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Universität zu Köln >
Centre for Financial Research (CFR), Universität Köln >
CFR Working Papers, Centre for Financial Research (CFR), Universität Köln
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Showing items 65-85 of 152.
| Date | Title |
Authors |
| 2010 | Determinants of expected stock returns: Large sample evidence from the German market | Artmann, Sabine / Finter, Philipp / Kempf, Alexander |
| 2010 | Fund manager allocation | Fang, Jieyan / Kempf, Alexander / Trapp, Monika |
| 2010 | Creative destruction and asset prices | Grammig, Joachim G. / Jank, Stephan |
| 2009 | Role of managerial incentives and discretion in hedge fund performance | Agarwal, Vikas / Daniel, Naveen D. / Naik, Narayan Y. |
| 2009 | Political connectedness and firm performance: Evidence from Germany | Niessen, Alexandra / Ruenzi, Stefan |
| 2009 | False discoveries in mutual fund performance: Measuring luck in estimated alphas | Barras, 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 uncertain | Korn, Olaf |
| 2009 | Operating performance changes associated with corporate mergers and the role of corporate governance | Carline, 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 returns | Grammig, Joachim / Schrimpf, Andreas |
| 2009 | The impact of iceberg orders in limit order books | Frey, Stefan / Sandås, Patrik |
| 2009 | Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE | Yadav, Pradeep K. / Bardong, Florian / Bartram, Söhnke M. |
| 2009 | Long-horizon consumption risk and the cross-section of returns: New tests and international evidence | Grammig, Joachim G. / Schrimpf, Andreas / Schuppli, Michael |
| 2009 | Cross-sectional analysis of risk-neutral skewness | Taylor, Stephen J. / Yadav, Pradeep K. / Zhang, Yuanyuan |
| 2009 | The performance of European equity mutual funds | Banegas, Ayelen / Gillen, Ben / Timmermann, Allan / Wermers, Russ |
| 2009 | The term structure of currency hedge ratios | Korn, Olaf / Koziol, Philipp |
| 2009 | Explaining the Bond-CDS Basis: The role of credit risk and liquidity | Bühler, 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 Fondsgesellschaft | Fang, Jieyan / Ruenzi, Stefan |
| 2009 | Price discovery in spot and futures markets: A reconsideration | Theissen, Erik |
| 2009 | Do higher-moment equity risks explain hedge fund returns? | Agarwal, Vikas / Bakshi, Gurdip / Huij, Joop |
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