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Published Papers 2015


Vikas Agarwal, Kevin Mullally, Yuehua Tang, Baozhong Yang
Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance
DOI: 10.1111/jofi.12245
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published in: Journal of Finance, Vol. 70, 2015, pp. 2733–2776.

Stephan Jank
Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability
DOI: 10.1287/mnsc.2013.1883
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published in: Management Science, Vol. 61, 2015, pp. 1362-1377.

André Betzer, Jasmin Gider, Daniel Metzger, Erik Theissen
Strategic Trading and Trade Reporting by Corporate Insiders
DOI: 10.1093/rof/rfu007
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published in: Review of Finance, Vol. 19, 2015, pp. 865-905.

Alexander Kempf, Olaf Korn, Sven Saßning
Portfolio Optimization Using Forward-Looking Information
DOI: 10.1093/rof/rfu006
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published in: Review of Finance, Vol. 19, 2015, pp. 467-490.

Gjergji Cici, Luis-Felipe Palacios
On the Use of Options by Mutual Funds: Do They Know What They Are Doing?
DOI: 10.1016/j.jbankfin.2014.09.008
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published in: Journal of Banking and Finance, Vol. 50, 2015, pp. 157-168.

M. Gehde-Trapp, Yalin Gündüz, Julia Nasev
The liquidity premium in CDS transaction prices: Do frictions matter?
DOI: 10.1016/j.jbankfin.2015.08.024
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published in: Journal of Banking and Finance, Vol. 61, 2015, pp. 184–205.

Christian Andres, Markus Doumet, Erik Fernau, Erik Theissen
The Lintner model revisited: Dividends versus total payouts
DOI: 10.1016/j.jbankfin.2015.01.005
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published in: Journal of Banking and Finance, Vol. 55, 2015, pp. 56-69.

Peter Gomber, Uwe Schweickert, Erik Theissen
Liquidity Dynamics in an Electronic Open Limit Order Book: An Event Study Approach
DOI: 10.1111/j.1468-036X.2013.12006.x
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published in: European Financial Management, Vol. 21, 2015, pp. 52-78.

Ginka Borisova, Pradeep Yadav
Government ownership, informed trading, and private information
DOI: 10.1016/j.jcorpfin.2015.07.001
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published in: Journal of Corporate Finance, Vol. 33, 2015, pp. 196-211.

Jürgen Gaul, Erik Theissen
A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices
DOI: 10.1002/fut.21669
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published in: Journal of Futures Markets, Vol. 35, 2015, pp. 371-384.

Gjergji Cici, Scott Gibson, Yalin Gunduz, John J. Merrick, Jr.
Market Transparency and the Marking Precision of Bond Mutual Fund Managers
DOI: 10.3905/jpm.2015.41.2.126
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published in: Journal of Portfolio Management, Vol. 41, 2015, pp. 126-137.

Stephan Jank, Michael Wedow
Sturm und Drang in Money Market Funds: When Money Market Funds Cease to Be Narrow
DOI: 10.1016/j.jfs.2014.12.002
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published in: Journal of Financial Stability , Vol. 16, 2015, pp. 59-70.

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