Working Paper Series: Finance and Accounting

From Department of Finance, Goethe University Frankfurt am Main
Senckenberganlage 31, 60054 Frankfurt.
Contact information at EDIRC.
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205: Financial constraints and the decision to lease – Evidence from German SME

Constantin F. Slotty

203: CDOs and Systematic Risk: Why bond ratings are inadequate

Jan Krahnen and Christian Wilde

200: Manipulation des Börsenkurses durch gezielte Informationspolitik im Rahmen von Squeeze-Outs? – Eine empirische Untersuchung am deutschen Kapitalmarkt

Holger Daske, Moritz Bassemir and Felix Fischer

199: Gauging Risk with Higher Moments: Handrails in Measuring and Optimising Conditional Value at Risk

Raimond Maurer, Gyöngyi Bugár and Huy Thanh Vo

198: What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?

Nicole Branger, Holger Kraft and Christoph Meinerding

196: Foundations of Continuous-time Recrusive Utility: Differentiability and Normalization of Certainty Equivalents

Holger Kraft and Frank Seifried

193: The Effects of Bank Mergers on Small Business Lending in Germany

Thomas Bloch

192: Dissynergies of Mergers among Local Banks

Thomas Bloch

191: How Politics Influence State-owned Banks - the Case of German Savings Banks

Oliver Vins

190: The Quiet Life Hypothesis in Banking - Evidence from German Savings Banks

Oliver Vins and Michael Koetter

188: Do we measure what we get?

Jennifer Kunz

187: Risk Transfer with CDOs

Jan Krahnen and Christian Wilde

186: Der Einfluss von Diversifikationsstrategien auf den Aktienkurs deutscher Unternehmen

Michael Grote and Marc Rustige

183: Private Equity im Mittelstand - Mythos und Realität

Michael Grote

182: Acquiring foreign firms far away might be hazardous to your share price: evidence from Germany

Michael Grote and Fabian Rücker

181: Board Committees, CEO Compensation, and Earnings Management

Christian Laux and Volker Laux

179: Trade Credit Defaults and Liquidity Provision by Firms

Frédéric Boissay and Reint Gropp

176: How unobservable Bond Positions in Retirement Accounts affect Asset Allocation

Marcel Marekwica and Raimond Maurer

175: Cross-Border Bank Contagion in Europe

Reint Gropp, Marco Lo Duca and Jukka Vesala

174: Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities

Wolfram Horneff, Raimond Maurer and Michael Stamos

172: „Home, sweet home“ – Die Entwicklung des Handelsvolumens deutscher Aktien im Ausland

Michael Grote, Florian Kube and Michael Küchen

171: Determinants of banks' engagement in loan securitization

Christina Bannier and Dennis N. Hänsel

168: Open-end real estate funds: danger or diamond?

Steffen Sebastian and Marcel Tyrell

167: Rentenreform in Russland – heutiger Stand und Entwicklungsperspektiven im internationalen Vergleich

Grigory Feiguine

166: Mutual Fund Investing – One of the Main Ways of Saving for Retirement in Russia

Tatjana Sedash

165: Open-End Real Estate Funds in Germany - Genesis and Crisis

Christina Bannier, Falko Fecht and Marcel Tyrell

164: Die Stabilität von Finanzmärkten: Wie kann die Wirtschaftspolitik Vertrauen schaffen?

Jan Krahnen

161: Home biased? A spatial analysis of the domestic merging behavior of US firms

Michael Grote and Marc Umber

160: Modelling the role of credit rating agencies - Do they spark off a virtuous circle?

Christina E. Bannier and Marcel Tyrell

158: Stock Exchange Business Models and Their Operative Performance - Empirical Evidence

Baris Serifsoy

157: Demutualization, Outsider Ownership and Stock Exchange Performance - Empirical Evidence

Baris Serifsoy

156: The German Insurance Industry: Market Overview and Trends

Raimond Maurer and Barbara Kaschützke (geb. Somova)

155: The Adjustment of Credit Ratings in Advance of Defaults

André Güttler and Mark Wahrenburg

152: Der Handel von Kreditrisiken: Eine neue Dimension des Kapitalmarktes

Jan Krahnen

151: Settling for Efficiency - A Framework for the European Securities Transactions Industry

Baris Serifsoy and Marco Weiss

150: Was ist und was braucht ein bedeutender Finanzplatz?

Reinhard Schmidt and Michael Grote

149: Heterogeneous Multiple Bank Financing Under Uncertainty: Does it Reduce Inefficient Credit Decisions?

Christina E. Bannier

144: Die Altersvorsorge in Russland - Theoretische Analyse, aktuelle Rahmenbedingungen und ihre Umsetzung

Ekaterina Losovskaja

143: Wer den Kodex nicht einhält, den bestraft der Kapitalmarkt?

Till Mahr, Eric Nowak and Roland Rott

142: Information Theory and the Role of Intermediaries in Corporate Governance

Reinhard Schmidt and Marcel Tyrell

141: Multiple but Asymmetric Bank Financing: The Case of Relationship Lending

Ralf Elsas, Frank Heinemann and Marcel Tyrell

140: Is Jump Risk Priced? - What We Can (and Cannot) Learn From Option Hedging Errors

Nicole Branger and Christian Schlag

139: Preemptive Distress Resolution through Bank Mergers

Ralf Elsas

138: When Are Static Superhedging Strategies Optimal?

Nicole Branger, Angelika Esser and Christian Schlag

136: Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?

Nicole Branger and Christian Schlag

135: Tractable Hedging - An Implementation of Robust Hedging Strategies

Nicole Branger and Antje Mahayni

134: Zukunftsorientierte Bestimmung von Kapitalkosten für die Unternehmensbewertung

Günther Gebhardt and Holger Daske

131: Economic Benefits of Adopting IFRS or US-GAAP – Have the Expected Costs of Equity Capital really decreased?

Holger Daske

130: EU Financial Integration: Is There a ’Core Europe’? - Evidence from a Cluster-Based Approach

Thomas Kiehlborn and Mark Mietzner

129: Multi-Bank Loan Pool Contracts: Enhancing the Profitability of Small Commercial Banks

Andreas Gintschel and Andreas Hackethal