Stefan Ruenzi : Citation Profile


Are you Stefan Ruenzi?

Universität Mannheim

13

H index

13

i10 index

719

Citations

RESEARCH PRODUCTION:

16

Articles

33

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 44
   Journals where Stefan Ruenzi has often published
   Relations with other researchers
   Recent citing documents: 104.    Total self citations: 21 (2.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pru34
   Updated: 2024-07-05    RAS profile: 2020-11-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefan Ruenzi.

Is cited by:

Tortosa-Ausina, Emili (7)

Navone, Marco (6)

Renneboog, Luc (5)

Weitzel, Utz (5)

Kowalewski, Oskar (5)

Scalia, Antonio (5)

Basak, Suleyman (4)

HASAN, IFTEKHAR (4)

Ahelegbey, Daniel Felix (4)

Aramonte, Sirio (4)

Racicot, François-Éric (4)

Cites to:

Shleifer, Andrei (18)

Fama, Eugene (16)

Odean, Terrance (15)

Barber, Brad (14)

Carhart, Mark (13)

French, Kenneth (11)

Ellison, Glenn (11)

Chevalier, Judith (11)

Titman, Sheridan (10)

Pedersen, Lasse (9)

Vishny, Robert (8)

Main data


Where Stefan Ruenzi has published?


Journals with more than one article published# docs
The Review of Financial Studies3
Journal of Business Finance & Accounting2
Journal of Financial Economics2
Review of Finance2

Working Papers Series with more than one paper published# docs
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)20
Working Papers on Finance / University of St. Gallen, School of Finance6
Finance / University Library of Munich, Germany3

Recent works citing Stefan Ruenzi (2024 and 2023)


YearTitle of citing document
2023Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

Full description at Econpapers || Download paper

2024Nash equilibria for relative investors with (non)linear price impact. (2023). Goll, Tamara ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2303.18161.

Full description at Econpapers || Download paper

2023Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2304.06950.

Full description at Econpapers || Download paper

2023Building an integrated surveillance framework for highly leveraged NBFIs – lessons from the HKMA. (2023). Yu, Liang ; Pezzini, Silvia ; Liu, Zijun ; Cheng, Kevin. In: BIS Papers. RePEc:bis:bisbps:137.

Full description at Econpapers || Download paper

2023The value of personal professional financial advice to clients: A systematic quantitative literature review. (2023). Wildman, Karen ; Brimble, Mark ; Loy, Ellana ; MacDonald, Kirsten L. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4399-4429.

Full description at Econpapers || Download paper

2023CEO incentive compensation and stock price momentum. (2023). Yan, Shu ; Li, Xingjian ; Feng, Hongrui ; Huang, Yanhuang ; Wang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:975-1028.

Full description at Econpapers || Download paper

2023Political connections and bank behaviour. (2023). Ghosh, Saibal. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:1:n:e12209.

Full description at Econpapers || Download paper

2023Investor beliefs about transformative innovations under uncertainty. (2023). Oechslin, Manuel ; Garbely, Anja ; Binswanger, Johannes. In: Economica. RePEc:bla:econom:v:90:y:2023:i:360:p:1119-1144.

Full description at Econpapers || Download paper

2024Cognition ability, financial advice seeking, and investment performance: New evidence from China. (2024). Yu, DU ; Gao, Jie ; Yang, Ziying. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:53-82.

Full description at Econpapers || Download paper

2023J’Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair. (2023). Marx, Benjamin ; Galbiati, Roberto ; Ortiz-Serrano, Miguel A ; Do, Quoc-Anh. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10748.

Full description at Econpapers || Download paper

2023Algorithmic trading and block ownership initiation: An information perspective. (2023). Zhu, Yushu ; Zheng, Jiayi. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000828.

Full description at Econpapers || Download paper

2023Does online interaction between firms and investors reduce stock price crash risk?. (2023). Zhang, Wei ; Wang, Pengfei ; Li, YI. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922001081.

Full description at Econpapers || Download paper

2023Co-illiquidity management. (2023). Rzenik, Aleksandra ; Massa, Massimo ; Hvidkjar, Soren. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000968.

Full description at Econpapers || Download paper

2023Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033.

Full description at Econpapers || Download paper

2023A novel downside beta and expected stock returns. (2023). Liu, Jinjing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004057.

Full description at Econpapers || Download paper

2023Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x.

Full description at Econpapers || Download paper

2023Liquidity Dry-ups in equity markets. (2023). Wang, Xiaoqiong ; Li, Chengcheng ; Kim, Donghyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000522.

Full description at Econpapers || Download paper

2023Does foreign competition affect corporate debt maturity structure? Evidence from import penetration. (2023). Maghyereh, Aktham ; Atawna, Thaer ; Liu, Jia ; Zaman, Rashid ; Atawnah, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000558.

Full description at Econpapers || Download paper

2023Precautionary motive or private benefit motive for holding cash: Evidence from CEO ownership. (2023). Zeng, Yeqin ; Yin, Chao ; Sun, Wenyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003368.

Full description at Econpapers || Download paper

2023Extreme downside risk in the cross-section of asset returns. (2023). Ergun, Lerby M. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003563.

Full description at Econpapers || Download paper

2023Diversification measures: Mutual fund family case. (2023). Kaprielyan, Margarita ; Agapova, Anna. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004489.

Full description at Econpapers || Download paper

2024Social media information diffusion and excess stock returns co-movement. (2024). Li, Sai-Ping ; Wu, Wang-Long ; Chen, Zhang-Hangjian ; Koedijk, Kees G ; Bao, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005525.

Full description at Econpapers || Download paper

2023Beta or duration? Risk-taking by balanced mutual funds in Korea✰. (2020). Jimmy, Ji Yeol ; Han, Min Yeon ; Park, Keunwoo. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302697.

Full description at Econpapers || Download paper

2023Family competition via divergence in the trading of funds. (2023). Serrano, Miguel ; Gimeno, Ruth ; Andreu, Laura. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007243.

Full description at Econpapers || Download paper

2023What drives diversity hiring in the mutual fund management industry?. (2023). Fan, Zaifeng S ; Dewald, Frederick P ; Yu, Linda. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006311.

Full description at Econpapers || Download paper

2023Hedge fund manager timing and selectivity skill over time. A holdings-based estimate. (2023). Kang, Minjeong ; Aiken, Adam L. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008115.

Full description at Econpapers || Download paper

2023Can managers’ characteristics explain European bond mutual fund performance?. (2023). Domingues, Renato ; Otero-Gonzalez, Luis ; Duran-Santomil, Pablo ; Leite, Paulo. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009984.

Full description at Econpapers || Download paper

2023Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation. (2023). Faias, Jose Afonso. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593.

Full description at Econpapers || Download paper

2023Strategic trading by insiders in the presence of institutional investors. (2023). Yang, Joey Wenling ; Wee, Marvin ; Hoang, Lai T. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200091x.

Full description at Econpapers || Download paper

2024Intraday variation in cross-sectional stock comovement and impact of index-based strategies. (2024). Shi, Meiqi ; Shen, Yiwen. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000120.

Full description at Econpapers || Download paper

2024Extreme illiquidity and cross-sectional corporate bond returns. (2024). Wu, DI ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

Full description at Econpapers || Download paper

2023Is deforestation needed for growth? Testing the EKC hypothesis for Latin America. (2023). Gil-Perez, Jesus ; Sanchez-Braza, Antonio ; Pablo-Romero, Maria P. In: Forest Policy and Economics. RePEc:eee:forpol:v:148:y:2023:i:c:s1389934123000102.

Full description at Econpapers || Download paper

2023Be nice to the air: Severe haze pollution and mutual fund risk. (2023). Visaltanachoti, Nuttawat ; Nguyen, Harvey ; Roy, Suvra. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000881.

Full description at Econpapers || Download paper

2023Does systematic tail risk matter?. (2023). Pereverzin, Aleksandr ; Nguyen, Linh H ; Polanski, Arnold ; Stoja, Evarist. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001706.

Full description at Econpapers || Download paper

2023Average tail risk and aggregate stock returns. (2023). , Richard ; Dai, Yingtong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001718.

Full description at Econpapers || Download paper

2023Cultural values of parent bank board members and lending by foreign subsidiaries: The moderating role of personal traits. (2023). Kozowski, Ukasz ; Kowalewski, Oskar ; Jackowicz, Krzysztof ; Hasan, Iftekhar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000045.

Full description at Econpapers || Download paper

2023FinTech platforms and mutual fund markets. (2023). Lu, Lei ; Zhang, Wenqiao ; Yu, Zongdai ; You, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s104244312200124x.

Full description at Econpapers || Download paper

2023Gold-mining stocks, risk factors, and tail patterns. (2023). , James ; Cai, Jun ; Qin, Yiyi ; Webb, Robert I. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000914.

Full description at Econpapers || Download paper

2023Locked-in at home: The gender difference in analyst forecasts after the COVID-19 school closures. (2023). Du, Mengqiao. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:76:y:2023:i:1:s0165410123000277.

Full description at Econpapers || Download paper

2023Common institutional blockholders and tail risk. (2023). Zhong, Yuxiang ; Xie, Jing ; Agnes, C S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s037842662200303x.

Full description at Econpapers || Download paper

2023The Banker’s oath and financial advice. (2023). Kirchler, Michael ; Weitzel, Utz. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003302.

Full description at Econpapers || Download paper

2023Hot potatoes: Underpricing of stocks following extreme negative returns. (2023). Reyes-Pea, Robinson ; Lawrence, Edward ; Caglayan, Mustafa O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000018.

Full description at Econpapers || Download paper

2023Scale and skills in European active management: Impact of a new regulatory context. (2023). Razafitombo, Hery ; Khim, Veasna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001553.

Full description at Econpapers || Download paper

2023Do stock-level experienced returns influence security selection?. (2023). Mitali, Shema ; Antoniou, Constantinos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:157:y:2023:i:c:s037842662300225x.

Full description at Econpapers || Download paper

2023Executives’ financial experience and myopic marketing management: A myopic loss-aversion perspective. (2023). Gu, Leilei. In: Journal of Business Research. RePEc:eee:jbrese:v:157:y:2023:i:c:s0148296322010529.

Full description at Econpapers || Download paper

2023A free solo in heels: Corporate risk taking among women executives and directors. (2023). Glass, Christy ; Cook, Alison ; Ingersoll, Alicia R. In: Journal of Business Research. RePEc:eee:jbrese:v:157:y:2023:i:c:s0148296323000097.

Full description at Econpapers || Download paper

2023Switching from commissions on mutual funds to flat-fees: How are advisory clients affected?. (2023). Hackethal, Andreas ; Loos, Benjamin ; Uhr, Charline ; Meyer, Steffen. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:423-449.

Full description at Econpapers || Download paper

2023Anti-herding by hedge funds and its implications for expected returns. (2023). Demirer, Riza ; Badshah, Ihsan ; Ali, Sara. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:31-48.

Full description at Econpapers || Download paper

2023The Modern Mutual Fund Family. (2023). Spilker, Harold D ; Dannhauser, Caitlin D. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:1-20.

Full description at Econpapers || Download paper

2023Fire sale risk and expected stock returns. (2023). Kim, Min S ; Aragon, George O. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:578-609.

Full description at Econpapers || Download paper

2023Environmental governance, executive incentive, and enterprise performance: Evidence from Chinese mineral enterprises. (2023). Wu, Haitao ; Hao, YU ; Li, KE ; Wen, Shufang. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300569x.

Full description at Econpapers || Download paper

2023Economic policy uncertainty and mutual fund risk shifting. (2023). Yao, Zhongwei ; Jiang, Sainan ; Luo, Deming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002165.

Full description at Econpapers || Download paper

2023Do manager characteristics matter in equity mutual fund performance? New evidence based on the double-adjusted alpha. (2023). Hsieh, Wei-Cheng ; Yen, Meng-Feng ; Lin, Jia-Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002207.

Full description at Econpapers || Download paper

2023Extreme illiquidity and stock returns: Evidence from Thailand market. (2023). Wang, Yanchu ; Chen, XI ; Zhong, Xiaoling. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002627.

Full description at Econpapers || Download paper

2024Political uncertainty and commonality in liquidity. (2024). Dang, Tung ; Nguyen, MY ; Luong, Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:83:y:2024:i:c:s0927538x23003207.

Full description at Econpapers || Download paper

2023Is there a risk premium? Evidence from thirteen measures. (2023). Ramos, Henrique Pinto ; Muller, Fernanda Maria ; Fracasso, Lais Martins ; Righi, Marcelo Brutti. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:182-199.

Full description at Econpapers || Download paper

2023Political connection and water pollution: New evidence from Chinese listed firms. (2023). Tang, Chuan ; Zhang, Jiahuan ; Xie, Rui. In: Resource and Energy Economics. RePEc:eee:resene:v:74:y:2023:i:c:s0928765523000453.

Full description at Econpapers || Download paper

2024Does financial advisors improve portfolio efficiency for individual investors? Evidence from large-scale microdata. (2024). Lu, Xiaomeng ; Li, Feng ; Guo, Fusen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:400-412.

Full description at Econpapers || Download paper

2024Commonality in liquidity and corporate default risk - Evidence from China. (2024). Zan, Bingyan ; Li, Jintian ; He, Feng ; Fu, Yumei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000734.

Full description at Econpapers || Download paper

2023When do robo-advisors make us better investors? The impact of social design elements on investor behavior. (2023). Spann, Martin ; Morana, Stefan ; Back, Camila. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:103:y:2023:i:c:s2214804323000101.

Full description at Econpapers || Download paper

2023Do investment fund managers behave rationally in the light of central bank communication? Survey evidence from Poland. (2023). Kutan, Ali ; Brzeszczyski, Janusz ; Gajdka, Jerzy ; Bolek, Monika ; Wolski, Rafa. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-07-2021-0124.

Full description at Econpapers || Download paper

2023Gender, Legal Origin, and Accounting Disclosure: Evidence from More Than 140,000 Firms. (2023). Odewunmi, Samuel ; Omolo, Martha A ; Ogunmokun, Olapeju C ; Oyekola, Olayinka. In: Discussion Papers. RePEc:exe:wpaper:2313.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023The Impact of General Manager’s Responsible Leadership and Executive Compensation Incentive on Enterprise ESG Performance. (2023). Yu, Guangyu ; Hu, YU ; Li, Yilei ; Chen, Xiaofang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:11883-:d:1208920.

Full description at Econpapers || Download paper

2023EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS. (2023). Usseglio-Carleve, Antoine ; Kratz, Marie ; Hambuckers, Julien. In: Working Papers. RePEc:hal:wpaper:hal-04090916.

Full description at Econpapers || Download paper

2023Crash risk in the Nordic Stock Market - a cross-sectional analysis. (2023). Fjarvik, Thomas. In: Discussion Papers. RePEc:hhs:nhhfms:2023_005.

Full description at Econpapers || Download paper

2023Social Preferences of Young Professionals and the Financial Industry. (2023). Sutter, Matthias ; Schumacher, Heiner ; Heinz, Matthias ; Gill, Andrej. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3905-3919.

Full description at Econpapers || Download paper

2023Do Prime Brokers Matter in the Search for Informed Hedge Fund Managers?. (2023). Uk, Byoung ; Chung, Ji-Woong ; Aragon, George O. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4932-4952.

Full description at Econpapers || Download paper

2023How Do Political Connections of Firms Matter during an Economic Crisis?. (2023). Sen, Anirban ; Sekhri, Sheetal ; Chiplunkar, Gaurav ; Chen, Yutong ; Seth, Aaditeshwar. In: IZA Discussion Papers. RePEc:iza:izadps:dp16131.

Full description at Econpapers || Download paper

2023Keeping Promises? Mutual Funds’ Investment Objectives and Impact of Carbon Risk Disclosures. (2023). Varma, Abhishek ; Nofsinger, John R. In: Journal of Business Ethics. RePEc:kap:jbuset:v:187:y:2023:i:3:d:10.1007_s10551-022-05264-1.

Full description at Econpapers || Download paper

2024Does board composition matter for innovation? A longitudinal study of the organizational slack–innovation relationship in Nasdaq-100 companies. (2024). Meckl, Reinhard ; Heubeck, Tim. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:28:y:2024:i:2:d:10.1007_s10997-023-09687-4.

Full description at Econpapers || Download paper

2023Female entrepreneurs managing from home. (2023). Shim, Hyoung Suk ; Platt, Katarzyna ; Oladipo, Oluwasheyi. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:2:d:10.1007_s11187-022-00713-7.

Full description at Econpapers || Download paper

2023J’Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair. (2023). Ortiz, Miguel A ; Marx, Benjamin ; Galbiati, Roberto ; Do, Quoc-Anh. In: Monash Economics Working Papers. RePEc:mos:moswps:2023-10.

Full description at Econpapers || Download paper

2023Do Managers Do Good with Other People’s Money?. (2023). Shue, Kelly ; Hong, Harrison ; Cheng, Ing-Haw. In: Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:12:y:2023:i:3:p:443-487..

Full description at Econpapers || Download paper

2023Search-Based Peer Groups and Commonality in Liquidity*. (2023). Snow, Neal M ; Chung, Dennis Y ; Brockman, Paul. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:33-77..

Full description at Econpapers || Download paper

2023Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market. (2023). Badhani, K N ; Ali, Asgar. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00290-0.

Full description at Econpapers || Download paper

2023Trust me, I am a Robo-advisor. (2023). Lehner, Sebastian ; Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00284-y.

Full description at Econpapers || Download paper

2023The influence of the social networks of fund managers on the herding behavior of SIFs in China. (2023). Li, Bixiao ; Wang, Yuanfei. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01675-1.

Full description at Econpapers || Download paper

2023Collusive behaviour, risk and performance of tourism firms. (2023). Vo, Xuan Vinh ; Duong, Kiet Tuan ; Seetaram, Neelu ; Trinh, Vu Quang. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:8:p:2103-2128.

Full description at Econpapers || Download paper

2023Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?. (2023). Badhani, K N ; Ali, Asgar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02355-w.

Full description at Econpapers || Download paper

2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets. (2023). Vo, Xuan Vinh ; Ko, Hee-Un ; Gubareva, Mariya ; Mensi, Walid ; Kang, Sang Hoon. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00498-y.

Full description at Econpapers || Download paper

2023The Role of Financial Spinning, Learning, and Predation in Market Failure. (2023). Huck, Nicolas ; Mavoori, Hareesh ; Mesly, Olivier. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:1:d:10.1007_s13132-021-00862-2.

Full description at Econpapers || Download paper

2023Fund Managers’ Competition for Investment Flows Based on Relative Performance. (2023). Ye, Jiaxuan ; Wang, GU. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:198:y:2023:i:2:d:10.1007_s10957-023-02221-4.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Nash equilibria for relative investors via no-arbitrage arguments. (2023). Goll, Tamara ; Bauerle, Nicole. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:97:y:2023:i:1:d:10.1007_s00186-022-00804-x.

Full description at Econpapers || Download paper

2023Earnings forecasts of female CEOs: quality and consequences. (2023). Li, Yuntian ; Francoeur, Claude ; Zhang, Jing ; Singer, Zvi. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:3:d:10.1007_s11142-021-09669-7.

Full description at Econpapers || Download paper

2023Managerial overconfidence: promoter of or obstacle to organizational resilience?. (2023). Sonnenholzner, Lara ; Kunz, Jennifer. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:1:d:10.1007_s11846-022-00530-y.

Full description at Econpapers || Download paper

2023Gambling in Risk-Taking Contests: Experimental Evidence. (2023). Seel, Christian ; Embrey, Matthew ; Reiss, Philipp J. In: Working Paper Series. RePEc:sus:susewp:0623.

Full description at Econpapers || Download paper

2023Board gender quotas and outward foreign direct investment: Evidence from France. (2023). Natale, Piergiovanna ; Gattai, Valeria ; Akta, Koray. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:4:p:1291-1321.

Full description at Econpapers || Download paper

2023The impact of board gender diversity on banks environmental policy: The moderating role of gender inequality in national culture. (2023). Coscia, Maria ; Varrone, Nicola ; D'Angelo, Eugenio ; Daniele, Lucia Michela ; Gangi, Francesco. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:3:p:1273-1291.

Full description at Econpapers || Download paper

2023COVID?19 and tail risk contagion across commodity futures markets. (2023). Han, Liyan ; Qiao, Tongshuai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:242-272.

Full description at Econpapers || Download paper

2024Securities lending and information acquisition. (2024). Sturgess, Jason ; Jank, Stephan ; Greppmair, Stefan. In: Discussion Papers. RePEc:zbw:bubdps:287759.

Full description at Econpapers || Download paper

2023The real effect of sociopolitical racial animus: Mutual fund manager performance during the AAPI Hate. (2023). Zou, Hong ; Luo, Yuchen ; Jiang, Wei ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2305.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Stefan Ruenzi:


YearTitleTypeCited
2010Political Connectedness and Firm Performance: Evidence from Germany In: German Economic Review.
[Full Text][Citation analysis]
article56
2009Political connectedness and firm performance: Evidence from Germany.(2009) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56
paper
2008Family Matters: Rankings Within Fund Families and Fund Inflows In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article16
2007Family matters: Ranking within fund families and fund inflows.(2007) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2011Overconfidence Among Professional Investors: Evidence from Mutual Fund Managers In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article39
2009Overconfidence among professional investors: Evidence from mutual fund managers.(2009) In: CFR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 39
paper
2010Overconfidence among professional investors: Evidence from mutual fund managers.(2010) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39
paper
2014CEO Ownership, Stock Market Performance, and Managerial Discretion In: Journal of Finance.
[Full Text][Citation analysis]
article44
2018Crash Sensitivity and the Cross Section of Expected Stock Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article46
2016Crash Sensitivity and the Cross-Section of Expected Stock Returns.(2016) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46
paper
2018Momentum and crash sensitivity In: Economics Letters.
[Full Text][Citation analysis]
article5
2017Momentum and Crash Sensitivity.(2017) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2020Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article2
2020Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications.(2020) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2017Tail risk in hedge funds: A unique view from portfolio holdings In: Journal of Financial Economics.
[Full Text][Citation analysis]
article61
2015Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings.(2015) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61
paper
2015Tail risk in hedge funds: A unique view from portfolio holdings.(2015) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61
paper
2009Employment risk, compensation incentives, and managerial risk taking: Evidence from the mutual fund industry In: Journal of Financial Economics.
[Full Text][Citation analysis]
article114
2008Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry.(2008) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 114
paper
2007Why Managers Hold Shares of Their Firms: An Empirical Analysis In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper1
2006Why managers hold shares of their firm: An empirical analysis.(2006) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2019Sex Matters: Gender Bias in the Mutual Fund Industry In: Management Science.
[Full Text][Citation analysis]
article35
2005Mutual Fund Growth in Standard and Specialist Market Segments In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article2
2004Mutual Fund Growth in Standard and Specialist Market Segments.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2005Mutual fund growth in standard an specialist market segments.(2005) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2010Is a Team Different from the Sum of its Parts? Evidence from Mutual Fund Managers In: Review of Finance.
[Full Text][Citation analysis]
article4
2005Is a team different from the sum of its parts? Evidence from mutual fund managers.(2005) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2017The Impact of Financial Advice on Trade Performance and Behavioral Biases In: Review of Finance.
[Full Text][Citation analysis]
article23
2015The Impact of Financial Advice on Trade Performance and Behavioral Biases.(2015) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2008Tournaments in Mutual-Fund Families In: The Review of Financial Studies.
[Full Text][Citation analysis]
article113
2004Tournaments in Mutual Fund Families.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113
paper
2004Tournaments in mutual fund families.(2004) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113
paper
2016Editors Choice Commonality in Liquidity: A Demand-Side Explanation In: The Review of Financial Studies.
[Full Text][Citation analysis]
article66
2018Financial Advice and Bank Profits In: The Review of Financial Studies.
[Full Text][Citation analysis]
article27
2015Extreme Downside Liquidity Risk In: Working Papers on Finance.
[Full Text][Citation analysis]
paper0
2018Unobserved Performance of Hedge Funds In: Working Papers on Finance.
[Full Text][Citation analysis]
paper6
2020Unobserved performance of hedge funds.(2020) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2004Family Matters: The Performance Flow Relationship in the Mutual Fund Industry In: Finance.
[Full Text][Citation analysis]
paper8
2005Status quo bias and the number of alternatives: An empirical illustration from the mutual fund industry In: CFR Working Papers.
[Full Text][Citation analysis]
paper6
2005Determinanten der Mittelzuflüsse bei deutschen Aktienfonds In: CFR Working Papers.
[Full Text][Citation analysis]
paper3
2007Sex matters: Gender differences in a professional setting In: CFR Working Papers.
[Full Text][Citation analysis]
paper23
2006On the usability of synthetic measures of mutual fund net-flows In: CFR Working Papers.
[Full Text][Citation analysis]
paper5
2007The impact of work group diversity on performance: Large sample evidence from the mutual fund industry In: CFR Working Papers.
[Full Text][Citation analysis]
paper7
2009Rapid Trading bei deutschen Aktienfonds: Evidenz aus einer großen deutschen Fondsgesellschaft In: CFR Working Papers.
[Full Text][Citation analysis]
paper0
2010The impact of investor sentiment on the German stock market In: CFR Working Papers.
[Citation analysis]
paper7
2011The impact of investor sentiment on the German stock market.(2011) In: CFR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2014A Friendly Turn: Advertising Bias in the News Media In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
paper0
2015Advertising, Attention, and Financial Markets In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]
paper0
2018The impact of role models on womens self-selection in competitive environments In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team