EconStor >
Universität zu Köln >
Centre for Financial Research (CFR), Universität Köln >

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

Collection home page

 
 
or browse     
 

Ordering With Most Recent First Show Oldest First

Showing items 92-112 of 179.

Previous page Next page
DateTitle Authors
2010 Determinants of expected stock returns: Large sample evidence from the German marketArtmann, Sabine / Finter, Philipp / Kempf, Alexander
2010 Fund manager allocationFang, Jieyan / Kempf, Alexander / Trapp, Monika
2010 Creative destruction and asset pricesGrammig, Joachim G. / Jank, Stephan
2009 Role of managerial incentives and discretion in hedge fund performanceAgarwal, Vikas / Daniel, Naveen D. / Naik, Narayan Y.
2009 Political connectedness and firm performance: Evidence from GermanyNiessen, Alexandra / Ruenzi, Stefan
2009 False discoveries in mutual fund performance: Measuring luck in estimated alphasBarras, Laurent / Scaillet, Olivier / Wermers, Russ
2009 Do hedge funds manage their reported returns?Agarwal, Vikas / Daniel, Naveen D. / Naik, Narayan Y.
2009 Hedging price risk when payment dates are uncertainKorn, Olaf
2009 Operating performance changes associated with corporate mergers and the role of corporate governanceCarline, Nicholas F. / Linn, Scott C. / Yadav, Pradeep K.
2009 Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returnsGrammig, Joachim / Schrimpf, Andreas
2009 The impact of iceberg orders in limit order booksFrey, Stefan / Sandås, Patrik
2009 Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSEYadav, Pradeep K. / Bardong, Florian / Bartram, Söhnke M.
2009 Long-horizon consumption risk and the cross-section of returns: New tests and international evidenceGrammig, Joachim G. / Schrimpf, Andreas / Schuppli, Michael
2009 Cross-sectional analysis of risk-neutral skewnessTaylor, Stephen J. / Yadav, Pradeep K. / Zhang, Yuanyuan
2009 The performance of European equity mutual fundsBanegas, Ayelen / Gillen, Ben / Timmermann, Allan / Wermers, Russ
2009 The term structure of currency hedge ratiosKorn, Olaf / Koziol, Philipp
2009 Explaining the Bond-CDS Basis: The role of credit risk and liquidityBühler, Wolfgang / Trapp, Monika
2009 Naked short selling: The emperor`s new clothes?Yadav, Pradeep K. / Fotak, Veljko / Raman, Vikas
2009 Rapid Trading bei deutschen Aktienfonds: Evidenz aus einer großen deutschen FondsgesellschaftFang, Jieyan / Ruenzi, Stefan
2009 Price discovery in spot and futures markets: A reconsiderationTheissen, Erik
2009 Do higher-moment equity risks explain hedge fund returns?Agarwal, Vikas / Bakshi, Gurdip / Huij, Joop
Previous page Next page