Veröffentlichungen und Working Papers

Wir möchten Ihnen an dieser Stelle einen Einblick in unsere Forschungsarbeit geben. Sie finden hier die aktuellen Veröffentlichungen und Working Papers unserer Mitglieder: mit Klick auf den Titel können Sie das Arbeitspapier direkt aufrufen.

Veröffentlichungen

Jahr

Autor, Titel                                              

Erschienen in                 

2023

Rischen, T. und Theissen, E.
Mutual Fund Shareholder Letters: Flows, Performance, and Managerial Behavior

Management Science, forthcoming

2023

Du, M., Niessen-Ruenzi, A. und Odean, T.
Stock Repurchasing Bias of Mutual Funds

Review of Finance, forthcoming

2023

Meier, K., Niessen-Ruenzi, A. and Ruenzi, S.
The Impact of Role Models on Women's Self-Selection in Competitive Environments

Quarterly Journal of Finance, forthcoming

2023

Jiri Tresl, Abu Amin, Blake Bowler, Mustafar Monzur Hasan, Gerald J. Lobo
Firm life cycle and cost of debt

Journal of Banking & Finance

2023

Stefan Scharnowski, Mscharnowski, L. Zimmermann
Fan Tokens: Sports and Speculation on the Blockchain

Journal of International Financial Markets, Institutions and Money

2023

Hillert, Alexander; Niessen-Ruenzi, Alexandra; und Ruenzi, Stefan
Mutual fund shareholder letters: Flows, performance, and managerial behaviour

Management Science

2023

Kundu, Santanu
Impact of Regulations on Firm Value: Evidence from the 2016 U.S.

Journal of Financial and Quantitative Analysis

2023

Agarwal, Vikas ; Weigert, Florian ; Ruenzi, Stefan
Unobserved performance of hedge funds

The Journal of Finance

2023

Kieren, P., Müller-Dethard, J. und Weber, M.
Risk-taking and asymmetric learning in boom and bust markets

Review of Finance

2023

Laudenbach, C., Ungeheuer, M. und Weber, M.
How to alleviate correlation neglect in investment decisions

 Management Science

2022

Aprea, C., Bucher-Koenen, T., Cziriak, M., Gilan, D., Hahad, O. und Lohner, M
Finanzielle Vulnerabilität in der Coronakrise : Potenzielle Auslöser, Risikofaktoren, finanzielles Anpassungsverhalten und Inanspruchnahme sozialpolitischer Unterstützung

Impuls

2022

Brauneis, A., Mestel, R., Riordan, R. und Theissen, E.
The anatomy of a fee change – Evidence from cryptocurrency markets.

Journal of Empirical Finance

2022

Brunner, F., Gamm, F. und Mill, W
MyPortfolio: The IKEA effect in financial investment decisions

Journal of Banking & Finance

2022

Brockman, P., Hanousek, J., Tresl, J. und Unlu, E
Dividend smoothing and firm valuation

Journal of Financial and Quantitative Analysis: JFQA

2022

Börsch-Supan, A., Bucher-Koenen, T., Goll, N. und Hanemann, F
Targets missed: three case studies exploiting the linked SHARE-RV data

Journal of Pension Economics and Finance: JPEF

2022

Chhaochharia, V., Du, M. und Niessen-Ruenzi, A.
Do Counter-Stereotypical Female Role Models Impact Women's Occupational Choices?

Journal of Economic Behavior & Organization

2022

Flannery, M. J., Hanousek, J., Shamshur, A. und Tresl, J
M&A activity and the capital structure of target firms

Journal of Financial and Quantitative Analysis : JFQA

2022

Greppmair, S. und Theissen, E.
Small is beautiful? How the introduction of mini futures contracts affects the regular contract

Journal of Empirical Finance

2022

Huggenberger, M. und Albrecht, P
Risk pooling and solvency regulation: A policyholder’s perspective

The Journal of Risk and Insurance

2022

Kieren, P., Müller-Dethard, J. und Weber, M.
Risk-Taking and Asymmetric Learning in Boom and Bust Markets.

Review of Finance

2022

Kieren, P. und Weber, M.
When saving is not enough – wealth decumulation in retirement.

Journal of Pension Economics and Finance: JPEF

2022

Laudenbach, C., Ungeheuer, M. und Weber, M.
How to alleviate correlation neglect in investment decisions.

Management Science

2022

Levit, D., Malenko, N. und Maug, E.
Trading and shareholder democracy

The Journal of Finance

2022

Merkle, C., Schreiber, P. und Weber, M.
Inconsistent retirement timing

Journal of Human Resources: JHR

2022

Scharnowski, S.
Central bank speeches and digital currency competition

Finance Research Letters

2022

Theissen, E., Machus, T. und Mestel, R.
Heroes, just for one day: The impact of Donald Trump's tweets on stock prices

Journal of Behavioral and Experimental Finance

2022

Zimmermann, L.
Enhanced Global Asset Pricing Factors.

Journal of Financial and Quantitative Analysis: JFQA

2021

Rischen, T. und Theissen, E.
Underpricing in the Euro Area Bond Market: New Evidence from Post-Crisis Regulation and Quantitative Easing. 

Journal of Financial Intermediation 46 

2021

Brauneis, A., Mestel, R., Riordan, R. and Theissen, E.
How to Measure the Liquidity of Cryptocurrencies? 

Journal of Banking and Finance 124

2021

Li, Sophia Zhengzi, Ernst Maug und Miriam Schwartz-Ziv
When Shareholders Disagree: Trading After Shareholder Meetings

Review of Financial Studies

2021

 

John P. Berns, Abu Zafar M. Shahriar und Luisa A. Unda
Delegated monitoring in crowdfunded microfinance: Evidence from Kiva.

Journal of Coporate Finance, Vol. 66, 101864

2021

Ungeheuer M. und Weber M. 
The perception of dependence, investment decisions, and stock prices.

The Journal of Finance, 76, 797-844.

2021

Kieren P. und Weber M.
When saving is not enough - the wealth decumulation decision in retirement.

Journal of Pension Economics and Finance

2021

Acharya, V., Gabarro, M., Volpi, P
Competition for Managers and Corporate Governance

Journal of Law, Finance, and Accounting

2021

Chabi-Yo, F., Huggenberger, M., Weigert, F
Multivariate Crash Risk

Journal of Financial Economics

2021

Hanousek, J., Shamshur, A., Svejnar, J., Tresl, J
Corruption Level and Uncertainty, FDI and Domestic Investment

Journal of International Business Studies

2021

Loh, R., Unda, L., Gong, Z., Benatti, K
Board Effectiveness and School Performance: A Study of
Australian Independent Schools

Management Science

2021

Kempf, E., Spalt, O
Attracting the Sharks: Corporate Innovation and Securities Class Action Lawsuits. Management Science

Management Science

2021

Mather, P., Ranasinghe, D., Unda, L
Are Female Directors More Cautious? The Impact of Board
Gender Diversity on Sentiment in Earnings Press Releases

Journal of Contemporary Accounting and Economics

2021

Merkle, C., Müller-Dethard, J., Weber, M.
Closing a Mental Account: The Realization Effect for
Gains and Losses

Experimental Economics

2021

Schneider, C., Spalt, O.
Bidder and Target Size Effects in M&A are Not Driven by Overconfidence or Agency Problems

Critical Finance Review

2021

Börsch-Supan, A., Bucher-Koenen, T. und Hanemann, F. 
Early determinants of work disability in an international perspective.

Demography

 2021

Börsch-Supan, A., Bucher-Koenen, T., Goll, T. und Hanemann, F.
Targets missed: three case studies exploiting the linked SHARE-RV data.

Journal of Pension Economics and Finance. 

2021

Ferris, S.P., Hanousek, J. und Tresl., J. 
Corporate profitability and the global persistence of corruption.

Journal of Corporate Finance,
66, 101855.

2020

Atanasov, V., Møller, S. V. und Priestley, R.
Consumption fluctuations and expected returns.

The Journal of Finance,
75, 1677-1713

2020

Buecher-Koenen, T. Farbmacher, H., Guber, R. und Vikström, J. 
Double trouble: the burden of child rearing and working on maternal mortality.

Demography,
57, 559-576. 

2020

Focke, F. Ruenzi, S. und Ungeheuer, M.
Advertising, attention, and financial markets. 

The Review of Financial Studies,
33, 4676-4720.

2020

Klein, D. und Maug, E.
How do executives exercise their stock options? 

The Review of Corporate Finance Studies,
9, 302-339. 

2020

Merkle, C., Müller-Dethard, J. und Weber, M. 
Closing a mental account: the realization effect for gains and losses. 

Experimental Economics,
2020, 1-27. 

2020

Scharnowski, S.
Understanding bitcoin liquidity

Finance Research Letters,
Article 101477. 

2020

Schuster, P., Theissen, E. und Uhrig-Homburg, M. 
Finanzwirtschaftliche Anwendungen der Blockchain-Technologie.

Schmalenbachs Zeitschrift für
betriebswirtschaftliche Forschung,
 72, 125-147. 

2020

Theissen, E. und Westheide, C. 
Call of duty: Designated market maker participation in call auctions.

Journal of Financial Markets,
49, Article 100530.

2020

Addoum, J. M., Kumar, A., Le, N. und Niessen-Ruenzi, A. 
Local bankruptcy and geographic contagion in the bank loan market. 

Review of Finance,
24, 997–1037. 


Working Papers

2023

Bucher-Koenen, T., Knebel, C. und Weber, M
Germann, M. & Mertes, L. & Weber, M. & Loos, B

2023

Mertes, L., Weber, M.
Information Processing: The Role of Expertise within Peer Effects

2023

Germann, M., Mertes, L., Weber, M., Loos, B
Trust and Delegated Investing: A Money Doctors Experiment

2023

Chia-Yi Yen
Too much “skin in the game” ruins the game: Evidence from managerial capital gains taxes

2023

Niessen-Ruenzi, A. und Mueden, V.
Financial Socialization and the Gender Investment Gap

2023

Luisa Langer, Shahriar Abu Zafar, John Berns, and Panya Phatraphumpakdee
Monitoring and loan pricing: Do microfinance institutions extract rent from entrepreneurs

2023

Luisa Langer, Paul Mather, Dinithi Ranasinghe, and Daswin DaSilva, Gihan Gamage.
Do Emotions Matter? The Role of Manager Emotions on Stock Returns

2023

Luisa Langer, John Campbell, Anita Foerster and Mukesh Garg
Impact of climate-change financial disclosures on accounting numbers and assurance practices

2023

Langer, Luisa and Niessen-Ruenzi, Alexandra
Gender roles in financial advertisements

2023

Horn, Frederik
Mortality Beliefs and Saving Decisions: The Role of Personal Experiences

2023

Horn, Frederik
Distorted Unemployment Beliefs and Saving Decisions

2023

Fabian E. Eska, Yanghua Shi, Erik Theissen, and Marliese Uhrig-Homburg
Do Design Features Explain the Volatility of Cryptocurrencies?

2023

Fabian E. Eska, Yanghua Shi, Erik Theissen, and Marliese Uhrig-Homburg
Design and Valuation of Cryptocurrencies

2023

Stefan Scharnowskia, Yanghua Shi
Bitcoin Blackout: Proof-of-Work and the Risks of Mining Centralization

2023

Stefan Scharnowskia, Yanghua Shi
Intraday Herding and Attention around the Clock

2023

Kaizhao Guo, Yanghua Shi, Jingshu Wen
Connections over Competence: The Impact of Political Ties on Sell-Side
Research Quality

2023

Yanghua Shi
Impact of Cryptocurrency Actors’ Attention on Cryptocurrency Performance with a Focus on China

2023

Vahlpahl, Sven
Proxy Voting Guidelines and Deviations

2023

Vahlpahl, Sven
Corporate Culture and Firm Performance

2023

Ruenzi, Stefan und Mäckle, Kai
Friends with Drugs: The Role of Social Networks in the Opiod Epidemic

2023

Ruenzi, Stefan und Kundu, Santanu
Exporting Carbon Emissions? Evidence from Space

2023

Kundu, Santanu
Internal Carbon Markets

2021

Kundu, Santanu
Impact of Regulations on Shareholder Value: Evidence from the 2016 US Presidential Election

2021

Kundu, S. und Mueller, C.
Angels and Demons: The Negative Effect of Employees' Angel Investments on Corporate Innovation

2021

Theissen, E., Zimmermann, L.
Do Contented Customers Make Shareholders Wealthy? - Implications of Intangibles for Security Pricing. 

2021

Theissen, E., Yilanci, C.
Momentum? What Momentum? 

2021

Hillert, A., Niessen-Ruenzi, A., and Ruenzi, S. 
Mutual Fund Shareholder Letters: Flows, Performance, and Managerial Behavior 

2021

Kumar, A., Ruenzi, S., and Ungeheuer, M.
Daily Winners and Losers 

2021

Du, Mengqiao
Locked-in at Home: Female Analysts' Attention at Work during the COVID-19 Pandemic

2021

Chhaochharia, V., Du, M. und Niessen-Ruenzi, A. 
Do Co­unter-Stereotypical Female Role Models Impact Women's Occupational Choices?

2021

Gehrke, Britta, Ernst Maug, Stefan Obernberger, and Christoph Schneider
Post-merger Restructuring of the Labor Force

2021

Levit, Doron, Nadya Malenko and Ernst Maug
The Voting Premium

2021

Levit, Doron, Nadya Malenko and Ernst Maug
Trading and Shareholder Democracy

2020

Gamm, Fabian
A Surprise That Keeps You Awake: Overnight Returns After Earnings Announcements

2020

Agarwal, V., Ruenzi, S., and Weigert, F.
Unobserved Performance of Hedge Funds.

2020

Meier, K., Niessen-Ruenzi, A., and Ruenzi, S.
The Impact of Role Models on Women’s Self Selection in Competitive Environments 

2020

García-Gómez, Pilar, Ernst Maug, and Stefan Obernberger
Private Equity Buyouts and Employee Health

2020

Brauneis, A., Mestel, R., Riordan, R. und Theissen, E. 
How to measure the liquidity of cryptocurrencies? 

2020

Dinger, V., Schmidt, C. und Theissen, E. 
The real effects of distressed bank mergers. 

2020

Fink, J., Palan, S. und Theissen, E.
Earnings autocorrelation and the post-earnings-announcement drift - experimental evidence. 

2020

Flannery, Mark Jeffrey and Hanousek, Jan and Shamshur, Anastasiya and Tresl, Jiri.
M&A Activity and the Capital Structure of Target Firms.

2020

Olbert, M. und Severin, P. 
Private equity and taxes.