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Veröffentlichungen im Forschungsbereich Investmentfonds


Lawrence Schmidt, Allan Timmermann, Russ Wermers
Runs on Money Market Mutual Funds
DOI: 10.1257/aer.20140678
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published in: American Economic Review, Vol. 106, 2016, pp. 2625-57.

Vikas Agarwal, Kevin Mullally, Yuehua Tang, Baozhong Yang
Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance
DOI: 10.1111/jofi.12245
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published in: Journal of Finance, Vol. 70, 2015, pp. 2733–2776.

Vikas Agarwal, Wei Jiang, Yuehua Tang, Baozhong Yang
Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
DOI: 10.1111/jofi.12012
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published in: Journal of Finance, Vol. 68, 2013, pp. 739-783.

Vikas Agarwal, Naveen D. Daniel, Narayan Y. Naik
Role of managerial incentives and discretion in hedge fund performance
DOI: 10.1111/j.1540-6261.2009.01499.x
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published in: Journal of Finance, Vol. 64, 2009, pp. 2221–2256.

Robert Kosowski, Allan Timmermann, Russ Wermers, Hal White
Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis
DOI: 10.1111/j.1540-6261.2006.01015.x
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published in: Journal of Finance, Vol. 61, 2006, pp. 2551-2596.

Laurent Barras, Olivier Scaillet, Russ Wermers
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
DOI: 10.1111/j.1540-6261.2009.01527.x
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published in: Journal of Finance, Vol. 65, 2010, pp. 179-216.

Russ Wermers, Youchang Wu, Josef Zechner
Governance and Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds
DOI: 10.1093/rfs/hhw065
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published in: Review of Financial Studies, Vol. 29, 2016, pp. 3428-3470

Alexander Kempf, Stefan Ruenzi
Tournaments in Mutual Fund Families
DOI: 10.1093/rfs/hhm057
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published in: Review of Financial Studies, Vol. 21, 2008, pp. 1013-1036.

Gjergji Cici, M. Gehde-Trapp, Marc-André Göricke, Alexander Kempf
The Investment Value of Mutual Fund Managers’ Experience outside the Financial Sector
DOI: https://doi.org/10.1093/rfs/hhy019
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published in: Review of Financial Studies, Vol. 31, 2018, pp. 3821-3853.

Vikas Agarwal, Honglin Ren, Ke Shen, Haibei Zhao
Redemption in Kind and Mutual Fund Liquidity Management
DOI: https://doi.org/10.1093/rfs/hhac080
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published in: Review of Financial Studies, Vol. 36, 2023, pp. 2274-2318.

Vikas Agarwal, Naveen D. Daniel, Narayan Y. Naik
Do hedge funds manage their reported returns?
DOI: 10.1093/rfs/hhr058
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published in: Review of Financial Studies, Vol. 24, 2011, pp. 3281-3320.

Vikas Agarwal, Haibei Zhao
Interfund lending in mutual fund families: Role in liquidity management
DOI: https://doi.org/10.1093/rfs/hhz002
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published in: Review of Financial Studies, Vol. 32, 2019, pp. 4079–4115.

Vikas Agarwal, Gerald D. Gay, Leng Ling
Window dressing in mutual funds
DOI: 10.1093/rfs/hhu045
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published in: Review of Financial Studies, Vol. 27, 2014, pp. 3133-3170.

Vikas Agarwal, Rahul Vashishtha, Mohan Venkatachalam
Mutual Fund Transparency and Corporate Myopia
DOI: https://doi.org/10.1093/rfs/hhx125
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published in: Review of Financial Studies, Vol. 31, 2018, pp. 1966–2003.

Jieyan Fang, M. Gehde-Trapp, Alexander Kempf
Fund Manager Allocation
DOI: 10.1016/j.jfineco.2013.11.003
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published in: Journal of Financial Economics, Vol. 111, 2014, pp. 661-674.

Doron Avramov, Russ Wermers
Investing in Mutual Funds when Returns are Predictable
DOI: 10.1111/j.1540-6261.2006.01015.x
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published in: Journal of Financial Economics, Vol. 81, 2006, pp. 339-377.

Gjergji Cici, Scott Gibson, John J. Merrick, Jr.
Missing the Marks? Dispersion in Corporate Bond Valuations Across Mutual Funds
DOI: 10.1016/j.jfineco.2011.02.001
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published in: Journal of Financial Economics, Vol. 101, 2011, pp. 206-226.

Vikas Agarwal, Y. Eser Arisoy, Narayan Y. Naik
Volatility of Aggregate Volatility and Hedge Funds Returns
DOI: https://doi.org/10.1016/j.jfineco.2017.06.015
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published in: Journal of Financial Economics, Vol. 125, 2017, pp. 491-510.

Vikas Agarwal, Stefan Ruenzi, Florian Weigert
Tail risk in hedge funds: A unique view from portfolio holdings
DOI: https://doi.org/10.1016/j.jfineco.2017.06.006
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published in: Journal of Financial Economics, Vol. 125, 2017, pp. 610-636.

David Blake, Alberto G. Rossi, Allan Timmermann, Ian Tonks, Russ Wermers
Network Centrality and Pension Fund Performance
DOI: https://doi.org/10.1016/j.jfineco.2018.02.003
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published in: Journal of Financial Economics, Vol. 128, 2018, pp. 183-206.

Ayelen Banegas, Benjamin Gillen, Allan Timmermann, Russ Wermers
The Cross-section of Conditional Mutual Fund Performance in European Stock Markets
DOI: http://dx.doi.org/10.1016/j.jfineco.2013.01.008
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published in: Journal of Financial Economics, Vol. 108, 2013, pp. 699-726.

David Hunter, Eugene Kandel, Shmuel Kandel, Russ Wermers
Mutual Fund Performance Evaluation with Active Peer Benchmarks
DOI: 10.2469/dig.v44.n6.12
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published in: Journal of Financial Economics, Vol. 112, 2014, pp. 1-29.

Vikas Agarwal, Vyacheslav Fos, Wei Jiang
Inferring Reporting-Related Biases in Hedge Fund Databases from Hedge Fund Equity Holdings
DOI: 10.1287/mnsc.1120.1647
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published in: Management Science, Vol. 59, 2013, pp. 1271-1289.

Vikas Agarwal, Yan Lu, Sugata Ray
Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds
DOI: 10.1287/mnsc.2014.2126
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published in: Management Science, Vol. 62, 2016, pp. 722-740.

Vikas Agarwal, Lei Jiang, Quan Wen
Why Do Mutual Funds Hold Lottery Stocks?
DOI: https://doi.org/10.1017/S0022109021000211
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published in: Journal of Financial and Quantitative Analysis, Vol. 57, 2022, pp. 825-856.

Gjergji Cici, Alexander Kempf, Alexander Pütz
The Valuation of Hedge Funds’ Equity Positions
DOI: 10.1017/S0022109016000351
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published in: Journal of Financial and Quantitative Analysis, Vol 51, 2016, pp. 1013-1037.

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, Nicole M. Boyson, Narayan Y. Naik
Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds
DOI: 10.1017/S0022109009090188
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published in: Journal of Financial and Quantitative Analysis, Vol. 44, 2009, pp. 273-305.

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.

Vikas Agarwal, George Aragon, Zhen Shi
Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds
DOI: https://doi.org/10.1017/S0022109018001369
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published in: Journal of Financial and Quantitative Analysis, Vol. 54, 2019, pp. 2355-2381.

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.

Vikas Agarwal, Brad Barber, Si Cheng, Allaudeen Hameed, Ayako Yasuda
Private Company Valuations by Mutual Funds
DOI: https://doi.org/10.1093/rof/rfac037
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published in: Review of Finance, Vol. 27, 2023, pp. 693-738.

Michaela Bär, Alexander Kempf, Stefan Ruenzi
Is a Team Different From the Sum of Its Parts? Evidence from Mutual Fund Managers
DOI: 10.1093/rof/rfq014
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published in: Review of Finance, Vol. 15, 2011, pp. 359-396.

Gjergji Cici, Stefan Jaspersen, Alexander Kempf
Speed of Information Diffusion within Fund Families
DOI: https://doi.org/10.1093/rapstu/raw007
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published in: Review of Asset Pricing Studies, Vol. 7, 2017, pp. 144-170.

Gjergji Cici, Laura Dahm, Alexander Kempf
Trading Efficiency of Fund Families: Impact on Fund Performance and Investment Behavior
DOI: https://doi.org/10.1016/j.jbankfin.2017.11.004
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published in: Journal of Banking and Finance, Vol. 88, 2018, pp. 1-14.

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.

Gjergji Cici, Luis-Felipe Palacios
On the Use of Options by Mutual Funds: Do They Know What They Are Doing?
DOI: 10.1016/j.jbankfin.2014.09.008
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published in: Journal of Banking and Finance, Vol. 50, 2015, pp. 157-168.

Gjergji Cici, Alexander Kempf, Claudia Peitzmeier
Knowledge Spillovers in the Mutual Fund Industry through Labor Mobility
DOI: https://doi.org/10.1016/j.jbankfin.2021.106310
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published in: Journal of Banking and Finance, Vol. 134, 2022, Article 106310, pp. 1-13.

Vikas Agarwal, Costanza Meneghetti
The Role of Hedge Funds as Primary Lenders
DOI: 10.1007/s11147-011-9066-5
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published in: Review of Derivatives Research, Vol. 14, 2011, pp. 241-261.

Alexander Kempf, Peer Osthoff
SRI Funds: Nomen est Omen
DOI: 10.1111/jbfa.2008.9.issue-9-10
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published in: Journal of Business Finance and Accounting, Vol. 35, 2008, pp. 1276-1294.

Vikas Agarwal, Yan Lu, Sugata Ray
Are hedge funds’ charitable donations strategic?
DOI: https://doi.org/10.1016/j.jcorpfin.2020.101842
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published in: Journal of Corporate Finance, Vol. 66, 2021, 101842, pp. 1-64.

Manuel Ammann, Sebastian Fischer, Florian Weigert
Factor Exposure Variation and Mutual Fund Performance
DOI: https://doi.org/10.1080/0015198X.2020.1809224
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published in: Financial Analysts Journal, Vol. 76, 2020, pp. 101-118.

Vikas Agarwal, Linlin Ma, Kevin Mullally
Managerial Multitasking in the Mutual Fund Industry
DOI: https://doi.org/10.1080/0015198X.2023.2182600
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published in: Financial Analysts Journal, Vol. 79, 2023, pp. 65-75.

Gjergji Cici, Mario Hendriock, Stefan Jaspersen, Alexander Kempf
#MeToo Meets the Mutual Fund Industry: Productivity Effects of Sexual Harassment
DOI: https://doi.org/10.1016/j.frl.2020.101687
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published in: Finance Research Letters , Vol. 40, 2021, 101687, pp. 1-24.

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.

Gjergji Cici, Claire Rosenfeld
A Study of Analyst-Run Mutual Funds: The Abilities and Roles of Buy-Side Analysts
DOI: 10.1016/j.jempfin.2015.12.004
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published in: Journal of Empirical Finance, Vol. 36, 2016, pp. 8-29.

Vikas Agarwal, William H. Fung, Yee Cheng Loon, Narayan Y. Naik
Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market
DOI: 10.1016/j.jempfin.2010.11.008
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published in: Journal of Empirical Finance, Vol. 18, 2011, pp. 175-194.

Gjergji Cici, Scott Gibson, Yalin Gunduz, John J. Merrick, Jr.
Market Transparency and the Marking Precision of Bond Mutual Fund Managers
DOI: 10.3905/jpm.2015.41.2.126
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published in: Journal of Portfolio Management, Vol. 41, 2015, pp. 126-137.

Stephan Jank, Michael Wedow
Purchase and Redemption Decisions of Mutual Fund Investors and the Role of Fund Families
DOI: 10.1080/1351847X.2012.662908
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published in: European Journal of Finance, Vol. 19, 2013, pp. 127-144.

Vikas Agarwal, Jayant R. Kale
On the Relative Performance of Multi-Strategy and Funds of Hedge Funds
DOI: nicht vorhanden
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published in: Journal of Investment Management, Vol. 5, 2007, pp. 41-63.

Jan P. Krahnen, Frank A. Schmid, Erik Theissen
Investment Performance and Market Share: A Study of the German Mutual Fund Industry
DOI: nicht vorhanden
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published in: Bessler, Wolfgang (Hrsg.): Börsen, Banken und Kapitalmärkte. Festschrift für Hartmut Schmidt zum 65. Geburtstag, Duncker & Humblot, Berlin, 2006, pp. 471-491.

Stephan Jank, Michael Wedow
Sturm und Drang in Money Market Funds: When Money Market Funds Cease to Be Narrow
DOI: 10.1016/j.jfs.2014.12.002
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published in: Journal of Financial Stability , Vol. 16, 2015, pp. 59-70.

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