Published Papers 2018
Gjergji Cici, M. Gehde-Trapp, Marc-André Göricke, Alexander Kempf
The Investment Value of Mutual Fund Managers’ Experience outside the Financial Sector
DOI: https://doi.org/10.1093/rfs/hhy019
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published in: Review of Financial Studies, Vol. 31, 2018, pp. 3821-3853.
Vikas Agarwal, Rahul Vashishtha, Mohan Venkatachalam
Mutual Fund Transparency and Corporate Myopia
DOI: https://doi.org/10.1093/rfs/hhx125
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published in: Review of Financial Studies, Vol. 31, 2018, pp. 1966–2003.
Vikas Agarwal, T. Clifton Green, Honglin Ren
Alpha or Beta in the Eye of the Beholder: What Drives Hedge Fund Flows?
DOI: https://doi.org/10.1016/j.jfineco.2018.01.006
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published in: Journal of Financial Economics, Vol. 127, 2018, pp. 417-434.
David Blake, Alberto G. Rossi, Allan Timmermann, Ian Tonks, Russ Wermers
Network Centrality and Pension Fund Performance
DOI: https://doi.org/10.1016/j.jfineco.2018.02.003
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published in: Journal of Financial Economics, Vol. 128, 2018, pp. 183-206.
M. Gehde-Trapp, Philipp Schuster, Marliese Uhrig-Homburg
The Term Structure of Bond Liquidity
DOI: https://doi.org/10.1017/S0022109018000364
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published in: Journal of Financial and Quantitative Analysis, Vol. 53, 2018, pp. 2161-2197.
Gjergji Cici, Laura Dahm, Alexander Kempf
Trading Efficiency of Fund Families: Impact on Fund Performance and Investment Behavior
DOI: https://doi.org/10.1016/j.jbankfin.2017.11.004
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published in: Journal of Banking and Finance, Vol. 88, 2018, pp. 1-14.
Felix Brinkmann, Olaf Korn
Risk-adjusted Option-implied Moments
DOI: https://doi.org/10.1007/s11147-017-9136-4
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published in: Review of Derivatives Research, Vol. 21, 2018, pp. 149-173.
Joachim Grammig, Eva-Maria Küchlin
A two-step indirect inference approach to estimate the long-run risk asset pricing model
DOI: https://doi.org/10.1016/j.jeconom.2018.03.003
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published in: Journal of Econometrics, Vol. 205, 2018, pp. 6-33.
Christian Andres, André Betzer, Markus Doumet, Erik Theissen
Open Market Share Repurchases in Germany: A Conditional Event Study Approach
DOI: https://doi.org/10.1111/abac.12094
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published in: Abacus, Vol. 54, 2018, pp. 417-444.
