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Working Paper 2010

10-20
Gjergji Cici, Scott Gibson, John J. Merrick, Jr.
Missing the Marks? Dispersion in Corporate Bond Valuations Across Mutual Funds
Executive Summary | Download Papers (Vers. 12/2010)
published in: Journal of Financial Economics, Vol. 101, 2011, pp. 206-226.
10-19
Jördis Hengelbrock, Erik Theissen, Christian Westheide
Market Response to Investor Sentiment
Executive Summary | Download Papers (Vers. 12/2010)
published in: Journal of Business Finance and Accounting, Vol. 40, 2013, pp. 901-917.
10-18
Gjergji Cici, Scott Gibson
The Performance of Corporate-Bond Mutual Funds: Evidence Based on Security-Level Holdings
Executive Summary | Download Papers (Vers. 11/2010)
published in: Journal of Financial and Quantitative Analysis, Vol. 47, 2012, pp. 159-178.
10-17
Dieter Hess, Daniel Kreutzmann, Oliver Pucker
Projected Earnings Accuracy and the Profitability of Stock Recommendations
Executive Summary | Download Papers (Vers. 02/2011)
10-16
Stephan Jank, Michael Wedow
Sturm und Drang in Money Market Funds: When Money Market Funds Cease to Be Narrow
Executive Summary | Download Papers (Vers. 09/2010)
published in: Journal of Financial Stability , Vol. 16, 2015, pp. 59-70.
10-15
Gjergji Cici, Alexander Kempf, Alexander Pütz
The Valuation of Hedge Funds’ Equity Positions
Executive Summary | Download Papers (Vers. 05/2013)
published in: Journal of Financial and Quantitative Analysis, Vol 51, 2016, pp. 1013-1037.
10-14
Joachim Grammig, Stephan Jank
Creative Destruction and Asset Prices
Executive Summary | Download Papers (Vers. 08/2010)
published in: Journal of Financial and Quantitative Analysis, Vol. 51, 2016, pp. 1739-1768.
10-13
Stephan Jank, Michael Wedow
Purchase and Redemption Decisions of Mutual Fund Investors and the Role of Fund Families
Executive Summary | Download Papers (Vers. 07/2010)
published in: European Journal of Finance, Vol. 19, 2013, pp. 127-144.
10-12
Sabine Artmann, Philipp Finter, Alexander Kempf, Stefan Koch, Erik Theissen
The Cross-Section of German Stock Returns: New Data and New Evidence
Executive Summary | Download Paper (externer Link)
published in: Schmalenbach Business Review, Vol. 64, 2012, pp. 20-43.
10-11
Marc Chesney, Alexander Kempf
The Value of Tradeability
Executive Summary | Download Papers (Vers. 07/2011)
published in: Review of Derivatives Research, Vol. 15, 2012, pp.193-216.
10-10
Stefan Frey, Patrick Herbst
The Influence of Buy-Side Analysts on Mutual Fund Trading
Executive Summary | Download Papers (Vers. 06/2010)
published in: Journal of Banking and Finance, Vol. 49, 2014, pp. 442-458.
10-09
Vikas Agarwal, Wei Jiang, Yuehua Tang, Baozhong Yang
Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
Executive Summary | Download Papers (Vers. 05/2011)
published in: Journal of Finance, Vol. 68, 2013, pp. 739-783.
10-08
Vikas Agarwal, Vyacheslav Fos, Wei Jiang
Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings
Executive Summary | Download Papers (Vers. 07/2012)
published in: Management Science, Vol. 59, 2013, pp. 1271-1289.
10-07
Vikas Agarwal, Gurdip Bakshi, Joop Huij
Do Higher-Moment Equity Risks Explain Hedge Fund Returns?
Executive Summary | Download Papers (Vers. 08/2009)
10-06
Joachim Grammig, Franziska J. Peter
Tell-Tale Tails: A data driven approach to estimate unique market information shares
Executive Summary | Download Papers (Vers. 03/2010)
published in: Journal of Financial and Quantitative Analysis, Vol. 48, 2013, pp. 459-488.
10-05
Kerstin Drachter, Alexander Kempf
Vergütung von Managern deutscher Aktienfonds: Höhe, Struktur, Determinanten und Anreizwirkungen
Executive Summary | Download Paper (externer Link)
published in: Zeitschrift für Betriebswirtschaft - ZfB, Vol. 82, 2012, pp. 5-28.
10-04
Jieyan Fang, M. Gehde-Trapp, Alexander Kempf
Fund Manager Allocation
Executive Summary | Download Papers (Vers. 06/2012)
published in: Journal of Financial Economics, Vol. 111, 2014, pp. 661-674.
10-03
Philipp Finter, Alexandra Niessen-Ruenzi, Stefan Ruenzi
The Impact of Investor Sentiment on the German Stock Market
Executive Summary | Download Paper (externer Link)
published in: Zeitschrift für Betriebswirtschaft - ZfB, Vol. 82, 2012, pp. 133-163.
10-02
David Hunter, Eugene Kandel, Shmuel Kandel, Russ Wermers
Mutual Fund Performance Evaluation with Active Peer Benchmarks
Executive Summary | Download Papers (Vers. 08/2013)
published in: Journal of Financial Economics, Vol. 112, 2014, pp. 1-29.
10-01
Sabine Artmann, Philipp Finter, Alexander Kempf
Determinants of Expected Stock Returns: Large Sample Evidence from the German Market
Executive Summary | Download Papers (Vers. 07/2011)
published in: Journal of Business Finance and Accounting, Vol.39, 2012, pp. 758-784.

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