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CFR Working Papers

From University of Cologne, Centre for Financial Research (CFR)
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2106: Political uncertainty and household stock market participation Downloads
Vikas Agarwal, Hadiye Aslan, Lixin Huang and Honglin Ren
2105: On the valuation skills of corporate bond mutual funds Downloads
Gjergji Cici and Zhang, Pei (Alex)
2104: Do ETFs increase the commonality in liquidity of underlying stocks? Downloads
Vikas Agarwal, Paul Hanouna, Rabih Moussawi and Christof W. Stahel
2103: Do ETFs increase liquidity? Downloads
Mehmet Saæglam, Tugkan Tuzun and Russell Wermers
2102: The M&A rumor productivity dip Downloads
Christian Andres, Dmitry Bazhutov, Douglas Cumming and Peter Limbach
2101: Hedge funds and the positive idiosyncratic volatility effect Downloads
Turan G. Bali and Florian Weigert
2014: Are hedge funds' charitable donations strategic? Downloads
Vikas Agarwal, Yan Lu and Sugata Ray
2013: International characteristic-based asset pricing Downloads
Murali Jagannathan, Wei Jiao and Russell Wermers
2012: Do contented customers make shareholders wealthy? Implications of intangibles for security pricing Downloads
Erik Theissen and Lukas Zimmermann
2011: Implied cost of capital and mutual fund performance Downloads
Mario Hendriock
2010: Earnings autocorrelation and the post-earnings-announcement drift: Experimental evidence Downloads
Josef Fink, Stefan Palan and Erik Theissen
2009: Momentum? What Momentum? Downloads
Erik Theissen and Can Yilanci
2008: Why do mutual funds hold lottery stocks? Downloads
Vikas Agarwal, Lei Jiang and Quan Wen
2007: Unobserved performance of hedge funds Downloads
Vikas Agarwal, Stefan Ruenzi and Florian Weigert
2006: Factor exposure variation and mutual fund performance Downloads
Manuel Ammann, Sebastian Fischer and Florian Weigert
2005: The Death of Trust Across the U.S. Finance Industry Downloads
Peter Limbach, Raghavendra Rau and Henrik Schürmann
2004: Open source cross-sectional asset pricing Downloads
Andrew Y. Chen and Tom Zimmermann
2003: Regulatory stress testing and bank performance Downloads
Lukas Ahnert, Pascal Vogt, Volker Vonhoff and Florian Weigert
2002: Finanzwirtschaftliche Anwendungen der Blockchain-Technologie Downloads
Philipp Schuster, Erik Theissen and Marliese Uhrig-Homburg
2001: Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications Downloads
Stefan Ruenzi, Michael Ungeheuer and Florian Weigert
1906: Small is beautiful? How the introduction of mini futures contracts affects the regular contract Downloads
Stefan Greppmair and Erik Theissen
1905: Finding your calling: Skill matching in the mutual fund industry Downloads
Gjergji Cici, Mario Hendriock and Alexander Kempf
1904: Drawdown measures: Are they all the same? Downloads
Olaf Korn, Philipp M. Möller and Christian Schwehm
1903: #MeToo meets the mutual fund industry: Productivity effects of sexual harassment Downloads
Gjergji Cici, Mario Hendriock, Stefan Jaspersen and Alexander Kempf
1902: Liquidity in the German stock market Downloads
Thomas Johann, Stefan Scharnowski, Erik Theissen, Christian Westheide and Lukas Zimmermann
1901: Till death (or divorce) do us part: Early-life family disruption and investment behavior Downloads
André Betzer, Peter Limbach, Raghavendra Rau and Henrik Schürmann
1806: On the choice of CEO duality: Evidence from a mandatory disclosure rule Downloads
Marc Goergen, Peter Limbach and Meik Scholz-Daneshgari
1805: Where Does Investor Relations Matter the Most? Downloads
Francois Brochet, Peter Limbach, Dmitry Bazhutov, André Betzer and Markus Doumet
1804: Knowledge spillovers in the mutual fund industry through labor mobility Downloads
Gjergji Cici, Alexander Kempf and Claudia Peitzmeier
1803: Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing Downloads
Tobias Rischen and Erik Theissen
1802: Trust and shareholder voting Downloads
Simon Lesmeister, Peter Limbach and Marc Goergen
1801: The impact of labor mobility restrictions on managerial actions: Evidence from the mutual fund industry Downloads
Gjergji Cici, Mario Hendriock and Alexander Kempf
1704: Do connections with buy-side analysts inform sell-side analyst research? Downloads
Gjergji Cici, Philip B. Shane and Yanhua Sunny Yang
1703: Explaining and benchmarking corporate bond returns Downloads
Gjergji Cici, Scott Gibson and Rabih Moussawi
1702: Screening Discrimination in Financial Markets: Evidence from CEO-Fund Manager Dyads Downloads
Stefan Jaspersen and Peter Limbach
1701: A two-step indirect inference approach to estimate the long-run risk asset pricing model Downloads
Joachim Grammig and Eva-Maria Küchlin
1612: Are generalists beneficial to corporate shareholders? Evidence from sudden deaths Downloads
André Betzer, Maximilian Ibel, Hye Seung Lee, Peter Limbach and Jesus M. Salas
1611: CEO tenure and firm value Downloads
Francois Brochet, Peter Limbach, Markus Schmid and Meik Scholz-Daneshgari
1610: Mutual fund transparency and corporate myopia Downloads
Vikas Agarwal, Rahul Vashishtha and Mohan Venkatachalam
1609: Do generalists profit from the fund families' specialists? Evidence from mutual fund families offering sector funds Downloads
Marc-André Göricke
1608: Stock Illiquidity, option prices, and option returns Downloads
Stefan Kanne, Olaf Korn and Marliese Uhrig-Homburg
1607: Mutual Fund Bets on Market Power Downloads
Stefan Jaspersen
1606: Hedging with regret Downloads
Olaf Korn and Marc Oliver Rieger
1605: Call of duty: Designated market maker participation in call auctions Downloads
Erik Theissen and Christian Westheide
1604: Spoilt for choice: Order routing decisions in fragmented equity markets Downloads
Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber and Christian Westheide
1603: Managerial ownership changes and mutual fund performance Downloads
Thorsten Martin and Florian Sonnenburg
1602: The freedom of information act and the race towards information acquisition Downloads
Antonio Gargano, Alberto G. Rossi and Russell Wermers
1601: Cross-company effects of common ownership: Dealings between borrowers and lenders with a common blockholder Downloads
Gjergji Cici, Scott Gibson and Claire Rosenfeld
1517r: Low-beta strategies Downloads
Olaf Korn and Laura-Chloé Kuntz
1517: Low-beta investment strategies
Olaf Korn and Laura-Chloé Kuntz
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