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CFR Working Papers

From University of Cologne, Centre for Financial Research (CFR)
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19-02: Liquidity in the German stock market Downloads
Thomas Johann, Stefan Scharnowski, Erik Theissen, Christian Westheide and Lukas Zimmermann
19-01: Till death (or divorce) do us part: Early-life family disruption and fund manager behavior Downloads
André Betzer, Peter Limbach, P. Raghavendra Rau and Henrik Schürmann
18-06: On the choice of CEO duality: Evidence from a mandatory disclosure rule Downloads
Marc Goergen, Peter Limbach and Scholz-Daneshgari, Meik
18-05: Where do investor relations matter the most? Downloads
Francois Brochet, Peter Limbach, Dmitry Bazhutov, André Betzer and Markus Doumet
18-04: Knowledge spillovers in the mutual fund industry through labor mobility Downloads
Gjergji Cici, Alexander Kempf and Claudia Peitzmeier
18-03: Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing Downloads
Tobias Rischen and Erik Theissen
18-02: Trust and shareholder voting Downloads
Simon Lesmeister, Peter Limbach and Marc Goergen
18-01: The impact of labor mobility restrictions on managerial actions: Evidence from the mutual fund industry Downloads
Gjergji Cici, Mario Hendriock and Alexander Kempf
17-04: Do connections with buy-side analysts inform sell-side analyst research? Downloads
Gjergji Cici, Philip B. Shane and Yanhua Sunny Yang
17-03: Explaining and benchmarking corporate bond returns Downloads
Gjergji Cici, Scott Gibson and Rabih Moussawi
17-02: Knowing Me, Knowing You? Similarity to the CEO and Fund Managers’ Investment Decisions Downloads
Stefan Jaspersen and Peter Limbach
17-01: A two-step indirect inference approach to estimate the long-run risk asset pricing model Downloads
Joachim Grammig and Eva-Maria Küchlin
16-12: Are generalists beneficial to corporate shareholders? Evidence from sudden deaths Downloads
André Betzer, Maximilian Ibel, Hye Seung Lee, Peter Limbach and Jesus M. Salas
16-11: CEO tenure and firm value Downloads
Francois Brochet, Peter Limbach, Markus Schmid and Scholz-Daneshgari, Meik
16-10: Mutual fund transparency and corporate myopia Downloads
Vikas Agarwal, Rahul Vashishtha and Mohan Venkatachalam
16-09: Do generalists profit from the fund families' specialists? Evidence from mutual fund families offering sector funds Downloads
Marc-André Göricke
16-08: Stock Illiquidity, option prices, and option returns Downloads
Stefan Kanne, Olaf Korn and Uhrig-Homburg, Marliese
16-07: Betting on Market Power: Product Market Competition and Mutual Funds' Information Production Downloads
Stefan Jaspersen
16-06: Hedging with regret Downloads
Olaf Korn and Marc Oliver Rieger
16-05: Call of duty: Designated market maker participation in call auctions Downloads
Erik Theissen and Christian Westheide
16-04: Spoilt for choice: Order routing decisions in fragmented equity markets Downloads
Peter Gomber, Satchit Sagade, Erik Theissen, Moritz Christian Weber and Christian Westheide
16-03: Managerial ownership changes and mutual fund performance Downloads
Thorsten Martin and Florian Sonnenburg
16-02: The freedom of information act and the race towards information acquisition Downloads
Antonio Gargano, Alberto G. Rossi and Russ Wermers
16-01: Cross-company effects of common ownership: Dealings between borrowers and lenders with a common blockholder Downloads
Gjergji Cici, Scott Gibson and Claire Rosenfeld
15-17 [rev.]: Low-beta strategies Downloads
Olaf Korn and Laura-Chloé Kuntz
15-17: Low-beta investment strategies
Olaf Korn and Laura-Chloé Kuntz
15-16: Network centrality and pension fund performance Downloads
Alberto G. Rossi, David Blake, Allan Timmermann, Ian Tonks and Russ Wermers
15-15: Dissecting short-sale performance: Evidence from large position disclosures Downloads
Stephan Jank and Esad Smajlbegovic
15-14: Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil Downloads
Markus Doumet, Peter Limbach and Erik Theissen
15-13: Government ownership, informed trading, and private information Downloads
Ginka Borisova and Pradeep K. Yadav
15-12: Funding liquidity risk of funds of hedge funds: Evidence from their holdings Downloads
Vikas Agarwal, George O. Aragon and Zhen Shi
15-11: Dealer spreads in the corporate bond market: Agent vs. market-making roles Downloads
Louis Ederington, Wei Guan and Pradeep K. Yadav
15-10: The pricing of different dimensions of liquidity: Evidence from government guaranteed bank bonds Downloads
Jeffrey R. Black, Duane Stock and Pradeep K. Yadav
15-09 [rev.]: Interfund lending in mutual fund families: Role of internal capital markets Downloads
Vikas Agarwal and Haibei Zhao
15-09: Interfund lending in mutual fund families: Role of internal capital markets
Vikas Agarwal and Haibei Zhao
15-08: Alpha or beta in the eye of the beholder: What drives hedge fund flows? Downloads
Vikas Agarwal, Tracy Clifton Green and Honglin Ren
15-07: Tail risk in hedge funds: A unique view from portfolio holdings Downloads
Vikas Agarwal, Stefan Ruenzi and Florian Weigert
15-06: Mutual fund investment horizon and performance Downloads
Chunhua Lan, Fabio Moneta and Russ Wermers
15-05: Milk or wine: Mutual funds' (dis)economies of life Downloads
Laura K. Dahm and Christoph Sorhage
15-04: Resiliency: A dynamic view of liquidity Downloads
Alexander Kempf, Daniel Mayston, Gehde-Trapp, Monika and Pradeep K. Yadav
15-03 [rev.]: Volatility of aggregate volatility and hedge funds returns Downloads
Vikas Agarwal, Yakup Arisoy and Narayan Y. Naik
15-03: Volatility of aggregate volatility and hedge funds returns
Vikas Agarwal, Yakup Arisoy and Narayan Y. Naik
15-02 [rev.]: Speed of information diffusion within fund families Downloads
Gjergji Cici, Stefan Jaspersen and Alexander Kempf
15-02: Speed of information diffusion within fund families
Gjergji Cici, Stefan Jaspersen and Alexander Kempf
15-01: Who trades on momentum? Downloads
Markus Baltzer, Stephan Jank and Esad Smajlbegovic
14-14: Trading efficiency of fund families: Impact on fund performance and investment behavior Downloads
Gjergji Cici, Laura K. Dahm and Alexander Kempf
14-13: Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds Downloads
Vikas Agarwal, Yan Lu and Sugata Ray
14-12: CEO fitness and firm value
Peter Limbach and Florian Sonnenburg
14-12 [rev.3]: Does CEO fitness matter? Downloads
Peter Limbach and Florian Sonnenburg
14-12 [rev.2]: CEO fitness and firm value
Peter Limbach and Florian Sonnenburg
Page updated 2019-07-23
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