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

Collection's Items (Sorted by Year of Publication in Descending order): 1 to 20 of 224
Year of PublicationTitleAuthor(s)
2016 A heterogeneous agents equilibrium model for the term structure of bond market liquiditySchuster, Philipp; Trapp, Monika; Uhrig-Homburg, Marliese
2016 Cross-company effects of common ownership: Dealings between borrowers and lenders with a common blockholderCici, Gjergji; Gibson, Scott; Rosenfeld, Claire
2015 Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-UrteilDoumet, Markus; Limbach, Peter; Theissen, Erik
2015 Who trades on momentum?Baltzer, Markus; Jank, Stephan; Smajlbegovic, Esad
2015 Dissecting short-sale performance: Evidence from large position disclosuresJank, Stephan; Smajlbegovic, Esad
2015 CEO fitness and firm valueLimbach, Peter; Sonnenburg, Florian
2015 Does CEO fitness matter?Limbach, Peter; Sonnenburg, Florian
2015 Network centrality and pension fund performanceRossi, Alberto G.; Blake, David; Timmermann, Allan; Tonks, Ian; Wermers, Russ
2015 Resiliency: A dynamic view of liquidityKempf, Alexander; Mayston, Daniel; Gehde-Trapp, Monika; Yadav, Pradeep K.
2015 Low-beta investment strategiesKorn, Olaf; Kuntz, Laura-Chloé
2015 Funding liquidity risk of funds of hedge funds: Evidence from their holdingsAgarwal, Vikas; Aragon, George O.; Shi, Zhen
2015 Dealer spreads in the corporate bond market: Agent vs. market-making rolesEderington, Louis; Guan, Wei; Yadav, Pradeep K.
2015 The pricing of different dimensions of liquidity: Evidence from government guaranteed bank bondsBlack, Jeffrey R.; Stock, Duane; Yadav, Pradeep K.
2015 Government ownership, informed trading, and private informationBorisova, Ginka; Yadav, Pradeep K.
2015 Mutual fund investment horizon and performanceLan, Chunhua; Moneta, Fabio; Wermers, Russ
2015 Tail risk in hedge funds: A unique view from portfolio holdingsAgarwal, Vikas; Ruenzi, Stefan; Weigert, Florian
2015 Volatility of aggregate volatility and hedge funds returnsAgarwal, Vikas; Arisoy, Y. Eser; Naik, Narayan Y.
2015 Managerial multitasking in the mutual fund industryAgarwal, Vikas; Ma, Linlin; Mullally, Kevin
2015 Outsourcing of mutual funds' non-core competenciesSorhage, Christoph
2015 Investor sentiment, flight-to-quality, and corporate bond comovementBethke, Sebastian; Gehde-Trapp, Monika; Kempf, Alexander
Collection's Items (Sorted by Year of Publication in Descending order): 1 to 20 of 224
Also listed in RePEc / EconPapers