Veröffentlichungen 2012
Russ Wermers, Tong Yao, Jane Zhao
Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings
DOI: 10.1093/rfs/hhs111
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published in: Review of Financial Studies, Vol. 25, 2012, pp. 3490-3529.
Camelia M. Kuhnen, Alexandra Niessen-Ruenzi
Public Opinion and Executive Compensation
DOI: 10.1287/mnsc.1110.1490
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published in: Management Science, Vol. 58, 2012, pp. 1249-1272.
Gjergji Cici
The Prevalence of the Disposition Effect in Mutual Funds´ Trades
DOI: 10.1017/S0022109012000348
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published in: Journal of Financial and Quantitative Analysis, Vol. 47, 2012, pp. 795-820.
Gjergji Cici, Scott Gibson
The Performance of Corporate-Bond Mutual Funds: Evidence Based on Security-Level Holdings
DOI: 10.1017/S0022109011000640
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published in: Journal of Financial and Quantitative Analysis, Vol. 47, 2012, pp. 159-178.
Vikas Agarwal, Juan-Pedro Gómez, Richard Priestley
Management Compensation and Market Timing under Portfolio Constraints
DOI: 10.1016/j.jedc.2012.05.006
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published in: Journal of Economic Dynamics and Control, Vol. 36, 2012, pp. 1600-1625.
Alexander Kempf, Olaf Korn, Marliese Uhrig-Homburg
The Term Structure of Illiquidity Premia
DOI: 10.1016/j.jbankfin.2011.12.003
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published in: Journal of Banking and Finance, Vol. 36, 2012, pp. 1381-1391.
Stephan Jank
Mutual fund flows, expected returns, and the real economy
DOI: 10.1016/j.jbankfin.2012.07.004
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published in: Journal of Banking and Finance, Vol. 36, 2012, pp. 3060-3070.
Marc Chesney, Alexander Kempf
The Value of Tradeability
DOI: 10.1007/s11147-012-9074-0
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published in: Review of Derivatives Research, Vol. 15, 2012, pp.193-216.
Sabine Artmann, Philipp Finter, Alexander Kempf
Determinants of Expected Stock Returns: Large Sample Evidence from the German Market
DOI: 10.1111/j.1468-5957.2012.02286.x
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published in: Journal of Business Finance and Accounting, Vol.39, 2012, pp. 758-784.
Joachim Grammig, Erik Theissen
Is BEST Really Better? Internalization of Orders in an Open Limit Order Book
DOI: 10.2139/ssrn.695842
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published in: Schmalenbach Business Review, Vol. 64, 2012, pp. 82-100.
Sabine Artmann, Philipp Finter, Alexander Kempf, Stefan Koch, Erik Theissen
The Cross-Section of German Stock Returns: New Data and New Evidence
DOI: 10.2139/ssrn.1652140
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published in: Schmalenbach Business Review, Vol. 64, 2012, pp. 20-43.
Nikolas Hautsch, Dieter Hess, Christoph Müller
Price Adjustment to News with Uncertain Precision
DOI: 10.1016/j.jimonfin.2011.11.013
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published in: Journal of International Money and Finance, Vol. 31, 2012, pp. 337-355.
Philipp Finter, Alexandra Niessen-Ruenzi, Stefan Ruenzi
The Impact of Investor Sentiment on the German Stock Market
DOI: 10.1007/s11573-011-0536-x
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published in: Zeitschrift für Betriebswirtschaft - ZfB, Vol. 82, 2012, pp. 133-163.
Kerstin Drachter, Alexander Kempf
Vergütung von Managern deutscher Aktienfonds: Höhe, Struktur, Determinanten und Anreizwirkungen
DOI: 10.1007/s11573-011-0530-3
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published in: Zeitschrift für Betriebswirtschaft - ZfB, Vol. 82, 2012, pp. 5-28.
Héléna Beltran-Lopez, Joachim Grammig, Albert J. Menkveld
Limit order books and trade informativeness
DOI: 10.1080/1351847X.2011.601651
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published in: European Journal of Finance, Vol. 18, 2012, pp. 737-759.
Erik Theissen
Price Discovery in Spot and Futures Markets: A Reconsideration
DOI: 10.1080/1351847X.2011.601643
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published in: European Journal of Finance, Vol. 18, 2012, pp. 969-987.
