Deutsch Contact Sitemap Imprint and Privacy Policy

Published Papers 2009


Vikas Agarwal, Naveen D. Daniel, Narayan Y. Naik
Role of managerial incentives and discretion in hedge fund performance
DOI: 10.1111/j.1540-6261.2009.01499.x
Download Paper
published in: Journal of Finance, Vol. 64, 2009, pp. 2221–2256.

Alexander Kempf, Stefan Ruenzi, Tanja Thiele
Employment Risk, Compensation Incentives and Managerial Risk Taking - Evidence from the Mutual Fund Industry
DOI: 10.1016/j.jfineco.2008.05.001
Download Paper
published in: Journal of Financial Economics, Vol. 92, 2009, pp. 92-108.

Vikas Agarwal, Nicole M. Boyson, Narayan Y. Naik
Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds
DOI: 10.1017/S0022109009090188
Download Paper
published in: Journal of Financial and Quantitative Analysis, Vol. 44, 2009, pp. 273-305.

Nicholas Carline, Scott C. Linn, Pradeep Yadav
Operating performance changes associated with corporate mergers and the role of corporate governance
DOI: 10.1016/j.jbankfin.2009.03.012
Download Paper
published in: Journal of Banking and Finance, Vol. 33, 2009, pp. 1829-1841.

André Betzer, Erik Theissen
Insider Trading and Corporate Governance: The Case of Germany
DOI: 10.1111/j.1468-036X.2007.00422.x
Download Paper
published in: European Financial Management, Vol. 15, 2009, pp. 402-429.

Maria Kasch-Haroutounian, Erik Theissen
Competition Between Exchanges: Euronext versus Xetra
DOI: 10.1111/j.1468-036X.2007.00425.x
Download Paper
published in: European Financial Management, Vol. 15, 2009, pp. 181-207.

Joachim Grammig, Andreas Schrimpf
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns
DOI: 10.1016/j.rfe.2009.04.004
Download Paper
published in: Review of Financial Economics, Vol. 18, 2009, pp. 113-123.

Stephen J. Taylor, Pradeep Yadav, Yuanyuan Zhang
Cross-sectional analysis of risk-neutral skewness
DOI: 10.3905/JOD.2009.16.4.038
Download Paper
published in: Journal of Derivatives, Vol. 16, 2009, pp. 38-52.

Joachim Grammig, Andreas Schrimpf, Michael Schuppli
Long-Horizon Consumption Risk and the Cross-Section Of Returns: New Tests and International Evidence
DOI: 10.1080/13518470902872285
Download Paper
published in: European Journal of Finance, Vol. 15, 2009, pp. 511–532.

Héléna Beltran-Lopez, Pierre Giot, Joachim Grammig
Commonalities in the Order Book
DOI: 10.1007/s11408-009-0109-y
Download Paper
published in: Financial Markets and Portfolio Management, Vol. 23, 2009, pp. 209-242.

Mathias Hoffmann, Bernd Kempa
The Poole Analysis in the New Open Economy Macroeconomic Framework
DOI: 10.1111/j.1467-9396.2009.00810.x
Download Paper
published in: Review of international Economics, Vol. 17, 2009, pp. 1074–1097.

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