CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2004 | 0 | 0.6 | 0.29 | 0 | 7 | 7 | 16 | 1 | 2 | 0 | 0 | 1 | 100 | 1 | 0.14 | 0.36 | ||
| 2005 | 0.14 | 0.6 | 0.32 | 0.14 | 15 | 22 | 41 | 7 | 9 | 7 | 1 | 7 | 1 | 0 | 6 | 0.4 | 0.36 | |
| 2006 | 0.32 | 0.59 | 0.28 | 0.32 | 10 | 32 | 27 | 8 | 18 | 22 | 7 | 22 | 7 | 2 | 25 | 1 | 0.1 | 0.34 |
| 2007 | 0.36 | 0.52 | 0.3 | 0.38 | 15 | 47 | 309 | 14 | 32 | 25 | 9 | 32 | 12 | 3 | 21.4 | 2 | 0.13 | 0.29 |
| 2008 | 0.32 | 0.59 | 0.28 | 0.3 | 10 | 57 | 75 | 15 | 48 | 25 | 8 | 47 | 14 | 0 | 1 | 0.1 | 0.29 | |
| 2009 | 0.64 | 0.58 | 0.29 | 0.37 | 28 | 85 | 336 | 25 | 73 | 25 | 16 | 57 | 21 | 1 | 4 | 3 | 0.11 | 0.33 |
| 2010 | 0.76 | 0.52 | 0.46 | 0.51 | 21 | 106 | 52 | 48 | 122 | 38 | 29 | 78 | 40 | 8 | 16.7 | 5 | 0.24 | 0.3 |
| 2011 | 0.67 | 0.61 | 0.53 | 0.63 | 25 | 131 | 152 | 69 | 191 | 49 | 33 | 84 | 53 | 9 | 13 | 3 | 0.12 | 0.37 |
| 2012 | 0.26 | 0.68 | 0.44 | 0.52 | 20 | 151 | 61 | 67 | 258 | 46 | 12 | 99 | 51 | 14 | 20.9 | 8 | 0.4 | 0.36 |
| 2013 | 0.47 | 0.67 | 0.56 | 0.56 | 20 | 171 | 76 | 91 | 354 | 45 | 21 | 104 | 58 | 15 | 16.5 | 10 | 0.5 | 0.35 |
| 2014 | 0.6 | 0.67 | 0.87 | 0.65 | 23 | 194 | 97 | 169 | 523 | 40 | 24 | 114 | 74 | 55 | 32.5 | 13 | 0.57 | 0.34 |
| 2015 | 0.7 | 0.66 | 0.91 | 0.45 | 28 | 222 | 82 | 201 | 724 | 43 | 30 | 109 | 49 | 117 | 58.2 | 54 | 1.93 | 0.36 |
| 2016 | 0.41 | 0.65 | 0.45 | 0.3 | 9 | 231 | 11 | 102 | 827 | 51 | 21 | 116 | 35 | 11 | 10.8 | 1 | 0.11 | 0.35 |
| 2017 | 0.24 | 0.62 | 0.48 | 0.25 | 7 | 238 | 16 | 113 | 942 | 37 | 9 | 100 | 25 | 25 | 22.1 | 0 | 0.35 | |
| 2018 | 0.25 | 0.62 | 0.35 | 0.31 | 3 | 241 | 17 | 84 | 1027 | 16 | 4 | 87 | 27 | 2 | 2.4 | 3 | 1 | 0.35 |
| 2019 | 0.4 | 0.63 | 0.46 | 0.33 | 8 | 249 | 8 | 115 | 1142 | 10 | 4 | 70 | 23 | 12 | 10.4 | 1 | 0.13 | 0.37 |
| 2020 | 0.73 | 0.72 | 0.57 | 0.38 | 17 | 266 | 17 | 152 | 1294 | 11 | 8 | 55 | 21 | 34 | 22.4 | 7 | 0.41 | 0.78 |
| 2021 | 0.4 | 0.99 | 0.46 | 0.36 | 13 | 279 | 12 | 128 | 1422 | 25 | 10 | 44 | 16 | 14 | 10.9 | 1 | 0.08 | 0.41 |
| 2022 | 0.47 | 0.78 | 0.41 | 0.38 | 14 | 293 | 1 | 120 | 1542 | 30 | 14 | 48 | 18 | 22 | 18.3 | 0 | 0.25 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 | 243 |
| 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 | 181 |
| 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 | 98 |
| 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 | 54 |
| 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 | 50 |
| 6 | 2013 | Which beta is best? On the information content of option-implied betas. (2013). Korn, Olaf ; Saning, Sven ; Baule, Rainer. In: CFR Working Papers. RePEc:zbw:cfrwps:1311. Full description at Econpapers || Download paper | 33 |
| 7 | 2013 | Managerial multitasking in the mutual fund industry. (2013). Ma, Linlin ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1310. Full description at Econpapers || Download paper | 32 |
| 8 | 2013 | Seasonal asset allocation: Evidence from mutual fund flows. (2013). Kramer, Lisa ; Wermers, Russ ; Levi, Maurice D. ; Kamstra, Mark J.. In: CFR Working Papers. RePEc:zbw:cfrwps:1309. Full description at Econpapers || Download paper | 32 |
| 9 | 2013 | Forward-looking measures of higher-order dependencies with an application to portfolio selection. (2013). Kempf, Alexander ; Korn, Olaf ; Brinkmann, Felix . In: CFR Working Papers. RePEc:zbw:cfrwps:1308. Full description at Econpapers || Download paper | 31 |
| 10 | 2011 | The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:1106. Full description at Econpapers || Download paper | 25 |
| 11 | 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 | 24 |
| 12 | 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 | 24 |
| 13 | 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 | 23 |
| 14 | 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 | 23 |
| 15 | 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 | 23 |
| 16 | 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 | 22 |
| 17 | 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 | 20 |
| 18 | 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 |
| 19 | 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 | 19 |
| 20 | 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 | 17 |
| 21 | 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 | 16 |
| 22 | 2013 | Market transparency and the marking precision of bond mutual fund managers. (2013). GÃÆündÃÆüz, Yalin ; Cici, Gjergji ; Gunduz, Yalin ; Gibson, Scott ; Merrick, John J.. In: CFR Working Papers. RePEc:zbw:cfrwps:1307. Full description at Econpapers || Download paper | 16 |
| 23 | 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 | 16 |
| 24 | 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 | 14 |
| 25 | 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 | 13 |
| 26 | 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 | 13 |
| 27 | 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 | 12 |
| 28 | 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 | 12 |
| 29 | 2013 | Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r. Full description at Econpapers || Download paper | 12 |
| 30 | 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 | 12 |
| 31 | 2015 | Speed of information diffusion within fund families. (2015). Kempf, Alexander ; Jaspersen, Stefan ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1502. Full description at Econpapers || Download paper | 11 |
| 32 | 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 | 11 |
| 33 | 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 | 10 |
| 34 | 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 | 10 |
| 35 | 2015 | Speed of information diffusion within fund families. (2015). Cici, Gjergji ; Kempf, Alexander ; Jaspersen, Stefan. In: CFR Working Papers. RePEc:zbw:cfrwps:1502r. Full description at Econpapers || Download paper | 10 |
| 36 | 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 | 9 |
| 37 | 2015 | Tail risk in hedge funds: A unique view from portfolio holdings. (2015). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian. In: CFR Working Papers. RePEc:zbw:cfrwps:1507. Full description at Econpapers || Download paper | 9 |
| 38 | 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 | 9 |
| 39 | 2012 | Runs on money market mutual funds. (2012). Wermers, Russ. In: CFR Working Papers. RePEc:zbw:cfrwps:1205. Full description at Econpapers || Download paper | 8 |
| 40 | 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 | 8 |
| 41 | 2017 | Do connections with buy-side analysts inform sell-side analyst research?. (2017). Yang, Yanhua Sunny ; Shane, Philip B ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1704. Full description at Econpapers || Download paper | 8 |
| 42 | 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 | 8 |
| 43 | 2009 | Cross-sectional analysis of risk-neutral skewness. (2009). Yadav, Pradeep K. ; Zhang, Yuanyuan ; Taylor, Stephen J.. In: CFR Working Papers. RePEc:zbw:cfrwps:0911. Full description at Econpapers || Download paper | 8 |
| 44 | 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 |
| 45 | 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 | 8 |
| 46 | 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 | 8 |
| 47 | 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 |
| 48 | 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 | 7 |
| 49 | 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 | 7 |
| 50 | 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 | 7 |
| # | 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 | 66 |
| 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 | 38 |
| 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 | 21 |
| 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 | 20 |
| 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 | 8 |
| 6 | 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 | 7 |
| 7 | 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 | 6 |
| 8 | 2020 | Open source cross-sectional asset pricing. (2020). Zimmermann, Tom ; Chen, Andrew Y. In: CFR Working Papers. RePEc:zbw:cfrwps:2004. Full description at Econpapers || Download paper | 6 |
| 9 | 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 | 5 |
| 10 | 2013 | Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r. Full description at Econpapers || Download paper | 5 |
| 11 | 2021 | Option return predictability with machine learning and big data. (2021). Weigert, Florian ; Moerke, Mathis ; Beckmeyer, Heiner ; Bali, Turan G. In: CFR Working Papers. RePEc:zbw:cfrwps:2108. Full description at Econpapers || Download paper | 5 |
| 12 | 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 | 4 |
| 13 | 2021 | Political uncertainty and household stock market participation. (2021). Huang, Lixin ; Aslan, Hadiye ; Agarwal, Vikas ; Ren, Honglin. In: CFR Working Papers. RePEc:zbw:cfrwps:2106. Full description at Econpapers || Download paper | 4 |
| 14 | 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 | 4 |
| 15 | 2021 | Do ETFs increase the commonality in liquidity of underlying stocks?. (2021). Stahel, Christof W ; Moussawi, Rabih ; Hanouna, Paul ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2104. Full description at Econpapers || Download paper | 3 |
| 16 | 2021 | Till death (or divorce) do us part: Early-life family disruption and fund manager behavior. (2019). Schurmann, Henrik ; Rau, Raghavendra P ; Limbach, Peter ; Betzer, Andre. In: CFR Working Papers. RePEc:zbw:cfrwps:1901. Full description at Econpapers || Download paper | 3 |
| 17 | 2021 | Private company valuations by mutual funds. (2021). Yasuda, Ayako ; Hameed, Allaudeen ; Cheng, SI ; Barber, Brad M ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2109. Full description at Econpapers || Download paper | 3 |
| 18 | 2012 | Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). Zhao, Jane ; Yao, Tong ; Wermers, Russ. In: CFR Working Papers. RePEc:zbw:cfrwps:0609r. Full description at Econpapers || Download paper | 3 |
| 19 | 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 | 3 |
| 20 | 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 | 3 |
| 21 | 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 | 3 |
| 22 | 2021 | Multivariate crash risk. (2021). Weigert, Florian ; Huggenberger, Markus ; Chabi-Yo, Fousseni. In: CFR Working Papers. RePEc:zbw:cfrwps:2107. Full description at Econpapers || Download paper | 3 |
| 23 | 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 | 3 |
| 24 | 2017 | Alpha 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. Full description at Econpapers || Download paper | 2 |
| 25 | 2017 | Do connections with buy-side analysts inform sell-side analyst research?. (2017). Yang, Yanhua Sunny ; Shane, Philip B ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1704. Full description at Econpapers || Download paper | 2 |
| 26 | 2020 | Why do mutual funds hold lottery stocks?. (2020). Jiang, Lei ; Agarwal, Vikas ; Wen, Quan. In: CFR Working Papers. RePEc:zbw:cfrwps:2008. Full description at Econpapers || Download paper | 2 |
| 27 | 2020 | Regulatory stress testing and bank performance. (2020). Weigert, Florian ; Vonhoff, Volker ; Vogt, Pascal ; Ahnert, Lukas. In: CFR Working Papers. RePEc:zbw:cfrwps:2003. Full description at Econpapers || Download paper | 2 |
| 28 | 2015 | Does CEO fitness matter?. (2015). Limbach, Peter ; Sonnenburg, Florian . In: CFR Working Papers. RePEc:zbw:cfrwps:1412r3. Full description at Econpapers || Download paper | 2 |
| 29 | 2021 | Redemption in kind and mutual fund liquidity management. (2021). Zhao, Haibei ; Shen, KE ; Ren, Honglin ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2111. 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 |
| 31 | 2020 | Unobserved performance of hedge funds. (2020). Weigert, Florian ; Ruenzi, Stefan ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2007. Full description at Econpapers || Download paper | 2 |
| 32 | 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 | 2 |
| 33 | 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 |
| 34 | 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 | 2 |
| 35 | 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 |
| 36 | 2021 | Do ETFs increase liquidity?. (2021). Wermers, Russ ; Tuzun, Tugkan ; Saaglam, Mehmet. In: CFR Working Papers. RePEc:zbw:cfrwps:2103. Full description at Econpapers || Download paper | 2 |
| 37 | 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 |
| 38 | 2021 | News or noise: Mobile internet technology and stock market activity. (2021). White, Roger M ; Wermers, Russ ; Elliott, Brooke W ; Brown, Nerissa C. In: CFR Working Papers. RePEc:zbw:cfrwps:2110. Full description at Econpapers || Download paper | 2 |
| 39 | 2021 | On the valuation skills of corporate bond mutual funds. (2021). Zhang, Pei ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:2105. Full description at Econpapers || Download paper | 2 |
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| 2022 | Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility. (2022). Guillen, Montserrat ; Vidal-Llana, Xenxo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s106294082200170x. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Prospect theory preferences and global mutual fund flows. (2022). Jacob, Joshy ; Mishra, Anil V ; Gupta, Nilesh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:125:y:2022:i:c:s0261560622000432. Full description at Econpapers || Download paper | |
| 2022 | Stock return asymmetry in China. (2022). Zhu, Yifeng ; Wu, KE ; Chen, Dongxu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x2200052x. Full description at Econpapers || Download paper | |
| 2022 | Limits of disclosure regulation in the municipal bond market. (2022). Heinrich, Nathan W ; Zimmermann, Tom ; Ivanov, Ivan T. In: CFR Working Papers. RePEc:zbw:cfrwps:2205. Full description at Econpapers || Download paper | |
| 2022 | Indexing and the performance-flow relation of actively managed mutual funds. (2022). Rau, Raghavendra ; Sonnenburg, Florian ; Limbach, Peter ; Lesmeister, Simon. In: CFR Working Papers. RePEc:zbw:cfrwps:2202. Full description at Econpapers || Download paper | |
| 2022 | The Shift from Active to Passive and its Effect on Intraday Stock Dynamics. (2022). Steliaros, Michael ; de Rossi, Giuliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001911. Full description at Econpapers || Download paper | |
| 2022 | Economic policy uncertainty and international IPO underpricing. (2022). Boulton, Thomas J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001615. Full description at Econpapers || Download paper | |
| 2022 | Tail risks, firm characteristics, and stock returns. (2022). Shen, Dehua ; Xiong, Xiong ; Wang, Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001494. Full description at Econpapers || Download paper | |
| 2022 | Are Equity Option Returns Abnormal? IPCA Says No. (2022). Saretto, Alessio ; Goyal, Amit. In: Working Papers. RePEc:fip:feddwp:94684. Full description at Econpapers || Download paper | |
| 2022 | Sitting bucks: Stale pricing in fixed income funds. (2022). Jimmy, Ji Yeol ; Kronlund, Mathias ; Choi, Jae Won. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:296-317. Full description at Econpapers || Download paper | |
| 2022 | Retail trading activity and major lifecycle events: The case of divorce. (2022). Westerholm, Joakim P ; Subrahmanyam, Avanidhar ; Kalev, Petko S ; Grant, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003459. Full description at Econpapers || Download paper | |
| 2022 | Stock market entry timing and retail investors disposition effect. (2022). Liu, Jiubiao ; Hao, Jing ; Wang, Ziqiao ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001661. Full description at Econpapers || Download paper | |
| 2022 | Birth order and fund managers trading behavior: Role of sibling rivalry. (2022). Orlov, Vitaly ; Cochardt, Alexander Elmar ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2212. Full description at Econpapers || Download paper |
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Recent citations received in 2021
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| 2021 | Which economic uncertainty measure matters for households portfolio decision?. (2021). Kim, Insik ; Jeon, Yoontae ; Lee, Kiryoung. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:343-369. Full description at Econpapers || Download paper |
Recent citations received in 2020
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| 2020 | . Full description at Econpapers || Download paper | |
| 2020 | Why do mutual funds hold lottery stocks?. (2020). Jiang, Lei ; Agarwal, Vikas ; Wen, Quan. In: CFR Working Papers. RePEc:zbw:cfrwps:2008. Full description at Econpapers || Download paper | |
| 2020 | Implied cost of capital and mutual fund performance. (2020). Hendriock, Mario. In: CFR Working Papers. RePEc:zbw:cfrwps:2011. Full description at Econpapers || Download paper |
Recent citations received in 2019
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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 |