Publications
- Meier, K., Niessen-Ruenzi, A. und Ruenzi, S. (2024). The impact of role models on women's self-selection in competitive environments. The Quarterly Journal of Finance : QJF (forthcoming).
- Agarwal, V., Weigert, F. und Ruenzi, S. (2023). Unobserved performance of hedge funds. The Journal of Finance (forthcoming).
- Hillert, A., Niessen-Ruenzi, A. und Ruenzi, S. (2023). Mutual fund shareholder letters: Flows, performance, and managerial behavior. Management Science (forthcoming).
- Focke, F., Ruenzi, S. und Ungeheuer, M. (2020). Advertising, attention, and financial markets. The Review of Financial Studies, 33, 4676-4720.
- Ruenzi, S., Ungeheuer, M. und Weigert, F. (2020). Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications. Journal of Banking & Finance, 115.
- Niessen-Ruenzi, A. und Ruenzi, S. (2019). Sex matters: Gender bias in the mutual fund industry. Management Science, 65, 3001-3025.
- Fousseni, C.-Y., Ruenzi, S. und Weigert, F. (2018). Crash sensitivity and the cross section of expected stock returns. Journal of Financial and Quantitative Analysis : JFQA, 53, 1059-1100.
- Hoechle, D., Ruenzi, S., Schaub, N. und Schmid, M. (2018). Financial advice and bank profits. The Review of Financial Studies, 31, 4447-4492.
- Niessen-Ruenzi, A. und Ruenzi, S. (2018). Zurückscheuen: Warum Frauen den Wettbewerb meiden. Forschung & Lehre, 25, 244–245.
- Ruenzi, S. und Weigert, F. (2018). Momentum and crash sensitivity. Economics Letters, 165, 77–81.
- Agarwal, V., Ruenzi, S. und Weigert, F. (2017). Tail risk in hedge funds : a unique view from portfolio holdings. Journal of Financial Economics, 125, 610–636.
- Hoechle, D., Ruenzi, S., Schaub, N. und Schmid, M. (2017). The impact of financial advice on trade performance and behavioral biases. Review of Finance, 21, 871–910.
- Koch, A., Ruenzi, S. und Starks, L. T. (2016). Commonality in liquidity: a demand-side explanation. The Review of Financial Studies, 29, 1943-1974.
- von Lilienfeld-Toal, U. und Ruenzi, S. (2014). CEO Ownership, Stock Market Performance, and Managerial Discretion. The Journal of Finance, 69, 1013-1050.
- Finter, P., Niessen-Ruenzi, A. und Ruenzi, S. (2012). The Impact of Investor Sentiment on the German Stock Market. Zeitschrift für Betriebswirtschaft : ZfB, 82, 133–163.
- Bär, M., Kempf, A. und Ruenzi, S. (2011). Is a team different from the sum of its parts? Evidence from mutual fund managers. Review of Finance, 15, 359–396.
- Pütz, A. und Ruenzi, S. (2011). Overconfidence among professional investors: evidence from mutual fund managers. Journal of Business Finance & Accounting : JBFA, 38, 684–712.
- Fang, J. und Ruenzi, S. (2010). Rapid Trading bei deutschen Aktienfonds: Evidenz aus einer großen deutschen Fondsgesellschaft. Zeitschrift für Betriebswirtschaft : ZfB, 80, 883–920.
- Kempf, A., Ruenzi, S. und Thiele, T. (2009). Employment risk, compensation incentives, and managerial risk taking: Evidence from the mutual fund industry. Journal of Financial Economics, 92, 92–108.
- Ruenzi, S. und Kempf, A. (2008). Family Matters: The Performance-Flow Relationship in the Mutual Fund Industry. Journal of Business Finance & Accounting : JBFA, 35, 177–199.
- Ruenzi, S. und Kempf, A. (2008). Tournaments in Mutual Fund Families. The Review of Financial Studies, 21, 1013-1036.
- Ber, S., Kempf, A. und Ruenzi, S. (2007). Determinanten der Mittelzuflüsse bei deutschen Aktienfonds. Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : Zfbf, 59, 35–60.
- Kempf, A. und Ruenzi, S. (2006). Status Quo Bias and the Number of Alternatives: An Empirical Illustration from the Mutual Fund Industry. The Journal of Behavioral Finance, 7, 204–213.
- Ruenzi, S. (2005). Mutual Fund Growth in Standard and Specialist Market Segments. Financial Markets and Portfolio Management, 19, 153–167.
- Agarwal, V., Ruenzi, S. und Weigert, F. (2023). Unobserved performance of hedge funds. SSRN Working Paper Series. Amsterdam: Elsevier.
- Hillert, A., Niessen-Ruenzi, A. und Ruenzi, S. (2023). Mutual fund shareholder letters: flows, performance, and managerial behavior. SAFE Working Paper, 380. Frankfurt am Main: University of Frankfurt.
- Hoechle, D., Ruenzi, S., Schaub, N. und Schmid, M. (2022). Financial advice and retirement savings. SSRN Working Paper Series. Amsterdam: Elsevier.
- Kumar, A., Ruenzi, S. und Ungeheuer, M. (2021). Daily winners and losers. SSRN Working Paper Series. Amsterdam: Elsevier.
- Focke, F., Ruenzi, S. und Ungeheuer, M. (2019). Advertising, attention, and financial markets. SSRN Working Paper Series. Rochester, NY: SSRN.
- Meier, K., Niessen-Ruenzi, A. und Ruenzi, S. (2018). The impact of role models on women's self-selection in competitive environments. SSRN Working Paper Series. Rochester, NY.
- Ruenzi, S. und Weigert, F. (2018). Momentum and crash sensitivity.
University of St.Gallen, School of Finance Research Paper, 2018/
1. St. Gallen. - Kumar, A., Ruenzi, S. und Ungeheuer, M. (2017). Daily winners and losers. SSRN Working Paper Series. Rochester, NY.
- Ruenzi, S. und Niessen-Ruenzi, A. (2017). Sex matters: Gender bias in the mutual fund industry. SSRN Working Paper Series. Rochester, NY.
- Agarwal, V., Ruenzi, S. und Weigert, F. (2016). Tail risk in hedge funds: A unique view from portfolio holdings. Rochester, NY: SSRN.
- Hillert, A., Niessen-Ruenzi, A. und Ruenzi, S. (2016). Mutual fund shareholder letters : flows, performance, and managerial behavior. SSRN Working Paper Series. Rochester, NY.
- Ruenzi, S., Ungeheuer, M. und Weigert, F. (2016). Extreme Downside Liquidity Risk.
Working papers on finance / University of St.Gallen, School of Finance Research Paper, 13/
26. St. Gallen. - Hoechle, D., Ruenzi, S., Schaub, N. und Schmid, M. (2014). The Impact of Financial Advice on Trade Performance and Behavioral Biases. Working papers on finance / University of St.Gallen, School of Finance Research Paper, 14–19. St. Gallen.
- Fousseni, C.-Y., Ruenzi, S. und Weigert, F. (2013). Crash sensitivity and the cross section of expected stock returns.
Working papers on finance / University of St.Gallen, School of Finance Research Paper, 2013/
24. St. Gallen [u.a.]. - Hoechle, D., Ruenzi, S., Schaub, N. und Schmid, M. (2013). Don't Answer the Phone – Financial Advice and Individual Investors' Performance. St. Gallen: Univ. St. Gallen, Schweizerisches Inst. für Banken und Finanzen.
- Koch, A., Ruenzi, S. und Starks, L. T. (2012). Commonality in Liquidity: A Demand-Side Explanation. SSRN Working Paper Series. Rochester, NY.