Deutsch Contact Sitemap Imprint and Privacy Policy

Published Papers 2014

Stefan Ruenzi, Ulf von Lilienfeld-Toal
Why Managers Hold Shares of Their Firm: An Empirical Analysis
DOI: 10.1111/jofi.12139
Download Paper
published in: Journal of Finance, Vol. 69, 2014, pp. 1013 - 1050.

Vikas Agarwal, Gerald D. Gay, Leng Ling
Window dressing in mutual funds
DOI: 10.1093/rfs/hhu045
Download Paper
published in: Review of Financial Studies, Vol. 27, 2014, pp. 3133-3170.

Veljko Fotak, Vikas Raman, Pradeep Yadav
Fails-to-deliver, short selling, and market quality
DOI: 10.1016/j.jfineco.2014.07.012
Download Paper
published in: Journal of Financial Economics, Vol.114,2014, pp. 493-516.

David Hunter, Eugene Kandel, Shmuel Kandel, Russ Wermers
Mutual Fund Performance Evaluation with Active Peer Benchmarks
DOI: 10.2469/dig.v44.n6.12
Download Paper
published in: Journal of Financial Economics, Vol. 112, 2014, pp. 1-29.

Jieyan Fang, M. Gehde-Trapp, Alexander Kempf
Fund Manager Allocation
DOI: 10.1016/j.jfineco.2013.11.003
Download Paper
published in: Journal of Financial Economics, Vol. 111, 2014, pp. 661-674.

Nerissa C. Brown, Kelsey D. Wei, Russ Wermers
Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices
DOI: 10.1287/mnsc.2013.1751
Download Paper
published in: Management Science, Vol. 60, 2014, pp. 1-20.

Gerlinde Fellner, Erik Theissen
Short Sale Constraints, Divergence of Opinion and Asset Value: Evidence from the Laboratory
DOI: 10.1016/j.jebo.2014.02.010
Download Paper
published in: Journal of Economic Behavior and Organization, Vol. 101, 2014, pp. 113-127.

Stefan Frey, Patrick Herbst
The Influence of Buy-Side Analysts on Mutual Fund Trading
DOI: 10.1016/j.jbankfin.2014.01.007
Download Paper
published in: Journal of Banking and Finance, Vol. 49, 2014, pp. 442-458.

Alexander Kempf, Christoph Merkle, Alexandra Niessen-Ruenzi
Low Risk and High Return - Affective Attitudes and Stock Market Expectations
DOI: 10.1111/eufm.12001
Download Paper
published in: European Financial Management, Vol.20, 2014, pp. 995-1030.

Christian Andres, Erik Fernau, Erik Theissen
Should I Stay or Should I Go? Former CEOs as Monitors
DOI: 10.1016/j.jcorpfin.2013.12.008
Download Paper
published in: Journal of Corporate Finance, Vol.28, 2014, pp. 26-47.

Sponsoring Members      

Institutional Members

Sponsors 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: | © 2004-2024 | webmaster