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 50
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.
2014 Mandatory portfolio disclosure, stock liquidity, and mutual fund performanceAgarwal, Vikas; Mullally, Kevin Andrew; Tang, Yuehua; Yang, Baozhong
2014 Dividend taxation and DAX futures pricesFink, Christopher; Theissen, Erik
2014 CEO fitness and firm valueLimbach, Peter; Sonnenburg, Florian
2014 Trading efficiency of fund families: Impact on fund performance and investment behaviorCici, Gjergji; Dahm, Laura K.; Kempf, Alexander
2014 Portfolio optimization using forward-looking informationKempf, Alexander; Korn, Olaf; Saßning, Sven
2014 Forward-looking measures of higher-order dependencies with an application to portfolio selectionBrinkmann, Felix; Kempf, Alexander; Korn, Olaf
2014 Illiquidity transmission from spot to futures marketsKorn, Olaf; Krischak, Paolo; Theissen, Erik
2013 Mandatory portfolio disclosure, stock liquidity, and mutual fund performanceAgarwal, Vikas; Mullally, Kevin; Tang, Yuehua; Yang, Baozhong
2013 A heterogeneous agents equilibrium model for the term structure of bond market liquiditySchuster, Philipp; Trapp, Monika; Uhrig-Homburg, Marliese
2013 A heterogeneous agents equilibrium model for the term structure of bond market liquiditySchuster, Philipp; Trapp, Monika; Uhrig-Homburg, Marliese
2013 Open market share repurchases in Germany: A conditional event study approachAndres, Christian; Betzer, André; Doumet, Markus; Theissen, Erik
Collection's Items (Sorted by Year of Publication in Descending order): 1 to 20 of 50
Browse
RePEc
Also listed in RePEc / EconPapers