Paper accepted by The Review of Financial Studies
Lehrstuhl für Internationale Finanzierung
Prof. Dr. Stefan Ruenzi
Foto: Siegfried Herrmann
Unser Lehrstuhl bietet Kurse in unterschiedlichen Studiengängen (Bachelor, Master, MBA und Promotionsprogramm) an und forscht zu verschiedenen Aspekten der Finanzmärkte mit einem Fokus auf Asset Management & Mutual Funds, Empirical Asset Pricing & Liquidity sowie Medien & Werbung. Weitere Details können Sie auf den entsprechenden Unterseiten finden.
Ausgewählte Publikationen
Ruenzi, S., Ungeheuer, M., Weigert F. (2020): Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications. Journal of Banking & Finance, Vol. 115, 105809.
Focke, F., Ruenzi, S., Ungeheuer, M. (2020): Advertising, Attention and Financial Markets, Review of Financial Studies, Vol. 33 (10), pp. 4676–4720.
Niessen-Ruenzi, A., Ruenzi, S. (2019): Sex Matters – Gender Bias in the Mutual Fund Industry, 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.
Ruenzi, S., Hoechle, D., Schaub, N., Schmid, M. (2018): Financial Advice and Bank Profits, Review of Financial Studies, Vol. 31 (11), pp. 4447–4492.
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.
Hillert, A., Jacobs, H., Müller, S. (2014), Media Makes Momentum, Review of Financial Studies, Vol. 27 (12), pp. 3467–3501.
Fang, J., Kempf, A., Trapp, M. (2014), Fund Manager Allocation, Journal of Financial Economics, Vol. 111 (3), pp. 661–674.
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.
Kempf, A., Ruenzi, S. (2008): Tournaments in Mutual-Fund Families, Review of Financial Studies, Vol. 21 (2), pp. 1013–1036.
