Author Page for Alexander Kempf

University of Cologne, Centre for Financial Research (CFR), University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance

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Citation 32

Abstract:

4.

Market Depth and Order Size

Number of pages: 25 Posted: 16 Apr 1997

Olaf Korn and Alexander Kempf

University of Goettingen (Göttingen) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 1,444 (23,349)

Citation 6

Abstract:

5.

The Cross-Section of German Stock Returns: New Data and New Evidence

Downloads 1,435 (23,540)

Citation 10

2

The Cross-Section of German Stock Returns: New Data and New Evidence

Number of pages: 36 Posted: 04 Aug 2010

Sabine Artmann, Philipp Finter, Philipp Finter, Alexander Kempf, Stefan Koch and Erik Theissen

University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of FinanceUniversity of Cologne - Centre for Financial Research (CFR), University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Bonn and University of Mannheim - Finance Area

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Citation 9

Abstract:

The Cross-Section of German Stock Returns: New Data and New Evidence

Schmalenbach Business Review, Vol. 64, January 2012, pp. 20-43

Number of pages: 24 Posted: 04 Apr 2012

Sabine Artmann, Philipp Finter, Philipp Finter, Alexander Kempf, Stefan Koch and Erik Theissen

University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of FinanceUniversity of Cologne - Centre for Financial Research (CFR), University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Bonn - The Bonn Graduate School of Economics and University of Mannheim - Finance Area

Downloads 539 (88,758)

Citation 1

Abstract:

6.

Portfolio Optimization Using Forward-Looking Information

Forthcoming in: Review of Finance

Number of pages: 36 Posted: 29 Feb 2012 Last Revised: 25 Jan 2014

Alexander Kempf, Olaf Korn and Sven Sassning

University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Goettingen (Göttingen) and Georg-August-Universität Göttingen

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Citation 2

Abstract:

7.

Tournaments in Mutual Fund Families

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2

Tournaments in Mutual Fund Families

Number of pages: 36 Posted: 01 Sep 2003

Alexander Kempf and Stefan Ruenzi

University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance

Downloads 1,215 (29,594)

Citation 44

Abstract:

Tournaments in Mutual-Fund Families

Review of Financial Studies, Vol. 21, Issue 2, pp. 1013-1036, 2008

Posted: 26 Jun 2008

Alexander Kempf and Stefan Ruenzi

University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance

Abstract:

8.

Liquidity and its Impact on Bond Prices

Schmalenbach Business Review, Vol. 52, January 2000

Number of pages: 19 Posted: 03 Jun 2002

Marliese Uhrig-Homburg and Alexander Kempf

Karlsruhe Institute of Technology (KIT) - Institute for Finance and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 1,158 (32,307)

Abstract:

9.

Resiliency, the Neglected Dimension of Market Liquidity: Empirical Evidence from the New York Stock Exchange

Number of pages: 47 Posted: 05 Mar 2007

Jiwei Dong, Alexander Kempf and Pradeep K. Yadav

Lancaster University - Department of Accounting and Finance, University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Oklahoma Price College of Business

Downloads 1,124 (33,671)

Citation 9

Abstract:

10.

Family Matters: The Performance Flow Relationship in the Mutual Fund Industry

Number of pages: 26 Posted: 10 May 2004

Alexander Kempf and Stefan Ruenzi

University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance

Downloads 992 (40,232)

Citation 12

Abstract:

11.

The Investment Value of Fund Managers’ Experience Outside the Financial Sector

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Citation 20

2

The Investment Value of Fund Managers’ Experience Outside the Financial Sector

Number of pages: 55 Posted: 21 Sep 2014 Last Revised: 11 Jun 2017

Gjergji Cici, Monika Gehde-Trapp, Marc-André Goericke and Alexander Kempf

University of Kansas - School of Business, University of Mannheim - Finance Area, University of Cologne and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 581 (80,694)

Citation 10

Abstract:

The Investment Value of Fund Managers’ Experience Outside the Financial Sector

The Review of Financial Studies, Forthcoming

Number of pages: 52 Posted: 26 Feb 2018

Gjergji Cici, Monika Gehde-Trapp, Marc-André Goericke and Alexander Kempf

University of Kansas - School of Business, University of Mannheim - Finance Area, University of Cologne and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 235 (222,803)

Abstract:

12.

Market Timing and Security Market Line Analysis

Number of pages: 29 Posted: 14 Apr 2003

Alexander Kempf and Klaus Kreuzberg

University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Cologne - Department of Finance

Downloads 795 (54,593)

Citation 10

Abstract:

13.

The Valuation of Hedge Funds' Equity Positions

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, AFA 2012 Chicago Meetings Paper

Number of pages: 47 Posted: 24 Aug 2010 Last Revised: 26 Apr 2016

Gjergji Cici, Alexander Kempf and Alexander Puetz

University of Kansas - School of Business, University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Cologne - Department of Finance

Downloads 706 (63,948)

Citation 11

Abstract:

14.

Short Selling, Unwinding, and Mispricing

Number of pages: 33 Posted: 04 Nov 1997

Alexander Kempf

University of Cologne - Department of Finance & Centre for Financial Research (CFR)

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Citation 5

Abstract:

15.

Trading System and Market Integration

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2

Trading System and Market Integration

96-02

Number of pages: 22 Posted: 01 Feb 1997

Olaf Korn and Alexander Kempf

University of Goettingen (Göttingen) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 618 (74,756)

Abstract:

Trading System and Market Integration

Posted: 21 Sep 1998

Olaf Korn and Alexander Kempf

University of Goettingen (Göttingen) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

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16.

Employment Risk, Compensation Incentives and Managerial Risk Taking: Evidence from the Mutual Fund Industry

Number of pages: 36 Posted: 26 Feb 2007

Alexander Kempf, Tanja Thiele and Stefan Ruenzi

University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Cologne - Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance

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Citation 21

Abstract:

17.

Speed of Information Diffusion within Fund Families

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2

Speed of Information Diffusion within Fund Families

Number of pages: 45 Posted: 19 Feb 2015 Last Revised: 17 Sep 2016

Gjergji Cici, Stefan Jaspersen and Alexander Kempf

University of Kansas - School of Business, University of Cologne - Centre for Financial Research (CFR) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 499 (97,643)

Citation 2

Abstract:

Speed of Information Diffusion within Fund Families

Review of Asset Pricing Studies, Forthcoming

Posted: 19 Sep 2016

Gjergji Cici, Stefan Jaspersen and Alexander Kempf

University of Kansas - School of Business, University of Cologne - Centre for Financial Research (CFR) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Abstract:

18.

Is a Team Different from the Sum of its Parts? Evidence from Mutual Fund Managers

Number of pages: 43 Posted: 05 Mar 2008 Last Revised: 30 Mar 2011

Michaela Baer, Alexander Kempf and Stefan Ruenzi

University of Cologne, Centre for Financial Research (CFR), University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance

Downloads 472 (105,512)

Citation 1

Abstract:

19.

Status Quo Bias and the Number of Alternatives: An Empirical Illustration from the Mutual Fund Industry

Downloads 462 (108,276)

2

Status Quo Bias and the Number of Alternatives: An Empirical Illustration from the Mutual Fund Industry

CFR Working Paper No. 05-07

Number of pages: 34 Posted: 19 Oct 2005

Alexander Kempf and Stefan Ruenzi

University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance

Downloads 462 (107,161)

Citation 6

Abstract:

Status Quo Bias and the Number of Alternatives: An Empirical Illustration from the Mutual Fund Industry

Journal of Behavioral Finance, Vol. 7, No. 4, pp. 204-213, 2006

Posted: 04 Dec 2006

Alexander Kempf and Stefan Ruenzi

University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Mannheim - Department of International Finance

Abstract:

20.

Determinants of Expected Stock Returns: Large Sample Evidence from the German Market

Number of pages: 37 Posted: 06 Aug 2010 Last Revised: 28 Jul 2011

Sabine Artmann, Philipp Finter, Philipp Finter and Alexander Kempf

University of Cologne - Faculty of Management, Economics and Social Sciences, University of Cologne - Department of FinanceUniversity of Cologne - Centre for Financial Research (CFR) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 387 (132,988)

Citation 2

Abstract:

21.

The Impact of Labor Mobility Restrictions on Managerial Actions: Evidence from the Mutual Fund Industry

AFA 2019 Atlanta Meetings Paper, Journal of Banking and Finance, Vol. 122, 2021

Number of pages: 55 Posted: 02 Apr 2018 Last Revised: 27 Dec 2021

Gjergji Cici, Mario Hendriock and Alexander Kempf

University of Kansas - School of Business, University of Cologne - Department of Finance and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 383 (134,548)

Citation 4

Abstract:

22.

Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flows

Downloads 383 (134,947)

Citation 4

2

Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flows

EFA 2014 Lugano Meetings Paper

Number of pages: 42 Posted: 18 Nov 2012 Last Revised: 03 Mar 2016

Gjergji Cici, Alexander Kempf and Christoph Sorhage

University of Kansas - School of Business, University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 238 (220,950)

Abstract:

Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flows

Review of Finance, Forthcoming

Number of pages: 43 Posted: 05 Mar 2016 Last Revised: 21 Mar 2016

Gjergji Cici, Alexander Kempf and Christoph Sorhage

University of Kansas - School of Business, University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 145 (343,200)

Citation 2

Abstract:

23.

Low Risk and High Return – Affective Attitudes and Stock Market Expectations

This is the accepted version of the following article: Kempf, A., Merkle, C. and Niessen-Ruenzi, A. (2014), Low Risk and High Return – Affective Attitudes and Stock Market Expectations. European Financial Management, 20: 995–1030, which has been published in final form at doi: 10.1111/eufm.12001.

Number of pages: 51 Posted: 11 Feb 2009 Last Revised: 22 Sep 2016

Alexander Kempf, Christoph Merkle, Alexandra Niessen-Ruenzi and Alexandra Niessen-Ruenzi

University of Cologne - Department of Finance & Centre for Financial Research (CFR), Aarhus University and University of Mannheim, Department of FinanceUniversity of Mannheim - Department of Finance

Downloads 341 (152,728)

Citation 1

Abstract:

24.

#MeToo Meets the Mutual Fund Industry: Productivity Effects of Sexual Harassment

Finance Research Letters, Vol. 40, 2021

Number of pages: 20 Posted: 30 Aug 2019 Last Revised: 02 Jul 2021

Gjergji Cici, Mario Hendriock, Stefan Jaspersen and Alexander Kempf

University of Kansas - School of Business, University of Cologne - Department of Finance, University of Cologne - Centre for Financial Research (CFR) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 336 (155,185)

Citation 2

Abstract:

25.

The Impact of Duality on Managerial Decisions and Performance: Evidence from the Mutual Fund Industry

Number of pages: 47 Posted: 25 Aug 2012 Last Revised: 04 Nov 2013

Alexander Kempf, Alexander Puetz and Florian Sonnenburg

University of Cologne - Department of Finance & Centre for Financial Research (CFR), University of Cologne - Department of Finance and University of Cologne - Centre for Financial Research (CFR)

Downloads 328 (159,298)

Citation 1

Abstract:

26.

Fundamental Information in Technical Trading Strategies

Number of pages: 21 Posted: 12 Sep 2008 Last Revised: 25 Jan 2014

Ute Bonenkamp, Carsten Homburg and Alexander Kempf

University of Cologne - Department of Accounting, University of Cologne and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 317 (165,116)

Citation 1

Abstract:

27.

Trading Efficiency of Fund Families: Impact on Fund Performance and Investment Behavior

EFA 2015 Vienna Meetings Paper

Number of pages: 47 Posted: 24 Oct 2014 Last Revised: 12 Jan 2016

Gjergji Cici, Laura Dahm and Alexander Kempf

University of Kansas - School of Business, University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 279 (188,616)

Citation 6

Abstract:

28.

Forward-Looking Measures of Higher-Order Dependencies with an Application to Portfolio Selection

Number of pages: 35 Posted: 27 Jan 2014 Last Revised: 19 May 2016

Felix Brinkmann, Alexander Kempf and Olaf Korn

University of Goettingen (Göttingen), University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Goettingen (Göttingen)

Downloads 230 (228,364)

Citation 1

Abstract:

29.

Commonalities in Liquidity in Pure Order-Driven Markets

Number of pages: 39 Posted: 09 Mar 2005

Daniel L. Mayston and Alexander Kempf

University of Cologne - Department of Finance and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 201 (258,764)

Abstract:

30.

The Value of Tradeability

Swiss Finance Institute Research Paper No. 11-37

Number of pages: 46 Posted: 21 Sep 2011

Marc Chesney and Alexander Kempf

University of Zurich - Department of Banking and Finance and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 132 (368,554)

Citation 2

Abstract:

31.

Knowledge Spillovers in the Mutual Fund Industry Through Labor Mobility

Number of pages: 44 Posted: 12 Feb 2019 Last Revised: 01 Mar 2019

Gjergji Cici, Alexander Kempf and Claudia Peitzmeier

University of Kansas - School of Business, University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Cologne - Centre for Financial Research (CFR)

Downloads 131 (370,677)

Abstract:

32.

Finding your calling: Matching skills with jobs in the mutual fund industry

Number of pages: 67 Posted: 21 Jan 2021 Last Revised: 28 Jul 2022

Gjergji Cici, Mario Hendriock and Alexander Kempf

University of Kansas - School of Business, University of Cologne - Department of Finance and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Downloads 126 (381,753)

Abstract:

33.

SRI Funds: Nomen Est Omen

Number of pages: 26 Posted: 06 Mar 2008

Alexander Kempf and Peer C. Osthoff

University of Cologne - Department of Finance & Centre for Financial Research (CFR) and University of Cologne - Centre for Financial Research (CFR)

Downloads 120 (395,953)

Abstract:

34.

The Value of the Early Unwind Option in Futures Contracts with an Endogenous Basis

94-02

Posted: 05 Jul 1998

Wolfgang Bühler, Wolfgang Bühler and Alexander Kempf

University of New South Wales, Australian Business SchoolUniversity of Mannheim - Department of Business Administration and Finance and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Alexander Kempf

University of Cologne - Department of Finance & Centre for Financial Research (CFR)

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