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

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 186
Year of PublicationTitleAuthor(s)
2017 Explaining and benchmarking corporate bond returnsCici, Gjergji; Gibson, Scott; Moussawi, Rabih
2017 Alpha or beta in the eye of the beholder: What drives hedge fund flows?Agarwal, Vikas; Green, Tracy Clifton; Ren, Honglin
2017 Low-beta strategiesKorn, Olaf; Kuntz, Laura-Chloé
2017 A two-step indirect inference approach to estimate the long-run risk asset pricing modelGrammig, Joachim; Küchlin, Eva-Maria
2017 Knowing Me, Knowing You? Similarity to the CEO and Fund Managers’ Investment DecisionsJaspersen, Stefan; Limbach, Peter
2017 Illiquidity transmission from spot to futures marketsKorn, Olaf; Krischak, Paolo; Theissen, Erik
2017 Mutual fund transparency and corporate myopiaAgarwal, Vikas; Vashishtha, Rahul; Venkatachalam, Mohan
2017 Call of duty: Designated market maker participation in call auctionsTheissen, Erik; Westheide, Christian
2016 Do generalists profit from the fund families' specialists? Evidence from mutual fund families offering sector fundsGöricke, Marc-André
2016 Spoilt for choice: Order routing decisions in fragmented equity marketsGomber, Peter; Sagade, Satchit; Theissen, Erik; Weber, Moritz Christian; Westheide, Christian
2016 Hedging with regretKorn, Olaf; Rieger, Marc Oliver
2016 Stock Illiquidity, option prices, and option returnsKanne, Stefan; Korn, Olaf; Uhrig-Homburg, Marliese
2016 Market power in the portfolio: Product market competition and mutual fund performanceJaspersen, Stefan
2016 Are generalists beneficial to corporate shareholders? Evidence from sudden deathsBetzer, André; Ibel, Maximilian; Lee, Hye Seung; Limbach, Peter; Salas, Jesus M.
2016 Do CEOs matter? Corporate performance and the CEO life cycleLimbach, Peter; Schmid, Markus M.; Scholz-Daneshgari, Meik
2016 Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior?Andreu, Laura; Pütz, Alexander
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
2015 Dissecting short-sale performance: Evidence from large position disclosuresJank, Stephan; Smajlbegovic, Esad
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 186
Browse
RePEc
Also listed in RePEc / EconPapers