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CFR Working Papers, Centre for Financial Research (CFR), Universität Köln

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Showing items 1-21 of 188.

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DateTitle Authors
2014 Investor sentiment, flight-to-quality, and corporate bond comovementBethke, Sebastian / Kempf, Alexander / Trapp, Monika
2014 Estimation of trading costs: Trade indicator models revisitedTheissen, Erik / Zehnder, Lars Simon
2014 Risk-adjusted option-implied momentsBrinkmann, Felix / Korn, Olaf
2014 Illiquidity transmission from spot to futures marketsKorn, Olaf / Krischak, Paolo / Theissen, Erik
2014 Dividend taxation and DAX futures pricesFink, Christopher / Theissen, Erik
2014 CEO fitness and firm valueLimbach, Peter / Sonnenburg, Florian
2014 Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricingGrammig, Joachim / Schaub, Eva-Maria
2014 Consumption-based asset pricing with rare disaster riskGrammig, Joachim / Sönksen, Jantje
2014 Market transparency and the marking precision of bond mutual fund managersCici, Gjergji / Gibson, Scott / Gündüz, Yalin / Merrick, John J.
2014 Outsourcing of mutual funds' non-core competencies and the impact on operational outcomes: Evidence from funds' shareholder servicesSorhage, Christoph
2014 Mandatory portfolio disclosure, stock liquidity, and mutual fund performanceAgarwal, Vikas / Mullally, Kevin Andrew / Tang, Yuehua / Yang, Baozhong
2014 Window dressing in mutual fundsAgarwal, Vikas / Gay, Gerald D. / Ling, Leng
2014 How much is too much? Debt capacity and financial flexibilityHess, Dieter / Immenkötter, Philipp
2014 Corporate governance and the nature of takeover resistanceCarline, Nicholas F. / Linn, Scott C. / Yadav, Pradeep K.
2014 Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flowsCici, Gjergji / Kempf, Alexander / Sorhage, Christoph
2014 Forward-looking measures of higher-order dependencies with an application to portfolio selectionBrinkmann, Felix / Kempf, Alexander / Korn, Olaf
2014 Portfolio optimization using forward-looking informationKempf, Alexander / Korn, Olaf / Saßning, Sven
2013 The Lintner model revisited: Dividends versus total payoutsAndres, Christian / Doumet, Markus / Fernau, Erik / Theissen, Erik
2013 A heterogeneous agents equilibrium model for the term structure of bond market liquiditySchuster, Philipp / Trapp, Monika / Uhrig-Homburg, Marliese
2013 Which beta is best? On the information content of option-implied betasBaule, Rainer / Korn, Olaf / Saßning, Sven
2013 Managerial multitasking in the mutual fund industryAgarwal, Vikas / Ma, Linlin
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