CFS Working Papers

Corporate Finance & Financial Markets

No.ResearcherTitleCategoryYearKeywords
589 Christos Koulovatianos, Jian Li, Fabienne Weber Market Fragility and the Paradox of the Recent Stock-Bond Dissonance Corporate Finance & Financial Markets2017
588 Volker Brühl Clearing of euro OTC derivatives post Brexit - an analysis of the present cost estimates Corporate Finance & Financial Markets2017
586 Roman Goncharenko, Steven Ongena, Asad Rauf The Agency of CoCo: Why Do Banks Issue Contingent Convertible Bonds? Corporate Finance & Financial Markets2017
585 Milena Schwarz, Christina Bannier Gender- and education-related effects of financial sophistication on wealth accumulation: Evidence from heteroscedasticity-based instruments Corporate Finance & Financial Markets2017
583 Christina Bannier, Thomas Pauls, Andreas Walter CEO-speeches and stock returns Corporate Finance & Financial Markets2017
582 Nikolaus Hautsch, Stefan Voigt Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty Corporate Finance & Financial Markets2017
581 Martin D. Gould, Nikolaus Hautsch, Sam D. Howison, Mason A. Porter Counterparty Credit Limits: An Effective Tool for Mitigating Counterparty Risk? Corporate Finance & Financial Markets2017
580 Nikolaus Hautsch, Michael Noé, S. Sarah Zhang The Ambivalent Role of High-Frequency Trading in Turbulent Market Periods Corporate Finance & Financial Markets2017
574 Annamaria Lusardi, Olivia S. Mitchell, Noemi Oggero Debt and Financial Vulnerability on the Verge of Retirement Corporate Finance & Financial Markets2017
573 Olivia S. Mitchell, Donald B. Keim Simplifying Choices in Defined Contribution Retirement Plan Design: A Case Study Corporate Finance & Financial Markets2017
572 Joachim Grammig, Eva-Maria Küchlin A two-step indirect inference approach to estimate the long-run risk asset pricing model Corporate Finance & Financial Markets2017
571 Nikolaus Hautsch, Akos Horvath How Effective are Trading Pauses? Corporate Finance & Financial Markets2017
570 Giulio Fella, Serafin Frache, Winfried Koeniger Buffer-stock saving and households' response to income shocks Corporate Finance & Financial Markets0
569 Torben G. Andersen, Gökhan Cebiroglu, Nikolaus Hautsch Volatility, Information Feedback and Market Microstructure Noise: A Tale of Two Regimes Corporate Finance & Financial Markets2017
567 Roman Kräussl, Thorsten Lehnert, Denitsa Stefanova The European Sovereign Debt Crisis: What Have We Learned? Corporate Finance & Financial Markets2016
566 Luiz Félix, Roman Kräussl, Philip Stork Single stock call options as lottery tickets Corporate Finance & Financial Markets2016Cumulative prospect theory; Market sentiment; Risk-neutral densities; Call options
565 Luiz Félix, Roman Kräussl, Philip Stork Implied Volatility Sentiment: A Tale of Two Tails Corporate Finance & Financial Markets2016Sentiment, implied volatility skew, equity-risk premium, reversals, predictability
564 Roman Kräussl, Elizaveta Mirgorodskaya The Winner's Curse on Art Markets Corporate Finance & Financial Markets2016Overreaction, winner's curse, pricing estimates, repeat sale, auction, art market
562 Thierry Mayer, Marc J. Melitz, Gianmarco Ottaviano Product Mix and Firm Productivity Responses to Trade Competition Corporate Finance & Financial Markets2016
561 Christian Volpe Martincus, Gianmarco Ottaviano, Jeronimo Carballo The Buyer Margins of Firms' Exports Corporate Finance & Financial Markets2016
560 Gianmarco Ottaviano, Giovanni Peri, Greg C. Wright Immigration, Trade and Productivity in Services: Evidence from U.K. Firms Corporate Finance & Financial Markets2016
554 Jill E. Fisch, Tess Wilkinson-Ryan, Kristin Firth Investor Financial Literacy in the Workplace Corporate Finance & Financial Markets0
553 Jill E. Fisch, Stephen J. Choi, Marcel Kahan, Edward B. Rock Does Majority Voting Improve Board Accountability? Corporate Finance & Financial Markets0
552 Jill E. Fisch, Jonah B. Gelbach, Jonathan Klick After Halliburton: Event Studies and Their Role in Federal Securities Fraud Litigation Corporate Finance & Financial Markets0
551 Matthias M. M. Buehlmaier, Josef Zechner Financial Media, Price Discovery, and Merger Arbitrage Corporate Finance & Financial Markets0
550 Paul Schneider, Christian Wagner, Josef Zechner Low Risk Anomalies? Corporate Finance & Financial Markets0
549 Daniel A. Rettl, Alex Stomper, Josef Zechner The Stability of Dividends and Wages: Effects of Competitor Inflexibility Corporate Finance & Financial Markets0
548 Youchang Wu, Russ Wermers, Josef Zechner Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds Corporate Finance & Financial Markets0
547 Thomas Dangl, Josef Zechner Debt Maturity and the Dynamics of Leverage Corporate Finance & Financial Markets0
546 Thomas Dangl, Otto Randl, Josef Zechner Risk Control in Asset Management: Motives and Concepts Corporate Finance & Financial Markets2016
544 Alexander Mürmann, Thomas Rauter Prestige and Loan Pricing Corporate Finance & Financial Markets2016
543 Daniela Kremslehner, Alexander Mürmann Asymmetric Information in Automobile Insurance: Evidence from Driving Behavior Corporate Finance & Financial Markets2016
542 Ester Faia Sovereign Risk, Bank Funding and Investors’ Pessimism Corporate Finance & Financial Markets2016
540 Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam, Davide Tomio Why Do Investors Buy Sovereign Default Insurance? Corporate Finance & Financial Markets2016
537 Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh, Dimitri Vayanos ESBies: Safety in the Tranches Corporate Finance & Financial Markets2016
533 Söhnke Bartram, Gregory Brown, René M. Stulz Why does idiosyncratic risk increase with market risk? Corporate Finance & Financial Markets2016
531 Volker Brühl Die Kosten der Flüchtlingskrise in Deutschland – eine Investition in die Zukunft? Corporate Finance & Financial Markets2016
530 Andrea Zaghini Fragmentation and Heterogeneity in the Euro – Area Corporate Bond Market: Back to normal? Corporate Finance & Financial Markets2016
526 Peter A. Zadrozny Extended Yule-Walker Identification of Varma Models With Single- Or Mixed Frequency Data Corporate Finance & Financial Markets2015
517 Andrew Ellul, Marco Pagano, Fabiano Schivardi Employment and Wage Insurance within Firms: Worldwide Evidence Corporate Finance & Financial Markets2015risk-sharing, insurance, social security, unemployment, wages, family firms
516 Nikolaus Hautsch, Rodrigo Herrera Multivariate Dynamic Intensity Peaks-Over-Threshold Models Corporate Finance & Financial Markets2015Extreme value theory, Value-at-Risk, Expected shortfall, Self-exciting point process, Conditional intensity
506 Volker Brühl, Uwe Walz Das anhaltende Niedrigzinsumfeld in Deutschland Corporate Finance & Financial Markets2015
491 Jill E. Fisch The Broken Buck Stops Here: Embracing Sponsor Support in Money Market Fund Reform Trading and Pricing in Financial Markets2014regulation of financial markets, banking regulation, securities law and regulation, money market funds, mutual funds, MMFs, SEC, securities, net asset value, financial crisis, shadow banking, systemic risk, financial crisis
485 Marco Di Maggio, Marco Pagano Financial Disclosure and Market Transparency with Costly Information Processing Trading and Pricing in Financial Markets2014disclosure, transparency, financial literacy, limited attention, OTC markets
482 Sergei Kovbasyuk, Marco Pagano Advertising Arbitrage Trading and Pricing in Financial Markets2014limits to arbitrage, advertising, price discovery, limited attention
480 Joachim Grammig, Jantje Sönksen Consumption-Based Asset Pricing with Rare Disaster Risk Trading and Pricing in Financial Markets2014equity premium, rare disaster risk, asset pricing, simulated method of moments
479 Joachim Grammig, Eva-Maria Schaub Give Me Strong Moments and Time: Combining GMM and SMM to Estimate Long-Run Risk Asset Pricing Models Trading and Pricing in Financial Markets2014asset pricing, long-run risk, simulated method of moments
477 Markus Bibinger, Nikolaus Hautsch, Peter Malec, Markus Reiss Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence Trading and Pricing in Financial Markets2014local method of moments, spot covariance, smoothing, intraday (co-)variation risk
468 Gökhan Cebiroglu, Nikolaus Hautsch, Ulrich Horst Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency? Trading and Pricing in Financial Markets2014liquidity externalities, order flow, trade signaling, limit order book
467 Frank Betz, Nikolaus Hautsch, Tuomas A. Peltonen, Melanie Schienle Systemic Risk Spillovers in the European Banking and Sovereign Network Trading and Pricing in Financial Markets2014systemic risk contribution, tail dependence, network topology, sovereignbank linkages, Value-at-Risk
462 Marti G. Subrahmanyam, Dragon Yongjun Tang, Sarah Qian Wang Credit Default Swaps and Corporate Cash Holdings Trading and Pricing in Financial Markets2014
461 Nils Friewald, Rainer Jankowitsch, Marti G. Subrahmanyam To Disclose or not to Disclose: Transparency and Liquidity in the Structured Product Market Trading and Pricing in Financial Markets2014
459 Simone M. Sepe, Charles K. Whitehead Paying for Risk: Bankers, Compensation, and Competition Law and Economics of Financial Organizations2014
458 Andrej Gill, Matthias Heinz, Heiner Schumacher Trust, Trustworthiness and Selection into the Financial Industry Law and Economics of Financial Organizations2014
450 Nikolaus Hautsch, Ostap Okhrin, Alexander Ristig Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models Trading and Pricing in Financial Markets2014
441 Nikolaus Hautsch, Julia Schaumburg, Melanie Schienle Financial Network Systemic Risk Contributions Trading and Pricing in Financial Markets2013
440 Taras Bodnar, Nikolaus Hautsch Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes Trading and Pricing in Financial Markets2013
437 Michael Aitken, Douglas Cumming, Feng Zhan High Frequency Trading and End-of-Day Price Dislocation Trading and Pricing in Financial Markets2013
436 Michael Aitken, Douglas Cumming, Feng Zhan Exchange Trading Rules, Surveillance and Insider Trading Law and Economics of Financial Organizations2013
426 Stefan Mittnik VaR-implied Tail-correlation Matrices Trading and Pricing in Financial Markets2013
422 Andrej Gill, Steffen Juranek, Christian Lizarazo, Nikolai Visnjic, Uwe Walz Anreize, systemische Risiken und Intransparenz. Lehren aus der Finanz- und Staatsschuldenkrise Law and Economics of Financial Organizations2013
405 Nikolaus Hautsch, Ruihong Huang On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements Trading and Pricing in Financial Markets2012
403 Andrej Gill, Uwe Walz Going Public – Going Private. The Case of VC-backed Firms Law and Economics of Financial Organizations2012Going-private Decisions, VC-backed IPOs, Corporate Governance
395 Nikolaus Hautsch, Peter Malec, Melanie Schienle Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes Trading and Pricing in Financial Markets2011
394 Nikolaus Hautsch, Lada M. Kyj, Peter Malec The Merit of High-Frequency Data in Portfolio Allocation Trading and Pricing in Financial Markets2011
388 Kristian Rydqvist, Joshua Spizman, Ilya Strebulaev The Evolution of Aggregate Stock Ownership Trading and Pricing in Financial Markets2011
387 Azi Ben-Rephael, Jacob Oded, Avi Wohl Do Firms Buy Their Stock at Bargain Prices? Evidence from Actual Stock Repurchase Disclosure Trading and Pricing in Financial Markets2011
386 Christian Andres, André Betzer, Marc Goergen Dividend Policy, Corporate Control and Tax Clienteles The Case of Germany Trading and Pricing in Financial Markets2011
379 Hélena Beltran-Lopez, Joachim Grammig, Albert J. Menkveld Limit Order Books and Trade Informativeness Trading and Pricing in Financial Markets2011
378 Joachim Grammig, Erik Theissen, Oliver Wünsche Time and the Price of a Trade: A Structural Approach Trading and Pricing in Financial Markets2011
375 Gerline Fellner, Erik Theissen Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory Trading and Pricing in Financial Markets2011
374 André Betzer, Jasmin Gider, Daniel Metzger, Erik Theissen Strategic Trading and Trade Reporting by Corporate Insiders Trading and Pricing in Financial Markets2011
373 Joachim Grammig, Eric Theissen Is BEST Really Better? Internalization of Orders in an Open Limit Order Book Trading and Pricing in Financial Markets2011
372 Jördis Hengelbrock, Erik Theissen, Christan Westheide Market Response to Investor Sentiment Trading and Pricing in Financial Markets2011
366 Steffen Juranek, Uwe Walz Vertical Integration, Competition, and Financial Exchanges: Is there Grain in the Silo? Entrepreneurial Finance2011
363 Nikolaus Hautsch, Peter Malec, Melanie Schienle Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes Economics of Exchanges2011
362 Horst Entorf, Christian Knoll, Liliya Sattarova Measuring Confidence and Uncertainty during the Financial Crisis: Evidence from the CFS Survey Trading and Pricing in Financial Markets2011
361 Nikolaus Hautsch, Mark Podolskij Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence Economics of Exchanges2011
359 Bartholomäus Ende, Marco Lutat Trade-throughs in European Cross-traded Equities After Transaction Costs Economics of Exchanges2011
358 Terrence Hendershott, Albert J. Menkveld Price Pressures Economics of Exchanges2011
357 Sarah Draus Does Inter-Market Competition Lead to Less Regulation? Economics of Exchanges2011
356 Kai-Oliver Maurer, Carsten Schäfer Analysis of Binary Trading Patterns in Xetra Economics of Exchanges2011
345 Nikolaus Hautsch, Dieter Hess, David Veredas The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility Economics of Exchanges2011
343 Axel Groß-Klußmann, Nikolaus Hautsch Quantifying High-Frequency Market Reactions to Real-Time News Sentiment Announcements Economics of Exchanges2009
339 Erik Theissen Price Discovery in Spot and Futures Markets: A Reconsideration Economics of Exchanges2009
335 Nikolaus Hautsch, Ruihong Huang The Market Impact of a Limit Order Economics of Exchanges2009
332 Nikolaus Hautsch, Lada M. Kyj, Roel C.A. Oomen A Blocking and Regularization Approach to High Dimensional Realized Covariance Estimation Economics of Exchanges2009
330 Wolfgang Karl Härdle, Nikolaus Hautsch, Andrija Mihoci Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynanmics Economics of Exchanges2009
322 Peter Gomber, Markus Gsell Electronic Markets, Algorithmic Trading, Order Submission, Securities Trading Economics of Exchanges2009
319 Carsten Bienz, Julia Hirsch, Uwe Walz Governance und Vertragsstrukturen in der deutschen VC Industrie: Eine empirische Einschätzung Entrepreneurial Finance2009
318 Patrick Herbst, Uwe Walz The Design of Vertical R&D Collaborations Entrepreneurial Finance2009
317 Carsten Bienz, Uwe Walz Venture Capital Exit Rights Entrepreneurial Finance2009
315 Nikolaus Hautsch, Yangguoyi Ou Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields Economics of Exchanges2009
309 Gunther Wuyts The Impact of Liquidity Shocks Through the Limit Order Book Economics of Exchanges2008
308 Azi Ben-Rephael, Ohad Kadan, Avi Wohl The Diminishing Liquidity Premium Economics of Exchanges2008
306 Joachim Grammig, Franziska J. Peter International Price Discovery in the Presence of Microstructure Noise Economics of Exchanges2008
305 Markus Gsell Assessing the Impact of Algorithmic Trading on Markets: A Simulation Approach Economics of Exchanges2008
304 Stefan Frey, Patrik Sandas The Impact of Hidden Liquidity in Limit Order Books Economics of Exchanges2008
303 Albert J. Menkveld, Asani Sarkar, Michel van der Wel Customer Flow, Intermediaries, and the Discovery of the Equilibrium Riskfree Rate Economics of Exchanges2008
301 Michael S. Pagano, Lin Peng, Robert A. Schwartz The Quality of Price Formation at Market Openings and Closings: Evidence from the Nasdaq Stock Market Economics of Exchanges2008
300 David Reiffen, Michel Robe Demutualization and Enforcement Incentives at Self-regulatory Financial Exchanges Economics of Exchanges2008
299 Craig Pirrong The Industrial Organization of Execution, Clearing and Settlement in Financial Markets Economics of Exchanges2008
298 Thorsten V. Koeppl, Cyril Monnet Central Counterparties Economics of Exchanges2008
297 Terrence Hendershott, Charles M. Jones, Albert J. Menkveld Does Algorithmic Trading Improve Liquidity? Economics of Exchanges2008
296 Jonathan Field, Jeremy Large Pro-Rata Matching and One-Tick Futures Markets Economics of Exchanges2008
295 Giovanni Cespa, Thierry Foucault Insiders-Outsiders, Transparency and the Value of the Ticker Economics of Exchanges2008
284 Nikolaus Hautsch, Dieter Hess, Christoph Müller Price Adjustment to News with Uncertain Precision Economics of Exchanges2008
277 Miriam Sperl Quantifying the Efficiency of the Xetra LOB Market Economics of Exchanges2008
268 Jürgen Gaul, Erik Theissen A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices Economics of Exchanges2008
247 Nikolaus Hautsch Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model Economics of Exchanges2007
242 Bea Canto, Roman Kräussl Electronic Trading Systems and Intraday Non-Linear Dynamics: An Examination of the FTSE 100 Cash and Futures Returns Economics of Exchanges2007
241 Maria Kasch-Haroutounian, Erik Theissen Competition between Exchanges: Euronext versus Xetra Economics of Exchanges2007
216 Julia Hirsch Public Policy and Venture Capital Financed Innovation: A Contract Design Approach Entrepreneurial Finance2006
214 Christian Laux, Uwe Walz Tying Lending and Underwriting: Scope Economies, Incentives, and Reputation Entrepreneurial Finance, Insurance & Risk Transfer2006
199 Julia Hirsch, Uwe Walz Why Do Contracts Differ between VC Types? Market Segmentation versus Corporate Governance Varieties Entrepreneurial Finance2006
198 Carsten Bienz, Julia Hirsch The Dynamics of Venture Capital Contracts Entrepreneurial Finance2006
149 Lars Norden, Martin Weber The comovement of credit default swap, bond and stock markets: an empirical analysis Trading and Pricing in Financial Markets2004
148 Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Clara Vega Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets Trading and Pricing in Financial Markets2004
147 Elena Carletti, Vittoria Cerasi, Sonja Daltung Multiple-bank lending: diversification and free-riding in monitoring Law and Economics of Financial Organizations2004
146 Douglas Cumming, Daniel Schmidt, Uwe Walz Legality and Venture Governance Around the World Law and Economics of Financial Organizations2004
145 Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Jin Wu Realized Beta: Persistence and Predictability Trading and Pricing in Financial Markets2004
141 Daniel Schmidt Private equity-, stock- and mixed asset-portfolios: A bootstrap approach to determine performance characteristics, diversification benefits and optimal portfolio allocations Trading and Pricing in Financial Markets2004
140 Francis X. Diebold The Nobel Memorial Prize for Robert F. Engle Trading and Pricing in Financial Markets2004
139 Sean D. Campbell, Francis X. Diebold Weather Forecasting for Weather Derivatives Trading and Pricing in Financial Markets2004
137 Peter F. Christoffersen, Francis X. Diebold Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics Trading and Pricing in Financial Markets2004
136 Michael W. Brandt, Francis X. Diebold A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations Trading and Pricing in Financial Markets2004
135 Dorothea Schäfer, Axel Werwatz, Volker Zimmermann The Determinants of Debt and (Private-) Equity Financing in Young Innovative SMEs: Evidence from Germany Law and Economics of Financial Organizations2004
134 Uwe Walz, Douglas Cumming Private Equity Returns And Disclosure Around The World Law and Economics of Financial Organizations2004
132 Marc Escrihuela-Villar Innovation and Market Concentration with Asymmetric Firms Law and Economics of Financial Organizations2004
131 Tereza Tykvová, Uwe Walz Are IPOs of Different VCs Different? Trading and Pricing in Financial Markets2004
129 Martin D. Dietz Screening and Advising by a Venture Capitalist with a Time Constraint Law and Economics of Financial Organizations2003
128 Romain Bouis IPOs Cycle and Investment in High-Tech Industries Law and Economics of Financial Organizations2003
117 Reinhard H. Schmidt Corporate Governance in Germany: An Economic Perspective Law and Economics of Financial Organizations2003
116 Torben G. Andersen, Tim Bollerslev, Francis X. Diebold Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility Trading and Pricing in Financial Markets2003
110 Christina Bannier Privacy or Publicity - Who Drives the Wheel? Trading and Pricing in Financial Markets2003
109 Frank A. Schmid, Mark Wahrenburg Mergers and Acquisitions in Germany-Social Setting and Regulatory Framework Law and Economics of Financial Organizations2003
108 Andreas Hackethal German banks - a declining industry? Law and Economics of Financial Organizations2003
107 Stefanie A. Franzke, Stefanie Grohs, Christian Laux Initial Public Offerings and Venture Capital in Germany Law and Economics of Financial Organizations2003
106 Tereza Tykvová The Role of the Value Added by the Venture Capitalists in Timing and Extent of IPOs Law and Economics of Financial Organizations2003
105 Tereza Tykvová Is the Behavior of German Venture Capitalists Different? Evidence from the Neuer Markt Law and Economics of Financial Organizations2003
104 Roman Kräussl A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II Trading and Pricing in Financial Markets2003
103 Roman Kräussl Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises? Trading and Pricing in Financial Markets2003
102 Günther Gebhardt, Rolf Reichardt, Carsten Wittenbrink Accounting for Financial Instruments in the Banking Industry: Conclusions from a Simulation Model Law and Economics of Financial Organizations2003
101 Ralf Elsas, Jan Pieter Krahnen Universal Banks and Relationships with Firms Law and Economics of Financial Organizations2003
99 Roman Kräussl Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises? Trading and Pricing in Financial Markets2003
98 Erik Theissen Organized Equity Markets in Germany Trading and Pricing in Financial Markets2003
97 Christian Leuz, Jens Wüstemann The Role of Accounting in the German Financial System Law and Economics of Financial Organizations2003
96 Daniel Schmidt, Mark Wahrenburg Contractual Relations between European VC-Funds and Investors: The Impact of Reputation and Bargaining Power on Contractual Design Law and Economics of Financial Organizations2003
95 Raimond Maurer Institutional investors in Germany: Insurance companies and investment funds Law and Economics of Financial Organizations2003
81 Ralf Elsas, Jan Pieter Krahnen Collateral, Relationship Lending and Financial Distress: An Empirical Study on Financial Contracting Law and Economics of Financial Organizations2002
80 Stefanie A. Franzke, Christian Schlag Over-Allotment Options in IPOs on Germany's Neuer Markt - An Empirical Investigation - Trading and Pricing in Financial Markets2002
78 Andreas A. Jobst The Pricing Puzzle: The Default Term Structure of Collateralised Loan Obligations Trading and Pricing in Financial Markets2002
77 Andreas A. Jobst Collateralised Loan Obligations (CLOs) - A Primer Law and Economics of Financial Organizations2002
76 Yunus Aksoy, Hanno Lustig On the Short and Long Term Real Effects of Nominal Exchange Rates Trading and Pricing in Financial Markets2002
74 Stefan Mittnik, Markus Haas, Marc S. Paolella Mixed Normal Conditional Heteroskedasticity Trading and Pricing in Financial Markets2002
72 Andreas Bascha, Uwe Walz Financing Practices in the German Venture Capital Industry: An Empirical Assessment Law and Economics of Financial Organizations2002
71 Werner Neus, Uwe Walz Exit Timing of Venture Capitalists in the Course of an Initial Public Offering Law and Economics of Financial Organizations2002
70 Erik Theissen Internalisierung und Marktqualität: Was bringt Xetra Best? Trading and Pricing in Financial Markets2002
68 Holger Claessen, Stefan Mittnik Forecasting Stock Market Volatility and the Informational Efficiency of the DAX-index Options Market Trading and Pricing in Financial Markets2002
67 Raimond Maurer, Christian Schlag Money-Back Guarantees in Individual Pension Accounts: Evidence from the German Pension Reform Law and Economics of Financial Organizations2002
66 Issam Hallak Why Borrowers Pay Premiums to Larger Lenders: Empirical Evidence from Sovereign Syndicated Loans Law and Economics of Financial Organizations2002
65 Stefan Feinendegen, Daniel Schmidt, Mark Wahrenburg Die Vertragsbeziehung zwischen Investoren und Venture Capital-Fonds: Eine empirische Untersuchung des europäischen Venture Capital-Marktes Law and Economics of Financial Organizations2002
61 Olaf Ehrhardt, Eric Nowak Private Benefits and Minority Shareholder Expropriation - Empirical Evidence from IPOs of German Family-Owned Firms Trading and Pricing in Financial Markets2001
57 Bernd Kaltenhäuser Explaining the Dollar-Euro Rate: Do Stock Market Returns Matter? Trading and Pricing in Financial Markets2001
55 Antje Brunner, Jan Pieter Krahnen Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring Law and Economics of Financial Organizations2001
52 Stefanie Franzke Underpricing of Venture-Backed and Non Venture-Backed IPOs: Germany's Neuer Markt Law and Economics of Financial Organizations2001
50 Christian Schlag, Anja Wodrich Has There Always Been Underpricing and Long-Run Underperformance? - IPOs in Germany Before World War I Trading and Pricing in Financial Markets2000
49 Roland Beck The Volatility of Capital Flows to Emerging Markets and Financial Services Trade Trading and Pricing in Financial Markets2000
46 Mathias Hoffmann, Ronald MacDonald A Real Differential View of Equilibrium Real Exchange Rates and Misalignments Trading and Pricing in Financial Markets2000
43 Günther Gebhardt The Evolution of Global Standards of Accounting Law and Economics of Financial Organizations2000
38 Caroline Van Rijckeghem, Beatrice Weder Financial Contagion: Spillovers Through Banking Centers Trading and Pricing in Financial Markets1999Published in: Journal of International Money and Finance 22, 483-509, 2003, under the title "Spillovers Through Banking Centers: A Panel Data Analysis"
36 Ralf Ahrens Predicting Recessions with Interest Rate Spreads: A Multicountry Regime-Switching Analysis Trading and Pricing in Financial Markets1999
35 Ralf Ahrens Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations Trading and Pricing in Financial Markets1999
33 Wolfgang Gerke, Robert Bosch Die Betreuer am Neuen Markt - Eine empirische Analyse Trading and Pricing in Financial Markets1999
32 Wolfgang Breuer The Relevance of Primary Dealers for Public Bond Issues Trading and Pricing in Financial Markets1999
31 Helmut Dietl, Markus Pauli, Susanne Royer Frankfurts Position im internationalen Finanzplatzwettbewerb Eine ressourcenorientierte Analyse Economics of Exchanges1999
29 Torben M. Andersen Nominal Rigidities and the Optimal Rate of Inflation Trading and Pricing in Financial Markets1999
28 Ernst Fehr, Jean-Robert Tyran Strategic Complementarity, Nominal Rigidity and the Non-Neutrality of Money Trading and Pricing in Financial Markets1999
20 Gordon M. Bodnar, Günther Gebhardt Derivatives Usage in Risk Management by U.S. and German Non-Financial Firms: A Comparative Survey Trading and Pricing in Financial Markets1998
15 Utpal Bhattacharya, Hazem Daouk, Brian Jorgenson, Carl-Heinrich Kehr When an Event is Not an Event: The Curious Case of an Emerging Market Trading and Pricing in Financial Markets1998
13 Ernst Maug How Effective is Proxy Voting? Information Aggregation and Conflict Resolution in Corporate Voting Contests Law and Economics of Financial Organizations1998
1 Jan Pieter Krahnen, Frank A. Schmid, Erik Theissen Mutual Fund Performance and Market Share: Evidence from the German Market Trading and Pricing in Financial Markets1997