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

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 235
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 Interfund lending in mutual fund families: Role of internal capital marketsAgarwal, Vikas; Zhao, Haibei
2016 How to hedge if the payment date is uncertain?Korn, Olaf; Merz, Alexander
2016 Market power in the portfolio: Product market competition and mutual fund performanceJaspersen, Stefan
2016 Hedging with regretKorn, Olaf; Rieger, Marc Oliver
2016 Stock Illiquidity, option prices, and option returnsKanne, Stefan; Korn, Olaf; Uhrig-Homburg, Marliese
2016 Spoilt for choice: Order routing decisions in fragmented equity marketsGomber, Peter; Sagade, Satchit; Theissen, Erik; Weber, Moritz Christian; Westheide, Christian
2016 Call of duty: Designated market maker participation in call auctionsTheissen, Erik; Westheide, Christian
2016 Low-beta investment strategiesKorn, Olaf; Kuntz, Laura-Chloé
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 Cross-company effects of common ownership: Dealings between borrowers and lenders with a common blockholderCici, Gjergji; Gibson, Scott; Rosenfeld, Claire
2015 Interfund lending in mutual fund families: Role of internal capital marketsAgarwal, Vikas; Zhao, Haibei
2015 Dissecting short-sale performance: Evidence from large position disclosuresJank, Stephan; Smajlbegovic, Esad
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 Milk or wine: Mutual funds' (dis)economies of lifeDahm, Laura K.; Sorhage, Christoph
2015 Mutual fund investment horizon and performanceLan, Chunhua; Moneta, Fabio; Wermers, Russ
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 235
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