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Working Paper 2020

20-14
Vikas Agarwal, Yan Lu, Sugata Ray
Are hedge funds’ charitable donations strategic?
Executive Summary | Download Papers (Vers. 12/2020)
published in: Journal of Corporate Finance, Vol. 66, 2021, 101842, pp. 1-64.
20-13
Murali Jagannathan, Wei Jiao, Russ Wermers
International Characteristic-Based Asset Pricing
Executive Summary | Download Papers (Vers. 02/2021)
20-12
Erik Theissen, Lukas Zimmermann
Do Contented Customers Make Shareholders Wealthy? - Implications of Intangibles for Security Pricing
Executive Summary | Download Papers (Vers. 11/2020)
20-11
Mario Hendriock
Implied Cost of Capital and Mutual Fund Performance
Executive Summary | Download Papers (Vers. 11/2020)
20-10
Josef Fink, Stefan Palan, Erik Theissen
Earnings Autocorrelation and the Post-Earnings-Announcement Drift – Experimental Evidence
Executive Summary | Download Papers (Vers. 10/2020)
20-09
Erik Theissen, Can Yilanci
Momentum? What Momentum?
Executive Summary | Download Papers (Vers. 10/2020)
20-08
Vikas Agarwal, Lei Jiang, Quan Wen
Why Do Mutual Funds Hold Lottery Stocks?
Executive Summary | Download Papers (Vers. 10/2020)
published in: Journal of Financial and Quantitative Analysis, Vol. 57, 2022, pp. 825-856.
20-07
Vikas Agarwal, Stefan Ruenzi, Florian Weigert
Unobserved Performance of Hedge Funds
Executive Summary | Download Papers (Vers. 04/2020)
20-06
Manuel Ammann, Sebastian Fischer, Florian Weigert
Factor Exposure Variation and Mutual Fund Performance
Executive Summary | Download Papers (Vers. 08/2020)
published in: Financial Analysts Journal, Vol. 76, 2020, pp. 101-118.
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)
20-04
Andrew Y. Chen, Tom Zimmermann
Open Source Cross-Sectional Asset Pricing
Executive Summary | Download Papers (Vers. 05/2020)
forthcoming in: Critical Finance Review
20-03
Lukas Ahnert, Pascal Vogt, Volker Vonhoff, Florian Weigert
Regulatory Stress Testing and Bank Performance
Executive Summary | Download Papers (Vers. 04/2020)
published in: European Financial Management, Vol.26, 2020, pp. 1449-1488.
20-02
Philipp Schuster, Erik Theissen, Marliese Uhrig-Homburg
Finanzwirtschaftliche Anwendungen der Blockchain-Technologie
Executive Summary | Download Papers (Vers. 03/2020)
published in: zfbf - Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung, Vol. 72, 2020, pp. 125-147.
20-01
Stefan Ruenzi, Michael Ungeheuer, Florian Weigert
Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications
Executive Summary | Download Papers (Vers. 01/2020)
published in: Journal of Banking and Finance, Vol. 115, 2020, 105809

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