Details about Stefan Ruenzi

Access statistics for papers by Stefan Ruenzi.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pru34

Working Papers

2020

1. Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications
   CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (2)
   See also Journal Article Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications, Journal of Banking & Finance, Elsevier (2020) View citations (2) (2020)
2. Unobserved performance of hedge funds
   CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (4)
   Also in Working Papers on Finance, University of St. Gallen, School of Finance (2018) View citations (2)

2018

3. The impact of role models on women's self-selection in competitive environments
   VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association

2017

4. Momentum and Crash Sensitivity
   Working Papers on Finance, University of St. Gallen, School of Finance
   See also Journal Article Momentum and crash sensitivity, Economics Letters, Elsevier (2018) View citations (5) (2018)

2016

5. Crash Sensitivity and the Cross-Section of Expected Stock Returns
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (2)
   See also Journal Article Crash Sensitivity and the Cross Section of Expected Stock Returns, Journal of Financial and Quantitative Analysis, Cambridge University Press (2018) View citations (56) (2018)

2015

6. Advertising, Attention, and Financial Markets
   VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association
7. Extreme Downside Liquidity Risk
   Working Papers on Finance, University of St. Gallen, School of Finance
8. Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (9)
   Also in CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) (2015) View citations (9)
   See also Journal Article Tail risk in hedge funds: A unique view from portfolio holdings, Journal of Financial Economics, Elsevier (2017) View citations (61) (2017)
9. The Impact of Financial Advice on Trade Performance and Behavioral Biases
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (7)
   See also Journal Article The Impact of Financial Advice on Trade Performance and Behavioral Biases, Review of Finance, European Finance Association (2017) View citations (27) (2017)

2014

10. A Friendly Turn: Advertising Bias in the News Media
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (1)

2011

11. The impact of investor sentiment on the German stock market
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (3)
    Also in CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) (2010) View citations (4)

2010

12. Overconfidence among professional investors: Evidence from mutual fund managers
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR)
    Also in CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) (2009) View citations (2)
    See also Journal Article Overconfidence Among Professional Investors: Evidence from Mutual Fund Managers, Journal of Business Finance & Accounting, Wiley Blackwell (2011) View citations (42) (2011)

2009

13. Political connectedness and firm performance: Evidence from Germany
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (11)
    See also Journal Article Political Connectedness and Firm Performance: Evidence from Germany, German Economic Review, Verein für Socialpolitik (2010) View citations (48) (2010)
14. Rapid Trading bei deutschen Aktienfonds: Evidenz aus einer großen deutschen Fondsgesellschaft
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR)

2008

15. Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (2)
    See also Journal Article Employment risk, compensation incentives, and managerial risk taking: Evidence from the mutual fund industry, Journal of Financial Economics, Elsevier (2009) View citations (126) (2009)

2007

16. Family matters: Ranking within fund families and fund inflows
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (1)
    See also Journal Article Family Matters: Rankings Within Fund Families and Fund Inflows, Journal of Business Finance & Accounting, Wiley Blackwell (2008) View citations (15) (2008)
17. Sex matters: Gender differences in a professional setting
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (25)
18. The impact of work group diversity on performance: Large sample evidence from the mutual fund industry
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (8)
19. Why managers hold shares of their firms: An empirical analysis
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
    Also in CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) (2006)

2006

20. On the usability of synthetic measures of mutual fund net-flows
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (5)

2005

21. Determinanten der Mittelzuflüsse bei deutschen Aktienfonds
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (3)
22. Is a team different from the sum of its parts? Evidence from mutual fund managers
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (1)
    See also Journal Article Is a Team Different from the Sum of its Parts? Evidence from Mutual Fund Managers, Review of Finance, European Finance Association (2010) View citations (3) (2010)
23. Mutual fund growth in standard an specialist market segments
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (4)
    Also in Finance, University Library of Munich, Germany (2004)
    See also Journal Article Mutual Fund Growth in Standard and Specialist Market Segments, Financial Markets and Portfolio Management, Springer (2005) View citations (4) (2005)
24. Status quo bias and the number of alternatives: An empirical illustration from the mutual fund industry
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (7)

2004

25. Family Matters: The Performance Flow Relationship in the Mutual Fund Industry
    Finance, University Library of Munich, Germany View citations (14)
26. Tournaments in Mutual Fund Families
    Finance, University Library of Munich, Germany View citations (5)
    Also in CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) (2004) View citations (6)
    See also Journal Article Tournaments in Mutual-Fund Families, The Review of Financial Studies, Society for Financial Studies (2008) View citations (120) (2008)

Journal Articles

2020

1. Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
   Journal of Banking & Finance, 2020, 115, (C) View citations (2)
   See also Working Paper Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications, CFR Working Papers (2020) View citations (2) (2020)

2019

2. Sex Matters: Gender Bias in the Mutual Fund Industry
   Management Science, 2019, 65, (7), 3001-3025 View citations (44)

2018

3. Crash Sensitivity and the Cross Section of Expected Stock Returns
   Journal of Financial and Quantitative Analysis, 2018, 53, (3), 1059-1100 View citations (56)
   See also Working Paper Crash Sensitivity and the Cross-Section of Expected Stock Returns, Working Papers on Finance (2016) View citations (2) (2016)
4. Financial Advice and Bank Profits
   The Review of Financial Studies, 2018, 31, (11), 4447-4492 View citations (30)
5. Momentum and crash sensitivity
   Economics Letters, 2018, 165, (C), 77-81 View citations (5)
   See also Working Paper Momentum and Crash Sensitivity, Working Papers on Finance (2017) (2017)

2017

6. Tail risk in hedge funds: A unique view from portfolio holdings
   Journal of Financial Economics, 2017, 125, (3), 610-636 View citations (61)
   See also Working Paper Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings, Working Papers on Finance (2015) View citations (9) (2015)
7. The Impact of Financial Advice on Trade Performance and Behavioral Biases
   Review of Finance, 2017, 21, (2), 871-910 View citations (27)
   See also Working Paper The Impact of Financial Advice on Trade Performance and Behavioral Biases, Working Papers on Finance (2015) View citations (7) (2015)

2016

8. Editor's Choice Commonality in Liquidity: A Demand-Side Explanation
   The Review of Financial Studies, 2016, 29, (8), 1943-1974 View citations (75)

2014

9. CEO Ownership, Stock Market Performance, and Managerial Discretion
   Journal of Finance, 2014, 69, (3), 1013-1050 View citations (47)

2011

10. Overconfidence Among Professional Investors: Evidence from Mutual Fund Managers
    Journal of Business Finance & Accounting, 2011, 38, (5-6), 684-712 View citations (42)
    See also Working Paper Overconfidence among professional investors: Evidence from mutual fund managers, CFR Working Papers (2010) (2010)

2010

11. Is a Team Different from the Sum of its Parts? Evidence from Mutual Fund Managers
    Review of Finance, 2010, 15, (2), 359-396 View citations (3)
    See also Working Paper Is a team different from the sum of its parts? Evidence from mutual fund managers, CFR Working Papers (2005) View citations (1) (2005)
12. Political Connectedness and Firm Performance: Evidence from Germany
    German Economic Review, 2010, 11, (4), 441-464 View citations (48)
    See also Working Paper Political connectedness and firm performance: Evidence from Germany, CFR Working Papers (2009) View citations (11) (2009)

2009

13. Employment risk, compensation incentives, and managerial risk taking: Evidence from the mutual fund industry
    Journal of Financial Economics, 2009, 92, (1), 92-108 View citations (126)
    See also Working Paper Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry, CFR Working Papers (2008) View citations (2) (2008)

2008

14. Family Matters: Rankings Within Fund Families and Fund Inflows
    Journal of Business Finance & Accounting, 2008, 35, (1‐2), 177-199 View citations (15)
    See also Working Paper Family matters: Ranking within fund families and fund inflows, CFR Working Papers (2007) View citations (1) (2007)
15. Tournaments in Mutual-Fund Families
    The Review of Financial Studies, 2008, 21, (2), 1013-1036 View citations (120)
    See also Working Paper Tournaments in Mutual Fund Families, Finance (2004) View citations (5) (2004)

2005

16. Mutual Fund Growth in Standard and Specialist Market Segments
    Financial Markets and Portfolio Management, 2005, 19, (2), 153-167 View citations (4)
    See also Working Paper Mutual fund growth in standard an specialist market segments, CFR Working Papers (2005) View citations (4) (2005)