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

0.34

Impact Factor

0.25

5-Years IF

9

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 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.417710.14800 (%)10.140.18
20050.140.430.14152270.323171712 (6.5%)50.330.21
20060.180.440.18103250.16132242241 (7.7%)0.19
20070.320.370.281547100.21912583294 (4.4%)10.070.17
20080.120.390.13105770.12302534761 (3.3%)10.10.17
20090.240.360.14288590.111192565788 (6.7%)10.040.17
20100.180.340.1721106190.183638778138 (22.2%)40.190.15
20110.330.410.325131330.2547491684253 (6.4%)30.120.2
20120.20.450.3220151360.242046999321 (5%)0.21
20130.20.50.3220171590.3523459104331 (4.3%)30.150.2
20140.330.550.4324195920.473740131144911 (29.7%)130.540.25
20150.410.570.3229224810.36234418110354 (17.4%)30.10.26
20160.340.660.2511235710.345318118304 (100%)20.180.34
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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61
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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51
32011Can 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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25
42008How 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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19
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
62014Runs on money market mutual funds. (2014). Schmidt, Lawrence ; Wermers, Russ ; Timmermann, Allan . In: CFR Working Papers. RePEc:zbw:cfrwps:1205r.

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12
72009The 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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9
82005Can 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
92012Low risk and high return: Affective attitudes and stock market expectations. (2012). Merkle, Christoph ; Kempf, Alexander ; Niessen-Ruenzi, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0910r.

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9
102009Operating 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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9
112009Time-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
122010Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2010). Jiang, Wei ; Fos, Vyacheslav ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1008.

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8
132009Do 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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8
142011The 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.

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8
152006Bond portfolio optimization: A risk-return approach. (2006). Koziol, Christian ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:0603.

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7
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.

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7
172009False 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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7
182014Window dressing in mutual funds. (2014). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng . In: CFR Working Papers. RePEc:zbw:cfrwps:1107r3.

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7
192010Uncovering 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
202009Naked 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
212012Forecasting 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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6
222005Status 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
232009Commonalities 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
242009Trading 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
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.

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5
262004Tournaments in mutual fund families. (2004). Ruenzi, Stefan ; Kempf, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:0402.

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4
272012A 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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4
282015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Gehde-Trapp, Monika ; Nasev, Julia ; Gunduz, Yalin . In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2.

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4
292007CAPM 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
302010The 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
312013Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r.

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4
322009Political connectedness and firm performance: Evidence from Germany. (2009). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0715.

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4
332013Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2013). Yang, Baozhong ; Tang, Yuehua ; Agarwal, Vikas ; Mullally, Kevin . In: CFR Working Papers. RePEc:zbw:cfrwps:1304.

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3
34Price 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
352010Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2010). Naik, Narayan Y. ; Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1019.

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3
362010The 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
372013Managerial multitasking in the mutual fund industry. (2013). Ma, Linlin ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1310.

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3
382013On 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
392015Who trades on momentum?. (2015). Smajlbegovic, Esad ; Baltzer, Markus ; Jank, Stephan . In: CFR Working Papers. RePEc:zbw:cfrwps:1501.

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3
402010Sturm 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
412015Mutual fund investment horizon and performance. (2015). Lan, Chunhua ; Wermers, Russ ; Moneta, Fabio . In: CFR Working Papers. RePEc:zbw:cfrwps:1506.

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3
422007Analyst 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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3
432014Trading 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
442015Dissecting 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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3
452010Caught 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
462014Portfolio optimization using forward-looking information. (2014). Kempf, Alexander ; Saning, Sven ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:1110r.

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3
472004Trading 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
482014Under one roof: A study of simultaneously managed hedge funds and funds of hedge funds. (2014). Ray, Sugata ; Lu, Yan ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1413.

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3
492005Determinanten 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
502009Informed 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

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

28
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

26
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

16
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

9
52014Window 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

6
62009Do 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

5
72014Runs 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

5
82009Time-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

5
92012Forecasting 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

5
102009Operating 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

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

3
122015Volatility 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
132015Who trades on momentum?. (2015). Smajlbegovic, Esad ; Baltzer, Markus ; Jank, Stephan . In: CFR Working Papers. RePEc:zbw:cfrwps:1501.

Full description at Econpapers || Download paper

3
142009False 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

3
152015Dissecting short-sale performance: Evidence from large position disclosures. (2015). Smajlbegovic, Esad ; Jank, Stephan . In: CFR Working Papers. RePEc:zbw:cfrwps:1515.

Full description at Econpapers || Download paper

3
162014Trading 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
172015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Gehde-Trapp, Monika ; Nasev, Julia ; Gunduz, Yalin . In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2.

Full description at Econpapers || Download paper

3
182015Mutual fund investment horizon and performance. (2015). Lan, Chunhua ; Wermers, Russ ; Moneta, Fabio . In: CFR Working Papers. RePEc:zbw:cfrwps:1506.

Full description at Econpapers || Download paper

3
192012A matter of style: The causes and consequences of style drift in institutional portfolios. (2012). Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:1204.

Full description at Econpapers || Download paper

3
202011The 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

3
212013On 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
222013The 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
232013Seasonal asset allocation: Evidence from mutual fund flows. (2013). Kramer, Lisa ; Wermers, Russ ; Levi, Maurice D. ; Kamstra, Mark J.. In: CFR Working Papers. RePEc:zbw:cfrwps:1309.

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2
242011Price discovery in spot and futures markets: A reconsideration. (2011). Theissen, Erik. In: CFR Working Papers. RePEc:zbw:cfrwps:0917r.

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2
252009Commonalities in the order book. (2009). Grammig, Joachim ; Giot, Pierre ; BELTRAN-LOPEZ, Helena . In: CFR Working Papers. RePEc:zbw:cfrwps:0905.

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2
262015Interfund lending in mutual fund families: Role of internal capital markets. (2015). Agarwal, Vikas ; Zhao, Haibei . In: CFR Working Papers. RePEc:zbw:cfrwps:1509.

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2
272015Volatility 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
282010Creative destruction and asset prices. (2010). Jank, Stephan ; Grammig, Joachim. In: CFR Working Papers. RePEc:zbw:cfrwps:1014.

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2
292006On 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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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
312009Informed 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

2
322009Trading 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
332007On 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

2
342016Stock Illiquidity, option prices, and option returns. (2016). Kanne, Stefan ; Uhrig-Homburg, Marliese ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:1608.

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2
352005Does anonymity matter in electronic limit order markets?. (2005). Theissen, Erik ; Moinas, Sophie ; Foucault, Thierry. In: CFR Working Papers. RePEc:zbw:cfrwps:0515.

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2
362012Low risk and high return: Affective attitudes and stock market expectations. (2012). Merkle, Christoph ; Kempf, Alexander ; Niessen-Ruenzi, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0910r.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 18:

YearTitle
2016Credit default swaps and bank loan sales: evidence from bank syndicated lending. (2016). HASAN, IFTEKHAR ; Wu, Deming . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_009.

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2016Price impact without order book: A study of the OTC credit index market. (2016). Eisler, Zoltan ; Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:1609.04620.

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2016Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data. (2016). Pammolli, Fabio ; Bonollo, Michele ; Crimaldi, Irene ; Flori, Andrea ; Gianfagna, Laura . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0275-7.

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2016Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2016). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan . In: Discussion Papers. RePEc:zbw:bubdps:252016.

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2016Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds. (2016). Chernenko, Sergey ; Sunderam, Adi . In: NBER Working Papers. RePEc:nbr:nberwo:22391.

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2016Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds. (2016). Chernenko, Sergey ; Sunderam, Adi . In: ESRB Working Paper Series. RePEc:srk:srkwps:201623.

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2016The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds. (2016). Black, Jeffrey R ; Yadav, Pradeep K ; Stock, Duane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:119-132.

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2016Family Descent as a Signal of Managerial Quality: Evidence from Mutual Funds. (2016). Chuprinin, Oleg ; Sosyura, Denis . In: NBER Working Papers. RePEc:nbr:nberwo:22517.

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2016Do different time-horizons in volatility have any significance for the emerging markets?. (2016). Gormus, Alper N. In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:29-32.

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2016Redacting proprietary information at the initial public offering. (2016). Boone, Audra L ; Johnson, Shane A ; Floros, Ioannis V. In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:1:p:102-123.

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2016Financial Fragility and Over-the-Counter Markets. (2016). Sultanum, Bruno. In: Working Paper. RePEc:fip:fedrwp:16-04.

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2016Interfund lending in mutual fund families: Role of internal capital markets. (2016). Agarwal, Vikas ; Zhao, Haibei . In: CFR Working Papers. RePEc:zbw:cfrwps:1509r.

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2016Securities Lending as Wholesale Funding: Evidence from the U.S. Life Insurance Industry. (2016). Verani, Stephane ; Nezami Narajabad, Borghan ; Foley-Fisher, Nathan. In: NBER Working Papers. RePEc:nbr:nberwo:22774.

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2016Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders. (2016). Ben-David, Itzhak ; Rossi, Andrea ; Birru, Justin . In: NBER Working Papers. RePEc:nbr:nberwo:22115.

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2016Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2016). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan . In: Discussion Papers. RePEc:zbw:bubdps:252016.

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2016An International Comparison of Implied, Realized, and GARCH Volatility Forecasts. (2016). Symeonidis, Lazaros ; Markellos, Raphael ; Kourtis, Apostolos . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:12:p:1164-1193.

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2016Does style-shifting activity predict performance? Evidence from equity mutual funds. (2016). Herrmann, Ulf ; Scholz, Hendrik ; Rohleder, Martin . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:112-130.

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2016Fund managers herding and the sensitivity of fund flows to past performance. (2016). Casavecchia, Lorenzo. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:205-221.

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Recent citations (cites in year: CiY)

Recent citations received in 2016
YearCiting document
2016How to hedge if the payment date is uncertain?. (2016). Korn, Olaf ; Merz, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:0714r.

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2016Market power in the portfolio: Product market competition and mutual fund performance. (2016). Jaspersen, Stefan . In: CFR Working Papers. RePEc:zbw:cfrwps:1607.

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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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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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2014Rollover risk, liquidity, and macro-prudential regulation. (2014). Ahnert, Toni. In: Working Paper Series. RePEc:ecb:ecbwps:20141667.

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2014A framework for tracking changes in the intensity of investment funds systemic risk. (2014). Nadal De Simone, Francisco ; Jin, Xisong . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:343-368.

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2014The dynamics of hedge fund share restrictions. (2014). Hong, Xin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:49:y:2014:i:c:p:82-99.

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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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2013Der Strommarkt als soziale Institution: eine erweiterte Perspektive auf die deutsche Diskussion um Kapazitätsmechanismen. (2013). Battaglini, Antonella ; Ellenbeck, Saskia ; Schmidt, Peter ; Lilliestam, Johan . In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research. RePEc:diw:diwvjh:82-3-11.

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2013Regulatory Environment and Pension Investment Performance. (2013). Boon, Ling-Ni ; Gresse, Carole ; Briere, Marie . In: Post-Print. RePEc:hal:journl:hal-01492619.

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Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team