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Published Papers 2010


Laurent Barras, Olivier Scaillet, Russ Wermers
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
DOI: 10.1111/j.1540-6261.2009.01527.x
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published in: Journal of Finance, Vol. 65, 2010, pp. 179-216.

Stephen J. Taylor, Pradeep Yadav, Yuanyuan Zhang
The information content of implied volatilities and model - free volatility expectations: Evidence from options written on individual stocks
DOI: 10.1016/j.jbankfin.2009.09.015
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published in: Journal of Banking and Finance, Vol. 34, 2010, pp. 871-881.

André Betzer, Erik Theissen
Sooner or Later: Delays in Trade Reporting by Corporate Insiders
DOI: 10.1111/j.1468-5957.2009.02173.x
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published in: Journal of Business Finance and Accounting, Vol. 37, 2010, pp. 130-147.

Dieter Hess, Alexandra Niessen-Ruenzi
The Early News Catches the Attention: On the Relative Price Impact of Similar Economic Indicators
DOI: 10.1002/fut.20450
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published in: Journal of Futures Markets, Vol. 30, 2010, pp. 909-937.

Olaf Korn
Risk Management With Default-risky Forwards
DOI: 10.2139/ssrn.498462
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published in: Schmalenbach Business Review, Vol. 62, 2010, pp. 102-125.

Jieyan Fang, Stefan Ruenzi
Rapid Trading bei deutschen Aktienfonds: Evidenz aus einer großen deutschen Fondsgesellschaft
DOI: 10.1007/s11573-010-0386-y
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published in: Zeitschrift für Betriebswirtschaft - ZfB, Vol. 80, 2010, pp. 883-920.

Meike Hagemeister, Alexander Kempf
CAPM und erwartete Renditen: Eine Untersuchung auf Basis der Erwartung von Marktteilnehmern
DOI: not available
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published in: DBW - Die Betriebswirtschaft, Vol. 70, 2010, pp. 145-164.

Alexandra Niessen-Ruenzi, Stefan Ruenzi
Political Connectedness and Firm Performance - Evidence from Germany
DOI:  10.1111/j.1468-0475.2009.00482.x
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published in: German Economic Review, Vol. 11, 2010, pp. 441-464.

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