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Working Paper 2004

04-10
Nikolaus Hautsch, Dieter Hess
Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery
Executive Summary | Download Papers (Vers. 09/2004)
published in: Journal of Financial and Quantitative Analysis, Vol. 42, 2007, pp. 189-208.
04-09
Alexander Kempf, Klaus Kreuzberg
Portfolio Disclosure, Portfolio Selection and Mutual Fund Performance Evaluation
Executive Summary | Download Papers (Vers. 05/2004)
04-08
Nicholas Carline, Scott C. Linn, Pradeep Yadav
Operating performance changes associated with corporate mergers and the role of corporate governance
Executive Summary | Download Papers (Vers. 03/2009)
published in: Journal of Banking and Finance, Vol. 33, 2009, pp. 1829-1841.
04-07
John J. Merrick, Jr., Narayan Y. Naik, Pradeep Yadav
Strategic Trading Behavior and Price Distortion in a Manipulated Market: Anatomy of a Squeeze
Executive Summary | Download Papers
published in: Journal of Financial Economics, Vol. 77, 2005, pp. 171-218.
04-06
Narayan Y. Naik, Pradeep Yadav
Trading Costs of Public Investors with Obligatory and Voluntary Market-Making: Evidence from Market Reforms
Executive Summary | Download Papers (Vers. 04/2004)
04-05
Alexander Kempf, Stefan Ruenzi
Family Matters: Ranking within Fund Families and Fund Inflows
Executive Summary | Download Papers (Vers. 04/2007)
published in: Journal of Business Finance and Accounting, Vol. 35, 2008, pp. 177-199.
04-04
Vikas Agarwal, Naveen D. Daniel, Narayan Y. Naik
Role of managerial incentives and discretion in hedge fund performance
Executive Summary | Download Papers (Vers. 11/2009)
published in: Journal of Finance, Vol. 64, 2009, pp. 2221–2256.
04-03
Vikas Agarwal, William H. Fung, Yee Cheng Loon, Narayan Y. Naik
Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market
Executive Summary | Download Papers (Vers. 02/2009)
published in: Journal of Empirical Finance, Vol. 18, 2011, pp. 175-194.
04-02
Alexander Kempf, Stefan Ruenzi
Tournaments in Mutual Fund Families
Executive Summary | Download Papers (Vers. 10/2004)
published in: Review of Financial Studies, Vol. 21, 2008, pp. 1013-1036.
04-01
Ibrahim Chowdhury, Mathias Hoffmann, Andreas Schabert
Inflation Dynamics and the Cost Channel of Monetary Transmission
Executive Summary | Download Papers (Vers. 09/2004)
published in: European Economic Review, Vol. 50, 2006, pp. 995-1016.

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