CFR News 2020
15.12.2020CFR Working Paper Accepted for Publication
The
CFR Working Paper No. 20-14 "Are hedge funds’ charitable donations strategic?" by
Vikas Agarwal, Yan Lu and Sugata Ray has been accepted for publication in the Journal of Corporate Finance.
07.12.2020Deutschlandstipendium
The Fördergesellschaft Finanzmarktforschung e.V. financially supports five students in the field of finance at the University of Cologne as part of the "Deutschlandstipendium" -->
Certificate.
30.11.2020
Personalia
We congratulate the member of our CFR Research Team, Mario Hendriock, for obtaining his Doctorate. Mario Hendriock has written his thesis on "Performance in Active Asset Management“.
30.10.2020CFR Working Paper Accepted for Publication
The
CFR Working Paper No. 18-01 "The Impact of Labor Mobility Restrictions on Managerial Actions: Evidence from the Mutual Fund Industry" by
Gjergji Cici, Mario Hendriock und
Alexander Kempf has been accepted for publication in the Journal of Banking and Finance.
21.10.2020CFR Working Paper Accepted for Publication
The
CFR Working Paper No. 18-06 "On the Choice of CEO Duality: Evidence from a Mandatory Disclosure Rule" by Marc Goergen,
Peter Limbach and Meik Scholz-Daneshgari has been accepted for publication in the Journal of Corporate Finance.
15.10.2020CFR Working Paper Accepted for Publication
The
CFR Working Paper No. 20-08 "Why Do Mutual Funds Hold Lottery Stocks?" by
Vikas Agarwal, Lei Jiang and Quan Wen has been accepted for publication in the Journal of Financial and Quantitative Analysis.
28.08.2020CFR Working Paper Accepted for Publication
The
CFR Working Paper No. 19-04 "Drawdown Measures: Are They All the Same?" by
Olaf Korn, Philipp M. Möller and Christian Schwehm has been accepted for publication in the Journal of Portfolio Management.
27.08.2020CFR Working Paper Accepted for Publication
The
CFR Working Paper No. 20-06 "Factor Exposure Variation and Mutual Fund Performance" by Manuel Ammann, Sebastian Fischer and
Florian Weigert has been accepted for publication in the Financial Analysts Journal.
18.08.2020CFR Working Paper Accepted for Publication
The
CFR Working Paper No. 14-06 "Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach" by Jantje Sönksen and
Joachim Grammig has been accepted for publication in the Journal of Econometrics.
06.07.2020CFR Working Paper Accepted for Publication
The
CFR Working Paper No. 19-03 "#MeToo Meets the Mutual Fund Industry: Productivity Effects of Sexual Harassment" by
Gjergji Cici, Mario Hendriock, Stefan Jaspersen und
Alexander Kempf has been accepted for publication in Finance Research Letters .
26.06.2020CFR Working Paper Accepted for Publication
The
CFR Working Paper No. 20-02 "Finanzwirtschaftliche Anwendungen der Blockchain-Technologie" by Philipp Schuster,
Erik Theissen and Marliese Uhrig-Homburg has been accepted for publication in the zfbf - Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung.
25.06.2020CFR Working Paper Accepted for Publication
The
CFR Working Paper No. 18-03 "Underpricing in the Euro Area Corporate Bond Market: New Evidence from Post-Crisis Regulation and Quantitative Easing" by Tobias Rischen and
Erik Theissen has been accepted for publication in the Journal of Financial Intermediation.
27.05.2020CFR Working Paper Accepted for Publication
The
CFR Working Paper No. 20-03 "Regulatory Stress Testing and Bank Performance" by Lukas Ahnert, Pascal Vogt, Volker Vonhoff and
Florian Weigert has been accepted for publication in the European Financial Management.
15.04.2020CFR Working Paper Accepted for Publication
The
CFR Working Paper No. 20-01 "Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications" by Stefan Ruenzi, Michael Ungeheuer, and
Florian Weigert has been accepted for publication in the Journal of Banking and Finance.
24.03.2020CFR Working Paper Accepted for Publication
The
CFR Working Paper No. 16-05 "Call of duty: Designated market maker participation in call auctions" by
Erik Theissen and Christian Westheide has been accepted for publication in the Journal of Financial Markets.
12.02.2020CFR Working Paper accepted for presentation at the Annual Meeting of the Western Finance AssociationThe
CFR Working Paper No. 19-01 "Till death (or divorce) do us part: Early-life family disruption and investment behavior" by André Betzer,
Peter Limbach, P. Raghavendra Rau, and Henrik Schuermann was accepted for presentation at the Western Finance Association (WFA) meeting in San Francisco, USA. We are very happy about this success!
10.02.2020New Member of the CFR Research TeamWe are proud to welcome
Florian Weigert at the CFR.
Florian Weigert is full Professor of Financial Risk Management at the University of Neuchâtel (Switzerland).
01.02.2020New Member of the CFR Research TeamWe are proud to welcome
Tom Zimmermann at the CFR.
Tom Zimmermann is an assistant professor for Applied Econometrics at the University of Cologne.
Responsible for content in the sense of § 18 para. 2 MStV:
Dr. Alexander Pütz
Centre for Financial Research (CFR)
Albertus-Magnus-Platz
50923 Köln
puetz@cfr-cologne.de