CFR Working Papers

From University of Cologne, Centre for Financial Research (CFR)
Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

300683: Non-standard errors in carbon premia

Victor Beyer and Michael Tobias Bauckloh

300682: Inside the blackbox of firm environmental efforts: Evidence from emissions reduction initiatives

Catrina Achilles, Peter Limbach, Michael Wolff and Aaron Yoon

300681: The "privatization" of municipal debt

Ivan T. Ivanov and Tom Zimmermann

294838: Traditional investment research and social networks: Evidence from Facebook connections

Travis Dyer, Gerrit Köchling and Peter Limbach

294837: Does peer-reviewed research help predict stock returns?

Andrew Y. Chen, Alejandro Lopez-Lira and Tom Zimmermann

283003: Once a trader, always a trader: The role of traders in fund management

Gjergji Cici, Philipp Schuster and Franziska Weishaupt

281206: Extreme weather risk and the cost of equity

Alexander Braun, Julia Braun and Florian Weigert

281205: "Buy the rumor, sell the news": Liquidity provision by bond funds following corporate news events

Alan Guoming Huang, Russ Wermers and Jinming Xue

279557: How should the long-term investor harvest variance risk premiums?

Julian Dörries, Olaf Korn and Gabriel J. Power

2305: The real effect of sociopolitical racial animus: Mutual fund manager performance during the AAPI Hate

Vikas Agarwal, Wei Jiang, Yuchen Luo and Hong Zou

2304: Do investors overvalue startups? Evidence from the junior stakes of mutual funds

Vikas Agarwal, Brad Barber, Si Cheng, Allaudeen Hameed, Harshini Shanker and Ayako Yasuda

2303: ESG criteria and the credit risk of corporate bond portfolios

André Höck, Michael Tobias Bauckloh, Maurice Dumrose and Christian Klein

2302: "In partnership for the goals"? The (dis)agreement of SDG ratings

Michael Tobias Bauckloh, Juris Dobrick, André Höck, Sebastian Utz and Marcus Wagner

2301: Deep parametric portfolio policies

Frederik Simon, Sebastian Weibels and Tom Zimmermann

2212: Birth order and fund manager's trading behavior: Role of sibling rivalry

Vikas Agarwal, Alexander Elmar Cochardt and Vitaly Orlov

2211: The performance of corporate bond mutual funds and the allocation of underpriced new issues

Gjergji Cici, Scott Gibson, Nan Qin and Alex Zhang

2210: One for the money, two for the show? The number of designated market makers and liquidity

Erik Theissen and Christian Westheide

2209: Once bitten, twice shy: Failed deals and subsequent M&A cautiousness

Robert J. Campbell, Peter Limbach and Johannes Reusche

2208: The effect of sentiment on institutional investors: A gender analysis

Monika Gehde-Trapp and Linda Klingler

2207: Does it pay to invest in dirty industries? New insights on the shunned-stock hypothesis

Michael Tobias Bauckloh, Victor Beyer and Christian Klein

2206: Conflicting incentives in the management of 529 plans

Justin Balthrop and Gjergji Cici

2205: Limits of disclosure regulation in the municipal bond market

Ivan T. Ivanov, Tom Zimmermann and Nathan W. Heinrich

2204: Back to the roots: Ancestral origin and mutual fund manager portfolio choice

Manuel Ammann, Alexander Elmar Cochardt, Simon Straumann and Florian Weigert

2203: Do financial advisors matter for M&A pre-announcement returns?

André Betzer, Jasmin Gider and Peter Limbach

2202: Indexing and the performance-flow relation of actively managed mutual funds

Simon Lesmeister, Peter Limbach, Raghavendra Rau and Florian Sonnenburg

2201: Under pressure: The link between mandatory climate reporting and firms' carbon performance

Michael Tobias Bauckloh, Christian Klein, Thomas Pioch and Frank Schiemann

2111: Redemption in kind and mutual fund liquidity management

Vikas Agarwal, Honglin Ren, Ke Shen and Haibei Zhao

2110: News or noise: Mobile internet technology and stock market activity

Nerissa C. Brown, W. Brooke Elliott, Russ Wermers and Roger White

2109: Private company valuations by mutual funds

Vikas Agarwal, Brad Barber, Si Cheng, Allaudeen Hameed and Ayako Yasuda

2108: Option return predictability with machine learning and big data

Turan G. Bali, Heiner Beckmeyer, Mathis Moerke and Florian Weigert

2107: Multivariate crash risk

Fousseni Chabi-Yo, Markus Huggenberger and Florian Weigert

2106: Political uncertainty and household stock market participation

Vikas Agarwal, Hadiye Aslan, Lixin Huang and Honglin Ren

2105: On the valuation skills of corporate bond mutual funds

Gjergji Cici and Zhang, Pei (Alex)

2104: Do ETFs increase the commonality in liquidity of underlying stocks?

Vikas Agarwal, Paul Hanouna, Rabih Moussawi and Christof W. Stahel

2103: Do ETFs increase liquidity?

Mehmet Saæglam, Tugkan Tuzun and Russell Wermers

2102: Does Speculative News Hurt Productivity? Evidence from Takeover Rumors

Christian Andres, Dmitry Bazhutov, Douglas Cumming, Gerrit Köchling and Peter Limbach

2101: Hedge funds and the positive idiosyncratic volatility effect

Turan G. Bali and Florian Weigert

2014: Are hedge funds' charitable donations strategic?

Vikas Agarwal, Yan Lu and Sugata Ray

2013: International characteristic-based asset pricing

Murali Jagannathan, Wei Jiao and Russell Wermers

2012: Do contented customers make shareholders wealthy? Implications of intangibles for security pricing

Erik Theissen and Lukas Zimmermann

2011: Implied cost of capital and mutual fund performance

Mario Hendriock

2010: Earnings autocorrelation and the post-earnings-announcement drift: Experimental evidence

Josef Fink, Stefan Palan and Erik Theissen

2009: Momentum? What Momentum?

Erik Theissen and Can Yilanci

2008: Why do mutual funds hold lottery stocks?

Vikas Agarwal, Lei Jiang and Quan Wen

2007: Unobserved performance of hedge funds

Vikas Agarwal, Stefan Ruenzi and Florian Weigert

2006: Factor exposure variation and mutual fund performance

Manuel Ammann, Sebastian Fischer and Florian Weigert

2005: The Death of Trust Across the U.S. Finance Industry

Peter Limbach, Raghavendra Rau and Henrik Schürmann

2004: Open source cross-sectional asset pricing

Andrew Y. Chen and Tom Zimmermann

2003: Regulatory stress testing and bank performance

Lukas Ahnert, Pascal Vogt, Volker Vonhoff and Florian Weigert

2002: Finanzwirtschaftliche Anwendungen der Blockchain-Technologie

Philipp Schuster, Erik Theissen and Marliese Uhrig-Homburg