paul Hanouna, Rabih Moussawi, Christof W. Stahel
Do ETFs Increase the Commonality in Liquidity of Underlying Stocks?
Download Paper (Vers. 11/2018)
Vikas Agarwal, Paul Hanouna, Rabih Moussawi, Christof W. Stahel
Do ETFs Increase the Commonality in Liquidity of Underlying Stocks?
Download Paper (Vers. 11/2018)
21-03
Mehmet Saglam, Tugkan Tuzun, Russ Wermers
Do ETFs Increase Liquidity?
Download Paper (Vers. 09/2020)
Mehmet Saglam, Tugkan Tuzun, Russ Wermers
Do ETFs Increase Liquidity?
Download Paper (Vers. 09/2020)
21-02
Christian Andres, Dmitry Bazhutov, Douglas Cumming, Gerrit Köchling, Peter Limbach
Does Speculative News Hurt Productivity? Evidence from Takeover Rumors
Download Paper (Vers. 04/2024)
forthcoming in: Journal of Financial and Quantitative Analysis
Christian Andres, Dmitry Bazhutov, Douglas Cumming, Gerrit Köchling, Peter Limbach
Does Speculative News Hurt Productivity? Evidence from Takeover Rumors
Download Paper (Vers. 04/2024)
forthcoming in: Journal of Financial and Quantitative Analysis
21-01
Turan G. Bali, Florian Weigert
Hedge Funds and the Positive Idiosyncratic Volatility Effect
Download Paper (Vers. 12/2020)
forthcoming in: Review of Finance
Turan G. Bali, Florian Weigert
Hedge Funds and the Positive Idiosyncratic Volatility Effect
Download Paper (Vers. 12/2020)
forthcoming in: Review of Finance
