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

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Showing items 1-21 of 200.

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DateTitle Authors
2015 CEO fitness and firm valueLimbach, Peter / Sonnenburg, Florian
2015 Volatility of aggregate volatility and hedge funds returnsAgarwal, Vikas / Arisoy, Y. Eser / Naik, Narayan Y.
2015 Resiliency: A dynamic view of liquidityKempf, Alexander / Mayston, Daniel / Gehde-Trapp, Monika / Yadav, Pradeep K.
2015 Speed of information diffusion within fund familiesCici, Gjergji / Jaspersen, Stefan / Kempf, Alexander
2015 Who trades on momentum?Baltzer, Markus / Jank, Stephan / Smajlbegovic, Esad
2014 Investor sentiment, flight-to-quality, and corporate bond comovementBethke, Sebastian / Gehde-Trapp, Monika / Kempf, Alexander
2014 CEO fitness and firm valueLimbach, Peter / Sonnenburg, Florian
2014 Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flowsCici, Gjergji / Kempf, Alexander / Sorhage, Christoph
2014 Trading efficiency of fund families: Impact on fund performance and investment behaviorCici, Gjergji / Dahm, Laura K. / Kempf, Alexander
2014 What they did in their previous life: The investment value of mutual fund managers' experience outside the financial sectorCici, Gjergji / Gehde-Trapp, Monika / Göricke, Marc-André / Kempf, Alexander
2014 Outsourcing of mutual funds' non-core competenciesSorhage, Christoph
2014 Under one roof: A study of simultaneously managed hedge funds and funds of hedge fundsAgarwal, Vikas / Lu, Yan / Ray, Sugata
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.
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