Zobrazeno 1 - 10
of 47
pro vyhledávání: '"Stefan Ruenzi"'
Publikováno v:
SSRN Electronic Journal.
Autor:
Kai Mäckle, Stefan Ruenzi
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
The Review of Financial Studies. 33:4676-4720
We investigate the impact of product market advertising on investor attention and financial market outcomes. Using daily advertising data allows us to identify short-term effects of advertising. We measure daily investor attention based the company's
Publikováno v:
Management Science. 65:3001-3025
We document significantly lower inflows in female-managed funds than in male-managed funds. This result is obtained with field data and with data from a laboratory experiment. We find no gender differences in performance. Thus, rational statistical d
We merge the literature on downside return risk and liquidity risk and introduce the concept of extreme downside liquidity (EDL) risks. The cross-section of stock returns reflects a premium if a stock's return (liquidity) is lowest at the same time w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6dc88696e319c0b4a9a0f6addd5475de
https://aaltodoc.aalto.fi/handle/123456789/101589
https://aaltodoc.aalto.fi/handle/123456789/101589
Publikováno v:
Journal of Financial and Quantitative Analysis. 53:1059-1100
We examine whether investors receive a compensation for holding crash-sensitive stocks. We capture the crash sensitivity of stocks by their lower tail dependence with the market based on copulas. Stocks with strong contemporaneous crash sensitivity c
Publikováno v:
The Review of Financial Studies. 31:4447-4492
We use a unique dataset from a large retail bank containing internal managerial accounting data on revenues and costs per client to analyze how banks and their financial advisors generate profits with customers. We find that advised transactions are
Autor:
Stefan Ruenzi, Florian Weigert
Publikováno v:
Economics Letters. 165:77-81
This paper proposes a risk-based explanation of the momentum anomaly on equity markets. Regressing the momentum strategy return on the return of a self-financing portfolio going long (short) in stocks with high (low) crash sensitivity in the USA from
Publikováno v:
Review of Financial Studies. 29:1943-1974
We hypothesize that a source of commonality in a stock’s liquidity arises from correlated liquidity demand of the stock’s investors. Focusing on correlated trading of mutual funds, we find that stocks with high mutual fund ownership have comoveme
We show that female role models increase women's willingness to compete. As in Niederle and Vesterlund (2007), we find that women are less willing to enter a tournament than men, although there are no gender differences in performance. However, the g
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cdc03b29fb9b1b17d6154ff560b69977
https://hdl.handle.net/10419/181589
https://hdl.handle.net/10419/181589