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Working Paper im Forschungsbereich Investorenverhalten

21-10
Nerissa C. Brown, W. Brooke Elliott, Russ Wermers, Roger M. White
News or noise: Mobile internet technology and stock market activity
Executive Summary | Download Papers (Vers. 12/2020)
21-07
Fousseni Chabi-Yo, Markus Huggenberger, Florian Weigert
Multivariate Crash Risk
Executive Summary | Download Papers (Vers. 05/2021)
forthcoming in: Journal of Financial Economics
21-06
Vikas Agarwal, Hadiye Aslan, Lixin Huang, Honglin Ren
Political Uncertainty and Household Stock Market Participation
Executive Summary | Download Papers (Vers. 06/2020)
forthcoming in: Journal of Financial and Quantitative Analysis
20-05
Peter Limbach, P. Raghavendra Rau, Henrik Schuermann
The Death of Trust Across the U.S. Finance Industry
Executive Summary | Download Papers (Vers. 11/2020)
19-01
André Betzer, Peter Limbach, P. Raghavendra Rau, Henrik Schuermann
Till death (or divorce) do us part: Early-life family disruption and investment behavior
Executive Summary | Download Papers (Vers. 01/2021)
published in: Journal of Banking and Finance, Vol. 124, 2021, 106057, pp. 1-21.
18-02
Marc Goergen, Simon Lesmeister, Peter Limbach
Trust and Shareholder Voting
Executive Summary | Download Papers (Vers. 01/2019)
18-01
Gjergji Cici, Mario Hendriock, Alexander Kempf
The Impact of Labor Mobility Restrictions on Managerial Actions: Evidence from the Mutual Fund Industry
Executive Summary | Download Papers (Vers. 03/2018)
published in: Journal of Banking and Finance, Vol. 122, 2021, 105994, pp. 1-20.
17-02
Stefan Jaspersen, Peter Limbach
Screening Discrimination in Financial Markets: Evidence from CEO-Fund Manager Dyads
Executive Summary | Download Papers (Vers. 11/2020)
16-12
André Betzer, Hye Seung Lee, Peter Limbach, Jesus M. Salas
Are Generalists Beneficial to Corporate Shareholders? Evidence from Exogenous Executive Turnovers
Executive Summary | Download Papers (Vers. 10/2018)
published in: Journal of Financial and Quantitative Analysis, Vol. 55, 2020, pp. 581-619.
16-01
Gjergji Cici, Scott Gibson, Claire Rosenfeld
Cross-Company Effects of Common Ownership: Dealings Between Borrowers and Lenders With a Common Blockholder
Executive Summary | Download Papers (Vers. 12/2015)
15-15
Stephan Jank, Esad Smajbegovic
Dissecting Short-Sale Performance: Evidence from Large Position Disclosures
Executive Summary | Download Papers (Vers. 10/2015)
15-14
Markus Doumet, Peter Limbach, Erik Theissen
Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil
Executive Summary | Download Papers (Vers. 09/2015)
published in: zfbf - Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung, Vol.68, 2016, pp. 253-277.
15-13
Ginka Borisova, Pradeep Yadav
Government ownership, informed trading, and private information
Executive Summary | Download Papers (Vers. 08/2015)
published in: Journal of Corporate Finance, Vol. 33, 2015, pp. 196-211.
15-11
Louis Ederington, Wei Guan, Pradeep Yadav
Dealer Spreads in the Corporate Bond Market: Agent vs. Market-Making Roles
Executive Summary | Download Papers (Vers. 08/2015)
15-08
Vikas Agarwal, T. Clifton Green, Honglin Ren
Alpha or Beta in the Eye of the Beholder: What Drives Hedge Fund Flows?
Executive Summary | Download Papers (Vers. 03/2017)
published in: Journal of Financial Economics, Vol. 127, 2018, pp. 417-434.
15-01
Markus Baltzer, Stephan Jank, Esad Smajlbegovic
Who trades on momentum?
Executive Summary | Download Papers (Vers. 01/2015)
published in: Journal of Financial Markets, Vol. 42, 2019, pp. 56-74.
13-09
Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi, Russ Wermers
Seasonal Asset Allocation: Evidence from Mutual Fund Flows
Executive Summary | Download Papers (Vers. 10/2013)
published in: Journal of Financial and Quantitative Analysis, Vol. 52, 2017, pp. 71-109.
13-02
Christian Andres, André Betzer, Markus Doumet, Erik Theissen
Open Market Share Repurchases in Germany: A Conditional Event Study Approach
Executive Summary | Download Papers (Vers. 02/2013)
published in: Abacus, Vol. 54, 2018, pp. 417-444.
12-09
Gjergji Cici, Alexander Kempf, Christoph Sorhage
Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flows
Executive Summary | Download Papers (Vers. 07/2015)
published in: Review of Finance, Vol. 21, 2017, pp. 637-665.
12-03
Christian Andres, André Betzer, Inga van den Bongard, Christian Haesner, Erik Theissen
The Information Content of Dividend Surprises: Evidence from Germany
Executive Summary | Download Papers (Vers. 06/2012)
published in: Journal of Business Finance and Accounting, Vol. 40, 2013, pp. 620-645.
11-15
Thomas Dimpfl, Stephan Jank
Can internet search queries help to predict stock market volatility?
Executive Summary | Download Papers (Vers. 10/2011)
published in: European Financial Management, Vol. 22, 2016, pp. 171-192.
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.
09-11
Stephen J. Taylor, Pradeep Yadav, Yuanyuan Zhang
Cross-sectional analysis of risk-neutral skewness
Executive Summary | Download Papers (Vers. 04/2009)
published in: Journal of Derivatives, Vol. 16, 2009, pp. 38-52.
09-10
Alexander Kempf, Christoph Merkle, Alexandra Niessen-Ruenzi
Low Risk and High Return - Affective Attitudes and Stock Market Expectations
Executive Summary | Download Papers (Vers. 06/2012)
published in: European Financial Management, Vol.20, 2014, pp. 995-1030.
09-09
Veljko Fotak, Vikas Raman, Pradeep Yadav
Fails-to-deliver, short selling, and market quality
Executive Summary | Download Papers (Vers. 05/2009)
published in: Journal of Financial Economics, Vol.114,2014, pp. 493-516.
09-04
Jieyan Fang, Stefan Ruenzi
Rapid Trading bei deutschen Aktienfonds: Evidenz aus einer großen deutschen Fondsgesellschaft
Executive Summary | Download Papers
published in: Zeitschrift für Betriebswirtschaft - ZfB, Vol. 80, 2010, pp. 883-920.
08-12
Ute Bonenkamp, Carsten Homburg, Alexander Kempf
Fundamental Information in Technical Trading Strategies
Executive Summary | Download Papers (Vers. 02/2009)
published in: Journal of Business Finance and Accounting, Vol. 38, 2011, pp. 842-860.
08-08
Alexander Pütz, Stefan Ruenzi
Overconfidence among Professional Investors: Evidence from Mutual Fund Managers
Executive Summary | Download Papers (Vers. 11/2010)
published in: Journal of Business Finance and Accounting, Vol. 38, 2011, pp. 684-712.
08-07
Peer Osthoff
What matters to SRI investors?
Executive Summary | Download Papers (Vers. 09/2008)
08-06
André Betzer, Erik Theissen
Sooner or Later: Delays in Trade Reporting by Corporate Insiders
Executive Summary | Download Papers (Vers. 08/2008)
published in: Journal of Business Finance and Accounting, Vol. 37, 2010, pp. 130-147.
08-05
Philipp Linge, Erik Theissen
Determinanten der Aktionärspräsenz auf Hauptversammlungen deutscher Aktiengesellschaften
Executive Summary | Download Papers (Vers. 04/2008)
07-16
Michaela Bär, Alexandra Niessen-Ruenzi, Stefan Ruenzi
The Impact of Work Group Diversity on Performance: Large Sample Evidence from the Mutual Fund Industry
Executive Summary | Download Papers (Vers. 09/2007)
07-12
Joachim Grammig, Erik Theissen, Oliver Wuensche
Time and Price Impact of a Trade: A Structural Approach
Executive Summary | Download Papers (Vers. 07/2007)
07-08
Nerissa C. Brown, Kelsey D. Wei, Russ Wermers
Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices
Executive Summary | Download Papers (Vers. 03/2007)
published in: Management Science, Vol. 60, 2014, pp. 1-20.
07-02
Alexander Kempf, Stefan Ruenzi, Tanja Thiele
Employment Risk, Compensation Incentives and Managerial Risk Taking - Evidence from the Mutual Fund Industry
Executive Summary | Download Papers (Vers. 05/2008)
published in: Journal of Financial Economics, Vol. 92, 2009, pp. 92-108.
07-01
Meike Hagemeister, Alexander Kempf
CAPM und erwartete Renditen: Eine Untersuchung auf Basis der Erwartung von Marktteilnehmern
Executive Summary | Download Papers
published in: DBW - Die Betriebswirtschaft, Vol. 70, 2010, pp. 145-164.
06-11
Stefan Ruenzi, Ulf von Lilienfeld-Toal
Why Managers Hold Shares of Their Firm: An Empirical Analysis
Executive Summary | Download Papers (Vers. 10/2006)
published in: Journal of Finance, Vol. 69, 2014, pp. 1013 - 1050.
06-07
Kerstin Drachter, Alexander Kempf, Michael Wagner
Decision Processes in German Mutual Fund Companies: Evidence from a Telephone Survey
Executive Summary | Download Papers
published in: International Journal of Managerial Finance, Vol. 3, 2007, pp. 49-69.
06-01
Alexandra Niessen-Ruenzi, Stefan Ruenzi
Sex Matters: Gender Bias in the Mutual Fund Industry
Executive Summary | Download Papers (Vers. 02/2007)
published in: Management Science, Vol. 65, 2019, pp. 3001–3025.
05-16
Erik Theissen
An Analysis of Private Investors´ Stock Market Return Forecasts
Executive Summary | Download Papers (Vers. 11/2005)
published in: Applied Financial Economics, Vol. 17, 2007, pp. 35-43.
05-11
Silke Ber, Alexander Kempf, Stefan Ruenzi
Determinanten der Mittelzuflüsse bei deutschen Aktienfonds
Executive Summary | Download Papers
published in: zfbf - Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung, Vol. 59, 2007, pp. 35-60.
05-08
Stefan Ruenzi
Mutual Fund Growth in Standard an Specialist Market Segments
Executive Summary | Download Papers (Vers. 04/2005)
published in: Financial Markets and Portfolio Management, Vol. 19, 2005, pp. 153-167.
05-07
Alexander Kempf, Stefan Ruenzi
Status Quo Bias and the Number of Alternatives - An Empirical Illustration from the Mutual Fund Industry
Executive Summary | Download Papers (Vers. 03/2005)
published in: Journal of Behavioral Finance, Vol. 7, 2006, pp. 204-213.
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.
04-05
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.

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