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

0.33

Impact Factor

0.27

5-Years IF

10

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.11000 (%)0.06
19910.1000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.1
19960.22000 (%)0.09
19970.22000 (%)0.09
19980.24000 (%)0.12
19990.3000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.16
20020.37000 (%)0.18
20030.39000 (%)0.19
20040.47710.141000 (%)10.140.18
20050.140.420.14152270.323171712 (6.5%)50.330.2
20060.230.450.23103260.19162252251 (6.3%)0.19
20070.320.380.311547110.2311925832104 (3.4%)10.070.16
20080.160.390.15105780.14362544771 (2.8%)10.10.17
20090.240.360.14288590.111432565788 (5.6%)10.040.17
20100.210.340.1821106200.193638878148 (22.2%)40.190.15
20110.330.40.3125131340.2658491684263 (5.2%)30.120.19
20120.20.440.3220151360.242646999321 (3.8%)0.2
20130.20.490.3220171600.3527459104331 (3.7%)30.150.2
20140.350.520.46241951010.524640141145212 (26.1%)140.580.23
20150.430.540.3529224870.39344419110384 (11.8%)30.10.24
20160.40.60.2911235870.3755321118344 (80%)20.180.27
20170.330.640.279244870.363401310428 (%)0.28
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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83
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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66
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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31
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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24
52014Runs on money market mutual funds. (2014). Schmidt, Lawrence ; Wermers, Russ ; Timmermann, Allan. In: CFR Working Papers. RePEc:zbw:cfrwps:1205r.

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15
62007Sex matters: Gender differences in a professional setting. (2007). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0601.

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15
72011The 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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13
82009Operating 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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13
92009Time-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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10
102014Window dressing in mutual funds. (2014). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng . In: CFR Working Papers. RePEc:zbw:cfrwps:1107r3.

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10
112006Bond portfolio optimization: A risk-return approach. (2006). Koziol, Christian ; Korn, Olaf. In: CFR Working Papers. RePEc:zbw:cfrwps:0603.

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9
122007On 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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9
132005Can 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
142012Forecasting 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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9
152009Do higher-moment equity risks explain hedge fund returns?. (2009). Bakshi, Gurdip ; Agarwal, Vikas ; Huij, Joop . In: CFR Working Papers. RePEc:zbw:cfrwps:1007.

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9
162009The 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
172012Low 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
182010Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2010). Jiang, Wei ; Agarwal, Vikas ; Fos, Vyacheslav. In: CFR Working Papers. RePEc:zbw:cfrwps:1008.

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8
192009Naked 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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7
202009False 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
212010Uncovering 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
222012A 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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7
232015The 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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7
242014Mandatory 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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6
252004Tournaments in mutual fund families. (2004). Ruenzi, Stefan ; Kempf, Alexander. In: CFR Working Papers. RePEc:zbw:cfrwps:0402.

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5
262009Commonalities 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
272009Trading 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
282013Mandatory 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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5
292005Status 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
302013Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r.

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4
312015Who trades on momentum?. (2015). Smajlbegovic, Esad ; Baltzer, Markus ; Jank, Stephan . In: CFR Working Papers. RePEc:zbw:cfrwps:1501.

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4
322015Dissecting 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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4
332015Mutual fund investment horizon and performance. (2015). Lan, Chunhua ; Wermers, Russ ; Moneta, Fabio . In: CFR Working Papers. RePEc:zbw:cfrwps:1506.

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4
342007Analyst 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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4
352010The 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
362004Trading costs of public investors with obligatory and voluntary market-making: Evidence from market reforms. (2004). Naik, Narayan Y. ; Yadav, Pradeep K.. In: CFR Working Papers. RePEc:zbw:cfrwps:0406.

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4
372006On 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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4
382007CAPM 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
392013The 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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4
402009Political 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
412016Stock 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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3
422010Caught 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
432013Managerial multitasking in the mutual fund industry. (2013). Ma, Linlin ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1310.

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3
442014Trading 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
452008Sooner or later: delays in trade reporting by corporate insiders. (2008). Theissen, Erik ; Betzer, Andre . In: CFR Working Papers. RePEc:zbw:cfrwps:0806.

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3
462009Informed 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
472013On 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
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
492010Risk 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
502005Determinanten 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

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

36
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

30
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

19
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

11
52009Operating 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

7
62014Window 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

7
72015The 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

6
82011The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:1106.

Full description at Econpapers || Download paper

6
92014Runs 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

6
102012A 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

5
112009Do 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
122015Dissecting 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

4
132015Mutual 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

4
142012Forecasting 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

4
152015Cross-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.

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3
162016Stock 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

3
172015Who 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
182013Mandatory 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
192006Bond 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

3
202013The 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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2
212015Managerial multitasking in the mutual fund industry. (2015). Agarwal, Vikas ; Mullally, Kevin ; Ma, Linlin. In: CFR Working Papers. RePEc:zbw:cfrwps:1310r.

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2
222015Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.. In: CFR Working Papers. RePEc:zbw:cfrwps:1503.

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2
232015Government ownership, informed trading, and private information. (2015). Borisova, Ginka ; Yadav, Pradeep K. In: CFR Working Papers. RePEc:zbw:cfrwps:1513.

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2
242007Corporate governance in India. (2007). Yadav, Pradeep K. ; Megginson, William L. ; Chakrabarti, Rajesh . In: CFR Working Papers. RePEc:zbw:cfrwps:0802.

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2
252005Does 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
262009False 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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2
272015Interfund 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
282015Volatility 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

Citing documents used to compute impact factor 13:

YearTitle
2017Low-beta strategies. (2017). Korn, Olaf ; Kuntz, Laura-Chloe . In: CFR Working Papers. RePEc:zbw:cfrwps:1517r.

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2017Knowing Me, Knowing You? Similarity to the CEO and Fund Managers’ Investment Decisions. (2017). Jaspersen, Stefan ; Limbach, Peter. In: CFR Working Papers. RePEc:zbw:cfrwps:1702.

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2017Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:220-234.

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2017Profitability of insider trading in Europe: A performance evaluation approach. (2017). Korczak, Adriana ; Gebka, Bartosz ; Traczykowski, Jdrzej ; Gbka, Bartosz . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:66-90.

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2017Low-beta strategies. (2017). Korn, Olaf ; Kuntz, Laura-Chloe . In: CFR Working Papers. RePEc:zbw:cfrwps:1517r.

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2017Uncovering Skilled Short-sellers. (2017). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Rodrigo, Bruno Giovannetti. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2017wpecon01.

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2017Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2017). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T. In: CFR Working Papers. RePEc:zbw:cfrwps:1508.

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2017Investment-Horizon Spillovers. (2017). Chinco, Alexander M ; Ye, Mao. In: NBER Working Papers. RePEc:nbr:nberwo:23650.

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2017Litigation and mutual-fund runs. (2017). Qian, Meijun ; Tanyeri, Baak . In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:119-135.

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2017Information percolation, momentum and reversal. (2017). Andrei, Daniel ; Cujean, Julien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:617-645.

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2017Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0288-x.

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2017Dynamic Momentum and Contrarian Trading. (2017). Dobrynskaya, Victoria. In: HSE Working papers. RePEc:hig:wpaper:61/fe/2017.

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2017RAIF – Reserved Alternative Investment Fund – The impact on the Luxembourg Fund Market and the Alternative Investment Fund landscape. (2017). Sprenker, Patrick Matthias . In: EIKV-Schriftenreihe zum Wissens- und Wertemanagement. RePEc:zbw:eikvsw:19.

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Recent citations (cites in year: CiY)

Recent citations received in 2017
YearCiting document

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 Papers (Old Series). 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). Lambrinoudakis, Costas ; Skiadopoulos, George ; Neumann, Michael. In: Working Papers. RePEc:qmw:qmwecw:731.

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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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