Representative Publications*

Agarwal, Vikas, Stefan Ruenzi, and Florian Weigert, 2017, Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings, Journal of Financial Economics (forthcoming). 

Arnold, Marc, D. Hackbarth, and Tatjana Xenia Puhan, 2017, Financing Asset Sales and Business Cycles, Review of Finance (forthcoming). 

Chabi-Yo, F., Ruenzi, S., Weigert, F., 2017, Crash Sensitivity and the Cross-Section of Expected Stock Returns, Journal of Financial and Quantitative Analysis (forthcoming). 

Hoechle, Daniel, Stefan RuenziNic Schaub, and Markus Schmid, 2017, The Impact of Financial Advice on Trade Performance and Behavioral Biases, Review of Finance, Vol. 21 (2), pp. 871-910.

Focke, FlorensErnst Maug, and Alexandra Niessen-Ruenzi, 2017, The Impact of Firm Prestige on Executive Compensation, Journal of Financial Economics, Vol. 123 (2), pp. 313-336. 

Busch, Pascal and Stefan Obernberger, 2017, Actual Share Repurchases, Price Efficiency, and the Information Content of Stock Prices, Review of Financial Studies, Vol. 30 (1), pp. 324-362.

Jacobs, Heiko, 2016, Market Maturity and Mispricing, Journal of Financial Economics, Vol. 122 (2), pp. 270-287. 

Koch, Andrew, Stefan Ruenzi, and Laura T. Starks, 2016, Commonality in Liquidity: A Demand-Side Explanation, Review of Financial Studies 29 (8), 1943-1974.

Hillert, Alexander, Ernst Maug, and Stefan Obernberger, 2016, Stock Repurchases and Liquidity, Journal of Financial Economics 119, 186-209.

Kumar, Alok, Alexandra Niessen-Ruenzi, and Oliver Spalt, 2015, What is in a Name? Mutual Fund Flows When Managers Have Foreign Sounding Names, Review of Financial Studies 28, 2281-2321.

Atanasov, Victoria, Nitschka, Thomas, 2015, Foreign currency returns and systematic risks, Journal of Financial and Quantitative Analysis 50, 231-250.

Hillert, Alexander, Jacobs, Heiko, Müller, Sebastian, 2014, Media Makes Momentum, Review of Financial Studies 27, 3467-3501. 

von Lilienfeld-Toal, Ulf, and Stefan Ruenzi, 2014, CEO Ownership, Stock Market Performance, and Managerial Discretion, Journal of Finance 69, 1013–1050.

Dittmann, Ingolf, Ernst Maug and Oliver Spalt, 2013, Indexing Executive Compensation Contracts, Review of Financial Studies 26, 3182-3224.

Kaufmann, Christine, Martin Weber, and Emily Celia Haisley, 2013, The Role of Experience Sampling and Graphical Displays on One`s Investment Risk Taking Appetite, Management Science 59, 323–340.

Chhaochharia, Vidhi, Alok Kumar, and Alexandra Niessen-Ruenzi, 2012, Local Investors and Corporate Governance, Journal of Accounting & Economics 54, 42–67.

Kuhnen, Camelia M. and Alexandra Niessen-Ruenzi, 2012, Public Opinion and Executive Compensation, Management Science 58, 1249–1272.

Bhattacharya, Utpal, Hackenthal, Andreas, Kaeslar, Simon, Loos, Benjamin, Meyer, Steffen, 2012, Is Unbiased Financial Advice to Retail Investors Sufficient? Answers from a Large Field of Study, Review of Financial Studies 35, 975-1032.

Baucells, Manel, Martin Weber, and Frank Welfens, 2011, Reference-Point Formation and Updating, Management Science 57, 506–519.

Merkle, Christoph and Martin Weber, 2011, True Overconfidence: The Inability of Rational Information Processing to Account for Apparent Overconfidence, Organizational Behavior and Human Decision Processes 116, 262–271.

Dittmann, Ingolf, Ernst Maug, and Oliver Spalt, 2010, Stick or Carrots? Optimal CEO Compensation when Managers are Loss-averse, Journal of Finance 65, 2015–2050.

Norden, Lars and Martin Weber, 2010, Credit Line Usage, Checking Account Activity, and Default Risk of Bank Borrowers, Review of Financial Studies 23, 3665–3699.

Ruenzi, Stefan, Alexander Kempf, and Tanja Thiele, 2009, Employment Risk, Compensation Incentives, and Managerial Risk Taking: Evidence from the Mutual Fund Industry. Journal of Financial Economics 92, 92–108.

Weber, Martin and Bruno Biais, 2009, Hindsight Bias, Risk Perception and Investment Performance, Management Science 55, 1018–1029.

 

*This overview contains only articles from the 50 journals used in the Financial Times Research Rank.

For a full list of publications of the Finance Area, please visit the websites of the individual faculty members.