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

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 234
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 How to hedge if the payment date is uncertain?Korn, Olaf; Merz, Alexander
2016 Interfund lending in mutual fund families: Role of internal capital marketsAgarwal, Vikas; Zhao, Haibei
2016 Market power in the portfolio: Product market competition and mutual fund performanceJaspersen, Stefan
2016 Spoilt for choice: Order routing decisions in fragmented equity marketsGomber, Peter; Sagade, Satchit; Theissen, Erik; Weber, Moritz Christian; Westheide, Christian
2016 Stock Illiquidity, option prices, and option returnsKanne, Stefan; Korn, Olaf; Uhrig-Homburg, Marliese
2016 Call of duty: Designated market maker participation in call auctionsTheissen, Erik; Westheide, Christian
2016 Hedging with regretKorn, Olaf; Rieger, Marc Oliver
2015 Low-beta investment strategiesKorn, Olaf; Kuntz, Laura-Chloé
2015 Funding liquidity risk of funds of hedge funds: Evidence from their holdingsAgarwal, Vikas; Aragon, George O.; Shi, Zhen
2015 Dealer spreads in the corporate bond market: Agent vs. market-making rolesEderington, Louis; Guan, Wei; Yadav, Pradeep K.
2015 The pricing of different dimensions of liquidity: Evidence from government guaranteed bank bondsBlack, Jeffrey R.; Stock, Duane; Yadav, Pradeep K.
2015 Government ownership, informed trading, and private informationBorisova, Ginka; Yadav, Pradeep K.
2015 Mutual fund investment horizon and performanceLan, Chunhua; Moneta, Fabio; Wermers, Russ
2015 Tail risk in hedge funds: A unique view from portfolio holdingsAgarwal, Vikas; Ruenzi, Stefan; Weigert, Florian
2015 Volatility of aggregate volatility and hedge funds returnsAgarwal, Vikas; Arisoy, Y. Eser; Naik, Narayan Y.
2015 Managerial multitasking in the mutual fund industryAgarwal, Vikas; Ma, Linlin; Mullally, Kevin
2015 Outsourcing of mutual funds' non-core competenciesSorhage, Christoph
2015 Investor sentiment, flight-to-quality, and corporate bond comovementBethke, Sebastian; Gehde-Trapp, Monika; Kempf, Alexander
2015 Do financial advisors provide tangible benefits for investors? Evidence from tax-motivated mutual fund flowsCici, Gjergji; Kempf, Alexander; Sorhage, Christoph
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 234
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