Abdesaken Gerry
Email: gerald.abdesaken@phd.unibocconi.it
On the Precision of Public Information and Mutual Fund Performance

Adams Andrew, Chen Li-Wen and Taffler Richard
Email: A.T.Adams@hw.ac.uk
What Style-Timing Skills do Mutual Fund “Stars” Possess?

Ahoniemi Katja and Jylhä Petri
Email: katja.ahoniemi@aalto.fi
Flows, Price Pressure, and Hedge Fund Returns

Aussenegg Wolfgang, Jelic Ranko and Götz Lukas
Email: waussen@pop.tuwien.ac.at
Common factors in the performance of European corporate bonds - evidence before and after financial crisis

B

Bauer Rob, Andonov Aleksandar and Cremers Martijn
Email: r.bauer@maastrichtuniversity.nl
Can Large Pension Funds Beat the Market? Asset Allocation, Market Timing, Security Selection, and the Limits of Liquidity

D

Dyakov Teodor and Verbeek Marno
Email: TDyakov@rsm.nl
Front-running of mutual fund fire-sales

F

Felde Moritz and Breuer Wolfgang
Email: moritz.felde@bfw.rwth-aachen.de
The SEC’s Publication of an Online Tool of Detecting Firms Doing Business in Countries Designated as State Sponsors of Terrorism

Franck Alexander and Walter Andreas
Email: alexander.franck@wirtschaft.uni-giessen.de
Geographic Investment Focus and its Impact on Herd Behavior - Evidence from the German Equity Fund Market

G

Goyenko Ruslan
Email: ruslan.goyenko@mcgill.ca
Treasury Illiquidity and Funding Liquidity Risk

Groh Alexander and Lieser Karsten
Email: groh@em-lyon.com
The Determinants of International Commercial Real Estate Investments

H

Huij Joop and Lansdrop Simon
Email: jhuij@rsm.nl
Explaining Differences in Mutual Fund Performance Persistence

I

Imad'Eddine Gael, Cumming Douglas and Schwienbacher Armin
Email: gael.imadeddine@univ-lille2.fr
Legality and the Spread of Voluntary Investor Protection

J

Jacobs Heiko and Weber Martin
Email: jacobs@bank.bwl.uni-mannheim.de
Losing sight of the trees for the forest? Pairs trading and attention shifts

K

Kempf Alexander, Korn Olaf and Saßning Sven
Email: kempf@wiso.uni-koeln.de
Portfolio Optimization Using Forward-Looking Information

Kim Thomas and Stoll Hans
Email: sukwonk@ucr.edu
Are order imbalances related to information?

Klein Arne C. and Bohl Martin T.
Email: arne.klein@wiwi.uni-muenster.de
Short Sale Constraints and the Likelihood of Crashes and Bubbles

Kousse Kagba, Hugonnier Julien and Berrada Toni
Email: tony.berrada@unige.ch
Approximations for Large Scale Dynamic Optimal Portfolios Policies and Applications

Kryzanowski Lawrence and Gargouri Ines
Email: lawrence.kryzanowski@concordia.ca
US MUTUAL FUND M&As

Kurman Philipp, Bessler Wolfgang, Kryzanowski Lawrence and Luckoff Peter
Email:
Capacity Effects and Winner Fund Performance: The Relevance and Interactions of Fund and Family Characteristics

L

Lambert Marie, Hübner Georges and Papageorgiou Nicolas
Email: m.lambert@maastrichtuniversity.nl
Higher-moment risk exposures in Hedge Funds

Lansdorp Simon, Blitz David, Huij Joop and Verbeek Marno
Email: s.lansdorp@robeco.nl
Short-Term Residual Reversal

Lauterbach Beni and Garyn-Tal Sharon
Email: lauteb@mail.biu.ac.il
Evaluating Mutual Fund's Alpha via Alternative Frameworks: Some New Evidence and Insights

Levy Ariel and Lieberman Offer
Email: ariellevy1@yahoo.com
Overreaction of Country ETFs to US Market Returns

Lohre Harald, Opfer Heiko and Orszag Gabor
Email: harald.lohre@deka.de
Diversifying Risk Parity

M

Mason Andrew, Thomas Stephen and McGroarty Frank
Email: andrew.mason@surrey.ac.uk
Complementary or Contradictory? Combining Returns Based & Characteristics Based Investment Style Analysis

Miebs Felix, Trübenbach Fabian and Füss Roland
Email: felix.miebs@ebs.de
A Jackknife- Type Estimator for Portfolio Revision

N

Niessen-Ruenzi Alexandra and Ruenzi Stefan
Email: niessen@bwl.uni-mannheim.de
Sex Matters: Gender and Prejudice in the Mutual Fund Industry

O

Otten Roger and Reijnders Martin
Email: r.otten@maastrichtuniversity.nl
The Performance of Small Cap Mutual Funds: Evidence from the UK

P

Parwada Jerry, Papageorigou Nicolas and Tan Kian M.
Email: j.parwada@unsw.edu.au
Where Do Hedge Fund Managers Come from? Past Employment Experience and Managerial Performance

Puetz Alexander, Cici Gjergji and Kempf Alexander
Email: puetz@wiso.uni-koeln.de
The Valuation of Hedge Funds' Equity Positions

Puhan Tatjana-Xenia
Email: tatjana.puhan@bf.uzh.ch
Time-Varying Asset Valuations and Macroeconomic Uncertainty: The Role of Inflation, Monetary Poliy and Macroeconomic Conditions

R

Roger Tristan and Maxime Merli
Email: tristan.roger@eurofidai.org
What drives the herding behavior of individual investors?

Ruenzi Stefan and Weigert Florian
Email: ruenzi@bwl.uni-mannheim.de
Extreme Dependence Structures and the Cross-Section of Expected Stock Returns

S

Salzmann Astrid Juliane, Breuer Wolfgang and Riesener Michael
Email: astrid.salzmann@bfw.rwth-aachen.de
Risk aversion vs. individualism: What drives risk taking in household finance?

Sapp Stephen, Foerster Stephen and Fogler Lionel
Email: ssapp@ivey.uwo.ca
Northern Exposure: How Canadian Small Stock Investments Can Benefit Investors

Schaub Nic, Schmid Markus and Maier Tobias
Email: schaub@bwl.uni-mannheim.de
Hedge Fund Liquidity and Performance: Evidence from the Financial Crisis

Schmid Markus, Hoechle Daniel and Zimmermann Heinz
Email: schmid@bwl.uni-mannheim.de
A Generalization of the Calendar Time Portfolio Approach and the Performance of Private Investors

Soederlind Paul, Dahlquist Magnus and Martinez Jose Vicente
Email: Paul.Soderlind@unisg.ch
Individual Investor Activity and Performance

U

Ukhov Andrey. D., Blackburn Douglas W. and Goetzmann William N.
Email: andrey.ukhov@gmail.com
Trading Behavior of Style and Multi-Style Investors

W

Wambach Martin, Dichtl Hubert and Drobetz Wolfgang
Email:
Testing Rebalancing Strategies for Stock-Bond Portfolios: Where Is the Value Added of Rebalancing?

Wang Pengguo, Ashton David and Gregory Alan
Email: p.wang@exeter.ac.uk
Analysts' Optimism in Earnings Forecasts and Biases in Estimates of Implied Cost of Equity Capital and Long-run Growth Rate

Wilkens Marco, Scholz Hendrik and Rohleder Martin
Email: marco.wilkens@wiwi.uni-augsburg.de
Bond fund disappearance: What's Return got to do with it?