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CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)

0.38

Impact Factor

0.27

5-Years IF

8

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.16000 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.22000 (%)0.13
19990.28000 (%)0.16
20000.37000 (%)0.14
20010.36000 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.427710.14800 (%)10.140.19
20050.140.430.14152270.322871712 (7.1%)50.330.21
20060.180.450.18103250.16132242241 (7.7%)0.2
20070.320.390.281547100.21812583294 (4.9%)10.070.17
20080.120.390.13105770.12242534761 (4.2%)10.10.17
20090.240.370.14288590.111032565788 (7.8%)10.040.18
20100.180.330.1721106190.183238778138 (25%)40.190.15
20110.330.410.325131330.2533491684253 (9.1%)30.120.2
20120.20.460.3220151360.24646999321 (16.7%)0.21
20130.180.50.320171540.3219458104311 (5.3%)10.050.21
20140.180.540.3725196820.42294071144210 (34.5%)100.40.26
20150.380.60.2730226800.35134517111304 (30.8%)40.130.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

#YearTitleCited
12007The effect of socially responsible investing on portfolio performance. (2007). Kempf, Alexander ; Osthoff, Peer . In: CFR Working Papers. RePEc:zbw:cfrwps:0610.

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52
22009Role of managerial incentives and discretion in hedge fund performance. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D.. In: CFR Working Papers. RePEc:zbw:cfrwps:0404.

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39
32008How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, HE ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:0803.

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14
42011Can internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas . In: CFR Working Papers. RePEc:zbw:cfrwps:1115.

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14
52007Sex matters: Gender differences in a professional setting. (2007). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0601.

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14
62005Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis. (2005). Timmermann, Allan ; Wermers, Russ ; Kosowski, Robert ; White, Hal . In: CFR Working Papers. RePEc:zbw:cfrwps:0514.

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9
72009Time-varying credit risk and liquidity premia in bond and CDS markets. (2009). Trapp, Monika ; Buhler, Wolfgang . In: CFR Working Papers. RePEc:zbw:cfrwps:0913.

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9
82011The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:1106.

Full description at Econpapers || Download paper

8
92009The impact of iceberg orders in limit order books. (2009). Sands, Patrik ; Frey, Stefan . In: CFR Working Papers. RePEc:zbw:cfrwps:0906.

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8
102010Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2010). Jiang, Wei ; Agarwal, Vikas ; Fos, Vyacheslav . In: CFR Working Papers. RePEc:zbw:cfrwps:1008.

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8
112014Runs on money market mutual funds. (2014). Schmidt, Lawrence ; Wermers, Russ ; Timmermann, Allan . In: CFR Working Papers. RePEc:zbw:cfrwps:1205r.

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8
122006Bond portfolio optimization: A risk-return approach. (2006). Koziol, Christian ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:0603.

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7
132007On the relative performance of multi-strategy and funds of hedge funds. (2007). Kale, Jayant R. ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:0711.

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7
142010Uncovering hedge fund skill from the portfolio holdings they hide. (2010). Tang, Yuehua ; Jiang, Wei ; Yang, Baozhong ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1009.

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7
152009Do higher-moment equity risks explain hedge fund returns?. (2009). Bakshi, Gurdip ; Agarwal, Vikas ; Huij, Joop . In: CFR Working Papers. RePEc:zbw:cfrwps:1007.

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7
162009False discoveries in mutual fund performance: Measuring luck in estimated alphas. (2009). Scaillet, Olivier ; Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:0602.

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6
172009Operating performance changes associated with corporate mergers and the role of corporate governance. (2009). Linn, Scott ; Carline, Nicholas F. ; Yadav, Pradeep K.. In: CFR Working Papers. RePEc:zbw:cfrwps:0408.

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6
182009Naked short selling: The emperor`s new clothes?. (2009). Yadav, Pradeep ; Raman, Vikas ; Fotak, Veljko . In: CFR Working Papers. RePEc:zbw:cfrwps:0909.

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6
192014Window dressing in mutual funds. (2014). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng . In: CFR Working Papers. RePEc:zbw:cfrwps:1107r3.

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5
202005Status quo bias and the number of alternatives: An empirical illustration from the mutual fund industry. (2005). Ruenzi, Stefan ; Kempf, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:0507.

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5
212009Commonalities in the order book. (2009). Grammig, Joachim ; Giot, Pierre ; BELTRAN-LOPEZ, Helena . In: CFR Working Papers. RePEc:zbw:cfrwps:0905.

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5
222014Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2014). Tang, Yuehua ; Yang, Baozhong ; Agarwal, Vikas ; Mullally, Kevin Andrew . In: CFR Working Papers. RePEc:zbw:cfrwps:1304r.

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5
232009Trading the bond-CDS basis: The role of credit risk and liquidity. (2009). Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:0916.

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5
242009Political connectedness and firm performance: Evidence from Germany. (2009). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0715.

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5
252004Tournaments in mutual fund families. (2004). Ruenzi, Stefan ; Kempf, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:0402.

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4
262010The impact of investor sentiment on the German stock market. (2010). Ruenzi, Stefan ; Niessen-Ruenzi, Alexandra ; Finter, Philipp . In: CFR Working Papers. RePEc:zbw:cfrwps:1003.

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4
272013Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r.

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4
282007CAPM und erwartete Renditen: Eine Untersuchung auf Basis der Erwartung von Marktteilnehmern. (2007). Kempf, Alexander ; Hagemeister, Meike . In: CFR Working Papers. RePEc:zbw:cfrwps:0701.

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4
29Price adjustment to news with uncertain precision. (2008). Hautsch, Nikolaus ; Muller, Christoph ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:0804.

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3
302009The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks. (2009). Yadav, Pradeep K. ; Zhang, Yuanyuan ; Taylor, Stephen J.. In: CFR Working Papers. RePEc:zbw:cfrwps:0907.

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3
312010Caught in the act: How hedge funds manipulate their equity positions. (2010). Kempf, Alexander ; Cici, Gjergji ; Putz, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:1015.

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3
322015Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.. In: CFR Working Papers. RePEc:zbw:cfrwps:1503.

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3
332012Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). Zhao, Jane ; Yao, Tong ; Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:0609r.

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3
342013The price impact of CDS trading. (2013). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1212r.

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3
352010The cross-Section of German stock returns: New data and new evidence. (2010). Theissen, Erik ; Kempf, Alexander ; Koch, Stefan ; Artmann, Sabine ; Finter, Philipp . In: CFR Working Papers. RePEc:zbw:cfrwps:1012.

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3
362004Trading costs of public investors with obligatory and voluntary market-making: Evidence from market reforms. (2004). Naik, Narayan Y. ; Yadav, Pradeep K.. In: CFR Working Papers. RePEc:zbw:cfrwps:0406.

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3
372005Determinanten der Mittelzuflüsse bei deutschen Aktienfonds. (2005). Ruenzi, Stefan ; Kempf, Alexander ; Ber, Silke . In: CFR Working Papers. RePEc:zbw:cfrwps:0511.

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3
382006On the usability of synthetic measures of mutual fund net-flows. (2006). Ruenzi, Stefan ; Ber, Silke . In: CFR Working Papers. RePEc:zbw:cfrwps:0605.

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3
392007The impact of work group diversity on performance: Large sample evidence from the mutual fund industry. (2007). Ruenzi, Stefan ; Niessen, Alexandra ; Bar, Michaela . In: CFR Working Papers. RePEc:zbw:cfrwps:0716.

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3
402014Trading efficiency of fund families: Impact on fund performance and investment behavior. (2014). Kempf, Alexander ; Dahm, Laura K. ; Cici, Gjergji . In: CFR Working Papers. RePEc:zbw:cfrwps:1414.

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3
412013On the use of options by mutual funds: Do they know what they are doing?. (2013). Cici, Gjergji ; Palacios, Luis-Felipe . In: CFR Working Papers. RePEc:zbw:cfrwps:1108r.

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3
422009Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE. (2009). Bartram, Söhnke ; Bardong, Florian ; Yadav, Pradeep . In: CFR Working Papers. RePEc:zbw:cfrwps:0908.

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3
432010Sturm und Drang in money market funds: When money market funds cease to be narrow. (2010). Wedow, Michael ; Jank, Stephan. In: CFR Working Papers. RePEc:zbw:cfrwps:1016.

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3
442015Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y. In: CFR Working Papers. RePEc:zbw:cfrwps:1503r.

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2
452012A matter of style: The causes and consequences of style drift in institutional portfolios. (2012). Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:1204.

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2
462013Institutional investment and intermediation in the hedge fund industry. (2013). Ray, Sugata ; Nada, Vikram ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1303.

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2
472014Portfolio optimization using forward-looking information. (2014). Kempf, Alexander ; Saning, Sven ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:1110r.

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2
482013Managerial multitasking in the mutual fund industry. (2013). Ma, Linlin ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1310.

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2
492015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2.

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2
502007Analyst recommendations, mutual fund herding, and overreaction in stock prices. (2007). Wei, Kelsey D. ; Wermers, Russ ; Brown, Nerissa C.. In: CFR Working Papers. RePEc:zbw:cfrwps:0708.

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2

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12007The effect of socially responsible investing on portfolio performance. (2007). Kempf, Alexander ; Osthoff, Peer . In: CFR Working Papers. RePEc:zbw:cfrwps:0610.

Full description at Econpapers || Download paper

39
22009Role of managerial incentives and discretion in hedge fund performance. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D.. In: CFR Working Papers. RePEc:zbw:cfrwps:0404.

Full description at Econpapers || Download paper

27
32011Can internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas . In: CFR Working Papers. RePEc:zbw:cfrwps:1115.

Full description at Econpapers || Download paper

10
42008How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, HE ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:0803.

Full description at Econpapers || Download paper

8
52014Runs on money market mutual funds. (2014). Schmidt, Lawrence ; Wermers, Russ ; Timmermann, Allan . In: CFR Working Papers. RePEc:zbw:cfrwps:1205r.

Full description at Econpapers || Download paper

8
62011The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:1106.

Full description at Econpapers || Download paper

6
72009Time-varying credit risk and liquidity premia in bond and CDS markets. (2009). Trapp, Monika ; Buhler, Wolfgang . In: CFR Working Papers. RePEc:zbw:cfrwps:0913.

Full description at Econpapers || Download paper

6
82014Window dressing in mutual funds. (2014). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng . In: CFR Working Papers. RePEc:zbw:cfrwps:1107r3.

Full description at Econpapers || Download paper

5
92009False discoveries in mutual fund performance: Measuring luck in estimated alphas. (2009). Scaillet, Olivier ; Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:0602.

Full description at Econpapers || Download paper

5
102013Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r.

Full description at Econpapers || Download paper

4
112009The impact of iceberg orders in limit order books. (2009). Sands, Patrik ; Frey, Stefan . In: CFR Working Papers. RePEc:zbw:cfrwps:0906.

Full description at Econpapers || Download paper

4
122009Do higher-moment equity risks explain hedge fund returns?. (2009). Bakshi, Gurdip ; Agarwal, Vikas ; Huij, Joop . In: CFR Working Papers. RePEc:zbw:cfrwps:1007.

Full description at Econpapers || Download paper

4
132012Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). Zhao, Jane ; Yao, Tong ; Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:0609r.

Full description at Econpapers || Download paper

3
142013The price impact of CDS trading. (2013). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1212r.

Full description at Econpapers || Download paper

3
152014Trading efficiency of fund families: Impact on fund performance and investment behavior. (2014). Kempf, Alexander ; Dahm, Laura K. ; Cici, Gjergji . In: CFR Working Papers. RePEc:zbw:cfrwps:1414.

Full description at Econpapers || Download paper

3
162007On the relative performance of multi-strategy and funds of hedge funds. (2007). Kale, Jayant R. ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:0711.

Full description at Econpapers || Download paper

3
172009Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE. (2009). Bartram, Söhnke ; Bardong, Florian ; Yadav, Pradeep . In: CFR Working Papers. RePEc:zbw:cfrwps:0908.

Full description at Econpapers || Download paper

3
182007Sex matters: Gender differences in a professional setting. (2007). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0601.

Full description at Econpapers || Download paper

3
192013On the use of options by mutual funds: Do they know what they are doing?. (2013). Cici, Gjergji ; Palacios, Luis-Felipe . In: CFR Working Papers. RePEc:zbw:cfrwps:1108r.

Full description at Econpapers || Download paper

3
202009Political connectedness and firm performance: Evidence from Germany. (2009). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0715.

Full description at Econpapers || Download paper

3
212015Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.. In: CFR Working Papers. RePEc:zbw:cfrwps:1503.

Full description at Econpapers || Download paper

3
222009Commonalities in the order book. (2009). Grammig, Joachim ; Giot, Pierre ; BELTRAN-LOPEZ, Helena . In: CFR Working Papers. RePEc:zbw:cfrwps:0905.

Full description at Econpapers || Download paper

2
232006On the usability of synthetic measures of mutual fund net-flows. (2006). Ruenzi, Stefan ; Ber, Silke . In: CFR Working Papers. RePEc:zbw:cfrwps:0605.

Full description at Econpapers || Download paper

2
242015Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y. In: CFR Working Papers. RePEc:zbw:cfrwps:1503r.

Full description at Econpapers || Download paper

2
252014Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2014). Tang, Yuehua ; Yang, Baozhong ; Agarwal, Vikas ; Mullally, Kevin Andrew . In: CFR Working Papers. RePEc:zbw:cfrwps:1304r.

Full description at Econpapers || Download paper

2
262014Portfolio optimization using forward-looking information. (2014). Kempf, Alexander ; Saning, Sven ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:1110r.

Full description at Econpapers || Download paper

2
272013Institutional investment and intermediation in the hedge fund industry. (2013). Ray, Sugata ; Nada, Vikram ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1303.

Full description at Econpapers || Download paper

2
282009Operating performance changes associated with corporate mergers and the role of corporate governance. (2009). Linn, Scott ; Carline, Nicholas F. ; Yadav, Pradeep K.. In: CFR Working Papers. RePEc:zbw:cfrwps:0408.

Full description at Econpapers || Download paper

2
292009The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks. (2009). Yadav, Pradeep K. ; Zhang, Yuanyuan ; Taylor, Stephen J.. In: CFR Working Papers. RePEc:zbw:cfrwps:0907.

Full description at Econpapers || Download paper

2
302006Bond portfolio optimization: A risk-return approach. (2006). Koziol, Christian ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:0603.

Full description at Econpapers || Download paper

2
312013Managerial multitasking in the mutual fund industry. (2013). Ma, Linlin ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1310.

Full description at Econpapers || Download paper

2
322009Naked short selling: The emperor`s new clothes?. (2009). Yadav, Pradeep ; Raman, Vikas ; Fotak, Veljko . In: CFR Working Papers. RePEc:zbw:cfrwps:0909.

Full description at Econpapers || Download paper

2
332015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2.

Full description at Econpapers || Download paper

2
342009Trading the bond-CDS basis: The role of credit risk and liquidity. (2009). Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:0916.

Full description at Econpapers || Download paper

2
352015Dissecting short-sale performance: Evidence from large position disclosures. (2015). Smajlbegovic, Esad ; Jank, Stephan . In: CFR Working Papers. RePEc:zbw:cfrwps:1515.

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2

Citing documents used to compute impact factor 17:

YearTitle
2015Banks, Shadow Banking, and Fragility. (2015). Schempp, Paul ; Luck, Stephan . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113204.

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2015Sturm und Drang in money market funds: When money market funds cease to be narrow. (2015). Wedow, Michael ; Jank, Stephan . In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:59-70.

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2015Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37.

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2015Speed of information diffusion within fund families. (2015). Kempf, Alexander ; Jaspersen, Stefan ; Cici, Gjergji . In: CFR Working Papers. RePEc:zbw:cfrwps:1502.

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2015Speed of information diffusion within fund families. (2015). Cici, Gjergji ; Kempf, Alexander ; Jaspersen, Stefan . In: CFR Working Papers. RePEc:zbw:cfrwps:1502r.

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2015Milk or wine: Mutual funds (dis)economies of life. (2015). Dahm, Laura K ; Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1505.

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2015Managerial multitasking in the mutual fund industry. (2015). Agarwal, Vikas ; Mullally, Kevin ; Ma, Linlin . In: CFR Working Papers. RePEc:zbw:cfrwps:1310r.

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2015Board Overlaps in Mutual Fund Families. (2015). Hornstein, Abigail ; Ciamarra, Elif Sisli . In: Working Papers. RePEc:brd:wpaper:92.

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2015Tax-Efficient Asset Management: Evidence from Equity Mutual Funds. (2015). Sialm, Clemens ; Zhang, Hanjiang . In: NBER Working Papers. RePEc:nbr:nberwo:21060.

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2015Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Gounopoulos, Dimitrios . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s36-s52.

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2015The determinants of CDS open interest dynamics. (2015). Vieira, Carlos ; Silva, Paulo ; da Silva, Paulo Pereira . In: Journal of Financial Stability. RePEc:eee:finsta:v:21:y:2015:i:c:p:95-109.

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2015M&A operations: Further evidence of informed trading in the CDS market. (2015). Vieira, Carlos ; Silva, Paulo ; da Silva, Paulo Pereira . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:32-33:y:2015:i::p:116-130.

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2015Pitfalls and Perils of Financial Innovation: The Use of CDS by Corporate Bond Funds. (2015). Guettler, Andre ; Adam, Tim . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-013.

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2015Loss Potential and Disclosures Related to Credit Derivatives – A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation. (2015). Gakiewicz, Dominika Paula . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-017.

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2015Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds. (2015). Guettler, Andre ; Adam, Tim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:204-214.

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2015Technical and economic analysis of Domestic High Consumption Tariff niche market for photovoltaic systems in the Mexican household sector. (2015). Grande, Genice ; Rios, Mario ; Islas, Jorge . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:48:y:2015:i:c:p:738-748.

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2015Intermediated investment management in private markets: Evidence from pension fund investments in real estate. (2015). Andonov, Aleksandar ; Eichholtz, Piet ; Kok, Nils . In: Journal of Financial Markets. RePEc:eee:finmar:v:22:y:2015:i:c:p:73-103.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Volatility-of-volatility and tail risk hedging returns. (2015). Park, Yang-Ho . In: Journal of Financial Markets. RePEc:eee:finmar:v:26:y:2015:i:c:p:38-63.

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2015Outsourcing of mutual funds non-core competencies. (2015). Sorhage, Christoph . In: CFR Working Papers. RePEc:zbw:cfrwps:1404r2.

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2015Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2015). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T. In: CFR Working Papers. RePEc:zbw:cfrwps:1508.

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2015Dissecting short-sale performance: Evidence from large position disclosures. (2015). Smajlbegovic, Esad ; Jank, Stephan . In: CFR Working Papers. RePEc:zbw:cfrwps:1515.

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Recent citations received in 2014
YearCiting document
2014Equity Portfolio Management Using Option Price Information. (2014). Christoffersen, Peter ; Pan, Xuhui . In: CREATES Research Papers. RePEc:aah:create:2015-05.

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2014The dark and the bright side of liquidity risks: Evidence from open-end real estate funds in Germany. (2014). Wedow, Michael ; Fecht, Falko. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:23:y:2014:i:3:p:376-399.

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2014The Effect of Safe Assets on Financial Fragility in a Bank-Run Model. (2014). Elamin, Mahmoud ; Ahnert, Toni. In: Working Paper. RePEc:fip:fedcwp:1437.

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2014The Counterparty Risk Exposure of ETF Investors. (2014). Hurlin, Christophe ; Perignon, Christophe ; Yeung, Stanley ; Iseli, Gregoire . In: Working Papers. RePEc:hal:wpaper:halshs-01023807.

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2014Capital Structure and Financial Flexibility: Expectations of Future Shocks. (2014). Skiadopoulos, George ; Lambrinoudakis, Costas ; Neumann, Michael . In: Working Papers. RePEc:qmw:qmwecw:wp731.

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2014Window dressing in mutual funds. (2014). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng . In: CFR Working Papers. RePEc:zbw:cfrwps:1107r3.

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2014Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2014). Tang, Yuehua ; Yang, Baozhong ; Agarwal, Vikas ; Mullally, Kevin Andrew . In: CFR Working Papers. RePEc:zbw:cfrwps:1304r.

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2014Risk-adjusted option-implied moments. (2014). Brinkmann, Felix ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:1407.

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2014Trading efficiency of fund families: Impact on fund performance and investment behavior. (2014). Kempf, Alexander ; Dahm, Laura K. ; Cici, Gjergji . In: CFR Working Papers. RePEc:zbw:cfrwps:1414.

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2014What does US money market mutual fund reform portend for the European Union?. (2014). Schlag, Christian ; Lewis, Craig M.. In: SAFE White Paper Series. RePEc:zbw:safewh:24.

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Recent citations received in 2013
YearCiting document
2013Regulatory Environment and Pension Investment Performance. (2013). Gresse, Carole ; Werker, Bas J. M., ; Briere, Marie ; Boon, Ling-Ni . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13629.

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Recent citations received in 2012
YearCiting document

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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team