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Published Papers 2016


Lawrence Schmidt, Allan Timmermann, Russ Wermers
Runs on Money Market Mutual Funds
DOI: 10.1257/aer.20140678
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published in: American Economic Review, Vol. 106, 2016, pp. 2625-57.

Russ Wermers, Youchang Wu, Josef Zechner
Governance and Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds
DOI: 10.1093/rfs/hhw065
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published in: Review of Financial Studies, Vol. 29, 2016, pp. 3428-3470

Vikas Agarwal, Yan Lu, Sugata Ray
Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds
DOI: 10.1287/mnsc.2014.2126
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published in: Management Science, Vol. 62, 2016, pp. 722-740.

Joachim Grammig, Stephan Jank
Creative Destruction and Asset Prices
DOI: not available
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published in: Journal of Financial and Quantitative Analysis, Vol. 51, 2016, pp. 1739-1768.

Gjergji Cici, Alexander Kempf, Alexander Pütz
The Valuation of Hedge Funds’ Equity Positions
DOI: 10.1017/S0022109016000351
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published in: Journal of Financial and Quantitative Analysis, Vol 51, 2016, pp. 1013-1037.

Jeffrey Black, Duane Stock, Pradeep Yadav
The Pricing of Different Dimensions of Liquidity: Evidence from Government Guaranteed Bank Bonds
DOI: 10.1016/j.jbankfin.2016.06.008
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published in: Journal of Banking and Finance, Vol. 71, 2016, pp. 119-132

Thomas Dimpfl, Stephan Jank
Can internet search queries help to predict stock market volatility?
DOI: 10.1111/eufm.12058
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published in: European Financial Management, Vol. 22, 2016, pp. 171-192.

Rainer Baule, Olaf Korn, Sven Saßning
Which Beta is Best? On the Information Content of Option-Implied Betas
DOI: not available
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published in: European Financial Management, Vol. 22, 2016, pp. 450–483.

Markus Doumet, Peter Limbach, Erik Theissen
Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil
DOI: 10.1007/s41471-016-0016-7
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published in: zfbf - Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung, Vol.68, 2016, pp. 253-277.

Gjergji Cici, Claire Rosenfeld
A Study of Analyst-Run Mutual Funds: The Abilities and Roles of Buy-Side Analysts
DOI: 10.1016/j.jempfin.2015.12.004
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published in: Journal of Empirical Finance, Vol. 36, 2016, pp. 8-29.

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