Most cited documents in this series:

Year	Title	Cited
2010	Inferring reporting biases in hedge fund databases from hedge fund equity holdings RePEc:zbw:cfrwps:1008 [Citation Analysis]	7
	repec:zbw:cfrwps:0804 [Citation Analysis]	3
2005	Liquidity supply and adverse selection in a pure limit order book market RePEc:zbw:cfrwps:0501 [Citation Analysis]	2
2008	How do commodity futures respond to macroeconomic news? RePEc:zbw:cfrwps:0803 [Citation Analysis]	2
2006	Bond portfolio optimization: A risk-return approach RePEc:zbw:cfrwps:0603 [Citation Analysis]	2
2011	Market response to investor sentiment RePEc:zbw:cfrwps:1101 [Citation Analysis]	2
2007	On the relative performance of multi-strategy and funds of hedge funds RePEc:zbw:cfrwps:0711 [Citation Analysis]	2
2008	Sooner or later: delays in trade reporting by corporate insiders RePEc:zbw:cfrwps:0806 [Citation Analysis]	2
2009	The impact of iceberg orders in limit order books RePEc:zbw:cfrwps:0906 [Citation Analysis]	2
2007	CAPM und erwartete Renditen: Eine Untersuchung auf Basis der Erwartung von Marktteilnehmern RePEc:zbw:cfrwps:0701 [Citation Analysis]	2
2009	Commonalities in the order book RePEc:zbw:cfrwps:0905 [Citation Analysis]	2
2010	The impact of investor sentiment on the German stock market RePEc:zbw:cfrwps:1003 [Citation Analysis]	1
2008	International price discovery in the presence of market microstructure effects RePEc:zbw:cfrwps:0810 [Citation Analysis]	1
2004	Bayesian learning in financial markets: Testing for the relevance of information precision in price discovery RePEc:zbw:cfrwps:0410 [Citation Analysis]	1
2010	Determinants of expected stock returns: Large sample evidence from the German market RePEc:zbw:cfrwps:1001 [Citation Analysis]	1
2005	Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis RePEc:zbw:cfrwps:0514 [Citation Analysis]	1
2008	Overconfidence among professional investors: Evidence from mutual fund managers RePEc:zbw:cfrwps:0808 [Citation Analysis]	1
2010	Sturm und Drang in money market funds: When money market funds cease to be narrow RePEc:zbw:cfrwps:1016 [Citation Analysis]	1
2004	Tournaments in mutual fund families RePEc:zbw:cfrwps:0402 [Citation Analysis]	1
2007	Analyst recommendations, mutual fund herding, and overreaction in stock prices RePEc:zbw:cfrwps:0708 [Citation Analysis]	1
2009	Time-varying credit risk and liquidity premia in bond and CDS markets RePEc:zbw:cfrwps:0913 [Citation Analysis]	1
2005	Mutual fund growth in standard an specialist market segments RePEc:zbw:cfrwps:0508 [Citation Analysis]	1
2010	The cross-Section of German stock returns: New data and new evidence RePEc:zbw:cfrwps:1012 [Citation Analysis]	1
2007	Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry RePEc:zbw:cfrwps:0702 [Citation Analysis]	1
2005	Understanding the limit order book: Conditioning on trade informativeness RePEc:zbw:cfrwps:0505 [Citation Analysis]	1
2011	Extended dividend, cash flow and residual income valuation models: Accounting for deviations from ideal conditions RePEc:zbw:cfrwps:1111 [Citation Analysis]	1

Citing documents used to compute impact factor 2:

Year	Title	See
2010	Determinants of sovereign bond yield spreads in the euro area in RePEc:ptu:wpaper:w201022	[Citation Analysis]
2010	Market Efficiency Reloaded: Why Insider Trades do not Reveal Exploitable Information RePEc:bla:germec:v:11:y:2010:i::p:302-335	[Citation Analysis]

Cites in year: CiY