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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
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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
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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
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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
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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
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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
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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
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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
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published in: Journal of Behavioral and Experimental Finance, Vol. 22, 2019, pp. 192-205.

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