We offer courses at all levels (Bachelor, Master, MBA, and Doctoral Program) and conduct research on various aspects of financial markets, with a focus on asset management & mutual funds, empirical asset pricing & liquidity, as well as media & advertising. For details, please see the specific pages on research or teaching.
Niessen-Ruenzi, A., Ruenzi, S. (2019): Sex Matters – Gender Bias in the Mutual Fund Industr, Management Science, Vol. 65 (7), pp. 3001–3025.
Chabi-Yo F., Ruenzi, S., Weigert F. (2018): Crash Sensitivity and the Cross Section of Expected Stock Returns, Journal of Financial and Quantitative Analysis, Vol. 53 (3), pp. 1059–1100.
Agarwal, V., Ruenzi, S., Weigert, F. (2017): Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings, Journal of Financial Economics, Vol. 125 (3), pp. 610–636.
Focke, F., Maug, E. G., Niessen-Ruenzi, A. (2017): The Impact of Firm Prestige on Executive Compensation, Journal of Financial Economics, Vol. 123 (2), pp. 313–336.
Koch, A., Ruenzi, S., Starks, L. T. (2016): Commonality in Liquidity: A Demand-Side Explanation, Review of Financial Studies, Vol. 29 (8), pp. 1943–1974.
von Lilienfeld-Toal, U., Ruenzi, S. (2014): CEO Ownership, Stock Market Performance, and Managerial Discretion, Journal of Finance, Vol. 69 (3), pp. 1013–1050.
Kempf, A., Ruenzi, S., Thiele, T. (2009): Employment Risk, Compensation Incentives, and Managerial Risk Taking: Evidence from the Mutual Fund Industry, Journal of Financial Economics, Vol. 92 (1), pp. 92–108.