2023

Agarwal, Vikas ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian (2023) Unobserved performance of hedge funds. SSRN Working Paper Series Amsterdam [Arbeitspapier]

2022

Theissen, Erik ORCID: 0000-0003-4460-8168 ; Westheide, Christian (2022) One for the money, two for the show? The number of designated market makers and liquidity. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Höhne, Jan Karem ; Kern, Christoph ORCID: 0000-0001-7363-4299 ; Gavras, Konstantin ; Schlosser, Stephan (2022) The Sound of respondents: Predicting respondents’ level of Interest with voice data in smartphone surveys. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Hoechle, Daniel ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Schaub, Nic ; Schmid, Markus (2022) Financial advice and retirement savings. SSRN Working Paper Series Amsterdam [Arbeitspapier]

2021

Theissen, Erik ORCID: 0000-0003-4460-8168 ; Yilanci, Can (2021) Momentum? What momentum? SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Theissen, Erik ORCID: 0000-0003-4460-8168 ; Zimmermann, Lukas (2021) Do contented customers make shareholders wealthy? - Implications of intangibles for security pricing. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Fink, Josef ; Palan, Stefan ; Theissen, Erik ORCID: 0000-0003-4460-8168 (2021) Trading frictions and the post-earnings-announcement drift. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Kundu, Santanu ; Mueller, Clemens (2021) Angels and demons: The negative effect of employees' angel investments on corporate innovation. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Kumar, Alok ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael (2021) Daily winners and losers. SSRN Working Paper Series Amsterdam [Arbeitspapier]

Gehrmann, Leonie ; Kluge, Stefan ; Bayerl, Andreas ; Stahl, Florian ORCID: 0000-0002-2846-3424 ; Knäble, Merlin ; Mädche, Alexander (2021) Advertising information and communication technologies over time: An analysis of text and visual complexity. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

2020

Brauneis, Alexander ; Mestel, Roland ; Riordan, Ryan ; Theissen, Erik ORCID: 0000-0003-4460-8168 (2020) How to measure the liquidity of cryptocurrencies? SSRN Working Paper Series Rochester, NY [Arbeitspapier]

2019

Focke, Florens ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael (2019) Advertising, attention, and financial markets. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Schneider, Christoph ; Spalt, Oliver (2019) On the use of proxy variables in finance: Why does size matter for bidder announcement returns? SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Linardatos, Dimitrios (2019) Smart Contracts: Some clarifying remarks from a German legal point of view. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Rickenberg, Lars (2019) Tail risk targeting: Target VaR and CVaR strategies. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Rickenberg, Lars (2019) Risk-managed momentum strategies. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Scharnowski, Stefan ORCID: 0000-0002-3755-1821 ; Theissen, Erik ORCID: 0000-0003-4460-8168 ; Westheide, Christian ; Satchit, Sagade (2019) A tale of two cities. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

2018

Jannati, Sima ; Kumar, Alok ; Niessen-Ruenzi, Alexandra ORCID: 0000-0002-9493-8280 ; Wolfers, Justin (2018) In-group bias in financial markets. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Meier, Kristina ; Niessen-Ruenzi, Alexandra ORCID: 0000-0002-9493-8280 ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 (2018) The impact of role models on women's self-selection in competitive environments. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Du, Mengqiao ORCID: 0000-0003-0364-3813 ; Niessen-Ruenzi, Alexandra ORCID: 0000-0002-9493-8280 ; Odean, Terrance (2018) Stock repurchasing bias of mutual funds. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Bärsch, Sven-Eric ; Heckemeyer, Jost H. ; Olbert, Marcel ORCID: 0000-0001-8689-9843 (2018) Transfer pricing and the decision-making authority of the tax function in multinational companies. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Olbert, Marcel ORCID: 0000-0001-8689-9843 ; Severin, Peter (2018) Private equity and taxes. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Linardatos, Dimitrios Künstliche Intelligenz und Verantwortung (im Unternehmen). SSRN Working Paper Series 1-24 In: 11. Düsseldorfer Versicherungsrechtstag (2018) Düsseldorf 11. Düsseldorfer Versicherungsrechtstag (Düsseldorf, Germany) [Konferenzveröffentlichung]

Chabi-Yo, Fousseni ; Huggenberger, Markus ; Weigert, Florian (2018) Multivariate crash risk. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Brauneis, Alexander ; Mestel, Roland ; Riordan, Ryan ; Theissen, Erik ORCID: 0000-0003-4460-8168 (2018) Bitcoin exchange rates: How integrated are markets? SSRN Working Paper Series Rochester, NY [Arbeitspapier]

2017

Johann, Thomas ; Theissen, Erik ORCID: 0000-0003-4460-8168 (2017) The best in town : a comparative analysis of low-frequency liquidity estimators. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Betzer, André ; Bongard, Inga van den ; Theissen, Erik ORCID: 0000-0003-4460-8168 ; Volkmann, Christine (2017) All is not lost that is delayed : overconfidence and investment failure. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Belz, Thomas ; Hagen, Dominik von ; Steffens, Christian (2017) Taxes and firm size: Political cost or political power? SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Hagen, Dominik von ; Pönnighaus, Fabian Nicolas (2017) The impact of dividends and capital gains taxation on cross-border M&A prices. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Kumar, Alok ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael (2017) Daily winners and losers. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Rischen, Tobias ; Theissen, Erik ORCID: 0000-0003-4460-8168 (2017) Underpricing in the European corporate bond market. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Chhaochharia, Vidhi ; Ghosh, Suman ; Niessen-Ruenzi, Alexandra ORCID: 0000-0002-9493-8280 ; Schneider, Christoph (2017) Child care provision and women's careers in firms. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Huber, Jakob ; Müller, Sebastian ; Fleischmann, Moritz ; Stuckenschmidt, Heiner ORCID: 0000-0002-0209-3859 (2017) A data-driven newsvendor problem: From data to decision. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Falkenhausen, Christian von ; Fleischmann, Moritz ; Bode, Christoph ORCID: 0000-0001-5006-5804 (2017) Performance outcomes responsiveness: When should supply chains be fast? SSRN Working Paper Series Rochester, NY [u.a.] [Arbeitspapier]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Niessen-Ruenzi, Alexandra ORCID: 0000-0002-9493-8280 (2017) Sex matters: Gender bias in the mutual fund industry. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Manconi, Alberto ; Rizzo, A. Emanuele ; Spalt, Oliver (2017) Diversity investing. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Kempf, Elisabeth ; Manconi, Alberto ; Spalt, Oliver (2017) Learning by doing: The value of experience and the origins of skill for mutual fund managers. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Huggenberger, Markus ; Zhang, Chu ; Zhou, Ti (2017) Forward-looking tail risk measures. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

2016

Hillert, Alexander ; Niessen-Ruenzi, Alexandra ORCID: 0000-0002-9493-8280 ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 (2016) Mutual fund shareholder letters : flows, performance, and managerial behavior. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Bischof, Jannis ; Daske, Holger ; Elfers, Ferdinand ; Hail, Luzi (2016) A tale of two regulators : risk disclosures, liquidity, and enforcement in the banking sector. SSRN Working Paper Series Mannheim [u.a.] [Arbeitspapier]

Jaroszek, Lena ; Niessen-Ruenzi, Alexandra ORCID: 0000-0002-9493-8280 ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 (2016) Corporate fraud risk and stock market performance. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Focke, Florens ; Niessen-Ruenzi, Alexandra ORCID: 0000-0002-9493-8280 ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 (2016) A friendly turn: advertising bias in the news media. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Gui, Zhengqing ; Thadden, Ernst-Ludwig von ; Zhao, Xiaojian (2016) Incentive-compatibility, limited liability and costly liquidation in financial contracting. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Becker, David M. ; Klüter, Harald ; Niessen-Ruenzi, Alexandra ORCID: 0000-0002-9493-8280 ; Weber, Martin (2016) The impact of direct cash payments on whole blood supply. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

2015

Guhlich, Hendrik ; Fleischmann, Moritz ; Mönch, Lars ; Stolletz, Raik (2015) Revenue management in a multi-stage make-to-order production system. SSRN Working Paper Series Mannheim [Arbeitspapier]

Vorschau

Addoum, Jawad M. ; Kumar, Alok ; Le, Nhan ; Niessen-Ruenzi, Alexandra ORCID: 0000-0002-9493-8280 (2015) Local bankruptcy and geographic contagion in the bank loan market. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Vorschau

2014

Kasch, Maria ; Sarkar, Asani (2014) Is There an S&P 500 Index Effect? SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Betzer, André ; Gider, Jasmin ; Metzger, Daniel ; Theissen, Erik ORCID: 0000-0003-4460-8168 (2014) Stealth Trading and Trade Reporting by Corporate Insiders. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Niessen-Ruenzi, Alexandra ORCID: 0000-0002-9493-8280 ; Addoum, Jawad M. ; Le, Nhan (2014) Contagious Negative Sentiment and Corporate Policies: Evidence from Local Bankruptcy Filings. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Fink, Christopher ; Johann, Thomas (2014) May I Have Your Attention, Please: The Market Microstructure of Investor Attention. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Bischof, Jannis ; Brüggemann, Ulf ; Daske, Holger (2014) Fair value reclassifications of financial assets during the financial crisis. SSRN Working Paper Series Mannheim [u.a.] [Arbeitspapier]

2013

Betzer, André ; Bongard, Inga van den ; Goergen, Marc (2013) Index Membership vs. Loss of Control: The Unification of Dual-Class Shares. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Theissen, Erik ORCID: 0000-0003-4460-8168 ; Voigt, Christian ; Westheide, Christian (2013) Designated Market Makers in Electronic Limit Order Books - A Closer Look. SSRN Working Paper Series Berlin [u.a.] [Arbeitspapier]

2012

Kasch, Maria ; Caporin, Massimiliano (2012) Volatility Threshold Dynamic Conditional Correlations: An International Analysis. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Theissen, Erik ORCID: 0000-0003-4460-8168 ; Zaehres, Meta (2012) The Price Pressure Hypothesis Revisited: Evidence from Tax-Induced Selling. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Andres, Christian ; Betzer, André ; Bongard, Inga van den ; Haesner, Christian ; Theissen, Erik ORCID: 0000-0003-4460-8168 (2012) Dividend Announcements Reconsidered: Dividend Changes Versus Dividend Surprises. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Koch, Andrew ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Starks, Laura T. (2012) Commonality in Liquidity: A Demand-Side Explanation. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Thadden, Ernst-Ludwig von ; Zhao, Xiaojian (2012) Multi-task agency with unawareness. SSRN Working Paper Series Rochester, NY 2114055 [Arbeitspapier]

2011

Bühler, Wolfgang ; Vonhoff, Volker (2011) The term structure of liquidity premia in the U.S. treasury market. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Kasch, Maria ; Rangel, Jose Gonzalo ; Weigand, Moritz (2011) Market Crashes. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Andres, Christian ; Betzer, André ; Bongard, Inga van den ; Haesner, Christian ; Theissen, Erik ORCID: 0000-0003-4460-8168 (2011) Dividend Announcements Reconsidered: Dividend Changes versus Dividend Surprises. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

2010

Hengelbrock, Jördis ; Theissen, Erik ORCID: 0000-0003-4460-8168 ; Westheide, Christian (2010) Market Response to Investor Sentiment. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

2008

Bär, Michaela ; Niessen-Ruenzi, Alexandra ORCID: 0000-0002-9493-8280 ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 (2008) The impact of work group diversity on performance: Large sample evidence from the mutual fund industry. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

2006

Mai, Jan Markus (2006) Das Tax-CAPM mit stochastischen Dividenden. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

2005

Daske, Holger ; Richardson, Scott A. ; Tuna, Irem (2005) Do short sale transactions precede bad news events? SSRN Working Paper Series Rochester, NY [Arbeitspapier]