Deutsch Contact Sitemap Imprint and Privacy Policy

Published Papers 2019


Vikas Agarwal, Haibei Zhao
Interfund lending in mutual fund families: Role in liquidity management
DOI: https://doi.org/10.1093/rfs/hhz002
Download Paper
published in: Review of Financial Studies, Vol. 32, 2019, pp. 4079–4115.

Alexandra Niessen-Ruenzi, Stefan Ruenzi
Sex Matters: Gender Bias in the Mutual Fund Industry
DOI: https://doi.org/10.1287/mnsc.2017.2939
Download Paper
published in: Management Science, Vol. 65, 2019, pp. 3001–3025.

Vikas Agarwal, George Aragon, Zhen Shi
Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds
DOI: https://doi.org/10.1017/S0022109018001369
Download Paper
published in: Journal of Financial and Quantitative Analysis, Vol. 54, 2019, pp. 2355-2381.

Olaf Korn, Alexander Merz
How to Hedge if the Payment Date is Uncertain?
DOI: https://doi.org/10.1002/fut.21987
Download Paper
published in: Journal of Futures Markets, Vol. 39, 2019, pp. 481-498.

Olaf Korn, Paolo Krischak, Erik Theissen
Illiquidity Transmission From Spot to Futures Markets
DOI: https://doi.org/10.1002/fut.22043
Download Paper
published in: Journal of Futures Markets, Vol. 39, 2019, pp. 1228-1249.

Markus Baltzer, Stephan Jank, Esad Smajlbegovic
Who Trades on Momentum?
DOI: https://doi.org/10.1016/j.finmar.2018.08.003
Download Paper
published in: Journal of Financial Markets, Vol. 42, 2019, pp. 56-74.

Thomas Johann, Stefan Scharnowski, Erik Theissen, Christian Westheide, Lukas Zimmermann
Liquidity in the German Stock Market
DOI: https://doi.org/10.1007/s41464-019-00079-6
Download Paper
published in: Schmalenbach Business Review, Vol. 71, 2019, pp. 443-473.

Olaf Korn, Marc Oliver Rieger
Hedging with Regret
DOI: https://doi.org/10.1016/j.jbef.2019.03.002
Download Paper
published in: Journal of Behavioral and Experimental Finance, Vol. 22, 2019, pp. 192-205.

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:

www.cfr-cologne.de | © 2004-2024 | webmaster