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Published Papers 2013

Vikas Agarwal, Wei Jiang, Yuehua Tang, Baozhong Yang
Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
DOI: 10.1111/jofi.12012
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published in: Journal of Finance, Vol. 68, 2013, pp. 739-783.

Ayelen Banegas, Benjamin Gillen, Allan Timmermann, Russ Wermers
The Cross-section of Conditional Mutual Fund Performance in European Stock Markets
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published in: Journal of Financial Economics, Vol. 108, 2013, pp. 699-726.

Vikas Agarwal, Vyacheslav Fos, Wei Jiang
Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings
DOI: 10.1287/mnsc.1120.1647
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published in: Management Science, Vol. 59, 2013, pp. 1271-1289.

Joachim Grammig, Franziska J. Peter
Tell-Tale Tails: A data driven approach to estimate unique market information shares
DOI: 10.1017/S0022109013000215
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published in: Journal of Financial and Quantitative Analysis, Vol. 48, 2013, pp. 459-488.

Carsten Homburg, Nicolas Heinrichs, Dieter Hess, Michael Lorenz, Soenke Sievers
Extended Dividend, Cash Flow and Residual Income Valuation Models - Accounting for Deviations from Ideal Conditions
DOI: 10.1111/j.1911-3846.2011.01148.x
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published in: Contemporary Accounting Research, Vol. 30, 2013, pp. 42-79.

Dieter Hess, Sebastian Orbe
Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test
DOI: 10.1093/rof/rfs037
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published in: Review of Finance, Vol. 17, 2013, pp. 2097-2131.

M. Gehde-Trapp, Claudio Wewel
Transatlantic Systemic Risk
DOI: 10.1016/j.jbankfin.2013.07.024
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published in: Journal of Banking and Finance, Vol. 37, 2013, pp. 4241-4255.

Jördis Hengelbrock, Erik Theissen, Christian Westheide
Market Response to Investor Sentiment
DOI: 10.1111/jbfa.12039
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published in: Journal of Business Finance and Accounting, Vol. 40, 2013, pp. 901-917.

Christian Andres, André Betzer, Inga van den Bongard, Christian Haesner, Erik Theissen
The Information Content of Dividend Surprises: Evidence from Germany
DOI: 10.1111/jbfa.12036
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published in: Journal of Business Finance and Accounting, Vol. 40, 2013, pp. 620-645.

Stephan Jank, Michael Wedow
Purchase and Redemption Decisions of Mutual Fund Investors and the Role of Fund Families
DOI: 10.1080/1351847X.2012.662908
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published in: European Journal of Finance, Vol. 19, 2013, pp. 127-144.

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