Details about Moritz Wagner

Access statistics for papers by Moritz Wagner.

Last updated 2024-04-07. Update your information in the RePEc Author Service.

Short-id: pwa950

Working Papers

2023

1. Differences between NZ and U.S. individual investor sentiment: More noise or more information?
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance
2. The midterm election effect on US stock returns: Some practical considerations for investors
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance

2020

3. Cum-Ex Trading – The Biggest Fraud in History?
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance

2018

4. Mutual Fund Flows and Seasonalities in Stock Returns
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance
   See also Journal Article Mutual fund flows and seasonalities in stock returns, Journal of Banking & Finance, Elsevier (2022) View citations (2) (2022)

Journal Articles

2023

1. Ex-dividend day price and volume: the case of cum-ex trading
   Applied Economics, 2023, 55, (51), 6062-6075
2. Midterm elections and stock returns
   Finance Research Letters, 2023, 55, (PA)

2022

3. From upstairs to downstairs trading: Evidence from a highly segmented market
   Finance Research Letters, 2022, 46, (PB)
4. Mutual fund flows and seasonalities in stock returns
   Journal of Banking & Finance, 2022, 144, (C) View citations (2)
   See also Working Paper Mutual Fund Flows and Seasonalities in Stock Returns, Working Papers in Economics (2018) (2018)
5. The impact of upstairs trading on market quality: evidence from a highly segmented market*
   New Zealand Economic Papers, 2022, 56, (3), 326-332

2019

6. Late Trading in Mutual Fund Shares – The Sequel?
   Journal of Financial Services Research, 2019, 55, (1), 89-109

2017

7. All about fun(ds) in emerging markets? The case of equity mutual funds
   Emerging Markets Review, 2017, 33, (C), 62-78 View citations (10)

Chapters

2021

1. Development of Socially Responsible Investing (SRI) — Evidence from the Mutual Funds Industry
   Chapter 9 in FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, 2021, pp 213-249