[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]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.14 | 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 | 0.18 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
1996 | 0 | 0.21 | 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 | 0.13 | |||||
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 | 0.44 | 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 | 0.42 | 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 | 10 | 1 | 1 | 0 | 0 | 0 | 1 | 0.14 | 0.27 | |||
2005 | 0.14 | 0.49 | 0.27 | 0.14 | 15 | 22 | 31 | 6 | 7 | 7 | 1 | 7 | 1 | 0 | 5 | 0.33 | 0.29 | |
2006 | 0.27 | 0.47 | 0.22 | 0.27 | 10 | 32 | 24 | 6 | 14 | 22 | 6 | 22 | 6 | 2 | 33.3 | 0 | 0.27 | |
2007 | 0.32 | 0.39 | 0.23 | 0.31 | 15 | 47 | 213 | 11 | 25 | 25 | 8 | 32 | 10 | 2 | 18.2 | 1 | 0.07 | 0.22 |
2008 | 0.2 | 0.46 | 0.18 | 0.19 | 10 | 57 | 56 | 10 | 35 | 25 | 5 | 47 | 9 | 0 | 1 | 0.1 | 0.23 | |
2009 | 0.28 | 0.43 | 0.12 | 0.16 | 28 | 85 | 213 | 10 | 45 | 25 | 7 | 57 | 9 | 0 | 1 | 0.04 | 0.22 | |
2010 | 0.37 | 0.37 | 0.27 | 0.28 | 21 | 106 | 41 | 28 | 74 | 38 | 14 | 78 | 22 | 4 | 14.3 | 4 | 0.19 | 0.19 |
2011 | 0.33 | 0.46 | 0.27 | 0.33 | 25 | 131 | 129 | 36 | 110 | 49 | 16 | 84 | 28 | 3 | 8.3 | 3 | 0.12 | 0.25 |
2012 | 0.2 | 0.5 | 0.26 | 0.32 | 20 | 151 | 36 | 40 | 150 | 46 | 9 | 99 | 32 | 4 | 10 | 0 | 0.25 | |
2013 | 0.22 | 0.5 | 0.37 | 0.35 | 20 | 171 | 33 | 58 | 213 | 45 | 10 | 104 | 36 | 5 | 8.6 | 3 | 0.15 | 0.24 |
2014 | 0.33 | 0.53 | 0.54 | 0.47 | 23 | 194 | 68 | 105 | 318 | 40 | 13 | 114 | 54 | 7 | 6.7 | 13 | 0.57 | 0.27 |
2015 | 0.42 | 0.53 | 0.39 | 0.33 | 28 | 222 | 49 | 86 | 404 | 43 | 18 | 109 | 36 | 14 | 16.3 | 2 | 0.07 | 0.27 |
2016 | 0.37 | 0.54 | 0.39 | 0.25 | 9 | 231 | 9 | 88 | 493 | 51 | 19 | 116 | 29 | 2 | 2.3 | 1 | 0.11 | 0.27 |
2017 | 0.24 | 0.54 | 0.37 | 0.22 | 7 | 238 | 5 | 86 | 581 | 37 | 9 | 100 | 22 | 7 | 8.1 | 0 | 0.27 | |
2018 | 0.25 | 0.53 | 0.3 | 0.24 | 4 | 242 | 9 | 72 | 654 | 16 | 4 | 87 | 21 | 2 | 2.8 | 2 | 0.5 | 0.26 |
2019 | 0.27 | 0.55 | 0.36 | 0.27 | 8 | 250 | 2 | 91 | 745 | 11 | 3 | 71 | 19 | 2 | 2.2 | 1 | 0.13 | 0.32 |
2020 | 0.25 | 0.63 | 0.39 | 0.23 | 18 | 268 | 2 | 105 | 850 | 12 | 3 | 56 | 13 | 7 | 6.7 | 0 | 0.58 |
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 |
# | 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 | 171 |
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 | 115 |
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 | 88 |
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 | 44 |
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 | 27 |
6 | 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 | 22 |
7 | 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 | 19 |
8 | 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 | 18 |
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 | 18 |
10 | 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 | 17 |
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 | 16 |
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 | 16 |
13 | 2015 | The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). GÃÆündÃÆüz, Yalin ; Gehde-Trapp, Monika ; Nasev, Julia ; Gunduz, Yalin. In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2. Full description at Econpapers || Download paper | 13 |
14 | 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 | 11 |
15 | 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 | 11 |
16 | 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 |
17 | 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 | 10 |
18 | 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 | 9 |
19 | 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 |
20 | 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 |
21 | 2013 | Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r. Full description at Econpapers || Download paper | 8 |
22 | 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 |
23 | 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 | 8 |
24 | 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 | 7 |
25 | 2018 | 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 | 7 |
26 | 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 |
27 | 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 | 6 |
28 | 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 | 6 |
29 | 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 |
30 | 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 |
31 | 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 | 6 |
32 | 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 | 6 |
33 | 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 |
34 | 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 | 5 |
35 | 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 |
36 | 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 | 5 |
37 | 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 | 5 |
38 | 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 | 5 |
39 | 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 |
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 | 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 |
42 | 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 |
43 | 2013 | Institutional investment and intermediation in the hedge fund industry. (2013). Ray, Sugata ; Nada, Vikram ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1303. Full description at Econpapers || Download paper | 4 |
44 | 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 |
45 | 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 |
46 | 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 |
47 | 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 | 4 |
48 | 2013 | The price impact of CDS trading. (2013). GÃÆündÃÆüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1212r. Full description at Econpapers || Download paper | 4 |
49 | 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 |
50 | 2011 | Market response to investor sentiment. (2011). Theissen, Erik ; Westheide, Christian ; Hengelbrock, Jordis . In: CFR Working Papers. RePEc:zbw:cfrwps:1101. Full description at Econpapers || Download paper | 3 |
# | 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 | 64 |
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 | 36 |
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 | 33 |
4 | 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 | 15 |
5 | 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 | 15 |
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 | 9 |
7 | 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 | 6 |
8 | 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 | 6 |
9 | 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 | 6 |
10 | 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 | 5 |
11 | 2015 | The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). GÃÆündÃÆüz, Yalin ; Gehde-Trapp, Monika ; Nasev, Julia ; Gunduz, Yalin. In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2. Full description at Econpapers || Download paper | 5 |
12 | 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 |
13 | 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 | 3 |
14 | 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 | 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 | 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 | 3 |
17 | 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 | 3 |
18 | 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 | 3 |
19 | 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 |
20 | 2018 | Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing. (2018). Theissen, Erik ; Rischen, Tobias. In: CFR Working Papers. RePEc:zbw:cfrwps:1803. Full description at Econpapers || Download paper | 2 |
21 | 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 |
22 | 2017 | Explaining and benchmarking corporate bond returns. (2017). Moussawi, Rabih ; Gibson, Scott ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1703. Full description at Econpapers || Download paper | 2 |
23 | 2013 | Institutional investment and intermediation in the hedge fund industry. (2013). Ray, Sugata ; Nada, Vikram ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1303. Full description at Econpapers || Download paper | 2 |
24 | 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 |
25 | 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 | 2 |
26 | 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 | 2 |
27 | 2018 | 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 |
28 | 2015 | Resiliency: A dynamic view of liquidity. (2015). Kempf, Alexander ; Yadav, Pradeep K. ; Gehde-Trapp, Monika ; Mayston, Daniel . In: CFR Working Papers. RePEc:zbw:cfrwps:1504. Full description at Econpapers || Download paper | 2 |
29 | 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 |
30 | 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 | 2 |
Year | Title | |
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2020 | Knowing Me, Knowing You? Similarity to the CEO and Fund Managersââ¬â¢ Investment Decisions. (2017). Limbach, Peter ; Jaspersen, Stefan. In: CFR Working Papers. RePEc:zbw:cfrwps:1702. Full description at Econpapers || Download paper | |
2020 | Financial Performance of SDG Mutual Funds Focused on Biotechnology and Healthcare Sectors. (2020). Marti-Ballester, Carmen-Pilar. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2032-:d:329366. Full description at Econpapers || Download paper | |
2020 | Pension fund equity performance: Patience, activity or both?. (2020). Luivjanska, Katarina ; van Lelyveld, Iman ; Gonzalez, Tanja Artiga. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300790. Full description at Econpapers || Download paper |
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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 |
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2018 | Pension fund equity performance: Patience, activity or both?. (2018). Lelyveld, Iman ; Artiga Gonzalez, Tanja ; Lucivjanska, Katarina ; van Lelyveld, Iman. In: DNB Working Papers. RePEc:dnb:dnbwpp:606. Full description at Econpapers || Download paper | |
2018 | . Full description at Econpapers || Download paper |
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