Veröffentlichungen 2022
Fousseni Chabi-Yo, Markus Huggenberger, Florian Weigert
Multivariate Crash Risk
DOI: https://doi.org/10.1016/j.jfineco.2021.07.016
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published in: Journal of Financial Economics, Vol. 145, 2022, pp. 129-153.
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.
Vikas Agarwal, Hadiye Aslan, Lixin Huang, Honglin Ren
Political Uncertainty and Household Stock Market Participation
DOI: https://doi.org/10.1017/S0022109022000114
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published in: Journal of Financial and Quantitative Analysis, Vol. 57, 2022, pp. 2899-2928.
Marc Goergen, Simon Lesmeister, Peter Limbach
Trust and Monitoring
DOI: https://doi.org/10.1016/j.jbankfin.2022.106587
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published in: Journal of Banking and Finance, Vol. 143, 2022, Article 106587, p. 1-23.
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.
Andrew Y. Chen, Tom Zimmermann
Open Source Cross-Sectional Asset Pricing
DOI: https://doi.org/10.1561/104.00000112
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published in: Critical Finance Review, Vol. 11, 2022, pp. 207-264.
Stefan Greppmair, Erik Theissen
Small Is Beautiful? How the Introduction of Mini Futures Contracts Affects the Regular Contract
DOI: https://doi.org/10.1016/j.jempfin.2021.08.003
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published in: Journal of Empirical Finance, Vol. 67, 2022, pp. 19-38.
Olaf Korn, Philipp M. Möller, Christian Schwehm
Drawdown Measures: Are They All the Same?
DOI: https://doi.org/10.3905/jpm.2022.1.346
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published in: Journal of Portfolio Management, Vol. 48, 2022, pp. 104-120.
