Most cited documents in this series:

Year	Title	Cited
2006	Sex matters: Gender differences in a professional setting RePEc:zbw:cfrwps:0601 [Citation Analysis]	9
2010	Inferring reporting biases in hedge fund databases from hedge fund equity holdings RePEc:zbw:cfrwps:1008 [Citation Analysis]	8
	repec:zbw:cfrwps:0804 [Citation Analysis]	4
2008	How do commodity futures respond to macroeconomic news? RePEc:zbw:cfrwps:0803 [Citation Analysis]	4
2004	Tournaments in mutual fund families RePEc:zbw:cfrwps:0402 [Citation Analysis]	3
2009	Commonalities in the order book RePEc:zbw:cfrwps:0905 [Citation Analysis]	3
2004	Trading costs of public investors with obligatory and voluntary market-making: Evidence from market reforms RePEc:zbw:cfrwps:0406 [Citation Analysis]	3
2007	On the relative performance of multi-strategy and funds of hedge funds RePEc:zbw:cfrwps:0711 [Citation Analysis]	3
2008	Overconfidence among professional investors: Evidence from mutual fund managers RePEc:zbw:cfrwps:0808 [Citation Analysis]	2
2005	Understanding the limit order book: Conditioning on trade informativeness RePEc:zbw:cfrwps:0505 [Citation Analysis]	2
2010	The cross-Section of German stock returns: New data and new evidence RePEc:zbw:cfrwps:1012 [Citation Analysis]	2
2008	Sooner or later: delays in trade reporting by corporate insiders RePEc:zbw:cfrwps:0806 [Citation Analysis]	2
2005	Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis RePEc:zbw:cfrwps:0514 [Citation Analysis]	2
2005	Liquidity supply and adverse selection in a pure limit order book market RePEc:zbw:cfrwps:0501 [Citation Analysis]	2
2006	Bond portfolio optimization: A risk-return approach RePEc:zbw:cfrwps:0603 [Citation Analysis]	2
2005	Determinanten der Mittelzuflüsse bei deutschen Aktienfonds RePEc:zbw:cfrwps:0511 [Citation Analysis]	2
2007	CAPM und erwartete Renditen: Eine Untersuchung auf Basis der Erwartung von Marktteilnehmern RePEc:zbw:cfrwps:0701 [Citation Analysis]	2
2011	Market response to investor sentiment RePEc:zbw:cfrwps:1101 [Citation Analysis]	2
2005	An analysis of private investors stock market return forecasts RePEc:zbw:cfrwps:0516 [Citation Analysis]	2
2009	The impact of iceberg orders in limit order books RePEc:zbw:cfrwps:0906 [Citation Analysis]	2
2005	Status quo bias and the number of alternatives: An empirical illustration from the mutual fund industry RePEc:zbw:cfrwps:0507 [Citation Analysis]	2
2010	Sturm und Drang in money market funds: When money market funds cease to be narrow RePEc:zbw:cfrwps:1016 [Citation Analysis]	2
2006	On the usability of synthetic measures of mutual fund net-flows RePEc:zbw:cfrwps:0605 [Citation Analysis]	1
2010	Determinants of expected stock returns: Large sample evidence from the German market RePEc:zbw:cfrwps:1001 [Citation Analysis]	1
2005	Does anonymity matter in electronic limit order markets? RePEc:zbw:cfrwps:0515 [Citation Analysis]	1
2007	Analyst recommendations, mutual fund herding, and overreaction in stock prices RePEc:zbw:cfrwps:0708 [Citation Analysis]	1
2006	Liquidity commonality beyond best prices RePEc:zbw:cfrwps:0604 [Citation Analysis]	1
2009	Trading the bond-CDS basis: The role of credit risk and liquidity RePEc:zbw:cfrwps:0916 [Citation Analysis]	1
2007	Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry RePEc:zbw:cfrwps:0702 [Citation Analysis]	1
2009	Long-horizon consumption risk and the cross-section of returns: New tests and international evidence RePEc:zbw:cfrwps:0902 [Citation Analysis]	1
2010	Uncovering hedge fund skill from the portfolio holdings they hide RePEc:zbw:cfrwps:1009 [Citation Analysis]	1
2009	Time-varying credit risk and liquidity premia in bond and CDS markets RePEc:zbw:cfrwps:0913 [Citation Analysis]	1
2011	Extended dividend, cash flow and residual income valuation models: Accounting for deviations from ideal conditions RePEc:zbw:cfrwps:1111 [Citation Analysis]	1
2008	International price discovery in the presence of market microstructure effects RePEc:zbw:cfrwps:0810 [Citation Analysis]	1
2004	Bayesian learning in financial markets: Testing for the relevance of information precision in price discovery RePEc:zbw:cfrwps:0410 [Citation Analysis]	1
2009	The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks RePEc:zbw:cfrwps:0907 [Citation Analysis]	1
2005	Mutual fund growth in standard an specialist market segments RePEc:zbw:cfrwps:0508 [Citation Analysis]	1
2006	Investment performance and market share: A study of the German mutual fund industry RePEc:zbw:cfrwps:0606 [Citation Analysis]	1
	repec:zbw:cfrwps:0809 [Citation Analysis]	1
2010	The impact of investor sentiment on the German stock market RePEc:zbw:cfrwps:1003 [Citation Analysis]	1

Citing documents used to compute impact factor 13:

Year	Title	See
2011	Published stock recommendations as investor sentiment in the near-term stock market RePEc:ros:wpaper:121	[Citation Analysis]
2011	The role of hedge funds as primary lenders RePEc:kap:revdev:v:14:y:2011:i:2:p:241-261	[Citation Analysis]
2011	Do Hedge Funds Manipulate Stock Prices? RePEc:ide:wpaper:24152	[Citation Analysis]
2011	Do Hedge Funds Manipulate Stock Prices? RePEc:ecl:ohidic:2011-5	[Citation Analysis]
2011	The option CAPM and the performance of hedge funds RePEc:kap:revdev:v:14:y:2011:i:2:p:137-167	[Citation Analysis]
2011	Do Hedge Funds Manipulate Stock Prices? RePEc:tse:wpaper:24150	[Citation Analysis]
2011	Hedge fund leverage RePEc:eee:jfinec:v:102:y:2011:i:1:p:102-126	[Citation Analysis]
2011	Information spillovers and performance persistence for hedge funds RePEc:eee:jfinec:v:101:y:2011:i:1:p:1-17	[Citation Analysis]
2011	Google search volume and its influence on liquidity and returns of German stocks RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264	[Citation Analysis]
2011	Useful models for time series of counts or simply wrong ones? RePEc:spr:alstar:v:95:y:2011:i:1:p:59-91	[Citation Analysis]
2011	A limit order book model for latency arbitrage RePEc:arx:papers:1110.4811	[Citation Analysis]
2011	Liquidity dynamics in an electronic open limit order book: An event study approach RePEc:zbw:cfrwps:1114	[Citation Analysis]
2011	Competition in securities markets: the impact on liquidity RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172	[Citation Analysis]

Cites in year: CiY