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Published Papers 2017


Antonio Gargano, Alberto G. Rossi, Russ Wermers
The Freedom of Information Act and the Race Towards Information Acquisition
DOI: https://doi.org/10.1093/rfs/hhw035
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published in: Review of Financial Studies, Vol. 30, 2017, pp. 2179-2228.

Vikas Agarwal, Y. Eser Arisoy, Narayan Y. Naik
Volatility of Aggregate Volatility and Hedge Funds Returns
DOI: https://doi.org/10.1016/j.jfineco.2017.06.015
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published in: Journal of Financial Economics, Vol. 125, 2017, pp. 491-510.

Vikas Agarwal, Stefan Ruenzi, Florian Weigert
Tail risk in hedge funds: A unique view from portfolio holdings
DOI: https://doi.org/10.1016/j.jfineco.2017.06.006
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published in: Journal of Financial Economics, Vol. 125, 2017, pp. 610-636.

Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi, Russ Wermers
Seasonal Asset Allocation: Evidence from Mutual Fund Flows
DOI: https://doi.org/10.1017/S002210901600082X
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published in: Journal of Financial and Quantitative Analysis, Vol. 52, 2017, pp. 71-109.

Gjergji Cici, Alexander Kempf, Christoph Sorhage
Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flows
DOI: https://doi.org/10.1093/rof/rfw014
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published in: Review of Finance, Vol. 21, 2017, pp. 637-665.

Gjergji Cici, Stefan Jaspersen, Alexander Kempf
Speed of Information Diffusion within Fund Families
DOI: https://doi.org/10.1093/rapstu/raw007
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published in: Review of Asset Pricing Studies, Vol. 7, 2017, pp. 144-170.

Sebastian Bethke, M. Gehde-Trapp, Alexander Kempf
Investor Sentiment, Flight-to-Quality, and Corporate Bond Comovement
DOI: https://doi.org/10.1016/j.jbankfin.2017.02.007
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published in: Journal of Banking and Finance, Vol. 82, 2017, pp. 112-132.

Laura Andreu, Alexander Pütz
Choosing Two Business Degrees versus choosing One: What does it tell about Mutual Fund Managers’ Investment Behavior?
DOI: http://doi.org/10.1016/j.jbusres.2017.02.014
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published in: Journal of Business Research, Vol. 75, 2017, pp. 138–146.

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