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

Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
19
Impact Factor (IF)
0.23
5 Years IF
0.22
Data available in this report

[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]

Main indicators
Raw Data

 

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 3 0 0 1 100 1 0.14 0.36
2005 0.14 0.6 0.32 0.14 15 22 42 7 10 7 1 7 1 0 6 0.4 0.37
2006 0.32 0.59 0.28 0.32 10 32 30 8 19 22 7 22 7 2 25 1 0.1 0.34
2007 0.36 0.52 0.3 0.38 15 47 336 14 33 25 9 32 12 3 21.4 2 0.13 0.29
2008 0.32 0.59 0.28 0.3 10 57 78 15 49 25 8 47 14 0 1 0.1 0.29
2009 0.64 0.58 0.29 0.37 28 85 353 25 74 25 16 57 21 1 4 3 0.11 0.33
2010 0.76 0.52 0.45 0.5 21 106 52 47 122 38 29 78 39 8 17 5 0.24 0.3
2011 0.67 0.62 0.52 0.62 25 131 152 68 190 49 33 84 52 9 13.2 3 0.12 0.37
2012 0.26 0.68 0.45 0.53 20 151 65 68 258 46 12 99 52 14 20.6 8 0.4 0.36
2013 0.47 0.66 0.56 0.56 20 171 81 91 354 45 21 104 58 15 16.5 10 0.5 0.35
2014 0.6 0.67 0.87 0.65 23 194 110 169 523 40 24 114 74 55 32.5 13 0.57 0.34
2015 0.74 0.65 0.91 0.47 28 222 85 202 725 43 32 109 51 117 57.9 54 1.93 0.36
2016 0.41 0.64 0.45 0.3 9 231 12 102 828 51 21 116 35 11 10.8 1 0.11 0.34
2017 0.24 0.62 0.48 0.25 7 238 16 113 943 37 9 100 25 25 22.1 0 0.35
2018 0.25 0.61 0.35 0.31 3 241 17 84 1028 16 4 87 27 2 2.4 3 1 0.34
2019 0.4 0.61 0.46 0.33 8 249 8 114 1142 10 4 70 23 12 10.5 1 0.13 0.36
2020 0.73 0.7 0.57 0.36 17 266 21 152 1294 11 8 55 20 34 22.4 7 0.41 0.74
2021 0.36 0.95 0.44 0.34 12 278 16 123 1417 25 9 44 15 10 8.1 1 0.08 0.39
2022 0.48 0.69 0.42 0.38 14 292 9 122 1539 29 14 47 18 22 18 0 0.22
2023 0.23 0.57 0.24 0.22 8 300 0 73 1612 26 6 54 12 1 1.4 0 0.18
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
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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270
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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189
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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98
42014Window dressing in mutual funds. (2014). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng . In: CFR Working Papers. RePEc:zbw:cfrwps:1107r3.

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60
52008How 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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56
62013Which 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.

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33
72013Managerial multitasking in the mutual fund industry. (2013). Ma, Linlin ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1310.

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32
82013Seasonal 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.

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32
92013Forward-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.

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31
102009Operating 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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27
112012A 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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27
122011The 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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25
132012Forecasting 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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24
142007Sex matters: Gender differences in a professional setting. (2007). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0601.

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24
152015The 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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23
162006Bond portfolio optimization: A risk-return approach. (2006). Koziol, Christian ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:0603.

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23
172009Do 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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22
182009Time-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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20
192014Runs on money market mutual funds. (2014). Schmidt, Lawrence ; Wermers, Russ ; Timmermann, Allan. In: CFR Working Papers. RePEc:zbw:cfrwps:1205r.

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19
202015Resiliency: A dynamic view of liquidity. (2015). Kempf, Alexander ; Yadav, Pradeep K. ; Gehde-Trapp, Monika ; Mayston, Daniel . In: CFR Working Papers. RePEc:zbw:cfrwps:1504.

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18
212009The 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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18
222009Commonalities in the order book. (2009). Grammig, Joachim ; Giot, Pierre ; BELTRAN-LOPEZ, Helena . In: CFR Working Papers. RePEc:zbw:cfrwps:0905.

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17
232013Market transparency and the marking precision of bond mutual fund managers. (2013). Gündüz, Yalin ; Cici, Gjergji ; Gunduz, Yalin ; Gibson, Scott ; Merrick, John J.. In: CFR Working Papers. RePEc:zbw:cfrwps:1307.

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16
242015Volatility 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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14
252015Volatility 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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13
262013Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r.

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13
272009False 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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13
282010Inferring 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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12
292005Can 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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12
302009Trading 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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12
312009Political connectedness and firm performance: Evidence from Germany. (2009). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0715.

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11
322015Speed of information diffusion within fund families. (2015). Kempf, Alexander ; Jaspersen, Stefan ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1502.

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11
332007On 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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10
342015Speed of information diffusion within fund families. (2015). Cici, Gjergji ; Kempf, Alexander ; Jaspersen, Stefan. In: CFR Working Papers. RePEc:zbw:cfrwps:1502r.

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10
352007Analyst 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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10
362015Tail 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.

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9
372016Spoilt 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.

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9
382015Dissecting 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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9
392018Mutual fund investment horizon and performance. (2015). Lan, Chunhua ; Wermers, Russ ; Moneta, Fabio. In: CFR Working Papers. RePEc:zbw:cfrwps:1506.

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9
402017Do 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.

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8
412012Runs on money market mutual funds. (2012). Wermers, Russ. In: CFR Working Papers. RePEc:zbw:cfrwps:1205.

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8
422010Sturm 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.

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8
432017Explaining and benchmarking corporate bond returns. (2017). Moussawi, Rabih ; Gibson, Scott ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1703.

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8
442008Setting a Fox to Keep the Geese: Does the comply-or-explain principle work?. (2008). Theissen, Erik ; Andres, Christian. In: CFR Working Papers. RePEc:zbw:cfrwps:0801.

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8
452018Underpricing 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.

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8
462009Cross-sectional analysis of risk-neutral skewness. (2009). Yadav, Pradeep K. ; Zhang, Yuanyuan ; Taylor, Stephen J.. In: CFR Working Papers. RePEc:zbw:cfrwps:0911.

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8
472010Uncovering 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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8
482009Naked 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
492014Portfolio optimization using forward-looking information. (2014). Kempf, Alexander ; Saning, Sven ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:1110r.

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7
502004Trading 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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7
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

61
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

28
32014Window 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

25
42012A 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
52021Option 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.

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6
62015The 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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6
72021Till 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.

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5
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.

Full description at Econpapers || Download paper

4
92011Can 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

4
102013Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r.

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4
112022Under pressure: The link between mandatory climate reporting and firms carbon performance. (2022). Schiemann, Frank ; Pioch, Thomas ; Klein, Christian ; Bauckloh, Michael Tobias. In: CFR Working Papers. RePEc:zbw:cfrwps:2201.

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4
122020Open source cross-sectional asset pricing. (2020). Zimmermann, Tom ; Chen, Andrew Y. In: CFR Working Papers. RePEc:zbw:cfrwps:2004.

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4
132008How 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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4
142020Regulatory stress testing and bank performance. (2020). Weigert, Florian ; Vonhoff, Volker ; Vogt, Pascal ; Ahnert, Lukas. In: CFR Working Papers. RePEc:zbw:cfrwps:2003.

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3
152021Private 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.

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3
162021Multivariate crash risk. (2021). Weigert, Florian ; Huggenberger, Markus ; Chabi-Yo, Fousseni. In: CFR Working Papers. RePEc:zbw:cfrwps:2107.

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3
172021Political uncertainty and household stock market participation. (2021). Huang, Lixin ; Aslan, Hadiye ; Agarwal, Vikas ; Ren, Honglin. In: CFR Working Papers. RePEc:zbw:cfrwps:2106.

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3
182022Trust and shareholder voting. (2019). Goergen, Marc ; Limbach, Peter ; Lesmeister, Simon. In: CFR Working Papers. RePEc:zbw:cfrwps:1802.

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3
192014How much is too much? Debt capacity and financial flexibility. (2014). Hess, Dieter ; Immenkotter, Philipp . In: CFR Working Papers. RePEc:zbw:cfrwps:1403.

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3
202009The 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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3
212015Resiliency: A dynamic view of liquidity. (2015). Kempf, Alexander ; Yadav, Pradeep K. ; Gehde-Trapp, Monika ; Mayston, Daniel . In: CFR Working Papers. RePEc:zbw:cfrwps:1504.

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3
222021Do 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.

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3
232006Bond 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
242009Time-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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2
252017Do 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.

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2
262021Do ETFs increase liquidity?. (2021). Wermers, Russ ; Tuzun, Tugkan ; Saaglam, Mehmet. In: CFR Working Papers. RePEc:zbw:cfrwps:2103.

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2
272020Why do mutual funds hold lottery stocks?. (2020). Jiang, Lei ; Agarwal, Vikas ; Wen, Quan. In: CFR Working Papers. RePEc:zbw:cfrwps:2008.

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2
282021Redemption in kind and mutual fund liquidity management. (2021). Zhao, Haibei ; Shen, KE ; Ren, Honglin ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2111.

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2
292013Institutional investment and intermediation in the hedge fund industry. (2013). Ray, Sugata ; Nada, Vikram ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1303.

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2
302022Limits 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.

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2
312012Forecasting 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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2
322007Sex matters: Gender differences in a professional setting. (2007). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0601.

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2
332021On the valuation skills of corporate bond mutual funds. (2021). Zhang, Pei ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:2105.

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2
342008Setting a Fox to Keep the Geese: Does the comply-or-explain principle work?. (2008). Theissen, Erik ; Andres, Christian. In: CFR Working Papers. RePEc:zbw:cfrwps:0801.

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2
352020Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications. (2020). Ungeheuer, Michael ; Ruenzi, Stefan ; Weigert, Florian. In: CFR Working Papers. RePEc:zbw:cfrwps:2001.

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2
362018Underpricing 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.

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2
372014Portfolio optimization using forward-looking information. (2014). Kempf, Alexander ; Saning, Sven ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:1110r.

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2
382015Government 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
392009Do 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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2
402009Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns. (2009). Schrimpf, Andreas ; Grammig, Joachim. In: CFR Working Papers. RePEc:zbw:cfrwps:0705.

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2
412021News 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.

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2
422011The 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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2
Citing documents used to compute impact factor: 6
YearTitle
2023The decline of trust across the U.S. finance industry. (2023). Schurmann, Henrik ; Rau, Raghavendra P ; Limbach, Peter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:324-344.

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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.

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2023Firm fundamentals and the cross-section of implied volatility shapes. (2023). Zhou, Guofu ; Guo, Biao ; Chen, Ding. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000611.

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2023Greenhouse Gas Disclosure and Emissions Benchmarking. (2023). Tomar, Sorabh. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:2:p:451-492.

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2023Effect of carbon information disclosure with consistent evaluation standards: An empirical study about carbon efficiency label in Huzhou China. (2023). Xu, Jun ; Lu, Feng ; Li, Ruonan ; Zhao, Xiaoli ; Chen, Kai. In: Energy Policy. RePEc:eee:enepol:v:181:y:2023:i:c:s0301421523003026.

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2023The “Privatization” of Municipal Debt. (2023). Zimmermann, Tom ; Ivanov, Ivan T. In: Working Paper Series. RePEc:fip:fedhwp:96669.

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2021Which 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.

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2020Why do mutual funds hold lottery stocks?. (2020). Jiang, Lei ; Agarwal, Vikas ; Wen, Quan. In: CFR Working Papers. RePEc:zbw:cfrwps:2008.

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2020Implied cost of capital and mutual fund performance. (2020). Hendriock, Mario. In: CFR Working Papers. RePEc:zbw:cfrwps:2011.

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