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Published Papers 2011


Vikas Agarwal, Naveen D. Daniel, Narayan Y. Naik
Do hedge funds manage their reported returns?
DOI: 10.1093/rfs/hhr058
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published in: Review of Financial Studies, Vol. 24, 2011, pp. 3281-3320.

Gjergji Cici, Scott Gibson, John J. Merrick, Jr.
Missing the Marks? Dispersion in Corporate Bond Valuations Across Mutual Funds
DOI: 10.1016/j.jfineco.2011.02.001
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published in: Journal of Financial Economics, Vol. 101, 2011, pp. 206-226.

Michaela Bär, Alexander Kempf, Stefan Ruenzi
Is a Team Different From the Sum of Its Parts? Evidence from Mutual Fund Managers
DOI: 10.1093/rof/rfq014
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published in: Review of Finance, Vol. 15, 2011, pp. 359-396.

Nikolaus Hautsch, Dieter Hess, David Veredas
The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility
DOI: 10.1016/j.jbankfin.2011.03.004
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published in: Journal of Banking and Finance, Vol. 35, 2011, pp. 2733-2746.

Vikas Agarwal, Costanza Meneghetti
The Role of Hedge Funds as Primary Lenders
DOI: 10.1007/s11147-011-9066-5
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published in: Review of Derivatives Research, Vol. 14, 2011, pp. 241-261.

Alexander Pütz, Stefan Ruenzi
Overconfidence among Professional Investors: Evidence from Mutual Fund Managers
DOI: 10.1111/j.1468-5957.2010.02237.x
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published in: Journal of Business Finance and Accounting, Vol. 38, 2011, pp. 684-712.

Ute Bonenkamp, Carsten Homburg, Alexander Kempf
Fundamental Information in Technical Trading Strategies
DOI: 10.1111/j.1468-5957.2011.02252.x
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published in: Journal of Business Finance and Accounting, Vol. 38, 2011, pp. 842-860.

Olaf Korn, Philipp Koziol
The Term Structure of Currency Hedge Ratios
DOI: 10.1142/S0219024911006723
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published in: International Journal of Theoretical and Applied Finance, Vol. 14, 2011, pp. 525-557.

Vikas Agarwal, William H. Fung, Yee Cheng Loon, Narayan Y. Naik
Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market
DOI: 10.1016/j.jempfin.2010.11.008
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published in: Journal of Empirical Finance, Vol. 18, 2011, pp. 175-194.

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