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Working Paper 2021

21-11
Vikas Agarwal, Honglin Ren, Ke Shen, Haibei Zhao
Redemption in Kind and Mutual Fund Liquidity Management
Executive Summary | Download Papers (Vers. 12/2020)
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)
21-09
Vikas Agarwal, Brad Barber, Si Cheng, Allaudeen Hameed, Ayako Yasuda
Private Company Valuations by Mutual Funds
Executive Summary | Download Papers (Vers. 02/2021)
forthcoming in: Review of Finance
21-08
Turan G. Bali, Heiner Beckmeyer, Mathis Moerke, Florian Weigert
Option Return Predictability with Machine Learning and Big Data
Executive Summary | Download Papers (Vers. 08/2021)
21-07
Fousseni Chabi-Yo, Markus Huggenberger, Florian Weigert
Multivariate Crash Risk
Executive Summary | Download Papers (Vers. 05/2021)
published in: Journal of Financial Economics, Vol. 145, 2022, pp. 129-153.
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
21-05
Gjergji Cici, Pei (Alex) Zhang
On the Valuation Skills of Corporate Bond Mutual Funds
Executive Summary | Download Papers (Vers. 03/2021)
21-04
Vikas Agarwal, Paul Hanouna, Rabih Moussawi, Christof W. Stahel
Do ETFs Increase the Commonality in Liquidity of Underlying Stocks?
Executive Summary | Download Papers (Vers. 11/2018)
21-03
Mehmet Saglam, Tugkan Tuzun, Russ Wermers
Do ETFs Increase Liquidity?
Executive Summary | Download Papers (Vers. 09/2020)
21-02
Christian Andres, Dmitry Bazhutov, Douglas Cumming, Peter Limbach
Does Speculative News Hurt Productivity? Evidence from Takeover Rumors
Executive Summary | Download Papers (Vers. 12/2021)
21-01
Turan G. Bali, Florian Weigert
Hedge Funds and the Positive Idiosyncratic Volatility Effect
Executive Summary | Download Papers (Vers. 12/2020)

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