CFR Working Papers

From University of Cologne, Centre for Financial Research (CFR)
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1209r2: Are financial advisors useful? Evidence from tax-motivated mutual fund flows

Gjergji Cici, Alexander Kempf and Christoph Sorhage

1209r: Are financial advisors useful? Evidence from tax-motivated mutual fund flows

Gjergji Cici, Alexander Kempf and Christoph Sorhage

1209: Are financial advisors useful? Evidence from tax-motivated mutual fund flows

Gjergji Cici, Alexander Kempf and Christoph Sorhage

1208: Changes in the composition of publicly traded firms: Implications for the dividend-price ratio and return predictability

Stephan Jank

1207: The investment abilities of mutual fund buy-side analysts

Gjergji Cici and Claire Rosenfeld

1206r: The impact of duality on managerial decisions and performance: Evidence from the mutual fund industry

Alexander Kempf, Alexander Pütz and Florian Sonnenburg

1206: Fund manager duality: Impact on performance and investment behavior

Alexander Kempf, Alexander Pütz and Florian Sonnenburg

1205r: Runs on money market mutual funds

Lawrence Schmidt, Allan Timmermann and Russell Wermers

1205: Runs on money market mutual funds

Russell Wermers

1204: A matter of style: The causes and consequences of style drift in institutional portfolios

Russell Wermers

1203: Dividend announcements reconsidered: Dividend changes versus dividend surprises

Christian Andres, André Betzer, Inga van den Bongard, Christian Haesner and Erik Theissen

1202r: Should I stay or should I go? Former CEOs as monitors

Christian Andres, Erik Fernau and Erik Theissen

1202: Is it better to say goodbye? When former executives set executive pay

Christian Andres, Erik Fernau and Erik Theissen

1201r2: Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior?

Laura Andreu and Alexander Pütz

1201r: Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior?

Laura Andreu and Alexander Pütz

1201: Are two business degrees better than one? Evidence from mutual fund managers' education

Laura Andreu and Alexander Pütz

1116r: Management compensation and market timing under portfolio constraints

Vikas Agarwal, Juan-Pedro Gómez and Richard Priestley

1116: Management compensation and market timing under portfolio constraints

Vikas Agarwal, Juan-Pedro Gómez and Richard Priestley

1115: Can internet search queries help to predict stock market volatility?

Thomas Dimpfl and Stephan Jank

1114: Liquidity dynamics in an electronic open limit order book: An event study approach

Peter Gomber, Uwe Schweickert and Erik Theissen

1113: Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test

Dieter Hess and Sebastian Orbe

1112: Optimal leverage, its benefits, and the business cycle

Dieter Hess and Philipp Immenkötter

1111: Extended dividend, cash flow and residual income valuation models: Accounting for deviations from ideal conditions

Nicolas Heinrichs, Dieter Hess, Carsten Homburg, Michael Lorenz and Soenke Sievers

1110r: Portfolio optimization using forward-looking information

Alexander Kempf, Olaf Korn and Sven Saßning

1110: Portfolio optimization using forward-looking information

Alexander Kempf, Olaf Korn and Sven Saßning

1109: Determinants and implications of fee changes in the hedge fund industry

Vikas Agarwal and Sugata Ray

1108r: On the use of options by mutual funds: Do they know what they are doing?

Gjergji Cici and Luis-Felipe Palacios

1108: On the use of options by mutual funds: Do they know what they are doing?

Gjergji Cici and Luis-Felipe Palacios

1107r3: Window dressing in mutual funds

Vikas Agarwal, Gerald D. Gay and Leng Ling

1107r2: Window dressing in mutual funds

Vikas Agarwal, Gerald D. Gay and Leng Ling

1107r: Performance inconsistency in mutual funds: An investigation of window-dressing behavior

Vikas Agarwal, Gerald D. Gay and Leng Ling

1107: Window dressing in mutual funds

Vikas Agarwal, Gerald D. Gay and Leng Ling

1106: The impact of macroeconomic news on quote adjustments, noise, and informational volatility

Nikolaus Hautsch, Dieter E. Hess and David Veredas

1105r: The prevalence of the disposition effect in mutual funds' trades

Gjergji Cici

1105: The relation of the disposition effect to mutual fund trades and performance

Gjergji Cici

1104: Mutual fund flows, expected returns, and the real economy

Stephan Jank

1103: Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory

Gerlinde Fellner-Röhling and Erik Theissen

1102: Are there disadvantaged clienteles in mutual funds?

Stephan Jank

1101: Market response to investor sentiment

Jördis Hengelbrock, Erik Theissen and Christian Westheide

1020: Missing the marks? Dispersion in corporate bond valuations across mutual funds

Gjergji Cici, Scott Gibson and John J. Merrick

1019: Risk and return in convertible arbitrage: Evidence from the convertible bond market

Vikas Agarwal, William H. Fung, Yee Cheng Loon and Narayan Y. Naik

1018: The performance of corporate-bond mutual funds: Evidence based on security-level holdings

Gjergji Cici and Scott Gibson

1017r: Projected earnings accuracy and the profitability of stock recommendations

Dieter Hess, Daniel Kreutzmann and Oliver Pucker

1017: Projected earnings accuracy and the profitability of stock recommendations

Dieter E. Hess, Daniel Kreutzmann and Oliver Pucker

1016: Sturm und Drang in money market funds: When money market funds cease to be narrow

Stephan Jank and Michael Wedow

1015r: The valuation of hedge funds' equity positions

Gjergji Cici, Alexander Kempf and Alexander Pütz

1015: Caught in the act: How hedge funds manipulate their equity positions

Gjergji Cici, Alexander Kempf and Alexander Pütz

1014: Creative destruction and asset prices

Joachim Grammig and Stephan Jank

1013: Purchase and redemption decisions of mutual fund investors and the role of fund families

Stephan Jank and Michael Wedow

1012: The cross-Section of German stock returns: New data and new evidence

Sabine Artmann, Philipp Finter, Alexander Kempf, Stefan Koch and Erik Theissen