CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)
Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
12
Impact Factor
0.3
5 Years IF
0.28
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
[
trace new citations] [Missing
citations? Add them now]
[Incorrect content? Let us
know]
Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1991 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 1992 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1993 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1994 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 1995 | 0 | 0.19 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
| 1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
| 1997 | 0 | 0.23 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
| 1998 | 0 | 0.24 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
| 1999 | 0 | 0.32 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2000 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 2001 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2002 | 0 | 0.41 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.23 | |||||
| 2003 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
| 2004 | 0 | 0.47 | 0.14 | 0 | 7 | 7 | 9 | 1 | 1 | 0 | 0 | 0 | 1 | 0.14 | 0.27 | |||
| 2005 |  0.14 |
0.49 | 0.32 | 0.14 | 15 | 22 | 31 | 7 | 8 | 7 | 1 | 7 | 1 | 0 | 6 | 0.4 | 0.29 | |
| 2006 | 0.23 |
0.48 | 0.19 | 0.23 | 10 | 32 | 21 | 5 | 14 | 22 | 5 | 22 | 5 | 2 | 40 | 0 | 0.27 | |
| 2007 | 0.32 |
0.41 | 0.23 | 0.31 | 15 | 47 | 148 | 11 | 25 | 25 | 8 | 32 | 10 | 2 | 18.2 | 1 | 0.07 | 0.22 |
| 2008 | 0.16 |
0.46 | 0.14 | 0.15 | 10 | 57 | 44 | 8 | 33 | 25 | 4 | 47 | 7 | 0 | 1 | 0.1 | 0.23 | |
| 2009 | 0.24 |
0.43 | 0.11 | 0.14 | 28 | 85 | 178 | 9 | 42 | 25 | 6 | 57 | 8 | 0 | 1 | 0.04 | 0.23 | |
| 2010 | 0.32 |
0.37 | 0.24 | 0.23 | 21 | 106 | 40 | 24 | 67 | 38 | 12 | 78 | 18 | 4 | 16.7 | 4 | 0.19 | 0.2 |
| 2011 | 0.35 |
0.47 | 0.28 | 0.35 | 25 | 131 | 81 | 37 | 104 | 49 | 17 | 84 | 29 | 3 | 8.1 | 3 | 0.12 | 0.25 |
| 2012 | 0.2 |
0.5 | 0.25 | 0.29 | 20 | 151 | 31 | 37 | 141 | 46 | 9 | 99 | 29 | 4 | 10.8 | 0 | 0.26 | |
| 2013 | 0.22 |
0.52 | 0.36 | 0.34 | 20 | 171 | 31 | 57 | 203 | 45 | 10 | 104 | 35 | 5 | 8.8 | 3 | 0.15 | 0.24 |
| 2014 | 0.38 |
0.54 | 0.54 | 0.48 | 24 | 195 | 56 | 106 | 309 | 40 | 15 | 114 | 55 | 7 | 6.6 | 14 | 0.58 | 0.28 |
| 2015 | 0.43 |
0.54 | 0.4 | 0.35 | 29 | 224 | 47 | 89 | 398 | 44 | 19 | 110 | 39 | 15 | 16.9 | 3 | 0.1 | 0.28 |
| 2016 | 0.38 |
0.57 | 0.39 | 0.28 | 9 | 233 | 6 | 90 | 488 | 53 | 20 | 118 | 33 | 2 | 2.2 | 1 | 0.11 | 0.29 |
| 2017 | 0.32 |
0.58 | 0.36 | 0.24 | 7 | 240 | 2 | 87 | 575 | 38 | 12 | 102 | 24 | 7 | 8 | 0 | 0.28 | |
| 2018 | 0.25 |
0.6 | 0.3 | 0.24 | 3 | 243 | 1 | 71 | 647 | 16 | 4 | 89 | 21 | 1 | 1.4 | 0 | 0.31 | |
| 2019 | 0.3 |
0.65 | 0.34 | 0.28 | 10 | 253 | 2 | 87 | 734 | 10 | 3 | 72 | 20 | 3 | 3.4 | 1 | 0.1 | 0.38 |
| IF: | Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until 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: | selft citations in y to articles published in y-1 plus y-2 |
| %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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2007 | The 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 | 109 |
| 2 | 2009 | Role 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 | 92 |
| 3 | 2011 | Can 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 | 53 |
| 4 | 2008 | How 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 | 33 |
| 5 | 2014 | Window 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 | 17 |
| 6 | 2014 | Runs 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 | 17 |
| 7 | 2007 | Sex 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 | 16 |
| 8 | 2009 | Operating 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 | 16 |
| 9 | 2006 | Bond 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 | 15 |
| 10 | 2011 | The 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 | 14 |
| 11 | 2012 | Forecasting 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 | 13 |
| 12 | 2009 | Do 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 | 12 |
| 13 | 2015 | The 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 | 11 |
| 14 | 2005 | Can 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. Full description at Econpapers || Download paper | 10 |
| 15 | 2012 | Low 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 | 9 |
| 16 | 2007 | On 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 | 9 |
| 17 | 2009 | Time-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 | 9 |
| 18 | 2009 | The 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 | 9 |
| 19 | 2010 | Uncovering 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. Full description at Econpapers || Download paper | 8 |
| 20 | 2010 | Inferring 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. Full description at Econpapers || Download paper | 8 |
| 21 | 2009 | Trading 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 | 8 |
| 22 | 2012 | A 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 | 8 |
| 23 | 2009 | Naked 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 | 7 |
| 24 | 2013 | Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r. Full description at Econpapers || Download paper | 7 |
| 25 | 2009 | False 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 | 7 |
| 26 | 2015 | Volatility 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 | 6 |
| 27 | 2009 | Commonalities 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 | 6 |
| 28 | 2015 | Dissecting 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 | 6 |
| 29 | 2014 | Mandatory 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 | 6 |
| 30 | 2013 | Mandatory 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. Full description at Econpapers || Download paper | 6 |
| 31 | 2015 | Mutual 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 | 5 |
| 32 | 2010 | Sturm 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. Full description at Econpapers || Download paper | 5 |
| 33 | 2004 | Tournaments in mutual fund families. (2004). Ruenzi, Stefan ; Kempf, Alexander. In: CFR Working Papers. RePEc:zbw:cfrwps:0402. Full description at Econpapers || Download paper | 5 |
| 34 | 2005 | Status 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. Full description at Econpapers || Download paper | 5 |
| 35 | 2007 | CAPM und erwartete Renditen: Eine Untersuchung auf Basis der Erwartung von Marktteilnehmern. (2007). Kempf, Alexander ; Hagemeister, Meike . In: CFR Working Papers. RePEc:zbw:cfrwps:0701. Full description at Econpapers || Download paper | 4 |
| 36 | 2004 | Trading 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. Full description at Econpapers || Download paper | 4 |
| 37 | 2006 | On 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 | 4 |
| 38 | 2013 | The 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 | 4 |
| 39 | 2015 | Who trades on momentum?. (2015). Smajlbegovic, Esad ; Baltzer, Markus ; Jank, Stephan . In: CFR Working Papers. RePEc:zbw:cfrwps:1501. Full description at Econpapers || Download paper | 4 |
| 40 | 2010 | The 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. Full description at Econpapers || Download paper | 4 |
| 41 | 2007 | Analyst 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. Full description at Econpapers || Download paper | 4 |
| 42 | 2014 | Portfolio 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 | 4 |
| 43 | 2009 | Cross-sectional analysis of risk-neutral skewness. (2009). Yadav, Pradeep K. ; Zhang, Yuanyuan ; Taylor, Stephen J.. In: CFR Working Papers. RePEc:zbw:cfrwps:0911. Full description at Econpapers || Download paper | 4 |
| 44 | 2015 | Volatility 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 | 4 |
| 45 | 2009 | Political 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 | 4 |
| 46 | 2015 | Cross-company effects of common ownership: Dealings between borrowers and lenders with a common blockholder. (2015). Cici, Gjergji ; Rosenfeld, Claire ; Gibson, Scott . In: CFR Working Papers. RePEc:zbw:cfrwps:1601. Full description at Econpapers || Download paper | 3 |
| 47 | 2005 | Determinanten der Mittelzuflüsse bei deutschen Aktienfonds. (2005). Ruenzi, Stefan ; Kempf, Alexander ; Ber, Silke . In: CFR Working Papers. RePEc:zbw:cfrwps:0511. Full description at Econpapers || Download paper | 3 |
| 48 | 2013 | On 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 |
| 49 | 2010 | Purchase and redemption decisions of mutual fund investors and the role of fund families. (2010). Wedow, Michael ; Jank, Stephan. In: CFR Working Papers. RePEc:zbw:cfrwps:1013. Full description at Econpapers || Download paper | 3 |
| 50 | 2016 | Spoilt for choice: Order routing decisions in fragmented equity markets. (2016). Theissen, Erik ; Gomber, Peter ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit. In: CFR Working Papers. RePEc:zbw:cfrwps:1604. Full description at Econpapers || Download paper | 3 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2007 | The 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 | 31 |
| 2 | 2009 | Role 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 | 28 |
| 3 | 2011 | Can 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 | 23 |
| 4 | 2008 | How 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 |
| 5 | 2014 | Window 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 | 8 |
| 6 | 2006 | Bond 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 | 7 |
| 7 | 2015 | The 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 | 7 |
| 8 | 2009 | Do 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 |
| 9 | 2015 | Volatility 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 |
| 10 | 2011 | The 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 |
| 11 | 2015 | Cross-company effects of common ownership: Dealings between borrowers and lenders with a common blockholder. (2015). Cici, Gjergji ; Rosenfeld, Claire ; Gibson, Scott . In: CFR Working Papers. RePEc:zbw:cfrwps:1601. Full description at Econpapers || Download paper | 3 |
| 12 | 2012 | Forecasting 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 |
| 13 | 2015 | Dissecting 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 |
| 14 | 2016 | Spoilt for choice: Order routing decisions in fragmented equity markets. (2016). Theissen, Erik ; Gomber, Peter ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit. In: CFR Working Papers. RePEc:zbw:cfrwps:1604. Full description at Econpapers || Download paper | 3 |
| 15 | 2013 | Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r. Full description at Econpapers || Download paper | 3 |
| 16 | 2017 | Mutual fund transparency and corporate myopia. (2017). Vashishtha, Rahul ; Agarwal, Vikas ; Venkatachalam, Mohan. In: CFR Working Papers. RePEc:zbw:cfrwps:1610. Full description at Econpapers || Download paper | 2 |
| 17 | 2015 | Mutual 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 | 2 |
| 18 | 2019 | Call of duty: Designated market maker participation in call auctions. (2017). Theissen, Erik ; Westheide, Christian. In: CFR Working Papers. RePEc:zbw:cfrwps:1605. Full description at Econpapers || Download paper | 2 |
| 19 | 2009 | Cross-sectional analysis of risk-neutral skewness. (2009). Yadav, Pradeep K. ; Zhang, Yuanyuan ; Taylor, Stephen J.. In: CFR Working Papers. RePEc:zbw:cfrwps:0911. Full description at Econpapers || Download paper | 2 |
| 20 | 2015 | Volatility 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 |
| 21 | 2016 | Stock Illiquidity, option prices, and option returns. (2016). Kanne, Stefan ; Uhrig-Homburg, Marliese ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:1608. Full description at Econpapers || Download paper | 2 |
| 22 | 2010 | Sturm 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. Full description at Econpapers || Download paper | 2 |
| 23 | 2014 | Runs 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 | 2 |
| 24 | 2007 | Corporate governance in India. (2007). Yadav, Pradeep K. ; Megginson, William L. ; Chakrabarti, Rajesh. In: CFR Working Papers. RePEc:zbw:cfrwps:0802. Full description at Econpapers || Download paper | 2 |
| 25 | 2009 | Operating 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 |
Citing documents used to
compute impact factor: 3
| Year | Title | |
|---|---|---|
| 2019 | The effects of financial reporting and disclosure on corporate investment: A review. (2019). Roychowdhury, Sugata ; Verdi, Rodrigo S ; Shroff, Nemit. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:68:y:2019:i:2:s0165410119300412. Full description at Econpapers || Download paper | |
| 2019 | ECB corporate QE and the loan supply to bank-dependent firms. (2019). De Santis, Roberto A ; Betz, Frank . In: Working Paper Series. RePEc:ecb:ecbwps:20192314. Full description at Econpapers || Download paper | |
| 2019 | Knowledge spillovers in the mutual fund industry through labor mobility. (2019). Peitzmeier, Claudia ; Kempf, Alexander ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1804. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | The Role of Daytime Stock Auctions in Intraday Return Seasonality. (2019). Serikova, Ekaterina. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:14. Full description at Econpapers || Download paper |
Recent citations received in 2018
| Year | Citing document |
|---|
Recent citations received in 2017
| Year | Citing document |
|---|
Recent citations received in 2016
| Year | Citing document | |
|---|---|---|
| 2016 | How to hedge if the payment date is uncertain?. (2016). Korn, Olaf ; Merz, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:0714r. Full description at Econpapers || Download paper |
10 most frequent citing series