Veröffentlichungen 2024
Vikas Agarwal, Stefan Ruenzi, Florian Weigert
Unobserved Performance of Hedge Funds
DOI: https://doi.org/10.1111/jofi.13368
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published in: Journal of Finance, Vol. 79, 2024, pp. 3203-3259.
Josef Fink, Stefan Palan, Erik Theissen
Earnings Autocorrelation and the Post-Earnings-Announcement Drift: Experimental Evidence
DOI: https://doi.org/10.1017/S0022109023000881
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published in: Journal of Financial and Quantitative Analysis, Vol. 59, 2024, pp. 2799-2837.
Tobias Bauckloh, Juris Dobrick, André Höck, Sebastian Utz, Marcus Wagner
In Partnership for the Goals? The Level of Agreement Between SDG Ratings
DOI: https://doi.org/10.1016/j.jebo.2023.11.014
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published in: Journal of Economic Behavior and Organization, Vol. 217, 2024, pp. 664-678.
Turan G. Bali, Florian Weigert
Hedge Funds and the Positive Idiosyncratic Volatility Effect
DOI: https://doi.org/10.1093/rof/rfae022
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published in: Review of Finance, Vol. 28, 2024, pp. 1611–1661.
Gjergji Cici, Pei (Alex) Zhang
On the Valuation Skills of Corporate Bond Mutual Funds
DOI: https://doi.org/10.1093/rof/rfae028
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published in: Review of Finance, Vol. 28, 2024, pp. 2017–2049.
Ivan T. Ivanov, Tom Zimmermann
The "Privatization" of Municipal Debt
DOI: https://doi.org/10.1016/j.jpubeco.2024.105156
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published in: Journal of Public Economics, Vol. 237, 2024, Article 105156.
Julian Dörries, Olaf Korn, Gabriel J. Power
How Should the Long-term Investor Harvest Variance Risk Premiums?
DOI: https://doi.org/10.3905/jpm.2024.1.600
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published in: Journal of Portfolio Management, Vol. 50, 2024, pp. 122-142.
Gjergji Cici, Philip B. Shane, Yanhua Sunny Yang
Do Buy-Side Analysts Inform Sell-Side Analyst Research?
DOI: https://doi.org/10.1111/acfi.13158
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published in: Accounting and Finance, Vol. 64, 2024, pp. 657-691.